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Quarterly Report
September 30, 2023
State Street Institutional
Investment Trust
State Street Equity 500 Index Fund |
State Street Equity 500 Index II Portfolio |
State Street Aggregate Bond Index Fund |
State Street Aggregate Bond Index Portfolio |
State Street Global All Cap Equity ex- U.S. Index Fund |
State Street Global All Cap Equity ex- U.S. Index Portfolio |
State Street Small/Mid Cap Equity Index Fund |
State Street Small/Mid Cap Equity Index Portfolio |
State Street Emerging Markets Equity Index Fund |
State Street Hedged International Developed Equity Index Fund |
State Street Target Retirement Fund |
State Street Target Retirement 2020 Fund |
State Street Target Retirement 2025 Fund |
State Street Target Retirement 2030 Fund |
State Street Target Retirement 2035 Fund |
State Street Target Retirement 2040 Fund |
State Street Target Retirement 2045 Fund |
State Street Target Retirement 2050 Fund |
State Street Target Retirement 2055 Fund |
State Street Target Retirement 2060 Fund |
State Street Target Retirement 2065 Fund |
The information contained in this
report is intended for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which
contains important information concerning the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-800-997-7327 or visiting www.ssga.com. Please read the prospectus carefully before you invest.
TABLE OF CONTENTS (Unaudited)
Schedules of Investments (Unaudited) | |
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244 |
The information contained in this report is intended
for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important
information concerning the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-800-997-7327 or visiting www.ssga.com. Please read the prospectus carefully before you invest.
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments
September 30, 2023 (Unaudited)
State Street Equity 500 Index Fund
is a feeder fund that invests substantially all of its investable assets in a master fund, the State Street Equity 500 Index II Portfolio. The Schedule of Investments for the State Street Equity 500 Index II Portfolio
follows.
Security Description | Shares | Value | ||||
COMMON STOCKS — 97.2% | ||||||
COMMUNICATION SERVICES — 8.6% | ||||||
Activision Blizzard, Inc. | 171,700 | $16,076,271 | ||||
Alphabet, Inc. Class A (a) | 1,430,640 | 187,213,550 | ||||
Alphabet, Inc. Class C (a) | 1,217,440 | 160,519,464 | ||||
AT&T, Inc. | 1,715,341 | 25,764,424 | ||||
Charter Communications, Inc. Class A (a) | 24,900 | 10,951,518 | ||||
Comcast Corp. Class A | 987,566 | 43,788,676 | ||||
Electronic Arts, Inc. | 59,179 | 7,125,152 | ||||
Fox Corp. Class A | 70,066 | 2,186,059 | ||||
Fox Corp. Class B | 29,300 | 846,184 | ||||
Interpublic Group of Cos., Inc. | 91,066 | 2,609,952 | ||||
Live Nation Entertainment, Inc. (a) | 33,400 | 2,773,536 | ||||
Match Group, Inc. (a) | 69,700 | 2,730,497 | ||||
Meta Platforms, Inc. Class A (a) | 536,193 | 160,970,501 | ||||
Netflix, Inc. (a) | 106,904 | 40,366,950 | ||||
News Corp. Class A | 90,588 | 1,817,195 | ||||
News Corp. Class B (b) | 21,600 | 450,792 | ||||
Omnicom Group, Inc. | 47,491 | 3,537,130 | ||||
Paramount Global Class B | 113,981 | 1,470,355 | ||||
Take-Two Interactive Software, Inc. (a) | 37,200 | 5,222,508 | ||||
T-Mobile U.S., Inc. (a) | 124,175 | 17,390,709 | ||||
Verizon Communications, Inc. | 1,008,715 | 32,692,453 | ||||
Walt Disney Co. (a) | 439,564 | 35,626,662 | ||||
Warner Bros Discovery, Inc. (a) | 515,778 | 5,601,349 | ||||
767,731,887 | ||||||
CONSUMER DISCRETIONARY — 10.4% | ||||||
Airbnb, Inc. Class A (a) | 102,300 | 14,036,583 | ||||
Amazon.com, Inc. (a) | 2,187,700 | 278,100,424 | ||||
Aptiv PLC (a) | 72,419 | 7,139,789 | ||||
AutoZone, Inc. (a) | 4,476 | 11,368,995 | ||||
Bath & Body Works, Inc. | 49,721 | 1,680,570 | ||||
Best Buy Co., Inc. | 46,806 | 3,251,613 | ||||
Booking Holdings, Inc. (a) | 8,524 | 26,287,590 | ||||
BorgWarner, Inc. | 56,977 | 2,300,162 | ||||
Caesars Entertainment, Inc. (a) | 48,200 | 2,234,070 | ||||
CarMax, Inc. (a) | 39,903 | 2,822,339 | ||||
Carnival Corp. (a) | 228,701 | 3,137,778 | ||||
Chipotle Mexican Grill, Inc. (a) | 6,686 | 12,247,615 | ||||
Darden Restaurants, Inc. | 28,571 | 4,091,939 |
Security Description | Shares | Value | ||||
Domino's Pizza, Inc. | 8,300 | $3,143,957 | ||||
DR Horton, Inc. | 75,597 | 8,124,410 | ||||
eBay, Inc. | 132,245 | 5,830,682 | ||||
Etsy, Inc. (a) | 31,200 | 2,014,896 | ||||
Expedia Group, Inc. (a) | 34,034 | 3,507,884 | ||||
Ford Motor Co. | 931,138 | 11,564,734 | ||||
Garmin Ltd. | 37,040 | 3,896,608 | ||||
General Motors Co. | 338,823 | 11,170,994 | ||||
Genuine Parts Co. | 35,489 | 5,123,902 | ||||
Hasbro, Inc. | 27,597 | 1,825,266 | ||||
Hilton Worldwide Holdings, Inc. | 64,100 | 9,626,538 | ||||
Home Depot, Inc. | 241,202 | 72,881,596 | ||||
Las Vegas Sands Corp. | 77,000 | 3,529,680 | ||||
Lennar Corp. Class A | 61,506 | 6,902,818 | ||||
LKQ Corp. | 59,500 | 2,945,845 | ||||
Lowe's Cos., Inc. | 140,650 | 29,232,696 | ||||
Marriott International, Inc. Class A | 60,155 | 11,824,067 | ||||
McDonald's Corp. | 175,410 | 46,210,010 | ||||
MGM Resorts International (a) | 71,300 | 2,620,988 | ||||
Mohawk Industries, Inc. (a) | 10,431 | 895,084 | ||||
NIKE, Inc. Class B | 295,506 | 28,256,284 | ||||
Norwegian Cruise Line Holdings Ltd. (a)(b) | 92,500 | 1,524,400 | ||||
NVR, Inc. (a) | 860 | 5,128,438 | ||||
O'Reilly Automotive, Inc. (a) | 14,780 | 13,432,951 | ||||
Pool Corp. | 8,800 | 3,133,680 | ||||
PulteGroup, Inc. | 51,462 | 3,810,761 | ||||
Ralph Lauren Corp. | 8,979 | 1,042,372 | ||||
Ross Stores, Inc. | 83,856 | 9,471,535 | ||||
Royal Caribbean Cruises Ltd. (a) | 56,500 | 5,205,910 | ||||
Starbucks Corp. | 274,830 | 25,083,734 | ||||
Tapestry, Inc. | 50,928 | 1,464,180 | ||||
Tesla, Inc. (a) | 666,100 | 166,671,542 | ||||
TJX Cos., Inc. | 276,574 | 24,581,897 | ||||
Tractor Supply Co. (b) | 25,826 | 5,243,969 | ||||
Ulta Beauty, Inc. (a) | 12,500 | 4,993,125 | ||||
VF Corp. (b) | 83,144 | 1,469,155 | ||||
Whirlpool Corp. | 11,902 | 1,591,297 | ||||
Wynn Resorts Ltd. | 24,141 | 2,230,870 | ||||
Yum! Brands, Inc. | 68,002 | 8,496,170 | ||||
924,404,392 | ||||||
CONSUMER STAPLES — 6.4% | ||||||
Altria Group, Inc. | 426,429 | 17,931,339 | ||||
Archer-Daniels-Midland Co. | 130,532 | 9,844,723 | ||||
Brown-Forman Corp. Class B | 46,552 | 2,685,585 |
See accompanying notes to Schedule of
Investments.
1
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Bunge Ltd. | 34,800 | $3,767,100 | ||||
Campbell Soup Co. | 46,982 | 1,930,021 | ||||
Church & Dwight Co., Inc. | 61,400 | 5,626,082 | ||||
Clorox Co. | 28,264 | 3,704,280 | ||||
Coca-Cola Co. | 934,800 | 52,330,104 | ||||
Colgate-Palmolive Co. | 201,223 | 14,308,968 | ||||
Conagra Brands, Inc. | 109,924 | 3,014,116 | ||||
Constellation Brands, Inc. Class A | 39,350 | 9,889,835 | ||||
Costco Wholesale Corp. | 106,355 | 60,086,321 | ||||
Dollar General Corp. | 54,013 | 5,714,575 | ||||
Dollar Tree, Inc. (a) | 51,526 | 5,484,943 | ||||
Estee Lauder Cos., Inc. Class A | 55,541 | 8,028,452 | ||||
General Mills, Inc. | 140,442 | 8,986,884 | ||||
Hershey Co. | 35,467 | 7,096,237 | ||||
Hormel Foods Corp. | 65,402 | 2,487,238 | ||||
J M Smucker Co. | 24,205 | 2,975,037 | ||||
Kellogg Co. | 59,128 | 3,518,707 | ||||
Kenvue, Inc. | 413,502 | 8,303,120 | ||||
Keurig Dr Pepper, Inc. | 241,400 | 7,620,998 | ||||
Kimberly-Clark Corp. | 80,127 | 9,683,348 | ||||
Kraft Heinz Co. | 186,618 | 6,277,830 | ||||
Kroger Co. | 152,642 | 6,830,729 | ||||
Lamb Weston Holdings, Inc. | 36,200 | 3,347,052 | ||||
McCormick & Co., Inc. | 63,384 | 4,794,366 | ||||
Molson Coors Beverage Co. Class B | 47,353 | 3,011,177 | ||||
Mondelez International, Inc. Class A | 327,115 | 22,701,781 | ||||
Monster Beverage Corp. (a) | 178,470 | 9,449,986 | ||||
PepsiCo, Inc. | 330,316 | 55,968,743 | ||||
Philip Morris International, Inc. | 372,112 | 34,450,129 | ||||
Procter & Gamble Co. | 566,626 | 82,648,068 | ||||
Sysco Corp. | 122,674 | 8,102,618 | ||||
Target Corp. | 109,772 | 12,137,490 | ||||
Tyson Foods, Inc. Class A | 73,144 | 3,693,041 | ||||
Walgreens Boots Alliance, Inc. | 174,305 | 3,876,543 | ||||
Walmart, Inc. | 342,403 | 54,760,512 | ||||
567,068,078 | ||||||
ENERGY — 4.6% | ||||||
APA Corp. | 80,055 | 3,290,261 | ||||
Baker Hughes Co. | 247,880 | 8,755,122 | ||||
Chevron Corp. | 427,310 | 72,053,012 | ||||
ConocoPhillips | 287,335 | 34,422,733 | ||||
Coterra Energy, Inc. | 185,978 | 5,030,705 | ||||
Devon Energy Corp. | 158,873 | 7,578,242 | ||||
Diamondback Energy, Inc. | 44,600 | 6,907,648 | ||||
EOG Resources, Inc. | 141,371 | 17,920,188 | ||||
EQT Corp. | 82,900 | 3,364,082 | ||||
Exxon Mobil Corp. | 960,575 | 112,944,408 | ||||
Halliburton Co. | 218,667 | 8,856,014 | ||||
Hess Corp. | 67,057 | 10,259,721 | ||||
Kinder Morgan, Inc. | 482,450 | 7,999,021 |
Security Description | Shares | Value | ||||
Marathon Oil Corp. | 146,988 | $3,931,929 | ||||
Marathon Petroleum Corp. | 95,941 | 14,519,711 | ||||
Occidental Petroleum Corp. | 159,173 | 10,327,144 | ||||
ONEOK, Inc. | 139,796 | 8,867,260 | ||||
Phillips 66 | 106,873 | 12,840,791 | ||||
Pioneer Natural Resources Co. | 56,876 | 13,055,886 | ||||
Schlumberger NV | 339,450 | 19,789,935 | ||||
Targa Resources Corp. | 52,100 | 4,466,012 | ||||
Valero Energy Corp. | 84,723 | 12,006,096 | ||||
Williams Cos., Inc. | 296,758 | 9,997,777 | ||||
409,183,698 | ||||||
FINANCIALS — 12.4% | ||||||
Aflac, Inc. | 132,006 | 10,131,460 | ||||
Allstate Corp. | 63,539 | 7,078,880 | ||||
American Express Co. | 139,612 | 20,828,714 | ||||
American International Group, Inc. | 170,801 | 10,350,541 | ||||
Ameriprise Financial, Inc. | 25,444 | 8,388,378 | ||||
Aon PLC Class A | 49,198 | 15,950,976 | ||||
Arch Capital Group Ltd. (a) | 89,900 | 7,165,929 | ||||
Arthur J Gallagher & Co. | 52,600 | 11,989,118 | ||||
Assurant, Inc. | 12,685 | 1,821,312 | ||||
Bank of America Corp. | 1,660,505 | 45,464,627 | ||||
Bank of New York Mellon Corp. | 186,894 | 7,971,029 | ||||
Berkshire Hathaway, Inc. Class B (a) | 439,984 | 154,126,395 | ||||
BlackRock, Inc. | 33,716 | 21,797,057 | ||||
Blackstone, Inc. | 170,300 | 18,245,942 | ||||
Brown & Brown, Inc. | 54,600 | 3,813,264 | ||||
Capital One Financial Corp. | 92,795 | 9,005,755 | ||||
Cboe Global Markets, Inc. | 26,000 | 4,061,460 | ||||
Charles Schwab Corp. | 353,204 | 19,390,900 | ||||
Chubb Ltd. | 99,553 | 20,724,943 | ||||
Cincinnati Financial Corp. | 35,509 | 3,632,216 | ||||
Citigroup, Inc. | 467,127 | 19,212,933 | ||||
Citizens Financial Group, Inc. | 118,700 | 3,181,160 | ||||
CME Group, Inc. | 86,963 | 17,411,732 | ||||
Comerica, Inc. | 28,827 | 1,197,762 | ||||
Discover Financial Services | 61,628 | 5,338,834 | ||||
Everest Group Ltd. | 11,200 | 4,162,704 | ||||
FactSet Research Systems, Inc. | 9,600 | 4,197,696 | ||||
Fidelity National Information Services, Inc. | 138,291 | 7,643,344 | ||||
Fifth Third Bancorp | 156,462 | 3,963,182 | ||||
Fiserv, Inc. (a) | 146,224 | 16,517,463 | ||||
FleetCor Technologies, Inc. (a) | 16,800 | 4,289,712 | ||||
Franklin Resources, Inc. | 70,089 | 1,722,788 | ||||
Global Payments, Inc. | 61,068 | 7,046,636 | ||||
Globe Life, Inc. | 21,412 | 2,328,127 | ||||
Goldman Sachs Group, Inc. | 79,146 | 25,609,271 | ||||
Hartford Financial Services Group, Inc. | 71,267 | 5,053,543 |
See accompanying notes to Schedule of
Investments.
2
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Huntington Bancshares, Inc. | 352,891 | $3,670,066 | ||||
Intercontinental Exchange, Inc. | 137,285 | 15,104,096 | ||||
Invesco Ltd. | 117,111 | 1,700,452 | ||||
Jack Henry & Associates, Inc. | 17,900 | 2,705,406 | ||||
JPMorgan Chase & Co. | 697,343 | 101,128,682 | ||||
KeyCorp | 214,996 | 2,313,357 | ||||
Loews Corp. | 43,819 | 2,774,181 | ||||
M&T Bank Corp. | 39,245 | 4,962,530 | ||||
MarketAxess Holdings, Inc. | 8,400 | 1,794,576 | ||||
Marsh & McLennan Cos., Inc. | 118,919 | 22,630,286 | ||||
Mastercard, Inc. Class A | 199,651 | 79,043,827 | ||||
MetLife, Inc. | 151,570 | 9,535,269 | ||||
Moody's Corp. | 37,432 | 11,834,875 | ||||
Morgan Stanley | 306,127 | 25,001,392 | ||||
MSCI, Inc. | 19,300 | 9,902,444 | ||||
Nasdaq, Inc. | 77,425 | 3,762,081 | ||||
Northern Trust Corp. | 47,096 | 3,272,230 | ||||
PayPal Holdings, Inc. (a) | 268,345 | 15,687,449 | ||||
PNC Financial Services Group, Inc. | 93,775 | 11,512,757 | ||||
Principal Financial Group, Inc. | 56,065 | 4,040,604 | ||||
Progressive Corp. | 141,449 | 19,703,846 | ||||
Prudential Financial, Inc. | 86,302 | 8,189,197 | ||||
Raymond James Financial, Inc. | 47,600 | 4,780,468 | ||||
Regions Financial Corp. | 220,646 | 3,795,111 | ||||
S&P Global, Inc. | 78,088 | 28,534,136 | ||||
State Street Corp. (c) | 76,478 | 5,120,967 | ||||
Synchrony Financial | 99,976 | 3,056,266 | ||||
T Rowe Price Group, Inc. | 55,155 | 5,784,105 | ||||
Travelers Cos., Inc. | 56,606 | 9,244,326 | ||||
Truist Financial Corp. | 312,415 | 8,938,193 | ||||
U.S. Bancorp | 373,522 | 12,348,637 | ||||
Visa, Inc. Class A (b) | 385,560 | 88,682,656 | ||||
W R Berkley Corp. | 46,200 | 2,933,238 | ||||
Wells Fargo & Co. | 877,903 | 35,871,117 | ||||
Willis Towers Watson PLC | 25,845 | 5,400,571 | ||||
Zions Bancorp NA | 38,895 | 1,357,046 | ||||
1,106,932,223 | ||||||
HEALTH CARE — 13.0% | ||||||
Abbott Laboratories | 418,049 | 40,488,046 | ||||
AbbVie, Inc. | 423,580 | 63,138,835 | ||||
Agilent Technologies, Inc. | 72,393 | 8,094,985 | ||||
Align Technology, Inc. (a) | 17,600 | 5,373,632 | ||||
Amgen, Inc. | 128,854 | 34,630,801 | ||||
Baxter International, Inc. | 116,779 | 4,407,239 | ||||
Becton Dickinson & Co. | 71,456 | 18,473,520 | ||||
Biogen, Inc. (a) | 34,384 | 8,837,032 | ||||
Bio-Rad Laboratories, Inc. Class A (a) | 4,800 | 1,720,560 | ||||
Bio-Techne Corp. | 36,500 | 2,484,555 | ||||
Boston Scientific Corp. (a) | 351,357 | 18,551,650 | ||||
Bristol-Myers Squibb Co. | 501,275 | 29,094,001 | ||||
Cardinal Health, Inc. | 62,633 | 5,437,797 |
Security Description | Shares | Value | |||
Catalent, Inc. (a) | 42,200 | $1,921,366 | |||
Cencora, Inc. | 39,334 | 7,078,940 | |||
Centene Corp. (a) | 129,904 | 8,947,788 | |||
Charles River Laboratories International, Inc. (a) | 12,800 | 2,508,544 | |||
Cigna Group | 70,241 | 20,093,843 | |||
Cooper Cos., Inc. | 12,100 | 3,847,921 | |||
CVS Health Corp. | 304,694 | 21,273,735 | |||
Danaher Corp. | 157,694 | 39,123,881 | |||
DaVita, Inc. (a) | 12,028 | 1,137,007 | |||
DENTSPLY SIRONA, Inc. | 52,034 | 1,777,481 | |||
Dexcom, Inc. (a) | 93,200 | 8,695,560 | |||
Edwards Lifesciences Corp. (a) | 147,730 | 10,234,734 | |||
Elevance Health, Inc. | 57,219 | 24,914,297 | |||
Eli Lilly & Co. | 191,372 | 102,791,642 | |||
Fortrea Holdings, Inc. (a) | 100 | 2,859 | |||
GE HealthCare Technologies, Inc. | 91,507 | 6,226,136 | |||
Gilead Sciences, Inc. | 298,952 | 22,403,463 | |||
HCA Healthcare, Inc. | 49,100 | 12,077,618 | |||
Henry Schein, Inc. (a) | 29,000 | 2,153,250 | |||
Hologic, Inc. (a) | 60,300 | 4,184,820 | |||
Humana, Inc. | 30,390 | 14,785,343 | |||
IDEXX Laboratories, Inc. (a) | 20,300 | 8,876,581 | |||
Illumina, Inc. (a) | 36,800 | 5,051,904 | |||
Incyte Corp. (a) | 45,600 | 2,634,312 | |||
Insulet Corp. (a) | 16,100 | 2,567,789 | |||
Intuitive Surgical, Inc. (a) | 84,332 | 24,649,400 | |||
IQVIA Holdings, Inc. (a) | 45,000 | 8,853,750 | |||
Johnson & Johnson | 577,745 | 89,983,784 | |||
Laboratory Corp. of America Holdings | 20,375 | 4,096,394 | |||
McKesson Corp. | 32,852 | 14,285,692 | |||
Medtronic PLC | 320,293 | 25,098,160 | |||
Merck & Co., Inc. | 609,172 | 62,714,257 | |||
Mettler-Toledo International, Inc. (a) | 5,200 | 5,761,964 | |||
Moderna, Inc. (a) | 79,200 | 8,180,568 | |||
Molina Healthcare, Inc. (a) | 13,300 | 4,360,937 | |||
Organon & Co. | 53,767 | 933,395 | |||
Pfizer, Inc. | 1,356,533 | 44,996,200 | |||
Quest Diagnostics, Inc. | 25,142 | 3,063,804 | |||
Regeneron Pharmaceuticals, Inc. (a) | 25,642 | 21,102,340 | |||
ResMed, Inc. | 35,900 | 5,308,533 | |||
Revvity, Inc. | 28,886 | 3,197,680 | |||
STERIS PLC | 22,800 | 5,002,776 | |||
Stryker Corp. | 81,194 | 22,187,884 | |||
Teleflex, Inc. | 11,900 | 2,337,279 | |||
Thermo Fisher Scientific, Inc. | 92,912 | 47,029,267 | |||
UnitedHealth Group, Inc. | 222,274 | 112,068,328 | |||
Universal Health Services, Inc. Class B | 13,800 | 1,735,074 | |||
Vertex Pharmaceuticals, Inc. (a) | 61,252 | 21,299,770 | |||
Viatris, Inc. | 281,614 | 2,776,714 |
See accompanying notes to Schedule of
Investments.
3
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Waters Corp. (a) | 14,850 | $4,072,019 | ||||
West Pharmaceutical Services, Inc. | 17,200 | 6,453,612 | ||||
Zimmer Biomet Holdings, Inc. | 51,325 | 5,759,692 | ||||
Zoetis, Inc. | 109,920 | 19,123,882 | ||||
1,152,476,622 | ||||||
INDUSTRIALS — 8.0% | ||||||
3M Co. | 131,758 | 12,335,184 | ||||
A O Smith Corp. | 32,900 | 2,175,677 | ||||
Alaska Air Group, Inc. (a) | 34,500 | 1,279,260 | ||||
Allegion PLC | 20,996 | 2,187,783 | ||||
American Airlines Group, Inc. (a) | 145,300 | 1,861,293 | ||||
AMETEK, Inc. | 56,399 | 8,333,516 | ||||
Automatic Data Processing, Inc. | 99,952 | 24,046,452 | ||||
Axon Enterprise, Inc. (a) | 16,100 | 3,203,739 | ||||
Boeing Co. (a) | 136,464 | 26,157,420 | ||||
Broadridge Financial Solutions, Inc. | 27,100 | 4,852,255 | ||||
Carrier Global Corp. | 202,479 | 11,176,841 | ||||
Caterpillar, Inc. | 122,424 | 33,421,752 | ||||
Ceridian HCM Holding, Inc. (a) | 34,700 | 2,354,395 | ||||
CH Robinson Worldwide, Inc. | 25,879 | 2,228,958 | ||||
Cintas Corp. | 20,866 | 10,036,755 | ||||
Copart, Inc. (a) | 203,000 | 8,747,270 | ||||
CSX Corp. | 483,265 | 14,860,399 | ||||
Cummins, Inc. | 34,514 | 7,885,068 | ||||
Deere & Co. | 66,783 | 25,202,569 | ||||
Delta Air Lines, Inc. | 152,534 | 5,643,758 | ||||
Dover Corp. | 32,050 | 4,471,295 | ||||
Eaton Corp. PLC | 96,725 | 20,629,508 | ||||
Emerson Electric Co. | 136,579 | 13,189,434 | ||||
Equifax, Inc. | 29,388 | 5,383,294 | ||||
Expeditors International of Washington, Inc. | 37,276 | 4,272,948 | ||||
Fastenal Co. | 138,216 | 7,552,122 | ||||
FedEx Corp. | 56,050 | 14,848,766 | ||||
Fortive Corp. | 84,449 | 6,262,738 | ||||
Generac Holdings, Inc. (a) | 17,000 | 1,852,320 | ||||
General Dynamics Corp. | 53,872 | 11,904,096 | ||||
General Electric Co. | 261,323 | 28,889,258 | ||||
Honeywell International, Inc. | 159,578 | 29,480,440 | ||||
Howmet Aerospace, Inc. | 91,486 | 4,231,227 | ||||
Huntington Ingalls Industries, Inc. | 8,800 | 1,800,304 | ||||
IDEX Corp. | 18,800 | 3,910,776 | ||||
Illinois Tool Works, Inc. | 67,000 | 15,430,770 | ||||
Ingersoll Rand, Inc. | 96,987 | 6,180,012 | ||||
Jacobs Solutions, Inc. | 29,443 | 4,018,969 | ||||
JB Hunt Transport Services, Inc. | 19,200 | 3,619,584 | ||||
Johnson Controls International PLC | 163,808 | 8,716,224 | ||||
L3Harris Technologies, Inc. | 44,121 | 7,682,349 |
Security Description | Shares | Value | ||||
Leidos Holdings, Inc. | 31,600 | $2,912,256 | ||||
Lockheed Martin Corp. | 53,771 | 21,990,188 | ||||
Masco Corp. | 52,984 | 2,831,995 | ||||
Nordson Corp. | 12,600 | 2,811,942 | ||||
Norfolk Southern Corp. | 54,087 | 10,651,353 | ||||
Northrop Grumman Corp. | 34,425 | 15,153,541 | ||||
Old Dominion Freight Line, Inc. | 22,050 | 9,021,537 | ||||
Otis Worldwide Corp. | 96,289 | 7,732,970 | ||||
PACCAR, Inc. | 126,308 | 10,738,706 | ||||
Parker-Hannifin Corp. | 30,789 | 11,992,931 | ||||
Paychex, Inc. | 76,607 | 8,835,085 | ||||
Paycom Software, Inc. | 11,200 | 2,903,824 | ||||
Pentair PLC | 36,604 | 2,370,109 | ||||
Quanta Services, Inc. | 33,707 | 6,305,568 | ||||
Republic Services, Inc. | 48,189 | 6,867,414 | ||||
Robert Half, Inc. | 23,166 | 1,697,604 | ||||
Rockwell Automation, Inc. | 26,926 | 7,697,336 | ||||
Rollins, Inc. | 79,325 | 2,961,202 | ||||
RTX Corp. | 352,601 | 25,376,694 | ||||
Snap-on, Inc. | 12,740 | 3,249,464 | ||||
Southwest Airlines Co. | 140,659 | 3,807,639 | ||||
Stanley Black & Decker, Inc. | 37,957 | 3,172,446 | ||||
Textron, Inc. | 47,133 | 3,682,973 | ||||
Trane Technologies PLC | 54,784 | 11,116,221 | ||||
TransDigm Group, Inc. (a) | 13,800 | 11,635,194 | ||||
Union Pacific Corp. | 145,498 | 29,627,758 | ||||
United Airlines Holdings, Inc. (a) | 77,000 | 3,257,100 | ||||
United Parcel Service, Inc. Class B | 172,791 | 26,932,933 | ||||
United Rentals, Inc. | 16,300 | 7,246,491 | ||||
Verisk Analytics, Inc. | 35,500 | 8,386,520 | ||||
Waste Management, Inc. | 89,735 | 13,679,203 | ||||
Westinghouse Air Brake Technologies Corp. | 41,066 | 4,364,084 | ||||
WW Grainger, Inc. | 10,557 | 7,303,755 | ||||
Xylem, Inc. | 57,458 | 5,230,402 | ||||
715,861,216 | ||||||
INFORMATION TECHNOLOGY — 26.7% | ||||||
Accenture PLC Class A | 152,118 | 46,716,959 | ||||
Adobe, Inc. (a) | 109,344 | 55,754,506 | ||||
Advanced Micro Devices, Inc. (a) | 387,194 | 39,811,287 | ||||
Akamai Technologies, Inc. (a) | 34,190 | 3,642,603 | ||||
Amphenol Corp. Class A | 141,240 | 11,862,748 | ||||
Analog Devices, Inc. | 120,361 | 21,074,007 | ||||
ANSYS, Inc. (a) | 20,900 | 6,218,795 | ||||
Apple, Inc. | 3,537,996 | 605,740,295 | ||||
Applied Materials, Inc. | 202,754 | 28,071,291 | ||||
Arista Networks, Inc. (a) | 59,800 | 10,999,014 | ||||
Autodesk, Inc. (a) | 52,206 | 10,801,943 | ||||
Broadcom, Inc. | 98,991 | 82,219,945 | ||||
Cadence Design Systems, Inc. (a) | 66,100 | 15,487,230 | ||||
CDW Corp. | 32,000 | 6,456,320 |
See accompanying notes to Schedule of
Investments.
4
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Cisco Systems, Inc. | 977,790 | $52,565,990 | |||
Cognizant Technology Solutions Corp. Class A | 118,341 | 8,016,419 | |||
Corning, Inc. | 182,126 | 5,549,379 | |||
DXC Technology Co. (a) | 46,338 | 965,221 | |||
Enphase Energy, Inc. (a) | 33,300 | 4,000,995 | |||
EPAM Systems, Inc. (a) | 13,200 | 3,375,108 | |||
F5, Inc. (a) | 15,641 | 2,520,391 | |||
Fair Isaac Corp. (a) | 5,900 | 5,124,327 | |||
First Solar, Inc. (a) | 24,900 | 4,023,591 | |||
Fortinet, Inc. (a) | 156,400 | 9,177,552 | |||
Gartner, Inc. (a) | 18,900 | 6,494,229 | |||
Gen Digital, Inc. | 136,060 | 2,405,541 | |||
Hewlett Packard Enterprise Co. | 298,453 | 5,184,129 | |||
HP, Inc. | 200,253 | 5,146,502 | |||
Intel Corp. | 1,005,936 | 35,761,025 | |||
International Business Machines Corp. | 219,095 | 30,739,029 | |||
Intuit, Inc. | 67,637 | 34,558,449 | |||
Juniper Networks, Inc. | 71,749 | 1,993,905 | |||
Keysight Technologies, Inc. (a) | 42,200 | 5,583,482 | |||
KLA Corp. | 33,232 | 15,242,189 | |||
Lam Research Corp. | 32,377 | 20,292,932 | |||
Microchip Technology, Inc. | 133,566 | 10,424,826 | |||
Micron Technology, Inc. | 260,634 | 17,730,931 | |||
Microsoft Corp. | 1,788,758 | 564,800,339 | |||
Monolithic Power Systems, Inc. | 11,500 | 5,313,000 | |||
Motorola Solutions, Inc. | 40,272 | 10,963,649 | |||
NetApp, Inc. | 54,114 | 4,106,170 | |||
NVIDIA Corp. | 595,276 | 258,939,107 | |||
NXP Semiconductors NV | 62,200 | 12,435,024 | |||
ON Semiconductor Corp. (a) | 105,200 | 9,778,340 | |||
Oracle Corp. | 377,735 | 40,009,691 | |||
Palo Alto Networks, Inc. (a) | 73,400 | 17,207,896 | |||
PTC, Inc. (a) | 28,500 | 4,037,880 | |||
Qorvo, Inc. (a) | 26,300 | 2,510,861 | |||
QUALCOMM, Inc. | 268,826 | 29,855,816 | |||
Roper Technologies, Inc. | 25,965 | 12,574,330 | |||
Salesforce, Inc. (a) | 233,695 | 47,388,672 | |||
Seagate Technology Holdings PLC | 43,424 | 2,863,813 | |||
ServiceNow, Inc. (a) | 49,200 | 27,500,832 | |||
Skyworks Solutions, Inc. | 37,100 | 3,657,689 | |||
SolarEdge Technologies, Inc. (a) | 14,600 | 1,890,846 | |||
Synopsys, Inc. (a) | 36,500 | 16,752,405 | |||
TE Connectivity Ltd. | 76,651 | 9,468,698 | |||
Teledyne Technologies, Inc. (a) | 11,290 | 4,612,868 | |||
Teradyne, Inc. | 38,200 | 3,837,572 | |||
Texas Instruments, Inc. | 218,393 | 34,726,671 | |||
Trimble, Inc. (a) | 61,000 | 3,285,460 | |||
Tyler Technologies, Inc. (a) | 10,400 | 4,015,856 | |||
VeriSign, Inc. (a) | 22,101 | 4,476,116 |
Security Description | Shares | Value | ||||
Western Digital Corp. (a) | 71,753 | $3,274,089 | ||||
Zebra Technologies Corp. Class A (a) | 12,700 | 3,003,931 | ||||
2,375,020,706 | ||||||
MATERIALS — 2.4% | ||||||
Air Products & Chemicals, Inc. | 53,802 | 15,247,487 | ||||
Albemarle Corp. | 27,200 | 4,625,088 | ||||
Alcoa Corp. | 1 | 29 | ||||
Amcor PLC | 385,126 | 3,527,754 | ||||
Avery Dennison Corp. | 19,470 | 3,556,585 | ||||
Ball Corp. | 74,932 | 3,730,115 | ||||
Celanese Corp. | 25,500 | 3,200,760 | ||||
CF Industries Holdings, Inc. | 44,620 | 3,825,719 | ||||
Corteva, Inc. | 172,282 | 8,813,947 | ||||
Dow, Inc. | 168,748 | 8,700,647 | ||||
DuPont de Nemours, Inc. | 112,473 | 8,389,361 | ||||
Eastman Chemical Co. | 27,136 | 2,081,874 | ||||
Ecolab, Inc. | 63,600 | 10,773,840 | ||||
FMC Corp. | 28,478 | 1,907,172 | ||||
Freeport-McMoRan, Inc. | 347,640 | 12,963,496 | ||||
International Flavors & Fragrances, Inc. | 63,976 | 4,361,244 | ||||
International Paper Co. | 80,303 | 2,848,347 | ||||
Linde PLC | 117,663 | 43,811,818 | ||||
LyondellBasell Industries NV Class A | 59,558 | 5,640,143 | ||||
Martin Marietta Materials, Inc. | 14,345 | 5,888,336 | ||||
Mosaic Co. | 77,884 | 2,772,670 | ||||
Newmont Corp. | 192,133 | 7,099,314 | ||||
Nucor Corp. | 59,448 | 9,294,695 | ||||
Packaging Corp. of America | 20,900 | 3,209,195 | ||||
PPG Industries, Inc. | 55,054 | 7,146,009 | ||||
Sealed Air Corp. | 35,223 | 1,157,428 | ||||
Sherwin-Williams Co. | 56,527 | 14,417,211 | ||||
Steel Dynamics, Inc. | 39,800 | 4,267,356 | ||||
Vulcan Materials Co. | 31,171 | 6,297,165 | ||||
Westrock Co. | 62,636 | 2,242,369 | ||||
211,797,174 | ||||||
REAL ESTATE — 2.3% | ||||||
Alexandria Real Estate Equities, Inc. REIT | 39,200 | 3,923,920 | ||||
American Tower Corp. REIT | 112,618 | 18,520,030 | ||||
AvalonBay Communities, Inc. REIT | 32,769 | 5,627,748 | ||||
Boston Properties, Inc. REIT | 31,346 | 1,864,460 | ||||
Camden Property Trust REIT | 23,800 | 2,251,004 | ||||
CBRE Group, Inc. Class A (a) | 77,067 | 5,692,169 | ||||
CoStar Group, Inc. (a) | 99,900 | 7,681,311 | ||||
Crown Castle, Inc. REIT | 104,558 | 9,622,473 | ||||
Digital Realty Trust, Inc. REIT | 71,200 | 8,616,624 | ||||
Equinix, Inc. REIT | 22,443 | 16,299,453 | ||||
Equity Residential REIT | 86,419 | 5,073,660 | ||||
Essex Property Trust, Inc. REIT | 16,045 | 3,402,984 |
See accompanying notes to Schedule of
Investments.
5
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Extra Space Storage, Inc. REIT | 50,300 | $6,115,474 | ||||
Federal Realty Investment Trust REIT | 16,500 | 1,495,395 | ||||
Healthpeak Properties, Inc. REIT | 121,323 | 2,227,490 | ||||
Host Hotels & Resorts, Inc. REIT | 176,662 | 2,838,958 | ||||
Invitation Homes, Inc. REIT | 139,200 | 4,411,248 | ||||
Iron Mountain, Inc. REIT | 72,981 | 4,338,720 | ||||
Kimco Realty Corp. REIT | 143,853 | 2,530,374 | ||||
Mid-America Apartment Communities, Inc. REIT | 26,400 | 3,396,360 | ||||
Prologis, Inc. REIT | 222,022 | 24,913,089 | ||||
Public Storage REIT | 38,635 | 10,181,095 | ||||
Realty Income Corp. REIT | 179,100 | 8,944,254 | ||||
Regency Centers Corp. REIT | 42,300 | 2,514,312 | ||||
SBA Communications Corp. REIT | 25,300 | 5,064,301 | ||||
Simon Property Group, Inc. REIT | 79,180 | 8,553,815 | ||||
UDR, Inc. REIT | 77,200 | 2,753,724 | ||||
Ventas, Inc. REIT | 91,397 | 3,850,556 | ||||
VICI Properties, Inc. REIT | 258,500 | 7,522,350 | ||||
Welltower, Inc. REIT | 130,019 | 10,651,157 | ||||
Weyerhaeuser Co. REIT | 178,787 | 5,481,609 | ||||
206,360,117 | ||||||
UTILITIES — 2.4% | ||||||
AES Corp. | 164,936 | 2,507,027 | ||||
Alliant Energy Corp. | 58,200 | 2,819,790 | ||||
Ameren Corp. | 60,604 | 4,534,997 | ||||
American Electric Power Co., Inc. | 125,709 | 9,455,831 | ||||
American Water Works Co., Inc. | 47,500 | 5,881,925 | ||||
Atmos Energy Corp. | 39,700 | 4,205,421 | ||||
CenterPoint Energy, Inc. | 143,876 | 3,863,071 | ||||
CMS Energy Corp. | 68,655 | 3,646,267 | ||||
Consolidated Edison, Inc. | 82,752 | 7,077,779 | ||||
Constellation Energy Corp. | 79,494 | 8,671,205 | ||||
Dominion Energy, Inc. | 204,166 | 9,120,095 | ||||
DTE Energy Co. | 49,745 | 4,938,684 | ||||
Duke Energy Corp. | 186,292 | 16,442,132 | ||||
Edison International | 89,414 | 5,659,012 | ||||
Entergy Corp. | 52,498 | 4,856,065 | ||||
Evergy, Inc. | 55,999 | 2,839,149 | ||||
Eversource Energy | 84,417 | 4,908,849 | ||||
Exelon Corp. | 240,384 | 9,084,111 | ||||
FirstEnergy Corp. | 123,793 | 4,231,245 |
Security Description | Shares | Value | |||
NextEra Energy, Inc. | 485,556 | $27,817,503 | |||
NiSource, Inc. | 91,704 | 2,263,255 | |||
NRG Energy, Inc. | 49,702 | 1,914,521 | |||
PG&E Corp. (a) | 501,800 | 8,094,034 | |||
Pinnacle West Capital Corp. | 27,704 | 2,041,231 | |||
PPL Corp. | 184,019 | 4,335,488 | |||
Public Service Enterprise Group, Inc. | 119,788 | 6,817,135 | |||
Sempra | 150,724 | 10,253,754 | |||
Southern Co. | 263,659 | 17,064,010 | |||
WEC Energy Group, Inc. | 73,582 | 5,927,030 | |||
Xcel Energy, Inc. | 132,051 | 7,555,958 | |||
208,826,574 | |||||
TOTAL COMMON STOCKS (Cost $6,209,422,233) | 8,645,662,687 |
SHORT-TERM INVESTMENTS — 3.1% | |||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.33% (d) (e) | 277,712,876 | 277,712,876 | |
State Street Navigator Securities Lending Portfolio II (c) (f) | 1,325,250 | 1,325,250 | |
TOTAL SHORT-TERM INVESTMENTS (Cost $279,038,126) | 279,038,126 | ||
TOTAL INVESTMENTS — 100.3% (Cost $6,488,460,359) | 8,924,700,813 | ||
LIABILITIES IN EXCESS OF OTHER ASSETS — (0.3)% | (28,551,330) | ||
NET ASSETS — 100.0% | $8,896,149,483 |
(a) | Non-income producing security. |
(b) | All or a portion of the shares of the security are on loan at September 30, 2023. |
(c) | The Portfolio invested in an affiliated entity. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(d) | The Portfolio invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(e) | The rate shown is the annualized seven-day yield at September 30, 2023. |
(f) | Investment of cash collateral for securities loaned. |
REIT | Real Estate Investment Trust |
See accompanying notes to Schedule of
Investments.
6
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
At September 30, 2023, open
futures contracts were as follows:
Description | Number of Contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
E-mini S&P 500 Index (long) | 1,131 | 12/15/2023 | $255,144,212 | $244,607,025 | $(10,537,187) |
The following table summarizes the
value of the Portfolio’s investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks | $8,645,662,687 | $— | $— | $8,645,662,687 | ||||
Short-Term Investments | 279,038,126 | — | — | 279,038,126 | ||||
TOTAL INVESTMENTS | $8,924,700,813 | $— | $— | $8,924,700,813 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Depreciation | $(10,537,187) | $— | $— | $(10,537,187) | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS: | $(10,537,187) | $— | $— | $(10,537,187) |
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
State Street Corp. | 82,878 | $6,428,846 | $— | $459,820 | $(158,312) | $(689,747) | 76,478 | $5,120,967 | $157,196 | ||||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares | 142,265,860 | 142,265,860 | 1,067,379,804 | 931,932,788 | — | — | 277,712,876 | 277,712,876 | 8,832,358 | ||||||||
State Street Navigator Securities Lending Portfolio II | 8,413,305 | 8,413,305 | 103,267,053 | 110,355,108 | — | — | 1,325,250 | 1,325,250 | 22,742 | ||||||||
Total | $157,108,011 | $1,170,646,857 | $1,042,747,716 | $(158,312) | $(689,747) | $284,159,093 | $9,012,296 |
See accompanying notes to Schedule of
Investments.
7
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments
September 30, 2023 (Unaudited)
State Street Aggregate Bond Index
Fund is a feeder fund that invests substantially all of its investable assets in a master fund, the State Street Aggregate Bond Index Portfolio. The Schedule of Investments for the State Street Aggregate Bond Index
Portfolio follows.
Security Description | Principal Amount | Value | ||||
CORPORATE BONDS & NOTES — 24.9% | ||||||
ADVERTISING — 0.0% (a) | ||||||
Interpublic Group of Cos., Inc.: | ||||||
2.40%, 3/1/2031 | $100,000 | $78,388 | ||||
3.38%, 3/1/2041 | 70,000 | 46,279 | ||||
4.65%, 10/1/2028 | 10,000 | 9,409 | ||||
5.38%, 6/15/2033 | 140,000 | 130,667 | ||||
5.40%, 10/1/2048 | 25,000 | 21,385 | ||||
Omnicom Group, Inc.: | ||||||
2.45%, 4/30/2030 | 100,000 | 80,630 | ||||
2.60%, 8/1/2031 (b) | 200,000 | 157,804 | ||||
Omnicom Group, Inc./Omnicom Capital, Inc. 3.60%, 4/15/2026 | 100,000 | 94,968 | ||||
619,530 | ||||||
AEROSPACE & DEFENSE — 0.5% | ||||||
Boeing Co.: | ||||||
2.20%, 2/4/2026 | 1,400,000 | 1,286,138 | ||||
2.60%, 10/30/2025 | 35,000 | 32,699 | ||||
2.75%, 2/1/2026 | 550,000 | 513,342 | ||||
2.95%, 2/1/2030 | 50,000 | 42,110 | ||||
3.25%, 2/1/2028 | 50,000 | 44,982 | ||||
3.25%, 3/1/2028 | 25,000 | 22,446 | ||||
3.38%, 6/15/2046 | 25,000 | 15,955 | ||||
3.50%, 3/1/2039 | 250,000 | 178,135 | ||||
3.55%, 3/1/2038 | 165,000 | 120,798 | ||||
3.63%, 2/1/2031 | 30,000 | 25,861 | ||||
3.65%, 3/1/2047 | 100,000 | 65,712 | ||||
3.75%, 2/1/2050 | 50,000 | 33,901 | ||||
3.83%, 3/1/2059 | 250,000 | 159,605 | ||||
4.88%, 5/1/2025 | 335,000 | 329,225 | ||||
5.04%, 5/1/2027 | 150,000 | 146,577 | ||||
5.15%, 5/1/2030 | 200,000 | 191,100 | ||||
5.71%, 5/1/2040 | 150,000 | 138,329 | ||||
5.81%, 5/1/2050 | 200,000 | 181,084 | ||||
5.93%, 5/1/2060 | 150,000 | 134,949 | ||||
General Dynamics Corp.: | ||||||
1.15%, 6/1/2026 | 35,000 | 31,367 | ||||
2.25%, 6/1/2031 | 45,000 | 36,335 | ||||
2.38%, 11/15/2024 | 250,000 | 240,907 | ||||
2.85%, 6/1/2041 | 790,000 | 542,935 | ||||
3.63%, 4/1/2030 | 100,000 | 90,630 | ||||
4.25%, 4/1/2050 | 60,000 | 49,312 | ||||
L3Harris Technologies, Inc.: | ||||||
2.90%, 12/15/2029 | 15,000 | 12,766 |
Security Description | Principal Amount | Value | ||||
3.83%, 4/27/2025 | $50,000 | $48,504 | ||||
3.85%, 12/15/2026 | 50,000 | 47,345 | ||||
4.40%, 6/15/2028 | 100,000 | 94,676 | ||||
5.40%, 7/31/2033 | 250,000 | 240,292 | ||||
5.60%, 7/31/2053 | 75,000 | 70,154 | ||||
Lockheed Martin Corp.: | ||||||
1.85%, 6/15/2030 | 395,000 | 317,951 | ||||
2.80%, 6/15/2050 | 400,000 | 249,344 | ||||
3.55%, 1/15/2026 | 50,000 | 48,104 | ||||
3.60%, 3/1/2035 | 50,000 | 42,191 | ||||
3.90%, 6/15/2032 | 70,000 | 62,814 | ||||
4.15%, 6/15/2053 | 500,000 | 392,300 | ||||
4.70%, 5/15/2046 | 110,000 | 96,363 | ||||
5.25%, 1/15/2033 | 500,000 | 494,295 | ||||
5.70%, 11/15/2054 | 500,000 | 498,095 | ||||
5.90%, 11/15/2063 | 500,000 | 508,375 | ||||
Northrop Grumman Corp.: | ||||||
2.93%, 1/15/2025 | 150,000 | 144,638 | ||||
3.25%, 1/15/2028 | 150,000 | 137,499 | ||||
4.03%, 10/15/2047 | 100,000 | 76,406 | ||||
4.70%, 3/15/2033 | 205,000 | 191,132 | ||||
4.75%, 6/1/2043 | 25,000 | 21,373 | ||||
4.95%, 3/15/2053 | 165,000 | 143,925 | ||||
RTX Corp.: | ||||||
1.90%, 9/1/2031 | 125,000 | 94,366 | ||||
2.25%, 7/1/2030 | 700,000 | 563,759 | ||||
2.38%, 3/15/2032 | 750,000 | 577,747 | ||||
2.82%, 9/1/2051 | 200,000 | 114,836 | ||||
3.13%, 5/4/2027 | 200,000 | 183,836 | ||||
3.13%, 7/1/2050 | 200,000 | 124,190 | ||||
3.50%, 3/15/2027 | 136,000 | 126,507 | ||||
4.13%, 11/16/2028 | 60,000 | 55,858 | ||||
4.35%, 4/15/2047 | 450,000 | 349,735 | ||||
4.45%, 11/16/2038 | 20,000 | 16,751 | ||||
4.50%, 6/1/2042 | 100,000 | 81,846 | ||||
4.63%, 11/16/2048 | 35,000 | 28,440 | ||||
5.38%, 2/27/2053 | 600,000 | 543,108 | ||||
11,453,955 | ||||||
AGRICULTURE — 0.3% | ||||||
Altria Group, Inc.: | ||||||
2.45%, 2/4/2032 | 250,000 | 188,140 | ||||
3.40%, 2/4/2041 | 550,000 | 356,213 | ||||
3.88%, 9/16/2046 | 100,000 | 64,953 | ||||
4.40%, 2/14/2026 | 117,000 | 113,585 | ||||
4.45%, 5/6/2050 | 500,000 | 352,385 | ||||
4.50%, 5/2/2043 | 25,000 | 18,569 | ||||
4.80%, 2/14/2029 (b) | 40,000 | 38,037 |
See accompanying notes to Schedule of
Investments.
8
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
5.80%, 2/14/2039 | $285,000 | $263,639 | ||||
5.95%, 2/14/2049 (b) | 75,000 | 67,049 | ||||
Archer-Daniels-Midland Co.: | ||||||
2.90%, 3/1/2032 | 115,000 | 95,686 | ||||
3.25%, 3/27/2030 | 250,000 | 221,320 | ||||
BAT Capital Corp.: | ||||||
2.26%, 3/25/2028 | 525,000 | 443,845 | ||||
2.73%, 3/25/2031 | 50,000 | 38,486 | ||||
3.22%, 9/6/2026 | 100,000 | 92,730 | ||||
3.46%, 9/6/2029 | 100,000 | 85,665 | ||||
3.56%, 8/15/2027 | 100,000 | 91,331 | ||||
3.73%, 9/25/2040 | 30,000 | 20,012 | ||||
3.98%, 9/25/2050 | 250,000 | 156,795 | ||||
4.39%, 8/15/2037 | 100,000 | 76,221 | ||||
4.54%, 8/15/2047 | 105,000 | 72,237 | ||||
4.70%, 4/2/2027 | 250,000 | 239,135 | ||||
4.76%, 9/6/2049 | 100,000 | 70,233 | ||||
6.42%, 8/2/2033 | 250,000 | 242,522 | ||||
7.08%, 8/2/2043 | 200,000 | 191,784 | ||||
7.08%, 8/2/2053 | 125,000 | 117,964 | ||||
BAT International Finance PLC: | ||||||
1.67%, 3/25/2026 | 525,000 | 472,757 | ||||
4.45%, 3/16/2028 | 250,000 | 232,775 | ||||
5.93%, 2/2/2029 | 355,000 | 348,326 | ||||
Bunge Ltd. Finance Corp.: | ||||||
2.75%, 5/14/2031 | 200,000 | 162,152 | ||||
3.75%, 9/25/2027 | 30,000 | 27,907 | ||||
Philip Morris International, Inc.: | ||||||
0.88%, 5/1/2026 | 150,000 | 133,519 | ||||
1.75%, 11/1/2030 (b) | 150,000 | 114,083 | ||||
2.10%, 5/1/2030 | 550,000 | 437,855 | ||||
2.75%, 2/25/2026 | 125,000 | 117,174 | ||||
3.13%, 3/2/2028 | 200,000 | 180,300 | ||||
4.13%, 3/4/2043 | 25,000 | 18,791 | ||||
4.25%, 11/10/2044 | 250,000 | 189,405 | ||||
4.50%, 3/20/2042 | 50,000 | 39,972 | ||||
4.88%, 2/13/2026 | 100,000 | 98,303 | ||||
4.88%, 2/15/2028 | 100,000 | 96,860 | ||||
5.13%, 2/15/2030 | 100,000 | 95,917 | ||||
5.38%, 2/15/2033 | 100,000 | 94,536 | ||||
5.75%, 11/17/2032 | 750,000 | 731,032 | ||||
Reynolds American, Inc.: | ||||||
5.70%, 8/15/2035 | 25,000 | 22,288 | ||||
5.85%, 8/15/2045 | 175,000 | 144,679 | ||||
7,477,167 | ||||||
AIRLINES — 0.1% | ||||||
American Airlines Pass-Through Trust: | ||||||
Series 2019-1, Class AA, 3.15%, 8/15/2033 | 60,761 | 51,962 | ||||
Series 2017-2, Class AA, 3.35%, 4/15/2031 | 72,939 | 65,110 |
Security Description | Principal Amount | Value | ||||
Delta Air Lines Pass-Through Trust Series 2020-1, Class AA, 2.00%, 12/10/2029 | $82,062 | $71,891 | ||||
JetBlue Pass-Through Trust Series 2020-1, Class A, 4.00%, 5/15/2034 | 20,910 | 18,789 | ||||
Southwest Airlines Co.: | ||||||
2.63%, 2/10/2030 | 100,000 | 82,254 | ||||
5.13%, 6/15/2027 | 100,000 | 97,454 | ||||
5.25%, 5/4/2025 | 90,000 | 88,932 | ||||
United Airlines Pass-Through Trust: | ||||||
Series 2019-2, Class AA, 2.70%, 11/1/2033 | 55,835 | 45,973 | ||||
Series 2016-1, Class AA, 3.10%, 1/7/2030 | 34,170 | 30,668 | ||||
Series 2018-1, Class AA, 3.50%, 9/1/2031 | 87,348 | 77,405 | ||||
Series 2019-1, Class AA, 4.15%, 2/25/2033 | 58,156 | 52,439 | ||||
Series 2020-1, Class B, 4.88%, 7/15/2027 | 362,040 | 348,286 | ||||
Series 2023-1, Class A, 5.80%, 7/15/2037 | 750,000 | 729,285 | ||||
Series 2020-1, Class A, 5.88%, 4/15/2029 | 402,872 | 399,068 | ||||
2,159,516 | ||||||
APPAREL — 0.1% | ||||||
NIKE, Inc.: | ||||||
2.38%, 11/1/2026 | 50,000 | 45,991 | ||||
2.40%, 3/27/2025 | 500,000 | 478,215 | ||||
2.85%, 3/27/2030 | 500,000 | 432,300 | ||||
3.25%, 3/27/2040 | 200,000 | 151,554 | ||||
3.38%, 3/27/2050 (b) | 150,000 | 106,752 | ||||
3.88%, 11/1/2045 | 30,000 | 23,854 | ||||
Ralph Lauren Corp.: | ||||||
2.95%, 6/15/2030 | 15,000 | 12,827 | ||||
3.75%, 9/15/2025 | 25,000 | 24,076 | ||||
VF Corp.: | ||||||
2.40%, 4/23/2025 | 100,000 | 94,215 | ||||
2.95%, 4/23/2030 (b) | 65,000 | 51,182 | ||||
1,420,966 | ||||||
AUTO MANUFACTURERS — 0.4% | ||||||
American Honda Finance Corp.: | ||||||
Series MTN, 1.30%, 9/9/2026 | 85,000 | 75,438 | ||||
Series MTN, 1.50%, 1/13/2025 | 100,000 | 94,826 | ||||
Series MTN, 2.00%, 3/24/2028 | 115,000 | 99,404 | ||||
Series MTN, 2.25%, 1/12/2029 | 100,000 | 85,519 |
See accompanying notes to Schedule of
Investments.
9
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
Series A, 4.60%, 4/17/2025 | $250,000 | $245,927 | |||
Series GMTN, 5.25%, 7/7/2026 | 90,000 | 89,440 | |||
Cummins, Inc. 1.50%, 9/1/2030 | 200,000 | 156,112 | |||
General Motors Co.: | |||||
5.15%, 4/1/2038 | 200,000 | 166,580 | |||
5.20%, 4/1/2045 | 200,000 | 155,686 | |||
6.13%, 10/1/2025 | 250,000 | 249,497 | |||
6.60%, 4/1/2036 | 100,000 | 97,081 | |||
6.75%, 4/1/2046 | 25,000 | 23,328 | |||
General Motors Financial Co., Inc.: | |||||
1.20%, 10/15/2024 | 45,000 | 42,768 | |||
1.25%, 1/8/2026 | 500,000 | 446,885 | |||
1.50%, 6/10/2026 | 500,000 | 441,970 | |||
2.40%, 4/10/2028 | 100,000 | 85,058 | |||
2.40%, 10/15/2028 | 1,000,000 | 829,260 | |||
2.70%, 6/10/2031 | 500,000 | 382,685 | |||
4.00%, 1/15/2025 | 35,000 | 33,980 | |||
4.30%, 4/6/2029 | 150,000 | 134,542 | |||
4.35%, 1/17/2027 | 185,000 | 174,011 | |||
5.00%, 4/9/2027 | 500,000 | 479,810 | |||
5.25%, 3/1/2026 | 100,000 | 97,680 | |||
5.80%, 6/23/2028 | 750,000 | 732,202 | |||
6.00%, 1/9/2028 | 100,000 | 98,695 | |||
6.05%, 10/10/2025 | 500,000 | 497,475 | |||
Honda Motor Co. Ltd. 2.53%, 3/10/2027 | 750,000 | 681,405 | |||
PACCAR Financial Corp.: | |||||
Series MTN, 0.90%, 11/8/2024 | 75,000 | 71,138 | |||
Series MTN, 1.10%, 5/11/2026 (b) | 70,000 | 62,948 | |||
Series MTN, 2.00%, 2/4/2027 | 105,000 | 94,314 | |||
4.60%, 1/10/2028 | 100,000 | 97,495 | |||
Series MTN, 4.95%, 10/3/2025 | 50,000 | 49,583 | |||
Toyota Motor Credit Corp.: | |||||
Series MTN, 0.80%, 10/16/2025 | 100,000 | 91,049 | |||
Series MTN, 1.15%, 8/13/2027 | 60,000 | 51,360 | |||
Series MTN, 1.80%, 2/13/2025 | 150,000 | 142,551 | |||
Series MTN, 1.90%, 4/6/2028 | 100,000 | 86,776 | |||
Series MTN, 3.00%, 4/1/2025 | 500,000 | 481,590 | |||
Series GMTN, 3.05%, 1/11/2028 (b) | 50,000 | 45,861 | |||
Series MTN, 3.40%, 4/14/2025 | 100,000 | 96,803 | |||
Series MTN, 3.65%, 8/18/2025 | 500,000 | 483,300 |
Security Description | Principal Amount | Value | ||||
4.45%, 5/18/2026 | $750,000 | $733,320 | ||||
4.63%, 1/12/2028 (b) | 125,000 | 122,038 | ||||
4.80%, 1/10/2025 | 500,000 | 495,450 | ||||
5.45%, 11/10/2027 | 200,000 | 200,568 | ||||
10,103,408 | ||||||
AUTO PARTS & EQUIPMENT — 0.0% (a) | ||||||
Aptiv PLC: | ||||||
3.10%, 12/1/2051 | 250,000 | 142,797 | ||||
4.35%, 3/15/2029 | 45,000 | 42,391 | ||||
4.40%, 10/1/2046 (b) | 30,000 | 21,541 | ||||
Aptiv PLC/Aptiv Corp. 4.15%, 5/1/2052 | 500,000 | 346,185 | ||||
BorgWarner, Inc. 2.65%, 7/1/2027 | 50,000 | 44,679 | ||||
Lear Corp.: | ||||||
3.50%, 5/30/2030 | 25,000 | 21,234 | ||||
4.25%, 5/15/2029 | 25,000 | 22,695 | ||||
5.25%, 5/15/2049 | 30,000 | 24,264 | ||||
Magna International, Inc.: | ||||||
5.50%, 3/21/2033 (b) | 200,000 | 195,676 | ||||
5.98%, 3/21/2026 | 200,000 | 200,134 | ||||
1,061,596 | ||||||
BANKS — 5.7% | ||||||
Australia & New Zealand Banking Group Ltd.: | ||||||
5.09%, 12/8/2025 | 250,000 | 247,462 | ||||
5.38%, 7/3/2025 | 500,000 | 497,940 | ||||
Banco Bilbao Vizcaya Argentaria SA: | ||||||
1.13%, 9/18/2025 | 200,000 | 181,988 | ||||
1 yr. CMT + 2.30%, 5.86%, 9/14/2026 (c) | 200,000 | 197,936 | ||||
Banco Santander SA: | ||||||
1 yr. CMT + 0.90%, 1.72%, 9/14/2027 (c) | 200,000 | 175,212 | ||||
1.85%, 3/25/2026 | 200,000 | 179,758 | ||||
2.75%, 5/28/2025 | 200,000 | 188,408 | ||||
2.75%, 12/3/2030 | 200,000 | 149,236 | ||||
2.96%, 3/25/2031 | 200,000 | 159,154 | ||||
1 yr. CMT + 1.60%, 3.23%, 11/22/2032 (c) | 400,000 | 302,660 | ||||
4.38%, 4/12/2028 | 200,000 | 184,832 | ||||
5.15%, 8/18/2025 | 200,000 | 195,612 | ||||
5.59%, 8/8/2028 | 300,000 | 293,505 | ||||
6.92%, 8/8/2033 | 200,000 | 191,334 | ||||
Bank of America Corp.: | ||||||
Series MTN, SOFR + 1.01%, 1.20%, 10/24/2026 (c) | 100,000 | 90,337 | ||||
Series MTN, SOFR + 1.15%, 1.32%, 6/19/2026 (c) | 200,000 | 183,338 | ||||
Series N, SOFR + 0.91%, 1.66%, 3/11/2027 (c) | 600,000 | 538,218 |
See accompanying notes to Schedule of
Investments.
10
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
SOFR + 0.96%, 1.73%, 7/22/2027 (c) | $770,000 | $682,335 | |||
Series MTN, SOFR + 1.53%, 1.90%, 7/23/2031 (c) | 500,000 | 379,705 | |||
Series MTN, SOFR + 1.37%, 1.92%, 10/24/2031 (c) | 100,000 | 75,428 | |||
Series MTN, 3 mo. USD Term SOFR + 0.90%, 2.02%, 2/13/2026 (c) | 500,000 | 470,250 | |||
Series MTN, SOFR + 1.06%, 2.09%, 6/14/2029 (c) | 700,000 | 585,550 | |||
SOFR + 1.22%, 2.30%, 7/21/2032 (c) | 200,000 | 151,462 | |||
Series MTN, 3 mo. USD Term SOFR + 1.13%, 2.46%, 10/22/2025 (c) | 75,000 | 71,963 | |||
5 yr. CMT + 1.20%, 2.48%, 9/21/2036 (c) | 200,000 | 146,188 | |||
Series MTN, 3 mo. USD Term SOFR + 1.25%, 2.50%, 2/13/2031 (c) | 250,000 | 200,425 | |||
Series MTN, SOFR + 1.05%, 2.55%, 2/4/2028 (c) | 200,000 | 178,152 | |||
SOFR + 1.21%, 2.57%, 10/20/2032 (c) | 200,000 | 153,552 | |||
SOFR + 2.15%, 2.59%, 4/29/2031 (c) | 735,000 | 590,176 | |||
Series N, SOFR + 1.22%, 2.65%, 3/11/2032 (c) | 150,000 | 117,809 | |||
Series MTN, SOFR + 1.93%, 2.68%, 6/19/2041 (c) | 350,000 | 224,084 | |||
SOFR + 1.32%, 2.69%, 4/22/2032 (c) | 150,000 | 117,615 | |||
Series MTN, SOFR + 1.88%, 2.83%, 10/24/2051 (c) | 275,000 | 161,183 | |||
Series MTN, 3 mo. USD Term SOFR + 1.45%, 2.88%, 10/22/2030 (c) | 75,000 | 62,512 | |||
SOFR + 1.56%, 2.97%, 7/21/2052 (b) (c) | 200,000 | 120,862 | |||
Series MTN, SOFR + 1.33%, 2.97%, 2/4/2033 (c) | 875,000 | 690,042 | |||
Series MTN, 3 mo. USD Term SOFR + 1.35%, 3.09%, 10/1/2025 (c) | 250,000 | 241,777 | |||
Series MTN, 3 mo. USD Term SOFR + 1.44%, 3.19%, 7/23/2030 (c) | 100,000 | 85,453 | |||
SOFR + 1.58%, 3.31%, 4/22/2042 (c) | 700,000 | 485,233 |
Security Description | Principal Amount | Value | |||
3 mo. USD Term SOFR + 1.07%, 3.37%, 1/23/2026 (c) | $250,000 | $240,165 | |||
Series MTN, SOFR + 1.33%, 3.38%, 4/2/2026 (c) | 500,000 | 478,345 | |||
3 mo. USD Term SOFR + 1.30%, 3.42%, 12/20/2028 (c) | 750,000 | 672,607 | |||
Series N, SOFR + 1.65%, 3.48%, 3/13/2052 (c) | 350,000 | 233,523 | |||
Series GMTN, 3.50%, 4/19/2026 | 130,000 | 122,764 | |||
Series MTN, 3 mo. USD Term SOFR + 1.32%, 3.56%, 4/23/2027 (c) | 250,000 | 234,542 | |||
Series GMTN, 3 mo. USD Term SOFR + 1.63%, 3.59%, 7/21/2028 (c) | 250,000 | 228,225 | |||
5 yr. CMT + 2.00%, 3.85%, 3/8/2037 (c) | 200,000 | 162,322 | |||
3 mo. USD Term SOFR + 1.45%, 3.95%, 1/23/2049 (c) | 100,000 | 73,476 | |||
Series L, 3.95%, 4/21/2025 (b) | 50,000 | 48,271 | |||
Series MTN, 3 mo. USD Term SOFR + 1.47%, 3.97%, 2/7/2030 (c) | 150,000 | 134,628 | |||
Series MTN, 3 mo. USD Term SOFR + 1.58%, 4.08%, 4/23/2040 (c) | 150,000 | 118,437 | |||
Series MTN, 3 mo. USD Term SOFR + 3.41%, 4.08%, 3/20/2051 (c) | 600,000 | 442,968 | |||
3 mo. USD Term SOFR + 2.08%, 4.24%, 4/24/2038 (c) | 200,000 | 164,478 | |||
Series MTN, 3 mo. USD Term SOFR + 1.57%, 4.27%, 7/23/2029 (c) | 500,000 | 460,580 | |||
SOFR + 1.58%, 4.38%, 4/27/2028 (c) | 250,000 | 235,735 | |||
Series MTN, 3 mo. USD Term SOFR + 2.25%, 4.44%, 1/20/2048 (c) | 150,000 | 119,451 | |||
SOFR + 1.83%, 4.57%, 4/27/2033 (c) | 500,000 | 443,945 | |||
Series MTN, SOFR + 1.75%, 4.83%, 7/22/2026 (c) | 250,000 | 243,805 | |||
Series MTN, 4.88%, 4/1/2044 | 50,000 | 43,491 | |||
Series MTN, SOFR + 2.04%, 4.95%, 7/22/2028 (c) | 250,000 | 240,182 | |||
Series MTN, 5.00%, 1/21/2044 | 100,000 | 87,647 |
See accompanying notes to Schedule of
Investments.
11
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
Series MTN, SOFR + 2.16%, 5.02%, 7/22/2033 (c) | $500,000 | $460,480 | |||
SOFR + 1.29%, 5.08%, 1/20/2027 (c) | 700,000 | 684,159 | |||
SOFR + 1.63%, 5.20%, 4/25/2029 (c) | 700,000 | 673,526 | |||
SOFR + 1.91%, 5.29%, 4/25/2034 (c) | 700,000 | 651,266 | |||
SOFR + 1.57%, 5.82%, 9/15/2029 (c) | 300,000 | 296,355 | |||
SOFR + 1.84%, 5.87%, 9/15/2034 (c) | 300,000 | 291,675 | |||
SOFR + 1.34%, 5.93%, 9/15/2027 (c) | 300,000 | 297,936 | |||
6.11%, 1/29/2037 | 75,000 | 74,033 | |||
SOFR + 1.99%, 6.20%, 11/10/2028 (c) | 325,000 | 326,404 | |||
Bank of America NA: | |||||
5.53%, 8/18/2026 | 750,000 | 746,205 | |||
5.65%, 8/18/2025 | 250,000 | 249,437 | |||
Bank of Montreal: | |||||
Series MTN, 1.25%, 9/15/2026 | 100,000 | 87,939 | |||
Series MTN, 1.50%, 1/10/2025 | 500,000 | 472,830 | |||
Series MTN, 1.85%, 5/1/2025 | 500,000 | 468,995 | |||
5 yr. CMT + 1.40%, 3.09%, 1/10/2037 (c) | 200,000 | 149,122 | |||
5.20%, 12/12/2024 | 75,000 | 74,331 | |||
5.20%, 2/1/2028 (b) | 100,000 | 97,534 | |||
5.30%, 6/5/2026 | 250,000 | 246,720 | |||
Bank of New York Mellon SOFR + 1.07%, 5.15%, 5/22/2026 (b) (c) | 250,000 | 247,445 | |||
Bank of New York Mellon Corp.: | |||||
Series MTN, 0.75%, 1/28/2026 | 250,000 | 224,405 | |||
Series J, 0.85%, 10/25/2024 | 150,000 | 142,277 | |||
Series MTN, 1.65%, 7/14/2028 | 100,000 | 84,016 | |||
Series J, 1.90%, 1/25/2029 | 150,000 | 124,700 | |||
Series G, 3.00%, 2/24/2025 | 100,000 | 96,214 | |||
Series MTN, 3.25%, 5/16/2027 | 100,000 | 92,291 | |||
Series MTN, 3.30%, 8/23/2029 | 250,000 | 217,805 | |||
Series MTN, 3 mo. USD Term SOFR + 1.33%, 3.44%, 2/7/2028 (c) | 250,000 | 232,832 | |||
SOFR + 1.03%, 4.95%, 4/26/2027 (c) | 230,000 | 224,515 |
Security Description | Principal Amount | Value | |||
Series J, SOFR + 1.61%, 4.97%, 4/26/2034 (c) | $350,000 | $322,616 | |||
Series MTN, SOFR + 1.80%, 5.80%, 10/25/2028 (c) | 145,000 | 144,791 | |||
Series MTN, SOFR + 2.07%, 5.83%, 10/25/2033 (c) | 115,000 | 112,912 | |||
Bank of Nova Scotia: | |||||
1.05%, 3/2/2026 | 250,000 | 223,220 | |||
1.30%, 6/11/2025 (b) | 150,000 | 138,710 | |||
1.30%, 9/15/2026 | 200,000 | 176,138 | |||
1.35%, 6/24/2026 | 100,000 | 88,803 | |||
2.15%, 8/1/2031 | 100,000 | 76,586 | |||
2.95%, 3/11/2027 | 100,000 | 91,266 | |||
Series MTN, 3.45%, 4/11/2025 | 600,000 | 577,512 | |||
4.75%, 2/2/2026 | 500,000 | 488,060 | |||
4.85%, 2/1/2030 | 85,000 | 79,888 | |||
5.25%, 12/6/2024 | 500,000 | 495,555 | |||
Barclays PLC: | |||||
1 yr. CMT + 1.05%, 2.28%, 11/24/2027 (c) | 200,000 | 176,156 | |||
1 yr. CMT + 1.20%, 2.67%, 3/10/2032 (c) | 200,000 | 151,622 | |||
SOFR + 2.71%, 2.85%, 5/7/2026 (c) | 200,000 | 188,740 | |||
1 yr. CMT + 1.30%, 2.89%, 11/24/2032 (c) | 200,000 | 149,976 | |||
1 yr. CMT + 1.30%, 3.33%, 11/24/2042 (c) | 250,000 | 159,200 | |||
5 yr. CMT + 2.90%, 3.56%, 9/23/2035 (c) | 250,000 | 193,068 | |||
1 yr. CMT + 1.70%, 3.81%, 3/10/2042 (c) | 550,000 | 359,920 | |||
4.38%, 1/12/2026 | 50,000 | 47,905 | |||
3 mo. USD LIBOR + 1.90%, 4.97%, 5/16/2029 (c) | 200,000 | 186,926 | |||
5.25%, 8/17/2045 | 25,000 | 20,932 | |||
1 yr. CMT + 2.30%, 5.30%, 8/9/2026 (c) | 250,000 | 244,782 | |||
SOFR + 2.21%, 5.83%, 5/9/2027 (c) | 200,000 | 196,392 | |||
SOFR + 2.98%, 6.22%, 5/9/2034 (c) | 200,000 | 189,528 | |||
SOFR + 2.22%, 6.49%, 9/13/2029 (c) | 250,000 | 247,970 | |||
SOFR + 1.88%, 6.50%, 9/13/2027 (b) (c) | 200,000 | 199,492 | |||
SOFR + 2.62%, 6.69%, 9/13/2034 (c) | 200,000 | 195,294 | |||
1 yr. CMT + 3.05%, 7.33%, 11/2/2026 (c) | 200,000 | 203,016 | |||
1 yr. CMT + 3.30%, 7.39%, 11/2/2028 (c) | 200,000 | 205,092 |
See accompanying notes to Schedule of
Investments.
12
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
1 yr. CMT + 3.50%, 7.44%, 11/2/2033 (c) | $700,000 | $720,286 | |||
BNP Paribas SA Series MTN, 4.25%, 10/15/2024 | 250,000 | 244,725 | |||
Canadian Imperial Bank of Commerce: | |||||
0.95%, 10/23/2025 | 45,000 | 40,762 | |||
1.25%, 6/22/2026 | 100,000 | 88,536 | |||
3.60%, 4/7/2032 (b) | 90,000 | 76,341 | |||
3.95%, 8/4/2025 | 250,000 | 241,385 | |||
5.62%, 7/17/2026 | 600,000 | 596,892 | |||
6.09%, 10/3/2033 | 125,000 | 124,213 | |||
Citibank NA: | |||||
5.80%, 9/29/2028 | 350,000 | 350,185 | |||
5.86%, 9/29/2025 | 265,000 | 265,236 | |||
Citigroup, Inc.: | |||||
SOFR + 0.77%, 1.12%, 1/28/2027 (c) | 1,000,000 | 890,360 | |||
SOFR + 0.53%, 1.28%, 11/3/2025 (c) | 60,000 | 56,656 | |||
SOFR + 0.77%, 1.46%, 6/9/2027 (c) | 500,000 | 441,825 | |||
SOFR + 0.69%, 2.01%, 1/25/2026 (c) | 145,000 | 136,893 | |||
SOFR + 1.18%, 2.52%, 11/3/2032 (c) | 145,000 | 110,129 | |||
SOFR + 1.17%, 2.56%, 5/1/2032 (c) | 860,000 | 664,617 | |||
SOFR + 2.11%, 2.57%, 6/3/2031 (c) | 150,000 | 119,570 | |||
SOFR + 1.42%, 2.98%, 11/5/2030 (c) | 100,000 | 83,521 | |||
SOFR + 1.35%, 3.06%, 1/25/2033 (c) | 135,000 | 106,388 | |||
Series VAR, SOFR + 1.28%, 3.07%, 2/24/2028 (c) | 700,000 | 634,872 | |||
SOFR + 2.84%, 3.11%, 4/8/2026 (c) | 250,000 | 238,667 | |||
3.20%, 10/21/2026 | 300,000 | 277,020 | |||
3 mo. USD Term SOFR + 1.41%, 3.52%, 10/27/2028 (c) | 250,000 | 226,098 | |||
3 mo. USD Term SOFR + 1.65%, 3.67%, 7/24/2028 (c) | 100,000 | 91,663 | |||
SOFR + 1.94%, 3.79%, 3/17/2033 (c) | 500,000 | 416,420 | |||
3 mo. USD Term SOFR + 1.83%, 3.89%, 1/10/2028 (c) | 250,000 | 233,035 | |||
3 mo. USD Term SOFR + 1.45%, 4.08%, 4/23/2029 (b) (c) | 250,000 | 229,923 | |||
4.13%, 7/25/2028 | 70,000 | 63,615 |
Security Description | Principal Amount | Value | |||
3 mo. USD Term SOFR + 2.10%, 4.28%, 4/24/2048 (c) | $150,000 | $116,156 | |||
4.30%, 11/20/2026 | 50,000 | 47,358 | |||
4.40%, 6/10/2025 | 250,000 | 242,475 | |||
SOFR + 3.91%, 4.41%, 3/31/2031 (c) | 250,000 | 224,305 | |||
4.45%, 9/29/2027 | 150,000 | 140,733 | |||
4.65%, 7/30/2045 | 25,000 | 19,998 | |||
4.65%, 7/23/2048 | 250,000 | 201,638 | |||
SOFR + 1.89%, 4.66%, 5/24/2028 (c) | 500,000 | 477,780 | |||
SOFR + 2.09%, 4.91%, 5/24/2033 (c) | 500,000 | 454,860 | |||
5.30%, 5/6/2044 | 50,000 | 42,612 | |||
SOFR + 4.55%, 5.32%, 3/26/2041 (c) | 250,000 | 224,338 | |||
SOFR + 1.55%, 5.61%, 9/29/2026 (c) | 500,000 | 494,810 | |||
SOFR + 2.66%, 6.17%, 5/25/2034 (c) | 285,000 | 273,247 | |||
SOFR + 2.34%, 6.27%, 11/17/2033 (c) | 885,000 | 882,549 | |||
6.68%, 9/13/2043 | 175,000 | 173,922 | |||
Citizens Bank NA Series BKNT, 2.25%, 4/28/2025 | 250,000 | 231,222 | |||
Citizens Financial Group, Inc.: | |||||
2.50%, 2/6/2030 | 75,000 | 58,211 | |||
2.85%, 7/27/2026 | 25,000 | 22,429 | |||
Comerica Bank SOFR + 2.61%, 5.33%, 8/25/2033 (b) (c) | 250,000 | 206,443 | |||
Comerica, Inc. 4.00%, 2/1/2029 (b) | 50,000 | 41,734 | |||
Commonwealth Bank of Australia: | |||||
5.08%, 1/10/2025 | 500,000 | 496,870 | |||
5.32%, 3/13/2026 | 550,000 | 547,569 | |||
Cooperatieve Rabobank UA: | |||||
Series BKNT, 3.75%, 7/21/2026 | 500,000 | 465,635 | |||
4.38%, 8/4/2025 | 250,000 | 241,140 | |||
5.50%, 10/5/2026 | 200,000 | 199,376 | |||
Series MTN, 5.50%, 7/18/2025 | 295,000 | 293,622 | |||
5.75%, 12/1/2043 | 50,000 | 45,914 | |||
Credit Suisse AG: | |||||
2.95%, 4/9/2025 | 500,000 | 474,990 | |||
7.50%, 2/15/2028 | 500,000 | 523,285 | |||
Deutsche Bank AG: | |||||
SOFR + 1.87%, 2.13%, 11/24/2026 (c) | 500,000 | 452,010 | |||
SOFR + 1.22%, 2.31%, 11/16/2027 (c) | 500,000 | 435,465 | |||
SOFR + 1.32%, 2.55%, 1/7/2028 (c) | 500,000 | 436,455 |
See accompanying notes to Schedule of
Investments.
13
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
SOFR + 3.18%, 6.72%, 1/18/2029 (c) | $150,000 | $149,064 | |||
SOFR + 3.65%, 7.08%, 2/10/2034 (c) | 200,000 | 180,556 | |||
SOFR + 2.52%, 7.15%, 7/13/2027 (c) | 330,000 | 331,937 | |||
Discover Bank Series BKNT, 3.45%, 7/27/2026 | 25,000 | 22,681 | |||
Fifth Third Bancorp: | |||||
2.55%, 5/5/2027 | 500,000 | 438,250 | |||
3.95%, 3/14/2028 (b) | 100,000 | 91,071 | |||
SOFR + 1.36%, 4.06%, 4/25/2028 (c) | 60,000 | 55,326 | |||
Fifth Third Bank NA: | |||||
Series BKNT, 3.85%, 3/15/2026 | 225,000 | 207,961 | |||
SOFR + 1.23%, 5.85%, 10/27/2025 (c) | 250,000 | 245,927 | |||
Goldman Sachs Group, Inc.: | |||||
SOFR + 0.61%, 0.86%, 2/12/2026 (c) | 535,000 | 495,710 | |||
Series VAR, SOFR + 0.79%, 1.09%, 12/9/2026 (c) | 450,000 | 402,376 | |||
SOFR + 0.80%, 1.43%, 3/9/2027 (c) | 80,000 | 71,214 | |||
SOFR + 0.82%, 1.54%, 9/10/2027 (c) | 150,000 | 131,315 | |||
SOFR + 0.91%, 1.95%, 10/21/2027 (c) | 230,000 | 203,035 | |||
SOFR + 1.09%, 1.99%, 1/27/2032 (c) | 90,000 | 67,420 | |||
SOFR + 1.25%, 2.38%, 7/21/2032 (c) | 525,000 | 399,656 | |||
2.60%, 2/7/2030 | 750,000 | 613,687 | |||
SOFR + 1.28%, 2.62%, 4/22/2032 (c) | 180,000 | 140,497 | |||
SOFR + 1.11%, 2.64%, 2/24/2028 (c) | 590,000 | 526,321 | |||
SOFR + 1.26%, 2.65%, 10/21/2032 (c) | 115,000 | 88,884 | |||
SOFR + 1.41%, 3.10%, 2/24/2033 (c) | 200,000 | 159,932 | |||
SOFR + 1.51%, 3.21%, 4/22/2042 (c) | 155,000 | 104,858 | |||
SOFR + 1.63%, 3.44%, 2/24/2043 (c) | 1,350,000 | 931,095 | |||
3.50%, 1/23/2025 | 50,000 | 48,375 | |||
3.50%, 4/1/2025 | 250,000 | 240,592 | |||
3.50%, 11/16/2026 | 250,000 | 232,425 | |||
SOFR + 1.85%, 3.62%, 3/15/2028 (c) | 500,000 | 461,430 | |||
3 mo. USD Term SOFR + 1.77%, 3.69%, 6/5/2028 (c) | 250,000 | 230,185 | |||
3.75%, 2/25/2026 | 50,000 | 47,532 |
Security Description | Principal Amount | Value | |||
3.80%, 3/15/2030 | $250,000 | $220,053 | |||
3 mo. USD Term SOFR + 1.64%, 4.02%, 10/31/2038 (c) | 200,000 | 157,472 | |||
3 mo. USD Term SOFR + 1.56%, 4.22%, 5/1/2029 (c) | 500,000 | 462,725 | |||
3 mo. USD Term SOFR + 1.69%, 4.41%, 4/23/2039 (c) | 350,000 | 287,094 | |||
SOFR + 1.73%, 4.48%, 8/23/2028 (c) | 385,000 | 364,272 | |||
4.75%, 10/21/2045 | 50,000 | 41,948 | |||
Series MTN, 4.80%, 7/8/2044 | 50,000 | 41,450 | |||
5.15%, 5/22/2045 | 250,000 | 214,365 | |||
SOFR + 1.08%, 5.80%, 8/10/2026 (c) | 715,000 | 709,759 | |||
5.95%, 1/15/2027 | 50,000 | 49,801 | |||
6.25%, 2/1/2041 | 200,000 | 201,378 | |||
6.75%, 10/1/2037 | 150,000 | 151,706 | |||
HSBC Holdings PLC: | |||||
SOFR + 1.29%, 1.59%, 5/24/2027 (c) | 750,000 | 661,140 | |||
SOFR + 1.54%, 1.65%, 4/18/2026 (c) | 350,000 | 325,171 | |||
SOFR + 1.73%, 2.01%, 9/22/2028 (c) | 200,000 | 169,694 | |||
SOFR + 1.93%, 2.10%, 6/4/2026 (c) | 500,000 | 465,350 | |||
SOFR + 1.29%, 2.21%, 8/17/2029 (c) | 200,000 | 164,938 | |||
SOFR + 1.19%, 2.80%, 5/24/2032 (c) | 200,000 | 154,880 | |||
SOFR + 2.39%, 2.85%, 6/4/2031 (c) | 200,000 | 160,094 | |||
3 mo. USD Term SOFR + 1.81%, 4.04%, 3/13/2028 (c) | 250,000 | 231,342 | |||
3 mo. USD Term SOFR + 1.61%, 4.29%, 9/12/2026 (c) | 200,000 | 192,002 | |||
4.30%, 3/8/2026 | 250,000 | 239,977 | |||
3 mo. USD Term SOFR + 1.80%, 4.58%, 6/19/2029 (c) | 250,000 | 231,305 | |||
SOFR + 2.53%, 4.76%, 3/29/2033 (c) | 500,000 | 426,755 | |||
4.95%, 3/31/2030 | 250,000 | 233,335 | |||
5.25%, 3/14/2044 | 250,000 | 207,293 | |||
SOFR + 2.87%, 5.40%, 8/11/2033 (c) | 250,000 | 230,578 | |||
SOFR + 1.97%, 6.16%, 3/9/2029 (c) | 750,000 | 742,575 | |||
SOFR + 2.39%, 6.25%, 3/9/2034 (c) | 200,000 | 195,622 |
See accompanying notes to Schedule of
Investments.
14
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
SOFR + 2.65%, 6.33%, 3/9/2044 (c) | $1,000,000 | $959,340 | |||
6.50%, 9/15/2037 | 200,000 | 186,084 | |||
SOFR + 3.03%, 7.34%, 11/3/2026 (c) | 500,000 | 510,100 | |||
SOFR + 3.35%, 7.39%, 11/3/2028 (c) | 500,000 | 516,935 | |||
SOFR + 4.25%, 8.11%, 11/3/2033 (c) | 500,000 | 527,455 | |||
HSBC USA, Inc. 5.63%, 3/17/2025 | 550,000 | 546,661 | |||
Huntington Bancshares, Inc.: | |||||
4.00%, 5/15/2025 | 100,000 | 95,685 | |||
SOFR + 2.02%, 6.21%, 8/21/2029 (c) | 300,000 | 293,724 | |||
Huntington National Bank SOFR + 1.65%, 4.55%, 5/17/2028 (c) | 250,000 | 233,530 | |||
ING Groep NV: | |||||
SOFR + 1.01%, 1.73%, 4/1/2027 (c) | 500,000 | 447,330 | |||
SOFR + 1.83%, 4.02%, 3/28/2028 (c) | 200,000 | 185,840 | |||
4.55%, 10/2/2028 | 200,000 | 187,892 | |||
SOFR + 1.56%, 6.08%, 9/11/2027 (b) (c) | 200,000 | 199,146 | |||
SOFR + 2.09%, 6.11%, 9/11/2034 (c) | 200,000 | 194,336 | |||
JPMorgan Chase & Co.: | |||||
3 mo. USD Term SOFR + 0.70%, 1.04%, 2/4/2027 (c) | 250,000 | 222,378 | |||
SOFR + 0.80%, 1.05%, 11/19/2026 (c) | 600,000 | 539,244 | |||
SOFR + 0.77%, 1.47%, 9/22/2027 (c) | 115,000 | 100,653 | |||
SOFR + 0.61%, 1.56%, 12/10/2025 (c) | 700,000 | 661,563 | |||
SOFR + 0.89%, 1.58%, 4/22/2027 (c) | 135,000 | 120,417 | |||
3 mo. USD Term SOFR + 1.11%, 1.76%, 11/19/2031 (c) | 100,000 | 75,143 | |||
SOFR + 1.07%, 1.95%, 2/4/2032 (c) | 650,000 | 492,401 | |||
3 mo. USD Term SOFR + 1.59%, 2.01%, 3/13/2026 (c) | 720,000 | 678,067 | |||
SOFR + 1.85%, 2.08%, 4/22/2026 (c) | 250,000 | 234,672 | |||
SOFR + 1.89%, 2.18%, 6/1/2028 (c) | 200,000 | 174,982 | |||
SOFR + 2.04%, 2.52%, 4/22/2031 (c) | 500,000 | 404,835 | |||
3 mo. USD Term SOFR + 1.51%, 2.53%, 11/19/2041 (c) | 100,000 | 62,758 |
Security Description | Principal Amount | Value | |||
SOFR + 1.18%, 2.55%, 11/8/2032 (c) | $155,000 | $119,944 | |||
3 mo. USD Term SOFR + 1.25%, 2.58%, 4/22/2032 (c) | 905,000 | 713,737 | |||
SOFR + 0.92%, 2.60%, 2/24/2026 (c) | 200,000 | 190,346 | |||
2.95%, 10/1/2026 | 350,000 | 323,921 | |||
SOFR + 1.17%, 2.95%, 2/24/2028 (c) | 620,000 | 562,365 | |||
3 mo. USD Term SOFR + 2.52%, 2.96%, 5/13/2031 (c) | 565,000 | 465,068 | |||
SOFR + 1.26%, 2.96%, 1/25/2033 (c) | 100,000 | 79,754 | |||
3 mo. USD Term SOFR + 2.46%, 3.11%, 4/22/2041 (c) | 165,000 | 114,419 | |||
SOFR + 2.44%, 3.11%, 4/22/2051 (c) | 250,000 | 154,855 | |||
SOFR + 1.46%, 3.16%, 4/22/2042 (c) | 200,000 | 136,958 | |||
SOFR + 1.58%, 3.33%, 4/22/2052 (c) | 485,000 | 314,847 | |||
3 mo. USD Term SOFR + 1.21%, 3.51%, 1/23/2029 (c) | 185,000 | 167,793 | |||
3 mo. USD Term SOFR + 1.64%, 3.54%, 5/1/2028 (c) | 200,000 | 183,862 | |||
3 mo. USD Term SOFR + 1.42%, 3.70%, 5/6/2030 (c) | 125,000 | 111,428 | |||
3 mo. USD Term SOFR + 1.60%, 3.78%, 2/1/2028 (c) | 250,000 | 232,680 | |||
3 mo. USD Term SOFR + 1.62%, 3.88%, 7/24/2038 (c) | 200,000 | 159,474 | |||
3 mo. USD Term SOFR + 1.64%, 3.96%, 11/15/2048 (c) | 100,000 | 72,866 | |||
3 mo. USD Term SOFR + 1.72%, 4.03%, 7/24/2048 (c) | 50,000 | 37,359 | |||
4.13%, 12/15/2026 | 50,000 | 47,500 | |||
3 mo. USD Term SOFR + 1.52%, 4.20%, 7/23/2029 (c) | 200,000 | 185,222 | |||
4.25%, 10/1/2027 | 80,000 | 75,980 | |||
3 mo. USD Term SOFR + 1.84%, 4.26%, 2/22/2048 (c) | 100,000 | 77,885 | |||
SOFR + 1.56%, 4.32%, 4/26/2028 (c) | 500,000 | 473,840 | |||
3 mo. USD Term SOFR + 3.79%, 4.49%, 3/24/2031 (c) | 250,000 | 228,578 |
See accompanying notes to Schedule of
Investments.
15
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
SOFR + 1.75%, 4.57%, 6/14/2030 (c) | $140,000 | $130,407 | |||
4.85%, 2/1/2044 | 50,000 | 43,528 | |||
SOFR + 1.99%, 4.85%, 7/25/2028 (c) | 500,000 | 482,035 | |||
SOFR + 2.08%, 4.91%, 7/25/2033 (c) | 1,000,000 | 920,050 | |||
4.95%, 6/1/2045 | 50,000 | 42,580 | |||
SOFR + 1.45%, 5.30%, 7/24/2029 (c) | 415,000 | 403,828 | |||
SOFR + 1.85%, 5.35%, 6/1/2034 (c) | 1,065,000 | 1,010,823 | |||
5.40%, 1/6/2042 | 50,000 | 46,799 | |||
5.50%, 10/15/2040 | 150,000 | 141,798 | |||
SOFR + 1.07%, 5.55%, 12/15/2025 (c) | 500,000 | 496,610 | |||
5.63%, 8/16/2043 | 250,000 | 235,267 | |||
SOFR + 2.58%, 5.72%, 9/14/2033 (b) (c) | 750,000 | 721,875 | |||
KeyBank NA: | |||||
Series BKNT, 3.40%, 5/20/2026 | 25,000 | 22,388 | |||
Series BKNT, 4.39%, 12/14/2027 | 300,000 | 268,467 | |||
5.85%, 11/15/2027 | 250,000 | 237,527 | |||
KeyCorp: | |||||
Series MTN, 2.25%, 4/6/2027 | 100,000 | 84,884 | |||
Series MTN, 4.15%, 10/29/2025 | 65,000 | 61,313 | |||
Kreditanstalt fuer Wiederaufbau: | |||||
1.00%, 10/1/2026 | 500,000 | 446,745 | |||
1.25%, 1/31/2025 | 500,000 | 473,225 | |||
3.00%, 5/20/2027 | 225,000 | 211,671 | |||
3.63%, 4/1/2026 | 955,000 | 924,516 | |||
3.75%, 2/15/2028 | 425,000 | 407,792 | |||
3.88%, 6/15/2028 | 795,000 | 765,672 | |||
4.13%, 7/15/2033 | 1,000,000 | 950,850 | |||
4.63%, 8/7/2026 | 250,000 | 247,940 | |||
Landwirtschaftliche Rentenbank: | |||||
Series GMTN, 1.75%, 7/27/2026 | 50,000 | 45,822 | |||
2.00%, 1/13/2025 | 25,000 | 23,920 | |||
Series 44, 3.88%, 6/14/2028 | 750,000 | 722,940 | |||
Lloyds Banking Group PLC: | |||||
1 yr. CMT + 0.85%, 1.63%, 5/11/2027 (c) | 200,000 | 177,254 | |||
1 yr. CMT + 1.60%, 3.51%, 3/18/2026 (c) | 200,000 | 191,730 | |||
3.75%, 1/11/2027 | 100,000 | 92,993 | |||
1 yr. CMT + 1.80%, 3.75%, 3/18/2028 (c) | 200,000 | 183,596 | |||
4.34%, 1/9/2048 (b) | 200,000 | 137,738 | |||
4.55%, 8/16/2028 | 250,000 | 232,372 |
Security Description | Principal Amount | Value | |||
4.65%, 3/24/2026 | $100,000 | $95,726 | |||
1 yr. CMT + 1.75%, 4.72%, 8/11/2026 (c) | 250,000 | 243,167 | |||
1 yr. CMT + 2.30%, 4.98%, 8/11/2033 (c) | 250,000 | 222,398 | |||
1 yr. CMT + 1.70%, 5.87%, 3/6/2029 (c) | 500,000 | 488,645 | |||
1 yr. CMT + 3.75%, 7.95%, 11/15/2033 (c) | 250,000 | 258,815 | |||
M&T Bank Corp.: | |||||
SOFR + 1.78%, 4.55%, 8/16/2028 (c) | 165,000 | 152,328 | |||
SOFR + 1.85%, 5.05%, 1/27/2034 (c) | 500,000 | 433,215 | |||
Manufacturers & Traders Trust Co.: | |||||
4.70%, 1/27/2028 | 500,000 | 460,615 | |||
5.40%, 11/21/2025 | 250,000 | 242,285 | |||
Mitsubishi UFJ Financial Group, Inc.: | |||||
1.41%, 7/17/2025 | 500,000 | 460,885 | |||
1 yr. CMT + 0.75%, 1.54%, 7/20/2027 (c) | 100,000 | 88,555 | |||
1 yr. CMT + 0.67%, 1.64%, 10/13/2027 (c) | 500,000 | 440,570 | |||
2.19%, 2/25/2025 | 250,000 | 237,020 | |||
1 yr. CMT + 0.95%, 2.31%, 7/20/2032 (c) | 500,000 | 382,890 | |||
2.76%, 9/13/2026 | 25,000 | 22,905 | |||
3.29%, 7/25/2027 | 50,000 | 45,876 | |||
3.68%, 2/22/2027 (b) | 50,000 | 46,963 | |||
3.74%, 3/7/2029 (b) | 250,000 | 226,875 | |||
3.78%, 3/2/2025 (b) | 50,000 | 48,433 | |||
3.85%, 3/1/2026 | 25,000 | 23,881 | |||
3.96%, 3/2/2028 | 50,000 | 46,766 | |||
4.05%, 9/11/2028 | 100,000 | 92,966 | |||
4.29%, 7/26/2038 (b) | 35,000 | 29,448 | |||
1 yr. CMT + 1.70%, 5.24%, 4/19/2029 (c) | 200,000 | 194,330 | |||
1 yr. CMT + 1.90%, 5.35%, 9/13/2028 (c) | 200,000 | 195,522 | |||
1 yr. CMT + 1.38%, 5.42%, 2/22/2029 (c) | 500,000 | 489,440 | |||
1 yr. CMT + 1.63%, 5.44%, 2/22/2034 (c) | 200,000 | 190,740 | |||
1 yr. CMT + 2.13%, 5.47%, 9/13/2033 (c) | 200,000 | 191,576 | |||
1 yr. CMT + 1.53%, 5.48%, 2/22/2031 (b) (c) | 200,000 | 193,636 | |||
1 yr. CMT + 1.08%, 5.72%, 2/20/2026 (c) | 500,000 | 497,290 | |||
Mizuho Financial Group, Inc.: | |||||
3 mo. USD Term SOFR + 1.77%, 2.20%, 7/10/2031 (c) | 500,000 | 386,620 | |||
2.56%, 9/13/2031 | 215,000 | 162,643 |
See accompanying notes to Schedule of
Investments.
16
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
3 mo. USD Term SOFR + 1.57%, 2.87%, 9/13/2030 (c) | $200,000 | $166,538 | |||
4.02%, 3/5/2028 | 200,000 | 185,888 | |||
1 yr. CMT + 2.05%, 5.41%, 9/13/2028 (c) | 200,000 | 195,714 | |||
1 yr. CMT + 1.80%, 5.75%, 5/27/2034 (c) | 200,000 | 192,504 | |||
1 yr. CMT + 1.65%, 5.78%, 7/6/2029 (c) | 240,000 | 236,561 | |||
Morgan Stanley: | |||||
SOFR + 0.72%, 0.99%, 12/10/2026 (c) | 450,000 | 401,364 | |||
Series MTN, SOFR + 0.56%, 1.16%, 10/21/2025 (c) | 110,000 | 103,837 | |||
Series GMTN, SOFR + 0.86%, 1.51%, 7/20/2027 (c) | 700,000 | 616,392 | |||
SOFR + 0.88%, 1.59%, 5/4/2027 (c) | 245,000 | 218,111 | |||
Series MTN, SOFR + 1.03%, 1.79%, 2/13/2032 (c) | 65,000 | 48,113 | |||
Series MTN, SOFR + 1.02%, 1.93%, 4/28/2032 (c) | 525,000 | 389,471 | |||
SOFR + 1.99%, 2.19%, 4/28/2026 (c) | 255,000 | 239,486 | |||
Series GMTN, SOFR + 1.18%, 2.24%, 7/21/2032 (c) | 200,000 | 150,778 | |||
SOFR + 1.00%, 2.48%, 1/21/2028 (c) | 670,000 | 597,593 | |||
SOFR + 1.36%, 2.48%, 9/16/2036 (c) | 200,000 | 146,152 | |||
Series MTN, SOFR + 1.20%, 2.51%, 10/20/2032 (c) | 110,000 | 84,021 | |||
Series MTN, SOFR + 0.94%, 2.63%, 2/18/2026 (c) | 150,000 | 142,670 | |||
Series GMTN, SOFR + 1.14%, 2.70%, 1/22/2031 (c) | 250,000 | 204,008 | |||
Series MTN, SOFR + 1.43%, 2.80%, 1/25/2052 (c) | 250,000 | 145,648 | |||
SOFR + 1.29%, 2.94%, 1/21/2033 (c) | 135,000 | 106,105 | |||
Series MTN, 3.13%, 7/27/2026 | 225,000 | 208,978 | |||
SOFR + 1.49%, 3.22%, 4/22/2042 (c) | 145,000 | 99,880 | |||
3.59%, 7/22/2028 (c) | 100,000 | 91,129 | |||
Series MTN, SOFR + 3.12%, 3.62%, 4/1/2031 (c) | 500,000 | 430,315 |
Security Description | Principal Amount | Value | |||
3.63%, 1/20/2027 | $100,000 | $93,328 | |||
Series GMTN, 3.70%, 10/23/2024 | 250,000 | 244,227 | |||
Series GMTN, 3.88%, 1/27/2026 | 125,000 | 119,430 | |||
3.95%, 4/23/2027 | 25,000 | 23,219 | |||
3.97%, 7/22/2038 (c) | 100,000 | 79,120 | |||
Series GMTN, 4.00%, 7/23/2025 | 500,000 | 483,370 | |||
SOFR + 1.61%, 4.21%, 4/20/2028 (c) | 175,000 | 164,449 | |||
4.30%, 1/27/2045 | 50,000 | 39,521 | |||
Series GMTN, 4.35%, 9/8/2026 | 50,000 | 47,675 | |||
4.38%, 1/22/2047 | 100,000 | 78,656 | |||
Series GMTN, 3 mo. USD Term SOFR + 1.89%, 4.43%, 1/23/2030 (c) | 250,000 | 230,877 | |||
3 mo. USD Term SOFR + 1.69%, 4.46%, 4/22/2039 (c) | 250,000 | 209,403 | |||
SOFR + 1.30%, 5.05%, 1/28/2027 (c) | 80,000 | 78,462 | |||
SOFR + 1.73%, 5.12%, 2/1/2029 (c) | 635,000 | 611,784 | |||
Series MTN, SOFR + 1.59%, 5.16%, 4/20/2029 (c) | 155,000 | 149,081 | |||
Series MTN, SOFR + 1.87%, 5.25%, 4/21/2034 (c) | 180,000 | 167,162 | |||
SOFR + 2.62%, 5.30%, 4/20/2037 (c) | 160,000 | 142,896 | |||
Series MTN, SOFR + 1.88%, 5.42%, 7/21/2034 (c) | 190,000 | 179,491 | |||
SOFR + 1.63%, 5.45%, 7/20/2029 (c) | 290,000 | 282,622 | |||
Series GMTN, SOFR + 4.84%, 5.60%, 3/24/2051 (c) | 200,000 | 187,230 | |||
5 yr. CMT + 2.43%, 5.95%, 1/19/2038 (c) | 135,000 | 126,473 | |||
Series VAR, SOFR + 1.77%, 6.14%, 10/16/2026 (c) | 250,000 | 250,130 | |||
SOFR + 2.24%, 6.30%, 10/18/2028 (c) | 250,000 | 251,655 | |||
SOFR + 2.56%, 6.34%, 10/18/2033 (c) | 980,000 | 986,938 | |||
6.38%, 7/24/2042 | 65,000 | 67,049 | |||
Morgan Stanley Bank NA: | |||||
4.75%, 4/21/2026 | 500,000 | 488,225 | |||
5.48%, 7/16/2025 | 250,000 | 248,790 | |||
National Australia Bank Ltd.: | |||||
Series BKNT, 2.50%, 7/12/2026 | 50,000 | 46,144 |
See accompanying notes to Schedule of
Investments.
17
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
4.94%, 1/12/2028 | $300,000 | $293,166 | |||
4.97%, 1/12/2026 | 250,000 | 246,875 | |||
5.13%, 11/22/2024 | 250,000 | 248,502 | |||
National Bank of Canada 5.25%, 1/17/2025 | 250,000 | 248,052 | |||
NatWest Group PLC: | |||||
1 yr. CMT + 2.55%, 3.07%, 5/22/2028 (c) | 500,000 | 445,880 | |||
3 mo. USD LIBOR + 1.87%, 4.45%, 5/8/2030 (c) | 200,000 | 180,212 | |||
1 yr. CMT + 1.95%, 5.81%, 9/13/2029 (c) | 750,000 | 727,462 | |||
1 yr. CMT + 1.35%, 5.85%, 3/2/2027 (c) | 550,000 | 542,602 | |||
Northern Trust Corp.: | |||||
1.95%, 5/1/2030 | 75,000 | 59,319 | |||
3 mo. USD LIBOR + 1.13%, 3.38%, 5/8/2032 (c) | 63,000 | 55,770 | |||
3.65%, 8/3/2028 | 100,000 | 92,493 | |||
4.00%, 5/10/2027 | 100,000 | 94,488 | |||
Oesterreichische Kontrollbank AG 4.63%, 11/3/2025 | 645,000 | 638,176 | |||
PNC Bank NA Series BKNT, 3.25%, 1/22/2028 | 250,000 | 225,858 | |||
PNC Financial Services Group, Inc.: | |||||
2.20%, 11/1/2024 | 150,000 | 143,916 | |||
SOFR + 0.98%, 2.31%, 4/23/2032 (c) | 135,000 | 104,304 | |||
2.55%, 1/22/2030 | 500,000 | 405,120 | |||
3.15%, 5/19/2027 | 100,000 | 91,128 | |||
3.45%, 4/23/2029 | 100,000 | 87,660 | |||
SOFR + 1.85%, 4.63%, 6/6/2033 (c) | 100,000 | 86,143 | |||
SOFR + 1.09%, 4.76%, 1/26/2027 (c) | 115,000 | 111,700 | |||
SOFR + 1.62%, 5.35%, 12/2/2028 (c) | 500,000 | 484,055 | |||
SOFR + 1.84%, 5.58%, 6/12/2029 (c) | 750,000 | 727,867 | |||
SOFR + 1.32%, 5.81%, 6/12/2026 (c) | 145,000 | 143,818 | |||
Regions Financial Corp. 2.25%, 5/18/2025 | 100,000 | 93,271 | |||
Royal Bank of Canada: | |||||
Series GMTN, 1.15%, 7/14/2026 | 100,000 | 88,319 | |||
1.20%, 4/27/2026 | 100,000 | 89,221 | |||
Series FXD, 2.05%, 1/21/2027 | 100,000 | 89,406 | |||
Series GMTN, 2.30%, 11/3/2031 (b) | 100,000 | 77,407 | |||
3.63%, 5/4/2027 (b) | 250,000 | 232,955 |
Security Description | Principal Amount | Value | |||
3.88%, 5/4/2032 | $500,000 | $434,730 | |||
Series GMTN, 4.65%, 1/27/2026 | 100,000 | 97,205 | |||
Series GMTN, 4.90%, 1/12/2028 | 500,000 | 485,000 | |||
Series GMTN, 5.20%, 7/20/2026 | 350,000 | 345,534 | |||
Series MTN, 5.66%, 10/25/2024 | 500,000 | 498,185 | |||
Series MTN, 6.00%, 11/1/2027 | 200,000 | 201,512 | |||
Santander Holdings USA, Inc.: | |||||
4.40%, 7/13/2027 | 50,000 | 46,389 | |||
4.50%, 7/17/2025 | 50,000 | 48,412 | |||
SOFR + 2.33%, 5.81%, 9/9/2026 (c) | 295,000 | 289,808 | |||
SOFR + 2.36%, 6.50%, 3/9/2029 (c) | 675,000 | 658,611 | |||
Santander U.K. Group Holdings PLC: | |||||
1 yr. CMT + 1.25%, 1.53%, 8/21/2026 (c) | 250,000 | 226,885 | |||
SOFR + 0.99%, 1.67%, 6/14/2027 (c) | 250,000 | 218,820 | |||
3 mo. USD LIBOR + 1.40%, 3.82%, 11/3/2028 (c) | 200,000 | 177,890 | |||
SOFR + 2.75%, 6.83%, 11/21/2026 (c) | 250,000 | 251,312 | |||
Sumitomo Mitsui Financial Group, Inc.: | |||||
1.47%, 7/8/2025 | 200,000 | 184,972 | |||
1.90%, 9/17/2028 | 550,000 | 454,173 | |||
2.14%, 9/23/2030 | 200,000 | 154,250 | |||
2.30%, 1/12/2041 | 750,000 | 459,480 | |||
2.35%, 1/15/2025 (b) | 500,000 | 477,145 | |||
3.01%, 10/19/2026 | 50,000 | 46,010 | |||
3.04%, 7/16/2029 | 200,000 | 170,826 | |||
3.36%, 7/12/2027 | 50,000 | 45,814 | |||
3.78%, 3/9/2026 | 30,000 | 28,558 | |||
3.94%, 7/19/2028 | 50,000 | 45,864 | |||
4.31%, 10/16/2028 | 100,000 | 92,904 | |||
5.46%, 1/13/2026 | 500,000 | 494,935 | |||
5.52%, 1/13/2028 | 400,000 | 393,704 | |||
5.77%, 1/13/2033 | 200,000 | 195,414 | |||
5.80%, 7/13/2028 | 500,000 | 496,185 | |||
Synchrony Bank 5.40%, 8/22/2025 | 500,000 | 480,990 | |||
Synovus Bank 5.63%, 2/15/2028 | 250,000 | 225,245 | |||
Toronto-Dominion Bank: | |||||
Series MTN, 0.75%, 9/11/2025 (b) | 250,000 | 227,510 | |||
Series MTN, 1.15%, 6/12/2025 | 200,000 | 185,122 |
See accompanying notes to Schedule of
Investments.
18
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
Series MTN, 1.20%, 6/3/2026 | $100,000 | $88,705 | |||
Series MTN, 1.25%, 9/10/2026 | 100,000 | 88,081 | |||
Series MTN, 2.00%, 9/10/2031 | 100,000 | 76,160 | |||
Series GMTN, 2.45%, 1/12/2032 | 150,000 | 115,958 | |||
Series MTN, 3.20%, 3/10/2032 | 200,000 | 163,574 | |||
3.77%, 6/6/2025 | 200,000 | 193,394 | |||
4.11%, 6/8/2027 | 200,000 | 188,700 | |||
5.16%, 1/10/2028 | 500,000 | 487,505 | |||
Series MTN, 5.52%, 7/17/2028 | 200,000 | 197,298 | |||
Series MTN, 5.53%, 7/17/2026 | 200,000 | 198,512 | |||
Truist Bank: | |||||
Series BKNT, 3.63%, 9/16/2025 | 25,000 | 23,614 | |||
Series BKNT, 4.05%, 11/3/2025 (b) | 40,000 | 38,398 | |||
Truist Financial Corp.: | |||||
Series MTN, 1.13%, 8/3/2027 | 100,000 | 83,380 | |||
Series MTN, SOFR + 0.61%, 1.27%, 3/2/2027 (c) | 60,000 | 53,116 | |||
Series MTN, SOFR + 0.86%, 1.89%, 6/7/2029 (c) | 50,000 | 41,047 | |||
Series MTN, 3.88%, 3/19/2029 (b) | 100,000 | 87,516 | |||
4.00%, 5/1/2025 | 100,000 | 96,494 | |||
Series MTN, SOFR + 1.37%, 4.12%, 6/6/2028 (c) | 180,000 | 166,727 | |||
Series MTN, SOFR + 1.44%, 4.87%, 1/26/2029 (c) | 105,000 | 98,583 | |||
Series MTN, SOFR + 2.36%, 5.87%, 6/8/2034 (c) | 750,000 | 706,762 | |||
Series MTN, SOFR + 2.05%, 6.05%, 6/8/2027 (c) | 750,000 | 741,502 | |||
Series MTN, SOFR + 2.30%, 6.12%, 10/28/2033 (c) | 350,000 | 336,742 | |||
U.S. Bancorp: | |||||
Series MTN, 1.38%, 7/22/2030 | 150,000 | 109,293 | |||
1.45%, 5/12/2025 | 150,000 | 139,719 | |||
Series MTN, SOFR + 0.73%, 2.22%, 1/27/2028 (c) | 200,000 | 176,112 |
Security Description | Principal Amount | Value | |||
Series MTN, SOFR + 1.02%, 2.68%, 1/27/2033 (c) | $200,000 | $150,816 | |||
Series DMTN, 3.00%, 7/30/2029 | 100,000 | 83,822 | |||
Series W, 3.10%, 4/27/2026 (b) | 50,000 | 46,462 | |||
SOFR + 1.23%, 4.65%, 2/1/2029 (b) (c) | 200,000 | 187,058 | |||
SOFR + 1.43%, 5.73%, 10/21/2026 (c) | 905,000 | 896,710 | |||
SOFR + 2.02%, 5.78%, 6/12/2029 (c) | 750,000 | 730,432 | |||
SOFR + 2.26%, 5.84%, 6/12/2034 (b) (c) | 250,000 | 235,502 | |||
SOFR + 2.09%, 5.85%, 10/21/2033 (c) | 155,000 | 146,790 | |||
U.S. Bank NA Series BKNT, 2.05%, 1/21/2025 | 500,000 | 474,760 | |||
UBS AG: | |||||
5.65%, 9/11/2028 | 450,000 | 442,714 | |||
5.80%, 9/11/2025 | 450,000 | 448,240 | |||
Wells Fargo & Co.: | |||||
Series MTN, 3 mo. USD Term SOFR + 1.01%, 2.16%, 2/11/2026 (c) | 625,000 | 589,944 | |||
SOFR + 2.00%, 2.19%, 4/30/2026 (c) | 310,000 | 291,012 | |||
Series MTN, SOFR + 2.10%, 2.39%, 6/2/2028 (c) | 200,000 | 175,444 | |||
Series MTN, 3 mo. USD Term SOFR + 1.09%, 2.41%, 10/30/2025 (c) | 250,000 | 239,455 | |||
Series MTN, 3 mo. USD Term SOFR + 1.26%, 2.57%, 2/11/2031 (c) | 250,000 | 202,095 | |||
3.00%, 4/22/2026 | 250,000 | 232,895 | |||
3.00%, 10/23/2026 | 250,000 | 229,450 | |||
SOFR + 2.53%, 3.07%, 4/30/2041 (c) | 915,000 | 610,561 | |||
Series MTN, 3 mo. USD Term SOFR + 1.43%, 3.20%, 6/17/2027 (c) | 110,000 | 102,103 | |||
Series MTN, SOFR + 1.50%, 3.35%, 3/2/2033 (c) | 695,000 | 561,136 | |||
Series MTN, SOFR + 1.51%, 3.53%, 3/24/2028 (c) | 665,000 | 609,971 | |||
Series MTN, 3.55%, 9/29/2025 | 50,000 | 47,758 | |||
Series MTN, 3 mo. USD Term SOFR + 1.57%, 3.58%, 5/22/2028 (c) | 350,000 | 320,008 |
See accompanying notes to Schedule of
Investments.
19
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
Series MTN, SOFR + 1.32%, 3.91%, 4/25/2026 (c) | $145,000 | $139,676 | |||
Series MTN, 4.15%, 1/24/2029 | 250,000 | 229,483 | |||
Series GMTN, 4.30%, 7/22/2027 | 50,000 | 47,104 | |||
Series MTN, 3 mo. USD Term SOFR + 4.03%, 4.48%, 4/4/2031 (c) | 150,000 | 136,059 | |||
Series MTN, SOFR + 1.56%, 4.54%, 8/15/2026 (c) | 500,000 | 485,470 | |||
Series MTN, SOFR + 2.13%, 4.61%, 4/25/2053 (c) | 1,250,000 | 979,087 | |||
Series MTN, SOFR + 1.98%, 4.81%, 7/25/2028 (c) | 165,000 | 157,417 | |||
Series GMTN, 4.90%, 11/17/2045 | 150,000 | 120,018 | |||
Series MTN, SOFR + 2.10%, 4.90%, 7/25/2033 (c) | 500,000 | 452,635 | |||
Series MTN, 3 mo. USD Term SOFR + 4.50%, 5.01%, 4/4/2051 (c) | 500,000 | 419,530 | |||
5.38%, 11/2/2043 | 150,000 | 129,321 | |||
SOFR + 2.02%, 5.39%, 4/24/2034 (c) | 260,000 | 243,498 | |||
Series MTN, SOFR + 1.99%, 5.56%, 7/25/2034 (c) | 600,000 | 568,566 | |||
Series MTN, SOFR + 1.74%, 5.57%, 7/25/2029 (c) | 435,000 | 424,334 | |||
5.61%, 1/15/2044 | 325,000 | 288,704 | |||
Wells Fargo Bank NA: | |||||
5.45%, 8/7/2026 | 470,000 | 467,650 | |||
5.55%, 8/1/2025 | 470,000 | 468,444 | |||
Westpac Banking Corp.: | |||||
1.15%, 6/3/2026 | 100,000 | 89,366 | |||
2.15%, 6/3/2031 | 600,000 | 476,010 | |||
2.35%, 2/19/2025 | 100,000 | 95,736 | |||
5 yr. CMT + 1.75%, 2.67%, 11/15/2035 (c) | 40,000 | 29,946 | |||
2.85%, 5/13/2026 | 50,000 | 46,848 | |||
2.96%, 11/16/2040 | 530,000 | 322,637 | |||
3.35%, 3/8/2027 | 150,000 | 139,991 | |||
3.40%, 1/25/2028 | 100,000 | 92,624 | |||
5 yr. CMT + 2.00%, 4.11%, 7/24/2034 (c) | 30,000 | 25,910 | |||
4.42%, 7/24/2039 | 25,000 | 19,061 | |||
1 yr. CMT + 2.68%, 5.41%, 8/10/2033 (c) | 250,000 | 227,495 | |||
5.46%, 11/18/2027 | 250,000 | 249,780 |
Security Description | Principal Amount | Value | ||||
Zions Bancorp NA 3.25%, 10/29/2029 | $250,000 | $193,960 | ||||
142,711,581 | ||||||
BEVERAGES — 0.5% | ||||||
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.: | ||||||
3.65%, 2/1/2026 | 250,000 | 240,227 | ||||
4.70%, 2/1/2036 | 925,000 | 847,587 | ||||
4.90%, 2/1/2046 | 1,000,000 | 870,830 | ||||
Anheuser-Busch InBev Worldwide, Inc.: | ||||||
3.50%, 6/1/2030 | 500,000 | 445,155 | ||||
4.00%, 4/13/2028 | 80,000 | 75,630 | ||||
4.35%, 6/1/2040 | 500,000 | 423,400 | ||||
4.38%, 4/15/2038 | 215,000 | 186,476 | ||||
4.60%, 4/15/2048 | 35,000 | 29,611 | ||||
4.75%, 1/23/2029 | 750,000 | 727,207 | ||||
4.90%, 1/23/2031 (b) | 65,000 | 63,240 | ||||
4.95%, 1/15/2042 | 250,000 | 226,260 | ||||
5.45%, 1/23/2039 | 350,000 | 338,614 | ||||
5.55%, 1/23/2049 | 350,000 | 336,115 | ||||
5.80%, 1/23/2059 | 45,000 | 43,986 | ||||
Brown-Forman Corp.: | ||||||
3.50%, 4/15/2025 | 50,000 | 48,404 | ||||
4.00%, 4/15/2038 | 50,000 | 41,199 | ||||
4.75%, 4/15/2033 (b) | 200,000 | 190,198 | ||||
Coca-Cola Co.: | ||||||
1.00%, 3/15/2028 | 250,000 | 210,905 | ||||
1.38%, 3/15/2031 | 200,000 | 152,608 | ||||
1.45%, 6/1/2027 | 790,000 | 697,823 | ||||
1.50%, 3/5/2028 | 60,000 | 51,944 | ||||
2.00%, 3/5/2031 | 65,000 | 52,189 | ||||
2.13%, 9/6/2029 | 150,000 | 127,800 | ||||
2.25%, 1/5/2032 (b) | 100,000 | 81,019 | ||||
2.50%, 3/15/2051 | 250,000 | 148,660 | ||||
2.60%, 6/1/2050 | 350,000 | 213,818 | ||||
2.88%, 5/5/2041 | 100,000 | 71,019 | ||||
3.00%, 3/5/2051 | 90,000 | 59,999 | ||||
Coca-Cola Femsa SAB de CV 1.85%, 9/1/2032 (b) | 250,000 | 185,128 | ||||
Constellation Brands, Inc.: | ||||||
2.25%, 8/1/2031 | 250,000 | 194,485 | ||||
2.88%, 5/1/2030 | 25,000 | 20,957 | ||||
3.15%, 8/1/2029 | 100,000 | 87,629 | ||||
3.75%, 5/1/2050 | 20,000 | 14,153 | ||||
4.50%, 5/9/2047 | 50,000 | 39,626 | ||||
4.65%, 11/15/2028 | 30,000 | 28,581 | ||||
5.00%, 2/2/2026 | 665,000 | 653,150 | ||||
Diageo Capital PLC: | ||||||
2.13%, 4/29/2032 | 500,000 | 386,945 | ||||
3.88%, 5/18/2028 | 200,000 | 189,240 | ||||
5.30%, 10/24/2027 (b) | 550,000 | 548,625 | ||||
Diageo Investment Corp. 4.25%, 5/11/2042 | 25,000 | 20,599 |
See accompanying notes to Schedule of
Investments.
20
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
Keurig Dr Pepper, Inc.: | ||||||
2.25%, 3/15/2031 | $40,000 | $31,477 | ||||
3.20%, 5/1/2030 | 45,000 | 38,733 | ||||
3.35%, 3/15/2051 | 280,000 | 179,169 | ||||
3.80%, 5/1/2050 | 70,000 | 49,439 | ||||
3.95%, 4/15/2029 | 200,000 | 184,416 | ||||
4.42%, 5/25/2025 | 200,000 | 195,634 | ||||
4.50%, 4/15/2052 | 500,000 | 393,255 | ||||
Molson Coors Beverage Co.: | ||||||
3.00%, 7/15/2026 | 50,000 | 46,479 | ||||
4.20%, 7/15/2046 (b) | 30,000 | 22,518 | ||||
PepsiCo, Inc.: | ||||||
1.40%, 2/25/2031 | 40,000 | 30,744 | ||||
1.63%, 5/1/2030 | 75,000 | 60,152 | ||||
2.25%, 3/19/2025 | 250,000 | 238,805 | ||||
2.63%, 7/29/2029 | 50,000 | 43,831 | ||||
2.75%, 10/21/2051 | 200,000 | 124,116 | ||||
2.85%, 2/24/2026 | 85,000 | 80,475 | ||||
2.88%, 10/15/2049 | 100,000 | 65,183 | ||||
3.38%, 7/29/2049 | 35,000 | 24,941 | ||||
3.45%, 10/6/2046 | 150,000 | 110,115 | ||||
3.60%, 2/18/2028 | 550,000 | 519,810 | ||||
4.45%, 5/15/2028 (b) | 100,000 | 98,054 | ||||
4.45%, 2/15/2033 (b) | 100,000 | 95,616 | ||||
4.55%, 2/13/2026 | 65,000 | 64,287 | ||||
4.65%, 2/15/2053 (b) | 850,000 | 755,531 | ||||
12,823,821 | ||||||
BIOTECHNOLOGY — 0.4% | ||||||
Amgen, Inc.: | ||||||
1.65%, 8/15/2028 | 250,000 | 210,162 | ||||
2.20%, 2/21/2027 | 820,000 | 735,934 | ||||
2.30%, 2/25/2031 | 100,000 | 80,036 | ||||
2.77%, 9/1/2053 | 65,000 | 36,106 | ||||
3.15%, 2/21/2040 | 850,000 | 599,071 | ||||
3.20%, 11/2/2027 | 250,000 | 229,457 | ||||
3.38%, 2/21/2050 | 100,000 | 65,407 | ||||
4.05%, 8/18/2029 | 500,000 | 463,490 | ||||
4.20%, 2/22/2052 | 500,000 | 373,280 | ||||
4.40%, 5/1/2045 | 50,000 | 39,563 | ||||
4.56%, 6/15/2048 | 200,000 | 160,450 | ||||
4.66%, 6/15/2051 | 150,000 | 121,236 | ||||
4.88%, 3/1/2053 | 500,000 | 417,005 | ||||
5.15%, 3/2/2028 | 700,000 | 688,170 | ||||
5.25%, 3/2/2025 | 535,000 | 530,977 | ||||
5.25%, 3/2/2033 | 680,000 | 649,849 | ||||
5.51%, 3/2/2026 | 85,000 | 84,374 | ||||
5.65%, 3/2/2053 | 910,000 | 850,559 | ||||
5.75%, 3/2/2063 | 795,000 | 734,143 | ||||
Baxalta, Inc. 4.00%, 6/23/2025 | 8,000 | 7,760 | ||||
Biogen, Inc.: | ||||||
2.25%, 5/1/2030 | 35,000 | 27,928 | ||||
3.25%, 2/15/2051 | 308,000 | 190,806 | ||||
4.05%, 9/15/2025 | 50,000 | 48,277 |
Security Description | Principal Amount | Value | ||||
Gilead Sciences, Inc.: | ||||||
1.20%, 10/1/2027 | $295,000 | $250,809 | ||||
1.65%, 10/1/2030 (b) | 290,000 | 226,238 | ||||
2.60%, 10/1/2040 | 350,000 | 230,118 | ||||
2.80%, 10/1/2050 | 150,000 | 89,899 | ||||
2.95%, 3/1/2027 | 25,000 | 23,067 | ||||
3.65%, 3/1/2026 | 85,000 | 81,355 | ||||
4.15%, 3/1/2047 | 120,000 | 94,765 | ||||
4.50%, 2/1/2045 | 25,000 | 20,719 | ||||
4.60%, 9/1/2035 | 100,000 | 91,192 | ||||
4.75%, 3/1/2046 | 175,000 | 149,861 | ||||
4.80%, 4/1/2044 | 25,000 | 21,718 | ||||
Illumina, Inc.: | ||||||
5.75%, 12/13/2027 | 100,000 | 98,255 | ||||
5.80%, 12/12/2025 | 250,000 | 248,302 | ||||
Regeneron Pharmaceuticals, Inc.: | ||||||
1.75%, 9/15/2030 | 35,000 | 26,941 | ||||
2.80%, 9/15/2050 | 30,000 | 17,222 | ||||
Royalty Pharma PLC: | ||||||
1.20%, 9/2/2025 | 70,000 | 63,620 | ||||
2.20%, 9/2/2030 | 40,000 | 30,964 | ||||
3.30%, 9/2/2040 | 65,000 | 42,542 | ||||
3.55%, 9/2/2050 | 315,000 | 192,950 | ||||
9,344,577 | ||||||
CHEMICALS — 0.4% | ||||||
Air Products & Chemicals, Inc.: | ||||||
1.50%, 10/15/2025 | 20,000 | 18,484 | ||||
2.05%, 5/15/2030 | 20,000 | 16,408 | ||||
2.70%, 5/15/2040 | 50,000 | 34,273 | ||||
2.80%, 5/15/2050 | 35,000 | 22,067 | ||||
4.80%, 3/3/2033 | 250,000 | 239,717 | ||||
Cabot Corp. 4.00%, 7/1/2029 | 25,000 | 22,621 | ||||
Celanese U.S. Holdings LLC: | ||||||
6.17%, 7/15/2027 | 600,000 | 591,564 | ||||
6.38%, 7/15/2032 (b) | 600,000 | 578,028 | ||||
Dow Chemical Co.: | ||||||
2.10%, 11/15/2030 (b) | 500,000 | 396,230 | ||||
3.60%, 11/15/2050 | 750,000 | 502,987 | ||||
4.25%, 10/1/2034 | 36,000 | 31,259 | ||||
4.38%, 11/15/2042 | 50,000 | 39,031 | ||||
4.80%, 11/30/2028 | 100,000 | 96,789 | ||||
4.80%, 5/15/2049 | 65,000 | 52,188 | ||||
6.90%, 5/15/2053 | 500,000 | 524,290 | ||||
DuPont de Nemours, Inc.: | ||||||
4.49%, 11/15/2025 | 100,000 | 97,614 | ||||
4.73%, 11/15/2028 | 150,000 | 144,969 | ||||
5.42%, 11/15/2048 | 110,000 | 100,846 | ||||
Eastman Chemical Co.: | ||||||
3.80%, 3/15/2025 | 25,000 | 24,235 | ||||
4.50%, 12/1/2028 | 100,000 | 94,089 | ||||
5.75%, 3/8/2033 | 250,000 | 238,390 |
See accompanying notes to Schedule of
Investments.
21
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
Ecolab, Inc.: | |||||
1.65%, 2/1/2027 | $500,000 | $443,775 | |||
2.70%, 11/1/2026 | 150,000 | 139,008 | |||
2.75%, 8/18/2055 | 500,000 | 282,475 | |||
EIDP, Inc. 1.70%, 7/15/2025 | 40,000 | 37,251 | |||
FMC Corp. 4.50%, 10/1/2049 | 100,000 | 68,230 | |||
Huntsman International LLC 4.50%, 5/1/2029 | 20,000 | 18,070 | |||
International Flavors & Fragrances, Inc. 4.45%, 9/26/2028 | 45,000 | 41,239 | |||
Linde, Inc.: | |||||
1.10%, 8/10/2030 (b) | 500,000 | 383,650 | |||
3.20%, 1/30/2026 | 275,000 | 263,183 | |||
3.55%, 11/7/2042 | 25,000 | 18,574 | |||
4.70%, 12/5/2025 | 250,000 | 246,725 | |||
LYB International Finance BV 4.88%, 3/15/2044 | 25,000 | 20,059 | |||
LYB International Finance III LLC: | |||||
1.25%, 10/1/2025 | 20,000 | 18,221 | |||
2.25%, 10/1/2030 | 25,000 | 19,841 | |||
3.38%, 10/1/2040 | 280,000 | 190,476 | |||
3.63%, 4/1/2051 | 40,000 | 25,485 | |||
3.80%, 10/1/2060 | 30,000 | 18,314 | |||
4.20%, 10/15/2049 | 50,000 | 35,332 | |||
4.20%, 5/1/2050 | 50,000 | 35,193 | |||
LyondellBasell Industries NV 4.63%, 2/26/2055 | 25,000 | 18,432 | |||
Mosaic Co.: | |||||
4.05%, 11/15/2027 | 250,000 | 234,612 | |||
5.63%, 11/15/2043 | 25,000 | 21,790 | |||
NewMarket Corp. 2.70%, 3/18/2031 | 750,000 | 587,895 | |||
Nutrien Ltd.: | |||||
2.95%, 5/13/2030 | 100,000 | 83,535 | |||
3.00%, 4/1/2025 | 50,000 | 47,759 | |||
4.00%, 12/15/2026 | 50,000 | 47,391 | |||
4.13%, 3/15/2035 | 25,000 | 20,711 | |||
4.20%, 4/1/2029 | 85,000 | 78,742 | |||
4.90%, 3/27/2028 | 140,000 | 135,223 | |||
5.00%, 4/1/2049 | 150,000 | 123,217 | |||
5.80%, 3/27/2053 (b) | 750,000 | 687,517 | |||
PPG Industries, Inc.: | |||||
1.20%, 3/15/2026 | 70,000 | 62,840 | |||
2.80%, 8/15/2029 | 100,000 | 86,379 | |||
RPM International, Inc.: | |||||
2.95%, 1/15/2032 | 500,000 | 389,110 | |||
3.75%, 3/15/2027 | 50,000 | 46,537 | |||
4.25%, 1/15/2048 (b) | 200,000 | 143,432 | |||
5.25%, 6/1/2045 | 25,000 | 20,703 | |||
Sherwin-Williams Co.: | |||||
2.20%, 3/15/2032 | 155,000 | 118,663 | |||
2.30%, 5/15/2030 | 60,000 | 48,604 |
Security Description | Principal Amount | Value | ||||
2.95%, 8/15/2029 | $50,000 | $43,208 | ||||
3.30%, 5/15/2050 | 100,000 | 63,182 | ||||
3.45%, 6/1/2027 | 30,000 | 27,922 | ||||
3.80%, 8/15/2049 | 50,000 | 35,262 | ||||
Westlake Corp.: | ||||||
3.13%, 8/15/2051 | 350,000 | 201,642 | ||||
4.38%, 11/15/2047 | 150,000 | 109,711 | ||||
5.00%, 8/15/2046 | 100,000 | 79,877 | ||||
9,735,076 | ||||||
COMMERCIAL SERVICES — 0.2% | ||||||
Automatic Data Processing, Inc.: | ||||||
1.25%, 9/1/2030 | 75,000 | 57,875 | ||||
1.70%, 5/15/2028 | 60,000 | 51,765 | ||||
Block Financial LLC 3.88%, 8/15/2030 | 30,000 | 25,784 | ||||
California Institute of Technology 3.65%, 9/1/2119 | 45,000 | 27,545 | ||||
Cintas Corp. No. 2: | ||||||
3.45%, 5/1/2025 | 45,000 | 43,518 | ||||
3.70%, 4/1/2027 | 150,000 | 142,174 | ||||
Equifax, Inc.: | ||||||
2.60%, 12/1/2024 | 50,000 | 48,032 | ||||
5.10%, 12/15/2027 | 115,000 | 111,389 | ||||
George Washington University Series 2018, 4.13%, 9/15/2048 | 100,000 | 79,231 | ||||
Georgetown University Series 20A, 2.94%, 4/1/2050 | 25,000 | 15,317 | ||||
Global Payments, Inc.: | ||||||
1.20%, 3/1/2026 | 75,000 | 66,903 | ||||
1.50%, 11/15/2024 | 55,000 | 52,209 | ||||
2.15%, 1/15/2027 | 100,000 | 88,133 | ||||
2.65%, 2/15/2025 | 350,000 | 333,515 | ||||
4.45%, 6/1/2028 | 100,000 | 92,619 | ||||
GXO Logistics, Inc. 1.65%, 7/15/2026 | 750,000 | 660,300 | ||||
Massachusetts Institute of Technology: | ||||||
Series F, 2.99%, 7/1/2050 | 100,000 | 66,466 | ||||
3.96%, 7/1/2038 | 50,000 | 43,092 | ||||
Moody's Corp.: | ||||||
2.00%, 8/19/2031 | 100,000 | 77,457 | ||||
2.75%, 8/19/2041 | 350,000 | 227,556 | ||||
Northwestern University Series 2017, 3.66%, 12/1/2057 | 150,000 | 107,847 | ||||
PayPal Holdings, Inc.: | ||||||
2.30%, 6/1/2030 | 55,000 | 44,906 | ||||
2.40%, 10/1/2024 | 35,000 | 33,866 | ||||
2.65%, 10/1/2026 | 270,000 | 248,945 | ||||
2.85%, 10/1/2029 | 30,000 | 26,013 | ||||
3.25%, 6/1/2050 | 65,000 | 42,563 |
See accompanying notes to Schedule of
Investments.
22
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
3.90%, 6/1/2027 (b) | $70,000 | $66,795 | ||||
President & Fellows of Harvard College 3.15%, 7/15/2046 | 225,000 | 157,277 | ||||
Quanta Services, Inc.: | ||||||
0.95%, 10/1/2024 | 30,000 | 28,382 | ||||
2.35%, 1/15/2032 | 55,000 | 41,429 | ||||
3.05%, 10/1/2041 | 250,000 | 159,297 | ||||
RELX Capital, Inc. 4.00%, 3/18/2029 | 100,000 | 93,118 | ||||
S&P Global, Inc.: | ||||||
2.45%, 3/1/2027 | 545,000 | 496,424 | ||||
2.50%, 12/1/2029 | 55,000 | 46,580 | ||||
2.90%, 3/1/2032 | 70,000 | 57,559 | ||||
3.25%, 12/1/2049 | 65,000 | 42,791 | ||||
3.70%, 3/1/2052 | 525,000 | 379,097 | ||||
3.90%, 3/1/2062 | 30,000 | 21,610 | ||||
COR, 5.25%, 9/15/2033 (d) | 250,000 | 243,525 | ||||
Trustees of Princeton University Series 2020, 2.52%, 7/1/2050 | 20,000 | 12,262 | ||||
Trustees of the University of Pennsylvania 3.61%, 2/15/2119 | 25,000 | 15,916 | ||||
University of Chicago Series 20B, 2.76%, 4/1/2045 | 10,000 | 7,211 | ||||
University of Southern California: | ||||||
2.81%, 10/1/2050 | 50,000 | 30,709 | ||||
3.03%, 10/1/2039 | 25,000 | 18,842 | ||||
Series A, 3.23%, 10/1/2120 | 35,000 | 19,263 | ||||
4.98%, 10/1/2053 | 140,000 | 128,397 | ||||
Verisk Analytics, Inc.: | ||||||
4.13%, 3/15/2029 | 120,000 | 111,758 | ||||
5.75%, 4/1/2033 (b) | 115,000 | 113,972 | ||||
5,107,234 | ||||||
COMPUTERS — 0.5% | ||||||
Apple, Inc.: | ||||||
0.55%, 8/20/2025 (b) | 200,000 | 183,328 | ||||
0.70%, 2/8/2026 | 200,000 | 180,118 | ||||
1.13%, 5/11/2025 | 350,000 | 327,313 | ||||
1.20%, 2/8/2028 | 500,000 | 426,375 | ||||
1.25%, 8/20/2030 | 200,000 | 156,308 | ||||
1.40%, 8/5/2028 | 500,000 | 423,405 | ||||
1.65%, 5/11/2030 | 90,000 | 72,904 | ||||
1.65%, 2/8/2031 | 200,000 | 158,404 | ||||
2.05%, 9/11/2026 | 750,000 | 689,392 | ||||
2.38%, 2/8/2041 | 50,000 | 33,366 | ||||
2.40%, 8/20/2050 | 110,000 | 64,356 | ||||
2.65%, 5/11/2050 | 300,000 | 182,856 | ||||
2.65%, 2/8/2051 | 200,000 | 121,340 | ||||
2.70%, 8/5/2051 | 350,000 | 212,839 |
Security Description | Principal Amount | Value | |||
2.75%, 1/13/2025 | $200,000 | $193,380 | |||
2.80%, 2/8/2061 | 100,000 | 58,464 | |||
3.00%, 11/13/2027 | 100,000 | 92,336 | |||
3.20%, 5/11/2027 | 250,000 | 234,648 | |||
3.25%, 2/23/2026 | 150,000 | 143,300 | |||
3.25%, 8/8/2029 (b) | 750,000 | 684,135 | |||
3.45%, 2/9/2045 | 350,000 | 262,839 | |||
3.85%, 5/4/2043 | 25,000 | 20,177 | |||
3.85%, 8/4/2046 | 150,000 | 118,017 | |||
3.95%, 8/8/2052 | 500,000 | 390,595 | |||
4.10%, 8/8/2062 | 750,000 | 577,200 | |||
4.38%, 5/13/2045 | 75,000 | 64,533 | |||
4.50%, 2/23/2036 (b) | 350,000 | 332,871 | |||
4.65%, 2/23/2046 | 75,000 | 66,734 | |||
Dell International LLC/EMC Corp.: | |||||
3.38%, 12/15/2041 (d) | 250,000 | 167,413 | |||
3.45%, 12/15/2051 (d) | 250,000 | 155,153 | |||
4.90%, 10/1/2026 | 100,000 | 97,596 | |||
5.25%, 2/1/2028 | 500,000 | 492,165 | |||
5.75%, 2/1/2033 (b) | 65,000 | 63,185 | |||
6.02%, 6/15/2026 | 520,000 | 521,596 | |||
6.20%, 7/15/2030 | 250,000 | 251,677 | |||
8.35%, 7/15/2046 | 252,000 | 293,479 | |||
DXC Technology Co.: | |||||
1.80%, 9/15/2026 (b) | 100,000 | 87,760 | |||
2.38%, 9/15/2028 | 100,000 | 81,300 | |||
Genpact Luxembourg Sarl 3.38%, 12/1/2024 | 50,000 | 48,030 | |||
Hewlett Packard Enterprise Co.: | |||||
1.75%, 4/1/2026 | 150,000 | 136,242 | |||
4.90%, 10/15/2025 | 70,000 | 68,705 | |||
6.10%, 4/1/2026 | 350,000 | 349,436 | |||
6.20%, 10/15/2035 | 10,000 | 10,019 | |||
6.35%, 10/15/2045 | 10,000 | 9,705 | |||
HP, Inc.: | |||||
1.45%, 6/17/2026 | 200,000 | 178,908 | |||
4.00%, 4/15/2029 (b) | 500,000 | 456,495 | |||
4.20%, 4/15/2032 | 200,000 | 172,948 | |||
6.00%, 9/15/2041 (b) | 250,000 | 234,800 | |||
International Business Machines Corp.: | |||||
1.70%, 5/15/2027 | 850,000 | 744,166 | |||
1.95%, 5/15/2030 | 350,000 | 280,899 | |||
2.72%, 2/9/2032 | 100,000 | 81,828 | |||
2.85%, 5/15/2040 | 100,000 | 67,117 | |||
2.95%, 5/15/2050 | 100,000 | 59,833 | |||
3.30%, 5/15/2026 | 250,000 | 236,727 | |||
3.50%, 5/15/2029 | 215,000 | 194,315 | |||
4.00%, 7/27/2025 | 500,000 | 486,695 | |||
4.15%, 7/27/2027 | 250,000 | 238,610 | |||
4.15%, 5/15/2039 (b) | 100,000 | 81,146 | |||
4.70%, 2/19/2046 | 325,000 | 271,534 | |||
5.88%, 11/29/2032 (b) | 25,000 | 25,724 |
See accompanying notes to Schedule of
Investments.
23
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
Leidos, Inc.: | ||||||
2.30%, 2/15/2031 | $55,000 | $42,201 | ||||
3.63%, 5/15/2025 | 25,000 | 24,002 | ||||
5.75%, 3/15/2033 | 95,000 | 90,857 | ||||
Western Digital Corp.: | ||||||
2.85%, 2/1/2029 | 30,000 | 24,044 | ||||
3.10%, 2/1/2032 | 55,000 | 40,229 | ||||
13,338,072 | ||||||
CONSTRUCTION MATERIALS — 0.1% | ||||||
Carrier Global Corp.: | ||||||
2.24%, 2/15/2025 | 535,000 | 508,368 | ||||
2.49%, 2/15/2027 | 35,000 | 31,516 | ||||
2.70%, 2/15/2031 | 250,000 | 202,565 | ||||
2.72%, 2/15/2030 | 300,000 | 250,110 | ||||
3.38%, 4/5/2040 | 515,000 | 368,143 | ||||
3.58%, 4/5/2050 | 550,000 | 371,602 | ||||
Fortune Brands Innovations, Inc.: | ||||||
4.00%, 3/25/2032 | 200,000 | 170,584 | ||||
5.88%, 6/1/2033 | 65,000 | 62,546 | ||||
Johnson Controls International PLC 4.50%, 2/15/2047 | 320,000 | 256,099 | ||||
Johnson Controls International PLC/Tyco Fire & Security Finance SCA 1.75%, 9/15/2030 | 15,000 | 11,625 | ||||
Lennox International, Inc. 1.35%, 8/1/2025 | 25,000 | 22,992 | ||||
Martin Marietta Materials, Inc.: | ||||||
2.40%, 7/15/2031 | 50,000 | 39,154 | ||||
3.20%, 7/15/2051 | 70,000 | 43,802 | ||||
4.25%, 12/15/2047 | 100,000 | 75,970 | ||||
Masco Corp.: | ||||||
2.00%, 2/15/2031 | 100,000 | 76,580 | ||||
3.13%, 2/15/2051 | 500,000 | 291,485 | ||||
4.50%, 5/15/2047 | 100,000 | 74,329 | ||||
Mohawk Industries, Inc. 3.63%, 5/15/2030 (b) | 100,000 | 87,346 | ||||
Owens Corning: | ||||||
3.95%, 8/15/2029 | 70,000 | 63,435 | ||||
4.30%, 7/15/2047 | 100,000 | 75,747 | ||||
Trane Technologies Financing Ltd.: | ||||||
3.80%, 3/21/2029 | 100,000 | 92,175 | ||||
5.25%, 3/3/2033 | 90,000 | 86,708 | ||||
Trane Technologies Global Holding Co. Ltd. 5.75%, 6/15/2043 | 25,000 | 23,895 | ||||
Vulcan Materials Co.: | ||||||
4.70%, 3/1/2048 | 100,000 | 82,633 | ||||
5.80%, 3/1/2026 | 165,000 | 164,340 | ||||
3,533,749 |
Security Description | Principal Amount | Value | ||||
COSMETICS/PERSONAL CARE — 0.0% (a) | ||||||
Unilever Capital Corp.: | ||||||
4.88%, 9/8/2028 | $200,000 | $196,910 | ||||
5.00%, 12/8/2033 | 200,000 | 193,758 | ||||
390,668 | ||||||
DISTRIBUTION & WHOLESALE — 0.0% (a) | ||||||
WW Grainger, Inc.: | ||||||
1.85%, 2/15/2025 | 100,000 | 95,004 | ||||
4.60%, 6/15/2045 | 50,000 | 42,774 | ||||
137,778 | ||||||
DIVERSIFIED FINANCIAL SERVICES — 0.9% | ||||||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust: | ||||||
1.65%, 10/29/2024 | 1,150,000 | 1,094,248 | ||||
1.75%, 1/30/2026 | 225,000 | 202,887 | ||||
Series 3NC1, 1.75%, 10/29/2024 | 150,000 | 142,963 | ||||
2.45%, 10/29/2026 | 150,000 | 134,469 | ||||
3.30%, 1/30/2032 | 150,000 | 119,417 | ||||
3.40%, 10/29/2033 | 150,000 | 116,241 | ||||
3.65%, 7/21/2027 | 150,000 | 136,216 | ||||
6.50%, 7/15/2025 | 500,000 | 500,245 | ||||
Affiliated Managers Group, Inc. 3.30%, 6/15/2030 | 70,000 | 58,400 | ||||
Air Lease Corp.: | ||||||
1.88%, 8/15/2026 | 100,000 | 88,699 | ||||
Series MTN, 2.88%, 1/15/2026 | 160,000 | 148,798 | ||||
3.13%, 12/1/2030 | 100,000 | 81,354 | ||||
3.25%, 3/1/2025 | 100,000 | 95,634 | ||||
3.63%, 4/1/2027 | 70,000 | 64,306 | ||||
Series GMTN, 3.75%, 6/1/2026 | 150,000 | 141,363 | ||||
5.30%, 2/1/2028 | 150,000 | 144,988 | ||||
5.85%, 12/15/2027 | 250,000 | 246,425 | ||||
Aircastle Ltd. 4.25%, 6/15/2026 | 65,000 | 61,511 | ||||
Ally Financial, Inc.: | ||||||
2.20%, 11/2/2028 | 100,000 | 79,001 | ||||
5.80%, 5/1/2025 (b) | 215,000 | 211,115 | ||||
SOFR + 3.26%, 6.99%, 6/13/2029 (c) | 125,000 | 122,315 | ||||
7.10%, 11/15/2027 (b) | 200,000 | 199,688 | ||||
American Express Co.: | ||||||
1.65%, 11/4/2026 | 550,000 | 486,590 | ||||
2.25%, 3/4/2025 | 500,000 | 475,110 | ||||
2.55%, 3/4/2027 | 165,000 | 148,992 | ||||
3.00%, 10/30/2024 | 100,000 | 96,997 | ||||
3.95%, 8/1/2025 | 250,000 | 241,865 | ||||
4.20%, 11/6/2025 | 105,000 | 101,719 | ||||
SOFR + 1.76%, 4.42%, 8/3/2033 (c) | 250,000 | 222,487 | ||||
4.90%, 2/13/2026 | 45,000 | 44,123 |
See accompanying notes to Schedule of
Investments.
24
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
SOFR + 1.00%, 4.99%, 5/1/2026 (c) | $250,000 | $245,497 | |||
SOFR + 2.26%, 4.99%, 5/26/2033 (c) | 105,000 | 95,900 | |||
SOFR + 1.28%, 5.28%, 7/27/2029 (c) | 250,000 | 243,695 | |||
Ameriprise Financial, Inc.: | |||||
3.70%, 10/15/2024 | 50,000 | 48,946 | |||
4.50%, 5/13/2032 | 70,000 | 63,990 | |||
5.15%, 5/15/2033 | 60,000 | 56,659 | |||
BGC Partners, Inc. 8.00%, 5/25/2028 (d) | 200,000 | 194,604 | |||
BlackRock, Inc.: | |||||
1.90%, 1/28/2031 | 25,000 | 19,683 | |||
2.40%, 4/30/2030 | 45,000 | 37,459 | |||
3.20%, 3/15/2027 | 56,000 | 52,379 | |||
3.25%, 4/30/2029 | 60,000 | 54,143 | |||
4.75%, 5/25/2033 | 235,000 | 220,280 | |||
Brookfield Capital Finance LLC 6.09%, 6/14/2033 | 350,000 | 339,647 | |||
Brookfield Finance, Inc.: | |||||
2.72%, 4/15/2031 | 80,000 | 63,435 | |||
3.50%, 3/30/2051 | 50,000 | 30,660 | |||
3.90%, 1/25/2028 | 50,000 | 46,027 | |||
4.35%, 4/15/2030 | 100,000 | 90,095 | |||
4.70%, 9/20/2047 | 50,000 | 38,876 | |||
4.85%, 3/29/2029 | 100,000 | 94,726 | |||
Capital One Financial Corp.: | |||||
SOFR + 0.86%, 1.88%, 11/2/2027 (c) | 300,000 | 260,640 | |||
SOFR + 1.27%, 2.62%, 11/2/2032 (c) | 300,000 | 220,530 | |||
SOFR + 1.29%, 2.64%, 3/3/2026 (c) | 175,000 | 164,979 | |||
SOFR + 1.79%, 3.27%, 3/1/2030 (c) | 200,000 | 167,300 | |||
3.30%, 10/30/2024 | 100,000 | 96,906 | |||
3.75%, 7/28/2026 | 125,000 | 115,855 | |||
3.80%, 1/31/2028 | 250,000 | 225,002 | |||
SOFR + 2.06%, 4.93%, 5/10/2028 (c) | 250,000 | 237,215 | |||
SOFR + 2.08%, 5.47%, 2/1/2029 (c) | 155,000 | 147,306 | |||
SOFR + 2.60%, 5.82%, 2/1/2034 (c) | 500,000 | 452,060 | |||
SOFR + 2.64%, 6.31%, 6/8/2029 (c) | 750,000 | 733,170 | |||
SOFR + 2.86%, 6.38%, 6/8/2034 (c) | 165,000 | 155,483 | |||
Cboe Global Markets, Inc. 1.63%, 12/15/2030 (b) | 100,000 | 76,647 | |||
Charles Schwab Corp.: | |||||
0.90%, 3/11/2026 | 250,000 | 221,577 | |||
1.15%, 5/13/2026 | 50,000 | 44,186 | |||
1.65%, 3/11/2031 | 250,000 | 184,532 |
Security Description | Principal Amount | Value | |||
2.00%, 3/20/2028 | $500,000 | $421,985 | |||
2.30%, 5/13/2031 | 100,000 | 77,146 | |||
3.20%, 1/25/2028 (b) | 50,000 | 44,874 | |||
3.45%, 2/13/2026 | 50,000 | 47,261 | |||
3.85%, 5/21/2025 | 250,000 | 241,450 | |||
4.00%, 2/1/2029 | 50,000 | 45,892 | |||
SOFR + 2.21%, 5.64%, 5/19/2029 (c) | 200,000 | 195,808 | |||
SOFR + 2.01%, 6.14%, 8/24/2034 (c) | 250,000 | 242,680 | |||
CI Financial Corp. 3.20%, 12/17/2030 (b) | 250,000 | 189,400 | |||
CME Group, Inc.: | |||||
2.65%, 3/15/2032 | 145,000 | 118,087 | |||
3.75%, 6/15/2028 | 100,000 | 94,431 | |||
Credit Suisse USA, Inc. 7.13%, 7/15/2032 | 50,000 | 53,276 | |||
Discover Financial Services: | |||||
4.10%, 2/9/2027 | 75,000 | 68,051 | |||
4.50%, 1/30/2026 | 50,000 | 47,783 | |||
6.70%, 11/29/2032 (b) | 400,000 | 386,340 | |||
Eaton Vance Corp. 3.50%, 4/6/2027 | 150,000 | 139,195 | |||
Franklin Resources, Inc. 1.60%, 10/30/2030 | 100,000 | 75,853 | |||
Intercontinental Exchange, Inc.: | |||||
2.10%, 6/15/2030 | 30,000 | 23,993 | |||
2.65%, 9/15/2040 | 50,000 | 32,654 | |||
3.00%, 6/15/2050 | 25,000 | 15,423 | |||
3.00%, 9/15/2060 | 50,000 | 28,509 | |||
3.10%, 9/15/2027 | 100,000 | 91,740 | |||
3.65%, 5/23/2025 | 595,000 | 574,990 | |||
3.75%, 12/1/2025 | 180,000 | 173,039 | |||
4.00%, 9/15/2027 | 200,000 | 189,256 | |||
4.25%, 9/21/2048 | 150,000 | 117,683 | |||
4.35%, 6/15/2029 | 85,000 | 79,943 | |||
4.60%, 3/15/2033 | 55,000 | 50,402 | |||
4.95%, 6/15/2052 | 95,000 | 82,293 | |||
5.20%, 6/15/2062 | 145,000 | 126,746 | |||
Invesco Finance PLC 3.75%, 1/15/2026 | 50,000 | 47,787 | |||
Jefferies Financial Group, Inc.: | |||||
2.63%, 10/15/2031 | 250,000 | 189,877 | |||
2.75%, 10/15/2032 (b) | 40,000 | 29,766 | |||
4.15%, 1/23/2030 | 50,000 | 44,056 | |||
4.85%, 1/15/2027 | 90,000 | 86,312 | |||
5.88%, 7/21/2028 | 110,000 | 107,623 | |||
6.50%, 1/20/2043 | 50,000 | 48,538 | |||
Lazard Group LLC 4.50%, 9/19/2028 | 100,000 | 92,953 | |||
Mastercard, Inc.: | |||||
2.00%, 3/3/2025 | 100,000 | 95,283 | |||
2.95%, 6/1/2029 | 100,000 | 88,917 | |||
3.30%, 3/26/2027 | 30,000 | 28,176 |
See accompanying notes to Schedule of
Investments.
25
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
3.35%, 3/26/2030 | $50,000 | $44,698 | ||||
3.50%, 2/26/2028 (b) | 30,000 | 28,101 | ||||
3.65%, 6/1/2049 | 100,000 | 74,567 | ||||
3.85%, 3/26/2050 | 515,000 | 397,266 | ||||
3.95%, 2/26/2048 | 30,000 | 23,680 | ||||
4.88%, 3/9/2028 (b) | 215,000 | 213,134 | ||||
Nasdaq, Inc.: | ||||||
1.65%, 1/15/2031 (b) | 200,000 | 150,804 | ||||
2.50%, 12/21/2040 | 250,000 | 153,080 | ||||
3.25%, 4/28/2050 | 40,000 | 24,947 | ||||
3.95%, 3/7/2052 | 500,000 | 348,650 | ||||
5.55%, 2/15/2034 | 750,000 | 715,492 | ||||
5.95%, 8/15/2053 | 500,000 | 467,040 | ||||
Nomura Holdings, Inc.: | ||||||
1.65%, 7/14/2026 | 150,000 | 132,592 | ||||
1.85%, 7/16/2025 | 200,000 | 184,954 | ||||
2.33%, 1/22/2027 | 500,000 | 440,115 | ||||
2.65%, 1/16/2025 | 500,000 | 477,195 | ||||
5.71%, 1/9/2026 | 500,000 | 494,335 | ||||
ORIX Corp.: | ||||||
2.25%, 3/9/2031 (b) | 100,000 | 79,048 | ||||
3.70%, 7/18/2027 | 50,000 | 46,650 | ||||
4.00%, 4/13/2032 (b) | 100,000 | 87,913 | ||||
Radian Group, Inc. 6.63%, 3/15/2025 | 350,000 | 347,959 | ||||
Raymond James Financial, Inc. 3.75%, 4/1/2051 | 165,000 | 111,992 | ||||
Stifel Financial Corp. 4.00%, 5/15/2030 | 100,000 | 84,693 | ||||
Synchrony Financial: | ||||||
2.88%, 10/28/2031 | 150,000 | 106,257 | ||||
4.50%, 7/23/2025 | 50,000 | 47,420 | ||||
Visa, Inc.: | ||||||
0.75%, 8/15/2027 | 45,000 | 38,417 | ||||
1.10%, 2/15/2031 | 500,000 | 377,520 | ||||
1.90%, 4/15/2027 | 500,000 | 448,530 | ||||
2.05%, 4/15/2030 | 150,000 | 123,884 | ||||
2.70%, 4/15/2040 | 350,000 | 245,385 | ||||
2.75%, 9/15/2027 (b) | 250,000 | 228,805 | ||||
3.65%, 9/15/2047 | 100,000 | 75,635 | ||||
4.15%, 12/14/2035 | 50,000 | 45,034 | ||||
4.30%, 12/14/2045 | 200,000 | 168,230 | ||||
Voya Financial, Inc. 3.65%, 6/15/2026 | 50,000 | 46,999 | ||||
23,564,747 | ||||||
ELECTRIC — 2.0% | ||||||
AEP Texas, Inc.: | ||||||
3.45%, 5/15/2051 | 50,000 | 31,653 | ||||
Series H, 3.45%, 1/15/2050 | 100,000 | 64,429 | ||||
3.80%, 10/1/2047 | 25,000 | 16,948 | ||||
4.70%, 5/15/2032 | 200,000 | 182,934 | ||||
AEP Transmission Co. LLC: | ||||||
3.75%, 12/1/2047 | 100,000 | 72,418 |
Security Description | Principal Amount | Value | |||
3.80%, 6/15/2049 | $50,000 | $36,171 | |||
4.25%, 9/15/2048 | 20,000 | 15,571 | |||
AES Corp.: | |||||
1.38%, 1/15/2026 | 250,000 | 222,582 | |||
2.45%, 1/15/2031 | 500,000 | 384,045 | |||
Alabama Power Co.: | |||||
Series 20-A, 1.45%, 9/15/2030 | 50,000 | 38,197 | |||
3.13%, 7/15/2051 | 50,000 | 30,496 | |||
3.85%, 12/1/2042 | 75,000 | 56,848 | |||
Series A, 4.30%, 7/15/2048 | 65,000 | 50,038 | |||
Ameren Corp.: | |||||
1.75%, 3/15/2028 | 50,000 | 42,419 | |||
3.65%, 2/15/2026 | 50,000 | 47,642 | |||
Ameren Illinois Co.: | |||||
3.70%, 12/1/2047 | 50,000 | 36,399 | |||
3.80%, 5/15/2028 | 25,000 | 23,488 | |||
4.15%, 3/15/2046 | 50,000 | 38,615 | |||
4.50%, 3/15/2049 | 50,000 | 41,233 | |||
4.95%, 6/1/2033 | 400,000 | 378,332 | |||
American Electric Power Co., Inc.: | |||||
Series N, 1.00%, 11/1/2025 | 30,000 | 27,153 | |||
5 yr. CMT + 2.68%, 3.88%, 2/15/2062 (b) (c) | 250,000 | 204,382 | |||
Series J, 4.30%, 12/1/2028 | 100,000 | 93,800 | |||
5.63%, 3/1/2033 | 190,000 | 183,745 | |||
5.70%, 8/15/2025 | 90,000 | 89,463 | |||
Appalachian Power Co.: | |||||
4.40%, 5/15/2044 | 25,000 | 18,858 | |||
Series BB, 4.50%, 8/1/2032 | 85,000 | 76,121 | |||
7.00%, 4/1/2038 | 25,000 | 26,573 | |||
Arizona Public Service Co.: | |||||
2.65%, 9/15/2050 | 85,000 | 45,960 | |||
3.75%, 5/15/2046 | 25,000 | 17,074 | |||
4.20%, 8/15/2048 | 25,000 | 17,966 | |||
4.25%, 3/1/2049 | 50,000 | 36,112 | |||
4.35%, 11/15/2045 | 50,000 | 37,542 | |||
Avangrid, Inc. 3.15%, 12/1/2024 | 50,000 | 48,178 | |||
Baltimore Gas & Electric Co.: | |||||
2.25%, 6/15/2031 | 400,000 | 317,568 | |||
5.40%, 6/1/2053 | 500,000 | 458,355 | |||
6.35%, 10/1/2036 | 50,000 | 51,552 | |||
Berkshire Hathaway Energy Co.: | |||||
1.65%, 5/15/2031 | 30,000 | 22,445 | |||
2.85%, 5/15/2051 | 300,000 | 172,434 | |||
3.25%, 4/15/2028 | 30,000 | 27,137 | |||
3.70%, 7/15/2030 | 250,000 | 221,870 | |||
4.25%, 10/15/2050 | 500,000 | 368,665 | |||
4.50%, 2/1/2045 | 50,000 | 39,773 | |||
4.60%, 5/1/2053 | 500,000 | 388,905 |
See accompanying notes to Schedule of
Investments.
26
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
5.15%, 11/15/2043 | $150,000 | $131,937 | |||
Black Hills Corp.: | |||||
3.15%, 1/15/2027 | 25,000 | 22,912 | |||
3.88%, 10/15/2049 | 100,000 | 66,538 | |||
4.35%, 5/1/2033 | 30,000 | 25,618 | |||
5.95%, 3/15/2028 | 200,000 | 199,994 | |||
CenterPoint Energy Houston Electric LLC: | |||||
Series AE, 2.35%, 4/1/2031 | 55,000 | 44,348 | |||
Series Z, 2.40%, 9/1/2026 | 50,000 | 45,822 | |||
Series AA, 3.00%, 2/1/2027 | 100,000 | 92,413 | |||
Series AF, 3.35%, 4/1/2051 | 350,000 | 233,215 | |||
3.95%, 3/1/2048 | 50,000 | 37,828 | |||
Series AC, 4.25%, 2/1/2049 | 200,000 | 157,788 | |||
4.95%, 4/1/2033 | 500,000 | 474,845 | |||
CenterPoint Energy, Inc. 2.65%, 6/1/2031 | 40,000 | 31,968 | |||
Cleco Corporate Holdings LLC 4.97%, 5/1/2046 | 20,000 | 15,109 | |||
CMS Energy Corp.: | |||||
3.45%, 8/15/2027 | 50,000 | 46,177 | |||
5 yr. CMT + 4.12%, 4.75%, 6/1/2050 (c) | 50,000 | 42,855 | |||
Commonwealth Edison Co.: | |||||
Series 131, 2.75%, 9/1/2051 | 285,000 | 162,282 | |||
Series 130, 3.13%, 3/15/2051 | 150,000 | 94,092 | |||
Series 132, 3.15%, 3/15/2032 | 100,000 | 84,006 | |||
Series 123, 3.75%, 8/15/2047 | 150,000 | 107,740 | |||
4.00%, 3/1/2048 | 125,000 | 94,664 | |||
Connecticut Light & Power Co.: | |||||
Series A, 0.75%, 12/1/2025 (b) | 250,000 | 226,050 | |||
Series A, 3.20%, 3/15/2027 | 150,000 | 139,510 | |||
Series A, 4.15%, 6/1/2045 | 100,000 | 77,913 | |||
4.90%, 7/1/2033 | 350,000 | 332,230 | |||
Consolidated Edison Co. of New York, Inc.: | |||||
2.40%, 6/15/2031 | 200,000 | 160,756 | |||
Series C, 3.00%, 12/1/2060 | 150,000 | 83,776 | |||
3.20%, 12/1/2051 | 500,000 | 312,135 | |||
3.60%, 6/15/2061 | 250,000 | 161,700 | |||
3.70%, 11/15/2059 | 85,000 | 55,331 | |||
3.85%, 6/15/2046 | 50,000 | 35,844 | |||
Series 20B, 3.95%, 4/1/2050 | 250,000 | 184,785 |
Security Description | Principal Amount | Value | |||
Series D, 4.00%, 12/1/2028 | $100,000 | $93,149 | |||
Series A, 4.13%, 5/15/2049 | 100,000 | 74,161 | |||
4.45%, 3/15/2044 | 75,000 | 60,121 | |||
4.50%, 5/15/2058 | 100,000 | 75,827 | |||
Series 06-B, 6.20%, 6/15/2036 | 25,000 | 25,051 | |||
Constellation Energy Generation LLC: | |||||
5.60%, 3/1/2028 | 125,000 | 124,247 | |||
5.80%, 3/1/2033 | 145,000 | 141,452 | |||
Consumers Energy Co.: | |||||
3.25%, 8/15/2046 | 50,000 | 33,560 | |||
3.75%, 2/15/2050 | 50,000 | 36,193 | |||
4.05%, 5/15/2048 | 100,000 | 76,975 | |||
4.63%, 5/15/2033 | 100,000 | 93,158 | |||
4.65%, 3/1/2028 (b) | 300,000 | 292,758 | |||
4.90%, 2/15/2029 | 100,000 | 97,645 | |||
Dayton Power & Light Co. 3.95%, 6/15/2049 | 30,000 | 21,136 | |||
Dominion Energy South Carolina, Inc. Series A, 2.30%, 12/1/2031 | 150,000 | 116,620 | |||
Dominion Energy, Inc.: | |||||
Series A, 1.45%, 4/15/2026 | 75,000 | 67,488 | |||
Series C, 2.25%, 8/15/2031 | 45,000 | 34,723 | |||
Series D, 2.85%, 8/15/2026 | 25,000 | 23,085 | |||
Series B, 3.30%, 4/15/2041 | 565,000 | 384,771 | |||
Series C, 3.38%, 4/1/2030 | 350,000 | 301,031 | |||
4.70%, 12/1/2044 | 130,000 | 103,507 | |||
5.38%, 11/15/2032 | 350,000 | 334,173 | |||
DTE Electric Co.: | |||||
2.25%, 3/1/2030 | 500,000 | 413,025 | |||
Series A, 3.00%, 3/1/2032 | 100,000 | 82,796 | |||
3.70%, 6/1/2046 | 75,000 | 53,647 | |||
DTE Energy Co.: | |||||
Series F, 1.05%, 6/1/2025 | 70,000 | 64,563 | |||
Series C, 3.40%, 6/15/2029 | 164,000 | 144,445 | |||
4.88%, 6/1/2028 | 290,000 | 280,007 | |||
Duke Energy Carolinas LLC: | |||||
2.45%, 8/15/2029 | 150,000 | 126,786 | |||
2.55%, 4/15/2031 | 75,000 | 61,427 | |||
2.85%, 3/15/2032 | 155,000 | 126,495 | |||
3.20%, 8/15/2049 | 100,000 | 63,760 | |||
3.45%, 4/15/2051 | 90,000 | 60,301 | |||
3.88%, 3/15/2046 | 150,000 | 108,498 | |||
3.95%, 11/15/2028 | 100,000 | 93,782 | |||
4.25%, 12/15/2041 | 130,000 | 103,951 | |||
4.95%, 1/15/2033 | 250,000 | 237,790 |
See accompanying notes to Schedule of
Investments.
27
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
5.35%, 1/15/2053 | $500,000 | $457,620 | |||
5.40%, 1/15/2054 | 750,000 | 692,182 | |||
Duke Energy Corp.: | |||||
0.90%, 9/15/2025 | 350,000 | 318,503 | |||
2.55%, 6/15/2031 | 100,000 | 79,225 | |||
2.65%, 9/1/2026 | 50,000 | 46,036 | |||
3.15%, 8/15/2027 (b) | 100,000 | 91,011 | |||
3.30%, 6/15/2041 | 850,000 | 582,394 | |||
3.50%, 6/15/2051 | 100,000 | 64,601 | |||
3.75%, 9/1/2046 | 250,000 | 172,377 | |||
3.95%, 8/15/2047 | 150,000 | 105,846 | |||
5.00%, 8/15/2052 | 500,000 | 415,040 | |||
Duke Energy Florida LLC: | |||||
2.50%, 12/1/2029 | 150,000 | 127,018 | |||
3.20%, 1/15/2027 | 250,000 | 234,042 | |||
6.40%, 6/15/2038 | 50,000 | 51,577 | |||
Duke Energy Indiana LLC 2.75%, 4/1/2050 | 65,000 | 37,172 | |||
Duke Energy Ohio, Inc. 3.70%, 6/15/2046 | 28,000 | 19,461 | |||
Duke Energy Progress LLC: | |||||
2.50%, 8/15/2050 | 100,000 | 54,701 | |||
3.40%, 4/1/2032 | 145,000 | 122,828 | |||
3.60%, 9/15/2047 | 50,000 | 34,801 | |||
3.70%, 9/1/2028 | 50,000 | 46,408 | |||
4.20%, 8/15/2045 | 150,000 | 114,487 | |||
Edison International: | |||||
3.55%, 11/15/2024 | 80,000 | 77,623 | |||
4.13%, 3/15/2028 | 50,000 | 45,933 | |||
5.25%, 11/15/2028 | 285,000 | 274,201 | |||
6.95%, 11/15/2029 | 300,000 | 309,213 | |||
Emera U.S. Finance LP 4.75%, 6/15/2046 | 130,000 | 95,996 | |||
Enel Chile SA 4.88%, 6/12/2028 | 50,000 | 47,514 | |||
Entergy Arkansas LLC: | |||||
2.65%, 6/15/2051 | 100,000 | 55,431 | |||
3.35%, 6/15/2052 | 100,000 | 63,760 | |||
4.20%, 4/1/2049 | 25,000 | 18,752 | |||
Entergy Corp.: | |||||
1.90%, 6/15/2028 | 125,000 | 105,747 | |||
2.40%, 6/15/2031 | 150,000 | 117,087 | |||
2.95%, 9/1/2026 | 50,000 | 46,204 | |||
Entergy Louisiana LLC: | |||||
3.05%, 6/1/2031 | 25,000 | 20,774 | |||
3.10%, 6/15/2041 | 250,000 | 171,335 | |||
3.25%, 4/1/2028 | 200,000 | 181,106 | |||
4.20%, 4/1/2050 | 50,000 | 37,719 | |||
Entergy Mississippi LLC: | |||||
2.85%, 6/1/2028 | 25,000 | 22,177 | |||
3.50%, 6/1/2051 | 145,000 | 95,246 | |||
3.85%, 6/1/2049 | 125,000 | 89,540 | |||
Entergy Texas, Inc.: | |||||
1.75%, 3/15/2031 | 85,000 | 64,807 | |||
3.55%, 9/30/2049 | 25,000 | 16,913 |
Security Description | Principal Amount | Value | |||
5.80%, 9/1/2053 | $140,000 | $133,455 | |||
Evergy Kansas Central, Inc.: | |||||
3.25%, 9/1/2049 | 25,000 | 16,030 | |||
4.13%, 3/1/2042 | 30,000 | 23,144 | |||
5.70%, 3/15/2053 | 135,000 | 126,039 | |||
Evergy Metro, Inc.: | |||||
Series 2020, 2.25%, 6/1/2030 | 50,000 | 40,334 | |||
Series 2019, 4.13%, 4/1/2049 | 100,000 | 73,325 | |||
4.20%, 6/15/2047 | 25,000 | 18,941 | |||
4.20%, 3/15/2048 | 50,000 | 38,067 | |||
Eversource Energy: | |||||
2.90%, 3/1/2027 | 100,000 | 91,206 | |||
Series L, 2.90%, 10/1/2024 | 250,000 | 242,107 | |||
3.38%, 3/1/2032 | 100,000 | 82,801 | |||
Series O, 4.25%, 4/1/2029 | 25,000 | 23,283 | |||
5.45%, 3/1/2028 | 160,000 | 158,328 | |||
Exelon Corp.: | |||||
2.75%, 3/15/2027 | 100,000 | 90,771 | |||
3.35%, 3/15/2032 | 100,000 | 83,115 | |||
3.40%, 4/15/2026 | 100,000 | 94,705 | |||
3.95%, 6/15/2025 | 50,000 | 48,331 | |||
4.10%, 3/15/2052 | 350,000 | 252,297 | |||
4.70%, 4/15/2050 | 250,000 | 199,142 | |||
5.10%, 6/15/2045 | 330,000 | 282,325 | |||
5.15%, 3/15/2028 | 550,000 | 539,814 | |||
5.30%, 3/15/2033 (b) | 100,000 | 95,280 | |||
5.60%, 3/15/2053 | 100,000 | 91,034 | |||
Florida Power & Light Co.: | |||||
2.45%, 2/3/2032 | 500,000 | 401,620 | |||
2.85%, 4/1/2025 | 500,000 | 479,920 | |||
2.88%, 12/4/2051 | 750,000 | 455,490 | |||
3.15%, 10/1/2049 | 30,000 | 19,577 | |||
3.95%, 3/1/2048 | 85,000 | 64,648 | |||
3.99%, 3/1/2049 | 25,000 | 18,885 | |||
4.05%, 10/1/2044 | 50,000 | 39,093 | |||
4.13%, 6/1/2048 | 100,000 | 77,753 | |||
5.10%, 4/1/2033 | 500,000 | 483,760 | |||
Fortis, Inc. 3.06%, 10/4/2026 | 50,000 | 45,835 | |||
Georgia Power Co. Series A, 3.25%, 3/15/2051 | 570,000 | 361,420 | |||
Idaho Power Co. 5.80%, 4/1/2054 | 250,000 | 239,457 | |||
Indiana Michigan Power Co.: | |||||
3.25%, 5/1/2051 | 45,000 | 28,285 | |||
4.25%, 8/15/2048 | 15,000 | 11,353 | |||
Interstate Power & Light Co.: | |||||
3.50%, 9/30/2049 | 50,000 | 32,646 | |||
3.70%, 9/15/2046 | 50,000 | 33,774 | |||
4.10%, 9/26/2028 | 50,000 | 46,783 | |||
IPALCO Enterprises, Inc. 4.25%, 5/1/2030 | 100,000 | 87,594 |
See accompanying notes to Schedule of
Investments.
28
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
ITC Holdings Corp. 3.35%, 11/15/2027 | $50,000 | $45,652 | |||
MidAmerican Energy Co. 3.95%, 8/1/2047 | 150,000 | 113,347 | |||
National Rural Utilities Cooperative Finance Corp.: | |||||
Series MTN, 1.00%, 6/15/2026 | 100,000 | 88,874 | |||
1.35%, 3/15/2031 | 50,000 | 36,540 | |||
Series MTN, 1.65%, 6/15/2031 | 200,000 | 148,020 | |||
3.40%, 2/7/2028 | 50,000 | 45,939 | |||
3.90%, 11/1/2028 | 100,000 | 93,005 | |||
4.02%, 11/1/2032 | 50,000 | 44,030 | |||
Series MTN, 5.05%, 9/15/2028 (b) | 500,000 | 490,635 | |||
NextEra Energy Capital Holdings, Inc.: | |||||
1.90%, 6/15/2028 | 750,000 | 634,635 | |||
2.25%, 6/1/2030 | 250,000 | 199,972 | |||
2.44%, 1/15/2032 | 500,000 | 386,800 | |||
2.75%, 11/1/2029 | 165,000 | 140,123 | |||
3.50%, 4/1/2029 | 100,000 | 89,444 | |||
3.55%, 5/1/2027 | 100,000 | 93,090 | |||
4.63%, 7/15/2027 | 500,000 | 481,735 | |||
3 mo. USD LIBOR + 2.41%, 4.80%, 12/1/2077 (c) | 25,000 | 21,873 | |||
5.05%, 2/28/2033 | 500,000 | 466,630 | |||
5.25%, 2/28/2053 | 500,000 | 432,650 | |||
5.75%, 9/1/2025 | 200,000 | 199,408 | |||
Northern States Power Co.: | |||||
2.60%, 6/1/2051 | 50,000 | 28,318 | |||
2.90%, 3/1/2050 | 30,000 | 18,401 | |||
3.60%, 9/15/2047 | 50,000 | 35,229 | |||
5.10%, 5/15/2053 | 350,000 | 312,781 | |||
NSTAR Electric Co. 3.20%, 5/15/2027 | 50,000 | 46,468 | |||
Oglethorpe Power Corp. 5.05%, 10/1/2048 | 100,000 | 81,751 | |||
Ohio Power Co.: | |||||
Series Q, 1.63%, 1/15/2031 | 100,000 | 75,992 | |||
4.00%, 6/1/2049 | 20,000 | 14,569 | |||
5.00%, 6/1/2033 | 350,000 | 328,086 | |||
Oklahoma Gas & Electric Co.: | |||||
3.80%, 8/15/2028 | 50,000 | 46,303 | |||
5.40%, 1/15/2033 | 105,000 | 101,367 | |||
Oncor Electric Delivery Co. LLC: | |||||
0.55%, 10/1/2025 | 70,000 | 63,488 | |||
2.75%, 5/15/2030 | 75,000 | 63,217 | |||
3.70%, 11/15/2028 | 200,000 | 185,168 | |||
3.80%, 9/30/2047 | 100,000 | 73,143 | |||
4.15%, 6/1/2032 | 75,000 | 68,179 | |||
5.35%, 10/1/2052 (b) | 100,000 | 93,044 |
Security Description | Principal Amount | Value | |||
7.50%, 9/1/2038 | $50,000 | $57,176 | |||
Pacific Gas & Electric Co.: | |||||
2.50%, 2/1/2031 | 350,000 | 265,776 | |||
3.25%, 6/1/2031 | 790,000 | 628,508 | |||
3.30%, 8/1/2040 | 350,000 | 224,686 | |||
3.45%, 7/1/2025 (b) | 250,000 | 237,260 | |||
3.50%, 8/1/2050 | 295,000 | 175,832 | |||
4.20%, 3/1/2029 | 70,000 | 61,825 | |||
4.20%, 6/1/2041 | 55,000 | 38,581 | |||
4.50%, 7/1/2040 | 250,000 | 186,020 | |||
4.55%, 7/1/2030 | 250,000 | 220,675 | |||
4.95%, 7/1/2050 | 250,000 | 186,637 | |||
5.25%, 3/1/2052 | 500,000 | 383,085 | |||
6.15%, 1/15/2033 | 250,000 | 237,200 | |||
PacifiCorp: | |||||
2.70%, 9/15/2030 | 320,000 | 261,475 | |||
2.90%, 6/15/2052 | 200,000 | 110,122 | |||
3.30%, 3/15/2051 | 65,000 | 38,965 | |||
5.35%, 12/1/2053 | 1,100,000 | 912,329 | |||
5.50%, 5/15/2054 | 350,000 | 296,541 | |||
PECO Energy Co.: | |||||
3.05%, 3/15/2051 | 45,000 | 27,851 | |||
3.90%, 3/1/2048 | 125,000 | 93,506 | |||
PG&E Wildfire Recovery Funding LLC: | |||||
Series A-1, 3.59%, 6/1/2032 | 352,516 | 331,087 | |||
Series A-2, 4.72%, 6/1/2039 | 300,000 | 277,896 | |||
Series A-4, 5.21%, 12/1/2049 | 500,000 | 451,170 | |||
PPL Electric Utilities Corp.: | |||||
3.00%, 10/1/2049 | 70,000 | 43,879 | |||
3.95%, 6/1/2047 | 50,000 | 37,767 | |||
5.00%, 5/15/2033 | 145,000 | 138,191 | |||
5.25%, 5/15/2053 | 585,000 | 532,707 | |||
Public Service Co. of Colorado: | |||||
Series 35, 1.90%, 1/15/2031 | 500,000 | 387,860 | |||
Series 34, 3.20%, 3/1/2050 | 30,000 | 18,809 | |||
3.80%, 6/15/2047 | 150,000 | 105,732 | |||
Public Service Co. of Oklahoma 5.25%, 1/15/2033 | 200,000 | 189,908 | |||
Public Service Electric & Gas Co.: | |||||
Series MTN, 0.95%, 3/15/2026 | 150,000 | 135,115 | |||
Series MTN, 2.05%, 8/1/2050 | 50,000 | 25,659 | |||
Series MTN, 3.00%, 3/1/2051 | 150,000 | 93,600 | |||
Series MTN, 3.20%, 5/15/2029 | 50,000 | 44,535 |
See accompanying notes to Schedule of
Investments.
29
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
Series MTN, 3.20%, 8/1/2049 | $30,000 | $19,754 | |||
Series MTN, 3.60%, 12/1/2047 | 100,000 | 71,524 | |||
Series MTN, 3.65%, 9/1/2042 | 50,000 | 37,272 | |||
Series MTN, 3.70%, 5/1/2028 | 50,000 | 46,716 | |||
Series MTN, 4.90%, 12/15/2032 | 625,000 | 598,412 | |||
Public Service Enterprise Group, Inc.: | |||||
1.60%, 8/15/2030 | 100,000 | 76,528 | |||
2.45%, 11/15/2031 | 100,000 | 77,565 | |||
Puget Energy, Inc. 4.22%, 3/15/2032 | 180,000 | 153,401 | |||
Puget Sound Energy, Inc.: | |||||
3.25%, 9/15/2049 | 65,000 | 41,103 | |||
4.22%, 6/15/2048 | 65,000 | 49,028 | |||
5.80%, 3/15/2040 | 50,000 | 47,288 | |||
San Diego Gas & Electric Co.: | |||||
Series VVV, 1.70%, 10/1/2030 | 150,000 | 115,792 | |||
Series WWW, 2.95%, 8/15/2051 | 350,000 | 211,592 | |||
Series RRR, 3.75%, 6/1/2047 | 50,000 | 35,419 | |||
Sempra: | |||||
3.25%, 6/15/2027 | 300,000 | 273,978 | |||
3.30%, 4/1/2025 | 140,000 | 134,561 | |||
3.40%, 2/1/2028 | 30,000 | 27,290 | |||
3.80%, 2/1/2038 | 100,000 | 77,607 | |||
4.00%, 2/1/2048 | 30,000 | 21,584 | |||
5.40%, 8/1/2026 | 200,000 | 197,932 | |||
5.50%, 8/1/2033 | 200,000 | 191,438 | |||
Sierra Pacific Power Co. 2.60%, 5/1/2026 | 50,000 | 46,435 | |||
Southern California Edison Co.: | |||||
2.25%, 6/1/2030 | 100,000 | 80,106 | |||
2.75%, 2/1/2032 | 125,000 | 99,800 | |||
2.85%, 8/1/2029 | 115,000 | 98,845 | |||
Series 20A, 2.95%, 2/1/2051 | 500,000 | 295,120 | |||
Series C, 3.60%, 2/1/2045 | 50,000 | 34,219 | |||
3.65%, 2/1/2050 | 250,000 | 168,250 | |||
Series B, 3.65%, 3/1/2028 | 100,000 | 92,030 | |||
Series 2013-A, 3.90%, 3/15/2043 | 50,000 | 36,466 | |||
4.00%, 4/1/2047 | 191,000 | 138,294 | |||
Series A, 4.20%, 3/1/2029 | 100,000 | 92,975 | |||
4.50%, 9/1/2040 | 25,000 | 20,362 | |||
5.30%, 3/1/2028 | 250,000 | 246,917 | |||
5.88%, 12/1/2053 | 350,000 | 329,735 | |||
Southern Co.: | |||||
3.25%, 7/1/2026 | 250,000 | 234,372 |
Security Description | Principal Amount | Value | |||
Series B, 5 yr. CMT + 3.73%, 4.00%, 1/15/2051 (c) | $500,000 | $463,115 | |||
4.25%, 7/1/2036 | 250,000 | 208,655 | |||
4.85%, 6/15/2028 | 500,000 | 483,075 | |||
5.70%, 3/15/2034 | 250,000 | 245,230 | |||
Southern Power Co.: | |||||
0.90%, 1/15/2026 | 250,000 | 223,797 | |||
Series F, 4.95%, 12/15/2046 | 150,000 | 120,382 | |||
Southwestern Electric Power Co.: | |||||
Series N, 1.65%, 3/15/2026 | 300,000 | 271,785 | |||
Series K, 2.75%, 10/1/2026 | 50,000 | 45,812 | |||
3.25%, 11/1/2051 | 250,000 | 150,282 | |||
Series M, 4.10%, 9/15/2028 | 25,000 | 23,190 | |||
Southwestern Public Service Co. 3.75%, 6/15/2049 | 100,000 | 68,465 | |||
Tampa Electric Co.: | |||||
3.63%, 6/15/2050 | 150,000 | 101,460 | |||
4.30%, 6/15/2048 | 50,000 | 37,954 | |||
4.45%, 6/15/2049 | 25,000 | 19,350 | |||
Tucson Electric Power Co.: | |||||
3.25%, 5/1/2051 | 35,000 | 21,383 | |||
4.85%, 12/1/2048 | 50,000 | 40,509 | |||
5.50%, 4/15/2053 | 200,000 | 180,900 | |||
Union Electric Co.: | |||||
2.15%, 3/15/2032 | 250,000 | 191,357 | |||
3.50%, 3/15/2029 | 250,000 | 226,480 | |||
4.00%, 4/1/2048 | 50,000 | 36,733 | |||
Virginia Electric & Power Co.: | |||||
2.45%, 12/15/2050 | 375,000 | 200,070 | |||
Series B, 2.95%, 11/15/2026 | 30,000 | 27,777 | |||
3.30%, 12/1/2049 (b) | 50,000 | 32,256 | |||
Series B, 3.75%, 5/15/2027 | 155,000 | 146,269 | |||
4.60%, 12/1/2048 | 250,000 | 201,717 | |||
5.45%, 4/1/2053 | 500,000 | 455,695 | |||
8.88%, 11/15/2038 | 50,000 | 62,290 | |||
WEC Energy Group, Inc.: | |||||
1.80%, 10/15/2030 | 250,000 | 190,125 | |||
2.20%, 12/15/2028 | 100,000 | 84,826 | |||
4.75%, 1/9/2026 | 385,000 | 377,065 | |||
5.60%, 9/12/2026 | 65,000 | 65,011 | |||
Wisconsin Electric Power Co.: | |||||
2.05%, 12/15/2024 | 50,000 | 47,788 | |||
4.30%, 10/15/2048 | 25,000 | 19,480 | |||
Wisconsin Power & Light Co.: | |||||
1.95%, 9/16/2031 | 275,000 | 209,456 | |||
4.95%, 4/1/2033 | 90,000 | 84,510 |
See accompanying notes to Schedule of
Investments.
30
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
Wisconsin Public Service Corp. 5.35%, 11/10/2025 | $75,000 | $74,769 | ||||
Xcel Energy, Inc.: | ||||||
1.75%, 3/15/2027 | 500,000 | 439,730 | ||||
2.60%, 12/1/2029 | 100,000 | 83,904 | ||||
4.00%, 6/15/2028 (b) | 50,000 | 46,827 | ||||
48,887,609 | ||||||
ELECTRICAL COMPONENTS & EQUIPMENT — 0.0% (a) | ||||||
Emerson Electric Co.: | ||||||
0.88%, 10/15/2026 | 65,000 | 57,035 | ||||
1.95%, 10/15/2030 | 50,000 | 39,926 | ||||
2.00%, 12/21/2028 | 200,000 | 170,936 | ||||
2.20%, 12/21/2031 | 700,000 | 557,046 | ||||
824,943 | ||||||
ELECTRONICS — 0.1% | ||||||
Agilent Technologies, Inc. 2.75%, 9/15/2029 | 50,000 | 42,668 | ||||
Allegion PLC 3.50%, 10/1/2029 | 50,000 | 43,646 | ||||
Allegion U.S. Holding Co., Inc. 3.55%, 10/1/2027 | 50,000 | 45,507 | ||||
Amphenol Corp.: | ||||||
2.20%, 9/15/2031 | 60,000 | 46,913 | ||||
2.80%, 2/15/2030 | 100,000 | 84,998 | ||||
4.35%, 6/1/2029 | 50,000 | 47,455 | ||||
4.75%, 3/30/2026 | 65,000 | 63,799 | ||||
Arrow Electronics, Inc.: | ||||||
3.88%, 1/12/2028 | 25,000 | 22,831 | ||||
6.13%, 3/1/2026 | 100,000 | 99,480 | ||||
Avnet, Inc. 3.00%, 5/15/2031 | 100,000 | 77,614 | ||||
Flex Ltd.: | ||||||
3.75%, 2/1/2026 | 50,000 | 47,461 | ||||
4.88%, 6/15/2029 | 75,000 | 70,016 | ||||
6.00%, 1/15/2028 | 355,000 | 353,072 | ||||
Fortive Corp. 3.15%, 6/15/2026 | 50,000 | 46,746 | ||||
Honeywell International, Inc.: | ||||||
1.10%, 3/1/2027 | 200,000 | 175,298 | ||||
1.75%, 9/1/2031 | 160,000 | 122,714 | ||||
1.95%, 6/1/2030 | 250,000 | 202,075 | ||||
2.50%, 11/1/2026 | 150,000 | 138,655 | ||||
2.70%, 8/15/2029 | 60,000 | 52,327 | ||||
4.25%, 1/15/2029 | 160,000 | 152,765 | ||||
4.50%, 1/15/2034 | 175,000 | 162,424 | ||||
Hubbell, Inc.: | ||||||
2.30%, 3/15/2031 | 60,000 | 47,423 | ||||
3.35%, 3/1/2026 | 50,000 | 47,404 | ||||
Jabil, Inc.: | ||||||
1.70%, 4/15/2026 | 65,000 | 58,408 | ||||
3.60%, 1/15/2030 | 25,000 | 21,669 | ||||
3.95%, 1/12/2028 | 25,000 | 23,077 | ||||
5.45%, 2/1/2029 | 155,000 | 150,434 |
Security Description | Principal Amount | Value | ||||
Keysight Technologies, Inc.: | ||||||
3.00%, 10/30/2029 | $50,000 | $42,901 | ||||
4.60%, 4/6/2027 | 30,000 | 28,866 | ||||
Trimble, Inc. 4.90%, 6/15/2028 | 50,000 | 47,751 | ||||
Tyco Electronics Group SA: | ||||||
2.50%, 2/4/2032 | 45,000 | 36,035 | ||||
3.70%, 2/15/2026 (b) | 50,000 | 47,930 | ||||
4.50%, 2/13/2026 | 150,000 | 146,587 | ||||
2,796,949 | ||||||
ENTERTAINMENT — 0.2% | ||||||
Warnermedia Holdings, Inc.: | ||||||
3.64%, 3/15/2025 | 500,000 | 482,050 | ||||
3.76%, 3/15/2027 | 685,000 | 632,296 | ||||
4.05%, 3/15/2029 | 500,000 | 446,010 | ||||
4.28%, 3/15/2032 | 645,000 | 547,399 | ||||
5.05%, 3/15/2042 | 550,000 | 425,447 | ||||
5.14%, 3/15/2052 | 1,250,000 | 927,387 | ||||
5.39%, 3/15/2062 | 500,000 | 368,645 | ||||
6.41%, 3/15/2026 | 550,000 | 549,940 | ||||
4,379,174 | ||||||
ENVIRONMENTAL CONTROL — 0.1% | ||||||
Republic Services, Inc.: | ||||||
1.45%, 2/15/2031 | 100,000 | 74,945 | ||||
2.90%, 7/1/2026 | 45,000 | 42,077 | ||||
3.38%, 11/15/2027 | 60,000 | 55,419 | ||||
3.95%, 5/15/2028 | 150,000 | 140,669 | ||||
4.88%, 4/1/2029 | 220,000 | 213,855 | ||||
Waste Connections, Inc.: | ||||||
2.20%, 1/15/2032 | 115,000 | 88,504 | ||||
2.95%, 1/15/2052 | 115,000 | 69,951 | ||||
3.05%, 4/1/2050 | 20,000 | 12,633 | ||||
3.50%, 5/1/2029 | 50,000 | 45,309 | ||||
Waste Management, Inc.: | ||||||
0.75%, 11/15/2025 | 20,000 | 18,132 | ||||
1.15%, 3/15/2028 | 30,000 | 25,119 | ||||
1.50%, 3/15/2031 | 30,000 | 22,740 | ||||
2.00%, 6/1/2029 | 75,000 | 62,526 | ||||
2.50%, 11/15/2050 | 20,000 | 11,326 | ||||
2.95%, 6/1/2041 | 55,000 | 37,718 | ||||
4.63%, 2/15/2030 | 250,000 | 238,702 | ||||
4.63%, 2/15/2033 | 250,000 | 232,710 | ||||
4.88%, 2/15/2029 | 200,000 | 195,262 | ||||
1,587,597 | ||||||
FOOD — 0.3% | ||||||
Campbell Soup Co.: | ||||||
2.38%, 4/24/2030 (b) | 15,000 | 12,129 | ||||
3.95%, 3/15/2025 | 100,000 | 97,123 | ||||
4.15%, 3/15/2028 | 50,000 | 46,946 | ||||
4.80%, 3/15/2048 | 20,000 | 16,185 | ||||
Conagra Brands, Inc.: | ||||||
5.30%, 10/1/2026 | 205,000 | 202,593 | ||||
5.30%, 11/1/2038 | 265,000 | 232,259 |
See accompanying notes to Schedule of
Investments.
31
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
5.40%, 11/1/2048 | $40,000 | $33,780 | |||
Flowers Foods, Inc. 2.40%, 3/15/2031 (b) | 45,000 | 35,318 | |||
General Mills, Inc.: | |||||
3.00%, 2/1/2051 | 510,000 | 314,660 | |||
3.20%, 2/10/2027 | 100,000 | 92,790 | |||
4.20%, 4/17/2028 | 25,000 | 23,555 | |||
4.95%, 3/29/2033 | 145,000 | 135,571 | |||
Hershey Co.: | |||||
0.90%, 6/1/2025 | 45,000 | 41,727 | |||
3.20%, 8/21/2025 | 25,000 | 24,051 | |||
4.25%, 5/4/2028 | 175,000 | 169,146 | |||
4.50%, 5/4/2033 | 180,000 | 169,691 | |||
Hormel Foods Corp.: | |||||
1.70%, 6/3/2028 | 570,000 | 487,316 | |||
3.05%, 6/3/2051 (b) | 45,000 | 28,868 | |||
Ingredion, Inc. 2.90%, 6/1/2030 | 100,000 | 83,449 | |||
J M Smucker Co.: | |||||
3.38%, 12/15/2027 | 100,000 | 91,727 | |||
3.55%, 3/15/2050 (b) | 25,000 | 16,088 | |||
4.25%, 3/15/2035 | 50,000 | 42,048 | |||
JBS USA LUX SA/JBS USA Food Co./JBS Luxembourg Sarl: | |||||
COR, 6.75%, 3/15/2034 (d) | 250,000 | 243,262 | |||
COR, 7.25%, 11/15/2053 (d) | 500,000 | 483,050 | |||
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc.: | |||||
5.75%, 4/1/2033 | 250,000 | 228,125 | |||
6.50%, 12/1/2052 | 500,000 | 447,125 | |||
Kellogg Co.: | |||||
4.30%, 5/15/2028 | 100,000 | 94,300 | |||
4.50%, 4/1/2046 | 100,000 | 80,572 | |||
5.25%, 3/1/2033 | 70,000 | 66,543 | |||
Kraft Heinz Foods Co.: | |||||
3.88%, 5/15/2027 | 750,000 | 706,582 | |||
4.88%, 10/1/2049 | 750,000 | 623,130 | |||
Kroger Co.: | |||||
2.65%, 10/15/2026 | 50,000 | 45,822 | |||
3.70%, 8/1/2027 | 35,000 | 32,666 | |||
3.95%, 1/15/2050 | 550,000 | 395,444 | |||
4.45%, 2/1/2047 | 100,000 | 77,993 | |||
4.65%, 1/15/2048 | 100,000 | 79,877 | |||
McCormick & Co., Inc. 3.40%, 8/15/2027 | 100,000 | 92,240 | |||
Mondelez International, Inc.: | |||||
1.50%, 5/4/2025 | 60,000 | 56,120 | |||
1.50%, 2/4/2031 | 40,000 | 30,079 | |||
1.88%, 10/15/2032 (b) | 75,000 | 55,880 | |||
2.63%, 3/17/2027 | 200,000 | 182,014 | |||
2.63%, 9/4/2050 | 35,000 | 20,088 | |||
2.75%, 4/13/2030 | 35,000 | 29,417 |
Security Description | Principal Amount | Value | ||||
3.00%, 3/17/2032 | $200,000 | $164,650 | ||||
Pilgrim's Pride Corp. 6.25%, 7/1/2033 | 145,000 | 136,426 | ||||
Sysco Corp.: | ||||||
2.40%, 2/15/2030 | 10,000 | 8,224 | ||||
2.45%, 12/14/2031 | 145,000 | 113,375 | ||||
3.15%, 12/14/2051 | 500,000 | 306,840 | ||||
3.25%, 7/15/2027 | 50,000 | 45,906 | ||||
3.30%, 7/15/2026 | 100,000 | 93,946 | ||||
3.30%, 2/15/2050 | 10,000 | 6,394 | ||||
3.75%, 10/1/2025 | 5,000 | 4,803 | ||||
4.45%, 3/15/2048 | 50,000 | 38,813 | ||||
4.85%, 10/1/2045 | 5,000 | 4,064 | ||||
6.60%, 4/1/2050 | 250,000 | 257,875 | ||||
Tyson Foods, Inc.: | ||||||
3.55%, 6/2/2027 | 150,000 | 138,978 | ||||
4.55%, 6/2/2047 | 285,000 | 214,326 | ||||
8,001,969 | ||||||
FOREST PRODUCTS & PAPER — 0.0% (a) | ||||||
Celulosa Arauco y Constitucion SA 3.88%, 11/2/2027 | 200,000 | 180,550 | ||||
Georgia-Pacific LLC 7.75%, 11/15/2029 | 25,000 | 27,518 | ||||
International Paper Co. 4.35%, 8/15/2048 (b) | 27,000 | 20,939 | ||||
Suzano Austria GmbH: | ||||||
2.50%, 9/15/2028 (b) | 125,000 | 103,805 | ||||
Series DM3N, 3.13%, 1/15/2032 (b) | 80,000 | 61,284 | ||||
3.75%, 1/15/2031 | 150,000 | 123,433 | ||||
Suzano International Finance BV 5.50%, 1/17/2027 (b) | 25,000 | 24,521 | ||||
542,050 | ||||||
GAS — 0.2% | ||||||
Atmos Energy Corp.: | ||||||
1.50%, 1/15/2031 | 100,000 | 75,639 | ||||
2.63%, 9/15/2029 | 200,000 | 173,438 | ||||
3.00%, 6/15/2027 | 150,000 | 138,891 | ||||
4.15%, 1/15/2043 | 25,000 | 19,930 | ||||
CenterPoint Energy Resources Corp. 5.25%, 3/1/2028 (b) | 250,000 | 246,670 | ||||
National Fuel Gas Co.: | ||||||
3.95%, 9/15/2027 | 50,000 | 45,765 | ||||
5.50%, 1/15/2026 | 30,000 | 29,496 | ||||
NiSource, Inc.: | ||||||
0.95%, 8/15/2025 | 560,000 | 510,255 | ||||
1.70%, 2/15/2031 | 100,000 | 74,647 | ||||
2.95%, 9/1/2029 | 100,000 | 86,110 | ||||
3.49%, 5/15/2027 | 50,000 | 46,277 | ||||
4.38%, 5/15/2047 | 150,000 | 115,227 | ||||
4.80%, 2/15/2044 | 30,000 | 24,658 |
See accompanying notes to Schedule of
Investments.
32
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
ONE Gas, Inc. 4.50%, 11/1/2048 | $90,000 | $69,040 | ||||
Piedmont Natural Gas Co., Inc.: | ||||||
2.50%, 3/15/2031 | 190,000 | 149,612 | ||||
5.05%, 5/15/2052 | 750,000 | 618,577 | ||||
Southern California Gas Co.: | ||||||
2.95%, 4/15/2027 | 110,000 | 100,901 | ||||
3.20%, 6/15/2025 | 50,000 | 47,997 | ||||
3.75%, 9/15/2042 | 30,000 | 21,557 | ||||
Series VV, 4.30%, 1/15/2049 | 50,000 | 37,798 | ||||
Series MM, 5.13%, 11/15/2040 (b) | 25,000 | 22,351 | ||||
Southern Co. Gas Capital Corp.: | ||||||
Series 20-A, 1.75%, 1/15/2031 | 500,000 | 377,040 | ||||
4.40%, 5/30/2047 | 150,000 | 113,190 | ||||
5.75%, 9/15/2033 | 300,000 | 294,198 | ||||
Southwest Gas Corp.: | ||||||
3.70%, 4/1/2028 | 25,000 | 22,868 | ||||
4.05%, 3/15/2032 | 90,000 | 77,811 | ||||
5.45%, 3/23/2028 | 165,000 | 162,393 | ||||
Washington Gas Light Co. Series MTN, 3.65%, 9/15/2049 | 50,000 | 33,259 | ||||
3,735,595 | ||||||
HAND & MACHINE TOOLS — 0.1% | ||||||
Kennametal, Inc. 4.63%, 6/15/2028 | 50,000 | 47,054 | ||||
Regal Rexnord Corp.: | ||||||
6.05%, 2/15/2026 (d) | 500,000 | 493,590 | ||||
6.05%, 4/15/2028 (d) | 500,000 | 486,125 | ||||
6.40%, 4/15/2033 (d) | 500,000 | 481,335 | ||||
Snap-on, Inc. 3.10%, 5/1/2050 | 70,000 | 45,399 | ||||
Stanley Black & Decker, Inc.: | ||||||
2.75%, 11/15/2050 | 100,000 | 53,942 | ||||
3.40%, 3/1/2026 | 35,000 | 33,083 | ||||
5 yr. CMT + 2.66%, 4.00%, 3/15/2060 (c) | 30,000 | 24,931 | ||||
4.25%, 11/15/2028 | 100,000 | 93,128 | ||||
6.27%, 3/6/2026 (b) | 250,000 | 251,142 | ||||
2,009,729 | ||||||
HEALTH CARE PRODUCTS — 0.3% | ||||||
Abbott Laboratories: | ||||||
1.40%, 6/30/2030 (b) | 500,000 | 396,305 | ||||
2.95%, 3/15/2025 | 75,000 | 72,400 | ||||
3.75%, 11/30/2026 (b) | 85,000 | 81,532 | ||||
4.75%, 11/30/2036 | 250,000 | 236,400 | ||||
4.75%, 4/15/2043 | 25,000 | 22,607 | ||||
4.90%, 11/30/2046 | 150,000 | 136,944 | ||||
Baxter International, Inc.: | ||||||
1.32%, 11/29/2024 | 600,000 | 568,056 |
Security Description | Principal Amount | Value | |||
1.73%, 4/1/2031 | $45,000 | $33,646 | |||
1.92%, 2/1/2027 | 600,000 | 529,422 | |||
2.27%, 12/1/2028 (b) | 500,000 | 421,585 | |||
3.13%, 12/1/2051 | 250,000 | 148,447 | |||
3.50%, 8/15/2046 | 50,000 | 31,681 | |||
Boston Scientific Corp.: | |||||
1.90%, 6/1/2025 | 65,000 | 61,106 | |||
2.65%, 6/1/2030 | 100,000 | 83,582 | |||
4.55%, 3/1/2039 | 50,000 | 43,067 | |||
4.70%, 3/1/2049 (b) | 35,000 | 29,331 | |||
Danaher Corp. 2.60%, 10/1/2050 | 565,000 | 331,401 | |||
DH Europe Finance II Sarl: | |||||
2.20%, 11/15/2024 | 50,000 | 48,068 | |||
2.60%, 11/15/2029 | 30,000 | 25,732 | |||
3.25%, 11/15/2039 | 50,000 | 37,380 | |||
3.40%, 11/15/2049 | 50,000 | 34,689 | |||
GE HealthCare Technologies, Inc.: | |||||
5.60%, 11/15/2025 | 500,000 | 496,865 | |||
5.65%, 11/15/2027 | 500,000 | 499,065 | |||
5.86%, 3/15/2030 | 550,000 | 545,259 | |||
5.91%, 11/22/2032 | 500,000 | 495,885 | |||
6.38%, 11/22/2052 (b) | 500,000 | 506,920 | |||
Medtronic Global Holdings SCA 4.25%, 3/30/2028 | 155,000 | 148,278 | |||
Medtronic, Inc.: | |||||
4.38%, 3/15/2035 | 54,000 | 48,864 | |||
4.63%, 3/15/2045 | 345,000 | 302,306 | |||
Revvity, Inc.: | |||||
2.25%, 9/15/2031 | 105,000 | 79,822 | |||
2.55%, 3/15/2031 | 85,000 | 66,994 | |||
3.30%, 9/15/2029 | 65,000 | 56,292 | |||
Smith & Nephew PLC 2.03%, 10/14/2030 | 50,000 | 38,472 | |||
Stryker Corp.: | |||||
1.15%, 6/15/2025 | 50,000 | 46,359 | |||
1.95%, 6/15/2030 | 50,000 | 40,034 | |||
2.90%, 6/15/2050 | 25,000 | 15,280 | |||
3.38%, 11/1/2025 | 25,000 | 23,927 | |||
3.50%, 3/15/2026 | 25,000 | 23,829 | |||
3.65%, 3/7/2028 | 50,000 | 46,610 | |||
4.63%, 3/15/2046 | 25,000 | 21,012 | |||
Thermo Fisher Scientific, Inc.: | |||||
1.22%, 10/18/2024 | 900,000 | 858,186 | |||
4.10%, 8/15/2047 | 100,000 | 79,756 | |||
5.09%, 8/10/2033 | 150,000 | 144,927 | |||
5.40%, 8/10/2043 (b) | 65,000 | 61,948 | |||
Zimmer Biomet Holdings, Inc. 2.60%, 11/24/2031 | 100,000 | 78,731 | |||
8,099,002 |
See accompanying notes to Schedule of
Investments.
33
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
HEALTH CARE SERVICES — 0.7% | ||||||
AdventHealth Obligated Group Series E, 2.80%, 11/15/2051 | $250,000 | $149,072 | ||||
Advocate Health & Hospitals Corp. 3.39%, 10/15/2049 | 50,000 | 33,863 | ||||
Aetna, Inc.: | ||||||
3.88%, 8/15/2047 | 100,000 | 69,880 | ||||
4.13%, 11/15/2042 | 25,000 | 18,618 | ||||
AHS Hospital Corp. Series 2021, 2.78%, 7/1/2051 | 75,000 | 43,974 | ||||
Ascension Health 3.95%, 11/15/2046 | 150,000 | 115,622 | ||||
Banner Health 2.34%, 1/1/2030 | 40,000 | 33,144 | ||||
Baylor Scott & White Holdings Series 2021, 1.78%, 11/15/2030 | 25,000 | 19,373 | ||||
Centene Corp.: | ||||||
2.50%, 3/1/2031 | 500,000 | 384,485 | ||||
4.63%, 12/15/2029 | 1,000,000 | 902,040 | ||||
Children's Hospital Corp. Series 2020, 2.59%, 2/1/2050 | 15,000 | 8,622 | ||||
CommonSpirit Health: | ||||||
2.76%, 10/1/2024 | 250,000 | 242,102 | ||||
4.19%, 10/1/2049 | 250,000 | 187,107 | ||||
4.35%, 11/1/2042 | 25,000 | 20,129 | ||||
Duke University Health System, Inc. Series 2017, 3.92%, 6/1/2047 | 50,000 | 38,214 | ||||
Elevance Health, Inc.: | ||||||
1.50%, 3/15/2026 | 600,000 | 543,696 | ||||
2.25%, 5/15/2030 | 265,000 | 215,156 | ||||
2.38%, 1/15/2025 | 20,000 | 19,097 | ||||
2.55%, 3/15/2031 | 100,000 | 80,938 | ||||
3.13%, 5/15/2050 | 270,000 | 169,301 | ||||
3.35%, 12/1/2024 | 50,000 | 48,528 | ||||
3.60%, 3/15/2051 | 305,000 | 208,040 | ||||
3.65%, 12/1/2027 | 130,000 | 120,439 | ||||
4.10%, 3/1/2028 | 100,000 | 94,174 | ||||
4.10%, 5/15/2032 | 200,000 | 177,818 | ||||
4.38%, 12/1/2047 | 130,000 | 102,835 | ||||
4.55%, 3/1/2048 | 50,000 | 40,635 | ||||
4.65%, 1/15/2043 | 50,000 | 41,939 | ||||
4.75%, 2/15/2033 | 250,000 | 232,680 | ||||
5.13%, 2/15/2053 (b) | 500,000 | 443,560 | ||||
HCA, Inc.: | ||||||
2.38%, 7/15/2031 | 650,000 | 496,964 | ||||
3.13%, 3/15/2027 | 45,000 | 40,853 | ||||
3.50%, 7/15/2051 | 650,000 | 405,190 | ||||
3.63%, 3/15/2032 | 650,000 | 539,025 |
Security Description | Principal Amount | Value | |||
4.13%, 6/15/2029 | $35,000 | $31,640 | |||
4.50%, 2/15/2027 | 50,000 | 47,682 | |||
4.63%, 3/15/2052 | 500,000 | 375,145 | |||
5.13%, 6/15/2039 | 275,000 | 237,207 | |||
5.25%, 4/15/2025 | 60,000 | 59,257 | |||
5.25%, 6/15/2026 | 65,000 | 63,645 | |||
5.25%, 6/15/2049 | 100,000 | 82,026 | |||
5.50%, 6/1/2033 | 550,000 | 520,129 | |||
5.50%, 6/15/2047 | 65,000 | 55,466 | |||
5.90%, 6/1/2053 | 750,000 | 672,322 | |||
Humana, Inc.: | |||||
2.15%, 2/3/2032 | 350,000 | 264,124 | |||
3.70%, 3/23/2029 | 105,000 | 95,529 | |||
4.80%, 3/15/2047 | 100,000 | 82,950 | |||
4.95%, 10/1/2044 | 50,000 | 41,997 | |||
Indiana University Health, Inc. Obligated Group Series 2021, 2.85%, 11/1/2051 | 25,000 | 14,908 | |||
Johns Hopkins Health System Corp. 3.84%, 5/15/2046 (b) | 50,000 | 37,220 | |||
Kaiser Foundation Hospitals: | |||||
Series 2021, 2.81%, 6/1/2041 | 135,000 | 90,270 | |||
Series 2021, 3.00%, 6/1/2051 | 135,000 | 84,216 | |||
Series 2019, 3.27%, 11/1/2049 | 105,000 | 69,617 | |||
Laboratory Corp. of America Holdings: | |||||
1.55%, 6/1/2026 | 70,000 | 62,622 | |||
2.30%, 12/1/2024 | 100,000 | 95,804 | |||
2.70%, 6/1/2031 | 100,000 | 80,888 | |||
2.95%, 12/1/2029 | 100,000 | 85,918 | |||
4.70%, 2/1/2045 | 25,000 | 20,251 | |||
Mass General Brigham, Inc. Series 2017, 3.77%, 7/1/2048 | 100,000 | 73,425 | |||
Mayo Clinic Series 2021, 3.20%, 11/15/2061 | 100,000 | 61,186 | |||
Memorial Sloan-Kettering Cancer Center: | |||||
Series 2020, 2.96%, 1/1/2050 | 55,000 | 34,204 | |||
4.13%, 7/1/2052 | 25,000 | 19,207 | |||
Methodist Hospital Series 20A, 2.71%, 12/1/2050 | 65,000 | 37,789 | |||
Montefiore Obligated Group 4.29%, 9/1/2050 | 50,000 | 28,799 | |||
Mount Sinai Hospital Series 2019, 3.74%, 7/1/2049 | 35,000 | 24,242 |
See accompanying notes to Schedule of
Investments.
34
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
New York & Presbyterian Hospital: | |||||
2.26%, 8/1/2040 | $50,000 | $30,882 | |||
Series 2019, 3.95%, 8/1/2119 | 35,000 | 22,774 | |||
Northwell Healthcare, Inc. 4.26%, 11/1/2047 | 50,000 | 37,317 | |||
Novant Health, Inc. 3.17%, 11/1/2051 | 85,000 | 54,108 | |||
NYU Langone Hospitals Series 2020, 3.38%, 7/1/2055 | 100,000 | 63,286 | |||
Orlando Health Obligated Group 3.33%, 10/1/2050 | 25,000 | 16,459 | |||
Providence St Joseph Health Obligated Group Series 19A, 2.53%, 10/1/2029 | 80,000 | 66,642 | |||
Providence St. Joseph Health Obligated Group 5.40%, 10/1/2033 | 250,000 | 240,200 | |||
Quest Diagnostics, Inc.: | |||||
2.95%, 6/30/2030 | 35,000 | 29,403 | |||
4.20%, 6/30/2029 | 100,000 | 93,215 | |||
4.70%, 3/30/2045 (b) | 25,000 | 20,528 | |||
RWJ Barnabas Health, Inc. 3.48%, 7/1/2049 | 50,000 | 34,183 | |||
Sutter Health: | |||||
Series 20A, 2.29%, 8/15/2030 | 55,000 | 44,304 | |||
Series 20A, 3.36%, 8/15/2050 | 55,000 | 35,939 | |||
5.16%, 8/15/2033 | 180,000 | 172,643 | |||
Trinity Health Corp. Series 2021, 2.63%, 12/1/2040 | 50,000 | 32,213 | |||
UnitedHealth Group, Inc.: | |||||
1.15%, 5/15/2026 | 100,000 | 89,869 | |||
1.25%, 1/15/2026 | 35,000 | 31,927 | |||
2.00%, 5/15/2030 | 305,000 | 246,861 | |||
2.30%, 5/15/2031 | 100,000 | 80,611 | |||
2.75%, 5/15/2040 | 300,000 | 203,610 | |||
2.90%, 5/15/2050 | 200,000 | 122,980 | |||
3.05%, 5/15/2041 | 350,000 | 246,911 | |||
3.10%, 3/15/2026 | 50,000 | 47,469 | |||
3.13%, 5/15/2060 | 100,000 | 60,638 | |||
3.25%, 5/15/2051 | 100,000 | 65,783 | |||
3.38%, 4/15/2027 | 100,000 | 93,763 | |||
3.50%, 8/15/2039 | 200,000 | 153,578 | |||
3.70%, 12/15/2025 | 10,000 | 9,639 | |||
3.75%, 7/15/2025 | 305,000 | 296,661 | |||
3.75%, 10/15/2047 | 50,000 | 36,501 | |||
3.88%, 12/15/2028 | 15,000 | 14,083 | |||
4.25%, 1/15/2029 | 750,000 | 713,212 | |||
4.25%, 4/15/2047 | 100,000 | 79,061 | |||
4.63%, 7/15/2035 | 200,000 | 184,810 |
Security Description | Principal Amount | Value | ||||
4.75%, 7/15/2045 | $230,000 | $199,258 | ||||
4.75%, 5/15/2052 | 500,000 | 425,615 | ||||
5.15%, 10/15/2025 | 45,000 | 44,821 | ||||
5.20%, 4/15/2063 | 750,000 | 669,022 | ||||
5.25%, 2/15/2028 | 145,000 | 145,213 | ||||
5.35%, 2/15/2033 | 700,000 | 692,699 | ||||
5.88%, 2/15/2053 | 500,000 | 502,005 | ||||
6.88%, 2/15/2038 | 25,000 | 27,823 | ||||
Willis-Knighton Medical Center Series 2021, 3.07%, 3/1/2051 | 550,000 | 312,807 | ||||
16,628,124 | ||||||
HOME BUILDERS — 0.0% (a) | ||||||
DR Horton, Inc. 2.50%, 10/15/2024 | 100,000 | 96,434 | ||||
Lennar Corp. 4.75%, 11/29/2027 | 250,000 | 240,633 | ||||
MDC Holdings, Inc. 3.97%, 8/6/2061 | 200,000 | 110,674 | ||||
NVR, Inc. 3.00%, 5/15/2030 | 130,000 | 108,336 | ||||
PulteGroup, Inc. 5.00%, 1/15/2027 | 250,000 | 244,307 | ||||
800,384 | ||||||
HOME FURNISHINGS — 0.0% (a) | ||||||
Leggett & Platt, Inc. 4.40%, 3/15/2029 (b) | 100,000 | 92,348 | ||||
Whirlpool Corp.: | ||||||
2.40%, 5/15/2031 | 25,000 | 19,740 | ||||
4.50%, 6/1/2046 | 25,000 | 19,218 | ||||
4.60%, 5/15/2050 | 50,000 | 38,879 | ||||
4.75%, 2/26/2029 (b) | 60,000 | 57,244 | ||||
5.50%, 3/1/2033 (b) | 100,000 | 95,852 | ||||
323,281 | ||||||
HOUSEHOLD PRODUCTS — 0.2% | ||||||
Colgate-Palmolive Co.: | ||||||
Series MTN, 3.70%, 8/1/2047 | 55,000 | 43,034 | ||||
4.60%, 3/1/2028 (b) | 145,000 | 143,451 | ||||
4.80%, 3/2/2026 | 120,000 | 119,322 | ||||
Estee Lauder Cos., Inc.: | ||||||
1.95%, 3/15/2031 | 95,000 | 74,420 | ||||
2.00%, 12/1/2024 | 45,000 | 43,191 | ||||
2.38%, 12/1/2029 | 40,000 | 33,572 | ||||
3.13%, 12/1/2049 | 60,000 | 39,064 | ||||
4.38%, 5/15/2028 | 115,000 | 110,561 | ||||
4.65%, 5/15/2033 (b) | 125,000 | 116,798 | ||||
Haleon U.K. Capital PLC 3.13%, 3/24/2025 | 550,000 | 527,961 | ||||
Haleon U.S. Capital LLC: | ||||||
3.38%, 3/24/2027 | 250,000 | 232,013 | ||||
3.63%, 3/24/2032 | 250,000 | 214,533 |
See accompanying notes to Schedule of
Investments.
35
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
Kenvue, Inc.: | ||||||
4.90%, 3/22/2033 (d) | $500,000 | $477,860 | ||||
5.05%, 3/22/2053 (d) | 750,000 | 679,537 | ||||
5.35%, 3/22/2026 (d) | 500,000 | 498,560 | ||||
Procter & Gamble Co.: | ||||||
1.00%, 4/23/2026 | 500,000 | 451,930 | ||||
1.20%, 10/29/2030 | 300,000 | 231,627 | ||||
1.90%, 2/1/2027 | 500,000 | 452,305 | ||||
2.45%, 11/3/2026 | 150,000 | 139,085 | ||||
3.00%, 3/25/2030 | 100,000 | 88,751 | ||||
3.95%, 1/26/2028 | 500,000 | 483,285 | ||||
4.05%, 1/26/2033 (b) | 200,000 | 186,068 | ||||
Unilever Capital Corp.: | ||||||
1.38%, 9/14/2030 | 100,000 | 77,169 | ||||
1.75%, 8/12/2031 | 140,000 | 108,119 | ||||
2.00%, 7/28/2026 (b) | 100,000 | 91,589 | ||||
2.90%, 5/5/2027 | 150,000 | 138,188 | ||||
3.10%, 7/30/2025 | 50,000 | 48,027 | ||||
5,850,020 | ||||||
HOUSEHOLD PRODUCTS & WARES — 0.1% | ||||||
Avery Dennison Corp. 5.75%, 3/15/2033 | 250,000 | 244,407 | ||||
Church & Dwight Co., Inc.: | ||||||
2.30%, 12/15/2031 | 40,000 | 31,887 | ||||
5.60%, 11/15/2032 (b) | 95,000 | 95,212 | ||||
Clorox Co.: | ||||||
3.10%, 10/1/2027 | 50,000 | 45,683 | ||||
3.90%, 5/15/2028 | 50,000 | 46,502 | ||||
4.40%, 5/1/2029 | 200,000 | 189,300 | ||||
Kimberly-Clark Corp.: | ||||||
1.05%, 9/15/2027 | 15,000 | 12,797 | ||||
2.00%, 11/2/2031 | 250,000 | 197,152 | ||||
2.75%, 2/15/2026 | 25,000 | 23,608 | ||||
3.10%, 3/26/2030 | 40,000 | 35,121 | ||||
3.20%, 4/25/2029 | 100,000 | 90,789 | ||||
3.90%, 5/4/2047 | 50,000 | 38,218 | ||||
3.95%, 11/1/2028 (b) | 55,000 | 52,177 | ||||
4.50%, 2/16/2033 | 100,000 | 94,429 | ||||
1,197,282 | ||||||
INSURANCE — 0.7% | ||||||
Aflac, Inc.: | ||||||
1.13%, 3/15/2026 | 105,000 | 94,186 | ||||
4.75%, 1/15/2049 | 75,000 | 62,741 | ||||
Alleghany Corp. 4.90%, 9/15/2044 | 50,000 | 43,823 | ||||
Allstate Corp.: | ||||||
1.45%, 12/15/2030 (b) | 250,000 | 185,805 | ||||
3.85%, 8/10/2049 (b) | 125,000 | 88,022 | ||||
4.20%, 12/15/2046 | 50,000 | 37,001 | ||||
5.25%, 3/30/2033 (b) | 195,000 | 184,020 | ||||
American Financial Group, Inc. 4.50%, 6/15/2047 | 100,000 | 74,200 |
Security Description | Principal Amount | Value | |||
American International Group, Inc.: | |||||
2.50%, 6/30/2025 | $400,000 | $377,080 | |||
3.90%, 4/1/2026 | 15,000 | 14,351 | |||
4.38%, 6/30/2050 | 315,000 | 243,010 | |||
Series A-9, 3 mo. USD LIBOR + 2.87%, 5.75%, 4/1/2048 (c) | 100,000 | 92,879 | |||
Aon Corp. 3.75%, 5/2/2029 | 100,000 | 90,559 | |||
Aon Corp./Aon Global Holdings PLC 2.60%, 12/2/2031 | 645,000 | 509,427 | |||
Aon Global Ltd. 3.88%, 12/15/2025 | 150,000 | 144,213 | |||
Arch Capital Group Ltd. 3.64%, 6/30/2050 | 105,000 | 70,664 | |||
Arthur J Gallagher & Co. 5.75%, 3/2/2053 | 350,000 | 319,900 | |||
Assurant, Inc.: | |||||
2.65%, 1/15/2032 | 600,000 | 438,858 | |||
4.90%, 3/27/2028 | 50,000 | 47,799 | |||
Assured Guaranty U.S. Holdings, Inc.: | |||||
3.60%, 9/15/2051 | 40,000 | 24,540 | |||
6.13%, 9/15/2028 | 40,000 | 39,988 | |||
Athene Holding Ltd.: | |||||
3.45%, 5/15/2052 | 500,000 | 295,930 | |||
3.50%, 1/15/2031 (b) | 150,000 | 121,999 | |||
4.13%, 1/12/2028 (b) | 100,000 | 91,139 | |||
AXIS Specialty Finance LLC 3.90%, 7/15/2029 | 25,000 | 22,281 | |||
Berkshire Hathaway Finance Corp.: | |||||
1.45%, 10/15/2030 | 80,000 | 62,224 | |||
1.85%, 3/12/2030 (b) | 10,000 | 8,186 | |||
2.30%, 3/15/2027 | 200,000 | 183,348 | |||
2.50%, 1/15/2051 | 110,000 | 63,351 | |||
2.85%, 10/15/2050 | 340,000 | 210,854 | |||
2.88%, 3/15/2032 | 200,000 | 167,876 | |||
3.85%, 3/15/2052 | 550,000 | 411,664 | |||
4.20%, 8/15/2048 | 100,000 | 81,411 | |||
4.25%, 1/15/2049 | 150,000 | 123,022 | |||
Berkshire Hathaway, Inc.: | |||||
3.13%, 3/15/2026 (b) | 55,000 | 52,445 | |||
4.50%, 2/11/2043 | 180,000 | 158,364 | |||
Brighthouse Financial, Inc.: | |||||
3.70%, 6/22/2027 | 150,000 | 136,744 | |||
4.70%, 6/22/2047 | 150,000 | 104,293 | |||
Brown & Brown, Inc.: | |||||
2.38%, 3/15/2031 | 150,000 | 115,762 | |||
4.20%, 3/17/2032 | 65,000 | 56,054 | |||
4.50%, 3/15/2029 | 50,000 | 46,248 | |||
Chubb INA Holdings, Inc.: | |||||
1.38%, 9/15/2030 | 150,000 | 114,450 | |||
3.05%, 12/15/2061 | 500,000 | 298,150 |
See accompanying notes to Schedule of
Investments.
36
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
3.35%, 5/3/2026 | $250,000 | $237,272 | |||
4.15%, 3/13/2043 | 25,000 | 20,133 | |||
4.35%, 11/3/2045 | 125,000 | 102,186 | |||
CNA Financial Corp.: | |||||
2.05%, 8/15/2030 | 100,000 | 77,791 | |||
3.45%, 8/15/2027 | 100,000 | 92,273 | |||
4.50%, 3/1/2026 | 25,000 | 24,189 | |||
Corebridge Financial, Inc.: | |||||
3.50%, 4/4/2025 | 500,000 | 479,645 | |||
3.65%, 4/5/2027 | 500,000 | 462,200 | |||
4.40%, 4/5/2052 | 500,000 | 365,065 | |||
Enstar Group Ltd. 4.95%, 6/1/2029 | 50,000 | 46,114 | |||
Equitable Holdings, Inc.: | |||||
4.35%, 4/20/2028 | 150,000 | 139,483 | |||
5.00%, 4/20/2048 | 100,000 | 80,110 | |||
5.59%, 1/11/2033 | 100,000 | 94,654 | |||
Everest Reinsurance Holdings, Inc. 3.50%, 10/15/2050 | 500,000 | 320,400 | |||
Fairfax Financial Holdings Ltd.: | |||||
3.38%, 3/3/2031 (b) | 70,000 | 56,844 | |||
4.85%, 4/17/2028 | 100,000 | 94,501 | |||
Fidelity National Financial, Inc.: | |||||
2.45%, 3/15/2031 | 100,000 | 76,990 | |||
3.20%, 9/17/2051 | 250,000 | 137,980 | |||
4.50%, 8/15/2028 | 50,000 | 46,523 | |||
First American Financial Corp. 4.60%, 11/15/2024 | 25,000 | 24,499 | |||
Globe Life, Inc.: | |||||
2.15%, 8/15/2030 | 100,000 | 77,457 | |||
4.55%, 9/15/2028 | 25,000 | 23,695 | |||
Hanover Insurance Group, Inc. 2.50%, 9/1/2030 | 15,000 | 11,486 | |||
Hartford Financial Services Group, Inc.: | |||||
2.80%, 8/19/2029 (b) | 70,000 | 60,031 | |||
2.90%, 9/15/2051 | 325,000 | 191,409 | |||
4.40%, 3/15/2048 | 100,000 | 77,668 | |||
Jackson Financial, Inc. 3.13%, 11/23/2031 | 350,000 | 267,256 | |||
Kemper Corp. 2.40%, 9/30/2030 | 100,000 | 73,844 | |||
Lincoln National Corp.: | |||||
3.05%, 1/15/2030 (b) | 100,000 | 81,442 | |||
3.40%, 3/1/2032 | 250,000 | 196,285 | |||
3.80%, 3/1/2028 (b) | 35,000 | 31,687 | |||
4.35%, 3/1/2048 | 50,000 | 34,344 | |||
6.30%, 10/9/2037 | 50,000 | 48,204 | |||
Loews Corp.: | |||||
3.20%, 5/15/2030 | 15,000 | 12,938 | |||
3.75%, 4/1/2026 | 50,000 | 47,904 |
Security Description | Principal Amount | Value | |||
Manulife Financial Corp.: | |||||
2.48%, 5/19/2027 | $70,000 | $63,186 | |||
3.70%, 3/16/2032 | 200,000 | 175,020 | |||
5 yr. USD ICE Swap + 1.65%, 4.06%, 2/24/2032 (c) | 50,000 | 46,302 | |||
Markel Group, Inc.: | |||||
3.45%, 5/7/2052 | 135,000 | 85,603 | |||
3.50%, 11/1/2027 | 50,000 | 45,958 | |||
4.15%, 9/17/2050 | 50,000 | 35,578 | |||
5.00%, 5/20/2049 | 30,000 | 24,886 | |||
Marsh & McLennan Cos., Inc.: | |||||
2.38%, 12/15/2031 | 615,000 | 482,923 | |||
3.75%, 3/14/2026 | 25,000 | 23,973 | |||
4.38%, 3/15/2029 | 250,000 | 236,885 | |||
5.40%, 9/15/2033 | 250,000 | 243,447 | |||
Mercury General Corp. 4.40%, 3/15/2027 | 50,000 | 46,565 | |||
MetLife, Inc.: | |||||
4.05%, 3/1/2045 | 150,000 | 114,534 | |||
4.88%, 11/13/2043 | 200,000 | 171,922 | |||
5.25%, 1/15/2054 | 500,000 | 445,565 | |||
5.38%, 7/15/2033 | 400,000 | 384,256 | |||
6.40%, 12/15/2066 | 100,000 | 98,063 | |||
Old Republic International Corp. 3.85%, 6/11/2051 | 85,000 | 56,181 | |||
Principal Financial Group, Inc.: | |||||
2.13%, 6/15/2030 | 150,000 | 119,197 | |||
3.70%, 5/15/2029 | 50,000 | 44,933 | |||
5.38%, 3/15/2033 | 140,000 | 134,428 | |||
Progressive Corp.: | |||||
2.50%, 3/15/2027 | 40,000 | 36,260 | |||
3.00%, 3/15/2032 (b) | 50,000 | 41,842 | |||
4.00%, 3/1/2029 (b) | 50,000 | 47,169 | |||
4.20%, 3/15/2048 | 100,000 | 78,828 | |||
4.95%, 6/15/2033 | 400,000 | 380,280 | |||
Prudential Financial, Inc.: | |||||
5 yr. CMT + 3.04%, 3.70%, 10/1/2050 (c) | 600,000 | 488,952 | |||
Series MTN, 3.70%, 3/13/2051 | 100,000 | 69,497 | |||
3.94%, 12/7/2049 | 100,000 | 71,890 | |||
3 mo. USD LIBOR + 2.38%, 4.50%, 9/15/2047 (b) (c) | 170,000 | 151,730 | |||
Series MTN, 4.60%, 5/15/2044 | 75,000 | 61,950 | |||
3 mo. USD LIBOR + 3.03%, 5.38%, 5/15/2045 (c) | 200,000 | 194,200 | |||
Series MTN, 6.63%, 6/21/2040 | 25,000 | 25,833 | |||
5 yr. CMT + 2.85%, 6.75%, 3/1/2053 (c) | 160,000 | 154,982 |
See accompanying notes to Schedule of
Investments.
37
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
Prudential Funding Asia PLC 3.63%, 3/24/2032 | $150,000 | $127,804 | ||||
Reinsurance Group of America, Inc.: | ||||||
3.15%, 6/15/2030 | 35,000 | 28,939 | ||||
3.90%, 5/15/2029 | 50,000 | 44,617 | ||||
RenaissanceRe Finance, Inc. 3.45%, 7/1/2027 | 30,000 | 27,497 | ||||
RenaissanceRe Holdings Ltd. 5.75%, 6/5/2033 | 250,000 | 235,005 | ||||
Travelers Cos., Inc.: | ||||||
2.55%, 4/27/2050 | 10,000 | 5,828 | ||||
3.05%, 6/8/2051 | 250,000 | 159,257 | ||||
3.75%, 5/15/2046 | 10,000 | 7,248 | ||||
4.00%, 5/30/2047 | 80,000 | 61,634 | ||||
4.05%, 3/7/2048 | 100,000 | 77,107 | ||||
4.10%, 3/4/2049 | 100,000 | 77,364 | ||||
5.45%, 5/25/2053 | 115,000 | 110,031 | ||||
Series MTN, 6.25%, 6/15/2037 | 25,000 | 26,269 | ||||
Trinity Acquisition PLC 4.40%, 3/15/2026 | 26,000 | 24,956 | ||||
Unum Group: | ||||||
4.00%, 6/15/2029 | 70,000 | 62,978 | ||||
4.13%, 6/15/2051 | 100,000 | 65,839 | ||||
4.50%, 12/15/2049 | 15,000 | 10,519 | ||||
W R Berkley Corp.: | ||||||
3.55%, 3/30/2052 | 100,000 | 63,980 | ||||
4.00%, 5/12/2050 | 45,000 | 31,829 | ||||
Willis North America, Inc.: | ||||||
3.88%, 9/15/2049 | 70,000 | 46,947 | ||||
4.50%, 9/15/2028 | 50,000 | 46,864 | ||||
4.65%, 6/15/2027 | 100,000 | 95,732 | ||||
5.35%, 5/15/2033 | 250,000 | 233,180 | ||||
16,877,605 | ||||||
INTERNET — 0.5% | ||||||
Alibaba Group Holding Ltd.: | ||||||
2.70%, 2/9/2041 | 500,000 | 300,305 | ||||
3.15%, 2/9/2051 | 100,000 | 56,608 | ||||
3.40%, 12/6/2027 (b) | 200,000 | 183,728 | ||||
3.60%, 11/28/2024 | 75,000 | 73,056 | ||||
4.20%, 12/6/2047 | 260,000 | 181,841 | ||||
Alphabet, Inc.: | ||||||
1.10%, 8/15/2030 | 165,000 | 128,279 | ||||
2.00%, 8/15/2026 | 250,000 | 229,935 | ||||
2.05%, 8/15/2050 | 250,000 | 136,588 | ||||
Amazon.com, Inc.: | ||||||
0.80%, 6/3/2025 | 815,000 | 755,578 | ||||
1.00%, 5/12/2026 | 150,000 | 134,817 | ||||
1.50%, 6/3/2030 | 235,000 | 186,035 | ||||
1.65%, 5/12/2028 | 150,000 | 129,045 | ||||
2.10%, 5/12/2031 | 150,000 | 120,309 | ||||
2.50%, 6/3/2050 | 390,000 | 228,134 | ||||
2.70%, 6/3/2060 | 280,000 | 157,290 | ||||
2.88%, 5/12/2041 | 150,000 | 105,585 |
Security Description | Principal Amount | Value | ||||
3.00%, 4/13/2025 | $200,000 | $193,146 | ||||
3.10%, 5/12/2051 | 150,000 | 98,883 | ||||
3.15%, 8/22/2027 | 100,000 | 92,956 | ||||
3.25%, 5/12/2061 | 150,000 | 95,346 | ||||
3.30%, 4/13/2027 | 250,000 | 235,178 | ||||
3.45%, 4/13/2029 | 200,000 | 184,738 | ||||
3.60%, 4/13/2032 | 250,000 | 221,755 | ||||
3.80%, 12/5/2024 | 30,000 | 29,412 | ||||
3.88%, 8/22/2037 | 125,000 | 106,469 | ||||
3.95%, 4/13/2052 (b) | 500,000 | 386,295 | ||||
4.05%, 8/22/2047 | 125,000 | 100,415 | ||||
4.25%, 8/22/2057 | 150,000 | 119,973 | ||||
4.55%, 12/1/2027 | 250,000 | 244,752 | ||||
4.60%, 12/1/2025 | 800,000 | 789,120 | ||||
4.65%, 12/1/2029 | 500,000 | 487,635 | ||||
4.70%, 11/29/2024 | 500,000 | 495,375 | ||||
4.70%, 12/1/2032 | 500,000 | 477,180 | ||||
4.95%, 12/5/2044 | 125,000 | 115,999 | ||||
5.20%, 12/3/2025 | 50,000 | 49,973 | ||||
Baidu, Inc.: | ||||||
1.63%, 2/23/2027 | 200,000 | 174,890 | ||||
2.38%, 8/23/2031 | 200,000 | 153,894 | ||||
Booking Holdings, Inc.: | ||||||
3.60%, 6/1/2026 | 250,000 | 238,358 | ||||
4.63%, 4/13/2030 | 100,000 | 94,822 | ||||
eBay, Inc.: | ||||||
1.40%, 5/10/2026 | 100,000 | 89,536 | ||||
1.90%, 3/11/2025 | 140,000 | 132,310 | ||||
2.60%, 5/10/2031 | 100,000 | 80,052 | ||||
2.70%, 3/11/2030 | 100,000 | 83,016 | ||||
3.65%, 5/10/2051 | 50,000 | 33,033 | ||||
Expedia Group, Inc.: | ||||||
2.95%, 3/15/2031 (b) | 555,000 | 446,065 | ||||
3.25%, 2/15/2030 | 35,000 | 29,589 | ||||
3.80%, 2/15/2028 | 50,000 | 45,650 | ||||
4.63%, 8/1/2027 | 590,000 | 562,659 | ||||
Meta Platforms, Inc.: | ||||||
3.50%, 8/15/2027 | 550,000 | 518,595 | ||||
3.85%, 8/15/2032 | 500,000 | 443,685 | ||||
4.45%, 8/15/2052 | 750,000 | 593,512 | ||||
4.60%, 5/15/2028 | 250,000 | 244,387 | ||||
4.95%, 5/15/2033 (b) | 250,000 | 239,685 | ||||
5.60%, 5/15/2053 | 500,000 | 473,550 | ||||
5.75%, 5/15/2063 | 500,000 | 470,950 | ||||
VeriSign, Inc. 2.70%, 6/15/2031 | 80,000 | 63,623 | ||||
12,843,594 | ||||||
INVESTMENT COMPANY SECURITY — 0.1% | ||||||
Ares Capital Corp.: | ||||||
2.15%, 7/15/2026 | 750,000 | 657,945 | ||||
2.88%, 6/15/2028 | 500,000 | 417,755 | ||||
3.88%, 1/15/2026 | 100,000 | 93,506 | ||||
4.25%, 3/1/2025 | 50,000 | 48,083 |
See accompanying notes to Schedule of
Investments.
38
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
Bain Capital Specialty Finance, Inc. 2.55%, 10/13/2026 | $100,000 | $86,011 | ||||
Blackstone Private Credit Fund: | ||||||
2.63%, 12/15/2026 | 200,000 | 172,058 | ||||
7.05%, 9/29/2025 | 200,000 | 200,282 | ||||
Blackstone Secured Lending Fund: | ||||||
2.85%, 9/30/2028 | 100,000 | 81,697 | ||||
3.63%, 1/15/2026 | 150,000 | 138,457 | ||||
Blue Owl Capital Corp.: | ||||||
3.40%, 7/15/2026 | 250,000 | 224,157 | ||||
4.00%, 3/30/2025 (b) | 50,000 | 47,517 | ||||
Blue Owl Credit Income Corp. 7.95%, 6/13/2028 (d) | 200,000 | 198,136 | ||||
Blue Owl Technology Finance Corp. 2.50%, 1/15/2027 (b) | 500,000 | 419,805 | ||||
FS KKR Capital Corp.: | ||||||
3.40%, 1/15/2026 | 250,000 | 228,910 | ||||
4.13%, 2/1/2025 | 100,000 | 96,052 | ||||
Golub Capital BDC, Inc. 2.50%, 8/24/2026 | 160,000 | 140,008 | ||||
Main Street Capital Corp. 3.00%, 7/14/2026 | 85,000 | 75,095 | ||||
Oaktree Specialty Lending Corp. 2.70%, 1/15/2027 (b) | 100,000 | 85,951 | ||||
Prospect Capital Corp. 3.44%, 10/15/2028 | 100,000 | 78,625 | ||||
Sixth Street Specialty Lending, Inc. 6.95%, 8/14/2028 | 70,000 | 69,212 | ||||
3,559,262 | ||||||
IRON/STEEL — 0.0% (a) | ||||||
ArcelorMittal SA: | ||||||
6.55%, 11/29/2027 | 200,000 | 202,926 | ||||
6.80%, 11/29/2032 | 175,000 | 173,794 | ||||
Nucor Corp.: | ||||||
2.00%, 6/1/2025 | 15,000 | 14,087 | ||||
2.70%, 6/1/2030 | 15,000 | 12,518 | ||||
2.98%, 12/15/2055 | 50,000 | 28,411 | ||||
3.13%, 4/1/2032 | 90,000 | 74,145 | ||||
Reliance Steel & Aluminum Co. 1.30%, 8/15/2025 | 40,000 | 36,670 | ||||
Steel Dynamics, Inc.: | ||||||
1.65%, 10/15/2027 | 10,000 | 8,505 | ||||
2.80%, 12/15/2024 | 25,000 | 24,049 | ||||
3.25%, 10/15/2050 | 20,000 | 12,098 | ||||
3.45%, 4/15/2030 | 40,000 | 34,678 | ||||
Vale Overseas Ltd. 6.88%, 11/10/2039 (b) | 300,000 | 300,537 | ||||
922,418 |
Security Description | Principal Amount | Value | ||||
IT SERVICES — 0.1% | ||||||
Apple, Inc.: | ||||||
4.00%, 5/10/2028 | $925,000 | $887,362 | ||||
4.30%, 5/10/2033 (b) | 700,000 | 660,709 | ||||
Hewlett Packard Enterprise Co. 5.25%, 7/1/2028 | 250,000 | 243,735 | ||||
1,791,806 | ||||||
LEISURE TIME — 0.0% (a) | ||||||
Brunswick Corp. 4.40%, 9/15/2032 (b) | 250,000 | 202,985 | ||||
LODGING — 0.1% | ||||||
Choice Hotels International, Inc. 3.70%, 12/1/2029 | 50,000 | 43,108 | ||||
Hyatt Hotels Corp.: | ||||||
4.38%, 9/15/2028 | 50,000 | 46,147 | ||||
5.75%, 1/30/2027 | 190,000 | 188,883 | ||||
Marriott International, Inc.: | ||||||
Series GG, 3.50%, 10/15/2032 | 500,000 | 408,970 | ||||
3.75%, 3/15/2025 | 25,000 | 24,206 | ||||
5.00%, 10/15/2027 | 55,000 | 53,525 | ||||
COR, 5.55%, 10/15/2028 | 155,000 | 152,793 | ||||
Series EE, 5.75%, 5/1/2025 | 290,000 | 289,359 | ||||
1,206,991 | ||||||
MACHINERY, CONSTRUCTION & MINING — 0.1% | ||||||
Caterpillar Financial Services Corp.: | ||||||
Series MTN, 0.80%, 11/13/2025 | 30,000 | 27,247 | ||||
0.90%, 3/2/2026 | 600,000 | 540,702 | ||||
Series MTN, 3.40%, 5/13/2025 | 750,000 | 725,265 | ||||
Series MTN, 3.65%, 8/12/2025 | 500,000 | 484,015 | ||||
4.35%, 5/15/2026 | 750,000 | 732,855 | ||||
Caterpillar, Inc.: | ||||||
2.60%, 9/19/2029 (b) | 100,000 | 87,338 | ||||
2.60%, 4/9/2030 (b) | 95,000 | 81,387 | ||||
3.25%, 4/9/2050 | 125,000 | 87,747 | ||||
3.80%, 8/15/2042 | 125,000 | 99,719 | ||||
4.75%, 5/15/2064 | 25,000 | 21,593 | ||||
Oshkosh Corp. 3.10%, 3/1/2030 | 10,000 | 8,532 | ||||
2,896,400 | ||||||
MACHINERY-DIVERSIFIED — 0.2% | ||||||
CNH Industrial Capital LLC: | ||||||
1.45%, 7/15/2026 | 150,000 | 133,521 | ||||
4.55%, 4/10/2028 | 125,000 | 118,731 | ||||
CNH Industrial NV Series MTN, 3.85%, 11/15/2027 (b) | 15,000 | 13,962 |
See accompanying notes to Schedule of
Investments.
39
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
Deere & Co.: | |||||
2.88%, 9/7/2049 | $35,000 | $23,283 | |||
3.90%, 6/9/2042 | 225,000 | 185,116 | |||
Flowserve Corp.: | |||||
2.80%, 1/15/2032 | 75,000 | 57,328 | |||
3.50%, 10/1/2030 | 35,000 | 29,146 | |||
IDEX Corp.: | |||||
2.63%, 6/15/2031 | 100,000 | 79,871 | |||
3.00%, 5/1/2030 | 25,000 | 21,135 | |||
John Deere Capital Corp.: | |||||
Series MTN, 0.70%, 1/15/2026 | 100,000 | 90,090 | |||
Series MTN, 1.25%, 1/10/2025 | 500,000 | 474,085 | |||
Series MTN, 1.30%, 10/13/2026 | 300,000 | 267,297 | |||
1.45%, 1/15/2031 | 70,000 | 53,880 | |||
Series MTN, 1.50%, 3/6/2028 | 100,000 | 85,216 | |||
Series MTN, 2.25%, 9/14/2026 | 100,000 | 92,180 | |||
Series MTN, 2.80%, 7/18/2029 | 50,000 | 43,998 | |||
Series MTN, 3.35%, 4/18/2029 | 100,000 | 91,088 | |||
Series MTN, 3.40%, 9/11/2025 | 25,000 | 24,059 | |||
Series MTN, 3.45%, 3/13/2025 | 100,000 | 97,215 | |||
Series MTN, 4.55%, 10/11/2024 | 110,000 | 108,864 | |||
Series MTN, 4.70%, 6/10/2030 | 750,000 | 720,172 | |||
Series MTN, 4.80%, 1/9/2026 | 500,000 | 493,750 | |||
Series MTN, 4.95%, 7/14/2028 | 55,000 | 54,222 | |||
5.15%, 9/8/2026 | 100,000 | 99,742 | |||
5.15%, 9/8/2033 | 100,000 | 97,740 | |||
5.30%, 9/8/2025 | 100,000 | 99,795 | |||
nVent Finance Sarl: | |||||
2.75%, 11/15/2031 | 50,000 | 38,113 | |||
4.55%, 4/15/2028 | 50,000 | 46,814 | |||
Otis Worldwide Corp.: | |||||
2.06%, 4/5/2025 | 600,000 | 566,322 | |||
2.57%, 2/15/2030 | 250,000 | 207,245 | |||
3.11%, 2/15/2040 | 250,000 | 178,520 | |||
Rockwell Automation, Inc.: | |||||
3.50%, 3/1/2029 | 85,000 | 78,206 | |||
4.20%, 3/1/2049 | 250,000 | 203,252 | |||
Westinghouse Air Brake Technologies Corp. 4.70%, 9/15/2028 | 300,000 | 281,955 | |||
Xylem, Inc. 1.95%, 1/30/2028 | 45,000 | 38,678 | |||
5,294,591 |
Security Description | Principal Amount | Value | ||||
MEDIA — 0.6% | ||||||
Charter Communications Operating LLC/Charter Communications Operating Capital: | ||||||
2.30%, 2/1/2032 | $350,000 | $255,108 | ||||
2.80%, 4/1/2031 | 290,000 | 226,043 | ||||
3.50%, 6/1/2041 | 500,000 | 313,245 | ||||
3.70%, 4/1/2051 | 730,000 | 423,911 | ||||
3.85%, 4/1/2061 | 100,000 | 55,674 | ||||
3.90%, 6/1/2052 | 100,000 | 59,781 | ||||
4.20%, 3/15/2028 | 250,000 | 229,428 | ||||
4.40%, 4/1/2033 (b) | 315,000 | 268,200 | ||||
4.40%, 12/1/2061 | 100,000 | 61,210 | ||||
4.80%, 3/1/2050 | 155,000 | 107,951 | ||||
4.91%, 7/23/2025 | 50,000 | 48,862 | ||||
5.05%, 3/30/2029 | 100,000 | 93,437 | ||||
5.25%, 4/1/2053 (b) | 750,000 | 560,625 | ||||
5.38%, 5/1/2047 | 150,000 | 114,434 | ||||
6.48%, 10/23/2045 | 185,000 | 161,353 | ||||
Comcast Corp.: | ||||||
1.50%, 2/15/2031 | 150,000 | 113,286 | ||||
1.95%, 1/15/2031 | 70,000 | 54,732 | ||||
2.45%, 8/15/2052 | 115,000 | 62,033 | ||||
2.65%, 8/15/2062 | 75,000 | 39,140 | ||||
2.80%, 1/15/2051 | 805,000 | 471,577 | ||||
2.89%, 11/1/2051 | 350,000 | 206,325 | ||||
2.94%, 11/1/2056 | 500,000 | 284,115 | ||||
2.99%, 11/1/2063 | 550,000 | 304,012 | ||||
3.15%, 3/1/2026 | 225,000 | 213,642 | ||||
3.15%, 2/15/2028 | 200,000 | 182,660 | ||||
3.20%, 7/15/2036 | 250,000 | 191,930 | ||||
3.30%, 2/1/2027 | 150,000 | 140,087 | ||||
3.30%, 4/1/2027 | 100,000 | 93,136 | ||||
3.40%, 4/1/2030 | 550,000 | 484,291 | ||||
3.40%, 7/15/2046 | 100,000 | 68,040 | ||||
3.75%, 4/1/2040 | 250,000 | 193,543 | ||||
3.90%, 3/1/2038 | 150,000 | 121,781 | ||||
3.95%, 10/15/2025 | 350,000 | 339,563 | ||||
4.00%, 11/1/2049 | 69,000 | 51,019 | ||||
4.15%, 10/15/2028 | 250,000 | 236,790 | ||||
4.20%, 8/15/2034 | 100,000 | 87,356 | ||||
4.25%, 10/15/2030 | 50,000 | 46,064 | ||||
4.25%, 1/15/2033 | 50,000 | 44,964 | ||||
4.60%, 10/15/2038 | 305,000 | 266,976 | ||||
4.65%, 2/15/2033 | 500,000 | 468,145 | ||||
4.65%, 7/15/2042 | 75,000 | 63,156 | ||||
4.70%, 10/15/2048 | 500,000 | 422,270 | ||||
4.95%, 10/15/2058 | 105,000 | 90,152 | ||||
5.35%, 5/15/2053 | 500,000 | 456,275 | ||||
5.50%, 11/15/2032 | 605,000 | 598,412 | ||||
5.50%, 5/15/2064 | 750,000 | 679,860 | ||||
Discovery Communications LLC: | ||||||
3.95%, 3/20/2028 | 30,000 | 27,329 |
See accompanying notes to Schedule of
Investments.
40
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
4.00%, 9/15/2055 | $265,000 | $158,669 | ||||
4.65%, 5/15/2050 | 250,000 | 174,273 | ||||
5.20%, 9/20/2047 | 100,000 | 75,609 | ||||
Fox Corp.: | ||||||
4.71%, 1/25/2029 | 40,000 | 37,842 | ||||
5.48%, 1/25/2039 | 275,000 | 237,622 | ||||
5.58%, 1/25/2049 | 25,000 | 20,838 | ||||
Grupo Televisa SAB 6.13%, 1/31/2046 (b) | 58,000 | 52,806 | ||||
Paramount Global: | ||||||
2.90%, 1/15/2027 | 125,000 | 110,665 | ||||
3.70%, 6/1/2028 | 50,000 | 43,668 | ||||
4.20%, 6/1/2029 | 200,000 | 172,102 | ||||
4.38%, 3/15/2043 | 25,000 | 16,105 | ||||
4.75%, 5/15/2025 (b) | 111,000 | 108,107 | ||||
4.95%, 1/15/2031 (b) | 250,000 | 214,650 | ||||
4.95%, 5/19/2050 | 200,000 | 135,440 | ||||
5.85%, 9/1/2043 | 200,000 | 154,230 | ||||
Thomson Reuters Corp. 3.35%, 5/15/2026 | 50,000 | 47,228 | ||||
Time Warner Cable LLC: | ||||||
4.50%, 9/15/2042 | 100,000 | 69,295 | ||||
5.50%, 9/1/2041 | 425,000 | 331,559 | ||||
5.88%, 11/15/2040 | 50,000 | 41,462 | ||||
6.75%, 6/15/2039 | 50,000 | 45,578 | ||||
TWDC Enterprises 18 Corp.: | ||||||
3.00%, 2/13/2026 | 50,000 | 47,247 | ||||
Series MTN, 3.00%, 7/30/2046 | 75,000 | 47,451 | ||||
Series GMTN, 3.15%, 9/17/2025 | 25,000 | 23,906 | ||||
Walt Disney Co.: | ||||||
1.75%, 1/13/2026 | 105,000 | 96,684 | ||||
2.00%, 9/1/2029 | 185,000 | 152,971 | ||||
2.20%, 1/13/2028 | 70,000 | 61,954 | ||||
2.65%, 1/13/2031 | 440,000 | 364,052 | ||||
3.35%, 3/24/2025 | 250,000 | 241,880 | ||||
3.38%, 11/15/2026 | 100,000 | 94,234 | ||||
3.50%, 5/13/2040 | 650,000 | 486,869 | ||||
3.60%, 1/13/2051 (b) | 75,000 | 52,124 | ||||
3.70%, 10/15/2025 | 100,000 | 96,585 | ||||
3.80%, 5/13/2060 | 90,000 | 62,107 | ||||
4.00%, 10/1/2023 | 100,000 | 100,000 | ||||
4.70%, 3/23/2050 (b) | 700,000 | 593,110 | ||||
5.40%, 10/1/2043 | 75,000 | 69,844 | ||||
6.65%, 11/15/2037 | 250,000 | 268,565 | ||||
15,189,254 | ||||||
METAL FABRICATE & HARDWARE — 0.0% (a) | ||||||
Timken Co.: | ||||||
4.13%, 4/1/2032 | 55,000 | 47,000 | ||||
4.50%, 12/15/2028 (b) | 20,000 | 18,578 | ||||
65,578 |
Security Description | Principal Amount | Value | ||||
MINING — 0.2% | ||||||
AngloGold Ashanti Holdings PLC 3.38%, 11/1/2028 | $200,000 | $168,720 | ||||
Barrick North America Finance LLC 5.75%, 5/1/2043 | 250,000 | 240,005 | ||||
BHP Billiton Finance USA Ltd.: | ||||||
4.13%, 2/24/2042 | 125,000 | 102,178 | ||||
5.00%, 9/30/2043 | 50,000 | 45,084 | ||||
5.10%, 9/8/2028 | 250,000 | 245,390 | ||||
5.25%, 9/8/2026 | 250,000 | 248,390 | ||||
5.25%, 9/8/2033 | 250,000 | 241,288 | ||||
5.50%, 9/8/2053 | 95,000 | 90,973 | ||||
Freeport-McMoRan, Inc.: | ||||||
4.55%, 11/14/2024 (b) | 350,000 | 343,578 | ||||
5.45%, 3/15/2043 | 350,000 | 299,754 | ||||
Newmont Corp.: | ||||||
2.25%, 10/1/2030 | 65,000 | 51,806 | ||||
2.60%, 7/15/2032 | 500,000 | 391,360 | ||||
2.80%, 10/1/2029 | 80,000 | 67,757 | ||||
4.88%, 3/15/2042 | 50,000 | 42,793 | ||||
Rio Tinto Finance USA Ltd. 2.75%, 11/2/2051 | 250,000 | 148,740 | ||||
Rio Tinto Finance USA PLC: | ||||||
4.13%, 8/21/2042 | 25,000 | 20,176 | ||||
4.75%, 3/22/2042 | 150,000 | 132,105 | ||||
5.00%, 3/9/2033 (b) | 750,000 | 719,092 | ||||
5.13%, 3/9/2053 | 750,000 | 680,677 | ||||
Southern Copper Corp. 5.88%, 4/23/2045 | 357,000 | 332,288 | ||||
4,612,154 | ||||||
MISCELLANEOUS MANUFACTURER — 0.1% | ||||||
3M Co.: | ||||||
2.00%, 2/14/2025 (b) | 100,000 | 94,782 | ||||
2.38%, 8/26/2029 | 100,000 | 83,487 | ||||
2.88%, 10/15/2027 (b) | 225,000 | 203,386 | ||||
3.25%, 8/26/2049 (b) | 60,000 | 38,026 | ||||
Series MTN, 3.38%, 3/1/2029 (b) | 50,000 | 44,648 | ||||
Series MTN, 3.63%, 10/15/2047 | 25,000 | 17,275 | ||||
Series MTN, 4.00%, 9/14/2048 (b) | 30,000 | 22,528 | ||||
Carlisle Cos., Inc. 2.75%, 3/1/2030 | 65,000 | 53,699 | ||||
Eaton Corp.: | ||||||
3.10%, 9/15/2027 | 100,000 | 92,080 | ||||
4.15%, 11/2/2042 | 25,000 | 20,342 | ||||
4.35%, 5/18/2028 | 205,000 | 197,220 | ||||
GE Capital Funding LLC 4.55%, 5/15/2032 | 200,000 | 184,212 | ||||
Illinois Tool Works, Inc. 3.90%, 9/1/2042 (b) | 325,000 | 263,474 |
See accompanying notes to Schedule of
Investments.
41
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
Parker-Hannifin Corp.: | ||||||
Series MTN, 3.30%, 11/21/2024 | $50,000 | $48,651 | ||||
4.00%, 6/14/2049 | 40,000 | 30,406 | ||||
4.25%, 9/15/2027 | 750,000 | 716,100 | ||||
Teledyne Technologies, Inc. 2.75%, 4/1/2031 | 250,000 | 202,007 | ||||
Textron, Inc.: | ||||||
2.45%, 3/15/2031 | 30,000 | 23,852 | ||||
3.90%, 9/17/2029 | 50,000 | 44,964 | ||||
4.00%, 3/15/2026 (b) | 50,000 | 47,992 | ||||
2,429,131 | ||||||
MULTI-NATIONAL — 0.3% | ||||||
African Development Bank Series GMTN, 4.38%, 11/3/2027 | 405,000 | 399,370 | ||||
Asian Development Bank: | ||||||
Series GMTN, 3.75%, 4/25/2028 | 175,000 | 167,678 | ||||
Series GMTN, 4.50%, 8/25/2028 | 383,000 | 378,672 | ||||
Series GMTN, 4.63%, 6/13/2025 | 750,000 | 742,477 | ||||
Corp. Andina de Fomento: | ||||||
2.25%, 2/8/2027 | 150,000 | 134,219 | ||||
4.75%, 4/1/2026 | 45,000 | 43,888 | ||||
5.25%, 11/21/2025 | 100,000 | 98,871 | ||||
European Investment Bank: | ||||||
3.63%, 7/15/2030 | 1,120,000 | 1,047,536 | ||||
4.50%, 10/16/2028 (b) | 500,000 | 495,545 | ||||
Inter-American Development Bank 4.50%, 9/13/2033 | 200,000 | 195,580 | ||||
International Bank for Reconstruction & Development: | ||||||
3.50%, 7/12/2028 | 2,100,000 | 1,989,372 | ||||
4.00%, 7/25/2030 | 500,000 | 477,690 | ||||
International Finance Corp. Series GMTN, 4.50%, 7/13/2028 | 135,000 | 133,696 | ||||
Nordic Investment Bank 2.63%, 4/4/2025 | 200,000 | 192,118 | ||||
6,496,712 | ||||||
OFFICE & BUSINESS EQUIPMENT — 0.0% (a) | ||||||
CDW LLC/CDW Finance Corp.: | ||||||
2.67%, 12/1/2026 | 215,000 | 193,887 | ||||
3.57%, 12/1/2031 | 500,000 | 408,450 | ||||
602,337 | ||||||
OIL & GAS — 0.8% | ||||||
BP Capital Markets America, Inc.: | ||||||
1.75%, 8/10/2030 | 500,000 | 394,555 | ||||
2.72%, 1/12/2032 | 500,000 | 405,725 |
Security Description | Principal Amount | Value | |||
2.94%, 6/4/2051 | $105,000 | $64,017 | |||
3.00%, 2/24/2050 | 250,000 | 155,835 | |||
3.02%, 1/16/2027 | 200,000 | 185,544 | |||
3.06%, 6/17/2041 | 500,000 | 345,140 | |||
3.38%, 2/8/2061 | 150,000 | 93,378 | |||
3.59%, 4/14/2027 | 250,000 | 235,347 | |||
3.63%, 4/6/2030 | 200,000 | 179,854 | |||
3.94%, 9/21/2028 | 100,000 | 93,610 | |||
4.81%, 2/13/2033 | 535,000 | 501,060 | |||
4.89%, 9/11/2033 | 1,250,000 | 1,173,162 | |||
Canadian Natural Resources Ltd.: | |||||
3.85%, 6/1/2027 | 50,000 | 46,577 | |||
3.90%, 2/1/2025 (b) | 25,000 | 24,263 | |||
Series GMTN, 4.95%, 6/1/2047 | 100,000 | 82,150 | |||
Cenovus Energy, Inc. 2.65%, 1/15/2032 | 35,000 | 27,201 | |||
Chevron Corp.: | |||||
1.55%, 5/11/2025 | 385,000 | 362,223 | |||
2.00%, 5/11/2027 | 350,000 | 313,586 | |||
2.24%, 5/11/2030 | 100,000 | 83,392 | |||
2.95%, 5/16/2026 | 50,000 | 47,244 | |||
3.08%, 5/11/2050 | 100,000 | 67,104 | |||
Chevron USA, Inc.: | |||||
0.69%, 8/12/2025 | 65,000 | 59,669 | |||
1.02%, 8/12/2027 | 40,000 | 34,325 | |||
2.34%, 8/12/2050 | 65,000 | 36,756 | |||
CNOOC Finance 2014 ULC 4.88%, 4/30/2044 | 100,000 | 86,544 | |||
CNOOC Finance 2015 USA LLC: | |||||
3.50%, 5/5/2025 | 300,000 | 289,659 | |||
4.38%, 5/2/2028 | 250,000 | 240,680 | |||
CNOOC Petroleum North America ULC 5.88%, 3/10/2035 | 100,000 | 99,251 | |||
ConocoPhillips Co.: | |||||
2.40%, 3/7/2025 (b) | 23,000 | 21,987 | |||
3.80%, 3/15/2052 | 500,000 | 361,760 | |||
4.03%, 3/15/2062 | 215,000 | 154,282 | |||
5.30%, 5/15/2053 | 750,000 | 687,892 | |||
6.50%, 2/1/2039 | 75,000 | 80,154 | |||
6.95%, 4/15/2029 | 50,000 | 53,980 | |||
Coterra Energy, Inc. 3.90%, 5/15/2027 | 250,000 | 234,705 | |||
Devon Energy Corp.: | |||||
5.00%, 6/15/2045 (b) | 25,000 | 20,128 | |||
5.85%, 12/15/2025 | 50,000 | 49,692 | |||
Diamondback Energy, Inc.: | |||||
3.13%, 3/24/2031 | 795,000 | 662,982 | |||
3.25%, 12/1/2026 | 45,000 | 42,034 | |||
3.50%, 12/1/2029 | 100,000 | 88,812 | |||
4.40%, 3/24/2051 | 35,000 | 25,815 | |||
6.25%, 3/15/2033 | 550,000 | 550,643 | |||
6.25%, 3/15/2053 | 250,000 | 238,500 |
See accompanying notes to Schedule of
Investments.
42
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
EOG Resources, Inc.: | |||||
3.90%, 4/1/2035 | $25,000 | $21,140 | |||
4.38%, 4/15/2030 | 30,000 | 28,285 | |||
4.95%, 4/15/2050 (b) | 35,000 | 30,883 | |||
EQT Corp. 5.70%, 4/1/2028 | 500,000 | 490,180 | |||
Equinor ASA: | |||||
2.88%, 4/6/2025 | 250,000 | 240,562 | |||
3.25%, 11/18/2049 | 305,000 | 204,182 | |||
3.63%, 9/10/2028 | 50,000 | 46,565 | |||
3.63%, 4/6/2040 | 100,000 | 77,028 | |||
3.70%, 4/6/2050 | 250,000 | 182,205 | |||
3.95%, 5/15/2043 | 50,000 | 39,584 | |||
4.80%, 11/8/2043 | 30,000 | 26,155 | |||
Exxon Mobil Corp.: | |||||
2.44%, 8/16/2029 | 50,000 | 43,243 | |||
2.61%, 10/15/2030 | 300,000 | 253,287 | |||
2.99%, 3/19/2025 | 650,000 | 627,711 | |||
3.00%, 8/16/2039 | 50,000 | 36,367 | |||
3.10%, 8/16/2049 | 50,000 | 32,915 | |||
3.29%, 3/19/2027 | 350,000 | 330,347 | |||
3.45%, 4/15/2051 | 545,000 | 379,473 | |||
3.48%, 3/19/2030 | 250,000 | 225,367 | |||
4.11%, 3/1/2046 | 125,000 | 99,945 | |||
4.23%, 3/19/2040 | 105,000 | 89,286 | |||
4.33%, 3/19/2050 (b) | 250,000 | 205,542 | |||
Hess Corp.: | |||||
5.60%, 2/15/2041 | 75,000 | 67,736 | |||
5.80%, 4/1/2047 (b) | 250,000 | 227,130 | |||
Marathon Oil Corp.: | |||||
4.40%, 7/15/2027 (b) | 50,000 | 47,016 | |||
5.20%, 6/1/2045 (b) | 50,000 | 39,310 | |||
Marathon Petroleum Corp.: | |||||
3.80%, 4/1/2028 | 30,000 | 27,577 | |||
4.50%, 4/1/2048 | 25,000 | 18,576 | |||
4.70%, 5/1/2025 | 350,000 | 342,776 | |||
5.13%, 12/15/2026 | 150,000 | 147,568 | |||
Ovintiv, Inc.: | |||||
5.65%, 5/15/2025 | 585,000 | 581,584 | |||
5.65%, 5/15/2028 | 175,000 | 171,180 | |||
7.10%, 7/15/2053 | 750,000 | 747,165 | |||
Patterson-UTI Energy, Inc. 3.95%, 2/1/2028 (b) | 250,000 | 224,182 | |||
Phillips 66 Co.: | |||||
2.15%, 12/15/2030 (b) | 150,000 | 117,979 | |||
3.15%, 12/15/2029 | 100,000 | 86,278 | |||
3.55%, 10/1/2026 | 10,000 | 9,416 | |||
3.75%, 3/1/2028 | 25,000 | 23,179 | |||
3.85%, 4/9/2025 | 180,000 | 174,892 | |||
3.90%, 3/15/2028 | 50,000 | 46,746 | |||
4.88%, 11/15/2044 | 95,000 | 81,160 | |||
4.90%, 10/1/2046 | 10,000 | 8,248 | |||
Pioneer Natural Resources Co.: | |||||
1.13%, 1/15/2026 | 95,000 | 85,794 |
Security Description | Principal Amount | Value | ||||
2.15%, 1/15/2031 | $70,000 | $55,222 | ||||
5.10%, 3/29/2026 | 1,050,000 | 1,036,465 | ||||
Shell International Finance BV: | ||||||
2.38%, 11/7/2029 | 100,000 | 85,130 | ||||
2.50%, 9/12/2026 | 150,000 | 138,972 | ||||
2.75%, 4/6/2030 | 250,000 | 215,185 | ||||
2.88%, 11/26/2041 | 350,000 | 237,391 | ||||
3.13%, 11/7/2049 | 100,000 | 64,826 | ||||
3.25%, 5/11/2025 | 100,000 | 96,579 | ||||
3.25%, 4/6/2050 | 500,000 | 331,880 | ||||
4.00%, 5/10/2046 | 100,000 | 77,455 | ||||
4.13%, 5/11/2035 | 75,000 | 66,097 | ||||
4.38%, 5/11/2045 | 250,000 | 205,025 | ||||
4.55%, 8/12/2043 | 250,000 | 211,645 | ||||
5.50%, 3/25/2040 | 25,000 | 24,263 | ||||
Suncor Energy, Inc.: | ||||||
3.75%, 3/4/2051 | 285,000 | 190,799 | ||||
4.00%, 11/15/2047 | 70,000 | 49,467 | ||||
6.50%, 6/15/2038 | 50,000 | 49,649 | ||||
TotalEnergies Capital International SA: | ||||||
2.99%, 6/29/2041 | 500,000 | 348,770 | ||||
3.13%, 5/29/2050 (b) | 200,000 | 130,116 | ||||
TotalEnergies Capital SA 3.88%, 10/11/2028 | 25,000 | 23,465 | ||||
Valero Energy Corp.: | ||||||
2.15%, 9/15/2027 | 250,000 | 220,140 | ||||
3.65%, 12/1/2051 | 750,000 | 481,995 | ||||
6.63%, 6/15/2037 | 250,000 | 255,625 | ||||
20,583,122 | ||||||
OIL & GAS SERVICES — 0.1% | ||||||
Baker Hughes Holdings LLC/Baker Hughes Co.-Obligor, Inc.: | ||||||
2.06%, 12/15/2026 (b) | 600,000 | 538,320 | ||||
3.34%, 12/15/2027 | 50,000 | 45,659 | ||||
4.08%, 12/15/2047 (b) | 150,000 | 111,943 | ||||
Halliburton Co.: | ||||||
2.92%, 3/1/2030 (b) | 500,000 | 426,110 | ||||
3.80%, 11/15/2025 | 9,000 | 8,702 | ||||
4.85%, 11/15/2035 | 150,000 | 134,850 | ||||
5.00%, 11/15/2045 | 35,000 | 29,586 | ||||
7.45%, 9/15/2039 | 25,000 | 27,637 | ||||
NOV, Inc. 3.60%, 12/1/2029 | 100,000 | 87,406 | ||||
Schlumberger Investment SA 2.65%, 6/26/2030 (b) | 150,000 | 126,898 | ||||
1,537,111 | ||||||
PACKAGING & CONTAINERS — 0.0% (a) | ||||||
Amcor Finance USA, Inc. 5.63%, 5/26/2033 | 160,000 | 153,526 | ||||
Amcor Flexibles North America, Inc. 2.69%, 5/25/2031 (b) | 130,000 | 103,074 |
See accompanying notes to Schedule of
Investments.
43
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
Berry Global, Inc. 1.57%, 1/15/2026 | $250,000 | $225,937 | ||||
Packaging Corp. of America: | ||||||
3.00%, 12/15/2029 | 25,000 | 21,358 | ||||
3.40%, 12/15/2027 | 35,000 | 32,241 | ||||
4.05%, 12/15/2049 | 10,000 | 7,269 | ||||
WRKCo, Inc.: | ||||||
3.00%, 6/15/2033 (b) | 500,000 | 391,445 | ||||
3.38%, 9/15/2027 | 100,000 | 91,293 | ||||
3.75%, 3/15/2025 | 100,000 | 97,076 | ||||
4.20%, 6/1/2032 | 50,000 | 44,324 | ||||
1,167,543 | ||||||
PHARMACEUTICALS — 1.4% | ||||||
AbbVie, Inc.: | ||||||
2.60%, 11/21/2024 | 605,000 | 583,190 | ||||
2.95%, 11/21/2026 | 605,000 | 561,609 | ||||
3.20%, 5/14/2026 | 200,000 | 188,962 | ||||
3.20%, 11/21/2029 | 245,000 | 216,161 | ||||
3.60%, 5/14/2025 | 350,000 | 338,345 | ||||
3.80%, 3/15/2025 | 425,000 | 413,147 | ||||
4.05%, 11/21/2039 | 700,000 | 571,494 | ||||
4.25%, 11/14/2028 | 35,000 | 33,255 | ||||
4.25%, 11/21/2049 | 340,000 | 269,287 | ||||
4.30%, 5/14/2036 | 50,000 | 43,854 | ||||
4.40%, 11/6/2042 | 50,000 | 41,403 | ||||
4.45%, 5/14/2046 | 150,000 | 122,337 | ||||
4.50%, 5/14/2035 | 50,000 | 45,146 | ||||
4.55%, 3/15/2035 | 350,000 | 318,363 | ||||
4.75%, 3/15/2045 | 75,000 | 64,325 | ||||
4.88%, 11/14/2048 | 25,000 | 21,865 | ||||
Astrazeneca Finance LLC: | ||||||
1.20%, 5/28/2026 | 785,000 | 704,946 | ||||
1.75%, 5/28/2028 | 55,000 | 47,028 | ||||
2.25%, 5/28/2031 | 20,000 | 16,079 | ||||
4.88%, 3/3/2028 | 250,000 | 245,565 | ||||
AstraZeneca PLC: | ||||||
3.00%, 5/28/2051 | 780,000 | 509,714 | ||||
3.38%, 11/16/2025 | 35,000 | 33,552 | ||||
4.00%, 1/17/2029 | 35,000 | 32,937 | ||||
4.00%, 9/18/2042 | 25,000 | 20,299 | ||||
4.38%, 8/17/2048 | 40,000 | 33,602 | ||||
6.45%, 9/15/2037 | 25,000 | 26,980 | ||||
Becton Dickinson & Co.: | ||||||
1.96%, 2/11/2031 | 65,000 | 50,816 | ||||
3.70%, 6/6/2027 | 163,000 | 152,770 | ||||
3.73%, 12/15/2024 | 14,000 | 13,644 | ||||
4.67%, 6/6/2047 | 210,000 | 174,489 | ||||
4.69%, 2/13/2028 | 265,000 | 256,732 | ||||
4.69%, 12/15/2044 | 20,000 | 16,803 | ||||
Bristol-Myers Squibb Co.: | ||||||
0.75%, 11/13/2025 | 50,000 | 45,385 | ||||
1.13%, 11/13/2027 | 50,000 | 42,676 | ||||
1.45%, 11/13/2030 (b) | 30,000 | 23,028 | ||||
2.35%, 11/13/2040 | 520,000 | 328,999 | ||||
2.55%, 11/13/2050 | 30,000 | 17,133 |
Security Description | Principal Amount | Value | |||
2.95%, 3/15/2032 (b) | $95,000 | $79,323 | |||
3.25%, 8/1/2042 | 50,000 | 35,461 | |||
3.40%, 7/26/2029 | 155,000 | 140,453 | |||
3.55%, 3/15/2042 | 550,000 | 412,819 | |||
3.70%, 3/15/2052 | 500,000 | 357,360 | |||
3.90%, 2/20/2028 | 100,000 | 94,510 | |||
4.13%, 6/15/2039 | 535,000 | 444,655 | |||
4.25%, 10/26/2049 | 150,000 | 118,911 | |||
4.35%, 11/15/2047 | 225,000 | 182,158 | |||
4.55%, 2/20/2048 | 100,000 | 82,920 | |||
Cardinal Health, Inc.: | |||||
3.41%, 6/15/2027 | 300,000 | 276,597 | |||
4.90%, 9/15/2045 | 25,000 | 20,043 | |||
Cencora, Inc.: | |||||
2.70%, 3/15/2031 | 200,000 | 162,752 | |||
2.80%, 5/15/2030 | 100,000 | 83,762 | |||
3.45%, 12/15/2027 | 50,000 | 46,348 | |||
Cigna Group: | |||||
1.25%, 3/15/2026 | 165,000 | 148,464 | |||
2.40%, 3/15/2030 | 120,000 | 98,252 | |||
3.05%, 10/15/2027 | 50,000 | 45,441 | |||
3.20%, 3/15/2040 | 585,000 | 410,968 | |||
3.40%, 3/15/2050 | 415,000 | 273,016 | |||
3.40%, 3/15/2051 (b) | 290,000 | 189,860 | |||
4.38%, 10/15/2028 | 310,000 | 292,913 | |||
4.50%, 2/25/2026 | 750,000 | 729,187 | |||
4.80%, 8/15/2038 | 60,000 | 52,778 | |||
4.90%, 12/15/2048 | 295,000 | 248,638 | |||
6.13%, 11/15/2041 | 25,000 | 24,621 | |||
CVS Health Corp.: | |||||
1.30%, 8/21/2027 | 300,000 | 255,177 | |||
1.88%, 2/28/2031 | 250,000 | 190,202 | |||
2.70%, 8/21/2040 | 850,000 | 538,067 | |||
2.88%, 6/1/2026 | 210,000 | 195,558 | |||
3.75%, 4/1/2030 | 250,000 | 221,047 | |||
3.88%, 7/20/2025 | 20,000 | 19,319 | |||
4.10%, 3/25/2025 | 311,000 | 303,769 | |||
4.13%, 4/1/2040 | 350,000 | 271,162 | |||
4.30%, 3/25/2028 | 179,000 | 169,279 | |||
4.78%, 3/25/2038 | 675,000 | 580,783 | |||
4.88%, 7/20/2035 | 45,000 | 40,206 | |||
5.00%, 2/20/2026 | 70,000 | 68,903 | |||
5.00%, 1/30/2029 | 820,000 | 793,317 | |||
5.05%, 3/25/2048 | 300,000 | 249,231 | |||
5.13%, 2/21/2030 | 100,000 | 96,038 | |||
5.13%, 7/20/2045 | 185,000 | 155,622 | |||
5.25%, 2/21/2033 | 100,000 | 94,575 | |||
5.30%, 6/1/2033 | 80,000 | 75,792 | |||
5.63%, 2/21/2053 | 700,000 | 625,793 | |||
5.88%, 6/1/2053 | 860,000 | 796,102 | |||
Eli Lilly & Co.: | |||||
2.25%, 5/15/2050 | 100,000 | 56,588 | |||
2.50%, 9/15/2060 | 250,000 | 135,895 | |||
4.70%, 2/27/2033 | 125,000 | 120,210 | |||
4.88%, 2/27/2053 (b) | 140,000 | 128,191 |
See accompanying notes to Schedule of
Investments.
44
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
GlaxoSmithKline Capital PLC 3.38%, 6/1/2029 | $835,000 | $761,929 | |||
GlaxoSmithKline Capital, Inc.: | |||||
3.63%, 5/15/2025 | 55,000 | 53,490 | |||
3.88%, 5/15/2028 | 100,000 | 94,607 | |||
4.20%, 3/18/2043 | 25,000 | 20,941 | |||
6.38%, 5/15/2038 | 50,000 | 54,167 | |||
Johnson & Johnson: | |||||
0.95%, 9/1/2027 | 65,000 | 55,819 | |||
1.30%, 9/1/2030 | 570,000 | 448,271 | |||
2.10%, 9/1/2040 | 65,000 | 41,398 | |||
2.25%, 9/1/2050 | 100,000 | 57,599 | |||
2.45%, 3/1/2026 | 30,000 | 28,170 | |||
2.45%, 9/1/2060 | 65,000 | 35,783 | |||
2.90%, 1/15/2028 (b) | 250,000 | 230,262 | |||
3.40%, 1/15/2038 | 100,000 | 80,427 | |||
3.55%, 3/1/2036 | 150,000 | 127,069 | |||
3.63%, 3/3/2037 | 200,000 | 168,166 | |||
3.75%, 3/3/2047 | 100,000 | 78,372 | |||
4.50%, 12/5/2043 | 50,000 | 44,698 | |||
McKesson Corp. 0.90%, 12/3/2025 | 370,000 | 334,273 | |||
Mead Johnson Nutrition Co. 4.60%, 6/1/2044 | 25,000 | 20,920 | |||
Merck & Co., Inc.: | |||||
0.75%, 2/24/2026 | 350,000 | 315,140 | |||
1.45%, 6/24/2030 | 55,000 | 43,063 | |||
1.70%, 6/10/2027 | 850,000 | 752,802 | |||
1.90%, 12/10/2028 | 100,000 | 85,269 | |||
2.15%, 12/10/2031 | 195,000 | 153,919 | |||
2.35%, 6/24/2040 | 70,000 | 45,753 | |||
2.75%, 2/10/2025 | 325,000 | 313,856 | |||
2.75%, 12/10/2051 | 150,000 | 90,612 | |||
3.40%, 3/7/2029 | 100,000 | 91,416 | |||
3.60%, 9/15/2042 | 25,000 | 19,155 | |||
3.70%, 2/10/2045 | 50,000 | 38,079 | |||
3.90%, 3/7/2039 (b) | 100,000 | 82,947 | |||
4.00%, 3/7/2049 | 65,000 | 50,911 | |||
4.05%, 5/17/2028 (b) | 100,000 | 96,128 | |||
4.30%, 5/17/2030 | 200,000 | 188,722 | |||
4.50%, 5/17/2033 | 120,000 | 112,272 | |||
5.00%, 5/17/2053 | 750,000 | 683,430 | |||
Novartis Capital Corp.: | |||||
1.75%, 2/14/2025 | 100,000 | 95,116 | |||
2.00%, 2/14/2027 | 100,000 | 90,370 | |||
2.20%, 8/14/2030 | 100,000 | 82,880 | |||
2.75%, 8/14/2050 | 815,000 | 517,737 | |||
3.00%, 11/20/2025 | 25,000 | 23,817 | |||
3.10%, 5/17/2027 | 30,000 | 28,049 | |||
4.00%, 11/20/2045 | 50,000 | 40,340 | |||
Pfizer Investment Enterprises Pte. Ltd.: | |||||
4.45%, 5/19/2026 | 945,000 | 922,792 | |||
4.45%, 5/19/2028 | 500,000 | 481,925 | |||
4.65%, 5/19/2025 | 860,000 | 848,502 |
Security Description | Principal Amount | Value | ||||
4.65%, 5/19/2030 | $250,000 | $239,190 | ||||
4.75%, 5/19/2033 | 1,015,000 | 961,814 | ||||
5.11%, 5/19/2043 | 1,000,000 | 918,220 | ||||
5.30%, 5/19/2053 | 660,000 | 612,995 | ||||
5.34%, 5/19/2063 | 250,000 | 228,405 | ||||
Pfizer, Inc.: | ||||||
1.70%, 5/28/2030 | 150,000 | 120,231 | ||||
1.75%, 8/18/2031 | 65,000 | 50,283 | ||||
2.55%, 5/28/2040 | 900,000 | 603,333 | ||||
2.70%, 5/28/2050 (b) | 250,000 | 156,615 | ||||
3.00%, 12/15/2026 | 150,000 | 140,398 | ||||
3.45%, 3/15/2029 | 100,000 | 91,960 | ||||
3.60%, 9/15/2028 (b) | 100,000 | 93,502 | ||||
3.90%, 3/15/2039 | 25,000 | 20,518 | ||||
4.00%, 12/15/2036 | 150,000 | 129,381 | ||||
4.00%, 3/15/2049 | 100,000 | 78,822 | ||||
4.10%, 9/15/2038 | 200,000 | 170,166 | ||||
4.20%, 9/15/2048 | 35,000 | 28,671 | ||||
7.20%, 3/15/2039 | 75,000 | 86,341 | ||||
Sanofi 3.63%, 6/19/2028 | 100,000 | 94,039 | ||||
Shire Acquisitions Investments Ireland DAC 3.20%, 9/23/2026 | 30,000 | 28,021 | ||||
Takeda Pharmaceutical Co. Ltd.: | ||||||
2.05%, 3/31/2030 | 250,000 | 201,025 | ||||
3.03%, 7/9/2040 | 200,000 | 138,898 | ||||
3.18%, 7/9/2050 | 500,000 | 316,105 | ||||
5.00%, 11/26/2028 | 100,000 | 97,727 | ||||
Utah Acquisition Sub, Inc. 5.25%, 6/15/2046 | 250,000 | 183,587 | ||||
Viatris, Inc.: | ||||||
2.70%, 6/22/2030 | 150,000 | 117,045 | ||||
3.85%, 6/22/2040 | 500,000 | 325,300 | ||||
4.00%, 6/22/2050 | 900,000 | 543,501 | ||||
Wyeth LLC 6.00%, 2/15/2036 | 25,000 | 25,819 | ||||
Zoetis, Inc.: | ||||||
3.00%, 9/12/2027 | 50,000 | 45,870 | ||||
3.00%, 5/15/2050 | 105,000 | 66,465 | ||||
3.90%, 8/20/2028 | 50,000 | 46,948 | ||||
4.45%, 8/20/2048 | 25,000 | 20,330 | ||||
4.70%, 2/1/2043 | 25,000 | 21,532 | ||||
5.40%, 11/14/2025 | 95,000 | 94,604 | ||||
33,987,980 | ||||||
PIPELINES — 0.8% | ||||||
Boardwalk Pipelines LP: | ||||||
3.40%, 2/15/2031 | 45,000 | 37,323 | ||||
4.80%, 5/3/2029 | 40,000 | 37,254 | ||||
Cheniere Corpus Christi Holdings LLC: | ||||||
2.74%, 12/31/2039 | 750,000 | 559,830 | ||||
3.70%, 11/15/2029 | 90,000 | 79,735 |
See accompanying notes to Schedule of
Investments.
45
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
Cheniere Energy Partners LP 5.95%, 6/30/2033 (d) | $250,000 | $241,137 | |||
Enbridge, Inc.: | |||||
2.50%, 2/14/2025 | 80,000 | 76,229 | |||
2.50%, 8/1/2033 | 200,000 | 148,450 | |||
3.40%, 8/1/2051 | 145,000 | 90,429 | |||
3.70%, 7/15/2027 | 50,000 | 46,464 | |||
4.00%, 11/15/2049 | 100,000 | 70,139 | |||
4.25%, 12/1/2026 | 50,000 | 47,691 | |||
5.70%, 3/8/2033 | 610,000 | 584,569 | |||
5.97%, 3/8/2026 (b) | 645,000 | 643,188 | |||
Energy Transfer LP: | |||||
2.90%, 5/15/2025 | 500,000 | 474,885 | |||
4.00%, 10/1/2027 | 50,000 | 46,403 | |||
4.15%, 9/15/2029 | 100,000 | 90,641 | |||
4.20%, 4/15/2027 | 50,000 | 47,082 | |||
4.40%, 3/15/2027 | 50,000 | 47,398 | |||
4.75%, 1/15/2026 | 225,000 | 218,927 | |||
4.95%, 5/15/2028 | 30,000 | 28,691 | |||
5.00%, 5/15/2050 (b) | 250,000 | 195,907 | |||
5.15%, 2/1/2043 | 25,000 | 19,931 | |||
5.15%, 3/15/2045 | 225,000 | 180,268 | |||
5.25%, 4/15/2029 | 275,000 | 263,648 | |||
5.30%, 4/1/2044 | 25,000 | 20,256 | |||
5.35%, 5/15/2045 | 25,000 | 20,433 | |||
5.40%, 10/1/2047 | 150,000 | 123,367 | |||
5.55%, 2/15/2028 | 550,000 | 540,567 | |||
5.75%, 2/15/2033 | 500,000 | 481,060 | |||
6.25%, 4/15/2049 | 275,000 | 252,312 | |||
Enterprise Products Operating LLC: | |||||
3.13%, 7/31/2029 | 100,000 | 87,824 | |||
3.20%, 2/15/2052 | 200,000 | 127,576 | |||
3.30%, 2/15/2053 | 250,000 | 162,640 | |||
3.70%, 1/31/2051 | 1,250,000 | 880,175 | |||
3.75%, 2/15/2025 | 75,000 | 72,855 | |||
3.95%, 2/15/2027 | 200,000 | 190,090 | |||
4.15%, 10/16/2028 | 25,000 | 23,415 | |||
4.20%, 1/31/2050 | 65,000 | 50,125 | |||
4.80%, 2/1/2049 | 25,000 | 21,188 | |||
4.85%, 3/15/2044 | 50,000 | 42,991 | |||
4.90%, 5/15/2046 | 50,000 | 42,590 | |||
5.10%, 2/15/2045 | 200,000 | 176,756 | |||
Series E, 3 mo. USD Term SOFR + 3.30%, 5.25%, 8/16/2077 (c) | 150,000 | 132,361 | |||
5.35%, 1/31/2033 | 500,000 | 489,250 | |||
Kinder Morgan Energy Partners LP 5.40%, 9/1/2044 | 25,000 | 21,036 | |||
Kinder Morgan, Inc.: | |||||
2.00%, 2/15/2031 | 110,000 | 83,880 | |||
3.25%, 8/1/2050 | 650,000 | 387,478 | |||
3.60%, 2/15/2051 | 600,000 | 379,500 | |||
4.30%, 6/1/2025 | 300,000 | 292,122 | |||
5.05%, 2/15/2046 | 50,000 | 39,997 |
Security Description | Principal Amount | Value | |||
5.20%, 6/1/2033 | $675,000 | $624,233 | |||
5.30%, 12/1/2034 | 200,000 | 183,174 | |||
5.55%, 6/1/2045 | 150,000 | 128,907 | |||
Magellan Midstream Partners LP: | |||||
4.20%, 10/3/2047 | 50,000 | 35,049 | |||
4.85%, 2/1/2049 (b) | 275,000 | 212,303 | |||
5.00%, 3/1/2026 | 50,000 | 49,065 | |||
MPLX LP: | |||||
1.75%, 3/1/2026 | 35,000 | 31,736 | |||
2.65%, 8/15/2030 | 500,000 | 403,465 | |||
4.00%, 3/15/2028 | 35,000 | 32,328 | |||
4.50%, 4/15/2038 | 180,000 | 145,517 | |||
4.70%, 4/15/2048 | 100,000 | 75,784 | |||
4.80%, 2/15/2029 | 105,000 | 99,532 | |||
4.88%, 6/1/2025 | 50,000 | 49,023 | |||
4.90%, 4/15/2058 | 25,000 | 18,526 | |||
4.95%, 3/14/2052 | 500,000 | 389,175 | |||
5.00%, 3/1/2033 | 145,000 | 132,047 | |||
5.20%, 3/1/2047 (b) | 100,000 | 81,473 | |||
5.20%, 12/1/2047 | 100,000 | 80,987 | |||
ONEOK, Inc.: | |||||
2.20%, 9/15/2025 | 25,000 | 23,256 | |||
3.10%, 3/15/2030 | 525,000 | 439,425 | |||
3.40%, 9/1/2029 | 100,000 | 86,718 | |||
4.00%, 7/13/2027 | 30,000 | 28,069 | |||
4.45%, 9/1/2049 | 40,000 | 28,719 | |||
4.50%, 3/15/2050 | 25,000 | 18,107 | |||
4.55%, 7/15/2028 | 50,000 | 47,066 | |||
4.95%, 7/13/2047 | 150,000 | 118,266 | |||
5.20%, 7/15/2048 | 25,000 | 20,446 | |||
5.55%, 11/1/2026 | 145,000 | 144,055 | |||
6.05%, 9/1/2033 | 145,000 | 142,499 | |||
6.63%, 9/1/2053 | 500,000 | 489,295 | |||
Plains All American Pipeline LP/PAA Finance Corp.: | |||||
3.60%, 11/1/2024 | 25,000 | 24,311 | |||
4.50%, 12/15/2026 | 50,000 | 47,776 | |||
4.65%, 10/15/2025 | 400,000 | 388,264 | |||
4.70%, 6/15/2044 | 25,000 | 18,462 | |||
Sabine Pass Liquefaction LLC: | |||||
4.20%, 3/15/2028 | 100,000 | 93,208 | |||
4.50%, 5/15/2030 | 250,000 | 229,380 | |||
5.63%, 3/1/2025 | 200,000 | 198,694 | |||
5.88%, 6/30/2026 | 250,000 | 249,520 | |||
Targa Resources Corp.: | |||||
5.20%, 7/1/2027 | 85,000 | 83,271 | |||
6.50%, 2/15/2053 | 500,000 | 477,270 | |||
Targa Resources Partners LP/Targa Resources Partners Finance Corp. 4.00%, 1/15/2032 | 500,000 | 419,845 |
See accompanying notes to Schedule of
Investments.
46
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
TransCanada PipeLines Ltd.: | ||||||
1.00%, 10/12/2024 | $120,000 | $114,014 | ||||
4.10%, 4/15/2030 | 700,000 | 626,185 | ||||
4.63%, 3/1/2034 | 250,000 | 217,582 | ||||
4.75%, 5/15/2038 | 100,000 | 83,560 | ||||
6.20%, 3/9/2026 | 550,000 | 549,593 | ||||
7.63%, 1/15/2039 | 25,000 | 27,468 | ||||
Transcontinental Gas Pipe Line Co. LLC: | ||||||
3.25%, 5/15/2030 | 750,000 | 642,802 | ||||
7.85%, 2/1/2026 | 200,000 | 207,954 | ||||
Valero Energy Partners LP 4.50%, 3/15/2028 | 50,000 | 47,460 | ||||
Western Midstream Operating LP 6.15%, 4/1/2033 | 605,000 | 583,922 | ||||
Williams Cos., Inc.: | ||||||
2.60%, 3/15/2031 | 750,000 | 597,045 | ||||
3.50%, 11/15/2030 | 100,000 | 86,003 | ||||
3.75%, 6/15/2027 | 200,000 | 186,056 | ||||
3.90%, 1/15/2025 | 50,000 | 48,650 | ||||
5.10%, 9/15/2045 | 125,000 | 104,569 | ||||
5.40%, 3/2/2026 | 500,000 | 496,055 | ||||
5.65%, 3/15/2033 (b) | 500,000 | 483,415 | ||||
5.75%, 6/24/2044 | 25,000 | 22,588 | ||||
21,131,230 | ||||||
REAL ESTATE — 0.0% (a) | ||||||
CBRE Services, Inc.: | ||||||
4.88%, 3/1/2026 | 50,000 | 48,636 | ||||
5.95%, 8/15/2034 | 155,000 | 146,221 | ||||
194,857 | ||||||
REAL ESTATE INVESTMENT TRUSTS — 0.8% | ||||||
Agree LP: | ||||||
2.00%, 6/15/2028 | 65,000 | 53,492 | ||||
4.80%, 10/1/2032 | 250,000 | 221,650 | ||||
Alexandria Real Estate Equities, Inc.: | ||||||
2.00%, 5/18/2032 | 125,000 | 90,882 | ||||
3.00%, 5/18/2051 | 250,000 | 140,820 | ||||
3.38%, 8/15/2031 | 60,000 | 49,972 | ||||
3.45%, 4/30/2025 | 100,000 | 96,198 | ||||
4.00%, 2/1/2050 | 100,000 | 69,507 | ||||
4.70%, 7/1/2030 | 35,000 | 32,203 | ||||
5.15%, 4/15/2053 | 500,000 | 416,360 | ||||
American Tower Corp.: | ||||||
1.45%, 9/15/2026 | 200,000 | 176,386 | ||||
1.50%, 1/31/2028 | 500,000 | 414,205 | ||||
2.30%, 9/15/2031 | 145,000 | 109,907 | ||||
2.75%, 1/15/2027 | 200,000 | 180,638 | ||||
3.10%, 6/15/2050 | 100,000 | 58,228 | ||||
3.13%, 1/15/2027 | 100,000 | 91,333 | ||||
3.38%, 10/15/2026 | 75,000 | 69,918 | ||||
3.65%, 3/15/2027 | 160,000 | 148,352 | ||||
5.50%, 3/15/2028 | 750,000 | 735,210 |
Security Description | Principal Amount | Value | |||
5.65%, 3/15/2033 | $650,000 | $624,227 | |||
COR, 5.80%, 11/15/2028 | 250,000 | 248,057 | |||
5.90%, 11/15/2033 | 250,000 | 244,080 | |||
AvalonBay Communities, Inc.: | |||||
2.05%, 1/15/2032 (b) | 140,000 | 108,258 | |||
Series MTN, 2.45%, 1/15/2031 (b) | 70,000 | 56,515 | |||
Series GMTN, 2.95%, 5/11/2026 | 50,000 | 46,797 | |||
Series MTN, 3.20%, 1/15/2028 (b) | 40,000 | 36,464 | |||
Series MTN, 3.30%, 6/1/2029 | 65,000 | 57,455 | |||
Series MTN, 3.90%, 10/15/2046 | 50,000 | 35,267 | |||
5.00%, 2/15/2033 | 500,000 | 476,445 | |||
Boston Properties LP: | |||||
2.45%, 10/1/2033 | 50,000 | 34,006 | |||
2.55%, 4/1/2032 (b) | 200,000 | 144,366 | |||
2.75%, 10/1/2026 | 150,000 | 134,413 | |||
2.90%, 3/15/2030 | 35,000 | 27,684 | |||
3.40%, 6/21/2029 | 100,000 | 83,412 | |||
3.65%, 2/1/2026 | 100,000 | 93,832 | |||
6.75%, 12/1/2027 | 100,000 | 100,533 | |||
Brixmor Operating Partnership LP: | |||||
2.25%, 4/1/2028 | 50,000 | 42,147 | |||
2.50%, 8/16/2031 | 50,000 | 37,760 | |||
4.05%, 7/1/2030 | 25,000 | 21,830 | |||
4.13%, 6/15/2026 | 50,000 | 47,121 | |||
4.13%, 5/15/2029 | 100,000 | 89,031 | |||
Camden Property Trust: | |||||
3.15%, 7/1/2029 | 65,000 | 57,409 | |||
4.10%, 10/15/2028 | 20,000 | 18,690 | |||
Corporate Office Properties LP: | |||||
2.25%, 3/15/2026 | 35,000 | 31,550 | |||
2.75%, 4/15/2031 | 40,000 | 29,900 | |||
Crown Castle, Inc.: | |||||
2.10%, 4/1/2031 | 500,000 | 381,470 | |||
2.50%, 7/15/2031 | 500,000 | 389,340 | |||
2.90%, 4/1/2041 | 500,000 | 320,430 | |||
3.65%, 9/1/2027 | 150,000 | 137,778 | |||
3.70%, 6/15/2026 | 15,000 | 14,184 | |||
4.00%, 3/1/2027 | 20,000 | 18,770 | |||
4.75%, 5/15/2047 | 100,000 | 77,726 | |||
5.00%, 1/11/2028 | 35,000 | 33,754 | |||
CubeSmart LP: | |||||
3.00%, 2/15/2030 (b) | 100,000 | 83,153 | |||
4.38%, 2/15/2029 (b) | 30,000 | 27,653 | |||
Digital Realty Trust LP: | |||||
3.70%, 8/15/2027 | 150,000 | 138,472 | |||
5.55%, 1/15/2028 | 140,000 | 136,721 | |||
Equinix, Inc.: | |||||
1.00%, 9/15/2025 | 150,000 | 136,363 | |||
1.45%, 5/15/2026 | 70,000 | 62,537 |
See accompanying notes to Schedule of
Investments.
47
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
1.55%, 3/15/2028 | $75,000 | $62,409 | |||
2.00%, 5/15/2028 | 70,000 | 58,924 | |||
2.50%, 5/15/2031 | 100,000 | 78,015 | |||
2.63%, 11/18/2024 | 65,000 | 62,542 | |||
2.95%, 9/15/2051 | 150,000 | 85,293 | |||
3.20%, 11/18/2029 | 45,000 | 38,444 | |||
3.40%, 2/15/2052 | 50,000 | 31,462 | |||
3.90%, 4/15/2032 | 100,000 | 85,411 | |||
ERP Operating LP: | |||||
1.85%, 8/1/2031 | 200,000 | 151,388 | |||
3.00%, 7/1/2029 | 25,000 | 21,806 | |||
3.50%, 3/1/2028 | 100,000 | 91,773 | |||
4.00%, 8/1/2047 | 50,000 | 35,335 | |||
4.15%, 12/1/2028 | 100,000 | 93,858 | |||
Essex Portfolio LP: | |||||
1.70%, 3/1/2028 | 165,000 | 137,872 | |||
2.55%, 6/15/2031 | 30,000 | 23,247 | |||
3.00%, 1/15/2030 | 25,000 | 20,749 | |||
3.63%, 5/1/2027 | 50,000 | 46,177 | |||
4.00%, 3/1/2029 | 65,000 | 58,968 | |||
4.50%, 3/15/2048 | 50,000 | 37,121 | |||
Extra Space Storage LP: | |||||
2.35%, 3/15/2032 | 70,000 | 52,774 | |||
2.40%, 10/15/2031 | 70,000 | 53,556 | |||
3.90%, 4/1/2029 | 520,000 | 466,372 | |||
4.00%, 6/15/2029 | 100,000 | 89,488 | |||
5.70%, 4/1/2028 | 550,000 | 542,828 | |||
Federal Realty OP LP: | |||||
3.20%, 6/15/2029 | 75,000 | 64,165 | |||
3.25%, 7/15/2027 | 50,000 | 45,505 | |||
5.38%, 5/1/2028 | 250,000 | 242,947 | |||
GLP Capital LP/GLP Financing II, Inc.: | |||||
3.25%, 1/15/2032 | 100,000 | 77,509 | |||
4.00%, 1/15/2030 | 65,000 | 55,256 | |||
4.00%, 1/15/2031 | 50,000 | 41,620 | |||
5.25%, 6/1/2025 | 20,000 | 19,594 | |||
5.38%, 4/15/2026 | 40,000 | 38,804 | |||
5.75%, 6/1/2028 | 20,000 | 19,173 | |||
Healthcare Realty Holdings LP: | |||||
2.00%, 3/15/2031 (b) | 55,000 | 41,139 | |||
3.50%, 8/1/2026 | 25,000 | 23,215 | |||
Healthpeak OP LLC: | |||||
1.35%, 2/1/2027 | 100,000 | 86,919 | |||
2.13%, 12/1/2028 | 125,000 | 104,946 | |||
2.88%, 1/15/2031 (b) | 125,000 | 101,387 | |||
5.25%, 12/15/2032 | 300,000 | 278,607 | |||
Highwoods Realty LP: | |||||
3.05%, 2/15/2030 | 25,000 | 19,203 | |||
3.88%, 3/1/2027 | 50,000 | 45,569 | |||
Host Hotels & Resorts LP Series H, 3.38%, 12/15/2029 | 150,000 | 126,054 |
Security Description | Principal Amount | Value | |||
Hudson Pacific Properties LP: | |||||
3.25%, 1/15/2030 | $200,000 | $137,196 | |||
4.65%, 4/1/2029 (b) | 25,000 | 19,000 | |||
Kilroy Realty LP: | |||||
3.05%, 2/15/2030 | 50,000 | 39,278 | |||
3.45%, 12/15/2024 | 50,000 | 48,073 | |||
4.75%, 12/15/2028 | 25,000 | 22,575 | |||
Kimco Realty OP LLC: | |||||
2.25%, 12/1/2031 | 180,000 | 134,928 | |||
2.80%, 10/1/2026 | 50,000 | 45,681 | |||
3.30%, 2/1/2025 | 40,000 | 38,447 | |||
3.70%, 10/1/2049 | 100,000 | 65,518 | |||
3.80%, 4/1/2027 | 25,000 | 23,169 | |||
4.60%, 2/1/2033 | 250,000 | 222,000 | |||
Mid-America Apartments LP: | |||||
3.60%, 6/1/2027 | 50,000 | 46,786 | |||
3.95%, 3/15/2029 | 100,000 | 92,231 | |||
NNN REIT, Inc.: | |||||
3.00%, 4/15/2052 | 250,000 | 140,400 | |||
3.10%, 4/15/2050 | 100,000 | 57,113 | |||
3.50%, 4/15/2051 | 45,000 | 28,308 | |||
3.60%, 12/15/2026 | 50,000 | 46,427 | |||
4.30%, 10/15/2028 | 35,000 | 32,317 | |||
Omega Healthcare Investors, Inc.: | |||||
3.25%, 4/15/2033 | 200,000 | 146,508 | |||
3.63%, 10/1/2029 | 50,000 | 41,748 | |||
Physicians Realty LP: | |||||
2.63%, 11/1/2031 | 25,000 | 18,865 | |||
3.95%, 1/15/2028 | 100,000 | 90,294 | |||
Piedmont Operating Partnership LP 3.15%, 8/15/2030 | 100,000 | 70,403 | |||
Prologis LP: | |||||
1.25%, 10/15/2030 | 30,000 | 22,402 | |||
1.63%, 3/15/2031 | 250,000 | 188,387 | |||
1.75%, 2/1/2031 | 70,000 | 53,614 | |||
2.13%, 4/15/2027 | 50,000 | 44,735 | |||
2.25%, 4/15/2030 | 65,000 | 52,993 | |||
2.25%, 1/15/2032 | 100,000 | 77,244 | |||
3.00%, 4/15/2050 | 50,000 | 30,447 | |||
3.05%, 3/1/2050 | 10,000 | 6,138 | |||
4.00%, 9/15/2028 | 100,000 | 93,290 | |||
4.38%, 2/1/2029 | 65,000 | 61,587 | |||
4.75%, 6/15/2033 | 200,000 | 184,030 | |||
Public Storage Operating Co.: | |||||
1.50%, 11/9/2026 | 50,000 | 44,631 | |||
1.85%, 5/1/2028 | 250,000 | 213,932 | |||
2.25%, 11/9/2031 | 65,000 | 50,742 | |||
5.10%, 8/1/2033 | 50,000 | 47,785 | |||
Realty Income Corp.: | |||||
0.75%, 3/15/2026 | 250,000 | 221,200 | |||
1.80%, 3/15/2033 (b) | 300,000 | 210,522 | |||
2.85%, 12/15/2032 | 250,000 | 194,302 | |||
3.10%, 12/15/2029 | 150,000 | 129,691 |
See accompanying notes to Schedule of
Investments.
48
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
3.65%, 1/15/2028 | $100,000 | $92,133 | |||
3.88%, 4/15/2025 | 100,000 | 97,059 | |||
3.95%, 8/15/2027 | 40,000 | 37,426 | |||
4.13%, 10/15/2026 | 50,000 | 47,819 | |||
4.63%, 11/1/2025 | 50,000 | 48,816 | |||
4.70%, 12/15/2028 | 140,000 | 133,356 | |||
4.88%, 6/1/2026 | 10,000 | 9,790 | |||
5.05%, 1/13/2026 | 45,000 | 44,373 | |||
Regency Centers LP: | |||||
4.13%, 3/15/2028 | 50,000 | 46,276 | |||
4.40%, 2/1/2047 | 150,000 | 110,980 | |||
Sabra Health Care LP: | |||||
3.20%, 12/1/2031 | 150,000 | 112,546 | |||
5.13%, 8/15/2026 | 25,000 | 23,887 | |||
Simon Property Group LP: | |||||
1.38%, 1/15/2027 (b) | 200,000 | 174,530 | |||
1.75%, 2/1/2028 | 250,000 | 212,097 | |||
2.20%, 2/1/2031 | 250,000 | 192,780 | |||
2.65%, 7/15/2030 | 350,000 | 287,567 | |||
2.65%, 2/1/2032 | 500,000 | 389,915 | |||
4.25%, 11/30/2046 | 50,000 | 36,383 | |||
5.50%, 3/8/2033 (b) | 200,000 | 189,960 | |||
Spirit Realty LP: | |||||
2.10%, 3/15/2028 | 50,000 | 42,073 | |||
2.70%, 2/15/2032 | 60,000 | 45,649 | |||
3.40%, 1/15/2030 | 100,000 | 83,521 | |||
STORE Capital Corp.: | |||||
2.70%, 12/1/2031 | 100,000 | 68,135 | |||
4.50%, 3/15/2028 (b) | 50,000 | 43,832 | |||
Sun Communities Operating LP: | |||||
2.30%, 11/1/2028 | 65,000 | 53,914 | |||
2.70%, 7/15/2031 | 40,000 | 30,740 | |||
4.20%, 4/15/2032 | 50,000 | 42,625 | |||
Tanger Properties LP 3.88%, 7/15/2027 (b) | 50,000 | 44,132 | |||
UDR, Inc.: | |||||
Series MTN, 1.90%, 3/15/2033 | 250,000 | 175,407 | |||
Series MTN, 2.95%, 9/1/2026 | 25,000 | 23,096 | |||
Series GMTN, 3.50%, 1/15/2028 | 150,000 | 135,421 | |||
Series MTN, 3.50%, 7/1/2027 | 50,000 | 46,160 | |||
Ventas Realty LP: | |||||
2.65%, 1/15/2025 | 25,000 | 23,825 | |||
3.00%, 1/15/2030 | 50,000 | 41,457 | |||
3.85%, 4/1/2027 | 100,000 | 92,791 | |||
4.00%, 3/1/2028 | 100,000 | 91,761 | |||
4.38%, 2/1/2045 | 75,000 | 54,013 | |||
VICI Properties LP 5.13%, 5/15/2032 | 750,000 | 672,622 | |||
Vornado Realty LP 3.50%, 1/15/2025 | 50,000 | 47,316 |
Security Description | Principal Amount | Value | ||||
Welltower OP LLC: | ||||||
2.05%, 1/15/2029 | $560,000 | $462,252 | ||||
2.70%, 2/15/2027 | 50,000 | 45,464 | ||||
2.80%, 6/1/2031 | 200,000 | 159,656 | ||||
3.10%, 1/15/2030 | 55,000 | 46,548 | ||||
4.00%, 6/1/2025 | 175,000 | 169,036 | ||||
4.13%, 3/15/2029 | 100,000 | 91,086 | ||||
Weyerhaeuser Co.: | ||||||
3.38%, 3/9/2033 | 60,000 | 49,025 | ||||
4.00%, 11/15/2029 | 200,000 | 179,966 | ||||
4.75%, 5/15/2026 | 200,000 | 195,162 | ||||
WP Carey, Inc.: | ||||||
2.25%, 4/1/2033 | 50,000 | 35,752 | ||||
3.85%, 7/15/2029 | 100,000 | 88,154 | ||||
21,101,506 | ||||||
RETAIL — 0.7% | ||||||
Advance Auto Parts, Inc. 5.95%, 3/9/2028 | 55,000 | 52,044 | ||||
AutoNation, Inc.: | ||||||
3.85%, 3/1/2032 (b) | 200,000 | 162,424 | ||||
4.75%, 6/1/2030 | 50,000 | 45,065 | ||||
AutoZone, Inc.: | ||||||
1.65%, 1/15/2031 | 40,000 | 30,008 | ||||
3.75%, 6/1/2027 | 100,000 | 94,038 | ||||
4.50%, 2/1/2028 | 105,000 | 100,605 | ||||
4.75%, 2/1/2033 | 95,000 | 86,219 | ||||
5.20%, 8/1/2033 | 250,000 | 233,820 | ||||
Best Buy Co., Inc. 4.45%, 10/1/2028 (b) | 50,000 | 47,448 | ||||
Costco Wholesale Corp.: | ||||||
1.38%, 6/20/2027 | 100,000 | 87,359 | ||||
1.60%, 4/20/2030 | 65,000 | 52,125 | ||||
1.75%, 4/20/2032 | 530,000 | 406,171 | ||||
Darden Restaurants, Inc.: | ||||||
3.85%, 5/1/2027 (b) | 15,000 | 14,027 | ||||
4.55%, 2/15/2048 | 15,000 | 11,597 | ||||
Dollar General Corp.: | ||||||
4.13%, 5/1/2028 | 70,000 | 65,216 | ||||
4.15%, 11/1/2025 | 25,000 | 24,103 | ||||
4.63%, 11/1/2027 | 100,000 | 95,609 | ||||
5.00%, 11/1/2032 | 60,000 | 54,335 | ||||
5.45%, 7/5/2033 (b) | 750,000 | 693,232 | ||||
5.50%, 11/1/2052 | 100,000 | 83,577 | ||||
Dollar Tree, Inc.: | ||||||
2.65%, 12/1/2031 (b) | 200,000 | 154,682 | ||||
4.00%, 5/15/2025 | 100,000 | 96,778 | ||||
4.20%, 5/15/2028 | 45,000 | 41,857 | ||||
Genuine Parts Co. 1.75%, 2/1/2025 | 40,000 | 37,689 | ||||
Home Depot, Inc.: | ||||||
1.50%, 9/15/2028 | 100,000 | 84,013 | ||||
1.88%, 9/15/2031 | 40,000 | 30,991 | ||||
2.13%, 9/15/2026 | 150,000 | 137,581 | ||||
2.38%, 3/15/2051 | 500,000 | 274,495 | ||||
2.50%, 4/15/2027 | 350,000 | 319,018 |
See accompanying notes to Schedule of
Investments.
49
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
2.70%, 4/15/2030 | $250,000 | $213,057 | |||
2.75%, 9/15/2051 | 100,000 | 59,249 | |||
2.80%, 9/14/2027 | 250,000 | 229,002 | |||
2.88%, 4/15/2027 | 100,000 | 92,524 | |||
3.00%, 4/1/2026 | 350,000 | 331,597 | |||
3.13%, 12/15/2049 | 100,000 | 65,177 | |||
3.25%, 4/15/2032 | 130,000 | 111,468 | |||
3.30%, 4/15/2040 | 250,000 | 185,865 | |||
3.35%, 4/15/2050 | 150,000 | 102,204 | |||
3.63%, 4/15/2052 | 500,000 | 355,325 | |||
4.00%, 9/15/2025 | 80,000 | 78,090 | |||
4.25%, 4/1/2046 | 35,000 | 27,995 | |||
4.95%, 9/15/2052 (b) | 250,000 | 223,595 | |||
5.95%, 4/1/2041 | 50,000 | 51,135 | |||
Lowe's Cos., Inc.: | |||||
1.30%, 4/15/2028 | 20,000 | 16,641 | |||
1.70%, 9/15/2028 | 25,000 | 20,863 | |||
1.70%, 10/15/2030 | 520,000 | 398,601 | |||
2.50%, 4/15/2026 | 50,000 | 46,444 | |||
2.63%, 4/1/2031 | 100,000 | 80,964 | |||
3.00%, 10/15/2050 | 265,000 | 155,892 | |||
3.10%, 5/3/2027 | 200,000 | 184,182 | |||
3.35%, 4/1/2027 | 90,000 | 83,718 | |||
3.38%, 9/15/2025 | 25,000 | 23,914 | |||
3.50%, 4/1/2051 | 50,000 | 32,223 | |||
3.70%, 4/15/2046 | 50,000 | 34,616 | |||
3.75%, 4/1/2032 (b) | 250,000 | 216,430 | |||
4.05%, 5/3/2047 | 300,000 | 220,866 | |||
4.40%, 9/8/2025 (b) | 70,000 | 68,437 | |||
4.80%, 4/1/2026 | 140,000 | 137,333 | |||
5.00%, 4/15/2033 (b) | 210,000 | 197,614 | |||
5.15%, 7/1/2033 | 350,000 | 332,671 | |||
5.80%, 9/15/2062 | 250,000 | 226,845 | |||
McDonald's Corp.: | |||||
Series MTN, 1.45%, 9/1/2025 | 15,000 | 13,882 | |||
Series MTN, 2.13%, 3/1/2030 | 15,000 | 12,282 | |||
Series MTN, 2.63%, 9/1/2029 | 75,000 | 64,664 | |||
Series MTN, 3.50%, 3/1/2027 | 50,000 | 47,024 | |||
Series MTN, 3.60%, 7/1/2030 (b) | 250,000 | 223,377 | |||
Series MTN, 3.63%, 9/1/2049 | 160,000 | 112,712 | |||
Series MTN, 3.70%, 1/30/2026 | 75,000 | 72,124 | |||
Series MTN, 3.80%, 4/1/2028 | 100,000 | 93,944 | |||
Series MTN, 4.20%, 4/1/2050 | 750,000 | 581,415 | |||
Series MTN, 4.45%, 3/1/2047 | 125,000 | 101,531 | |||
Series MTN, 4.45%, 9/1/2048 | 20,000 | 16,300 |
Security Description | Principal Amount | Value | ||||
Series MTN, 4.70%, 12/9/2035 | $150,000 | $136,560 | ||||
4.80%, 8/14/2028 | 200,000 | 195,498 | ||||
Series MTN, 4.88%, 12/9/2045 | 100,000 | 86,329 | ||||
4.95%, 8/14/2033 | 200,000 | 190,642 | ||||
5.45%, 8/14/2053 | 200,000 | 187,306 | ||||
O'Reilly Automotive, Inc.: | ||||||
1.75%, 3/15/2031 | 45,000 | 34,289 | ||||
3.60%, 9/1/2027 | 50,000 | 46,677 | ||||
4.35%, 6/1/2028 | 100,000 | 95,492 | ||||
Starbucks Corp.: | ||||||
2.00%, 3/12/2027 | 100,000 | 89,096 | ||||
2.25%, 3/12/2030 | 100,000 | 81,949 | ||||
2.55%, 11/15/2030 | 100,000 | 81,996 | ||||
3.00%, 2/14/2032 (b) | 220,000 | 181,678 | ||||
3.35%, 3/12/2050 | 25,000 | 16,373 | ||||
3.50%, 11/15/2050 | 150,000 | 101,400 | ||||
3.80%, 8/15/2025 | 50,000 | 48,389 | ||||
4.00%, 11/15/2028 (b) | 50,000 | 46,975 | ||||
4.45%, 8/15/2049 | 100,000 | 79,264 | ||||
4.50%, 11/15/2048 | 30,000 | 23,945 | ||||
4.75%, 2/15/2026 | 75,000 | 73,875 | ||||
4.80%, 2/15/2033 | 145,000 | 136,441 | ||||
Target Corp.: | ||||||
1.95%, 1/15/2027 | 200,000 | 180,566 | ||||
2.25%, 4/15/2025 | 500,000 | 476,305 | ||||
2.50%, 4/15/2026 | 50,000 | 47,006 | ||||
3.38%, 4/15/2029 | 100,000 | 91,707 | ||||
4.40%, 1/15/2033 (b) | 65,000 | 59,842 | ||||
4.80%, 1/15/2053 (b) | 565,000 | 483,250 | ||||
TJX Cos., Inc.: | ||||||
1.60%, 5/15/2031 | 250,000 | 194,060 | ||||
2.25%, 9/15/2026 | 50,000 | 45,942 | ||||
Walgreens Boots Alliance, Inc.: | ||||||
3.20%, 4/15/2030 (b) | 50,000 | 40,689 | ||||
3.45%, 6/1/2026 | 250,000 | 231,767 | ||||
4.10%, 4/15/2050 (b) | 350,000 | 217,406 | ||||
Walmart, Inc.: | ||||||
1.05%, 9/17/2026 | 165,000 | 146,961 | ||||
1.50%, 9/22/2028 | 500,000 | 423,650 | ||||
1.80%, 9/22/2031 | 570,000 | 448,242 | ||||
2.50%, 9/22/2041 | 750,000 | 500,430 | ||||
2.65%, 12/15/2024 | 150,000 | 145,335 | ||||
2.65%, 9/22/2051 | 400,000 | 246,424 | ||||
3.25%, 7/8/2029 (b) | 80,000 | 72,999 | ||||
3.90%, 4/15/2028 | 125,000 | 119,406 | ||||
4.10%, 4/15/2033 | 135,000 | 123,518 | ||||
4.50%, 9/9/2052 | 250,000 | 214,685 | ||||
4.50%, 4/15/2053 | 500,000 | 430,865 | ||||
16,435,147 | ||||||
SEMICONDUCTORS — 0.7% | ||||||
Analog Devices, Inc. 2.10%, 10/1/2031 | 500,000 | 394,985 |
See accompanying notes to Schedule of
Investments.
50
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
Applied Materials, Inc.: | |||||
1.75%, 6/1/2030 | $30,000 | $24,001 | |||
3.90%, 10/1/2025 | 25,000 | 24,275 | |||
4.35%, 4/1/2047 | 100,000 | 84,514 | |||
5.10%, 10/1/2035 | 50,000 | 48,986 | |||
Broadcom Corp./Broadcom Cayman Finance Ltd. 3.88%, 1/15/2027 | 350,000 | 328,902 | |||
Broadcom, Inc.: | |||||
1.95%, 2/15/2028 (d) | 80,000 | 68,182 | |||
2.45%, 2/15/2031 (d) | 700,000 | 546,525 | |||
2.60%, 2/15/2033 (d) | 200,000 | 149,150 | |||
3.14%, 11/15/2035 (d) | 750,000 | 546,592 | |||
3.15%, 11/15/2025 | 80,000 | 75,528 | |||
3.42%, 4/15/2033 (d) | 315,000 | 251,046 | |||
3.47%, 4/15/2034 (d) | 250,000 | 196,067 | |||
3.50%, 2/15/2041 (d) | 315,000 | 218,141 | |||
3.75%, 2/15/2051 (d) | 40,000 | 26,648 | |||
4.11%, 9/15/2028 | 159,000 | 146,463 | |||
4.15%, 11/15/2030 | 100,000 | 88,589 | |||
4.30%, 11/15/2032 | 55,000 | 47,973 | |||
4.75%, 4/15/2029 | 150,000 | 141,343 | |||
4.93%, 5/15/2037 (d) | 500,000 | 430,715 | |||
5.00%, 4/15/2030 (b) | 200,000 | 190,522 | |||
Intel Corp.: | |||||
1.60%, 8/12/2028 | 55,000 | 46,467 | |||
2.00%, 8/12/2031 | 100,000 | 78,178 | |||
2.45%, 11/15/2029 | 150,000 | 127,309 | |||
3.05%, 8/12/2051 | 350,000 | 211,340 | |||
3.10%, 2/15/2060 | 150,000 | 86,165 | |||
3.15%, 5/11/2027 | 200,000 | 185,234 | |||
3.25%, 11/15/2049 | 150,000 | 95,648 | |||
3.40%, 3/25/2025 | 500,000 | 484,250 | |||
3.75%, 3/25/2027 | 300,000 | 284,649 | |||
3.75%, 8/5/2027 | 250,000 | 235,722 | |||
4.10%, 5/19/2046 | 370,000 | 283,246 | |||
4.10%, 5/11/2047 | 50,000 | 38,151 | |||
4.75%, 3/25/2050 | 150,000 | 123,631 | |||
4.88%, 2/10/2026 | 750,000 | 740,595 | |||
4.88%, 2/10/2028 | 150,000 | 147,099 | |||
4.90%, 8/5/2052 | 500,000 | 419,665 | |||
5.20%, 2/10/2033 (b) | 635,000 | 614,616 | |||
5.63%, 2/10/2043 | 100,000 | 95,086 | |||
5.70%, 2/10/2053 (b) | 570,000 | 534,341 | |||
5.90%, 2/10/2063 | 500,000 | 474,185 | |||
KLA Corp.: | |||||
3.30%, 3/1/2050 | 50,000 | 33,258 | |||
4.10%, 3/15/2029 | 65,000 | 61,351 | |||
4.95%, 7/15/2052 | 750,000 | 655,275 | |||
Lam Research Corp.: | |||||
3.75%, 3/15/2026 | 50,000 | 48,097 | |||
4.00%, 3/15/2029 | 280,000 | 263,046 | |||
4.88%, 3/15/2049 | 25,000 | 21,783 | |||
Marvell Technology, Inc.: | |||||
1.65%, 4/15/2026 | 65,000 | 58,742 |
Security Description | Principal Amount | Value | ||||
2.45%, 4/15/2028 | $65,000 | $56,136 | ||||
2.95%, 4/15/2031 | 60,000 | 48,516 | ||||
COR, 5.75%, 2/15/2029 | 250,000 | 247,720 | ||||
COR, 5.95%, 9/15/2033 | 125,000 | 122,704 | ||||
Micron Technology, Inc.: | ||||||
2.70%, 4/15/2032 | 110,000 | 83,953 | ||||
4.66%, 2/15/2030 (b) | 200,000 | 182,144 | ||||
5.38%, 4/15/2028 | 500,000 | 482,460 | ||||
NVIDIA Corp.: | ||||||
1.55%, 6/15/2028 | 100,000 | 85,320 | ||||
2.00%, 6/15/2031 | 100,000 | 79,889 | ||||
3.20%, 9/16/2026 | 50,000 | 47,317 | ||||
3.50%, 4/1/2040 | 300,000 | 236,463 | ||||
3.50%, 4/1/2050 | 150,000 | 109,310 | ||||
NXP BV/NXP Funding LLC/NXP USA, Inc.: | ||||||
2.70%, 5/1/2025 | 10,000 | 9,496 | ||||
3.15%, 5/1/2027 | 15,000 | 13,691 | ||||
3.25%, 5/11/2041 | 350,000 | 235,536 | ||||
3.40%, 5/1/2030 | 570,000 | 487,139 | ||||
4.30%, 6/18/2029 | 500,000 | 458,235 | ||||
4.40%, 6/1/2027 | 75,000 | 71,135 | ||||
5.00%, 1/15/2033 | 100,000 | 91,788 | ||||
QUALCOMM, Inc.: | ||||||
1.30%, 5/20/2028 (b) | 250,000 | 210,122 | ||||
2.15%, 5/20/2030 | 100,000 | 82,631 | ||||
3.25%, 5/20/2027 | 50,000 | 46,611 | ||||
3.25%, 5/20/2050 | 45,000 | 30,551 | ||||
3.45%, 5/20/2025 | 50,000 | 48,370 | ||||
4.25%, 5/20/2032 | 90,000 | 83,316 | ||||
4.30%, 5/20/2047 | 50,000 | 40,264 | ||||
4.80%, 5/20/2045 | 25,000 | 22,118 | ||||
5.40%, 5/20/2033 (b) | 250,000 | 250,185 | ||||
6.00%, 5/20/2053 | 500,000 | 504,670 | ||||
Texas Instruments, Inc.: | ||||||
2.90%, 11/3/2027 | 70,000 | 64,166 | ||||
3.88%, 3/15/2039 | 250,000 | 205,482 | ||||
4.15%, 5/15/2048 | 150,000 | 120,450 | ||||
4.60%, 2/15/2028 | 115,000 | 112,654 | ||||
TSMC Arizona Corp.: | ||||||
1.75%, 10/25/2026 | 750,000 | 672,255 | ||||
3.13%, 10/25/2041 | 750,000 | 540,900 | ||||
3.88%, 4/22/2027 | 200,000 | 190,180 | ||||
16,850,153 | ||||||
SHIPBUILDING — 0.0% (a) | ||||||
Huntington Ingalls Industries, Inc. 2.04%, 8/16/2028 | 100,000 | 83,850 | ||||
SOFTWARE — 0.7% | ||||||
Activision Blizzard, Inc. 4.50%, 6/15/2047 | 150,000 | 130,941 | ||||
Adobe, Inc.: | ||||||
1.90%, 2/1/2025 | 30,000 | 28,629 | ||||
2.30%, 2/1/2030 | 30,000 | 25,226 |
See accompanying notes to Schedule of
Investments.
51
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
3.25%, 2/1/2025 | $25,000 | $24,297 | |||
Autodesk, Inc.: | |||||
2.40%, 12/15/2031 | 160,000 | 125,901 | |||
3.50%, 6/15/2027 | 50,000 | 46,662 | |||
Broadridge Financial Solutions, Inc.: | |||||
2.60%, 5/1/2031 | 150,000 | 118,780 | |||
2.90%, 12/1/2029 | 50,000 | 42,214 | |||
Concentrix Corp. 6.65%, 8/2/2026 | 200,000 | 198,850 | |||
Electronic Arts, Inc.: | |||||
1.85%, 2/15/2031 | 90,000 | 69,764 | |||
2.95%, 2/15/2051 | 65,000 | 39,235 | |||
Fidelity National Information Services, Inc.: | |||||
1.15%, 3/1/2026 | 305,000 | 273,063 | |||
1.65%, 3/1/2028 | 35,000 | 29,582 | |||
2.25%, 3/1/2031 (b) | 100,000 | 78,053 | |||
3.10%, 3/1/2041 | 15,000 | 9,906 | |||
Fiserv, Inc.: | |||||
2.25%, 6/1/2027 | 50,000 | 44,344 | |||
2.65%, 6/1/2030 | 50,000 | 41,047 | |||
3.20%, 7/1/2026 | 275,000 | 256,987 | |||
3.50%, 7/1/2029 | 65,000 | 57,862 | |||
4.20%, 10/1/2028 | 65,000 | 60,910 | |||
4.40%, 7/1/2049 | 60,000 | 45,976 | |||
5.45%, 3/2/2028 | 750,000 | 742,755 | |||
5.60%, 3/2/2033 | 500,000 | 484,255 | |||
Intuit, Inc.: | |||||
0.95%, 7/15/2025 | 15,000 | 13,817 | |||
1.65%, 7/15/2030 | 15,000 | 11,783 | |||
5.20%, 9/15/2033 | 150,000 | 146,049 | |||
COR, 5.25%, 9/15/2026 | 250,000 | 249,400 | |||
COR, 5.50%, 9/15/2053 | 310,000 | 297,113 | |||
Microsoft Corp.: | |||||
2.40%, 8/8/2026 | 200,000 | 185,772 | |||
2.53%, 6/1/2050 | 1,668,000 | 1,015,645 | |||
2.68%, 6/1/2060 | 288,000 | 169,252 | |||
2.92%, 3/17/2052 | 860,000 | 564,263 | |||
3.04%, 3/17/2062 | 312,000 | 197,040 | |||
3.13%, 11/3/2025 | 50,000 | 47,888 | |||
3.30%, 2/6/2027 | 280,000 | 265,642 | |||
3.45%, 8/8/2036 | 1,062,000 | 895,224 | |||
Oracle Corp.: | |||||
1.65%, 3/25/2026 | 590,000 | 534,227 | |||
2.30%, 3/25/2028 | 105,000 | 90,874 | |||
2.50%, 4/1/2025 | 600,000 | 571,164 | |||
2.65%, 7/15/2026 | 45,000 | 41,485 | |||
2.80%, 4/1/2027 | 250,000 | 226,945 | |||
2.88%, 3/25/2031 | 370,000 | 302,246 | |||
2.95%, 5/15/2025 | 10,000 | 9,563 | |||
2.95%, 4/1/2030 | 300,000 | 251,952 | |||
3.60%, 4/1/2040 | 750,000 | 539,392 | |||
3.60%, 4/1/2050 | 525,000 | 339,313 | |||
3.65%, 3/25/2041 | 910,000 | 649,048 |
Security Description | Principal Amount | Value | ||||
3.80%, 11/15/2037 | $180,000 | $137,108 | ||||
3.85%, 7/15/2036 | 150,000 | 118,286 | ||||
3.85%, 4/1/2060 | 250,000 | 159,355 | ||||
3.90%, 5/15/2035 | 5,000 | 4,072 | ||||
3.95%, 3/25/2051 | 370,000 | 253,576 | ||||
4.00%, 7/15/2046 | 180,000 | 127,021 | ||||
4.10%, 3/25/2061 | 145,000 | 96,412 | ||||
4.30%, 7/8/2034 | 200,000 | 171,660 | ||||
4.38%, 5/15/2055 | 10,000 | 7,204 | ||||
4.50%, 5/6/2028 (b) | 90,000 | 85,787 | ||||
4.90%, 2/6/2033 | 590,000 | 543,390 | ||||
5.55%, 2/6/2053 | 500,000 | 438,225 | ||||
5.80%, 11/10/2025 | 550,000 | 551,853 | ||||
6.15%, 11/9/2029 | 295,000 | 299,481 | ||||
6.25%, 11/9/2032 (b) | 350,000 | 354,119 | ||||
6.90%, 11/9/2052 | 500,000 | 514,865 | ||||
Roper Technologies, Inc.: | ||||||
1.75%, 2/15/2031 | 250,000 | 189,552 | ||||
2.00%, 6/30/2030 | 30,000 | 23,701 | ||||
2.95%, 9/15/2029 | 40,000 | 34,639 | ||||
3.80%, 12/15/2026 | 30,000 | 28,401 | ||||
4.20%, 9/15/2028 (b) | 65,000 | 61,134 | ||||
Salesforce, Inc.: | ||||||
1.50%, 7/15/2028 | 65,000 | 55,249 | ||||
1.95%, 7/15/2031 | 120,000 | 94,757 | ||||
2.70%, 7/15/2041 | 60,000 | 40,551 | ||||
2.90%, 7/15/2051 | 100,000 | 62,397 | ||||
3.05%, 7/15/2061 | 50,000 | 29,724 | ||||
3.70%, 4/11/2028 | 25,000 | 23,556 | ||||
ServiceNow, Inc. 1.40%, 9/1/2030 | 65,000 | 49,724 | ||||
Take-Two Interactive Software, Inc.: | ||||||
4.95%, 3/28/2028 | 500,000 | 482,880 | ||||
5.00%, 3/28/2026 | 250,000 | 245,212 | ||||
VMware, Inc.: | ||||||
1.40%, 8/15/2026 | 500,000 | 441,220 | ||||
3.90%, 8/21/2027 | 150,000 | 139,674 | ||||
Workday, Inc. 3.50%, 4/1/2027 | 550,000 | 513,007 | ||||
16,968,128 | ||||||
TELECOMMUNICATIONS — 1.0% | ||||||
America Movil SAB de CV: | ||||||
2.88%, 5/7/2030 | 200,000 | 167,364 | ||||
4.38%, 7/16/2042 | 50,000 | 40,293 | ||||
4.38%, 4/22/2049 (b) | 200,000 | 157,818 | ||||
4.70%, 7/21/2032 | 200,000 | 184,240 | ||||
6.13%, 3/30/2040 | 100,000 | 98,999 | ||||
AT&T, Inc.: | ||||||
1.65%, 2/1/2028 | 530,000 | 447,399 | ||||
1.70%, 3/25/2026 | 850,000 | 771,188 | ||||
2.25%, 2/1/2032 | 125,000 | 94,079 | ||||
2.30%, 6/1/2027 | 550,000 | 487,052 | ||||
2.55%, 12/1/2033 | 350,000 | 256,907 | ||||
2.75%, 6/1/2031 | 350,000 | 280,368 |
See accompanying notes to Schedule of
Investments.
52
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
3.10%, 2/1/2043 | $150,000 | $98,553 | |||
3.50%, 6/1/2041 | 600,000 | 416,856 | |||
3.50%, 9/15/2053 | 900,000 | 556,074 | |||
3.55%, 9/15/2055 | 429,000 | 262,964 | |||
3.65%, 6/1/2051 | 100,000 | 64,434 | |||
3.65%, 9/15/2059 | 294,000 | 178,673 | |||
3.80%, 2/15/2027 | 150,000 | 140,925 | |||
3.80%, 12/1/2057 | 471,000 | 298,270 | |||
3.85%, 6/1/2060 | 45,000 | 28,648 | |||
4.10%, 2/15/2028 | 184,000 | 171,788 | |||
4.50%, 5/15/2035 | 300,000 | 255,606 | |||
4.55%, 3/9/2049 | 208,000 | 157,069 | |||
4.65%, 6/1/2044 | 25,000 | 19,573 | |||
4.75%, 5/15/2046 | 30,000 | 23,618 | |||
4.85%, 3/1/2039 | 570,000 | 481,251 | |||
5.40%, 2/15/2034 | 1,130,000 | 1,056,945 | |||
5.54%, 2/20/2026 | 600,000 | 595,674 | |||
Bell Telephone Co. of Canada or Bell Canada: | |||||
Series US-4, 3.65%, 3/17/2051 | 150,000 | 100,074 | |||
4.30%, 7/29/2049 | 55,000 | 41,254 | |||
4.46%, 4/1/2048 (b) | 30,000 | 23,242 | |||
British Telecommunications PLC 5.13%, 12/4/2028 | 200,000 | 192,330 | |||
Cisco Systems, Inc.: | |||||
3.50%, 6/15/2025 | 25,000 | 24,220 | |||
5.50%, 1/15/2040 | 300,000 | 294,843 | |||
Corning, Inc.: | |||||
4.38%, 11/15/2057 | 25,000 | 18,775 | |||
5.35%, 11/15/2048 | 100,000 | 89,028 | |||
5.75%, 8/15/2040 | 25,000 | 23,574 | |||
Deutsche Telekom International Finance BV 8.75%, 6/15/2030 | 250,000 | 286,277 | |||
Juniper Networks, Inc.: | |||||
1.20%, 12/10/2025 | 250,000 | 225,520 | |||
2.00%, 12/10/2030 | 250,000 | 187,593 | |||
3.75%, 8/15/2029 | 100,000 | 88,898 | |||
Motorola Solutions, Inc.: | |||||
2.75%, 5/24/2031 | 100,000 | 78,961 | |||
4.60%, 2/23/2028 (b) | 125,000 | 119,506 | |||
4.60%, 5/23/2029 (b) | 50,000 | 47,219 | |||
Orange SA 5.50%, 2/6/2044 | 50,000 | 46,024 | |||
Rogers Communications, Inc.: | |||||
3.20%, 3/15/2027 | 135,000 | 123,447 | |||
3.70%, 11/15/2049 | 50,000 | 31,888 | |||
3.80%, 3/15/2032 | 125,000 | 103,749 | |||
4.30%, 2/15/2048 | 40,000 | 27,985 | |||
4.35%, 5/1/2049 | 155,000 | 110,293 | |||
4.55%, 3/15/2052 | 500,000 | 365,495 | |||
5.00%, 3/15/2044 | 50,000 | 40,242 | |||
Telefonica Emisiones SA: | |||||
4.67%, 3/6/2038 | 150,000 | 120,257 |
Security Description | Principal Amount | Value | |||
5.21%, 3/8/2047 | $300,000 | $237,918 | |||
5.52%, 3/1/2049 | 150,000 | 123,234 | |||
7.05%, 6/20/2036 | 25,000 | 25,725 | |||
Telefonica Europe BV 8.25%, 9/15/2030 | 25,000 | 27,838 | |||
TELUS Corp. 4.60%, 11/16/2048 | 150,000 | 115,692 | |||
T-Mobile USA, Inc.: | |||||
2.05%, 2/15/2028 | 45,000 | 38,729 | |||
2.25%, 11/15/2031 | 50,000 | 38,062 | |||
2.55%, 2/15/2031 | 165,000 | 131,342 | |||
2.70%, 3/15/2032 | 500,000 | 390,040 | |||
3.00%, 2/15/2041 | 555,000 | 367,599 | |||
3.30%, 2/15/2051 | 350,000 | 217,301 | |||
3.40%, 10/15/2052 | 500,000 | 311,510 | |||
3.50%, 4/15/2025 | 650,000 | 627,048 | |||
3.60%, 11/15/2060 | 20,000 | 12,387 | |||
3.75%, 4/15/2027 | 150,000 | 140,073 | |||
3.88%, 4/15/2030 | 380,000 | 336,365 | |||
4.38%, 4/15/2040 | 350,000 | 281,103 | |||
4.50%, 4/15/2050 | 545,000 | 417,873 | |||
4.80%, 7/15/2028 | 250,000 | 240,050 | |||
5.05%, 7/15/2033 | 500,000 | 463,080 | |||
5.20%, 1/15/2033 | 250,000 | 236,135 | |||
5.65%, 1/15/2053 (b) | 250,000 | 228,428 | |||
5.75%, 1/15/2054 | 500,000 | 460,755 | |||
COR, 5.75%, 1/15/2034 | 250,000 | 243,885 | |||
6.00%, 6/15/2054 | 250,000 | 238,388 | |||
Verizon Communications, Inc.: | |||||
0.85%, 11/20/2025 | 200,000 | 180,930 | |||
1.45%, 3/20/2026 | 580,000 | 523,427 | |||
1.50%, 9/18/2030 | 60,000 | 45,476 | |||
1.68%, 10/30/2030 | 55,000 | 41,717 | |||
1.75%, 1/20/2031 | 200,000 | 150,678 | |||
2.10%, 3/22/2028 | 500,000 | 429,670 | |||
2.55%, 3/21/2031 | 500,000 | 397,785 | |||
2.63%, 8/15/2026 | 50,000 | 46,181 | |||
2.65%, 11/20/2040 | 200,000 | 125,792 | |||
2.88%, 11/20/2050 | 200,000 | 115,026 | |||
2.99%, 10/30/2056 | 337,000 | 187,187 | |||
3.00%, 11/20/2060 | 175,000 | 94,729 | |||
3.15%, 3/22/2030 (b) | 500,000 | 425,860 | |||
3.38%, 2/15/2025 | 500,000 | 483,795 | |||
3.40%, 3/22/2041 | 500,000 | 352,570 | |||
3.55%, 3/22/2051 | 500,000 | 329,190 | |||
3.70%, 3/22/2061 | 500,000 | 317,930 | |||
3.88%, 2/8/2029 | 10,000 | 9,153 | |||
4.00%, 3/22/2050 | 500,000 | 356,675 | |||
4.02%, 12/3/2029 | 350,000 | 316,589 | |||
4.27%, 1/15/2036 | 28,000 | 23,884 | |||
4.33%, 9/21/2028 | 285,000 | 267,626 | |||
4.40%, 11/1/2034 | 250,000 | 216,825 | |||
4.50%, 8/10/2033 | 250,000 | 222,573 | |||
5.05%, 5/9/2033 (b) | 990,000 | 924,779 |
See accompanying notes to Schedule of
Investments.
53
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
Vodafone Group PLC: | ||||||
4.13%, 5/30/2025 | $50,000 | $48,748 | ||||
4.25%, 9/17/2050 | 750,000 | 540,277 | ||||
4.38%, 2/19/2043 | 75,000 | 57,792 | ||||
5.63%, 2/10/2053 | 140,000 | 123,992 | ||||
23,910,738 | ||||||
TOYS/GAMES/HOBBIES — 0.0% (a) | ||||||
Hasbro, Inc.: | ||||||
3.50%, 9/15/2027 | 30,000 | 27,595 | ||||
3.90%, 11/19/2029 | 100,000 | 88,489 | ||||
116,084 | ||||||
TRANSPORTATION — 0.5% | ||||||
Burlington Northern Santa Fe LLC: | ||||||
3.05%, 2/15/2051 | 15,000 | 9,473 | ||||
3.30%, 9/15/2051 | 350,000 | 234,251 | ||||
3.55%, 2/15/2050 | 250,000 | 177,227 | ||||
3.90%, 8/1/2046 | 100,000 | 74,898 | ||||
4.05%, 6/15/2048 | 155,000 | 119,669 | ||||
4.13%, 6/15/2047 | 150,000 | 117,229 | ||||
4.15%, 12/15/2048 | 30,000 | 23,438 | ||||
4.45%, 3/15/2043 | 50,000 | 41,700 | ||||
4.45%, 1/15/2053 | 500,000 | 414,490 | ||||
4.55%, 9/1/2044 | 50,000 | 41,995 | ||||
4.90%, 4/1/2044 | 125,000 | 110,604 | ||||
5.20%, 4/15/2054 | 895,000 | 819,551 | ||||
Canadian National Railway Co.: | ||||||
2.45%, 5/1/2050 | 15,000 | 8,506 | ||||
2.75%, 3/1/2026 | 100,000 | 93,898 | ||||
2.95%, 11/21/2024 | 50,000 | 48,436 | ||||
3.20%, 8/2/2046 | 25,000 | 16,894 | ||||
3.65%, 2/3/2048 | 50,000 | 36,763 | ||||
Canadian Pacific Railway Co.: | ||||||
1.35%, 12/2/2024 | 150,000 | 142,227 | ||||
1.75%, 12/2/2026 | 80,000 | 71,358 | ||||
2.05%, 3/5/2030 (b) | 35,000 | 28,300 | ||||
2.45%, 12/2/2031 | 565,000 | 487,804 | ||||
2.88%, 11/15/2029 | 65,000 | 55,788 | ||||
3.00%, 12/2/2041 | 350,000 | 272,072 | ||||
3.50%, 5/1/2050 | 25,000 | 17,033 | ||||
4.00%, 6/1/2028 | 100,000 | 93,900 | ||||
4.70%, 5/1/2048 | 50,000 | 41,262 | ||||
4.80%, 9/15/2035 | 30,000 | 27,461 | ||||
CSX Corp.: | ||||||
2.40%, 2/15/2030 | 50,000 | 41,597 | ||||
2.50%, 5/15/2051 | 610,000 | 340,819 | ||||
3.25%, 6/1/2027 | 50,000 | 46,406 | ||||
3.35%, 9/15/2049 | 65,000 | 43,385 | ||||
3.80%, 3/1/2028 | 50,000 | 46,961 | ||||
3.80%, 11/1/2046 | 100,000 | 72,737 | ||||
4.10%, 3/15/2044 | 75,000 | 58,838 | ||||
4.25%, 3/15/2029 | 95,000 | 89,739 | ||||
4.30%, 3/1/2048 | 50,000 | 39,354 |
Security Description | Principal Amount | Value | |||
4.50%, 3/15/2049 | $125,000 | $101,252 | |||
4.65%, 3/1/2068 | 50,000 | 39,946 | |||
5.20%, 11/15/2033 (b) | 650,000 | 628,628 | |||
FedEx Corp.: | |||||
2.40%, 5/15/2031 | 65,000 | 52,123 | |||
3.25%, 5/15/2041 | 65,000 | 44,740 | |||
3.40%, 2/15/2028 | 50,000 | 45,948 | |||
3.90%, 2/1/2035 | 200,000 | 166,802 | |||
4.05%, 2/15/2048 | 50,000 | 36,508 | |||
4.55%, 4/1/2046 | 100,000 | 79,149 | |||
4.75%, 11/15/2045 | 25,000 | 20,396 | |||
4.95%, 10/17/2048 | 100,000 | 84,290 | |||
5.25%, 5/15/2050 | 250,000 | 219,295 | |||
Norfolk Southern Corp.: | |||||
2.90%, 6/15/2026 | 150,000 | 140,452 | |||
2.90%, 8/25/2051 | 150,000 | 89,229 | |||
3.00%, 3/15/2032 | 150,000 | 123,444 | |||
3.05%, 5/15/2050 | 350,000 | 217,364 | |||
3.15%, 6/1/2027 | 50,000 | 46,169 | |||
3.16%, 5/15/2055 | 68,000 | 41,636 | |||
3.40%, 11/1/2049 | 100,000 | 66,056 | |||
3.94%, 11/1/2047 | 100,000 | 74,069 | |||
4.45%, 3/1/2033 (b) | 200,000 | 182,710 | |||
4.45%, 6/15/2045 | 19,000 | 15,176 | |||
5.05%, 8/1/2030 | 145,000 | 139,660 | |||
Ryder System, Inc.: | |||||
Series MTN, 1.75%, 9/1/2026 | 125,000 | 112,041 | |||
Series MTN, 2.85%, 3/1/2027 | 145,000 | 131,818 | |||
Series MTN, 5.65%, 3/1/2028 | 250,000 | 247,230 | |||
Union Pacific Corp.: | |||||
2.15%, 2/5/2027 | 250,000 | 225,600 | |||
2.38%, 5/20/2031 | 40,000 | 32,403 | |||
2.40%, 2/5/2030 (b) | 500,000 | 418,635 | |||
2.75%, 3/1/2026 | 50,000 | 46,941 | |||
2.80%, 2/14/2032 | 570,000 | 468,739 | |||
2.97%, 9/16/2062 | 110,000 | 62,292 | |||
3.20%, 5/20/2041 | 70,000 | 50,426 | |||
3.25%, 2/5/2050 | 700,000 | 467,880 | |||
3.38%, 2/14/2042 | 40,000 | 29,324 | |||
3.50%, 2/14/2053 | 75,000 | 51,733 | |||
3.55%, 5/20/2061 | 100,000 | 65,210 | |||
3.80%, 10/1/2051 | 52,000 | 38,356 | |||
3.80%, 4/6/2071 | 175,000 | 117,096 | |||
3.84%, 3/20/2060 | 130,000 | 91,203 | |||
4.10%, 9/15/2067 | 15,000 | 10,837 | |||
4.50%, 1/20/2033 (b) | 250,000 | 232,400 | |||
4.95%, 9/9/2052 (b) | 250,000 | 223,935 | |||
United Parcel Service, Inc.: | |||||
2.40%, 11/15/2026 | 30,000 | 27,674 | |||
3.05%, 11/15/2027 | 50,000 | 45,998 | |||
3.75%, 11/15/2047 | 175,000 | 132,277 | |||
3.90%, 4/1/2025 | 500,000 | 487,840 |
See accompanying notes to Schedule of
Investments.
54
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
4.88%, 3/3/2033 | $175,000 | $168,754 | ||||
5.05%, 3/3/2053 | 600,000 | 548,448 | ||||
5.30%, 4/1/2050 | 200,000 | 189,684 | ||||
11,785,879 | ||||||
TRUCKING & LEASING — 0.0% (a) | ||||||
GATX Corp.: | ||||||
1.90%, 6/1/2031 | 200,000 | 147,490 | ||||
3.10%, 6/1/2051 | 250,000 | 145,900 | ||||
3.85%, 3/30/2027 | 50,000 | 46,413 | ||||
4.55%, 11/7/2028 | 50,000 | 46,720 | ||||
4.70%, 4/1/2029 | 25,000 | 23,307 | ||||
6.05%, 3/15/2034 | 100,000 | 97,418 | ||||
507,248 | ||||||
VENTURE CAPITAL — 0.0% (a) | ||||||
Hercules Capital, Inc. 3.38%, 1/20/2027 | 65,000 | 56,785 | ||||
WATER — 0.0% (a) | ||||||
American Water Capital Corp.: | ||||||
2.30%, 6/1/2031 | 100,000 | 79,548 | ||||
2.95%, 9/1/2027 (b) | 121,000 | 110,630 | ||||
3.25%, 6/1/2051 (b) | 100,000 | 65,424 | ||||
3.40%, 3/1/2025 | 25,000 | 24,163 | ||||
3.45%, 5/1/2050 | 50,000 | 34,077 | ||||
3.75%, 9/1/2028 | 100,000 | 93,046 | ||||
3.75%, 9/1/2047 | 100,000 | 72,969 | ||||
4.30%, 12/1/2042 | 25,000 | 20,337 | ||||
Essential Utilities, Inc.: | ||||||
2.40%, 5/1/2031 | 105,000 | 81,615 | ||||
2.70%, 4/15/2030 | 60,000 | 49,406 | ||||
631,215 | ||||||
TOTAL CORPORATE BONDS & NOTES (Cost $727,983,645) | 622,686,543 | |||||
ASSET-BACKED SECURITIES — 0.4% | ||||||
AUTOMOBILE — 0.2% | ||||||
Ally Auto Receivables Trust Series 2023-1, Class A3, 5.46%, 5/15/2028 | 105,000 | 104,803 | ||||
AmeriCredit Automobile Receivables Trust Series 2023-2, 5.81%, 5/18/2028 | 250,000 | 249,567 | ||||
BMW Vehicle Lease Trust Series 2023-1, Class A4, 5.07%, 6/25/2026 | 98,000 | 96,667 | ||||
Capital One Prime Auto Receivables Trust Series 2023-1, Class A3, 4.87%, 2/15/2028 | 450,000 | 443,104 | ||||
CarMax Auto Owner Trust: | ||||||
Series 2023-1, Class A3, 4.75%, 10/15/2027 | 421,000 | 413,291 |
Security Description | Principal Amount | Value | |||
Series 2023-2, Class A3, 5.05%, 1/18/2028 | $250,000 | $246,761 | |||
Ford Credit Auto Owner Trust: | |||||
Series 2023-A, Class A3, 4.65%, 2/15/2028 | 94,000 | 92,246 | |||
Series 2022-B, Class A4, COR, 3.93%, 8/15/2027 | 200,000 | 193,199 | |||
GM Financial Automobile Leasing Trust: | |||||
Series 2023-2, Class A3, 5.05%, 7/20/2026 | 90,000 | 88,986 | |||
Series 2023-3, Class A3, 5.38%, 11/20/2026 | 120,000 | 119,089 | |||
GM Financial Consumer Automobile Receivables Trust: | |||||
Series 2023-2, Class A3, 4.47%, 2/16/2028 | 500,000 | 489,098 | |||
Series 2023-1, Class A3, 4.66%, 2/16/2028 | 55,000 | 54,010 | |||
Honda Auto Receivables Owner Trust: | |||||
Series 2023-2, Class A3, 4.93%, 11/15/2027 | 125,000 | 123,366 | |||
Series 2023-1, Class A3, 5.04%, 4/21/2027 | 78,000 | 77,058 | |||
Series 2023-3, Class A3, 5.41%, 2/18/2028 | 183,000 | 182,434 | |||
Hyundai Auto Receivables Trust Series 2023-8, Class A3, 5.48%, 4/17/2028 | 367,000 | 366,428 | |||
Mercedes-Benz Auto Receivables Trust Series 2022-1, Class A3, 5.21%, 8/16/2027 | 424,000 | 420,867 | |||
Nissan Auto Lease Trust Series 2023-A, Class A3, 4.91%, 1/15/2026 | 89,000 | 88,056 | |||
Nissan Auto Receivables Owner Trust Series 2023-A, Class A4, 4.85%, 6/17/2030 | 400,000 | 392,323 | |||
Santander Drive Auto Receivables Trust: | |||||
Series 2023-2, Class A3, 5.21%, 7/15/2027 | 97,000 | 96,044 | |||
Series 2023-3, Class A3, 5.61%, 10/15/2027 | 63,000 | 62,721 | |||
Series 2023-4, Class A3, 5.73%, 4/17/2028 | 133,000 | 132,742 | |||
Series 2022-4, Class C, COR, 5.00%, 11/15/2029 | 250,000 | 242,677 | |||
Toyota Auto Receivables Owner Trust: | |||||
Series 2023-B, Class A3, 4.71%, 2/15/2028 | 350,000 | 343,724 |
See accompanying notes to Schedule of
Investments.
55
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
Series 2023-C, Class A3, 5.16%, 4/17/2028 | $69,000 | $68,428 | |||
World Omni Auto Receivables Trust Series 2022-D, Class A3, 5.61%, 2/15/2028 | 500,000 | 498,734 | |||
5,686,423 | |||||
CREDIT CARD — 0.2% | |||||
American Express Credit Account Master Trust: | |||||
Series 2021-1, Class A, 0.90%, 11/15/2026 | 368,000 | 348,616 | |||
Series 2022-3, Class A, 3.75%, 8/15/2027 | 500,000 | 484,101 | |||
Series 2023-1, Class A, 4.87%, 5/15/2028 | 137,000 | 135,263 | |||
Series 2022-2, Class A, COR, 3.39%, 5/15/2027 | 200,000 | 193,057 | |||
BA Credit Card Trust Series 2022-A2, Class A2, 5.00%, 4/15/2028 | 300,000 | 296,932 | |||
Barclays Dryrock Issuance Trust Series 2023-1, Class A, 4.72%, 2/15/2029 | 250,000 | 245,490 | |||
Capital One Multi-Asset Execution Trust: | |||||
Series 2022-A2, Class A, 3.49%, 5/15/2027 | 500,000 | 483,144 | |||
Series 2023-A1, Class A, 4.42%, 5/15/2028 | 286,000 | 279,025 | |||
Series 2021-A3, Class A3, 1.04%, 11/15/2026 | 300,000 | 284,504 | |||
Series 2021-A2, Class A2, 1.39%, 7/15/2030 | 350,000 | 291,654 | |||
Chase Issuance Trust Series 2022-A1, Class A, 3.97%, 9/15/2027 | 181,000 | 175,765 | |||
Citibank Credit Card Issuance Trust Series 2018-A7, Class A7, 3.96%, 10/13/2030 | 200,000 | 187,404 | |||
Discover Card Execution Note Trust: | |||||
Series 2021-A2, Class A2, 1.03%, 9/15/2028 | 271,000 | 238,934 | |||
Series 2022-A2, Class A, 3.32%, 5/15/2027 | 250,000 | 240,873 | |||
Series 2023-A2, Class A, 4.93%, 6/15/2028 | 253,000 | 249,896 | |||
Synchrony Card Funding LLC Series 2022-A1, Class A, 3.37%, 4/15/2028 | 180,000 | 173,392 | |||
4,308,050 |
Security Description | Principal Amount | Value | |||
OTHER ABS — 0.0% (a) | |||||
CNH Equipment Trust Series 2023-A, Class A3, 4.81%, 8/15/2028 | $250,000 | $245,138 | |||
John Deere Owner Trust 2023 Series 2023-A, Class A3, 5.01%, 11/15/2027 | 400,000 | 395,358 | |||
Verizon Master Trust: | |||||
Series 2021-1, Class A, 0.50%, 5/20/2027 | 353,000 | 340,933 | |||
Series 2023-4, Class A1A, 5.16%, 6/20/2029 | 205,000 | 202,919 | |||
1,184,348 | |||||
TOTAL ASSET-BACKED SECURITIES (Cost $11,469,805) | 11,178,821 | ||||
FOREIGN GOVERNMENT OBLIGATIONS — 3.0% | |||||
AUSTRALIA — 0.0% (a) | |||||
National Australia Bank Ltd. 5.20%, 5/13/2025 | 250,000 | 248,408 | |||
AUSTRIA — 0.1% | |||||
Oesterreichische Kontrollbank AG: | |||||
0.38%, 09/17/2025 | 90,000 | 82,008 | |||
1.50%, 02/12/2025 | 50,000 | 47,398 | |||
4.25%, 03/01/2028 | 750,000 | 732,915 | |||
Series GMTN, 0.50%, 02/02/2026 | 500,000 | 449,520 | |||
1,311,841 | |||||
BRAZIL — 0.0% (a) | |||||
Vale Overseas Ltd. 6.13%, 6/12/2033 | 375,000 | 362,014 | |||
CANADA — 0.5% | |||||
Canada Government International Bonds: | |||||
0.75%, 05/19/2026 | 500,000 | 448,695 | |||
1.63%, 01/22/2025 | 250,000 | 238,265 | |||
3.75%, 04/26/2028 | 760,000 | 729,737 | |||
Export Development Canada: | |||||
3.38%, 08/26/2025 | 500,000 | 483,850 | |||
3.88%, 02/14/2028 | 500,000 | 481,965 | |||
Province of Alberta: | |||||
1.00%, 05/20/2025 | 500,000 | 465,590 | |||
1.30%, 07/22/2030 | 400,000 | 315,248 | |||
3.30%, 03/15/2028 | 650,000 | 607,425 | |||
Province of British Columbia: | |||||
0.90%, 07/20/2026 | 500,000 | 446,550 | |||
1.30%, 01/29/2031 (b) | 200,000 | 156,324 | |||
4.20%, 07/06/2033 | 550,000 | 515,388 | |||
Series 9, 2.25%, 06/02/2026 | 150,000 | 139,616 | |||
Province of Manitoba 2.13%, 6/22/2026 | 250,000 | 231,210 |
See accompanying notes to Schedule of
Investments.
56
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
Province of New Brunswick 3.63%, 2/24/2028 | $50,000 | $47,087 | |||
Province of Ontario: | |||||
0.63%, 01/21/2026 | 440,000 | 396,893 | |||
1.05%, 04/14/2026 | 200,000 | 180,958 | |||
1.13%, 10/07/2030 | 500,000 | 387,175 | |||
1.60%, 02/25/2031 | 250,000 | 198,993 | |||
1.80%, 10/14/2031 | 500,000 | 397,185 | |||
2.00%, 10/02/2029 | 350,000 | 298,917 | |||
2.50%, 04/27/2026 | 350,000 | 328,177 | |||
3.10%, 05/19/2027 | 750,000 | 704,715 | |||
Series MTN, 2.13%, 01/21/2032 (b) | 1,250,000 | 1,012,300 | |||
Province of Quebec: | |||||
0.60%, 07/23/2025 | 250,000 | 230,005 | |||
1.35%, 05/28/2030 | 300,000 | 239,754 | |||
1.90%, 04/21/2031 | 250,000 | 202,950 | |||
2.50%, 04/20/2026 | 250,000 | 234,595 | |||
2.75%, 04/12/2027 | 200,000 | 185,750 | |||
3.63%, 04/13/2028 (b) | 1,750,000 | 1,660,487 | |||
Series QO, 2.88%, 10/16/2024 | 200,000 | 194,346 | |||
Series QX, 1.50%, 02/11/2025 (b) | 500,000 | 473,880 | |||
12,634,030 | |||||
CHILE — 0.1% | |||||
Chile Government International Bonds: | |||||
2.45%, 01/31/2031 | 200,000 | 164,414 | |||
2.55%, 07/27/2033 | 250,000 | 192,390 | |||
3.10%, 01/22/2061 (b) | 250,000 | 142,187 | |||
3.13%, 01/21/2026 | 50,000 | 47,521 | |||
3.24%, 02/06/2028 | 200,000 | 183,444 | |||
3.25%, 09/21/2071 | 250,000 | 142,038 | |||
3.86%, 06/21/2047 | 300,000 | 219,351 | |||
4.34%, 03/07/2042 | 250,000 | 202,205 | |||
4.95%, 01/05/2036 | 335,000 | 307,168 | |||
5.33%, 01/05/2054 | 500,000 | 445,685 | |||
2,046,403 | |||||
GERMANY — 0.1% | |||||
Kreditanstalt fuer Wiederaufbau: | |||||
Zero Coupon, 06/29/2037 | 100,000 | 51,457 | |||
0.38%, 07/18/2025 | 250,000 | 229,482 | |||
0.63%, 01/22/2026 | 225,000 | 203,499 | |||
0.75%, 09/30/2030 (b) | 500,000 | 383,575 | |||
1.75%, 09/14/2029 (b) | 250,000 | 213,055 | |||
2.00%, 05/02/2025 | 100,000 | 94,988 | |||
2.50%, 11/20/2024 | 300,000 | 289,920 | |||
2.88%, 04/03/2028 | 290,000 | 267,856 | |||
Landwirtschaftliche Rentenbank: | |||||
0.88%, 03/30/2026 | 240,000 | 216,792 | |||
0.88%, 09/03/2030 | 200,000 | 154,164 |
Security Description | Principal Amount | Value | |||
Series 37, 2.50%, 11/15/2027 | $50,000 | $45,839 | |||
Series 40, 0.50%, 05/27/2025 | 90,000 | 83,170 | |||
2,233,797 | |||||
INDONESIA — 0.1% | |||||
Indonesia Government International Bonds: | |||||
1.85%, 03/12/2031 | 500,000 | 385,810 | |||
2.15%, 07/28/2031 (b) | 500,000 | 390,045 | |||
3.05%, 03/12/2051 | 250,000 | 162,088 | |||
3.55%, 03/31/2032 | 350,000 | 302,655 | |||
4.45%, 04/15/2070 | 200,000 | 151,626 | |||
4.55%, 01/11/2028 | 200,000 | 193,450 | |||
4.75%, 02/11/2029 | 150,000 | 144,438 | |||
4.85%, 01/11/2033 (b) | 200,000 | 190,524 | |||
5.35%, 02/11/2049 (b) | 100,000 | 91,521 | |||
2,012,157 | |||||
ISRAEL — 0.0% (a) | |||||
Israel Government International Bonds: | |||||
2.75%, 07/03/2030 | 200,000 | 169,986 | |||
2.88%, 03/16/2026 | 100,000 | 93,849 | |||
3.25%, 01/17/2028 | 100,000 | 92,049 | |||
3.88%, 07/03/2050 | 200,000 | 145,090 | |||
4.13%, 01/17/2048 | 100,000 | 76,412 | |||
4.50%, 01/17/2033 | 200,000 | 186,064 | |||
State of Israel 3.38%, 1/15/2050 | 300,000 | 198,480 | |||
961,930 | |||||
ITALY — 0.1% | |||||
Republic of Italy Government International Bonds: | |||||
1.25%, 02/17/2026 | 250,000 | 225,048 | |||
2.38%, 10/17/2024 | 250,000 | 240,670 | |||
2.88%, 10/17/2029 | 500,000 | 428,290 | |||
3.88%, 05/06/2051 (b) | 200,000 | 130,674 | |||
4.00%, 10/17/2049 (b) | 200,000 | 136,858 | |||
5.38%, 06/15/2033 | 50,000 | 47,491 | |||
1,209,031 | |||||
JAPAN — 0.1% | |||||
Japan Bank for International Cooperation: | |||||
0.63%, 07/15/2025 | 450,000 | 413,185 | |||
1.25%, 01/21/2031 (b) | 250,000 | 191,400 | |||
1.88%, 04/15/2031 (b) | 200,000 | 159,508 | |||
2.13%, 02/16/2029 (b) | 250,000 | 215,113 | |||
2.75%, 11/16/2027 | 200,000 | 183,066 | |||
2.88%, 04/14/2025 (b) | 200,000 | 191,946 | |||
2.88%, 07/21/2027 | 100,000 | 92,447 | |||
3.25%, 07/20/2028 (b) | 250,000 | 230,677 | |||
3.88%, 09/16/2025 | 500,000 | 485,510 | |||
4.25%, 01/26/2026 | 200,000 | 195,420 |
See accompanying notes to Schedule of
Investments.
57
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
4.25%, 04/27/2026 | $200,000 | $194,982 | |||
Series DTC, 1.75%, 10/17/2024 | 200,000 | 191,804 | |||
Series DTC, 2.38%, 04/20/2026 | 200,000 | 186,066 | |||
Japan International Cooperation Agency 1.75%, 4/28/2031 | 200,000 | 157,214 | |||
3,088,338 | |||||
MEXICO — 0.2% | |||||
Mexico Government International Bonds: | |||||
2.66%, 05/24/2031 | 450,000 | 355,581 | |||
3.25%, 04/16/2030 | 350,000 | 297,966 | |||
3.50%, 02/12/2034 | 250,000 | 195,498 | |||
3.75%, 01/11/2028 | 100,000 | 92,571 | |||
3.77%, 05/24/2061 | 200,000 | 117,212 | |||
3.90%, 04/27/2025 (b) | 500,000 | 487,870 | |||
4.13%, 01/21/2026 | 125,000 | 121,726 | |||
4.15%, 03/28/2027 (b) | 200,000 | 192,420 | |||
4.28%, 08/14/2041 | 1,025,000 | 758,469 | |||
4.40%, 02/12/2052 | 400,000 | 277,468 | |||
4.50%, 04/22/2029 | 250,000 | 233,105 | |||
4.50%, 01/31/2050 | 250,000 | 180,183 | |||
4.60%, 02/10/2048 | 200,000 | 145,624 | |||
4.75%, 04/27/2032 (b) | 200,000 | 180,058 | |||
5.00%, 04/27/2051 (b) | 200,000 | 153,826 | |||
5.40%, 02/09/2028 | 850,000 | 837,233 | |||
5.55%, 01/21/2045 (b) | 450,000 | 387,148 | |||
6.34%, 05/04/2053 | 500,000 | 456,040 | |||
6.35%, 02/09/2035 | 500,000 | 489,365 | |||
Series A, 6.05%, 01/11/2040 | 30,000 | 27,759 | |||
Series MTN, 4.75%, 03/08/2044 | 100,000 | 76,675 | |||
6,063,797 | |||||
PANAMA — 0.1% | |||||
Panama Government International Bonds: | |||||
2.25%, 09/29/2032 | 200,000 | 144,722 | |||
3.16%, 01/23/2030 | 200,000 | 168,450 | |||
3.30%, 01/19/2033 (b) | 500,000 | 390,860 | |||
3.75%, 03/16/2025 | 150,000 | 144,738 | |||
3.87%, 07/23/2060 | 200,000 | 115,464 | |||
3.88%, 03/17/2028 | 200,000 | 183,972 | |||
4.50%, 05/15/2047 | 50,000 | 35,167 | |||
4.50%, 04/16/2050 | 700,000 | 478,534 | |||
6.40%, 02/14/2035 (b) | 200,000 | 193,458 | |||
6.70%, 01/26/2036 | 50,000 | 49,417 | |||
6.85%, 03/28/2054 | 850,000 | 789,786 | |||
2,694,568 |
Security Description | Principal Amount | Value | |||
PERU — 0.1% | |||||
Peru Government International Bonds: | |||||
2.39%, 01/23/2026 | $250,000 | $232,142 | |||
2.78%, 01/23/2031 | 320,000 | 262,333 | |||
2.78%, 12/01/2060 | 150,000 | 79,749 | |||
3.00%, 01/15/2034 | 250,000 | 192,337 | |||
3.23%, 07/28/2121 | 150,000 | 78,291 | |||
3.30%, 03/11/2041 | 815,000 | 563,491 | |||
3.55%, 03/10/2051 (b) | 70,000 | 46,097 | |||
3.60%, 01/15/2072 (b) | 250,000 | 148,388 | |||
4.13%, 08/25/2027 | 150,000 | 142,965 | |||
5.63%, 11/18/2050 (b) | 150,000 | 138,530 | |||
6.55%, 03/14/2037 | 25,000 | 25,855 | |||
1,910,178 | |||||
PHILIPPINES — 0.1% | |||||
Philippines Government International Bonds: | |||||
1.65%, 06/10/2031 (b) | 250,000 | 189,480 | |||
1.95%, 01/06/2032 | 200,000 | 152,540 | |||
2.46%, 05/05/2030 | 200,000 | 165,372 | |||
2.65%, 12/10/2045 | 600,000 | 360,720 | |||
2.95%, 05/05/2045 | 250,000 | 159,642 | |||
3.20%, 07/06/2046 | 200,000 | 131,596 | |||
3.70%, 03/01/2041 | 200,000 | 150,610 | |||
3.70%, 02/02/2042 (b) | 100,000 | 74,599 | |||
3.95%, 01/20/2040 | 200,000 | 158,442 | |||
5.00%, 07/17/2033 | 200,000 | 192,306 | |||
5.00%, 01/13/2037 | 150,000 | 139,602 | |||
5.50%, 01/17/2048 | 500,000 | 469,735 | |||
5.61%, 04/13/2033 (b) | 500,000 | 500,455 | |||
7.75%, 01/14/2031 | 100,000 | 113,034 | |||
2,958,133 | |||||
POLAND — 0.1% | |||||
Republic of Poland Government International Bonds: | |||||
3.25%, 04/06/2026 | 175,000 | 166,257 | |||
4.88%, 10/04/2033 | 500,000 | 464,250 | |||
5.50%, 11/16/2027 | 350,000 | 350,290 | |||
5.75%, 11/16/2032 | 250,000 | 250,283 | |||
1,231,080 | |||||
SOUTH KOREA — 0.1% | |||||
Export-Import Bank of Korea: | |||||
0.63%, 02/09/2026 | 200,000 | 178,480 | |||
1.13%, 12/29/2026 (b) | 200,000 | 174,148 | |||
2.38%, 04/21/2027 | 25,000 | 22,626 | |||
2.50%, 06/29/2041 (b) | 250,000 | 166,583 | |||
3.25%, 11/10/2025 | 150,000 | 143,118 | |||
4.25%, 09/15/2027 | 250,000 | 240,235 | |||
5.00%, 01/11/2028 | 250,000 | 246,755 | |||
5.13%, 09/18/2028 | 200,000 | 198,032 | |||
5.13%, 01/11/2033 | 200,000 | 195,412 |
See accompanying notes to Schedule of
Investments.
58
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
Korea Development Bank: | |||||
0.80%, 07/19/2026 (b) | $250,000 | $219,602 | |||
1.63%, 01/19/2031 | 250,000 | 193,148 | |||
2.00%, 02/24/2025 | 200,000 | 190,458 | |||
3.00%, 01/13/2026 | 100,000 | 94,547 | |||
4.38%, 02/15/2028 (b) | 200,000 | 192,492 | |||
4.38%, 02/15/2033 (b) | 750,000 | 691,402 | |||
Korea International Bonds: | |||||
1.00%, 09/16/2030 | 200,000 | 154,588 | |||
3.50%, 09/20/2028 | 200,000 | 186,928 | |||
3,488,554 | |||||
SUPRANATIONAL — 1.1% | |||||
African Development Bank: | |||||
4.38%, 03/14/2028 | 400,000 | 393,312 | |||
Series GDIF, 0.88%, 03/23/2026 | 150,000 | 135,561 | |||
Asian Development Bank: | |||||
0.63%, 04/29/2025 | 500,000 | 464,840 | |||
1.50%, 10/18/2024 | 200,000 | 191,834 | |||
3.13%, 04/27/2032 | 250,000 | 221,690 | |||
4.25%, 01/09/2026 | 650,000 | 638,703 | |||
Series GMTN, 0.38%, 09/03/2025 | 250,000 | 228,325 | |||
Series GMTN, 0.50%, 02/04/2026 | 250,000 | 225,127 | |||
Series GMTN, 0.75%, 10/08/2030 | 200,000 | 152,616 | |||
Series GMTN, 1.00%, 04/14/2026 | 100,000 | 90,585 | |||
Series GMTN, 1.25%, 06/09/2028 | 100,000 | 85,367 | |||
Series GMTN, 1.50%, 01/20/2027 | 500,000 | 449,515 | |||
Series GMTN, 1.50%, 03/04/2031 | 250,000 | 199,858 | |||
Series GMTN, 1.88%, 03/15/2029 | 250,000 | 215,848 | |||
Series GMTN, 1.88%, 01/24/2030 | 500,000 | 421,325 | |||
Series GMTN, 2.00%, 04/24/2026 | 100,000 | 92,847 | |||
Series GMTN, 2.38%, 08/10/2027 | 50,000 | 45,893 | |||
Series GMTN, 2.50%, 11/02/2027 | 100,000 | 91,871 | |||
Series GMTN, 2.63%, 01/12/2027 | 50,000 | 46,654 | |||
Series GMTN, 2.88%, 05/06/2025 | 225,000 | 216,641 | |||
Series GMTN, 3.13%, 08/20/2027 | 1,000,000 | 942,790 | |||
Series GMTN, 3.13%, 09/26/2028 | 50,000 | 46,432 | |||
Series GMTN, 3.88%, 09/28/2032 | 200,000 | 187,280 |
Security Description | Principal Amount | Value | |||
Series GMTN, 4.00%, 01/12/2033 | $170,000 | $160,475 | |||
Asian Infrastructure Investment Bank: | |||||
0.50%, 05/28/2025 | 200,000 | 184,464 | |||
0.50%, 01/27/2026 | 500,000 | 448,990 | |||
3.75%, 09/14/2027 | 200,000 | 192,118 | |||
4.00%, 01/18/2028 | 500,000 | 481,825 | |||
Corp. Andina de Fomento 1.25%, 10/26/2024 | 68,000 | 64,596 | |||
Council of Europe Development Bank: | |||||
0.88%, 09/22/2026 (b) | 100,000 | 88,839 | |||
3.63%, 01/26/2028 | 150,000 | 143,231 | |||
European Bank for Reconstruction & Development: | |||||
Series GMTN, 0.50%, 11/25/2025 (b) | 250,000 | 226,910 | |||
Series GMTN, 0.50%, 01/28/2026 (b) | 200,000 | 180,210 | |||
Series GMTN, 1.50%, 02/13/2025 | 250,000 | 237,127 | |||
Series GMTN, 4.38%, 03/09/2028 | 660,000 | 649,783 | |||
European Investment Bank: | |||||
0.38%, 12/15/2025 | 200,000 | 180,752 | |||
0.38%, 03/26/2026 | 750,000 | 670,665 | |||
0.63%, 07/25/2025 | 350,000 | 322,707 | |||
0.75%, 10/26/2026 | 250,000 | 221,137 | |||
0.75%, 09/23/2030 | 200,000 | 153,762 | |||
1.25%, 02/14/2031 (b) | 390,000 | 308,299 | |||
1.63%, 03/14/2025 (b) | 485,000 | 459,969 | |||
1.63%, 05/13/2031 | 100,000 | 80,780 | |||
1.75%, 03/15/2029 (b) | 133,000 | 114,478 | |||
1.88%, 02/10/2025 | 100,000 | 95,407 | |||
2.13%, 04/13/2026 (b) | 100,000 | 93,318 | |||
2.38%, 05/24/2027 | 100,000 | 92,051 | |||
2.50%, 10/15/2024 (b) | 25,000 | 24,244 | |||
2.75%, 08/15/2025 | 195,000 | 186,771 | |||
3.75%, 02/14/2033 | 990,000 | 919,027 | |||
3.88%, 03/15/2028 (b) | 300,000 | 289,626 | |||
Series GMTN, 1.38%, 03/15/2027 | 350,000 | 312,263 | |||
Inter-American Development Bank: | |||||
0.63%, 07/15/2025 | 500,000 | 461,275 | |||
0.63%, 09/16/2027 | 500,000 | 426,690 | |||
0.88%, 04/03/2025 | 500,000 | 467,830 | |||
1.13%, 07/20/2028 | 200,000 | 169,068 | |||
1.50%, 01/13/2027 | 350,000 | 314,734 | |||
2.00%, 07/23/2026 | 100,000 | 92,314 | |||
2.38%, 07/07/2027 | 100,000 | 91,928 | |||
3.13%, 09/18/2028 | 100,000 | 92,843 | |||
3.50%, 09/14/2029 | 200,000 | 187,822 | |||
4.00%, 01/12/2028 | 200,000 | 193,968 |
See accompanying notes to Schedule of
Investments.
59
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
4.38%, 01/24/2044 | $75,000 | $67,118 | |||
Series GMTN, 0.88%, 04/20/2026 | 250,000 | 225,652 | |||
Series GMTN, 1.13%, 01/13/2031 | 750,000 | 584,805 | |||
Series GMTN, 1.75%, 03/14/2025 | 250,000 | 237,385 | |||
Series GMTN, 4.50%, 05/15/2026 | 1,315,000 | 1,299,233 | |||
Inter-American Investment Corp. 4.13%, 2/15/2028 | 200,000 | 193,486 | |||
International Bank for Reconstruction & Development: | |||||
0.38%, 07/28/2025 | 750,000 | 687,675 | |||
0.50%, 10/28/2025 | 250,000 | 227,655 | |||
0.63%, 04/22/2025 | 550,000 | 511,461 | |||
0.75%, 03/11/2025 | 500,000 | 468,185 | |||
0.75%, 11/24/2027 | 390,000 | 332,225 | |||
0.75%, 08/26/2030 | 170,000 | 130,251 | |||
0.88%, 07/15/2026 | 1,000,000 | 895,610 | |||
0.88%, 05/14/2030 | 250,000 | 195,110 | |||
1.13%, 09/13/2028 | 500,000 | 421,345 | |||
1.25%, 02/10/2031 | 500,000 | 392,940 | |||
1.63%, 01/15/2025 | 350,000 | 333,441 | |||
1.63%, 11/03/2031 | 1,000,000 | 799,120 | |||
3.13%, 06/15/2027 | 200,000 | 188,640 | |||
3.88%, 02/14/2030 | 825,000 | 784,393 | |||
Series GDIF, 1.38%, 04/20/2028 | 250,000 | 215,748 | |||
Series GDIF, 1.75%, 10/23/2029 | 250,000 | 211,715 | |||
Series GDIF, 2.50%, 11/25/2024 | 300,000 | 289,908 | |||
Series GDIF, 2.50%, 07/29/2025 | 200,000 | 190,752 | |||
Series GDIF, 2.50%, 11/22/2027 | 250,000 | 229,400 | |||
Series GMTN, 4.75%, 02/15/2035 | 25,000 | 24,546 | |||
International Finance Corp.: | |||||
Series GMTN, 0.38%, 07/16/2025 | 250,000 | 229,655 | |||
Series GMTN, 0.75%, 10/08/2026 | 500,000 | 442,585 | |||
Series GMTN, 2.13%, 04/07/2026 | 100,000 | 93,293 | |||
Series GMTN, 3.63%, 09/15/2025 | 133,000 | 129,316 | |||
Nordic Investment Bank: | |||||
0.38%, 09/11/2025 | 200,000 | 182,550 | |||
4.38%, 03/14/2028 | 700,000 | 689,094 | |||
Series GMTN, 0.50%, 01/21/2026 | 200,000 | 180,460 | |||
27,951,962 |
Security Description | Principal Amount | Value | |||
SWEDEN — 0.1% | |||||
Svensk Exportkredit AB: | |||||
0.50%, 08/26/2025 | $350,000 | $319,736 | |||
4.13%, 06/14/2028 | 200,000 | 193,642 | |||
Series GMTN, 2.25%, 03/22/2027 | 250,000 | 228,380 | |||
Series GMTN, 4.63%, 11/28/2025 | 500,000 | 493,445 | |||
1,235,203 | |||||
UNITED STATES — 0.0% (a) | |||||
Inter-American Development Bank 2.25%, 6/18/2029 | 250,000 | 219,225 | |||
URUGUAY — 0.0% (a) | |||||
Uruguay Government International Bonds: | |||||
4.38%, 10/27/2027 | 225,000 | 222,102 | |||
4.38%, 01/23/2031 | 280,000 | 267,666 | |||
4.98%, 04/20/2055 | 400,000 | 346,712 | |||
5.10%, 06/18/2050 | 175,000 | 155,307 | |||
991,787 | |||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $84,933,091) | 74,852,436 | ||||
U.S. GOVERNMENT AGENCY OBLIGATIONS — 28.2% | |||||
Federal Farm Credit Banks Funding Corp.: | |||||
0.30%, 11/12/2024 | 250,000 | 235,755 | |||
0.68%, 8/4/2025 | 100,000 | 91,878 | |||
0.68%, 1/13/2027 | 250,000 | 216,365 | |||
0.70%, 1/27/2027 | 100,000 | 86,821 | |||
0.79%, 6/21/2027 | 125,000 | 106,978 | |||
0.88%, 11/18/2024 | 185,000 | 175,794 | |||
0.90%, 8/19/2027 | 100,000 | 85,659 | |||
1.00%, 8/3/2027 | 100,000 | 85,680 | |||
1.04%, 1/25/2029 | 150,000 | 122,346 | |||
1.10%, 8/10/2029 | 150,000 | 120,158 | |||
1.13%, 1/6/2025 | 110,000 | 104,306 | |||
1.14%, 8/20/2029 | 150,000 | 120,336 | |||
1.15%, 8/12/2030 | 100,000 | 77,255 | |||
1.32%, 9/9/2030 | 100,000 | 77,918 | |||
1.38%, 1/14/2031 | 250,000 | 192,990 | |||
1.65%, 7/23/2035 | 100,000 | 66,694 | |||
1.69%, 8/20/2035 | 100,000 | 66,862 | |||
1.75%, 2/14/2025 | 315,000 | 299,867 | |||
1.95%, 8/13/2040 | 100,000 | 58,781 | |||
1.99%, 3/17/2031 | 500,000 | 398,100 | |||
4.38%, 6/23/2026 | 1,000,000 | 985,910 | |||
4.50%, 11/18/2024 | 250,000 | 247,445 | |||
Federal Home Loan Banks: | |||||
0.38%, 9/4/2025 | 750,000 | 685,598 |
See accompanying notes to Schedule of
Investments.
60
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
0.50%, 4/14/2025 | $1,455,000 | $1,354,038 | |||
0.55%, 1/20/2026 | 150,000 | 134,906 | |||
0.65%, 1/28/2026 | 150,000 | 135,039 | |||
0.65%, 2/26/2026 | 100,000 | 89,754 | |||
0.70%, 1/28/2026 | 150,000 | 135,170 | |||
0.75%, 2/24/2026 | 100,000 | 90,178 | |||
0.83%, 2/10/2027 | 100,000 | 87,274 | |||
0.90%, 2/26/2027 | 150,000 | 130,961 | |||
1.00%, 8/16/2028 | 250,000 | 207,293 | |||
1.25%, 12/21/2026 | 1,000,000 | 892,270 | |||
3.25%, 6/9/2028 | 500,000 | 469,375 | |||
3.25%, 11/16/2028 | 280,000 | 262,013 | |||
4.00%, 6/30/2028 | 500,000 | 485,480 | |||
4.50%, 10/3/2024 | 1,500,000 | 1,486,200 | |||
4.63%, 12/13/2024 | 1,500,000 | 1,485,630 | |||
4.63%, 6/6/2025 | 675,000 | 668,405 | |||
5.00%, 2/28/2025 | 1,000,000 | 994,970 | |||
Series 677, 5.50%, 7/15/2036 | 135,000 | 142,132 | |||
Federal Home Loan Mortgage Corp.: | |||||
0.38%, 9/23/2025 | 730,000 | 666,680 | |||
0.60%, 10/15/2025 | 110,000 | 100,406 | |||
0.60%, 10/20/2025 | 150,000 | 136,664 | |||
0.63%, 11/25/2025 | 175,000 | 159,052 | |||
0.68%, 8/6/2025 | 100,000 | 92,148 | |||
0.75%, 6/23/2026 | 150,000 | 133,925 | |||
1.50%, 2/12/2025 | 2,500,000 | 2,376,475 | |||
1.50%, 4/1/2037 | 1,255,156 | 1,044,838 | |||
1.50%, 2/1/2051 | 2,084,442 | 1,504,735 | |||
1.50%, 10/1/2051 | 1,811,649 | 1,303,891 | |||
1.50%, 11/1/2051 | 5,265,261 | 3,788,973 | |||
2.00%, 2/1/2036 | 2,144,611 | 1,839,883 | |||
2.00%, 6/1/2036 | 1,857,900 | 1,593,942 | |||
2.00%, 1/1/2037 | 2,558,221 | 2,194,916 | |||
2.00%, 4/1/2037 | 1,497,455 | 1,283,129 | |||
2.00%, 9/1/2050 | 3,867,464 | 2,975,300 | |||
2.00%, 10/1/2050 | 1,222,367 | 935,149 | |||
2.00%, 12/1/2050 | 929,308 | 710,373 | |||
2.00%, 1/1/2051 | 2,347,691 | 1,793,872 | |||
2.00%, 2/1/2051 | 2,917,766 | 2,228,562 | |||
2.00%, 9/1/2051 | 4,384,874 | 3,342,047 | |||
2.00%, 11/1/2051 | 7,023,944 | 5,349,999 | |||
2.00%, 12/1/2051 | 1,921,384 | 1,481,603 | |||
2.00% 2/1/2052 | 8,217,805 | 6,273,318 | |||
2.00%, 3/1/2052 | 5,026,067 | 3,821,161 | |||
2.22%, 7/13/2040 | 150,000 | 92,808 | |||
2.50%, 10/1/2029 | 11,935 | 11,087 | |||
2.50%, 1/1/2031 | 27,012 | 24,863 | |||
2.50%, 5/1/2031 | 42,621 | 39,018 | |||
2.50%, 6/1/2031 | 79,091 | 72,405 | |||
2.50%, 10/1/2031 | 76,621 | 70,144 | |||
2.50%, 12/1/2031 | 100,186 | 91,735 | |||
2.50%, 12/1/2032 | 352,491 | 320,880 | |||
2.50%, 2/1/2033 | 374,230 | 340,670 |
Security Description | Principal Amount | Value | |||
2.50%, 9/1/2035 | $474,812 | $420,157 | |||
2.50%, 1/1/2037 | 1,713,662 | 1,512,222 | |||
2.50%, 1/1/2042 | 1,024,296 | 846,441 | |||
2.50%, 7/1/2042 | 2,934,650 | 2,416,009 | |||
2.50%, 9/1/2046 | 610,876 | 497,605 | |||
2.50%, 7/1/2050 | 2,673,301 | 2,132,430 | |||
2.50%, 10/1/2050 | 1,736,712 | 1,384,366 | |||
2.50%, 1/1/2051 | 705,955 | 562,993 | |||
2.50%, 2/1/2051 | 2,266,596 | 1,805,062 | |||
2.50%, 6/1/2051 | 5,335,872 | 4,235,795 | |||
2.50%, 9/1/2051 | 4,805,247 | 3,824,697 | |||
2.50%, 10/1/2051 | 4,007,407 | 3,188,917 | |||
2.50%, 11/1/2051 | 4,924,357 | 3,917,670 | |||
2.50%, 12/1/2051 | 4,211,742 | 3,349,952 | |||
2.50% 4/1/2052 | 8,770,032 | 7,026,551 | |||
3.00%, 10/1/2030 | 182,781 | 171,475 | |||
3.00%, 12/1/2030 | 33,289 | 31,223 | |||
3.00%, 5/1/2031 | 24,671 | 22,961 | |||
3.00%, 12/1/2031 | 138,701 | 129,088 | |||
3.00%, 2/1/2032 | 185,545 | 172,686 | |||
3.00%, 5/1/2032 | 186,199 | 170,151 | |||
3.00%, 7/1/2032 | 52,833 | 48,280 | |||
3.00%, 1/1/2033 | 225,007 | 205,616 | |||
3.00%, 3/1/2035 | 939,092 | 855,594 | |||
3.00%, 5/1/2035 | 433,991 | 394,533 | |||
3.00%, 4/1/2036 | 127,314 | 113,498 | |||
3.00%, 6/1/2036 | 80,812 | 72,042 | |||
3.00%, 2/1/2038 | 240,331 | 213,625 | |||
3.00%, 1/1/2043 | 1,187,184 | 1,017,121 | |||
3.00%, 7/1/2043 | 1,251,013 | 1,071,055 | |||
3.00%, 6/1/2045 | 28,588 | 24,214 | |||
3.00% 8/1/2045 | 188,478 | 160,886 | |||
3.00%, 4/1/2046 | 107,555 | 90,992 | |||
3.00% 6/1/2046 | 1,398,649 | 1,195,352 | |||
3.00%, 7/1/2046 | 1,806,849 | 1,528,241 | |||
3.00%, 8/1/2046 | 205,436 | 173,799 | |||
3.00%, 9/1/2046 | 66,946 | 56,636 | |||
3.00%, 10/1/2046 | 114,222 | 96,631 | |||
3.00% 11/1/2046 | 416,224 | 352,125 | |||
3.00% 12/1/2046 | 373,989 | 316,393 | |||
3.00%, 1/1/2047 | 272,919 | 230,889 | |||
3.00% 2/1/2047 | 749,338 | 630,646 | |||
3.00%, 4/1/2047 | 1,801,533 | 1,523,745 | |||
3.00%, 9/1/2049 | 179,901 | 150,606 | |||
3.00%, 12/1/2049 | 174,832 | 146,362 | |||
3.00%, 2/1/2050 | 645,317 | 540,233 | |||
3.00%, 5/1/2050 | 1,585,896 | 1,325,838 | |||
3.00%, 8/1/2050 | 3,299,250 | 2,775,558 | |||
3.00%, 6/1/2051 | 1,414,491 | 1,174,598 | |||
3.00%, 12/1/2051 | 2,325,104 | 1,931,715 | |||
3.00%, 3/1/2052 | 4,552,129 | 3,771,164 | |||
3.50%, 4/1/2032 | 98,044 | 92,054 | |||
3.50%, 6/1/2033 | 180,467 | 168,542 | |||
3.50%, 9/1/2033 | 121,321 | 113,304 | |||
3.50%, 11/1/2034 | 83,430 | 76,978 |
See accompanying notes to Schedule of
Investments.
61
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
3.50%, 3/1/2037 | $102,723 | $92,585 | |||
3.50%, 10/1/2037 | 1,444,255 | 1,334,653 | |||
3.50%, 4/1/2042 | 118,314 | 104,862 | |||
3.50%, 12/1/2042 | 77,691 | 68,901 | |||
3.50%, 8/1/2043 | 201,232 | 178,247 | |||
3.50%, 5/1/2044 | 888,257 | 786,974 | |||
3.50%, 11/1/2044 | 12,296 | 10,842 | |||
3.50%, 1/1/2045 | 16,718 | 14,742 | |||
3.50% 7/1/2045 | 102,590 | 90,308 | |||
3.50%, 10/1/2045 | 15,783 | 13,890 | |||
3.50% 12/1/2045 | 195,212 | 171,817 | |||
3.50%, 1/1/2046 | 23,539 | 20,715 | |||
3.50%, 3/1/2046 | 47,295 | 41,441 | |||
3.50%, 4/1/2046 | 68,315 | 59,858 | |||
3.50%, 6/1/2046 | 80,733 | 70,739 | |||
3.50%, 8/1/2046 | 935,873 | 823,560 | |||
3.50%, 12/1/2046 | 270,922 | 237,386 | |||
3.50%, 2/1/2047 | 177,661 | 155,669 | |||
3.50%, 3/1/2047 | 168,605 | 147,735 | |||
3.50%, 4/1/2047 | 95,209 | 83,326 | |||
3.50%, 6/1/2047 | 91,633 | 80,197 | |||
3.50% 10/1/2047 | 165,480 | 144,826 | |||
3.50%, 11/1/2047 | 58,311 | 51,033 | |||
3.50%, 12/1/2047 | 134,328 | 117,563 | |||
3.50%, 4/1/2049 | 134,864 | 117,664 | |||
3.50%, 7/1/2049 | 361,269 | 314,666 | |||
3.50%, 9/1/2049 | 1,796,966 | 1,576,711 | |||
3.50%, 10/1/2049 | 38,229 | 33,298 | |||
3.50%, 3/1/2050 | 919,543 | 800,923 | |||
3.50%, 9/1/2052 | 1,287,332 | 1,107,424 | |||
4.00%, 11/1/2033 | 131,195 | 124,827 | |||
4.00%, 4/1/2042 | 10,903 | 10,002 | |||
4.00%, 6/1/2042 | 32,317 | 29,625 | |||
4.00%, 7/1/2042 | 562,821 | 516,276 | |||
4.00%, 12/1/2044 | 12,524 | 11,427 | |||
4.00%, 4/1/2045 | 9,007 | 8,216 | |||
4.00%, 10/1/2045 | 21,429 | 19,546 | |||
4.00%, 12/1/2045 | 40,962 | 37,363 | |||
4.00%, 1/1/2046 | 148,914 | 135,827 | |||
4.00%, 2/1/2046 | 58,618 | 53,467 | |||
4.00%, 1/1/2047 | 182,346 | 165,607 | |||
4.00%, 2/1/2047 | 72,532 | 65,873 | |||
4.00%, 6/1/2047 | 129,643 | 117,569 | |||
4.00%, 9/1/2047 | 158,352 | 143,605 | |||
4.00%, 11/1/2047 | 118,410 | 107,382 | |||
4.00%, 1/1/2048 | 308,231 | 279,525 | |||
4.00%, 10/1/2048 | 588,011 | 532,420 | |||
4.00%, 4/1/2049 | 46,614 | 42,177 | |||
4.00%, 2/1/2051 | 2,322,475 | 2,098,091 | |||
4.00%, 1/1/2053 | 5,197,069 | 4,627,731 | |||
4.50%, 5/1/2042 | 293,960 | 278,734 | |||
4.50%, 5/1/2044 | 123,940 | 116,760 | |||
4.50%, 12/1/2045 | 177,133 | 166,870 | |||
4.50%, 9/1/2046 | 131,359 | 123,832 | |||
4.50%, 4/1/2047 | 66,748 | 62,502 |
Security Description | Principal Amount | Value | |||
4.50%, 10/1/2047 | $104,304 | $97,669 | |||
4.50%, 11/1/2047 | 83,962 | 78,621 | |||
4.50%, 12/1/2047 | 44,484 | 41,655 | |||
4.50%, 7/1/2048 | 236,716 | 221,470 | |||
4.50%, 9/1/2048 | 370,899 | 346,536 | |||
4.50%, 11/1/2048 | 131,524 | 123,048 | |||
4.50%, 6/1/2049 | 177,654 | 165,443 | |||
4.50%, 11/1/2049 | 342,327 | 318,798 | |||
4.50%, 10/1/2052 | 1,033,696 | 948,863 | |||
4.50%, 12/1/2052 | 2,245,692 | 2,071,528 | |||
4.50%, 5/1/2053 | 219,490 | 201,428 | |||
5.00%, 7/1/2041 | 59,242 | 57,870 | |||
5.00%, 11/1/2048 | 138,031 | 132,475 | |||
5.00%, 9/1/2052 | 2,990,454 | 2,825,231 | |||
5.00%, 10/1/2052 | 741,568 | 701,459 | |||
5.00% 12/1/2052 | 1,324,280 | 1,256,967 | |||
5.00%, 2/1/2053 | 5,547,878 | 5,233,355 | |||
5.00%, 7/1/2053 | 2,487,783 | 2,346,440 | |||
5.50%, 8/1/2038 | 179,625 | 179,837 | |||
5.50%, 12/1/2052 | 405,306 | 395,801 | |||
5.50%, 2/1/2053 | 2,104,484 | 2,033,681 | |||
6.00%, 7/1/2040 | 69,830 | 72,233 | |||
6.25%, 7/15/2032 | 460,000 | 508,530 | |||
6.50%, 6/1/2053 | 1,390,750 | 1,397,141 | |||
COR, 3.00%, 8/1/2052 | 1,493,031 | 1,236,365 | |||
COR, 4.00%, 8/1/2052 | 2,489,566 | 2,218,380 | |||
Series 0000, 0.64%, 11/24/2025 | 175,000 | 159,259 | |||
Series 0001, 0.60%, 11/12/2025 | 150,000 | 136,448 | |||
Series USD, 0.38%, 7/21/2025 | 110,000 | 101,159 | |||
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates: | |||||
Series K046, Class A2, 3.21%, 3/25/2025 | 557,000 | 538,142 | |||
Series K049, Class A2, 3.01%, 7/25/2025 | 200,000 | 191,676 | |||
Series K054, Class A2, 2.75%, 1/25/2026 | 500,000 | 472,423 | |||
Series K062, Class A2, 3.41%, 12/25/2026 | 400,000 | 378,433 | |||
Series K080, Class A2, 3.93%, 7/25/2028 (c) | 1,000,000 | 948,012 | |||
Series K085, Class A2, 4.06%, 10/25/2028 (c) | 250,000 | 237,672 | |||
Series K086, Class A2, 3.86%, 11/25/2028 (c) | 160,001 | 150,718 | |||
Series K087, Class A2, 3.77%, 12/25/2028 | 1,607,000 | 1,506,845 | |||
Series K090, Class A2, 3.42%, 2/25/2029 | 163,934 | 150,688 | |||
Series K092, Class A2, 3.30%, 4/25/2029 | 350,000 | 318,910 |
See accompanying notes to Schedule of
Investments.
62
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
Series K093, Class A2, 2.98%, 5/25/2029 | $100,000 | $89,618 | |||
Series K094, Class A2, 2.90%, 6/25/2029 | 352,767 | 313,743 | |||
Series K098, Class A2, 2.43%, 8/25/2029 | 100,000 | 86,243 | |||
Series K099, Class A2, 2.60%, 9/25/2029 | 100,000 | 86,903 | |||
Series K101, Class A2, 2.52%, 10/25/2029 | 200,000 | 172,600 | |||
Series K109, Class A2, 1.56%, 4/25/2030 | 100,000 | 80,109 | |||
Series K114, Class A2, 1.37%, 6/25/2030 | 85,000 | 66,601 | |||
Series K115, Class A2, 1.38%, 6/25/2030 | 400,000 | 313,978 | |||
Series K118, Class A2, 1.49%, 9/25/2030 | 750,000 | 588,704 | |||
Series K121, Class A2, 1.55%, 10/25/2030 | 320,000 | 250,939 | |||
Series K123, Class A2, 1.62%, 12/25/2030 | 233,333 | 183,473 | |||
Series K124, Class A2, 1.66%, 12/25/2030 | 500,000 | 393,298 | |||
Series K126, Class A2, 2.07%, 1/25/2031 | 500,000 | 405,238 | |||
Series K127, Class A2, 2.11%, 1/25/2031 | 450,000 | 364,952 | |||
Series K131, Class A2, 1.85%, 7/25/2031 | 500,000 | 393,542 | |||
Series K-1515, Class A2, 1.94%, 2/25/2035 | 293,000 | 208,971 | |||
Series K-1519, Class A2, 2.01%, 12/25/2035 | 250,000 | 174,070 | |||
Series K-1520, Class A2, 2.44%, 2/25/2036 | 520,000 | 380,761 | |||
Series K1522, Class A2, 2.36%, 10/25/2036 | 250,000 | 178,024 | |||
Series K157, Class A2, 3.99%, 5/25/2033 (c) | 500,000 | 463,414 | |||
Series K734, Class A2, 3.21%, 2/25/2026 | 750,000 | 715,746 | |||
Series K735, Class A2, 2.86%, 5/25/2026 | 196,683 | 185,256 | |||
Series K736, Class A2, 2.28%, 7/25/2026 | 300,000 | 277,798 | |||
Series K743, Class A2, 1.77%, 5/25/2028 | 300,000 | 258,207 | |||
Series K748, Class A2, 2.26%, 1/25/2029 (c) | 500,000 | 433,268 | |||
Series K137, Class A2, VRN, 2.35%, 11/25/2031 (c) | 440,000 | 355,580 | |||
Series K747, Class A2, VRN, 2.05%, 11/25/2028 (c) | 166,667 | 143,614 |
Security Description | Principal Amount | Value | |||
Federal National Mortgage Association: | |||||
0.38%, 8/25/2025 | $665,000 | $608,029 | |||
0.50%, 6/17/2025 | 1,250,000 | 1,156,563 | |||
0.50%, 11/7/2025 | 235,000 | 213,794 | |||
0.63%, 4/22/2025 | 215,000 | 200,073 | |||
0.65%, 12/10/2025 | 100,000 | 90,652 | |||
0.65%, 12/17/2025 | 125,000 | 113,210 | |||
0.70%, 7/30/2025 | 100,000 | 91,901 | |||
0.75%, 10/8/2027 | 700,000 | 597,821 | |||
0.88%, 12/18/2026 | 125,000 | 109,710 | |||
0.88%, 8/5/2030 | 1,900,000 | 1,468,510 | |||
1.50%, 7/1/2036 | 3,489,908 | 2,909,722 | |||
1.50%, 3/1/2037 | 4,665,745 | 3,883,939 | |||
1.50%, 4/1/2037 | 1,381,331 | 1,149,871 | |||
1.50%, 3/1/2051 | 2,657,355 | 1,914,587 | |||
1.50%, 11/1/2051 | 5,485,025 | 3,947,119 | |||
1.63%, 1/7/2025 | 215,000 | 205,273 | |||
2.00%, 11/1/2031 | 51,100 | 45,913 | |||
2.00%, 8/1/2035 | 716,967 | 615,214 | |||
2.00% 11/1/2035 | 1,794,246 | 1,539,603 | |||
2.00%, 12/1/2035 | 993,216 | 852,257 | |||
2.00%, 2/1/2036 | 2,116,169 | 1,815,838 | |||
2.00% 6/1/2036 | 3,292,493 | 2,825,474 | |||
2.00%, 12/1/2036 | 6,725,291 | 5,770,201 | |||
2.00%, 5/1/2037 | 4,535,289 | 3,886,167 | |||
2.00%, 1/1/2042 | 4,391,872 | 3,522,331 | |||
2.00%, 7/1/2050 | 734,672 | 562,730 | |||
2.00%, 8/1/2050 | 1,293,014 | 989,998 | |||
2.00%, 9/1/2050 | 2,073,766 | 1,607,931 | |||
2.00%, 10/1/2050 | 16,950,709 | 12,967,814 | |||
2.00%, 11/1/2050 | 3,692,750 | 2,823,922 | |||
2.00% 1/1/2051 | 4,749,695 | 3,628,501 | |||
2.00%, 2/1/2051 | 2,753,526 | 2,103,118 | |||
2.00% 3/1/2051 | 13,900,828 | 10,614,587 | |||
2.00%, 4/1/2051 | 4,522,063 | 3,452,220 | |||
2.00% 5/1/2051 | 8,789,190 | 6,713,210 | |||
2.00% 7/1/2051 | 11,687,185 | 8,923,051 | |||
2.00%, 9/1/2051 | 3,984,606 | 3,034,409 | |||
2.00%, 11/1/2051 | 14,324,104 | 10,910,386 | |||
2.00%, 1/1/2052 | 4,541,677 | 3,457,051 | |||
2.00% 2/1/2052 | 8,026,812 | 6,127,974 | |||
2.00%, 3/1/2052 | 2,911,300 | 2,213,370 | |||
2.00%, 4/1/2052 | 5,144,696 | 3,911,350 | |||
2.13%, 4/24/2026 | 200,000 | 186,524 | |||
2.50%, 3/1/2029 | 64,841 | 61,229 | |||
2.50%, 7/1/2030 | 347,504 | 325,750 | |||
2.50%, 2/1/2031 | 40,974 | 37,665 | |||
2.50%, 10/1/2031 | 76,605 | 70,034 | |||
2.50%, 12/1/2031 | 136,306 | 124,614 | |||
2.50%, 1/1/2032 | 50,866 | 46,503 | |||
2.50%, 4/1/2032 | 483,273 | 441,818 | |||
2.50%, 6/1/2032 | 1,254,715 | 1,147,087 | |||
2.50%, 10/1/2032 | 163,037 | 148,231 | |||
2.50%, 12/1/2032 | 325,424 | 295,870 |
See accompanying notes to Schedule of
Investments.
63
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
2.50%, 1/1/2033 | $184,164 | $167,440 | |||
2.50% 2/1/2035 | 2,044,201 | 1,868,850 | |||
2.50% 8/1/2035 | 1,200,851 | 1,062,622 | |||
2.50%, 9/1/2035 | 2,869,132 | 2,538,869 | |||
2.50%, 2/1/2036 | 802,641 | 710,280 | |||
2.50%, 6/1/2040 | 259,003 | 217,498 | |||
2.50%, 8/1/2040 | 151,081 | 126,804 | |||
2.50%, 11/1/2049 | 1,437,436 | 1,154,681 | |||
2.50%, 12/1/2049 | 641,628 | 515,415 | |||
2.50%, 7/1/2050 | 1,155,420 | 921,652 | |||
2.50%, 8/1/2050 | 2,808,151 | 2,239,475 | |||
2.50%, 10/1/2050 | 1,790,046 | 1,426,880 | |||
2.50%, 11/1/2050 | 2,191,884 | 1,746,786 | |||
2.50%, 12/1/2050 | 1,245,580 | 992,412 | |||
2.50% 4/1/2051 | 7,342,951 | 5,850,014 | |||
2.50%, 7/1/2051 | 7,015,029 | 5,586,163 | |||
2.50%, 8/1/2051 | 12,191,728 | 9,719,810 | |||
2.50%, 9/1/2051 | 4,201,321 | 3,348,349 | |||
2.50% 10/1/2051 | 10,369,246 | 8,257,046 | |||
2.50%, 1/1/2052 | 2,668,086 | 2,118,017 | |||
2.50%, 2/1/2052 | 1,173,703 | 933,108 | |||
2.50%, 3/1/2052 | 5,911,108 | 4,692,500 | |||
2.50%, 4/1/2052 | 5,546,895 | 4,403,371 | |||
3.00%, 10/1/2028 | 21,573 | 20,439 | |||
3.00%, 8/1/2029 | 12,609 | 11,848 | |||
3.00%, 5/1/2030 | 57,332 | 54,698 | |||
3.00%, 6/1/2030 | 12,305 | 11,526 | |||
3.00%, 8/1/2030 | 247,754 | 232,087 | |||
3.00%, 9/1/2030 | 13,244 | 12,406 | |||
3.00%, 11/1/2030 | 29,111 | 27,268 | |||
3.00% 12/1/2030 | 174,511 | 163,479 | |||
3.00%, 4/1/2031 | 90,940 | 84,522 | |||
3.00%, 12/1/2031 | 145,985 | 135,682 | |||
3.00% 2/1/2032 | 459,018 | 426,618 | |||
3.00%, 5/1/2032 | 165,805 | 151,302 | |||
3.00%, 8/1/2032 | 52,980 | 48,346 | |||
3.00%, 10/1/2032 | 93,074 | 84,933 | |||
3.00%, 2/1/2034 | 425,619 | 388,390 | |||
3.00%, 7/1/2034 | 114,424 | 104,250 | |||
3.00%, 6/1/2035 | 1,451,167 | 1,322,137 | |||
3.00%, 6/1/2036 | 23,640 | 21,050 | |||
3.00%, 8/1/2036 | 119,338 | 106,262 | |||
3.00%, 9/1/2036 | 215,382 | 191,783 | |||
3.00%, 10/1/2036 | 66,124 | 58,879 | |||
3.00%, 12/1/2036 | 123,722 | 110,166 | |||
3.00%, 4/1/2037 | 611,004 | 544,057 | |||
3.00%, 11/1/2037 | 254,314 | 217,596 | |||
3.00%, 2/1/2038 | 1,828,027 | 1,652,500 | |||
3.00%, 6/1/2042 | 484,327 | 414,400 | |||
3.00%, 6/1/2043 | 147,503 | 126,251 | |||
3.00%, 7/1/2043 | 31,251 | 26,717 | |||
3.00%, 2/1/2044 | 260,978 | 223,109 | |||
3.00%, 1/1/2045 | 465,024 | 397,547 | |||
3.00%, 5/1/2045 | 425,237 | 363,534 | |||
3.00%, 9/1/2045 | 24,520 | 20,739 |
Security Description | Principal Amount | Value | |||
3.00% 11/1/2045 | $160,833 | $136,034 | |||
3.00%, 12/1/2045 | 32,908 | 27,833 | |||
3.00%, 5/1/2046 | 224,583 | 189,731 | |||
3.00%, 7/1/2046 | 250,008 | 211,210 | |||
3.00%, 10/1/2046 | 164,479 | 138,954 | |||
3.00%, 11/1/2046 | 346,279 | 292,542 | |||
3.00% 12/1/2046 | 311,184 | 262,893 | |||
3.00% 1/1/2047 | 868,119 | 733,400 | |||
3.00%, 2/1/2047 | 277,126 | 234,121 | |||
3.00%, 5/1/2047 | 321,726 | 271,754 | |||
3.00%, 11/1/2047 | 166,230 | 140,410 | |||
3.00%, 9/1/2049 | 1,536,217 | 1,286,056 | |||
3.00%, 11/1/2049 | 518,141 | 433,766 | |||
3.00% 12/1/2049 | 4,189,147 | 3,515,054 | |||
3.00%, 1/1/2050 | 994,915 | 832,901 | |||
3.00%, 2/1/2050 | 3,666,723 | 3,097,706 | |||
3.00%, 3/1/2050 | 958,402 | 801,332 | |||
3.00%, 5/1/2050 | 1,083,035 | 905,288 | |||
3.00%, 7/1/2050 | 943,882 | 788,753 | |||
3.00%, 8/1/2050 | 391,691 | 327,271 | |||
3.00%, 9/1/2050 | 3,482,020 | 2,909,417 | |||
3.00%, 10/1/2050 | 179,455 | 149,899 | |||
3.00%, 1/1/2051 | 3,534,314 | 2,967,846 | |||
3.00%, 1/1/2052 | 2,617,505 | 2,171,458 | |||
3.00% 2/1/2052 | 3,214,545 | 2,667,778 | |||
3.00%, 5/1/2052 | 3,264,880 | 2,704,376 | |||
3.00%, 6/1/2052 | 4,985,635 | 4,160,268 | |||
3.50%, 11/1/2025 | 5,286 | 5,153 | |||
3.50%, 1/1/2027 | 5,843 | 5,680 | |||
3.50%, 5/1/2029 | 13,489 | 12,823 | |||
3.50%, 10/1/2029 | 12,928 | 12,289 | |||
3.50%, 2/1/2031 | 66,671 | 64,716 | |||
3.50%, 3/1/2032 | 76,540 | 71,772 | |||
3.50%, 4/1/2032 | 116,955 | 109,669 | |||
3.50%, 2/1/2033 | 236,476 | 221,744 | |||
3.50%, 4/1/2033 | 71,163 | 66,369 | |||
3.50%, 11/1/2034 | 447,571 | 416,954 | |||
3.50%, 12/1/2035 | 15,293 | 14,037 | |||
3.50%, 1/1/2037 | 116,414 | 106,107 | |||
3.50%, 2/1/2037 | 163,506 | 149,030 | |||
3.50%, 7/1/2037 | 66,542 | 59,917 | |||
3.50%, 4/1/2038 | 148,348 | 133,111 | |||
3.50%, 2/1/2041 | 52,562 | 46,565 | |||
3.50%, 10/1/2044 | 11,035 | 9,719 | |||
3.50% 1/1/2045 | 30,433 | 26,802 | |||
3.50% 2/1/2045 | 1,370,370 | 1,213,591 | |||
3.50%, 5/1/2045 | 12,241 | 10,759 | |||
3.50% 8/1/2045 | 40,806 | 35,871 | |||
3.50%, 11/1/2045 | 14,209 | 12,489 | |||
3.50% 12/1/2045 | 219,379 | 192,820 | |||
3.50%, 1/1/2046 | 147,496 | 129,640 | |||
3.50% 2/1/2046 | 188,122 | 165,347 | |||
3.50% 4/1/2046 | 104,929 | 91,814 | |||
3.50% 5/1/2046 | 151,575 | 132,629 | |||
3.50%, 6/1/2046 | 39,212 | 34,311 |
See accompanying notes to Schedule of
Investments.
64
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
3.50%, 7/1/2046 | $114,519 | $100,205 | |||
3.50%, 8/1/2046 | 1,228,952 | 1,087,197 | |||
3.50%, 1/1/2047 | 183,551 | 160,609 | |||
3.50% 2/1/2047 | 833,236 | 728,396 | |||
3.50%, 3/1/2047 | 176,282 | 154,248 | |||
3.50%, 4/1/2047 | 350,577 | 306,374 | |||
3.50% 5/1/2047 | 1,340,912 | 1,174,264 | |||
3.50%, 6/1/2047 | 137,609 | 120,258 | |||
3.50% 7/1/2047 | 1,834,448 | 1,624,576 | |||
3.50%, 9/1/2047 | 128,170 | 112,009 | |||
3.50%, 10/1/2047 | 148,241 | 129,550 | |||
3.50%, 11/1/2047 | 33,678 | 29,431 | |||
3.50% 12/1/2047 | 3,080,718 | 2,711,524 | |||
3.50%, 1/1/2048 | 70,995 | 62,043 | |||
3.50%, 2/1/2048 | 114,466 | 100,363 | |||
3.50%, 6/1/2048 | 193,697 | 169,242 | |||
3.50%, 10/1/2048 | 618,470 | 540,489 | |||
3.50% 11/1/2048 | 1,164,205 | 1,018,084 | |||
3.50%, 3/1/2049 | 1,341,418 | 1,172,281 | |||
3.50%, 5/1/2049 | 1,162,300 | 1,012,365 | |||
3.50%, 6/1/2049 | 3,176,916 | 2,776,345 | |||
3.50%, 7/1/2049 | 178,269 | 155,272 | |||
3.50%, 8/1/2049 | 503,887 | 438,886 | |||
3.50%, 2/1/2050 | 2,732,607 | 2,391,150 | |||
3.50%, 6/1/2050 | 291,992 | 253,238 | |||
3.50%, 12/1/2051 | 328,663 | 283,081 | |||
3.50%, 5/1/2052 | 995,208 | 868,140 | |||
3.50%, 6/1/2052 | 5,685,564 | 4,892,756 | |||
3.50%, 7/1/2052 | 2,365,091 | 2,037,406 | |||
3.50%, 2/1/2053 | 2,356,473 | 2,039,824 | |||
4.00%, 3/1/2031 | 211,981 | 206,806 | |||
4.00%, 10/1/2033 | 52,578 | 50,029 | |||
4.00%, 10/1/2037 | 428,089 | 399,339 | |||
4.00%, 1/1/2038 | 1,365,257 | 1,287,999 | |||
4.00%, 1/1/2039 | 45,889 | 42,672 | |||
4.00%, 2/1/2039 | 39,749 | 36,963 | |||
4.00%, 12/1/2040 | 21,085 | 19,336 | |||
4.00%, 2/1/2043 | 116,843 | 107,153 | |||
4.00% 10/1/2043 | 252,177 | 230,951 | |||
4.00%, 11/1/2043 | 82,925 | 75,735 | |||
4.00%, 12/1/2043 | 88,081 | 80,443 | |||
4.00% 10/1/2044 | 14,288 | 13,019 | |||
4.00%, 1/1/2045 | 255,884 | 234,264 | |||
4.00%, 3/1/2045 | 13,733 | 12,507 | |||
4.00%, 5/1/2045 | 700,323 | 638,281 | |||
4.00%, 7/1/2045 | 13,495 | 12,290 | |||
4.00% 9/1/2045 | 53,998 | 49,223 | |||
4.00% 12/1/2045 | 22,366 | 20,369 | |||
4.00%, 2/1/2046 | 1,350,493 | 1,238,915 | |||
4.00%, 4/1/2046 | 46,146 | 41,848 | |||
4.00%, 7/1/2046 | 75,582 | 68,537 | |||
4.00%, 10/1/2046 | 1,375,609 | 1,260,044 | |||
4.00% 11/1/2046 | 705,808 | 643,148 | |||
4.00%, 12/1/2046 | 177,198 | 160,692 | |||
4.00% 4/1/2047 | 272,205 | 246,528 |
Security Description | Principal Amount | Value | |||
4.00%, 7/1/2047 | $1,425,084 | $1,290,515 | |||
4.00%, 8/1/2047 | 125,106 | 113,292 | |||
4.00%, 9/1/2047 | 126,421 | 114,483 | |||
4.00%, 12/1/2047 | 173,468 | 157,088 | |||
4.00%, 2/1/2048 | 385,304 | 348,920 | |||
4.00%, 6/1/2048 | 298,402 | 269,807 | |||
4.00%, 7/1/2048 | 119,699 | 108,229 | |||
4.00%, 9/1/2048 | 675,016 | 610,332 | |||
4.00%, 11/1/2048 | 1,279,950 | 1,157,122 | |||
4.00%, 6/1/2049 | 576,547 | 522,105 | |||
4.00%, 7/1/2049 | 424,275 | 383,284 | |||
4.00%, 8/1/2049 | 715,901 | 647,300 | |||
4.00%, 9/1/2049 | 156,182 | 141,092 | |||
4.00%, 2/1/2050 | 473,109 | 427,400 | |||
4.00%, 7/1/2050 | 1,320,113 | 1,193,612 | |||
4.00%, 3/1/2051 | 2,143,284 | 1,936,213 | |||
4.00%, 7/1/2052 | 1,135,484 | 1,015,808 | |||
4.00%, 8/1/2052 | 1,409,881 | 1,261,601 | |||
4.00%, 10/1/2052 | 2,907,027 | 2,589,465 | |||
4.00%, 5/1/2053 | 2,158,937 | 1,921,763 | |||
4.50%, 5/1/2038 | 1,028,872 | 986,060 | |||
4.50%, 9/1/2039 | 149,115 | 141,187 | |||
4.50%, 12/1/2040 | 19,009 | 17,948 | |||
4.50%, 1/1/2042 | 27,474 | 25,930 | |||
4.50% 9/1/2043 | 47,419 | 44,730 | |||
4.50%, 11/1/2043 | 18,406 | 17,307 | |||
4.50%, 5/1/2044 | 75,211 | 70,763 | |||
4.50%, 6/1/2044 | 18,684 | 17,579 | |||
4.50%, 2/1/2046 | 90,358 | 85,322 | |||
4.50%, 3/1/2046 | 287,046 | 269,896 | |||
4.50%, 5/1/2046 | 230,522 | 218,390 | |||
4.50%, 7/1/2046 | 73,164 | 68,559 | |||
4.50%, 11/1/2047 | 242,891 | 227,110 | |||
4.50%, 4/1/2048 | 102,943 | 96,181 | |||
4.50%, 7/1/2048 | 502,226 | 469,237 | |||
4.50% 8/1/2048 | 315,825 | 295,085 | |||
4.50%, 12/1/2048 | 122,080 | 114,061 | |||
4.50%, 1/1/2049 | 40,777 | 38,098 | |||
4.50%, 4/1/2049 | 60,504 | 56,345 | |||
4.50%, 3/1/2050 | 419,278 | 390,460 | |||
4.50%, 8/1/2052 | 11,597,790 | 10,645,984 | |||
4.50%, 3/1/2053 | 1,968,771 | 1,808,524 | |||
5.00%, 1/1/2039 | 235,465 | 230,256 | |||
5.00%, 6/1/2040 | 89,287 | 86,892 | |||
5.00%, 7/1/2041 | 15,056 | 14,652 | |||
5.00%, 5/1/2042 | 20,031 | 19,493 | |||
5.00%, 11/1/2044 | 236,663 | 230,255 | |||
5.00%, 1/1/2045 | 12,797 | 12,427 | |||
5.00%, 6/1/2048 | 157,016 | 150,696 | |||
5.00%, 9/1/2048 | 166,469 | 159,769 | |||
5.00%, 3/1/2050 | 238,822 | 229,210 | |||
5.00%, 10/1/2052 | 628,127 | 594,632 | |||
5.00%, 6/1/2053 | 4,424,679 | 4,173,291 | |||
5.50%, 2/1/2037 | 11,951 | 11,949 | |||
5.50%, 4/1/2038 | 55,742 | 55,774 |
See accompanying notes to Schedule of
Investments.
65
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
5.50%, 9/1/2040 | $17,538 | $17,575 | |||
5.50%, 9/1/2041 | 27,624 | 27,640 | |||
5.50% 5/1/2044 | 325,311 | 324,358 | |||
5.50%, 12/1/2052 | 556,309 | 540,330 | |||
5.50%, 2/1/2053 | 615,679 | 598,449 | |||
5.50%, 5/1/2053 | 3,371,684 | 3,257,728 | |||
5.50%, 9/1/2053 | 3,983,838 | 3,849,192 | |||
5.50%, 10/1/2053 | 3,675,000 | 3,550,792 | |||
5.63%, 7/15/2037 | 80,000 | 85,406 | |||
6.00%, 2/1/2053 | 3,767,254 | 3,717,892 | |||
6.00%, 5/1/2053 | 1,431,082 | 1,412,312 | |||
6.00%, 8/1/2053 | 1,735,494 | 1,712,732 | |||
6.50%, 7/1/2053 | 1,182,372 | 1,187,805 | |||
6.63%, 11/15/2030 | 365,000 | 403,927 | |||
7.25%, 5/15/2030 | 75,000 | 85,278 | |||
COR, 2.00%, 6/1/2041 | 7,284,610 | 5,854,178 | |||
COR, 2.50%, 3/1/2037 | 978,907 | 862,444 | |||
COR, 2.50%, 12/1/2051 | 3,801,404 | 3,057,259 | |||
COR, 3.00%, 6/1/2037 | 1,401,200 | 1,266,657 | |||
COR, 3.00%, 5/1/2042 | 1,928,185 | 1,644,229 | |||
COR, 3.50%, 5/1/2052 | 2,196,399 | 1,891,014 | |||
COR, 4.50%, 7/1/2052 | 1,235,896 | 1,135,542 | |||
2.00%, 10/1/2051 | 8,610,706 | 6,560,740 | |||
Series 0000, 0.56%, 11/17/2025 | 350,000 | 317,055 | |||
Federal National Mortgage Association-Aces: | |||||
Series 2015-M8, Class A2, 2.90%, 1/25/2025 (c) | 210,254 | 203,547 | |||
Series 2017-M12, Class A2, 3.16%, 6/25/2027 (c) | 262,587 | 244,504 | |||
Series 2017-M13, Class A2, 3.03%, 9/25/2027 (c) | 250,310 | 231,071 | |||
Series 2018-M2, Class A2, 3.00%, 1/25/2028 (c) | 228,833 | 210,220 | |||
Series 2019-M1, Class A2, 3.67%, 9/25/2028 (c) | 873,022 | 816,435 | |||
Series 2020-M14, Class A2, 1.78%, 5/25/2030 | 487,903 | 399,608 | |||
Series 2020-M42, Class A2, 1.27%, 7/25/2030 | 200,000 | 155,206 | |||
Series 2020-M8, Class A2, 1.82%, 2/25/2030 | 142,813 | 118,467 | |||
Series 2021-M11, Class A2, 1.51%, 3/25/2031 (c) | 725,000 | 556,314 | |||
Series 2021-M19, Class A2, 1.80%, 10/25/2031 (c) | 300,000 | 232,126 | |||
Series 2020-M29, Class A2, VRN, 1.49%, 5/25/2030 (c) | 272,000 | 215,695 |
Security Description | Principal Amount | Value | |||
Series 2020-M52, Class A2, VRN, 1.36%, 10/25/2030 (c) | $350,000 | $271,375 | |||
Series 2020-M53, Class A2, VRN, 1.74%, 11/25/2032 (c) | 550,000 | 412,892 | |||
Series 2021-M1, Class A2, VRN, 1.44%, 11/25/2030 (c) | 61,250 | 47,272 | |||
Series 2021-M4, Class A2, VRN, 1.51%, 2/25/2031 (c) | 280,000 | 216,038 | |||
Government National Mortgage Association: | |||||
2.00%, 9/20/2050 | 651,617 | 517,776 | |||
2.00%, 12/20/2050 | 979,662 | 777,714 | |||
2.00%, 1/20/2051 | 1,784,243 | 1,413,472 | |||
2.00%, 4/20/2051 | 3,786,559 | 2,998,766 | |||
2.00%, 5/20/2051 | 2,013,095 | 1,595,509 | |||
2.00%, 6/20/2051 | 3,483,353 | 2,757,078 | |||
2.00%, 9/20/2051 | 6,575,227 | 5,194,275 | |||
2.00%, 12/20/2051 | 2,593,314 | 2,050,885 | |||
2.00%, 1/20/2052 | 2,869,880 | 2,266,482 | |||
2.00%, 3/20/2052 | 5,126,684 | 4,047,626 | |||
2.00%, 4/20/2052 | 2,823,901 | 2,229,530 | |||
2.00%, 5/20/2052 | 2,056,354 | 1,623,535 | |||
2.50%, 12/20/2046 | 3,276,667 | 2,716,630 | |||
2.50%, 8/20/2050 | 1,636,856 | 1,346,610 | |||
2.50%, 9/20/2050 | 1,060,363 | 872,046 | |||
2.50%, 10/20/2050 | 1,901,382 | 1,561,200 | |||
2.50%, 12/20/2050 | 1,479,525 | 1,215,533 | |||
2.50%, 1/20/2051 | 3,604,497 | 2,960,345 | |||
2.50%, 4/20/2051 | 3,577,517 | 2,934,656 | |||
2.50%, 7/20/2051 | 2,396,293 | 1,961,252 | |||
2.50%, 8/20/2051 | 2,237,420 | 1,829,172 | |||
2.50%, 9/20/2051 | 4,297,505 | 3,513,502 | |||
2.50%, 10/20/2051 | 1,586,151 | 1,298,483 | |||
2.50%, 1/20/2052 | 3,086,013 | 2,521,727 | |||
2.50%, 3/20/2052 | 940,468 | 768,290 | |||
2.50%, 4/20/2052 | 1,000,888 | 818,390 | |||
2.50%, 5/20/2052 | 5,032,445 | 4,114,848 | |||
3.00%, 1/20/2043 | 219,019 | 190,012 | |||
3.00%, 5/20/2043 | 108,078 | 93,733 | |||
3.00%, 12/20/2044 | 16,355 | 14,156 | |||
3.00%, 3/20/2045 | 8,312 | 7,173 | |||
3.00%, 4/20/2045 | 25,547 | 22,046 | |||
3.00%, 6/20/2045 | 390,375 | 336,879 | |||
3.00%, 7/20/2045 | 25,834 | 22,294 | |||
3.00%, 8/20/2045 | 25,688 | 22,168 | |||
3.00%, 2/20/2046 | 746,195 | 647,151 | |||
3.00%, 3/20/2046 | 230,336 | 198,476 | |||
3.00%, 4/20/2046 | 1,278,955 | 1,102,052 | |||
3.00%, 5/20/2046 | 37,747 | 32,626 | |||
3.00%, 7/20/2046 | 24,181 | 20,837 | |||
3.00%, 8/20/2046 | 78,290 | 67,555 | |||
3.00%, 9/20/2046 | 55,798 | 48,080 |
See accompanying notes to Schedule of
Investments.
66
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
3.00%, 10/20/2046 | $1,527,279 | $1,316,028 | |||
3.00%, 11/20/2046 | 103,444 | 89,136 | |||
3.00%, 12/20/2046 | 414,013 | 356,748 | |||
3.00%, 2/20/2047 | 215,136 | 185,379 | |||
3.00%, 4/20/2047 | 306,616 | 263,886 | |||
3.00%, 6/20/2047 | 92,846 | 79,907 | |||
3.00%, 7/20/2047 | 174,338 | 150,043 | |||
3.00%, 8/20/2047 | 86,919 | 74,806 | |||
3.00%, 10/20/2047 | 126,814 | 109,141 | |||
3.00%, 1/20/2048 | 473,899 | 407,857 | |||
3.00%, 2/20/2048 | 284,181 | 244,578 | |||
3.00%, 3/20/2048 | 488,155 | 420,126 | |||
3.00%, 11/20/2049 | 767,631 | 657,190 | |||
3.00%, 12/20/2049 | 465,852 | 398,828 | |||
3.00%, 2/20/2050 | 1,590,747 | 1,360,999 | |||
3.00%, 6/20/2050 | 1,308,824 | 1,118,193 | |||
3.00%, 7/20/2050 | 1,612,382 | 1,377,041 | |||
3.00%, 12/20/2050 | 1,946,654 | 1,660,723 | |||
3.00%, 8/20/2051 | 3,946,735 | 3,353,252 | |||
3.00%, 12/20/2051 | 1,709,470 | 1,450,302 | |||
3.00%, 3/20/2052 | 2,406,167 | 2,038,778 | |||
3.00%, 5/20/2052 | 1,699,940 | 1,440,382 | |||
3.00%, 6/20/2052 | 1,289,236 | 1,092,387 | |||
3.50%, 10/20/2042 | 169,383 | 151,868 | |||
3.50%, 1/20/2043 | 741,412 | 664,747 | |||
3.50%, 5/20/2043 | 26,285 | 23,568 | |||
3.50%, 9/20/2043 | 17,055 | 15,292 | |||
3.50%, 11/20/2043 | 138,142 | 123,862 | |||
3.50%, 6/20/2044 | 646,658 | 577,870 | |||
3.50%, 10/20/2044 | 14,520 | 12,976 | |||
3.50%, 12/20/2044 | 9,513 | 8,501 | |||
3.50%, 3/20/2045 | 8,314 | 7,424 | |||
3.50%, 4/20/2045 | 28,870 | 25,604 | |||
3.50%, 6/20/2045 | 370,534 | 330,888 | |||
3.50%, 10/20/2045 | 727,153 | 649,350 | |||
3.50% 1/20/2046 | 2,523,648 | 2,253,626 | |||
3.50%, 3/20/2046 | 58,068 | 51,855 | |||
3.50%, 4/20/2046 | 30,948 | 27,552 | |||
3.50%, 5/20/2046 | 31,373 | 27,931 | |||
3.50%, 6/20/2046 | 476,777 | 424,469 | |||
3.50%, 7/20/2046 | 75,363 | 67,095 | |||
3.50%, 10/20/2046 | 152,144 | 135,452 | |||
3.50%, 11/20/2046 | 529,518 | 471,424 | |||
3.50%, 12/20/2046 | 345,801 | 307,862 | |||
3.50%, 5/20/2047 | 229,528 | 203,466 | |||
3.50%, 6/20/2047 | 155,173 | 137,554 | |||
3.50%, 7/20/2047 | 120,201 | 106,553 | |||
3.50%, 8/20/2047 | 192,837 | 170,941 | |||
3.50%, 9/20/2047 | 77,363 | 68,579 | |||
3.50%, 10/20/2047 | 75,622 | 67,172 | |||
3.50%, 11/20/2047 | 960,278 | 851,245 | |||
3.50%, 12/20/2047 | 357,350 | 316,776 | |||
3.50%, 6/20/2048 | 114,578 | 101,568 | |||
3.50%, 8/20/2048 | 82,421 | 73,054 | |||
3.50%, 8/20/2049 | 284,696 | 252,461 |
Security Description | Principal Amount | Value | |||
3.50%, 9/20/2049 | $837,208 | $742,189 | |||
3.50%, 12/20/2049 | 173,049 | 153,362 | |||
3.50%, 2/20/2050 | 288,113 | 255,336 | |||
3.50%, 7/20/2050 | 413,697 | 366,466 | |||
3.50%, 10/20/2050 | 1,609,495 | 1,426,608 | |||
3.50%, 6/20/2052 | 2,414,404 | 2,113,668 | |||
3.50%, 7/20/2052 | 708,950 | 620,644 | |||
3.50%, 10/20/2052 | 1,443,388 | 1,263,601 | |||
3.50%, 12/20/2052 | 2,590,326 | 2,267,678 | |||
4.00%, 4/15/2040 | 18,245 | 16,834 | |||
4.00%, 2/20/2042 | 8,033 | 7,430 | |||
4.00%, 7/20/2042 | 5,801 | 5,363 | |||
4.00%, 7/15/2044 | 17,420 | 15,932 | |||
4.00%, 8/20/2044 | 10,378 | 9,540 | |||
4.00%, 10/20/2044 | 92,289 | 84,835 | |||
4.00%, 5/15/2045 | 9,359 | 8,553 | |||
4.00%, 6/15/2045 | 23,054 | 21,008 | |||
4.00%, 8/20/2045 | 8,978 | 8,248 | |||
4.00%, 11/20/2045 | 113,583 | 104,337 | |||
4.00%, 2/20/2046 | 87,473 | 80,352 | |||
4.00%, 5/20/2046 | 89,450 | 82,168 | |||
4.00%, 6/20/2046 | 61,278 | 56,054 | |||
4.00%, 1/20/2047 | 178,807 | 163,563 | |||
4.00%, 3/20/2047 | 73,622 | 67,346 | |||
4.00%, 4/20/2047 | 137,580 | 125,731 | |||
4.00%, 5/20/2047 | 94,810 | 86,644 | |||
4.00%, 7/20/2047 | 94,551 | 86,407 | |||
4.00%, 8/20/2047 | 41,569 | 37,989 | |||
4.00%, 1/20/2048 | 65,782 | 60,116 | |||
4.00%, 5/20/2048 | 1,151,677 | 1,051,041 | |||
4.00%, 6/20/2048 | 1,705,240 | 1,556,231 | |||
4.00%, 8/20/2048 | 350,507 | 319,878 | |||
4.00%, 10/20/2048 | 148,085 | 135,145 | |||
4.00%, 11/20/2048 | 118,570 | 108,209 | |||
4.00%, 4/20/2049 | 101,694 | 92,746 | |||
4.00%, 6/20/2049 | 224,023 | 204,310 | |||
4.00%, 7/20/2049 | 123,667 | 112,785 | |||
4.00%, 1/20/2050 | 188,551 | 171,959 | |||
4.00%, 3/20/2050 | 350,590 | 319,741 | |||
4.00%, 9/20/2052 | 3,359,636 | 3,024,871 | |||
4.00%, 10/20/2052 | 2,094,099 | 1,885,436 | |||
4.00%, 11/20/2052 | 964,482 | 868,378 | |||
4.00%, 4/20/2053 | 997,972 | 898,531 | |||
4.50%, 1/20/2044 | 50,929 | 48,110 | |||
4.50%, 11/20/2044 | 14,112 | 13,327 | |||
4.50%, 12/20/2044 | 11,995 | 11,328 | |||
4.50%, 4/20/2046 | 59,863 | 56,535 | |||
4.50%, 6/20/2046 | 42,721 | 40,356 | |||
4.50%, 7/20/2046 | 51,641 | 48,770 | |||
4.50%, 4/20/2047 | 152,451 | 143,429 | |||
4.50%, 8/20/2047 | 44,340 | 41,716 | |||
4.50%, 11/20/2047 | 398,321 | 373,563 | |||
4.50%, 12/20/2047 | 24,426 | 22,908 | |||
4.50%, 11/20/2048 | 135,326 | 126,777 | |||
4.50%, 7/20/2049 | 144,154 | 135,047 |
See accompanying notes to Schedule of
Investments.
67
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
4.50%, 10/20/2052 | $504,556 | $466,353 | |||
4.50%, 12/20/2052 | 2,921,076 | 2,699,905 | |||
4.50%, 1/20/2053 | 2,344,332 | 2,166,830 | |||
4.50%, 3/20/2053 | 3,402,608 | 3,144,977 | |||
5.00%, 6/15/2040 | 11,508 | 11,277 | |||
5.00%, 10/15/2041 | 46,638 | 45,759 | |||
5.00%, 3/20/2044 | 22,326 | 21,850 | |||
5.00%, 12/20/2045 | 85,462 | 83,640 | |||
5.00%, 1/20/2048 | 102,699 | 99,004 | |||
5.00%, 5/20/2048 | 73,749 | 71,082 | |||
5.00%, 9/20/2048 | 124,995 | 120,443 | |||
5.00%, 3/20/2050 | 149,585 | 144,215 | |||
5.00%, 11/20/2052 | 1,536,736 | 1,456,547 | |||
5.00%, 5/20/2053 | 2,486,094 | 2,354,758 | |||
5.00%, 7/20/2053 | 3,672,734 | 3,478,711 | |||
5.50%, 10/20/2043 | 18,837 | 18,894 | |||
5.50%, 5/20/2045 | 240,246 | 241,204 | |||
5.50%, 5/20/2053 | 3,350,593 | 3,250,324 | |||
5.50%, 8/20/2053 | 997,917 | 968,053 | |||
6.00%, 12/20/2052 | 1,071,767 | 1,062,533 | |||
COR, 4.50%, 6/20/2053 | 1,000,252 | 923,286 | |||
COR, 5.50%, 7/20/2053 | 1,194,651 | 1,158,900 | |||
COR, 6.00%, 8/20/2053 | 1,000,780 | 992,055 | |||
Government National Mortgage Association, TBA: | |||||
TBA, 2.00%, 10/20/2053 | 2,250,000 | 1,776,776 | |||
TBA, 2.50%, 10/20/2053 | 800,000 | 653,440 | |||
TBA, 3.00%, 10/20/2053 | 1,000,000 | 847,243 | |||
TBA, 3.50%, 10/20/2053 | 1,000,000 | 875,512 | |||
TBA, 4.00%, 10/20/2053 | 570,000 | 513,264 | |||
TBA, 5.00%, 10/20/2053 | 2,275,000 | 2,155,233 | |||
TBA, 5.50%, 10/20/2053 | 2,250,000 | 2,182,711 | |||
TBA, 6.00%, 10/20/2053 | 2,475,000 | 2,452,017 | |||
TBA, 6.50%, 10/20/2053 | 2,000,000 | 2,011,460 | |||
Tennessee Valley Authority: | |||||
0.75%, 5/15/2025 | 85,000 | 78,982 | |||
1.50%, 9/15/2031 | 75,000 | 57,535 | |||
3.50%, 12/15/2042 | 525,000 | 399,803 | |||
3.88%, 3/15/2028 | 412,000 | 397,378 | |||
4.25%, 9/15/2065 | 350,000 | 278,754 | |||
5.25%, 9/15/2039 | 150,000 | 146,823 | |||
Series A, 2.88%, 2/1/2027 | 150,000 | 140,766 | |||
Uniform Mortgage-Backed Security, TBA: | |||||
TBA, 3.50%, 10/1/2037 | 1,185,000 | 1,094,867 | |||
TBA, 3.50%, 10/1/2053 | 1,025,000 | 880,882 | |||
TBA, 4.00%, 10/1/2053 | 775,000 | 689,918 | |||
TBA, 4.50%, 10/1/2038 | 1,000,000 | 958,342 | |||
TBA, 4.50%, 10/1/2052 | 2,225,000 | 2,042,018 | |||
TBA, 5.00%, 10/1/2038 | 600,000 | 584,301 | |||
TBA, 5.00%, 10/1/2053 | 3,575,000 | 3,371,457 | |||
TBA, 5.50%, 10/1/2053 | 4,550,000 | 4,395,887 | |||
TBA, 6.00%, 10/1/2053 | 4,250,000 | 4,193,900 |
Security Description | Principal Amount | Value | |||
TBA, 6.50%, 10/1/2053 | $2,850,000 | $2,862,910 | |||
TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS (Cost $821,170,723) | 704,187,537 | ||||
U.S. TREASURY OBLIGATIONS — 41.1% | |||||
U.S. Treasury Bonds: | |||||
1.13%, 5/15/2040 | 2,850,000 | 1,635,633 | |||
1.13%, 8/15/2040 | 1,000,000 | 568,281 | |||
1.25%, 5/15/2050 | 3,750,000 | 1,770,117 | |||
1.38%, 11/15/2040 | 3,750,000 | 2,218,359 | |||
1.38%, 8/15/2050 | 3,350,000 | 1,635,742 | |||
1.63%, 11/15/2050 | 4,000,000 | 2,095,625 | |||
1.75%, 8/15/2041 | 5,000,000 | 3,114,062 | |||
1.88%, 2/15/2041 | 4,350,000 | 2,806,430 | |||
1.88%, 2/15/2051 | 4,500,000 | 2,523,516 | |||
1.88%, 11/15/2051 | 5,250,000 | 2,928,516 | |||
2.00%, 11/15/2041 | 4,250,000 | 2,758,516 | |||
2.00%, 2/15/2050 | 2,050,000 | 1,196,688 | |||
2.00%, 8/15/2051 | 4,750,000 | 2,742,383 | |||
2.25%, 5/15/2041 | 5,000,000 | 3,430,469 | |||
2.25%, 8/15/2046 | 3,425,000 | 2,171,129 | |||
2.25%, 8/15/2049 | 2,000,000 | 1,245,000 | |||
2.25%, 2/15/2052 | 8,650,000 | 5,311,641 | |||
2.38%, 2/15/2042 | 8,250,000 | 5,702,812 | |||
2.38%, 11/15/2049 | 2,500,000 | 1,600,391 | |||
2.38%, 5/15/2051 | 5,900,000 | 3,743,734 | |||
2.50%, 2/15/2045 | 3,340,000 | 2,268,069 | |||
2.50%, 2/15/2046 | 3,400,000 | 2,281,188 | |||
2.50%, 5/15/2046 | 1,850,000 | 1,238,922 | |||
2.75%, 8/15/2042 | 900,000 | 659,109 | |||
2.75%, 11/15/2042 | 1,500,000 | 1,094,531 | |||
2.75%, 8/15/2047 | 1,700,000 | 1,186,813 | |||
2.75%, 11/15/2047 | 3,400,000 | 2,370,438 | |||
2.88%, 5/15/2043 | 1,850,000 | 1,370,445 | |||
2.88%, 8/15/2045 | 5,480,000 | 3,968,719 | |||
2.88%, 11/15/2046 | 2,500,000 | 1,795,313 | |||
2.88%, 5/15/2049 | 2,450,000 | 1,748,305 | |||
2.88%, 5/15/2052 | 4,750,000 | 3,369,531 | |||
3.00%, 5/15/2042 | 325,000 | 248,676 | |||
3.00%, 11/15/2044 | 3,075,000 | 2,294,719 | |||
3.00%, 5/15/2045 | 1,875,000 | 1,392,188 | |||
3.00%, 11/15/2045 | 1,900,000 | 1,405,109 | |||
3.00%, 2/15/2047 | 2,200,000 | 1,615,281 | |||
3.00%, 5/15/2047 | 3,300,000 | 2,420,859 | |||
3.00%, 2/15/2048 | 3,200,000 | 2,342,000 | |||
3.00%, 8/15/2048 | 2,950,000 | 2,156,727 | |||
3.00%, 2/15/2049 | 2,650,000 | 1,937,813 | |||
3.00%, 8/15/2052 | 5,000,000 | 3,645,312 | |||
3.13%, 11/15/2041 | 350,000 | 275,133 | |||
3.13%, 2/15/2042 | 725,000 | 568,105 | |||
3.13%, 2/15/2043 | 1,075,000 | 832,117 | |||
3.13%, 8/15/2044 | 2,500,000 | 1,910,547 | |||
3.13%, 5/15/2048 | 2,375,000 | 1,779,395 |
See accompanying notes to Schedule of
Investments.
68
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
3.25%, 5/15/2042 | $3,500,000 | $2,790,703 | |||
3.38%, 8/15/2042 | 8,000,000 | 6,487,500 | |||
3.38%, 5/15/2044 | 1,900,000 | 1,516,141 | |||
3.38%, 11/15/2048 | 3,100,000 | 2,432,531 | |||
3.50%, 2/15/2039 | 1,000,000 | 863,594 | |||
3.63%, 8/15/2043 | 1,600,000 | 1,334,750 | |||
3.63%, 2/15/2044 | 2,725,000 | 2,265,582 | |||
3.63%, 2/15/2053 | 5,500,000 | 4,552,109 | |||
3.63%, 5/15/2053 | 5,500,000 | 4,555,547 | |||
3.75%, 8/15/2041 | 2,000,000 | 1,730,313 | |||
3.75%, 11/15/2043 | 1,425,000 | 1,209,246 | |||
3.88%, 8/15/2040 | 750,000 | 665,625 | |||
3.88%, 2/15/2043 | 12,500,000 | 10,884,766 | |||
3.88%, 5/15/2043 | 13,500,000 | 11,740,781 | |||
4.00%, 11/15/2042 | 19,500,000 | 17,318,437 | |||
4.00%, 11/15/2052 | 9,250,000 | 8,202,148 | |||
4.13%, 8/15/2053 | 4,250,000 | 3,859,531 | |||
4.25%, 5/15/2039 | 1,500,000 | 1,413,750 | |||
4.25%, 11/15/2040 | 1,500,000 | 1,394,531 | |||
4.38%, 2/15/2038 | 650,000 | 629,688 | |||
4.38%, 11/15/2039 | 1,250,000 | 1,189,453 | |||
4.38%, 5/15/2040 | 575,000 | 545,172 | |||
4.38%, 5/15/2041 | 300,000 | 282,750 | |||
4.38%, 8/15/2043 | 4,250,000 | 3,967,109 | |||
4.50%, 2/15/2036 | 1,500,000 | 1,495,313 | |||
4.50%, 5/15/2038 | 200,000 | 195,531 | |||
4.50%, 8/15/2039 | 650,000 | 629,383 | |||
4.63%, 2/15/2040 | 400,000 | 391,625 | |||
4.75%, 2/15/2037 | 350,000 | 355,852 | |||
4.75%, 2/15/2041 | 650,000 | 642,586 | |||
5.00%, 5/15/2037 | 300,000 | 311,344 | |||
5.25%, 11/15/2028 | 450,000 | 461,461 | |||
6.00%, 2/15/2026 | 2,500,000 | 2,548,047 | |||
6.25%, 5/15/2030 | 5,000,000 | 5,447,656 | |||
6.50%, 11/15/2026 | 1,500,000 | 1,568,438 | |||
U.S. Treasury Notes: | |||||
0.25%, 5/31/2025 | 3,500,000 | 3,226,836 | |||
0.25%, 6/30/2025 | 3,000,000 | 2,756,719 | |||
0.25%, 8/31/2025 | 5,000,000 | 4,561,328 | |||
0.25%, 9/30/2025 | 5,000,000 | 4,549,414 | |||
0.25%, 10/31/2025 | 7,750,000 | 7,025,859 | |||
0.38%, 4/30/2025 | 4,000,000 | 3,707,969 | |||
0.38%, 11/30/2025 | 3,000,000 | 2,717,812 | |||
0.38%, 12/31/2025 | 6,000,000 | 5,423,437 | |||
0.38%, 1/31/2026 | 7,000,000 | 6,300,547 | |||
0.38%, 7/31/2027 | 2,000,000 | 1,698,906 | |||
0.38%, 9/30/2027 | 6,000,000 | 5,064,844 | |||
0.50%, 3/31/2025 | 2,150,000 | 2,003,447 | |||
0.50%, 2/28/2026 | 6,000,000 | 5,401,406 | |||
0.50%, 4/30/2027 | 3,000,000 | 2,586,562 | |||
0.50%, 6/30/2027 | 4,500,000 | 3,854,883 | |||
0.50%, 8/31/2027 | 4,000,000 | 3,404,375 | |||
0.50%, 10/31/2027 | 2,250,000 | 1,903,359 | |||
0.63%, 10/15/2024 | 4,250,000 | 4,044,805 | |||
0.63%, 7/31/2026 (b) | 1,500,000 | 1,335,117 |
Security Description | Principal Amount | Value | |||
0.63%, 11/30/2027 | $4,550,000 | $3,857,902 | |||
0.63%, 12/31/2027 | 6,000,000 | 5,073,750 | |||
0.63%, 5/15/2030 | 900,000 | 696,516 | |||
0.63%, 8/15/2030 | 3,750,000 | 2,878,125 | |||
0.75%, 11/15/2024 | 8,000,000 | 7,597,188 | |||
0.75%, 3/31/2026 | 5,000,000 | 4,520,703 | |||
0.75%, 4/30/2026 | 3,500,000 | 3,152,461 | |||
0.75%, 8/31/2026 | 5,000,000 | 4,452,734 | |||
0.75%, 1/31/2028 | 6,500,000 | 5,511,289 | |||
0.88%, 6/30/2026 | 3,000,000 | 2,699,297 | |||
0.88%, 9/30/2026 | 4,000,000 | 3,569,375 | |||
0.88%, 11/15/2030 | 8,000,000 | 6,223,750 | |||
1.00%, 12/15/2024 | 14,000,000 | 13,291,797 | |||
1.00%, 7/31/2028 | 7,000,000 | 5,905,156 | |||
1.13%, 1/15/2025 | 4,000,000 | 3,791,406 | |||
1.13%, 2/28/2025 | 2,000,000 | 1,887,344 | |||
1.13%, 10/31/2026 | 4,500,000 | 4,031,719 | |||
1.13%, 2/28/2027 | 1,250,000 | 1,109,473 | |||
1.13%, 2/29/2028 | 4,500,000 | 3,871,758 | |||
1.13%, 8/31/2028 | 5,000,000 | 4,234,375 | |||
1.13%, 2/15/2031 | 5,500,000 | 4,337,266 | |||
1.25%, 11/30/2026 | 21,500,000 | 19,291,211 | |||
1.25%, 12/31/2026 | 7,500,000 | 6,717,773 | |||
1.25%, 3/31/2028 | 6,000,000 | 5,178,750 | |||
1.25%, 4/30/2028 | 4,000,000 | 3,443,750 | |||
1.25%, 5/31/2028 | 5,500,000 | 4,723,125 | |||
1.25%, 6/30/2028 | 6,000,000 | 5,137,969 | |||
1.25%, 9/30/2028 | 4,000,000 | 3,399,063 | |||
1.25%, 8/15/2031 | 8,500,000 | 6,643,281 | |||
1.38%, 1/31/2025 | 2,000,000 | 1,898,906 | |||
1.38%, 8/31/2026 | 3,000,000 | 2,721,797 | |||
1.38%, 10/31/2028 | 5,500,000 | 4,692,187 | |||
1.38%, 12/31/2028 | 3,500,000 | 2,972,266 | |||
1.38%, 11/15/2031 (b) | 6,000,000 | 4,702,500 | |||
1.50%, 10/31/2024 | 1,500,000 | 1,438,418 | |||
1.50%, 11/30/2024 | 1,500,000 | 1,434,844 | |||
1.50%, 2/15/2025 | 5,000,000 | 4,748,437 | |||
1.50%, 8/15/2026 | 1,650,000 | 1,504,207 | |||
1.50%, 1/31/2027 | 6,050,000 | 5,447,363 | |||
1.50%, 11/30/2028 | 5,000,000 | 4,284,766 | |||
1.50%, 2/15/2030 | 2,850,000 | 2,362,605 | |||
1.63%, 2/15/2026 | 1,925,000 | 1,783,031 | |||
1.63%, 5/15/2026 | 2,750,000 | 2,531,289 | |||
1.63%, 9/30/2026 | 1,250,000 | 1,140,918 | |||
1.63%, 10/31/2026 | 1,250,000 | 1,137,305 | |||
1.63%, 8/15/2029 | 2,250,000 | 1,909,336 | |||
1.63%, 5/15/2031 | 8,750,000 | 7,102,539 | |||
1.75%, 12/31/2024 | 1,250,000 | 1,195,801 | |||
1.75%, 3/15/2025 | 10,000,000 | 9,508,203 | |||
1.75%, 1/31/2029 | 5,000,000 | 4,321,484 | |||
1.75%, 11/15/2029 | 3,000,000 | 2,551,406 | |||
1.88%, 6/30/2026 (b) | 1,250,000 | 1,156,348 | |||
1.88%, 7/31/2026 | 1,000,000 | 922,578 | |||
1.88%, 2/28/2027 | 4,000,000 | 3,640,625 | |||
1.88%, 2/28/2029 | 3,250,000 | 2,822,422 |
See accompanying notes to Schedule of
Investments.
69
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
1.88%, 2/15/2032 | $8,500,000 | $6,903,594 | |||
2.00%, 2/15/2025 | 2,375,000 | 2,271,187 | |||
2.00%, 8/15/2025 (b) | 1,500,000 | 1,416,973 | |||
2.00%, 11/15/2026 | 2,250,000 | 2,069,473 | |||
2.13%, 11/30/2024 | 1,250,000 | 1,204,053 | |||
2.13%, 5/15/2025 | 2,350,000 | 2,238,008 | |||
2.13%, 5/31/2026 | 2,500,000 | 2,330,078 | |||
2.25%, 10/31/2024 | 1,250,000 | 1,208,496 | |||
2.25%, 11/15/2024 | 3,000,000 | 2,897,227 | |||
2.25%, 12/31/2024 | 1,250,000 | 1,203,467 | |||
2.25%, 11/15/2025 | 5,475,000 | 5,172,592 | |||
2.25%, 3/31/2026 | 3,000,000 | 2,814,844 | |||
2.25%, 2/15/2027 | 3,000,000 | 2,768,906 | |||
2.25%, 8/15/2027 | 2,000,000 | 1,827,656 | |||
2.25%, 11/15/2027 | 4,750,000 | 4,319,902 | |||
2.38%, 5/15/2027 | 2,900,000 | 2,674,570 | |||
2.38%, 3/31/2029 | 3,750,000 | 3,338,672 | |||
2.38%, 5/15/2029 | 4,350,000 | 3,865,043 | |||
2.50%, 1/31/2025 | 1,000,000 | 963,711 | |||
2.50%, 2/28/2026 | 2,500,000 | 2,363,867 | |||
2.50%, 3/31/2027 | 2,500,000 | 2,322,070 | |||
2.63%, 3/31/2025 | 1,000,000 | 962,031 | |||
2.63%, 4/15/2025 | 7,500,000 | 7,212,305 | |||
2.63%, 12/31/2025 | 3,250,000 | 3,088,516 | |||
2.63%, 1/31/2026 | 2,250,000 | 2,134,863 | |||
2.63%, 5/31/2027 | 6,000,000 | 5,578,125 | |||
2.63%, 2/15/2029 | 4,450,000 | 4,025,164 | |||
2.63%, 7/31/2029 | 2,000,000 | 1,794,688 | |||
2.75%, 2/28/2025 | 1,000,000 | 965,430 | |||
2.75%, 5/15/2025 | 3,500,000 | 3,366,562 | |||
2.75%, 6/30/2025 | 2,750,000 | 2,640,215 | |||
2.75%, 8/31/2025 | 2,500,000 | 2,393,066 | |||
2.75%, 4/30/2027 | 5,000,000 | 4,675,391 | |||
2.75%, 7/31/2027 | 5,500,000 | 5,123,164 | |||
2.75%, 2/15/2028 | 2,750,000 | 2,543,320 | |||
2.75%, 5/31/2029 | 4,000,000 | 3,624,063 | |||
2.75%, 8/15/2032 | 8,000,000 | 6,927,500 | |||
2.88%, 4/30/2025 | 1,250,000 | 1,205,420 | |||
2.88%, 5/31/2025 | 3,900,000 | 3,755,883 | |||
2.88%, 6/15/2025 | 3,000,000 | 2,887,734 | |||
2.88%, 7/31/2025 (b) | 4,000,000 | 3,842,656 | |||
2.88%, 11/30/2025 | 1,500,000 | 1,434,844 | |||
2.88%, 5/15/2028 | 4,000,000 | 3,706,563 | |||
2.88%, 8/15/2028 | 7,750,000 | 7,155,430 | |||
2.88%, 4/30/2029 | 5,250,000 | 4,793,906 | |||
2.88%, 5/15/2032 | 9,000,000 | 7,900,312 | |||
3.00%, 9/30/2025 | 2,500,000 | 2,402,734 | |||
3.00%, 10/31/2025 | 2,750,000 | 2,640,000 | |||
3.13%, 8/15/2025 | 5,000,000 | 4,823,242 | |||
3.13%, 8/31/2027 | 2,500,000 | 2,359,570 | |||
3.13%, 11/15/2028 | 5,500,000 | 5,120,586 | |||
3.13%, 8/31/2029 | 8,000,000 | 7,373,125 | |||
3.25%, 6/30/2029 | 3,000,000 | 2,787,891 | |||
3.38%, 5/15/2033 | 9,500,000 | 8,616,797 | |||
3.50%, 9/15/2025 | 1,000,000 | 970,586 |
Security Description | Principal Amount | Value | |||
3.50%, 1/31/2028 | $5,000,000 | $4,773,437 | |||
3.50%, 4/30/2028 | 2,250,000 | 2,144,531 | |||
3.50%, 1/31/2030 | 8,500,000 | 7,967,422 | |||
3.50%, 4/30/2030 | 4,000,000 | 3,743,750 | |||
3.50%, 2/15/2033 | 7,500,000 | 6,882,422 | |||
3.63%, 5/15/2026 | 8,000,000 | 7,754,375 | |||
3.63%, 3/31/2028 | 7,500,000 | 7,190,625 | |||
3.63%, 5/31/2028 | 5,000,000 | 4,792,187 | |||
3.63%, 3/31/2030 | 9,000,000 | 8,490,937 | |||
3.75%, 4/15/2026 | 6,000,000 | 5,835,000 | |||
3.75%, 5/31/2030 | 3,500,000 | 3,322,812 | |||
3.75%, 6/30/2030 | 10,000,000 | 9,490,625 | |||
3.88%, 3/31/2025 | 15,000,000 | 14,700,586 | |||
3.88%, 4/30/2025 | 6,000,000 | 5,876,953 | |||
3.88%, 1/15/2026 | 4,500,000 | 4,393,477 | |||
3.88%, 11/30/2027 | 3,500,000 | 3,392,812 | |||
3.88%, 12/31/2027 | 14,000,000 | 13,571,250 | |||
3.88%, 9/30/2029 | 6,500,000 | 6,235,937 | |||
3.88%, 11/30/2029 | 3,500,000 | 3,354,805 | |||
3.88%, 12/31/2029 | 6,500,000 | 6,227,305 | |||
3.88%, 8/15/2033 | 7,250,000 | 6,850,117 | |||
4.00%, 12/15/2025 | 13,500,000 | 13,218,399 | |||
4.00%, 2/15/2026 | 8,000,000 | 7,830,000 | |||
4.00%, 2/29/2028 | 5,000,000 | 4,870,703 | |||
4.00%, 6/30/2028 | 10,000,000 | 9,732,812 | |||
4.00%, 10/31/2029 | 5,000,000 | 4,827,344 | |||
4.00%, 2/28/2030 | 5,000,000 | 4,821,875 | |||
4.00%, 7/31/2030 | 9,000,000 | 8,669,531 | |||
4.13%, 1/31/2025 | 6,500,000 | 6,398,945 | |||
4.13%, 6/15/2026 | 7,500,000 | 7,359,961 | |||
4.13%, 9/30/2027 | 3,000,000 | 2,937,422 | |||
4.13%, 10/31/2027 | 4,350,000 | 4,257,902 | |||
4.13%, 7/31/2028 | 4,350,000 | 4,255,863 | |||
4.13%, 8/31/2030 | 3,600,000 | 3,493,125 | |||
4.13%, 11/15/2032 | 14,500,000 | 13,985,703 | |||
4.25%, 12/31/2024 | 7,500,000 | 7,397,461 | |||
4.25%, 5/31/2025 | 5,000,000 | 4,925,195 | |||
4.25%, 10/15/2025 | 3,000,000 | 2,952,891 | |||
4.38%, 10/31/2024 | 3,250,000 | 3,213,184 | |||
4.38%, 8/15/2026 | 5,000,000 | 4,937,500 | |||
4.38%, 8/31/2028 | 5,000,000 | 4,950,000 | |||
4.50%, 11/30/2024 | 5,000,000 | 4,948,828 | |||
4.50%, 11/15/2025 | 5,750,000 | 5,688,906 | |||
4.50%, 7/15/2026 | 5,000,000 | 4,953,516 | |||
4.63%, 2/28/2025 | 11,500,000 | 11,394,434 | |||
4.63%, 6/30/2025 | 15,000,000 | 14,870,508 | |||
4.63%, 3/15/2026 | 7,500,000 | 7,447,266 | |||
4.63%, 9/30/2028 | 5,000,000 | 5,002,860 | |||
4.63%, 9/30/2030 | 3,750,000 | 3,751,887 | |||
4.75%, 7/31/2025 | 4,250,000 | 4,221,445 | |||
5.00%, 8/31/2025 | 4,500,000 | 4,490,508 | |||
5.00%, 9/30/2025 | 7,500,000 | 7,492,442 | |||
TOTAL U.S. TREASURY OBLIGATIONS (Cost $1,162,001,070) | 1,027,276,765 |
See accompanying notes to Schedule of
Investments.
70
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | ||||
MUNICIPAL BONDS & NOTES — 0.4% | ||||||
CALIFORNIA — 0.2% | ||||||
Bay Area Toll Authority Revenue, CA: | ||||||
Series F3, 3.13%, 4/1/2055 | $500,000 | $319,264 | ||||
Series S3, 6.91%, 10/1/2050 | 25,000 | 28,732 | ||||
California State University Revenue, CA Series B, 3.90%, 11/1/2047 | 100,000 | 78,113 | ||||
Los Angeles Community College District, General Obligation, CA: | ||||||
1.61%, 8/1/2028 | 50,000 | 43,320 | ||||
1.81%, 8/1/2030 | 50,000 | 40,741 | ||||
2.11%, 8/1/2032 | 50,000 | 39,139 | ||||
Los Angeles Department of Water & Power Revenue, CA 5.72%, 7/1/2039 | 100,000 | 99,920 | ||||
Los Angeles Unified School District, General Obligation, CA 5.75%, 7/1/2034 | 25,000 | 25,201 | ||||
Regents of the University of California Medical Center Pooled Revenue, CA: | ||||||
Series Q, 4.13%, 5/15/2032 | 500,000 | 454,478 | ||||
Series H, 6.55%, 5/15/2048 | 50,000 | 53,875 | ||||
San Jose Redevelopment Successor Agency, Special Obligation, CA Series T, 3.38%, 8/1/2034 | 275,000 | 237,324 | ||||
State of California, General Obligation, CA: | ||||||
3.50%, 4/1/2028 | 250,000 | 234,750 | ||||
5.20%, 3/1/2043 | 1,250,000 | 1,136,918 | ||||
7.30%, 10/1/2039 | 125,000 | 141,702 | ||||
7.50%, 4/1/2034 | 100,000 | 115,353 | ||||
7.55%, 4/1/2039 | 100,000 | 117,660 | ||||
7.60%, 11/1/2040 | 250,000 | 295,248 | ||||
University of California Revenue, CA: | ||||||
Series BG, 0.88%, 5/15/2025 | 15,000 | 13,987 | ||||
Series AX, 3.06%, 7/1/2025 | 300,000 | 289,095 | ||||
3,764,820 | ||||||
FLORIDA — 0.0% (a) | ||||||
County of Miami-Dade Aviation Revenue, FL Series C, 4.28%, 10/1/2041 | 125,000 | 104,684 | ||||
State Board of Administration Finance Corp. Revenue, FL: | ||||||
Series A, 1.26%, 7/1/2025 | 50,000 | 46,416 | ||||
Series A, 1.71%, 7/1/2027 | 50,000 | 43,634 | ||||
Series A, 2.15%, 7/1/2030 | 50,000 | 40,045 | ||||
234,779 |
Security Description | Principal Amount | Value | |||
GEORGIA — 0.0% (a) | |||||
Municipal Electric Authority of Georgia Revenue, GA 6.66%, 4/1/2057 | $156,000 | $165,917 | |||
ILLINOIS — 0.0% (a) | |||||
Chicago O'Hare International Airport Revenue, IL: | |||||
Series C, 4.47%, 1/1/2049 | 50,000 | 42,695 | |||
Series C, Class C, 4.57%, 1/1/2054 | 50,000 | 42,869 | |||
Sales Tax Securitization Corp. Revenue, IL Series B, 3.59%, 1/1/2043 | 275,000 | 216,082 | |||
State of Illinois, General Obligation, IL: | |||||
5.10%, 6/1/2033 | 50,000 | 47,464 | |||
Series 1, 6.63%, 2/1/2035 | 184,616 | 186,182 | |||
Series 5, 7.35%, 7/1/2035 | 85,714 | 89,280 | |||
624,572 | |||||
MASSACHUSETTS — 0.0% (a) | |||||
Commonwealth of Massachusetts, General Obligation, MA Series C, 2.51%, 7/1/2041 | 15,000 | 10,181 | |||
Massachusetts School Building Authority Revenue, MA: | |||||
Series C, 2.95%, 5/15/2043 | 100,000 | 69,177 | |||
Series B, 3.40%, 10/15/2040 | 20,000 | 15,179 | |||
94,537 | |||||
MICHIGAN — 0.0% (a) | |||||
Michigan Strategic Fund Revenue, MI Series A, 3.23%, 9/1/2047 | 750,000 | 528,917 | |||
University of Michigan Revenue, MI Series A, 4.45%, 4/1/2122 | 250,000 | 190,877 | |||
719,794 | |||||
MISSOURI — 0.0% (a) | |||||
Health & Educational Facilities Authority of the State of Missouri Revenue, MO: | |||||
Series A, Class A, 3.23%, 5/15/2050 | 300,000 | 205,096 | |||
Series A, 3.65%, 8/15/2057 | 100,000 | 71,390 | |||
276,486 | |||||
NEW JERSEY — 0.0% (a) | |||||
New Jersey Turnpike Authority Revenue, NJ Series A, 7.10%, 1/1/2041 | 100,000 | 113,155 | |||
Rutgers The State University of New Jersey Revenue, NJ Series P, 3.92%, 5/1/2119 | 35,000 | 22,652 | |||
135,807 |
See accompanying notes to Schedule of
Investments.
71
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
NEW YORK — 0.1% | |||||
New York City Municipal Water Finance Authority Revenue, NY Series AA, 5.44%, 6/15/2043 | $25,000 | $24,141 | |||
New York State Urban Development Corp. Revenue, NY Series B, 3.90%, 3/15/2033 | 100,000 | 90,220 | |||
Port Authority of New York & New Jersey Revenue, NY: | |||||
3.14%, 2/15/2051 | 500,000 | 338,775 | |||
3.18%, 7/15/2060 | 1,000,000 | 611,564 | |||
4.03%, 9/1/2048 | 125,000 | 99,349 | |||
4.46%, 10/1/2062 | 190,000 | 156,525 | |||
Series 192, 4.81%, 10/15/2065 | 25,000 | 22,045 | |||
5.65%, 11/1/2040 | 100,000 | 99,341 | |||
1,441,960 | |||||
OHIO — 0.0% (a) | |||||
American Municipal Power, Inc. Revenue, OH Series B, 7.83%, 2/15/2041 | 150,000 | 175,876 | |||
OREGON — 0.0% (a) | |||||
Port of Morrow Revenue, OR Series 1, 2.54%, 9/1/2040 | 750,000 | 517,519 | |||
PENNSYLVANIA — 0.0% (a) | |||||
Commonwealth Financing Authority Revenue, PA: | |||||
Series A, 2.99%, 6/1/2042 | 750,000 | 523,056 | |||
Series A, 4.14%, 6/1/2038 | 125,000 | 107,445 | |||
University of Pittsburgh-of the Commonwealth System of Higher Education Revenue, PA Series A, 3.56%, 9/15/2119 | 100,000 | 60,301 | |||
690,802 | |||||
TEXAS — 0.1% | |||||
Dallas Area Rapid Transit Revenue, TX: | |||||
Series A, 2.61%, 12/1/2048 | 500,000 | 314,115 | |||
5.02%, 12/1/2048 | 100,000 | 92,034 | |||
Dallas Fort Worth International Airport Revenue, TX Series A, 2.99%, 11/1/2038 | 250,000 | 194,547 | |||
Grand Parkway Transportation Corp. Revenue, TX Series B, 3.24%, 10/1/2052 | 65,000 | 43,032 | |||
Permanent University Fund - University of Texas System Revenue, TX Series A, 3.38%, 7/1/2047 | 150,000 | 108,836 | |||
State of Texas, General Obligation, TX 3.21%, 4/1/2044 | 50,000 | 37,314 |
Security Description | Principal Amount | Value | ||||
Texas Transportation Commission, General Obligation, TX: | ||||||
2.47%, 10/1/2044 | $150,000 | $96,255 | ||||
2.56%, 4/1/2042 | 40,000 | 27,900 | ||||
914,033 | ||||||
VIRGINIA — 0.0% (a) | ||||||
University of Virginia Revenue, VA: | ||||||
2.26%, 9/1/2050 | 150,000 | 85,381 | ||||
Series C, 4.18%, 9/1/2117 | 50,000 | 37,182 | ||||
122,563 | ||||||
TOTAL MUNICIPAL BONDS & NOTES (Cost $12,987,149) | 9,879,465 | |||||
MORTGAGE-BACKED SECURITIES — 0.9% | ||||||
Banc of America Commercial Mortgage Trust Series 2015-UBS7, Class A4, 3.71%, 9/15/2048 | 100,000 | 94,638 | ||||
Bank: | ||||||
Series 2017-BNK8, Class A4, 3.49%, 11/15/2050 | 90,000 | 80,183 | ||||
Series 2017-BNK8, Class B, 4.09%, 11/15/2050 (c) | 50,000 | 40,502 | ||||
Series 2018-BN14, Class A4, 4.23%, 9/15/2060 (c) | 143,329 | 132,612 | ||||
Series 2018-BN15, Class A4, 4.41%, 11/15/2061 (c) | 100,000 | 93,091 | ||||
Series 2019-BN18, Class A4, 3.58%, 5/15/2062 | 100,000 | 86,979 | ||||
Series 2019-BN19, Class A3, 3.18%, 8/15/2061 | 100,000 | 84,239 | ||||
Series 2019-BN20, Class A3, 3.01%, 9/15/2062 | 50,000 | 41,619 | ||||
Series 2019-BN24, Class A3, 2.96%, 11/15/2062 | 200,000 | 169,137 | ||||
Series 2020-BN28, Class A4, 1.84%, 3/15/2063 | 93,750 | 72,131 | ||||
Series 2020-BN29, Class A4, 2.00%, 11/15/2053 | 500,000 | 371,918 | ||||
Series 2021-BN31, Class A4, 2.04%, 2/15/2054 | 234,783 | 180,629 |
See accompanying notes to Schedule of
Investments.
72
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
Series 2021-BN32, Class A5, 2.64%, 4/15/2054 | $300,000 | $240,974 | |||
Series 2021-BN37, Class A4, 2.37%, 11/15/2064 | 500,000 | 385,906 | |||
Barclays Commercial Mortgage Trust Series 2019-C3, Class A4, 3.58%, 5/15/2052 | 150,000 | 133,059 | |||
BBCMS Mortgage Trust: | |||||
Series 2020-C8, Class A5, 2.04%, 10/15/2053 | 250,000 | 194,668 | |||
Series 2021-C9, Class A5, 2.30%, 2/15/2054 | 250,000 | 196,221 | |||
Series 2022-C14, Class A5, 2.95%, 2/15/2055 (c) | 450,000 | 362,962 | |||
Series 2023-C19, Class A5, 5.45%, 4/15/2056 | 200,000 | 193,575 | |||
Series 2023-C20, Class A5, 5.58%, 7/15/2056 (c) | 100,000 | 97,704 | |||
Benchmark Mortgage Trust: | |||||
Series 2018-B2, Class A5, 3.88%, 2/15/2051 (c) | 130,000 | 117,589 | |||
Series 2018-B3, Class A5, 4.03%, 4/10/2051 | 100,000 | 91,899 | |||
Series 2018-B5, Class A4, 4.21%, 7/15/2051 | 100,000 | 92,516 | |||
Series 2019-B10, Class A4, 3.72%, 3/15/2062 | 115,000 | 102,657 | |||
Series 2019-B12, Class A5, 3.12%, 8/15/2052 | 200,000 | 171,470 | |||
Series 2020-B16, Class A5, 2.73%, 2/15/2053 | 750,000 | 625,158 | |||
Series 2020-B18, Class A5, 1.93%, 7/15/2053 | 79,167 | 60,510 | |||
Series 2021-B24, Class A5, 2.58%, 3/15/2054 | 425,000 | 328,836 | |||
Series 2021-B25, Class A5, 2.58%, 4/15/2054 | 500,000 | 380,890 | |||
Series 2023-B38, Class A4, 5.52%, 4/15/2056 | 250,000 | 242,937 | |||
Series 2023-B39, Class A5, 5.75%, 7/15/2056 | 229,000 | 226,796 | |||
Series 2021-B28, Class A5, VRN, 2.22%, 8/15/2054 | 300,000 | 229,542 | |||
CD Mortgage Trust: | |||||
Series 2017-CD3, Class A4, 3.63%, 2/10/2050 | 300,000 | 270,574 | |||
Series 2019-CD8, Class A4, 2.91%, 8/15/2057 | 200,000 | 167,411 | |||
CFCRE Commercial Mortgage Trust Series 2016-C7, Class A3, 3.84%, 12/10/2054 | 300,000 | 279,134 |
Security Description | Principal Amount | Value | |||
Citigroup Commercial Mortgage Trust: | |||||
Series 2015-GC33, Class A4, 3.78%, 9/10/2058 | $600,000 | $569,469 | |||
Series 2017-C4, Class A4, 3.47%, 10/12/2050 | 250,000 | 226,239 | |||
Series 2019-GC41, Class A5, 2.87%, 8/10/2056 | 100,000 | 84,303 | |||
Series 2019-GC43, Class A4, 3.04%, 11/10/2052 | 150,000 | 125,215 | |||
Series 2020-GC46, Class A5, 2.72%, 2/15/2053 | 750,000 | 618,179 | |||
COMM Mortgage Trust: | |||||
Series 2014-CR16, Class B, 4.58%, 4/10/2047 | 400,000 | 390,610 | |||
Series 2014-UBS6, Class A5, 3.64%, 12/10/2047 | 100,000 | 96,811 | |||
Series 2015-LC21, Class A4, 3.71%, 7/10/2048 | 50,000 | 47,940 | |||
Series 2018-COR3, Class A3, 4.23%, 5/10/2051 | 100,000 | 92,534 | |||
CSAIL Commercial Mortgage Trust: | |||||
Series 2015-C1, Class AS, 3.79%, 4/15/2050 (c) | 150,000 | 142,791 | |||
Series 2017-CX10, Class A5, 3.46%, 11/15/2050 (c) | 250,000 | 225,356 | |||
Series 2018-C14, Class A4, 4.42%, 11/15/2051 (c) | 50,000 | 45,984 | |||
Series 2018-CX11, Class A4, 3.77%, 4/15/2051 | 500,000 | 464,428 | |||
Series 2019-C17, Class A5, 3.02%, 9/15/2052 | 200,000 | 169,388 | |||
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates: | |||||
Series K-154, Class A2, 4.35%, 1/25/2033 (c) | 250,000 | 233,038 | |||
Series 2023-2, 4.50%, 7/25/2033 (c) | 195,000 | 183,578 | |||
Series K068, Class A2, COR, 3.24%, 8/25/2027 | 995,000 | 926,796 | |||
Series K-155, Class A2, 4.25%, 4/25/2033 | 1,500,000 | 1,386,024 | |||
Series K-157, Class A2, 4.20%, 5/25/2033 | 255,091 | 234,674 | |||
Series K751, Class A2, 4.41%, 3/25/2030 | 500,000 | 477,932 |
See accompanying notes to Schedule of
Investments.
73
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Principal Amount | Value | |||
Federal National Mortgage Association-Aces Series 2023-M6, Class A2, 4.19%, 7/25/2028 (c) | $500,000 | $477,564 | |||
GS Mortgage Securities Trust: | |||||
Series 2016-GS3, Class A4, 2.85%, 10/10/2049 | 200,000 | 181,856 | |||
Series 2017-GS8, Class A4, 3.47%, 11/10/2050 | 250,000 | 225,898 | |||
Series 2019-GC42, Class A4, 3.00%, 9/10/2052 | 150,000 | 127,109 | |||
Series 2020-GSA2, Class A5, 2.01%, 12/12/2053 | 500,000 | 383,737 | |||
JPMBB Commercial Mortgage Securities Trust: | |||||
Series 2015-C29, Class A4, 3.61%, 5/15/2048 | 100,000 | 95,165 | |||
Series 2015-C30, Class A5, 3.82%, 7/15/2048 | 200,000 | 189,313 | |||
Series 2015-C33, Class A4, 3.77%, 12/15/2048 | 100,000 | 94,610 | |||
Series 2016-C1, Class B, 4.86%, 3/17/2049 (c) | 300,000 | 270,543 | |||
JPMCC Commercial Mortgage Securities Trust Series 2017-JP6, Class A5, 3.49%, 7/15/2050 | 500,000 | 450,961 | |||
JPMDB Commercial Mortgage Securities Trust Series 2020-COR7, Class A5, 2.18%, 5/13/2053 | 1,000,000 | 741,161 | |||
Morgan Stanley Bank of America Merrill Lynch Trust: | |||||
Series 2015-C20, Class A4, 3.25%, 2/15/2048 | 200,000 | 192,135 | |||
Series 2015-C26, Class AS, 3.89%, 10/15/2048 (c) | 650,000 | 595,142 | |||
Series 2017-C33, Class A5, 3.60%, 5/15/2050 | 420,000 | 386,144 | |||
Morgan Stanley Capital I Trust: | |||||
Series 2015-MS1, Class A3, 3.51%, 5/15/2048 | 201,208 | 192,529 | |||
Series 2018-L1, Class A3, 4.14%, 10/15/2051 | 150,000 | 137,725 | |||
Series 2019-H7, Class A4, 3.26%, 7/15/2052 | 200,000 | 172,425 | |||
Series 2021-L5, Class A4, 2.73%, 5/15/2054 | 350,000 | 279,915 |
Security Description | Principal Amount | Value | |||
UBS Commercial Mortgage Trust: | |||||
Series 2018-C8, Class A4, 3.98%, 2/15/2051 | $400,000 | $364,051 | |||
Series 2019-C16, Class A4, 3.60%, 4/15/2052 | 100,000 | 87,629 | |||
Wells Fargo Commercial Mortgage Trust: | |||||
Series 2015-C31, Class A3, 3.43%, 11/15/2048 | 78,461 | 75,466 | |||
Series 2015-SG1, Class A4, 3.79%, 9/15/2048 | 970,578 | 925,061 | |||
Series 2017-C39, Class A4, 3.16%, 9/15/2050 | 300,000 | 272,220 | |||
Series 2017-C42, Class A4, 3.59%, 12/15/2050 | 250,000 | 224,329 | |||
Series 2018-C47, Class A4, 4.44%, 9/15/2061 | 150,000 | 139,507 | |||
Series 2019-C52, Class A5, 2.89%, 8/15/2052 | 200,000 | 168,448 | |||
Series 2019-C53, Class A4, 3.04%, 10/15/2052 | 100,000 | 84,613 | |||
Series 2021-C59, Class A5, 2.63%, 4/15/2054 | 350,000 | 276,475 | |||
TOTAL MORTGAGE-BACKED SECURITIES (Cost $24,838,877) | 21,193,686 | ||||
COMMERCIAL MORTGAGE BACKED SECURITIES — 0.1% | |||||
Bank Series 2019-BN21, Class A5, 2.85%, 10/17/2052 | 1,450,000 | 1,215,869 | |||
BMO Mortgage Trust Series 2023-5C1, Class A3, 6.53%, 8/15/2056 (c) | 500,000 | 507,132 | |||
DBJPM Mortgage Trust Series 2016-C3, Class A5, COR, 2.89%, 8/10/2049 | 400,000 | 365,593 | |||
GS Mortgage Securities Trust Series 2020-GC47, Class A5, COR, 2.38%, 5/12/2053 | 300,000 | 240,710 | |||
Morgan Stanley Capital I Trust Series 2022-L8, Class A5, COR, 3.92%, 4/15/2055 (c) | 675,000 | 576,597 | |||
Wells Fargo Commercial Mortgage Trust Series 2015-NXS2, Class A5, 3.77%, 7/15/2058 (c) | 500,000 | 477,943 | |||
TOTAL COMMERCIAL MORTGAGE BACKED SECURITIES (Cost $3,464,652) | 3,383,844 |
See accompanying notes
to Schedule of Investments.
74
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
SHORT-TERM INVESTMENTS — 5.5% | ||||||
State Street Institutional Liquid Reserves Fund, Premier Class 5.45% (e) (f) | 49,502,912 | $49,512,813 | ||||
State Street Navigator Securities Lending Portfolio II (g) (h) | 88,281,370 | 88,281,370 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost $137,792,637) | 137,794,183 | |||||
TOTAL INVESTMENTS — 104.5% (Cost $2,986,641,649) | 2,612,433,280 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (4.5)% | (112,802,808) | |||||
NET ASSETS — 100.0% | $2,499,630,472 |
(a) | Amount is less than 0.05% of net assets. |
(b) | All or a portion of the shares of the security are on loan at September 30, 2023. |
(c) | Variable Rate Security - Interest rate shown is rate in effect at September 30, 2023. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above. |
(d) | Securities purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 0.3% of net assets as of September 30, 2023, are considered liquid and may be resold in transactions exempt from registration, normally to qualified institutional buyers. |
(e) | The Portfolio invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(f) | The rate shown is the annualized seven-day yield at September 30, 2023. |
(g) | The Portfolio invested in an affiliated entity. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(h) | Investment of cash collateral for securities loaned. |
ABS | Asset-Backed Security |
BKNT | Bank Notes |
CMT | Constant Maturity Treasury |
DMTN | Domestic Medium - Term Note |
GDIF | Global Debt Issuance Facility |
GMTN | Global Medium Term Note |
LIBOR | London Interbank Offered Rate |
MTN | Medium Term Note |
REIT | Real Estate Investment Trust |
SOFR | Secured Overnight Financing Rate |
TBA | To Be Announced |
VRN | Variable Rate Note |
The following table
summarizes the value of the Portfolio’s investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Corporate Bonds & Notes | $— | $622,686,543 | $— | $622,686,543 | ||||
Asset-Backed Securities | — | 11,178,821 | — | 11,178,821 | ||||
Foreign Government Obligations | — | 74,852,436 | — | 74,852,436 | ||||
U.S. Government Agency Obligations | — | 704,187,537 | — | 704,187,537 | ||||
U.S. Treasury Obligations | — | 1,027,276,765 | — | 1,027,276,765 | ||||
Municipal Bonds & Notes | — | 9,879,465 | — | 9,879,465 | ||||
Mortgage-Backed Securities | — | 21,193,686 | — | 21,193,686 | ||||
Commercial Mortgage Backed Securities | — | 3,383,844 | — | 3,383,844 | ||||
Short-Term Investments | 137,794,183 | — | — | 137,794,183 | ||||
TOTAL INVESTMENTS | $137,794,183 | $2,474,639,097 | $— | $2,612,433,280 |
See accompanying notes to Schedule of
Investments.
75
STATE STREET AGGREGATE BOND INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier Class | 54,313,817 | $54,324,679 | $449,405,228 | $454,221,116 | $8,100 | $(4,078) | 49,502,912 | $49,512,813 | $2,464,144 | ||||||||
State Street Navigator Securities Lending Portfolio II | 82,618,698 | 82,618,698 | 925,622,761 | 919,960,089 | — | — | 88,281,370 | 88,281,370 | 274,739 | ||||||||
Total | $136,943,377 | $1,375,027,989 | $1,374,181,205 | $8,100 | $(4,078) | $137,794,183 | $2,738,883 |
See accompanying notes to Schedule of
Investments.
76
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments
September 30, 2023 (Unaudited)
State Street Global All Cap Equity
ex-U.S. Index Fund is a feeder fund that invests substantially all of its investable assets in a master fund, the State Street Global All Cap Equity ex- U.S. Index Portfolio. The Schedule of Investments for the State
Street Global All Cap Equity ex- U.S. Index Portfolio follows.
Security Description | Shares | Value | ||||
COMMON STOCKS — 96.6% | ||||||
AUSTRALIA — 5.0% | ||||||
Abacus Group REIT | 78,325 | $52,826 | ||||
Abacus Storage King REIT (a) | 92,312 | 61,961 | ||||
Accent Group Ltd. (b) | 80,316 | 101,598 | ||||
Adbri Ltd. (a) | 66,713 | 87,405 | ||||
AGL Energy Ltd. (b) | 126,483 | 875,913 | ||||
Allkem Ltd. (a) | 122,145 | 927,069 | ||||
Alpha HPA Ltd. (a) | 109,995 | 55,018 | ||||
ALS Ltd. | 91,752 | 679,216 | ||||
Altium Ltd. | 24,114 | 672,485 | ||||
Alumina Ltd. (a) | 533,852 | 329,043 | ||||
AMP Ltd. | 550,600 | 445,973 | ||||
Ampol Ltd. | 50,288 | 1,097,008 | ||||
Ansell Ltd. | 25,657 | 366,451 | ||||
ANZ Group Holdings Ltd. | 629,093 | 10,418,385 | ||||
APA Group Stapled Security | 271,030 | 1,451,859 | ||||
APM Human Services International Ltd. (b) | 44,330 | 52,786 | ||||
Arafura Rare Earths Ltd. (a)(b) | 324,473 | 54,448 | ||||
ARB Corp. Ltd. (b) | 17,501 | 353,312 | ||||
Arena REIT | 57,706 | 125,138 | ||||
Argosy Minerals Ltd. (a)(b) | 218,738 | 27,529 | ||||
Aristocrat Leisure Ltd. | 127,309 | 3,356,449 | ||||
ASX Ltd. | 39,604 | 1,460,011 | ||||
Atlas Arteria Ltd. Stapled Security | 286,236 | 1,021,594 | ||||
AUB Group Ltd. | 27,891 | 524,545 | ||||
Aurizon Holdings Ltd. | 363,154 | 817,985 | ||||
Aussie Broadband Ltd. (a)(b) | 39,567 | 104,955 | ||||
Austal Ltd. | 60,258 | 73,114 | ||||
Australian Agricultural Co. Ltd. (a) | 66,789 | 55,606 | ||||
Australian Clinical Labs Ltd. (b) | 11,460 | 21,079 | ||||
AVZ Minerals Ltd. (a)(b)(c) | 378,780 | 95,341 | ||||
Bank of Queensland Ltd. (b) | 133,197 | 493,441 | ||||
Bapcor Ltd. | 67,346 | 295,563 | ||||
Beach Energy Ltd. | 295,473 | 312,745 | ||||
Bega Cheese Ltd. (b) | 66,288 | 107,811 | ||||
Bellevue Gold Ltd. (a) | 251,703 | 224,992 | ||||
Bendigo & Adelaide Bank Ltd. | 116,258 | 670,044 | ||||
BHP Group Ltd. | 1,062,212 | 30,335,654 | ||||
BlueScope Steel Ltd. | 94,283 | 1,182,929 | ||||
Boral Ltd. (a) | 71,366 | 204,965 | ||||
Boss Energy Ltd. (a) | 52,162 | 163,277 |
Security Description | Shares | Value | |||
BrainChip Holdings Ltd. (a)(b) | 253,070 | $31,033 | |||
Brambles Ltd. | 302,400 | 2,794,819 | |||
Breville Group Ltd. (b) | 28,855 | 409,706 | |||
Brickworks Ltd. | 17,916 | 288,728 | |||
BWP Trust REIT | 89,143 | 192,735 | |||
Calix Ltd. (a) | 20,810 | 37,875 | |||
Capricorn Metals Ltd. (a) | 69,661 | 185,232 | |||
carsales.com Ltd. | 77,007 | 1,388,627 | |||
Centuria Capital Group REIT (b) | 115,714 | 101,567 | |||
Centuria Industrial REIT | 113,993 | 221,449 | |||
Centuria Office REIT | 90,435 | 66,538 | |||
Cettire Ltd. (a) | 98,687 | 183,435 | |||
Chalice Mining Ltd. (a)(b) | 60,579 | 90,707 | |||
Challenger Ltd. | 107,298 | 444,586 | |||
Champion Iron Ltd. | 76,528 | 311,164 | |||
Charter Hall Group REIT | 91,499 | 560,417 | |||
Charter Hall Long Wale REIT | 129,186 | 268,473 | |||
Charter Hall Retail REIT | 103,861 | 210,480 | |||
Charter Hall Social Infrastructure REIT | 85,078 | 138,371 | |||
Cleanaway Waste Management Ltd. | 503,089 | 789,005 | |||
Clinuvel Pharmaceuticals Ltd. (b) | 6,455 | 61,283 | |||
Cochlear Ltd. | 14,361 | 2,366,456 | |||
Codan Ltd. (b) | 19,951 | 101,723 | |||
Coles Group Ltd. | 290,918 | 2,921,521 | |||
Collins Foods Ltd. | 27,699 | 171,082 | |||
Commonwealth Bank of Australia | 349,799 | 22,569,250 | |||
Computershare Ltd. | 117,331 | 1,965,832 | |||
Core Lithium Ltd. (a)(b) | 329,380 | 86,096 | |||
Coronado Global Resources, Inc. CDI (d) | 130,461 | 163,768 | |||
Corporate Travel Management Ltd. | 32,318 | 351,458 | |||
Costa Group Holdings Ltd. | 76,579 | 154,697 | |||
Credit Corp. Group Ltd. (b) | 10,877 | 136,048 | |||
Cromwell Property Group REIT | 314,615 | 75,129 | |||
CSR Ltd. | 109,002 | 397,477 | |||
Data#3 Ltd. (b) | 21,811 | 99,664 | |||
De Grey Mining Ltd. (a) | 407,245 | 293,062 | |||
Deterra Royalties Ltd. | 98,307 | 303,913 | |||
Dexus REIT | 223,658 | 1,053,747 | |||
Dexus Industria REIT | 27,326 | 45,149 | |||
Dicker Data Ltd. (b) | 13,173 | 82,213 |
See accompanying notes to Schedule of
Investments.
77
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Domain Holdings Australia Ltd. (b) | 51,929 | $134,060 | |||
Domino's Pizza Enterprises Ltd. (b) | 13,680 | 469,530 | |||
Downer EDI Ltd. | 138,327 | 367,818 | |||
Eagers Automotive Ltd. | 30,682 | 275,844 | |||
EBOS Group Ltd. | 30,693 | 630,713 | |||
Elders Ltd. | 26,825 | 100,068 | |||
Endeavour Group Ltd. | 299,846 | 1,019,853 | |||
Evolution Mining Ltd. | 432,394 | 918,131 | |||
EVT Ltd. | 18,245 | 129,529 | |||
Firefinch Ltd. (a)(b)(c) | 180,320 | 6,983 | |||
FleetPartners Group Ltd. (a) | 45,962 | 81,279 | |||
Flight Centre Travel Group Ltd. (b) | 33,623 | 420,551 | |||
Flutter Entertainment PLC (a)(e) | 25,294 | 4,148,226 | |||
Flutter Entertainment PLC (a)(e) | 11,326 | 1,851,026 | |||
Fortescue Metals Group Ltd. | 352,657 | 4,761,492 | |||
G8 Education Ltd. | 123,292 | 84,745 | |||
Genesis Minerals Ltd. (a) | 252,836 | 226,005 | |||
Glencore PLC | 2,203,205 | 12,636,180 | |||
Gold Road Resources Ltd. | 230,902 | 241,419 | |||
Goodman Group REIT | 353,499 | 4,893,779 | |||
GPT Group REIT | 381,255 | 959,642 | |||
GrainCorp Ltd. Class A | 50,653 | 230,802 | |||
Grange Resources Ltd. (b) | 84,209 | 25,816 | |||
Growthpoint Properties Australia Ltd. REIT | 38,972 | 55,587 | |||
GUD Holdings Ltd. | 43,623 | 331,376 | |||
Hansen Technologies Ltd. | 29,249 | 99,861 | |||
Harvey Norman Holdings Ltd. (b) | 138,827 | 346,748 | |||
Healius Ltd. (a) | 100,912 | 149,796 | |||
Helia Group Ltd. | 52,077 | 117,301 | |||
HMC Capital Ltd. REIT | 79,560 | 241,849 | |||
HomeCo Daily Needs REIT | 306,603 | 228,553 | |||
HUB24 Ltd. | 15,232 | 319,499 | |||
IDP Education Ltd. (b) | 49,310 | 680,411 | |||
IGO Ltd. | 138,800 | 1,134,102 | |||
Iluka Resources Ltd. | 95,630 | 474,006 | |||
Imdex Ltd. | 101,204 | 101,568 | |||
Imugene Ltd. (a)(b) | 908,453 | 26,970 | |||
Incitec Pivot Ltd. | 432,752 | 876,996 | |||
Ingenia Communities Group REIT | 82,745 | 224,295 | |||
Inghams Group Ltd. | 168,523 | 361,099 | |||
Insignia Financial Ltd. | 107,414 | 167,766 | |||
Insurance Australia Group Ltd. | 501,185 | 1,837,280 | |||
Integral Diagnostics Ltd. | 37,623 | 69,689 | |||
InvoCare Ltd. | 23,100 | 187,701 | |||
ioneer Ltd. (a)(b) | 317,776 | 46,146 | |||
IPH Ltd. | 46,244 | 220,859 | |||
IRESS Ltd. (b) | 35,397 | 132,959 | |||
JB Hi-Fi Ltd. (b) | 25,173 | 737,923 |
Security Description | Shares | Value | |||
Johns Lyng Group Ltd. | 59,264 | $249,766 | |||
Judo Capital Holdings Ltd. (a) | 89,055 | 57,476 | |||
Jumbo Interactive Ltd. | 6,701 | 67,035 | |||
Karoon Energy Ltd. (a) | 131,438 | 223,951 | |||
Kelsian Group Ltd. (b) | 34,444 | 127,379 | |||
Latin Resources Ltd. (a) | 773,249 | 122,268 | |||
Lendlease Corp. Ltd. Stapled Security | 136,160 | 630,961 | |||
Leo Lithium Ltd. (a) | 203,060 | 66,183 | |||
Lifestyle Communities Ltd. (b) | 28,492 | 297,897 | |||
Link Administration Holdings Ltd. | 83,066 | 73,983 | |||
Liontown Resources Ltd. (a)(b) | 319,135 | 605,551 | |||
Lottery Corp. Ltd. | 449,543 | 1,369,437 | |||
Lovisa Holdings Ltd. | 9,542 | 119,104 | |||
Lynas Rare Earths Ltd. (a) | 219,604 | 962,363 | |||
MA Financial Group Ltd. (b) | 13,806 | 42,413 | |||
Maas Group Holdings Ltd. (b) | 10,298 | 22,066 | |||
Macquarie Group Ltd. | 77,741 | 8,415,690 | |||
Mader Group Ltd. | 34,029 | 140,120 | |||
Magellan Financial Group Ltd. | 33,740 | 200,773 | |||
McMillan Shakespeare Ltd. | 10,424 | 108,382 | |||
Medibank Pvt Ltd. | 598,886 | 1,329,632 | |||
Megaport Ltd. (a) | 28,472 | 216,283 | |||
Mesoblast Ltd. (a)(b) | 152,603 | 38,411 | |||
Metcash Ltd. | 178,987 | 436,659 | |||
Mincor Resources NL (a) | 58,525 | 52,881 | |||
Mineral Resources Ltd. | 35,518 | 1,550,304 | |||
Mirvac Group REIT | 807,216 | 1,109,681 | |||
Monadelphous Group Ltd. | 31,670 | 288,815 | |||
Mount Gibson Iron Ltd. (a)(b) | 98,191 | 27,884 | |||
Nanosonics Ltd. (a) | 64,592 | 175,922 | |||
National Australia Bank Ltd. | 656,592 | 12,318,831 | |||
National Storage REIT | 271,443 | 381,913 | |||
Netwealth Group Ltd. | 26,981 | 262,944 | |||
Neuren Pharmaceuticals Ltd. (a) | 20,434 | 145,860 | |||
New Hope Corp. Ltd. | 140,723 | 576,724 | |||
Newcrest Mining Ltd. | 189,581 | 3,000,158 | |||
NEXTDC Ltd. (a) | 114,856 | 918,446 | |||
nib holdings Ltd. | 127,242 | 610,166 | |||
Nick Scali Ltd. (b) | 11,946 | 85,426 | |||
Nine Entertainment Co. Holdings Ltd. (b) | 290,057 | 383,766 | |||
Northern Star Resources Ltd. | 247,332 | 1,669,709 | |||
NRW Holdings Ltd. | 104,835 | 183,360 | |||
Nufarm Ltd. | 72,045 | 220,865 | |||
Objective Corp. Ltd. (b) | 2,964 | 20,469 | |||
OceanaGold Corp. | 131,800 | 259,311 | |||
Omni Bridgeway Ltd. (a)(b) | 52,001 | 60,411 | |||
oOh!media Ltd. | 161,946 | 147,896 | |||
Orica Ltd. | 90,872 | 914,334 | |||
Origin Energy Ltd. | 352,428 | 1,997,072 | |||
Orora Ltd. (b) | 287,234 | 509,797 |
See accompanying notes to Schedule of
Investments.
78
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Paladin Energy Ltd. (a) | 685,581 | $486,721 | |||
Pepper Money Ltd. | 84,260 | 70,424 | |||
Perenti Ltd. (a) | 90,600 | 63,151 | |||
Perpetual Ltd. (b) | 29,508 | 398,981 | |||
Perseus Mining Ltd. | 272,549 | 289,361 | |||
PEXA Group Ltd. (a) | 33,424 | 246,350 | |||
Pilbara Minerals Ltd. (b) | 604,866 | 1,678,636 | |||
Pinnacle Investment Management Group Ltd. (b) | 27,782 | 161,374 | |||
Platinum Asset Management Ltd. | 87,073 | 73,056 | |||
PolyNovo Ltd. (a) | 95,720 | 80,620 | |||
Premier Investments Ltd. | 16,862 | 272,068 | |||
Pro Medicus Ltd. (b) | 10,306 | 554,668 | |||
PWR Holdings Ltd. | 12,163 | 86,350 | |||
Qantas Airways Ltd. (a) | 189,348 | 633,023 | |||
QBE Insurance Group Ltd. | 316,084 | 3,204,849 | |||
Qube Holdings Ltd. | 368,935 | 683,377 | |||
Ramelius Resources Ltd. | 195,160 | 180,747 | |||
Ramsay Health Care Ltd. | 37,079 | 1,241,290 | |||
REA Group Ltd. (b) | 11,485 | 1,143,884 | |||
Reece Ltd. (b) | 48,002 | 577,166 | |||
Region RE Ltd. REIT | 221,134 | 288,294 | |||
Regis Resources Ltd. (a) | 121,027 | 116,385 | |||
Resolute Mining Ltd. (a) | 419,081 | 93,314 | |||
Rio Tinto Ltd. | 77,128 | 5,652,338 | |||
Rio Tinto PLC | 236,982 | 14,965,707 | |||
Rural Funds Group REIT | 82,044 | 93,459 | |||
Sandfire Resources Ltd. (a) | 90,431 | 359,523 | |||
Santos Ltd. | 675,396 | 3,443,614 | |||
Sayona Mining Ltd. (a)(b) | 1,708,559 | 102,551 | |||
Scentre Group REIT | 1,114,689 | 1,769,774 | |||
SEEK Ltd. | 82,637 | 1,177,079 | |||
Select Harvests Ltd. (b) | 16,300 | 42,185 | |||
Seven Group Holdings Ltd. | 35,256 | 708,794 | |||
Seven West Media Ltd. (a)(b) | 154,264 | 31,362 | |||
Sigma Healthcare Ltd. | 183,261 | 81,611 | |||
Silex Systems Ltd. (a) | 87,668 | 198,033 | |||
Silver Lake Resources Ltd. (a) | 138,597 | 75,586 | |||
SiteMinder Ltd. (a) | 35,031 | 104,680 | |||
SmartGroup Corp. Ltd. | 25,202 | 134,677 | |||
SolGold PLC (a)(b) | 211,825 | 32,318 | |||
Sonic Healthcare Ltd. | 97,700 | 1,879,056 | |||
South32 Ltd. (e) | 10,757 | 23,686 | |||
South32 Ltd. (e) | 922,372 | 2,018,063 | |||
Stanmore Resources Ltd. (a) | 53,229 | 127,110 | |||
Star Entertainment Group Ltd. (a)(b)(e) | 302,842 | 119,227 | |||
Star Entertainment Group Ltd. (a)(e) | 80,299 | 31,613 | |||
Steadfast Group Ltd. | 192,416 | 700,405 | |||
Stockland REIT | 516,278 | 1,306,167 | |||
Strike Energy Ltd. (a)(b) | 985,145 | 257,504 | |||
Suncorp Group Ltd. | 273,795 | 2,468,600 | |||
Super Retail Group Ltd. | 47,823 | 370,071 |
Security Description | Shares | Value | ||||
Syrah Resources Ltd. (a)(b) | 102,414 | $33,710 | ||||
Tabcorp Holdings Ltd. | 559,156 | 339,226 | ||||
Technology One Ltd. | 59,774 | 598,347 | ||||
Telix Pharmaceuticals Ltd. (a) | 47,489 | 349,403 | ||||
Telstra Group Ltd. | 827,303 | 2,055,674 | ||||
Temple & Webster Group Ltd. (a) | 17,447 | 67,562 | ||||
Tietto Minerals Ltd. (a) | 390,910 | 84,518 | ||||
Transurban Group Stapled Security | 640,029 | 5,241,917 | ||||
Treasury Wine Estates Ltd. | 157,925 | 1,256,732 | ||||
Tyro Payments Ltd. (a) | 83,907 | 73,378 | ||||
United Malt Group Ltd. (a) | 70,342 | 224,270 | ||||
Ventia Services Group Pty. Ltd. | 121,785 | 221,652 | ||||
Vicinity Ltd. REIT | 793,057 | 867,567 | ||||
Viva Energy Group Ltd. (d) | 177,765 | 344,189 | ||||
Vulcan Energy Resources Ltd. (a)(b) | 16,801 | 31,337 | ||||
Vulcan Steel Ltd. | 8,527 | 40,449 | ||||
Washington H Soul Pattinson & Co. Ltd. | 46,803 | 984,435 | ||||
Waypoint REIT Ltd. | 110,238 | 160,082 | ||||
Webjet Ltd. (a)(b) | 70,553 | 307,361 | ||||
Weebit Nano Ltd. (a)(b) | 30,828 | 63,270 | ||||
Wesfarmers Ltd. | 240,374 | 8,200,560 | ||||
West African Resources Ltd. (a) | 174,419 | 86,679 | ||||
Westpac Banking Corp. | 734,608 | 10,027,552 | ||||
Whitehaven Coal Ltd. | 175,441 | 805,062 | ||||
WiseTech Global Ltd. | 33,944 | 1,425,080 | ||||
Woodside Energy Group Ltd. | 397,616 | 9,364,112 | ||||
Woolworths Group Ltd. | 252,887 | 6,091,118 | ||||
Worley Ltd. | 72,348 | 812,932 | ||||
Yancoal Australia Ltd. (b) | 85,872 | 286,531 | ||||
290,796,184 | ||||||
AUSTRIA — 0.2% | ||||||
Agrana Beteiligungs AG | 3,687 | 59,920 | ||||
ams-OSRAM AG (a) | 56,112 | 264,735 | ||||
ANDRITZ AG | 14,049 | 711,293 | ||||
AT&S Austria Technologie & Systemtechnik AG | 5,053 | 149,903 | ||||
BAWAG Group AG (d) | 16,288 | 749,464 | ||||
CA Immobilien Anlagen AG | 8,392 | 278,990 | ||||
DO & Co. AG | 1,342 | 147,483 | ||||
Erste Group Bank AG | 71,459 | 2,483,070 | ||||
EVN AG | 7,098 | 190,130 | ||||
Immofinanz AG (a) | 6,422 | 124,971 | ||||
Kontron AG | 8,066 | 156,621 | ||||
Lenzing AG (a) | 3,638 | 149,640 | ||||
Mondi PLC (e) | 84,079 | 1,408,495 | ||||
Mondi PLC (e) | 19,096 | 320,659 | ||||
Oesterreichische Post AG | 6,664 | 219,074 | ||||
OMV AG | 32,915 | 1,579,346 | ||||
Palfinger AG | 2,748 | 65,026 | ||||
Porr Ag | 3,398 | 42,236 |
See accompanying notes to Schedule of
Investments.
79
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Raiffeisen Bank International AG (a) | 29,619 | $433,069 | ||||
Schoeller-Bleckmann Oilfield Equipment AG | 1,927 | 113,844 | ||||
Semperit AG Holding | 2,674 | 48,299 | ||||
UNIQA Insurance Group AG | 23,821 | 193,189 | ||||
Verbund AG | 14,180 | 1,156,757 | ||||
Vienna Insurance Group AG Wiener Versicherung Gruppe | 7,801 | 218,046 | ||||
voestalpine AG | 22,845 | 624,996 | ||||
Wienerberger AG | 21,239 | 540,582 | ||||
12,429,838 | ||||||
BELGIUM — 0.6% | ||||||
Ackermans & van Haaren NV | 4,758 | 720,871 | ||||
Aedifica SA REIT | 11,302 | 644,369 | ||||
Ageas SA | 32,630 | 1,348,370 | ||||
AGFA-Gevaert NV (a) | 39,088 | 75,733 | ||||
Anheuser-Busch InBev SA | 180,518 | 10,035,892 | ||||
Barco NV | 14,654 | 285,164 | ||||
Bekaert SA | 8,197 | 368,319 | ||||
bpost SA | 27,427 | 150,564 | ||||
Cofinimmo SA REIT (b) | 6,863 | 471,576 | ||||
Deme Group NV | 1,771 | 195,005 | ||||
D'ieteren Group | 4,815 | 815,151 | ||||
Elia Group SA | 6,016 | 590,129 | ||||
Etablissements Franz Colruyt NV | 11,897 | 515,930 | ||||
Euronav NV | 32,908 | 535,163 | ||||
Fagron | 12,626 | 215,355 | ||||
Galapagos NV (a) | 9,374 | 322,851 | ||||
Groupe Bruxelles Lambert NV | 19,689 | 1,470,875 | ||||
Immobel SA (b) | 1,863 | 57,497 | ||||
Intervest Offices & Warehouses NV REIT | 6,150 | 89,205 | ||||
KBC Ancora | 7,640 | 313,039 | ||||
KBC Group NV | 53,330 | 3,339,230 | ||||
Kinepolis Group NV (b) | 2,953 | 147,258 | ||||
Lotus Bakeries NV | 84 | 683,910 | ||||
Melexis NV | 3,801 | 328,786 | ||||
Montea NV REIT | 2,805 | 199,867 | ||||
Ontex Group NV (a)(b) | 20,660 | 152,023 | ||||
Proximus SADP | 32,097 | 261,599 | ||||
Recticel SA (b) | 8,030 | 79,747 | ||||
Retail Estates NV REIT | 1,814 | 108,896 | ||||
Shurgard Self Storage Ltd. REIT | 5,867 | 232,938 | ||||
Sofina SA | 3,040 | 617,327 | ||||
Solvay SA | 15,403 | 1,709,886 | ||||
Tessenderlo Group SA | 5,115 | 147,843 | ||||
UCB SA | 27,355 | 2,245,722 | ||||
Umicore SA | 47,555 | 1,130,332 | ||||
VGP NV | 2,928 | 272,647 | ||||
Warehouses De Pauw CVA REIT | 38,364 | 952,083 |
Security Description | Shares | Value | ||||
X-Fab Silicon Foundries SE (a)(d) | 38,071 | $394,612 | ||||
Xior Student Housing NV REIT | 5,821 | 167,017 | ||||
32,392,781 | ||||||
BERMUDA — 0.0% (f) | ||||||
Cool Co. Ltd. | 4,767 | 65,362 | ||||
BRAZIL — 1.6% | ||||||
3R Petroleum Oleo E Gas SA (a) | 46,470 | 293,200 | ||||
AES Brasil Energia SA (a) | 41,344 | 90,119 | ||||
Aliansce Sonae Shopping Centers sa | 94,822 | 427,961 | ||||
Alpargatas SA Preference Shares (a) | 41,207 | 66,274 | ||||
Alupar Investimento SA | 36,296 | 208,558 | ||||
Ambev SA | 1,004,567 | 2,631,238 | ||||
Ambipar Participacoes e Empreendimentos SA | 11,000 | 45,427 | ||||
Arezzo Industria e Comercio SA | 12,117 | 157,261 | ||||
Armac Locacao Logistica E Servicos SA | 35,900 | 92,095 | ||||
Atacadao SA | 118,200 | 210,177 | ||||
Auren Energia SA | 48,330 | 132,576 | ||||
Azul SA Preference Shares (a) | 51,900 | 150,146 | ||||
B3 SA - Brasil Bolsa Balcao | 1,211,903 | 2,975,763 | ||||
Banco ABC Brasil SA (a) | 804 | 3,189 | ||||
Banco ABC Brasil SA Preference Shares | 16,392 | 65,205 | ||||
Banco Bradesco SA | 354,140 | 895,751 | ||||
Banco Bradesco SA Preference Shares | 1,124,482 | 3,212,677 | ||||
Banco BTG Pactual SA | 241,808 | 1,501,034 | ||||
Banco do Brasil SA | 173,800 | 1,638,273 | ||||
Banco do Estado do Rio Grande do Sul SA Class B, Preference Shares | 55,500 | 136,499 | ||||
Banco Pan SA Preference Shares | 88,800 | 143,352 | ||||
Banco Santander Brasil SA | 76,900 | 400,233 | ||||
BB Seguridade Participacoes SA | 154,600 | 964,011 | ||||
Blau Farmaceutica SA | 6,700 | 21,418 | ||||
Bradespar SA | 16,100 | 67,389 | ||||
Bradespar SA Preference Shares | 47,336 | 214,871 | ||||
BrasilAgro - Co. Brasileira de Propriedades Agricolas | 8,000 | 45,904 | ||||
BRF SA (a) | 213,686 | 435,040 | ||||
Camil Alimentos SA | 18,200 | 27,963 | ||||
CCR SA | 234,500 | 603,913 | ||||
Centrais Eletricas Brasileiras SA | 265,919 | 1,959,912 |
See accompanying notes to Schedule of
Investments.
80
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Centrais Eletricas Brasileiras SA Class B, Preference Shares (g) | 52,400 | $422,429 | |||
Cia Brasileira de Aluminio | 27,700 | 25,292 | |||
Cia de Ferro Ligas da Bahia FERBASA Preference Shares | 10,600 | 106,568 | |||
Cia de Saneamento Basico do Estado de Sao Paulo SABESP | 75,700 | 923,034 | |||
Cia de Saneamento de Minas Gerais Copasa MG | 49,600 | 171,537 | |||
Cia de Saneamento do Parana | 38,500 | 175,839 | |||
Cia de Saneamento do Parana Preference Shares (g) | 132,600 | 121,070 | |||
Cia Energetica de Minas Gerais Preference Shares (g) | 311,903 | 773,339 | |||
Cia Energetica do Ceara Class A, Preference Shares | 1,500 | 13,282 | |||
Cia Siderurgica Nacional SA | 149,200 | 361,881 | |||
Cielo SA | 265,839 | 186,425 | |||
CM Hospitalar SA | 37,838 | 126,626 | |||
Cogna Educacao SA (a) | 415,363 | 220,744 | |||
Cosan SA | 268,780 | 920,421 | |||
CPFL Energia SA | 48,800 | 327,693 | |||
Cury Construtora e Incorporadora SA | 24,600 | 79,916 | |||
Cyrela Brazil Realty SA Empreendimentos e Participacoes | 67,500 | 273,361 | |||
Dexco SA | 93,038 | 143,130 | |||
Diagnosticos da America SA | 52,700 | 130,244 | |||
Direcional Engenharia SA | 21,529 | 82,499 | |||
EcoRodovias Infraestrutura e Logistica SA | 81,929 | 126,694 | |||
Embraer SA (a) | 146,400 | 503,678 | |||
Enauta Participacoes SA | 35,800 | 128,746 | |||
Energisa SA | 50,500 | 471,684 | |||
Eneva SA (a) | 187,412 | 451,568 | |||
Engie Brasil Energia SA | 43,266 | 358,130 | |||
Equatorial Energia SA | 210,881 | 1,350,764 | |||
ERO Copper Corp. (a)(b) | 22,300 | 386,291 | |||
Ez Tec Empreendimentos e Participacoes SA | 31,200 | 117,315 | |||
Fleury SA | 57,402 | 173,747 | |||
Gerdau SA Preference Shares (g) | 259,835 | 1,252,661 | |||
Gol Linhas Aereas Inteligentes SA Preference Shares (a) | 26,856 | 35,467 | |||
GPS Participacoes e Empreendimentos SA (d) | 99,500 | 341,726 | |||
Grendene SA | 87,800 | 117,530 | |||
Grupo Casas Bahia SA (a) | 225,180 | 28,343 |
Security Description | Shares | Value | |||
Grupo De Moda Soma SA | 109,072 | $144,915 | |||
Grupo Mateus SA (a) | 120,500 | 164,673 | |||
Grupo SBF SA | 28,867 | 39,334 | |||
Hapvida Participacoes e Investimentos SA (a)(d) | 1,136,902 | 1,067,578 | |||
Hidrovias do Brasil SA (a) | 120,200 | 109,989 | |||
Hospital Mater Dei SA | 44,500 | 77,350 | |||
Hypera SA | 80,800 | 599,559 | |||
Iguatemi SA | 42,713 | 172,808 | |||
Intelbras SA Industria de Telecomunicacao Eletronica Brasileira | 15,300 | 63,276 | |||
Iochpe Maxion SA | 41,300 | 113,044 | |||
IRB-Brasil Resseguros SA (a) | 14,017 | 123,221 | |||
Itau Unibanco Holding SA Preference Shares (g) | 1,006,203 | 5,470,068 | |||
Itausa SA Preference Shares | 1,125,343 | 2,034,755 | |||
Jalles Machado SA (e) | 48,500 | 82,946 | |||
Jalles Machado SA (a)(e) | 1,536 | 2,627 | |||
JHSF Participacoes SA | 59,024 | 56,132 | |||
Klabin SA | 150,528 | 716,070 | |||
Localiza Rent a Car SA | 194,591 | 2,276,682 | |||
Locaweb Servicos de Internet SA (d) | 101,765 | 129,921 | |||
LOG Commercial Properties e Participacoes SA | 7,400 | 30,101 | |||
Lojas Renner SA | 191,749 | 513,353 | |||
M Dias Branco SA | 20,700 | 151,077 | |||
Magazine Luiza SA (a) | 572,561 | 242,514 | |||
Mahle Metal Leve SA | 7,400 | 71,336 | |||
Marcopolo SA Preference Shares | 86,300 | 100,349 | |||
Marfrig Global Foods SA (e) | 58,600 | 83,477 | |||
Marfrig Global Foods SA (a)(e) | 27,592 | 38,589 | |||
Metalurgica Gerdau SA Preference Shares | 131,500 | 292,940 | |||
Mills Estruturas e Servicos de Engenharia SA | 21,200 | 51,335 | |||
Minerva SA | 66,635 | 107,703 | |||
Movida Participacoes SA | 42,600 | 101,112 | |||
MRV Engenharia e Participacoes SA (a) | 105,116 | 224,085 | |||
Multiplan Empreendimentos Imobiliarios SA | 56,314 | 276,439 | |||
Natura & Co. Holding SA (a) | 181,337 | 527,505 | |||
Odontoprev SA | 78,060 | 169,838 | |||
Omega Energia SA (a) | 53,037 | 104,056 | |||
Oncoclinicas do Brasil Servicos Medicos SA (a) | 27,800 | 63,762 | |||
Orizon Valorizacao de Residuos SA (a) | 6,923 | 50,831 | |||
Pet Center Comercio e Participacoes SA | 110,108 | 103,834 | |||
Petroleo Brasileiro SA | 772,900 | 5,850,951 | |||
Petroleo Brasileiro SA Preference Shares | 999,500 | 6,917,342 |
See accompanying notes to Schedule of
Investments.
81
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Petroreconcavo SA | 22,200 | $92,877 | ||||
PRIO SA (a) | 176,610 | 1,659,821 | ||||
Raia Drogasil SA | 278,276 | 1,535,600 | ||||
Randon SA Implementos e Participacoes Preference Shares | 25,700 | 59,870 | ||||
Rede D'Or Sao Luiz SA (d) | 124,753 | 633,336 | ||||
Rumo SA | 266,671 | 1,215,822 | ||||
Santos Brasil Participacoes SA | 104,381 | 178,723 | ||||
Sao Martinho SA | 33,600 | 263,553 | ||||
Sendas Distribuidora SA | 324,200 | 787,635 | ||||
SIMPAR SA | 66,400 | 117,273 | ||||
Sitios Latinoamerica SAB de CV (a)(b) | 394,270 | 157,449 | ||||
SLC Agricola SA | 24,882 | 195,817 | ||||
Smartfit Escola de Ginastica e Danca SA (a) | 44,300 | 190,292 | ||||
Suzano SA | 174,809 | 1,895,755 | ||||
Taurus Armas SA | 26,600 | 85,350 | ||||
Telefonica Brasil SA | 98,385 | 848,770 | ||||
TIM SA | 172,900 | 514,361 | ||||
TOTVS SA | 101,501 | 547,536 | ||||
Transmissora Alianca de Energia Eletrica SA | 43,800 | 302,431 | ||||
Tres Tentos Agroindustrial SA | 17,015 | 43,513 | ||||
Tupy SA | 11,000 | 59,756 | ||||
Ultrapar Participacoes SA | 149,600 | 560,417 | ||||
Unipar Carbocloro SA Class B, Preference Shares | 8,470 | 137,122 | ||||
Usinas Siderurgicas de Minas Gerais SA Usiminas Class A, Preference Shares (g) | 87,200 | 115,681 | ||||
Vale SA | 712,618 | 9,621,738 | ||||
Vamos Locacao de Caminhoes Maquinas e Equipamentos SA | 69,241 | 134,880 | ||||
Vibra Energia SA | 257,000 | 971,478 | ||||
Vivara Participacoes SA | 27,900 | 149,723 | ||||
Vulcabras Azaleia SA | 16,600 | 65,635 | ||||
WEG SA | 361,540 | 2,619,886 | ||||
Wheaton Precious Metals Corp. | 95,056 | 3,875,360 | ||||
Wilson Sons SA | 34,300 | 95,940 | ||||
Yara International ASA | 36,690 | 1,397,488 | ||||
YDUQS Participacoes SA | 68,100 | 270,348 | ||||
92,165,816 | ||||||
BURKINA FASO — 0.0% (f) | ||||||
Endeavour Mining PLC | 42,612 | 824,880 | ||||
IAMGOLD Corp. (a) | 86,200 | 186,809 | ||||
1,011,689 | ||||||
CANADA — 7.1% | ||||||
ADENTRA, Inc. (b) | 5,200 | 118,000 | ||||
Advantage Energy Ltd. (a)(b) | 35,100 | 240,663 |
Security Description | Shares | Value | |||
Aecon Group, Inc. (b) | 12,400 | $104,098 | |||
Africa Oil Corp. | 73,600 | 148,615 | |||
Ag Growth International, Inc. (b) | 4,900 | 192,956 | |||
Agnico Eagle Mines Ltd. | 103,105 | 4,706,835 | |||
Air Canada (a)(b) | 35,000 | 501,701 | |||
Alamos Gold, Inc. Class A | 80,046 | 907,030 | |||
Algoma Steel Group, Inc. | 17,100 | 116,487 | |||
Algonquin Power & Utilities Corp. (b) | 136,130 | 809,530 | |||
Alimentation Couche-Tard, Inc. | 162,700 | 8,301,069 | |||
Allied Properties Real Estate Investment Trust | 13,900 | 184,339 | |||
AltaGas Ltd. (b) | 57,100 | 1,100,189 | |||
Altius Minerals Corp. (b) | 8,500 | 138,062 | |||
Altus Group Ltd. (b) | 9,500 | 330,392 | |||
Andlauer Healthcare Group, Inc. (b) | 4,000 | 122,278 | |||
ARC Resources Ltd. (b) | 129,785 | 2,081,168 | |||
Aritzia, Inc. (a)(b) | 17,000 | 297,123 | |||
Artis Real Estate Investment Trust | 14,000 | 66,893 | |||
Atco Ltd. Class I (b) | 14,600 | 371,479 | |||
Athabasca Oil Corp. (a) | 126,600 | 407,330 | |||
ATS Corp. (a)(b) | 18,700 | 800,836 | |||
AutoCanada, Inc. (a)(b) | 3,300 | 59,263 | |||
Aya Gold & Silver, Inc. (a) | 17,600 | 94,899 | |||
B2Gold Corp. (b) | 248,873 | 717,903 | |||
Badger Infrastructure Solution (b) | 7,200 | 184,740 | |||
Ballard Power Systems, Inc. (a)(b) | 46,200 | 170,858 | |||
Bank of Montreal | 149,236 | 12,647,530 | |||
Bank of Nova Scotia | 250,054 | 11,259,828 | |||
Barrick Gold Corp. | 364,969 | 5,326,064 | |||
Baytex Energy Corp. | 136,800 | 606,089 | |||
BCE, Inc. (b) | 16,579 | 635,814 | |||
Birchcliff Energy Ltd. (b) | 54,600 | 312,577 | |||
BlackBerry Ltd. (a) | 111,600 | 530,760 | |||
Boardwalk Real Estate Investment Trust | 4,500 | 222,371 | |||
Bombardier, Inc. Class B (a)(b) | 17,272 | 605,031 | |||
Boralex, Inc. Class A (b) | 18,600 | 401,441 | |||
Boyd Group Services, Inc. (b) | 4,800 | 857,503 | |||
Brookfield Asset Management Ltd. Class A (b) | 75,008 | 2,510,993 | |||
Brookfield Business Corp. Class A (b) | 5,000 | 90,459 | |||
Brookfield Corp. (b) | 297,325 | 9,339,788 | |||
Brookfield Infrastructure Corp. Class A (b) | 22,750 | 808,029 | |||
Brookfield Reinsurance Ltd. (a) | 1,907 | 59,876 | |||
BSR Real Estate Investment Trust | 5,000 | 60,170 |
See accompanying notes to Schedule of
Investments.
82
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
CAE, Inc. (a)(b) | 67,900 | $1,592,536 | |||
Calian Group Ltd. (b) | 2,800 | 105,683 | |||
Calibre Mining Corp. (a) | 95,400 | 91,731 | |||
Cameco Corp. (b) | 90,700 | 3,615,254 | |||
Canaccord Genuity Group, Inc. | 20,300 | 121,019 | |||
Canada Goose Holdings, Inc. (a)(b) | 10,500 | 154,704 | |||
Canadian Apartment Properties REIT | 16,900 | 563,500 | |||
Canadian Imperial Bank of Commerce | 192,049 | 7,447,581 | |||
Canadian National Railway Co. | 117,300 | 12,761,581 | |||
Canadian Natural Resources Ltd. | 233,100 | 15,144,604 | |||
Canadian Pacific Kansas City Ltd. (b) | 196,000 | 14,636,213 | |||
Canadian Tire Corp. Ltd. Class A (b) | 11,500 | 1,242,289 | |||
Canadian Utilities Ltd. Class A | 29,800 | 632,589 | |||
Canadian Western Bank (b) | 19,200 | 399,621 | |||
Canfor Corp. (a)(b) | 11,300 | 140,999 | |||
Capital Power Corp. | 27,600 | 774,106 | |||
Capstone Copper Corp. (a)(b) | 82,000 | 349,349 | |||
Cardinal Energy Ltd. (b) | 26,000 | 142,308 | |||
Cargojet, Inc. (b) | 1,600 | 106,556 | |||
Cascades, Inc. (b) | 17,800 | 161,543 | |||
CCL Industries, Inc. Class B (b) | 31,800 | 1,340,916 | |||
Celestica, Inc. (a) | 30,100 | 740,033 | |||
Cenovus Energy, Inc. | 298,328 | 6,240,174 | |||
Centerra Gold, Inc. | 42,600 | 209,219 | |||
CES Energy Solutions Corp. | 48,000 | 136,686 | |||
CGI, Inc. (a) | 44,300 | 4,386,748 | |||
Choice Properties Real Estate Investment Trust | 34,200 | 320,751 | |||
Chorus Aviation, Inc. (a)(b) | 11,000 | 19,120 | |||
CI Financial Corp. (b) | 33,400 | 381,926 | |||
Cineplex, Inc. (a) | 12,300 | 86,155 | |||
Cogeco Communications, Inc. (b) | 2,900 | 134,854 | |||
Cogeco, Inc. (b) | 1,700 | 61,952 | |||
Colliers International Group, Inc. (b) | 9,000 | 861,058 | |||
Constellation Software, Inc. | 4,200 | 8,710,868 | |||
Converge Technology Solutions Corp. (b) | 36,000 | 74,024 | |||
Corby Spirit & Wine Ltd. | 1,300 | 13,894 | |||
Crescent Point Energy Corp. | 109,800 | 914,459 | |||
Crew Energy, Inc. (a) | 23,200 | 100,041 | |||
Crombie Real Estate Investment Trust | 10,200 | 94,229 | |||
Cronos Group, Inc. (a)(b) | 33,600 | 67,349 |
Security Description | Shares | Value | |||
CT Real Estate Investment Trust | 10,200 | $103,283 | |||
Definity Financial Corp. | 18,900 | 524,223 | |||
Denison Mines Corp. (a)(b) | 149,500 | 246,587 | |||
dentalcorp Holdings Ltd. (a) | 16,600 | 72,441 | |||
Descartes Systems Group, Inc. (a) | 18,200 | 1,341,981 | |||
Docebo, Inc. (a) | 3,100 | 126,293 | |||
Dollarama, Inc. | 59,500 | 4,118,351 | |||
Dream Industrial Real Estate Investment Trust | 24,200 | 229,828 | |||
Dream Office Real Estate Investment Trust | 3,667 | 26,173 | |||
DREAM Unlimited Corp. Class A | 4,365 | 59,341 | |||
Dundee Precious Metals, Inc. | 35,800 | 222,426 | |||
Dye & Durham Ltd. (b) | 16,098 | 158,241 | |||
ECN Capital Corp. (b) | 41,500 | 70,599 | |||
Element Fleet Management Corp. | 85,100 | 1,226,774 | |||
Emera, Inc. (b) | 58,800 | 2,062,349 | |||
Empire Co. Ltd. Class A (b) | 31,800 | 869,090 | |||
Enbridge, Inc. | 444,500 | 14,811,187 | |||
Endeavour Silver Corp. (a)(b) | 40,100 | 98,470 | |||
Enerflex Ltd. | 21,200 | 122,308 | |||
Enerplus Corp. (b) | 43,000 | 760,133 | |||
Enghouse Systems Ltd. | 8,600 | 190,701 | |||
EQB, Inc. (b) | 6,800 | 379,231 | |||
Equinox Gold Corp. (a) | 58,718 | 247,988 | |||
Evertz Technologies Ltd. | 3,400 | 31,435 | |||
Exchange Income Corp. | 4,200 | 139,296 | |||
Extendicare, Inc. (b) | 19,700 | 88,446 | |||
Fairfax Financial Holdings Ltd. | 4,600 | 3,772,442 | |||
Fiera Capital Corp. | 16,100 | 66,925 | |||
Filo Corp. (a) | 18,500 | 277,637 | |||
Finning International, Inc. (b) | 30,600 | 906,683 | |||
First Capital Real Estate Investment Trust | 19,000 | 186,908 | |||
First Majestic Silver Corp. (b) | 54,200 | 279,018 | |||
First National Financial Corp. | 3,500 | 92,289 | |||
FirstService Corp. (b) | 8,300 | 1,212,831 | |||
Fortis, Inc. (b) | 102,787 | 3,922,176 | |||
Fortuna Silver Mines, Inc. (a) | 53,863 | 147,406 | |||
Franco-Nevada Corp. | 39,869 | 5,347,223 | |||
Freehold Royalties Ltd. (b) | 24,800 | 269,645 | |||
GDI Integrated Facility Services, Inc. (a)(b) | 3,100 | 88,277 | |||
George Weston Ltd. (b) | 13,727 | 1,529,362 | |||
GFL Environmental, Inc. (b) | 50,500 | 1,610,995 | |||
Gibson Energy, Inc. (b) | 37,300 | 536,050 | |||
Gildan Activewear, Inc. (b) | 40,400 | 1,137,595 | |||
Global Atomic Corp. (a)(b) | 26,900 | 45,364 | |||
goeasy Ltd. (b) | 2,500 | 197,171 | |||
GoGold Resources, Inc. (a) | 65,900 | 58,979 | |||
Granite Real Estate Investment Trust | 6,800 | 362,533 |
See accompanying notes to Schedule of
Investments.
83
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Great-West Lifeco, Inc. (b) | 60,900 | $1,750,425 | |||
H&R Real Estate Investment Trust | 23,700 | 161,798 | |||
Headwater Exploration, Inc. (b) | 49,000 | 259,497 | |||
Hudbay Minerals, Inc. (b) | 65,100 | 318,277 | |||
Hut 8 Mining Corp. (a)(b) | 43,600 | 86,104 | |||
Hydro One Ltd. (b)(d) | 71,200 | 1,821,077 | |||
i-80 Gold Corp. (a)(b) | 29,100 | 44,123 | |||
iA Financial Corp., Inc. | 22,800 | 1,436,805 | |||
IGM Financial, Inc. (b) | 20,700 | 527,452 | |||
Imperial Oil Ltd. | 42,500 | 2,629,845 | |||
Innergex Renewable Energy, Inc. (b) | 29,500 | 221,905 | |||
Intact Financial Corp. | 36,500 | 5,345,954 | |||
Interfor Corp. (a)(b) | 9,800 | 146,058 | |||
International Petroleum Corp. (a) | 17,900 | 171,189 | |||
InterRent Real Estate Investment Trust | 14,347 | 132,540 | |||
Ivanhoe Mines Ltd. Class A (a)(b) | 123,500 | 1,063,269 | |||
Jamieson Wellness, Inc. (d) | 9,300 | 167,634 | |||
K92 Mining, Inc. (a) | 46,600 | 198,877 | |||
Karora Resources, Inc. (a) | 47,000 | 133,143 | |||
Kelt Exploration Ltd. (a)(b) | 39,900 | 213,961 | |||
Keyera Corp. (b) | 49,500 | 1,167,570 | |||
Killam Apartment Real Estate Investment Trust | 11,000 | 141,731 | |||
Kinaxis, Inc. (a) | 5,800 | 657,133 | |||
Kinross Gold Corp. (b) | 251,000 | 1,149,179 | |||
Knight Therapeutics, Inc. (a)(b) | 26,600 | 88,535 | |||
Labrador Iron Ore Royalty Corp. (b) | 17,300 | 411,387 | |||
Lassonde Industries, Inc. Class A (b) | 400 | 37,290 | |||
Laurentian Bank of Canada (b) | 7,900 | 176,873 | |||
Leon's Furniture Ltd. (b) | 3,900 | 53,135 | |||
Lightspeed Commerce, Inc. (a)(b) | 34,200 | 482,645 | |||
Linamar Corp. (b) | 9,300 | 450,073 | |||
Lion Electric Co. (a)(b) | 19,000 | 36,257 | |||
Lithium Americas Corp. (a)(b) | 20,000 | 341,420 | |||
Loblaw Cos. Ltd. | 33,200 | 2,833,787 | |||
Lundin Gold, Inc. | 21,200 | 239,127 | |||
MAG Silver Corp. (a)(b) | 20,500 | 212,885 | |||
Magna International, Inc. (b) | 56,800 | 3,058,041 | |||
Major Drilling Group International, Inc. (a) | 12,200 | 74,626 | |||
Manulife Financial Corp. (b) | 390,300 | 7,165,123 | |||
Maple Leaf Foods, Inc. (b) | 15,600 | 301,154 | |||
Martinrea International, Inc. (b) | 17,800 | 164,703 | |||
MEG Energy Corp. (a)(b) | 62,600 | 1,223,756 | |||
Methanex Corp. (b) | 12,800 | 579,503 |
Security Description | Shares | Value | |||
Metro, Inc. (b) | 49,257 | $2,569,962 | |||
Minto Apartment Real Estate Investment Trust (d) | 6,300 | 63,513 | |||
Morguard Corp. (b) | 1,200 | 90,089 | |||
Morguard North American Residential Real Estate Investment Trust | 5,100 | 56,017 | |||
MTY Food Group, Inc. | 4,300 | 184,531 | |||
Mullen Group Ltd. (b) | 18,900 | 187,602 | |||
NanoXplore, Inc. (a) | 24,000 | 46,509 | |||
National Bank of Canada (b) | 70,400 | 4,698,367 | |||
Neighbourly Pharmacy, Inc. (b) | 7,000 | 65,030 | |||
New Gold, Inc. (a) | 124,900 | 115,477 | |||
New Pacific Metals Corp. (a) | 16,700 | 28,904 | |||
NexGen Energy Ltd. (a)(b) | 86,000 | 517,145 | |||
Nexus Industrial REIT | 8,000 | 42,544 | |||
NFI Group, Inc. (a) | 18,500 | 176,790 | |||
North American Construction Group Ltd. | 4,900 | 106,662 | |||
North West Co., Inc. (b) | 8,900 | 225,133 | |||
Northland Power, Inc. | 56,800 | 929,302 | |||
NorthWest Healthcare Properties Real Estate Investment Trust | 20,400 | 76,651 | |||
Novagold Resources, Inc. (a)(b) | 45,200 | 173,846 | |||
Nutrien Ltd. (b) | 103,618 | 6,428,608 | |||
Nuvei Corp. (b)(d) | 13,600 | 204,905 | |||
NuVista Energy Ltd. (a)(b) | 33,700 | 324,038 | |||
Obsidian Energy Ltd. (a) | 11,300 | 93,442 | |||
Onex Corp. (b) | 14,300 | 844,356 | |||
Open Text Corp. | 56,300 | 1,985,075 | |||
Orla Mining Ltd. (a)(b) | 72,000 | 255,621 | |||
Osisko Gold Royalties Ltd. (b) | 37,068 | 437,304 | |||
Osisko Mining, Inc. (a) | 60,500 | 110,081 | |||
Pan American Silver Corp. (b) | 73,904 | 1,074,669 | |||
Paramount Resources Ltd. Class A (b) | 15,100 | 360,189 | |||
Parex Resources, Inc. (b) | 20,900 | 394,039 | |||
Park Lawn Corp. (b) | 6,600 | 91,189 | |||
Parkland Corp. | 28,473 | 836,710 | |||
Pason Systems, Inc. | 15,300 | 152,547 | |||
Pembina Pipeline Corp. (b) | 116,448 | 3,517,556 | |||
Pet Valu Holdings Ltd. (b) | 7,700 | 138,908 | |||
Peyto Exploration & Development Corp. (b) | 35,900 | 363,514 | |||
Pipestone Energy Corp. | 21,500 | 34,031 | |||
Pollard Banknote Ltd. (b) | 1,300 | 23,942 | |||
Power Corp. of Canada (b) | 121,453 | 3,106,394 | |||
PrairieSky Royalty Ltd. (b) | 49,894 | 921,120 | |||
Precision Drilling Corp. (a) | 2,600 | 175,019 | |||
Premium Brands Holdings Corp. (b) | 9,000 | 633,062 |
See accompanying notes to Schedule of
Investments.
84
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Primaris Real Estate Investment Trust | 13,425 | $133,952 | |||
Quebecor, Inc. Class B (b) | 31,300 | 673,922 | |||
RB Global, Inc. (b) | 39,400 | 2,478,237 | |||
Restaurant Brands International, Inc. (b) | 61,546 | 4,117,482 | |||
Richelieu Hardware Ltd. (b) | 10,300 | 303,058 | |||
RioCan Real Estate Investment Trust | 38,600 | 515,904 | |||
Rogers Communications, Inc. Class B | 73,700 | 2,842,792 | |||
Rogers Sugar, Inc. | 17,400 | 69,368 | |||
Royal Bank of Canada (b) | 290,830 | 25,533,669 | |||
Russel Metals, Inc. | 12,100 | 340,268 | |||
Sandstorm Gold Ltd. (b) | 50,700 | 238,125 | |||
Saputo, Inc. | 52,700 | 1,107,012 | |||
Savaria Corp. (b) | 10,000 | 104,956 | |||
Seabridge Gold, Inc. (a)(b) | 12,400 | 130,970 | |||
Secure Energy Services, Inc. (b) | 62,000 | 342,101 | |||
Shawcor Ltd. (a) | 13,200 | 155,139 | |||
Shopify, Inc. Class A (a) | 252,500 | 13,846,413 | |||
Sienna Senior Living, Inc. (b) | 14,400 | 113,858 | |||
Silvercorp Metals, Inc. | 34,200 | 79,935 | |||
SilverCrest Metals, Inc. (a)(b) | 26,200 | 116,272 | |||
Skeena Resources Ltd. (a) | 12,600 | 57,874 | |||
Slate Grocery REIT Class U, | 5,300 | 43,552 | |||
Sleep Country Canada Holdings, Inc. (b)(d) | 7,500 | 129,087 | |||
SmartCentres Real Estate Investment Trust | 14,000 | 235,680 | |||
SNC-Lavalin Group, Inc. (b) | 40,100 | 1,343,884 | |||
Softchoice Corp. (b) | 5,700 | 63,113 | |||
Solaris Resources, Inc. (a)(b) | 14,800 | 57,580 | |||
Spartan Delta Corp. (b) | 54,500 | 163,258 | |||
Spin Master Corp. (b)(d) | 11,700 | 295,529 | |||
Sprott, Inc. (b) | 4,870 | 149,018 | |||
SSR Mining, Inc. (b) | 50,304 | 671,216 | |||
Stantec, Inc. (b) | 23,700 | 1,544,882 | |||
Stelco Holdings, Inc. (b) | 6,700 | 185,984 | |||
Stella-Jones, Inc. | 10,400 | 502,462 | |||
StorageVault Canada, Inc. (b) | 51,900 | 173,512 | |||
Sun Life Financial, Inc. (b) | 121,900 | 5,975,084 | |||
Suncor Energy, Inc. (b) | 278,764 | 9,630,966 | |||
SunOpta, Inc. (a)(b) | 14,000 | 47,219 | |||
Superior Plus Corp. (b) | 46,100 | 349,842 | |||
Surge Energy, Inc. (b) | 15,200 | 104,106 | |||
Tamarack Valley Energy Ltd. (b) | 150,400 | 433,846 | |||
Taseko Mines Ltd. (a) | 72,200 | 90,784 | |||
TC Energy Corp. (b) | 213,210 | 7,366,153 | |||
Teck Resources Ltd. Class B | 95,000 | 4,107,766 | |||
TELUS Corp. | 97,842 | 1,605,130 | |||
TFI International, Inc. (b) | 16,500 | 2,128,891 | |||
Thomson Reuters Corp. (b) | 33,404 | 4,105,332 | |||
Timbercreek Financial Corp. (b) | 17,500 | 87,500 |
Security Description | Shares | Value | ||||
TMX Group Ltd. (b) | 57,900 | $1,250,075 | ||||
Topaz Energy Corp. (b) | 19,800 | 313,842 | ||||
Torex Gold Resources, Inc. (a) | 16,700 | 174,535 | ||||
Toromont Industries Ltd. | 17,600 | 1,440,024 | ||||
Toronto-Dominion Bank (b) | 383,598 | 23,217,326 | ||||
Tourmaline Oil Corp. (b) | 67,300 | 3,402,334 | ||||
TransAlta Corp. (b) | 49,300 | 431,375 | ||||
TransAlta Renewables, Inc. (b) | 20,700 | 188,168 | ||||
Transcontinental, Inc. Class A (b) | 13,900 | 117,307 | ||||
Trican Well Service Ltd. | 40,500 | 139,294 | ||||
Tricon Residential, Inc. (b) | 50,200 | 372,787 | ||||
Triple Flag Precious Metals Corp. | 20,667 | 271,942 | ||||
Trisura Group Ltd. (a) | 8,900 | 198,341 | ||||
Vermilion Energy, Inc. (b) | 32,400 | 476,175 | ||||
Victoria Gold Corp. (a) | 10,400 | 44,923 | ||||
Well Health Technologies Corp. (a) | 42,100 | 129,227 | ||||
Wesdome Gold Mines Ltd. (a)(b) | 25,300 | 132,675 | ||||
West Fraser Timber Co. Ltd. | 11,600 | 846,062 | ||||
Westshore Terminals Investment Corp. (b) | 8,200 | 152,780 | ||||
Whitecap Resources, Inc. (b) | 139,700 | 1,185,177 | ||||
Winpak Ltd. | 6,400 | 182,864 | ||||
WSP Global, Inc. (b) | 26,200 | 3,714,896 | ||||
409,013,036 | ||||||
CAYMAN ISLANDS — 0.0% (f) | ||||||
Bitdeer Technologies Group Class A (a)(b) | 10,370 | 99,967 | ||||
CHILE — 0.2% | ||||||
Aguas Andinas SA Class A | 787,060 | 236,087 | ||||
Antofagasta PLC | 82,740 | 1,443,122 | ||||
Banco de Chile | 8,052,944 | 815,706 | ||||
Banco de Credito e Inversiones SA | 12,006 | 305,825 | ||||
Banco Itau Chile SA | 8,665 | 83,142 | ||||
Banco Santander Chile | 10,798,372 | 497,401 | ||||
CAP SA | 18,785 | 121,182 | ||||
Cencosud SA | 249,298 | 470,216 | ||||
Cia Cervecerias Unidas SA | 24,209 | 153,050 | ||||
Cia Sud Americana de Vapores SA | 2,602,126 | 155,251 | ||||
Colbun SA | 2,338,950 | 316,800 | ||||
Embotelladora Andina SA Class B, Preference Shares | 91,953 | 205,758 | ||||
Empresa Nacional de Telecomunicaciones SA | 36,914 | 123,549 | ||||
Empresas CMPC SA | 202,191 | 370,297 | ||||
Empresas Copec SA | 63,993 | 451,285 | ||||
Enel Americas SA (a) | 3,225,974 | 368,332 | ||||
Enel Chile SA | 5,627,525 | 340,165 |
See accompanying notes to Schedule of
Investments.
85
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Engie Energia Chile SA (a) | 71,134 | $65,054 | ||||
Falabella SA | 127,487 | 283,387 | ||||
Inversiones Aguas Metropolitanas SA | 105,572 | 78,921 | ||||
Lundin Mining Corp. (b) | 144,200 | 1,080,433 | ||||
Parque Arauco SA | 130,868 | 187,172 | ||||
Plaza SA | 84,877 | 115,988 | ||||
SMU SA | 1,137,230 | 198,587 | ||||
Sociedad Quimica y Minera de Chile SA Class B, Preference Shares | 26,744 | 1,582,217 | ||||
Vina Concha y Toro SA | 73,303 | 81,092 | ||||
10,130,019 | ||||||
CHINA — 7.5% | ||||||
360 Security Technology, Inc. Class A (a) | 223,600 | 301,683 | ||||
361 Degrees International Ltd. | 183,000 | 92,296 | ||||
37 Interactive Entertainment Network Technology Group Co. Ltd. Class A | 11,500 | 34,252 | ||||
3peak, Inc. Class A | 1,200 | 29,976 | ||||
3SBio, Inc. (d) | 367,000 | 306,933 | ||||
AAC Technologies Holdings, Inc. | 116,000 | 198,472 | ||||
Advanced Micro-Fabrication Equipment, Inc. China Class A | 6,506 | 134,438 | ||||
AECC Aero-Engine Control Co. Ltd. Class A | 99,703 | 293,810 | ||||
AECC Aviation Power Co. Ltd. Class A | 35,700 | 182,034 | ||||
Agile Group Holdings Ltd. (a)(b) | 174,000 | 20,662 | ||||
Agora, Inc. ADR (a)(b) | 17,300 | 43,769 | ||||
Agricultural Bank of China Ltd. Class A | 1,161,700 | 574,014 | ||||
Agricultural Bank of China Ltd. Class H | 6,165,000 | 2,298,537 | ||||
Aier Eye Hospital Group Co. Ltd. Class A | 114,544 | 282,518 | ||||
Air China Ltd. Class A (a) | 120,700 | 133,858 | ||||
Air China Ltd. Class H (a) | 450,000 | 303,951 | ||||
Airtac International Group | 27,743 | 841,387 | ||||
AK Medical Holdings Ltd. (b)(d) | 142,000 | 119,847 | ||||
Akeso, Inc. (a)(d) | 94,000 | 432,082 | ||||
Alibaba Group Holding Ltd. (a) | 3,441,200 | 37,611,384 | ||||
Alibaba Health Information Technology Ltd. (a) | 1,057,500 | 658,925 | ||||
A-Living Smart City Services Co. Ltd. (a)(d) | 135,250 | 76,330 | ||||
Alphamab Oncology (a)(b)(d) | 125,000 | 137,260 | ||||
Aluminum Corp. of China Ltd. Class A | 84,600 | 72,922 |
Security Description | Shares | Value | |||
Aluminum Corp. of China Ltd. Class H | 862,000 | $482,078 | |||
Amlogic Shanghai Co. Ltd. Class A (a) | 5,435 | 47,034 | |||
ANE Cayman, Inc. (a) | 171,000 | 141,047 | |||
Angel Yeast Co. Ltd. Class A | 12,900 | 59,491 | |||
Angelalign Technology, Inc. (b)(d) | 8,400 | 52,179 | |||
Anhui Conch Cement Co. Ltd. Class A | 41,600 | 148,625 | |||
Anhui Conch Cement Co. Ltd. Class H | 248,000 | 660,227 | |||
Anhui Expressway Co. Ltd. Class H | 114,000 | 119,213 | |||
Anhui Gujing Distillery Co. Ltd. Class A | 4,200 | 156,684 | |||
Anhui Gujing Distillery Co. Ltd. Class B | 20,900 | 349,585 | |||
Anhui Kouzi Distillery Co. Ltd. Class A | 9,700 | 68,898 | |||
Anhui Yingjia Distillery Co. Ltd. Class A | 9,200 | 92,874 | |||
Anjoy Foods Group Co. Ltd. Class A | 4,000 | 68,078 | |||
ANTA Sports Products Ltd. | 269,000 | 3,027,682 | |||
Ascentage Pharma Group International (a)(b)(d) | 36,900 | 98,471 | |||
Asia - Potash International Investment Guangzhou Co. Ltd. Class A (a) | 3,800 | 14,651 | |||
Asia Cement China Holdings Corp. | 63,000 | 21,156 | |||
AsiaInfo Technologies Ltd. (d) | 76,000 | 85,201 | |||
Asymchem Laboratories Tianjin Co. Ltd. Class A | 7,840 | 163,240 | |||
Autohome, Inc. ADR | 15,400 | 467,390 | |||
Avary Holding Shenzhen Co. Ltd. Class A | 11,300 | 31,578 | |||
AviChina Industry & Technology Co. Ltd. Class H | 509,000 | 241,767 | |||
Avicopter PLC Class A | 35,500 | 184,425 | |||
Baidu, Inc. Class A (a) | 478,000 | 8,141,780 | |||
Bank of Beijing Co. Ltd. Class A | 342,600 | 217,718 | |||
Bank of Chengdu Co. Ltd. Class A | 77,900 | 147,123 | |||
Bank of China Ltd. Class A | 418,700 | 216,656 | |||
Bank of China Ltd. Class H | 16,498,000 | 5,771,883 | |||
Bank of Communications Co. Ltd. Class A | 557,200 | 440,514 | |||
Bank of Communications Co. Ltd. Class H | 2,079,000 | 1,258,254 | |||
Bank of Hangzhou Co. Ltd. Class A | 58,900 | 90,221 | |||
Bank of Jiangsu Co. Ltd. Class A | 156,780 | 154,504 |
See accompanying notes to Schedule of
Investments.
86
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Bank of Nanjing Co. Ltd. Class A | 176,700 | $195,235 | |||
Bank of Ningbo Co. Ltd. Class A | 72,840 | 268,635 | |||
Bank of Shanghai Co. Ltd. Class A | 271,500 | 229,922 | |||
Baoshan Iron & Steel Co. Ltd. Class A | 340,800 | 284,867 | |||
BeiGene Ltd. (a) | 144,100 | 1,979,757 | |||
Beijing Capital International Airport Co. Ltd. Class H (a) | 326,000 | 151,098 | |||
Beijing Dabeinong Technology Group Co. Ltd. Class A | 67,200 | 62,259 | |||
Beijing Easpring Material Technology Co. Ltd. Class A | 7,100 | 41,027 | |||
Beijing Enterprises Holdings Ltd. | 103,000 | 355,089 | |||
Beijing Enterprises Water Group Ltd. | 820,000 | 179,038 | |||
Beijing Jingneng Clean Energy Co. Ltd. Class H | 138,000 | 28,721 | |||
Beijing Kingsoft Office Software, Inc. Class A | 5,556 | 282,766 | |||
Beijing New Building Materials PLC Class A | 10,400 | 42,895 | |||
Beijing Shiji Information Technology Co. Ltd. Class A (a) | 34,580 | 54,345 | |||
Beijing Tong Ren Tang Chinese Medicine Co. Ltd. | 30,000 | 49,643 | |||
Beijing Tongrentang Co. Ltd. Class A | 14,100 | 106,015 | |||
Beijing United Information Technology Co. Ltd. Class A | 7,540 | 34,390 | |||
Beijing Wantai Biological Pharmacy Enterprise Co. Ltd. Class A | 12,292 | 80,948 | |||
Beijing-Shanghai High Speed Railway Co. Ltd. Class A | 389,400 | 274,182 | |||
Betta Pharmaceuticals Co. Ltd. Class A | 2,800 | 22,013 | |||
BGI Genomics Co. Ltd. Class A | 16,500 | 118,149 | |||
Bilibili, Inc. Class Z (a)(b) | 39,080 | 540,404 | |||
Bloomage Biotechnology Corp. Ltd. Class A | 5,848 | 69,623 | |||
BOC Aviation Ltd. (d) | 37,900 | 264,463 | |||
BOC Hong Kong Holdings Ltd. | 776,000 | 2,125,322 | |||
BOE Technology Group Co. Ltd. Class A | 738,800 | 391,417 | |||
BOE Varitronix Ltd. | 80,000 | 74,159 | |||
Bosideng International Holdings Ltd. | 708,000 | 304,648 | |||
Brii Biosciences Ltd. (a) | 50,000 | 16,024 |
Security Description | Shares | Value | |||
Budweiser Brewing Co. APAC Ltd. (d) | 393,600 | $776,963 | |||
BYD Co. Ltd. Class A | 22,300 | 724,484 | |||
BYD Co. Ltd. Class H | 216,500 | 6,689,735 | |||
BYD Electronic International Co. Ltd. | 157,000 | 715,655 | |||
By-health Co. Ltd. Class A | 11,400 | 29,714 | |||
C&D International Investment Group Ltd. | 126,990 | 309,050 | |||
Caitong Securities Co. Ltd. Class A | 30,160 | 32,620 | |||
Cambricon Technologies Corp. Ltd. Class A (a) | 4,931 | 83,889 | |||
Canaan, Inc. ADR (a)(b) | 43,600 | 79,352 | |||
Canggang Railway Ltd. | 112,000 | 157,306 | |||
Canmax Technologies Co. Ltd. Class A | 6,240 | 22,011 | |||
CARsgen Therapeutics Holdings Ltd. (a)(b)(d) | 40,000 | 42,595 | |||
CETC Cyberspace Security Technology Co. Ltd. Class A | 11,900 | 38,840 | |||
CGN New Energy Holdings Co. Ltd. (b) | 158,000 | 41,962 | |||
CGN Power Co. Ltd. Class H (d) | 2,791,600 | 723,577 | |||
Changchun High & New Technology Industry Group, Inc. Class A, NVDR | 3,200 | 61,051 | |||
Changjiang Securities Co. Ltd. Class A | 35,800 | 28,647 | |||
Changzhou Xingyu Automotive Lighting Systems Co. Ltd. Class A | 4,600 | 95,968 | |||
Chaozhou Three-Circle Group Co. Ltd. Class A | 24,900 | 105,947 | |||
Chengxin Lithium Group Co. Ltd. Class A | 11,700 | 35,907 | |||
Chervon Holdings Ltd. | 18,200 | 54,494 | |||
China Baoan Group Co. Ltd. Class A | 34,300 | 49,055 | |||
China BlueChemical Ltd. Class H | 204,000 | 50,532 | |||
China Cinda Asset Management Co. Ltd. Class H | 1,770,592 | 178,600 | |||
China CITIC Bank Corp. Ltd. Class H | 1,884,000 | 875,625 | |||
China Coal Energy Co. Ltd. Class H | 356,000 | 279,096 | |||
China Communications Services Corp. Ltd. Class H | 458,000 | 192,396 | |||
China Conch Environment Protection Holdings Ltd. (a)(b) | 262,000 | 56,201 | |||
China Conch Venture Holdings Ltd. | 283,000 | 241,378 |
See accompanying notes to Schedule of
Investments.
87
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
China Construction Bank Corp. Class A | 243,900 | $210,901 | |||
China Construction Bank Corp. Class H | 20,122,000 | 11,356,096 | |||
China CSSC Holdings Ltd. Class A | 54,200 | 207,553 | |||
China Datang Corp. Renewable Power Co. Ltd. Class H | 556,000 | 132,045 | |||
China East Education Holdings Ltd. (d) | 63,000 | 25,902 | |||
China Eastern Airlines Corp. Ltd. Class A (a) | 60,800 | 36,718 | |||
China Education Group Holdings Ltd. (b) | 166,000 | 135,015 | |||
China Energy Engineering Corp. Ltd. Class A | 293,500 | 91,042 | |||
China Everbright Bank Co. Ltd. Class A | 708,700 | 298,625 | |||
China Everbright Bank Co. Ltd. Class H | 1,095,300 | 328,652 | |||
China Everbright Environment Group Ltd. | 575,518 | 198,408 | |||
China Everbright Ltd. | 208,000 | 120,309 | |||
China Feihe Ltd. (d) | 849,000 | 500,824 | |||
China Foods Ltd. | 362,000 | 119,252 | |||
China Galaxy Securities Co. Ltd. Class A | 27,500 | 41,482 | |||
China Galaxy Securities Co. Ltd. Class H | 649,300 | 334,936 | |||
China Gas Holdings Ltd. | 545,000 | 514,253 | |||
China Greatwall Technology Group Co. Ltd. Class A | 33,600 | 48,377 | |||
China Hongqiao Group Ltd. (b) | 549,000 | 537,655 | |||
China International Capital Corp. Ltd. Class A | 23,600 | 121,340 | |||
China International Capital Corp. Ltd. Class H (d) | 340,000 | 623,403 | |||
China Jinmao Holdings Group Ltd. | 830,230 | 107,067 | |||
China Jushi Co. Ltd. Class A | 25,717 | 47,652 | |||
China Lesso Group Holdings Ltd. | 209,000 | 111,280 | |||
China Life Insurance Co. Ltd. Class A | 28,900 | 143,831 | |||
China Life Insurance Co. Ltd. Class H | 1,563,000 | 2,434,750 | |||
China Lilang Ltd. | 100,000 | 46,988 | |||
China Literature Ltd. (a)(d) | 71,000 | 259,728 | |||
China Longyuan Power Group Corp. Ltd. Class H | 756,000 | 658,327 | |||
China Maple Leaf Educational Systems Ltd. (a)(b)(c) | 136,000 | 4,623 | |||
China Medical System Holdings Ltd. | 234,000 | 354,353 | |||
China Meheco Co. Ltd. Class A | 11,700 | 19,881 |
Security Description | Shares | Value | |||
China Meidong Auto Holdings Ltd. | 194,000 | $106,266 | |||
China Mengniu Dairy Co. Ltd. | 666,000 | 2,232,231 | |||
China Merchants Bank Co. Ltd. Class A | 250,100 | 1,131,771 | |||
China Merchants Bank Co. Ltd. Class H | 826,500 | 3,450,851 | |||
China Merchants Energy Shipping Co. Ltd. Class A | 83,300 | 73,516 | |||
China Merchants Port Holdings Co. Ltd. | 391,740 | 487,684 | |||
China Merchants Securities Co. Ltd. Class A | 71,800 | 137,771 | |||
China Merchants Shekou Industrial Zone Holdings Co. Ltd. Class A | 82,900 | 140,978 | |||
China Minsheng Banking Corp. Ltd. Class A | 325,200 | 171,399 | |||
China Minsheng Banking Corp. Ltd. Class H | 1,745,600 | 597,331 | |||
China Modern Dairy Holdings Ltd. | 574,000 | 56,434 | |||
China National Building Material Co. Ltd. Class H | 902,000 | 473,352 | |||
China National Chemical Engineering Co. Ltd. Class A | 71,900 | 76,778 | |||
China National Nuclear Power Co. Ltd. Class A | 302,600 | 303,192 | |||
China National Software & Service Co. Ltd. Class A | 11,570 | 60,171 | |||
China New Higher Education Group Ltd. (d) | 79,000 | 21,687 | |||
China Nonferrous Mining Corp. Ltd. | 212,000 | 136,157 | |||
China Northern Rare Earth Group High-Tech Co. Ltd. Class A | 37,800 | 113,051 | |||
China Oilfield Services Ltd. Class H | 424,000 | 508,896 | |||
China Oriental Group Co. Ltd. | 192,000 | 30,399 | |||
China Overseas Grand Oceans Group Ltd. | 216,135 | 90,242 | |||
China Overseas Land & Investment Ltd. | 774,000 | 1,604,954 | |||
China Overseas Property Holdings Ltd. | 280,000 | 316,043 | |||
China Pacific Insurance Group Co. Ltd. Class A | 66,000 | 258,991 | |||
China Pacific Insurance Group Co. Ltd. Class H | 531,800 | 1,330,884 | |||
China Petroleum & Chemical Corp. Class A | 378,200 | 315,091 | |||
China Petroleum & Chemical Corp. Class H | 5,040,000 | 2,754,292 | |||
China Power International Development Ltd. (b) | 938,000 | 341,337 |
See accompanying notes to Schedule of
Investments.
88
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
China Railway Group Ltd. Class A | 197,100 | $184,500 | |||
China Railway Group Ltd. Class H | 877,000 | 452,394 | |||
China Railway Signal & Communication Corp. Ltd. Class A | 79,848 | 57,866 | |||
China Rare Earth Resources & Technology Co. Ltd. Class A | 14,100 | 55,717 | |||
China Renaissance Holdings Ltd. (a)(c)(d) | 18,400 | 12,810 | |||
China Resources Beer Holdings Co. Ltd. | 348,721 | 1,912,392 | |||
China Resources Cement Holdings Ltd. | 430,000 | 110,357 | |||
China Resources Gas Group Ltd. | 233,900 | 685,407 | |||
China Resources Land Ltd. | 657,333 | 2,618,639 | |||
China Resources Medical Holdings Co. Ltd. | 322,000 | 210,916 | |||
China Resources Microelectronics Ltd. Class A | 31,302 | 232,389 | |||
China Resources Mixc Lifestyle Services Ltd. (d) | 132,000 | 532,594 | |||
China Resources Pharmaceutical Group Ltd. (d) | 250,000 | 165,989 | |||
China Resources Power Holdings Co. Ltd. | 400,055 | 763,143 | |||
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. Class A | 17,300 | 119,010 | |||
China Ruyi Holdings Ltd. (a)(b) | 1,643,200 | 425,914 | |||
China Shenhua Energy Co. Ltd. Class A | 83,500 | 357,575 | |||
China Shenhua Energy Co. Ltd. Class H | 721,500 | 2,339,945 | |||
China South City Holdings Ltd. (b) | 476,000 | 27,654 | |||
China Southern Airlines Co. Ltd. Class A (a) | 172,600 | 144,983 | |||
China Southern Airlines Co. Ltd. Class H (a) | 552,000 | 268,534 | |||
China State Construction Engineering Corp. Ltd. Class A | 539,600 | 409,565 | |||
China State Construction International Holdings Ltd. | 510,750 | 537,367 | |||
China Taiping Insurance Holdings Co. Ltd. | 318,600 | 317,304 | |||
China Three Gorges Renewables Group Co. Ltd. Class A | 396,500 | 260,134 | |||
China Tobacco International HK Co. Ltd. | 93,000 | 132,995 |
Security Description | Shares | Value | |||
China Tourism Group Duty Free Corp. Ltd. Class A | 24,300 | $353,439 | |||
China Tourism Group Duty Free Corp. Ltd. Class H (b)(d) | 13,000 | 172,462 | |||
China Tower Corp. Ltd. Class H (d) | 9,780,000 | 936,560 | |||
China Traditional Chinese Medicine Holdings Co. Ltd. | 530,000 | 247,004 | |||
China Travel International Investment Hong Kong Ltd. (b) | 266,000 | 50,946 | |||
China United Network Communications Ltd. Class A | 421,500 | 284,057 | |||
China Vanke Co. Ltd. Class A | 111,100 | 199,456 | |||
China Vanke Co. Ltd. Class H | 433,400 | 478,122 | |||
China Water Affairs Group Ltd. | 126,000 | 81,567 | |||
China XLX Fertiliser Ltd. | 86,000 | 43,264 | |||
China Yangtze Power Co. Ltd. Class A | 363,000 | 1,108,070 | |||
China Youran Dairy Group Ltd. (d) | 204,000 | 37,769 | |||
China Youzan Ltd. (a) | 8,096,000 | 118,879 | |||
China Zhenhua Group Science & Technology Co. Ltd. Class A | 4,300 | 47,788 | |||
China Zheshang Bank Co. Ltd. Class A | 206,180 | 72,446 | |||
Chinasoft International Ltd. | 636,000 | 453,134 | |||
Chindata Group Holdings Ltd. ADR (a)(b) | 31,700 | 263,110 | |||
Chlitina Holding Ltd. | 15,000 | 87,359 | |||
Chongqing Brewery Co. Ltd. Class A | 7,200 | 84,257 | |||
Chongqing Changan Automobile Co. Ltd. Class A | 69,680 | 128,538 | |||
Chongqing Rural Commercial Bank Co. Ltd. Class A | 188,800 | 103,654 | |||
Chongqing Zhifei Biological Products Co. Ltd. Class A | 23,100 | 154,312 | |||
Chow Tai Fook Jewellery Group Ltd. | 374,800 | 564,699 | |||
CIMC Enric Holdings Ltd. | 78,000 | 68,022 | |||
CITIC Ltd. | 1,178,000 | 1,082,963 | |||
CITIC Securities Co. Ltd. Class A | 150,285 | 446,786 | |||
CITIC Securities Co. Ltd. Class H | 443,275 | 898,792 | |||
CITIC Telecom International Holdings Ltd. | 239,000 | 94,601 | |||
Cloud Music, Inc. (a)(d) | 12,700 | 138,159 | |||
CMGE Technology Group Ltd. (a) | 118,000 | 20,189 | |||
CMOC Group Ltd. Class A | 183,600 | 148,931 | |||
CMOC Group Ltd. Class H | 744,000 | 477,833 |
See accompanying notes to Schedule of
Investments.
89
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
CNGR Advanced Material Co. Ltd. Class A | 3,200 | $22,246 | |||
COFCO Joycome Foods Ltd. (a)(b) | 478,000 | 105,587 | |||
Contemporary Amperex Technology Co. Ltd. Class A | 52,020 | 1,449,627 | |||
COSCO SHIPPING Energy Transportation Co. Ltd. Class A | 36,400 | 67,547 | |||
COSCO SHIPPING Energy Transportation Co. Ltd. Class H (b) | 258,000 | 281,987 | |||
COSCO SHIPPING Holdings Co. Ltd. Class A | 120,000 | 161,576 | |||
COSCO SHIPPING Holdings Co. Ltd. Class H | 609,900 | 625,331 | |||
COSCO SHIPPING Ports Ltd. | 325,303 | 212,664 | |||
Country Garden Holdings Co. Ltd. (a)(b) | 2,326,052 | 270,269 | |||
Country Garden Services Holdings Co. Ltd. (b) | 410,000 | 422,991 | |||
CRRC Corp. Ltd. Class A | 331,200 | 265,478 | |||
CRRC Corp. Ltd. Class H | 923,000 | 445,481 | |||
CSC Financial Co. Ltd. Class A | 53,200 | 179,700 | |||
CSPC Pharmaceutical Group Ltd. | 1,815,280 | 1,330,427 | |||
CStone Pharmaceuticals (a)(d) | 173,500 | 40,983 | |||
Dada Nexus Ltd. ADR (a) | 15,600 | 69,420 | |||
Daqin Railway Co. Ltd. Class A | 189,500 | 189,611 | |||
Daqo New Energy Corp. ADR (a) | 12,000 | 363,240 | |||
DaShenLin Pharmaceutical Group Co. Ltd. Class A | 7,257 | 25,051 | |||
DingDong Cayman Ltd. ADR (a)(b) | 12,700 | 24,765 | |||
Do-Fluoride New Materials Co. Ltd. Class A | 4,620 | 10,178 | |||
Dongfang Electric Corp. Ltd. Class A | 54,100 | 116,134 | |||
Dongfeng Motor Group Co. Ltd. Class H | 434,000 | 171,232 | |||
Dongyue Group Ltd. | 444,000 | 333,913 | |||
DouYu International Holdings Ltd. ADR (a) | 37,800 | 36,802 | |||
East Buy Holding Ltd. (a)(b)(d) | 76,000 | 358,562 | |||
East Money Information Co. Ltd. Class A | 171,940 | 358,712 | |||
Eastern Communications Co. Ltd. Class B | 135,500 | 53,929 | |||
E-Commodities Holdings Ltd. | 236,000 | 43,693 | |||
Ecovacs Robotics Co. Ltd. Class A | 3,400 | 22,633 |
Security Description | Shares | Value | |||
ENN Energy Holdings Ltd. | 157,700 | $1,308,822 | |||
ENN Natural Gas Co. Ltd. Class A | 24,700 | 59,057 | |||
ESR Group Ltd. (d) | 495,000 | 695,238 | |||
Eve Energy Co. Ltd. Class A | 21,906 | 135,662 | |||
Everbright Securities Co. Ltd. Class A | 35,500 | 81,176 | |||
Everest Medicines Ltd. (a)(b)(d) | 30,000 | 95,763 | |||
Excellence Commercial Property & Facilities Management Group Ltd. | 69,000 | 17,797 | |||
Fangda Carbon New Material Co. Ltd. Class A (a) | 84,400 | 66,957 | |||
Far East Horizon Ltd. (b) | 238,000 | 171,392 | |||
FAW Jiefang Group Co. Ltd. Class A (a) | 253,201 | 301,655 | |||
FIH Mobile Ltd. (a) | 297,000 | 25,408 | |||
FinVolution Group ADR | 34,800 | 173,304 | |||
Fire Rock Holdings Ltd. (a)(b) | 290,000 | 11,479 | |||
First Tractor Co. Ltd. Class H | 108,000 | 55,021 | |||
Flat Glass Group Co. Ltd. Class A | 16,900 | 65,691 | |||
Flat Glass Group Co. Ltd. Class H | 76,000 | 170,790 | |||
Focus Media Information Technology Co. Ltd. Class A | 101,100 | 99,216 | |||
Foshan Haitian Flavouring & Food Co. Ltd. Class A | 50,109 | 261,283 | |||
Fosun International Ltd. | 432,000 | 273,039 | |||
Fosun Tourism Group (a)(d) | 50,600 | 48,004 | |||
Founder Securities Co. Ltd. Class A | 100,200 | 101,771 | |||
Foxconn Industrial Internet Co. Ltd. Class A | 192,600 | 520,773 | |||
Fu Shou Yuan International Group Ltd. | 276,000 | 192,414 | |||
Fufeng Group Ltd. | 263,000 | 148,091 | |||
Fuyao Glass Industry Group Co. Ltd. Class A | 35,300 | 178,880 | |||
Fuyao Glass Industry Group Co. Ltd. Class H (d) | 124,000 | 568,397 | |||
Ganfeng Lithium Group Co. Ltd. Class A | 22,280 | 136,388 | |||
Ganfeng Lithium Group Co. Ltd. Class H (d) | 73,080 | 299,996 | |||
G-bits Network Technology Xiamen Co. Ltd. Class A | 1,600 | 80,293 | |||
GCL Technology Holdings Ltd. | 4,121,000 | 768,230 | |||
GD Power Development Co. Ltd. Class A | 239,700 | 121,071 | |||
GDS Holdings Ltd. Class A (a) | 230,800 | 318,270 | |||
Geely Automobile Holdings Ltd. | 1,218,000 | 1,436,994 | |||
GEM Co. Ltd. Class A | 32,900 | 27,500 |
See accompanying notes to Schedule of
Investments.
90
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Gemdale Corp. Class A | 24,500 | $22,934 | |||
Gemdale Properties & Investment Corp. Ltd. | 808,000 | 33,530 | |||
Genertec Universal Medical Group Co. Ltd. (d) | 93,000 | 46,430 | |||
Genscript Biotech Corp. (a)(b) | 228,000 | 601,161 | |||
GF Securities Co. Ltd. Class A | 60,100 | 121,013 | |||
GF Securities Co. Ltd. Class H | 178,200 | 239,364 | |||
GigaDevice Semiconductor, Inc. Class A | 6,928 | 93,758 | |||
Ginlong Technologies Co. Ltd. Class A | 3,000 | 32,327 | |||
GoerTek, Inc. Class A | 28,300 | 61,294 | |||
Golden Solar New Energy Technology Holdings Ltd. (a)(b) | 180,000 | 144,793 | |||
Goldwind Science & Technology Co. Ltd. Class A | 22,900 | 29,011 | |||
GoodWe Technologies Co. Ltd. Class A | 3,383 | 61,380 | |||
Gotion High-tech Co. Ltd. Class A (a) | 8,500 | 27,067 | |||
Great Wall Motor Co. Ltd. Class A | 14,400 | 50,736 | |||
Great Wall Motor Co. Ltd. Class H (b) | 572,500 | 682,744 | |||
Gree Electric Appliances, Inc. of Zhuhai Class A | 25,000 | 124,558 | |||
Greentown China Holdings Ltd. | 261,000 | 270,936 | |||
Greentown Management Holdings Co. Ltd. (d) | 153,000 | 110,767 | |||
Greentown Service Group Co. Ltd. | 280,000 | 125,845 | |||
Guangdong Haid Group Co. Ltd. Class A | 22,500 | 139,742 | |||
Guangdong Investment Ltd. | 604,000 | 461,184 | |||
Guanghui Energy Co. Ltd. Class A | 204,300 | 214,234 | |||
Guangzhou Automobile Group Co. Ltd. Class A | 48,200 | 66,223 | |||
Guangzhou Automobile Group Co. Ltd. Class H | 684,800 | 338,384 | |||
Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. Class A | 10,100 | 43,557 | |||
Guangzhou Haige Communications Group, Inc. Co. Class A | 51,100 | 79,044 | |||
Guangzhou Kingmed Diagnostics Group Co. Ltd. Class A | 6,600 | 56,491 | |||
Guangzhou R&F Properties Co. Ltd. Class H (a)(b) | 333,200 | 53,606 |
Security Description | Shares | Value | |||
Guangzhou Shiyuan Electronic Technology Co. Ltd. Class A | 20,107 | $139,893 | |||
Guangzhou Tinci Materials Technology Co. Ltd. Class A | 26,860 | 99,650 | |||
Guosen Securities Co. Ltd. Class A | 26,700 | 33,752 | |||
Guotai Junan Securities Co. Ltd. Class A | 92,200 | 184,001 | |||
H World Group Ltd. ADR (a) | 44,500 | 1,754,635 | |||
Haichang Ocean Park Holdings Ltd. (a)(b)(d) | 486,000 | 72,604 | |||
Haidilao International Holding Ltd. (b)(d) | 331,000 | 887,530 | |||
Haier Smart Home Co. Ltd. Class A | 74,500 | 241,320 | |||
Haier Smart Home Co. Ltd. Class H | 524,200 | 1,649,869 | |||
Hainan Airlines Holding Co. Ltd. Class A (a) | 509,600 | 103,518 | |||
Hainan Airport Infrastructure Co. Ltd. Class A (a) | 139,100 | 75,795 | |||
Hainan Meilan International Airport Co. Ltd. Class H (a) | 25,000 | 22,983 | |||
Haitian International Holdings Ltd. | 104,000 | 220,433 | |||
Haitong Securities Co. Ltd. Class A | 118,500 | 161,833 | |||
Haitong Securities Co. Ltd. Class H | 714,000 | 428,481 | |||
Hangzhou First Applied Material Co. Ltd. Class A | 22,108 | 86,663 | |||
Hangzhou Lion Electronics Co. Ltd. Class A | 14,300 | 64,731 | |||
Hangzhou Oxygen Plant Group Co. Ltd. Class A | 10,200 | 45,458 | |||
Hangzhou Robam Appliances Co. Ltd. Class A | 18,900 | 69,911 | |||
Hangzhou Silan Microelectronics Co. Ltd. Class A | 19,900 | 66,536 | |||
Hangzhou Steam Turbine Power Group Co. Ltd. Class B | 176,592 | 186,922 | |||
Hangzhou Tigermed Consulting Co. Ltd. Class A | 7,900 | 72,215 | |||
Hansoh Pharmaceutical Group Co. Ltd. (d) | 306,000 | 416,499 | |||
Harbin Electric Co. Ltd. Class H | 36,000 | 10,986 | |||
Health & Happiness H&H International Holdings Ltd. | 69,000 | 85,635 | |||
Heilongjiang Agriculture Co. Ltd. Class A | 43,700 | 78,934 | |||
Helens International Holdings Co. Ltd. (b) | 30,000 | 23,596 | |||
Hello Group, Inc. ADR | 33,300 | 232,434 |
See accompanying notes to Schedule of
Investments.
91
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Henan Shenhuo Coal & Power Co. Ltd. Class A | 24,800 | $58,139 | |||
Henan Shuanghui Investment & Development Co. Ltd. Class A | 58,000 | 210,084 | |||
Hengan International Group Co. Ltd. | 154,000 | 490,599 | |||
Hengli Petrochemical Co. Ltd. Class A (a) | 61,000 | 120,564 | |||
Hengtong Optic-electric Co. Ltd. Class A | 24,600 | 47,676 | |||
Hengyi Petrochemical Co. Ltd. Class A (a) | 291,090 | 293,657 | |||
Hithink RoyalFlush Information Network Co. Ltd. Class A | 3,600 | 73,850 | |||
Hongfa Technology Co. Ltd. Class A | 7,140 | 32,879 | |||
Hope Education Group Co. Ltd. (a)(d) | 186,000 | 11,756 | |||
Hopson Development Holdings Ltd. (a) | 230,186 | 139,020 | |||
Hoshine Silicon Industry Co. Ltd. Class A | 3,500 | 29,020 | |||
Hoyuan Green Energy Co. Ltd. Class A | 7,685 | 44,175 | |||
Hua Hong Semiconductor Ltd. (a)(b)(d) | 150,000 | 379,987 | |||
Huadian Power International Corp. Ltd. Class A | 84,700 | 59,871 | |||
Huadong Medicine Co. Ltd. Class A | 11,260 | 65,281 | |||
Huafon Chemical Co. Ltd. Class A | 33,800 | 32,799 | |||
Huaibei Mining Holdings Co. Ltd. Class A | 25,800 | 49,399 | |||
Hualan Biological Engineering, Inc. Class A | 28,860 | 87,938 | |||
Huaneng Power International, Inc. Class A (a) | 89,900 | 97,109 | |||
Huaneng Power International, Inc. Class H (a) | 864,000 | 419,211 | |||
Huangshan Tourism Development Co. Ltd. Class B (a) | 20,400 | 14,647 | |||
Huatai Securities Co. Ltd. Class A | 90,300 | 195,950 | |||
Huatai Securities Co. Ltd. Class H (d) | 360,000 | 459,662 | |||
Huaxi Securities Co. Ltd. Class A | 50,700 | 57,897 | |||
Huaxia Bank Co. Ltd. Class A | 152,200 | 119,491 | |||
Huayu Automotive Systems Co. Ltd. Class A | 62,800 | 161,789 | |||
Huazhong In-Vehicle Holdings Co. Ltd. (b) | 162,000 | 52,539 | |||
Hubei Xingfa Chemicals Group Co. Ltd. Class A | 16,000 | 43,416 |
Security Description | Shares | Value | |||
Huizhou Desay Sv Automotive Co. Ltd. Class A | 6,800 | $134,063 | |||
Humanwell Healthcare Group Co. Ltd. Class A | 11,800 | 39,178 | |||
Hunan Valin Steel Co. Ltd. Class A | 44,000 | 36,114 | |||
Hundsun Technologies, Inc. Class A | 19,510 | 86,896 | |||
HUTCHMED China Ltd. ADR (a) | 21,100 | 357,434 | |||
HUYA, Inc. ADR (a) | 25,100 | 71,284 | |||
Hygeia Healthcare Holdings Co. Ltd. Class C (d) | 63,000 | 353,135 | |||
iDreamSky Technology Holdings Ltd. (a)(b)(d) | 134,400 | 52,512 | |||
IEIT Systems Co. Ltd. Class A | 7,900 | 40,781 | |||
Iflytek Co. Ltd. Class A | 35,600 | 247,537 | |||
Imeik Technology Development Co. Ltd. Class A | 1,900 | 101,776 | |||
Industrial & Commercial Bank of China Ltd. Class A | 824,900 | 529,874 | |||
Industrial & Commercial Bank of China Ltd. Class H | 13,508,000 | 6,502,316 | |||
Industrial Bank Co. Ltd. Class A | 260,900 | 583,339 | |||
Industrial Securities Co. Ltd. Class A | 42,900 | 37,802 | |||
Ingenic Semiconductor Co. Ltd. Class A | 8,200 | 82,959 | |||
Inner Mongolia BaoTou Steel Union Co. Ltd. Class A (a) | 292,000 | 68,935 | |||
Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. Class A | 219,500 | 123,221 | |||
Inner Mongolia Yili Industrial Group Co. Ltd. Class A | 71,300 | 259,629 | |||
Inner Mongolia Yitai Coal Co. Ltd. Class B (a) | 211,600 | 296,028 | |||
Inner Mongolia Yuan Xing Energy Co. Ltd. Class A | 14,900 | 14,459 | |||
Innovent Biologics, Inc. (a)(b)(d) | 232,500 | 1,135,508 | |||
Inspur Digital Enterprise Technology Ltd. | 450,000 | 107,446 | |||
iQIYI, Inc. ADR (a)(b) | 104,500 | 495,330 | |||
JA Solar Technology Co. Ltd. Class A | 34,160 | 119,935 | |||
Jacobio Pharmaceuticals Group Co. Ltd. (a)(d) | 52,200 | 21,328 | |||
Jason Furniture Hangzhou Co. Ltd. Class A | 5,330 | 29,621 | |||
JCET Group Co. Ltd. Class A | 57,900 | 242,384 | |||
JD Health International, Inc. (a)(d) | 224,250 | 1,162,503 | |||
JD Logistics, Inc. (a)(d) | 392,700 | 498,907 |
See accompanying notes to Schedule of
Investments.
92
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PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
JD.com, Inc. Class A | 485,954 | $7,141,774 | |||
Jiangsu Eastern Shenghong Co. Ltd. Class A | 75,300 | 119,372 | |||
Jiangsu Expressway Co. Ltd. Class H | 224,000 | 202,210 | |||
Jiangsu Hengli Hydraulic Co. Ltd. Class A | 13,468 | 118,122 | |||
Jiangsu Hengrui Pharmaceuticals Co. Ltd. Class A | 78,324 | 483,119 | |||
Jiangsu King's Luck Brewery JSC Ltd. Class A | 7,700 | 62,006 | |||
Jiangsu Pacific Quartz Co. Ltd. Class A | 6,800 | 99,558 | |||
Jiangsu Yanghe Brewery Joint-Stock Co. Ltd. Class A | 14,700 | 261,082 | |||
Jiangsu Yangnong Chemical Co. Ltd. Class A | 2,730 | 25,855 | |||
Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. Class A | 72,900 | 344,601 | |||
Jiangsu Zhongtian Technology Co. Ltd. Class A | 24,900 | 50,752 | |||
Jiangxi Copper Co. Ltd. Class A | 32,700 | 86,443 | |||
Jiangxi Copper Co. Ltd. Class H | 192,000 | 301,048 | |||
Jiangxi Special Electric Motor Co. Ltd. Class A (a) | 14,700 | 17,917 | |||
Jinan Acetate Chemical Co. Ltd. | 11,496 | 393,522 | |||
Jinchuan Group International Resources Co. Ltd. (b) | 832,000 | 45,680 | |||
Jinko Solar Co. Ltd. Class A | 79,291 | 109,919 | |||
JinkoSolar Holding Co. Ltd. ADR (a)(b) | 8,400 | 255,108 | |||
Jinxin Fertility Group Ltd. (a)(d) | 297,000 | 141,829 | |||
JiuGui Liquor Co. Ltd. Class A | 2,200 | 26,636 | |||
Jiumaojiu International Holdings Ltd. (b)(d) | 188,000 | 255,888 | |||
Jointown Pharmaceutical Group Co. Ltd. Class A | 52,001 | 77,298 | |||
Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd. Class A (a) | 5,170 | 24,510 | |||
JOYY, Inc. ADR | 11,700 | 445,887 | |||
Juewei Food Co. Ltd. Class A | 4,000 | 20,632 | |||
Kangji Medical Holdings Ltd. | 92,000 | 79,174 | |||
Kanzhun Ltd. ADR (a) | 49,400 | 749,398 | |||
KE Holdings, Inc. ADR | 142,100 | 2,205,392 | |||
Keda Industrial Group Co. Ltd. Class A | 17,700 | 28,254 | |||
Kerry Logistics Network Ltd. | 101,500 | 90,719 | |||
Keymed Biosciences, Inc. (a)(d) | 36,000 | 229,371 |
Security Description | Shares | Value | |||
Kingboard Holdings Ltd. | 162,000 | $363,638 | |||
Kingdee International Software Group Co. Ltd. (a) | 624,000 | 768,064 | |||
Kingsoft Cloud Holdings Ltd. ADR (a)(b) | 32,200 | 158,746 | |||
Kingsoft Corp. Ltd. | 191,200 | 693,333 | |||
Konka Group Co. Ltd. Class B (a) | 8,900 | 1,409 | |||
Kuaishou Technology (a)(d) | 488,100 | 3,916,965 | |||
Kuang-Chi Technologies Co. Ltd. Class A | 107,500 | 213,060 | |||
Kunlun Energy Co. Ltd. | 1,042,000 | 898,064 | |||
Kunlun Tech Co. Ltd. Class A (a) | 14,200 | 74,725 | |||
Kweichow Moutai Co. Ltd. Class A | 15,900 | 3,925,052 | |||
KWG Group Holdings Ltd. (a)(b) | 805,500 | 93,593 | |||
LB Group Co. Ltd. Class A | 11,000 | 27,735 | |||
Lee & Man Paper Manufacturing Ltd. | 156,000 | 45,614 | |||
Lenovo Group Ltd. | 1,508,000 | 1,553,855 | |||
Lens Technology Co. Ltd. Class A | 26,800 | 45,171 | |||
Lepu Biopharma Co. Ltd. Class H (a)(b)(d) | 112,000 | 54,342 | |||
Lepu Medical Technology Beijing Co. Ltd. Class A | 9,700 | 21,874 | |||
LexinFintech Holdings Ltd. ADR | 28,100 | 62,101 | |||
Li Auto, Inc. Class A (a) | 233,700 | 4,126,830 | |||
Li Ning Co. Ltd. | 505,000 | 2,124,626 | |||
Lifetech Scientific Corp. (a) | 1,054,000 | 322,989 | |||
Lingyi iTech Guangdong Co. Class A | 50,400 | 39,569 | |||
Linklogis, Inc. Class B (d) | 122,000 | 27,260 | |||
Longfor Group Holdings Ltd. (d) | 402,275 | 723,205 | |||
LONGi Green Energy Technology Co. Ltd. Class A | 86,492 | 323,852 | |||
Lonking Holdings Ltd. | 174,000 | 30,437 | |||
Lufax Holding Ltd. ADR | 136,200 | 144,372 | |||
Luxshare Precision Industry Co. Ltd. Class A | 73,168 | 299,471 | |||
Luye Pharma Group Ltd. (a)(b)(d) | 305,000 | 136,692 | |||
Luzhou Laojiao Co. Ltd. Class A | 18,500 | 550,118 | |||
Mango Excellent Media Co. Ltd. Class A | 9,700 | 37,691 | |||
Maoyan Entertainment (a)(d) | 41,600 | 61,828 | |||
Maxscend Microelectronics Co. Ltd. Class A | 4,000 | 64,070 | |||
Meinian Onehealth Healthcare Holdings Co. Ltd. Class A (a) | 24,000 | 22,400 |
See accompanying notes to Schedule of
Investments.
93
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Meitu, Inc. (b)(d) | 814,000 | $363,771 | |||
Meituan Class B (a)(d) | 1,059,910 | 15,509,195 | |||
Metallurgical Corp. of China Ltd. Class A | 116,300 | 58,583 | |||
Microport Scientific Corp. (a)(b) | 163,208 | 246,734 | |||
Midea Real Estate Holding Ltd. (b)(d) | 42,400 | 33,132 | |||
Ming Yang Smart Energy Group Ltd. Class A | 25,500 | 55,230 | |||
Ming Yuan Cloud Group Holdings Ltd. (a)(b) | 94,000 | 41,168 | |||
MINISO Group Holding Ltd. ADR | 21,700 | 562,030 | |||
Minth Group Ltd. | 152,000 | 391,070 | |||
MMG Ltd. (a) | 576,000 | 176,510 | |||
Mobvista, Inc. (a)(d) | 53,000 | 21,317 | |||
Montage Technology Co. Ltd. Class A | 9,953 | 67,895 | |||
Muyuan Foods Co. Ltd. Class A | 56,823 | 295,512 | |||
Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. Class A | 44,159 | 76,914 | |||
NARI Technology Co. Ltd. Class A | 92,928 | 283,028 | |||
National Silicon Industry Group Co. Ltd. Class A (a) | 32,816 | 89,047 | |||
NAURA Technology Group Co. Ltd. Class A | 5,200 | 172,221 | |||
NavInfo Co. Ltd. Class A (a) | 34,200 | 47,551 | |||
Nayuki Holdings Ltd. (a)(b) | 70,000 | 36,913 | |||
NetDragon Websoft Holdings Ltd. | 53,500 | 98,914 | |||
NetEase, Inc. | 403,100 | 8,209,357 | |||
New China Life Insurance Co. Ltd. Class A | 25,600 | 129,410 | |||
New China Life Insurance Co. Ltd. Class H | 154,000 | 371,243 | |||
New Hope Liuhe Co. Ltd. Class A (a) | 42,400 | 64,015 | |||
New Horizon Health Ltd. (a)(b)(d) | 46,000 | 110,421 | |||
New Oriental Education & Technology Group, Inc. (a) | 312,900 | 1,905,722 | |||
Nexteer Automotive Group Ltd. | 160,000 | 87,234 | |||
Ninestar Corp. Class A | 16,800 | 59,630 | |||
Ningbo Deye Technology Co. Ltd. Class A | 5,400 | 57,396 | |||
Ningbo Joyson Electronic Corp. Class A | 16,900 | 40,384 | |||
Ningbo Orient Wires & Cables Co. Ltd. Class A | 10,600 | 57,919 | |||
Ningbo Ronbay New Energy Technology Co. Ltd. Class A | 4,054 | 23,353 |
Security Description | Shares | Value | |||
Ningbo Shanshan Co. Ltd. Class A | 19,400 | $37,012 | |||
Ningbo Tuopu Group Co. Ltd. Class A | 16,500 | 167,882 | |||
Ningxia Baofeng Energy Group Co. Ltd. Class A | 107,000 | 210,013 | |||
NIO, Inc. ADR (a) | 293,900 | 2,656,856 | |||
Noah Holdings Ltd. ADR | 6,600 | 82,302 | |||
Nongfu Spring Co. Ltd. Class H (d) | 377,000 | 2,166,155 | |||
North Industries Group Red Arrow Co. Ltd. Class A | 5,600 | 11,345 | |||
Ocumension Therapeutics (a)(d) | 19,000 | 18,559 | |||
Offshore Oil Engineering Co. Ltd. Class A | 92,400 | 82,181 | |||
Oppein Home Group, Inc. Class A | 6,300 | 82,916 | |||
Orient Securities Co. Ltd. Class A | 41,728 | 54,868 | |||
Ovctek China, Inc. Class A | 4,620 | 16,284 | |||
Pangang Group Vanadium Titanium & Resources Co. Ltd. Class A (a) | 49,000 | 24,750 | |||
PDD Holdings, Inc. ADR (a) | 125,000 | 12,258,750 | |||
Peijia Medical Ltd. (a)(d) | 176,000 | 156,857 | |||
People's Insurance Co. Group of China Ltd. Class A | 77,000 | 62,355 | |||
People's Insurance Co. Group of China Ltd. Class H | 2,128,000 | 763,508 | |||
Perfect World Co. Ltd. Class A | 10,650 | 19,295 | |||
PetroChina Co. Ltd. Class A | 224,400 | 245,783 | |||
PetroChina Co. Ltd. Class H | 4,458,000 | 3,358,364 | |||
Pharmaron Beijing Co. Ltd. Class A | 10,800 | 46,101 | |||
PICC Property & Casualty Co. Ltd. Class H | 1,483,700 | 1,905,811 | |||
Ping An Bank Co. Ltd. Class A | 200,400 | 308,064 | |||
Ping An Healthcare & Technology Co. Ltd. (a)(b)(d) | 129,500 | 302,261 | |||
Ping An Insurance Group Co. of China Ltd. Class A | 131,990 | 875,012 | |||
Ping An Insurance Group Co. of China Ltd. Class H | 1,420,000 | 8,131,795 | |||
Poly Developments & Holdings Group Co. Ltd. Class A | 136,000 | 237,812 | |||
Poly Property Group Co. Ltd. | 196,120 | 44,574 | |||
Pop Mart International Group Ltd. (d) | 154,800 | 457,570 | |||
Postal Savings Bank of China Co. Ltd. Class A | 334,800 | 228,385 | |||
Postal Savings Bank of China Co. Ltd. Class H (d) | 1,818,000 | 919,231 |
See accompanying notes to Schedule of
Investments.
94
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Power Construction Corp. of China Ltd. Class A | 142,200 | $104,419 | |||
Powerlong Real Estate Holdings Ltd. (a)(b) | 913,000 | 109,581 | |||
Prosus NV | 316,059 | 9,342,799 | |||
Pylon Technologies Co. Ltd. Class A | 1,591 | 28,541 | |||
Q Technology Group Co. Ltd. (a) | 47,000 | 19,264 | |||
Qifu Technology, Inc. ADR | 24,100 | 370,176 | |||
Qinghai Salt Lake Industry Co. Ltd. Class A (a) | 92,800 | 218,570 | |||
Radiance Holdings Group Co. Ltd. (a)(b) | 99,000 | 38,301 | |||
Raytron Technology Co. Ltd. Class A | 5,962 | 39,033 | |||
Redco Properties Group Ltd. (a)(b)(c)(d) | 108,000 | 13,755 | |||
Riyue Heavy Industry Co. Ltd. Class A | 13,800 | 30,078 | |||
RLX Technology, Inc. ADR (a)(b) | 114,100 | 172,291 | |||
Rongsheng Petrochemical Co. Ltd. Class A | 103,050 | 168,456 | |||
SAIC Motor Corp. Ltd. Class A | 168,400 | 342,081 | |||
Sailun Group Co. Ltd. Class A | 11,700 | 20,250 | |||
Sanan Optoelectronics Co. Ltd. Class A | 59,300 | 125,506 | |||
Sangfor Technologies, Inc. Class A (a) | 5,800 | 74,282 | |||
Sany Heavy Equipment International Holdings Co. Ltd. | 192,000 | 303,499 | |||
Sany Heavy Industry Co. Ltd. Class A | 99,800 | 217,661 | |||
Satellite Chemical Co. Ltd. Class A | 24,680 | 51,929 | |||
SDIC Capital Co. Ltd. Class A | 78,900 | 74,614 | |||
SDIC Power Holdings Co. Ltd. Class A | 88,700 | 143,293 | |||
Seazen Group Ltd. (a) | 491,333 | 89,711 | |||
Seazen Holdings Co. Ltd. Class A (a) | 13,900 | 25,279 | |||
Seres Group Co. Ltd. Class A (a) | 18,000 | 137,661 | |||
SF Holding Co. Ltd. Class A | 50,900 | 285,039 | |||
SG Micro Corp. Class A | 6,305 | 67,301 | |||
Shaanxi Coal Industry Co. Ltd. Class A | 99,600 | 252,358 | |||
Shan Xi Hua Yang Group New Energy Co. Ltd. Class A | 39,150 | 45,245 | |||
Shandong Buchang Pharmaceuticals Co. Ltd. Class A | 33,800 | 83,134 |
Security Description | Shares | Value | |||
Shandong Gold Mining Co. Ltd. Class A | 37,600 | $129,587 | |||
Shandong Gold Mining Co. Ltd. Class H (d) | 133,750 | 253,092 | |||
Shandong Hualu Hengsheng Chemical Co. Ltd. Class A | 13,650 | 60,140 | |||
Shandong Linglong Tyre Co. Ltd. Class A | 25,208 | 70,305 | |||
Shandong Nanshan Aluminum Co. Ltd. Class A | 82,200 | 35,426 | |||
Shandong Sun Paper Industry JSC Ltd. Class A | 17,800 | 29,953 | |||
Shandong Weigao Group Medical Polymer Co. Ltd. Class H | 546,000 | 479,641 | |||
Shanghai Aiko Solar Energy Co. Ltd. Class A | 34,580 | 105,889 | |||
Shanghai Bairun Investment Holding Group Co. Ltd. Class A | 6,664 | 26,370 | |||
Shanghai Baosight Software Co. Ltd. Class A | 43,400 | 269,130 | |||
Shanghai Baosight Software Co. Ltd. Class B | 137,297 | 289,010 | |||
Shanghai Chlor-Alkali Chemical Co. Ltd. Class B | 100,625 | 49,105 | |||
Shanghai Electric Group Co. Ltd. Class A (a) | 55,900 | 35,907 | |||
Shanghai Fosun Pharmaceutical Group Co. Ltd. Class A | 22,400 | 87,931 | |||
Shanghai Fosun Pharmaceutical Group Co. Ltd. Class H (b) | 81,000 | 190,300 | |||
Shanghai Fudan Microelectronics Group Co. Ltd. Class A | 4,669 | 30,568 | |||
Shanghai Haixin Group Co. Class B | 42,000 | 12,726 | |||
Shanghai Highly Group Co. Ltd. Class B | 24,100 | 7,519 | |||
Shanghai Industrial Holdings Ltd. | 53,000 | 66,590 | |||
Shanghai International Airport Co. Ltd. Class A (a) | 18,700 | 97,251 | |||
Shanghai International Port Group Co. Ltd. Class A | 192,900 | 136,353 | |||
Shanghai Jinjiang International Hotels Co. Ltd. Class A | 5,500 | 28,384 | |||
Shanghai Jinqiao Export Processing Zone Development Co. Ltd. Class B | 85,900 | 76,451 | |||
Shanghai Junshi Biosciences Co. Ltd. Class A (a) | 14,779 | 78,096 | |||
Shanghai M&G Stationery, Inc. Class A | 6,100 | 30,560 |
See accompanying notes to Schedule of
Investments.
95
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Shanghai Mechanical & Electrical Industry Co. Ltd. Class B | 62,000 | $62,248 | |||
Shanghai Pharmaceuticals Holding Co. Ltd. Class A | 25,600 | 63,528 | |||
Shanghai Pharmaceuticals Holding Co. Ltd. Class H | 142,300 | 222,030 | |||
Shanghai Pudong Development Bank Co. Ltd. Class A | 432,700 | 421,668 | |||
Shanghai Putailai New Energy Technology Co. Ltd. Class A | 29,232 | 117,518 | |||
Shanghai RAAS Blood Products Co. Ltd. Class A | 455,400 | 435,039 | |||
Shanghai Rural Commercial Bank Co. Ltd. Class A | 234,900 | 194,736 | |||
Shanghai Yuyuan Tourist Mart Group Co. Ltd. Class A | 42,500 | 43,400 | |||
Shangri-La Asia Ltd. (a) | 388,000 | 265,541 | |||
Shanxi Coking Coal Energy Group Co. Ltd. Class A | 129,480 | 178,783 | |||
Shanxi Lu'an Environmental Energy Development Co. Ltd. Class A | 68,800 | 179,324 | |||
Shanxi Meijin Energy Co. Ltd. Class A (a) | 34,400 | 33,145 | |||
Shanxi Taigang Stainless Steel Co. Ltd. Class A | 42,100 | 23,345 | |||
Shanxi Xinghuacun Fen Wine Factory Co. Ltd. Class A | 16,860 | 554,228 | |||
Shede Spirits Co. Ltd. Class A | 4,100 | 70,343 | |||
Shengyi Technology Co. Ltd. Class A | 55,900 | 117,850 | |||
Shennan Circuits Co. Ltd. Class A | 9,560 | 87,350 | |||
Shenwan Hongyuan Group Co. Ltd. Class A | 224,600 | 133,482 | |||
Shenzhen Capchem Technology Co. Ltd. Class A | 9,000 | 54,130 | |||
Shenzhen Dynanonic Co. Ltd. Class A | 3,840 | 40,351 | |||
Shenzhen Energy Group Co. Ltd. Class A | 52,200 | 45,711 | |||
Shenzhen Inovance Technology Co. Ltd. Class A | 30,750 | 280,626 | |||
Shenzhen International Holdings Ltd. | 269,246 | 166,047 | |||
Shenzhen Investment Ltd. | 724,301 | 115,602 | |||
Shenzhen Kangtai Biological Products Co. Ltd. Class A (a) | 15,360 | 61,708 | |||
Shenzhen Kedali Industry Co. Ltd. Class A | 1,200 | 15,841 |
Security Description | Shares | Value | |||
Shenzhen Mindray Bio-Medical Electronics Co. Ltd. Class A | 15,900 | $588,818 | |||
Shenzhen New Industries Biomedical Engineering Co. Ltd. Class A | 8,600 | 74,978 | |||
Shenzhen Overseas Chinese Town Co. Ltd. Class A (a) | 50,300 | 29,203 | |||
Shenzhen Salubris Pharmaceuticals Co. Ltd. Class A | 7,200 | 29,301 | |||
Shenzhen SC New Energy Technology Corp. Class A | 4,900 | 51,080 | |||
Shenzhen Senior Technology Material Co. Ltd. Class A | 5,900 | 10,584 | |||
Shenzhen Transsion Holdings Co. Ltd. Class A | 9,747 | 194,973 | |||
Shenzhou International Group Holdings Ltd. | 170,400 | 1,631,798 | |||
Shijiazhuang Yiling Pharmaceutical Co. Ltd. Class A | 17,400 | 56,028 | |||
Shimao Services Holdings Ltd. (a)(b)(d) | 71,000 | 11,967 | |||
Shoucheng Holdings Ltd. | 712,000 | 146,366 | |||
Shougang Fushan Resources Group Ltd. | 244,000 | 82,872 | |||
Shui On Land Ltd. | 328,000 | 29,735 | |||
Sichuan Chuantou Energy Co. Ltd. Class A | 76,700 | 155,806 | |||
Sichuan Expressway Co. Ltd. Class H | 20,000 | 6,359 | |||
Sichuan New Energy Power Co. Ltd. Class A (a) | 6,400 | 10,453 | |||
Sichuan Road & Bridge Group Co. Ltd. Class A | 55,160 | 65,640 | |||
Sichuan Swellfun Co. Ltd. Class A | 3,400 | 28,149 | |||
Sieyuan Electric Co. Ltd. Class A | 11,100 | 78,736 | |||
Sihuan Pharmaceutical Holdings Group Ltd. (b) | 463,000 | 36,062 | |||
Silergy Corp. | 66,000 | 622,574 | |||
Sinoma Science & Technology Co. Ltd. Class A | 11,600 | 32,735 | |||
Sinomine Resource Group Co. Ltd. Class A | 3,080 | 15,392 | |||
Sino-Ocean Group Holding Ltd. (a)(b) | 296,000 | 17,196 | |||
Sinopec Engineering Group Co. Ltd. Class H | 563,000 | 253,757 | |||
Sinopec Kantons Holdings Ltd. | 120,000 | 48,264 | |||
Sinopec Shanghai Petrochemical Co. Ltd. Class A (a) | 133,200 | 56,675 | |||
Sinopharm Group Co. Ltd. Class H | 307,200 | 890,395 |
See accompanying notes to Schedule of
Investments.
96
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Sinotruk Hong Kong Ltd. | 174,000 | $335,032 | |||
SITC International Holdings Co. Ltd. | 281,000 | 472,169 | |||
Skshu Paint Co. Ltd. Class A (a) | 3,528 | 33,184 | |||
Smoore International Holdings Ltd. (b)(d) | 343,000 | 311,386 | |||
SOHO China Ltd. (a) | 353,000 | 41,467 | |||
Sohu.com Ltd. ADR (a) | 8,000 | 75,360 | |||
Songcheng Performance Development Co. Ltd. Class A | 32,040 | 53,739 | |||
Spring Airlines Co. Ltd. Class A (a) | 11,800 | 88,608 | |||
StarPower Semiconductor Ltd. Class A | 1,900 | 46,847 | |||
Sun King Technology Group Ltd. (a) | 146,000 | 29,081 | |||
Sunac Services Holdings Ltd. (b)(d) | 325,000 | 102,498 | |||
Sungrow Power Supply Co. Ltd. Class A | 16,700 | 205,170 | |||
Sunny Optical Technology Group Co. Ltd. | 142,000 | 991,771 | |||
Sunwoda Electronic Co. Ltd. Class A | 18,900 | 43,840 | |||
SUPCON Technology Co. Ltd. Class A | 13,438 | 88,163 | |||
Suzhou Dongshan Precision Manufacturing Co. Ltd. Class A | 11,100 | 26,418 | |||
Suzhou Maxwell Technologies Co. Ltd. Class A | 2,048 | 35,592 | |||
SY Holdings Group Ltd. | 92,500 | 59,999 | |||
TAL Education Group ADR (a) | 99,800 | 909,178 | |||
TBEA Co. Ltd. Class A | 146,900 | 298,810 | |||
TCL Electronics Holdings Ltd. (a) | 73,000 | 28,429 | |||
TCL Technology Group Corp. Class A (a) | 153,890 | 86,178 | |||
TCL Zhonghuan Renewable Energy Technology Co. Ltd. Class A | 81,375 | 261,133 | |||
Tencent Holdings Ltd. | 1,403,000 | 54,852,761 | |||
Tencent Music Entertainment Group ADR (a) | 165,500 | 1,055,890 | |||
Theme International Holdings Ltd. (a)(b) | 750,000 | 62,246 | |||
Thunder Software Technology Co. Ltd. Class A | 6,400 | 67,261 | |||
TI Fluid Systems PLC (d) | 59,340 | 89,231 | |||
Tiangong International Co. Ltd. | 104,000 | 33,862 | |||
Tianli International Holdings Ltd. | 430,000 | 138,907 | |||
Tianma Microelectronics Co. Ltd. Class A (a) | 57,200 | 72,386 |
Security Description | Shares | Value | |||
Tianneng Power International Ltd. (b) | 78,000 | $73,898 | |||
Tianqi Lithium Corp. Class A | 15,200 | 114,599 | |||
Tianshui Huatian Technology Co. Ltd. Class A | 237,400 | 292,606 | |||
Tingyi Cayman Islands Holding Corp. | 442,000 | 617,412 | |||
Titan Wind Energy Suzhou Co. Ltd. Class A (a) | 11,000 | 19,491 | |||
Tong Ren Tang Technologies Co. Ltd. Class H | 51,000 | 40,569 | |||
Tongcheng Travel Holdings Ltd. (a) | 306,400 | 672,904 | |||
Tongdao Liepin Group (a) | 19,400 | 17,339 | |||
TongFu Microelectronics Co. Ltd. Class A | 89,900 | 236,542 | |||
Tongkun Group Co. Ltd. Class A (a) | 12,700 | 25,711 | |||
Tongling Nonferrous Metals Group Co. Ltd. Class A | 346,900 | 151,887 | |||
Tongwei Co. Ltd. Class A | 46,800 | 207,222 | |||
Topchoice Medical Corp. Class A (a) | 2,000 | 24,212 | |||
Topsports International Holdings Ltd. (d) | 301,000 | 228,675 | |||
Towngas Smart Energy Co. Ltd. (b) | 104,722 | 46,131 | |||
TravelSky Technology Ltd. Class H | 177,000 | 306,908 | |||
Trina Solar Co. Ltd. Class A | 19,751 | 82,872 | |||
Trip.com Group Ltd. (a) | 115,250 | 4,108,582 | |||
Triumph New Energy Co. Ltd. Class H (a) | 34,000 | 22,054 | |||
Tsingtao Brewery Co. Ltd. Class A | 4,500 | 54,019 | |||
Tsingtao Brewery Co. Ltd. Class H | 140,000 | 1,145,834 | |||
Tuya, Inc. ADR (a)(b) | 50,200 | 77,810 | |||
Unigroup Guoxin Microelectronics Co. Ltd. Class A (a) | 11,519 | 137,866 | |||
Uni-President China Holdings Ltd. | 197,000 | 138,345 | |||
Unisplendour Corp. Ltd. Class A (a) | 53,180 | 172,042 | |||
Up Fintech Holding Ltd. ADR (a) | 21,800 | 111,616 | |||
Venus MedTech Hangzhou, Inc. Class H (a)(d) | 26,500 | 15,734 | |||
Vipshop Holdings Ltd. ADR (a) | 86,000 | 1,376,860 | |||
Viva Biotech Holdings (a)(d) | 81,500 | 13,112 | |||
Vnet Group, Inc. ADR (a)(b) | 24,100 | 75,433 | |||
VSTECS Holdings Ltd. | 136,000 | 76,406 | |||
Walvax Biotechnology Co. Ltd. Class A | 21,900 | 70,758 | |||
Wanhua Chemical Group Co. Ltd. Class A | 34,300 | 415,795 |
See accompanying notes to Schedule of
Investments.
97
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Want Want China Holdings Ltd. | 1,015,000 | $662,251 | |||
Weibo Corp. ADR | 16,510 | 207,035 | |||
Weichai Power Co. Ltd. Class A | 79,100 | 136,036 | |||
Weichai Power Co. Ltd. Class H | 393,000 | 534,916 | |||
Weihai Guangwei Composites Co. Ltd. Class A | 16,320 | 61,488 | |||
Weimob, Inc. (a)(b)(d) | 359,000 | 155,392 | |||
Wens Foodstuffs Group Co. Ltd. Class A | 85,960 | 205,056 | |||
West China Cement Ltd. | 262,000 | 24,421 | |||
Western Securities Co. Ltd. Class A | 30,800 | 27,901 | |||
Western Superconducting Technologies Co. Ltd. Class A | 6,753 | 42,414 | |||
Will Semiconductor Co. Ltd. Shanghai Class A | 10,935 | 139,671 | |||
Wilmar International Ltd. | 438,000 | 1,196,967 | |||
Wingtech Technology Co. Ltd. Class A (a) | 8,000 | 47,929 | |||
Wuchan Zhongda Group Co. Ltd. Class A | 175,700 | 114,308 | |||
Wuhan Guide Infrared Co. Ltd. Class A | 60,642 | 63,424 | |||
Wuliangye Yibin Co. Ltd. Class A | 46,700 | 1,000,566 | |||
Wuling Motors Holdings Ltd. (b) | 320,000 | 22,472 | |||
WUS Printed Circuit Kunshan Co. Ltd. Class A | 13,640 | 42,142 | |||
WuXi AppTec Co. Ltd. Class A | 28,200 | 333,566 | |||
WuXi AppTec Co. Ltd. Class H (b)(d) | 72,203 | 864,295 | |||
Wuxi Biologics Cayman, Inc. (a)(d) | 802,500 | 4,677,583 | |||
XCMG Construction Machinery Co. Ltd. Class A | 112,400 | 98,272 | |||
XD, Inc. (a) | 57,400 | 104,072 | |||
Xiabuxiabu Catering Management China Holdings Co. Ltd. (d) | 140,500 | 59,201 | |||
Xiamen C & D, Inc. Class A | 72,000 | 98,032 | |||
Xiamen Faratronic Co. Ltd. Class A | 1,900 | 25,278 | |||
Xiamen Tungsten Co. Ltd. Class A | 14,700 | 34,602 | |||
Xiaomi Corp. Class B (a)(d) | 3,181,800 | 5,013,300 | |||
Xinhua Winshare Publishing & Media Co. Ltd. Class H | 66,000 | 51,995 | |||
Xinjiang Daqo New Energy Co. Ltd. Class A | 21,185 | 117,560 | |||
Xinyi Glass Holdings Ltd. | 347,477 | 449,883 | |||
Xinyi Solar Holdings Ltd. | 945,811 | 707,681 | |||
XPeng, Inc. Class A (a) | 217,700 | 1,944,383 |
Security Description | Shares | Value | |||
Xtep International Holdings Ltd. | 289,077 | $267,970 | |||
Yadea Group Holdings Ltd. (d) | 252,000 | 467,844 | |||
Yangzhou Yangjie Electronic Technology Co. Ltd. Class A | 9,500 | 45,585 | |||
Yangzijiang Shipbuilding Holdings Ltd. | 524,200 | 637,535 | |||
Yankuang Energy Group Co. Ltd. Class A | 41,550 | 115,484 | |||
Yankuang Energy Group Co. Ltd. Class H (b) | 506,000 | 956,198 | |||
Yanlord Land Group Ltd. (a) | 128,800 | 62,281 | |||
Yantai Jereh Oilfield Services Group Co. Ltd. Class A | 11,700 | 51,211 | |||
Yeahka Ltd. (a)(b) | 28,000 | 52,912 | |||
Yealink Network Technology Corp. Ltd. Class A | 11,760 | 57,527 | |||
Yifeng Pharmacy Chain Co. Ltd. Class A | 9,682 | 46,604 | |||
Yihai International Holding Ltd. | 76,000 | 131,004 | |||
Yihai Kerry Arawana Holdings Co. Ltd. Class A | 10,000 | 47,188 | |||
Yixin Group Ltd. (b)(d) | 141,000 | 12,782 | |||
YongXing Special Materials Technology Co. Ltd. Class A | 4,420 | 27,555 | |||
Yonyou Network Technology Co. Ltd. Class A | 51,830 | 118,233 | |||
Youdao, Inc. ADR (a)(b) | 10,100 | 40,602 | |||
Youngor Group Co. Ltd. Class A | 208,500 | 203,470 | |||
YTO Express Group Co. Ltd. Class A | 44,600 | 92,007 | |||
Yuexiu Property Co. Ltd. | 397,540 | 458,357 | |||
Yuexiu Transport Infrastructure Ltd. | 208,000 | 110,217 | |||
Yum China Holdings, Inc. | 86,900 | 4,842,068 | |||
Yunda Holding Co. Ltd. Class A | 18,850 | 25,510 | |||
Yunnan Aluminium Co. Ltd. Class A | 41,400 | 85,803 | |||
Yunnan Baiyao Group Co. Ltd. Class A | 12,880 | 94,226 | |||
Yunnan Botanee Bio-Technology Group Co. Ltd. Class A | 4,100 | 52,509 | |||
Yunnan Energy New Material Co. Ltd. Class A | 8,000 | 65,772 | |||
Yunnan Yuntianhua Co. Ltd. Class A | 19,100 | 44,802 | |||
Zai Lab Ltd. ADR (a)(b) | 17,795 | 432,596 | |||
Zangge Mining Co. Ltd. Class A | 16,400 | 51,367 |
See accompanying notes to Schedule of
Investments.
98
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. Class A | 5,600 | $211,533 | |||
Zhaojin Mining Industry Co. Ltd. Class H | 266,500 | 371,583 | |||
Zhejiang Century Huatong Group Co. Ltd. Class A (a) | 140,100 | 92,878 | |||
Zhejiang China Commodities City Group Co. Ltd. Class A | 66,500 | 82,512 | |||
Zhejiang Chint Electrics Co. Ltd. Class A | 13,200 | 42,196 | |||
Zhejiang Dahua Technology Co. Ltd. Class A | 49,600 | 151,610 | |||
Zhejiang Dingli Machinery Co. Ltd. Class A | 8,260 | 59,804 | |||
Zhejiang Expressway Co. Ltd. Class H (b) | 328,000 | 244,581 | |||
Zhejiang Huahai Pharmaceutical Co. Ltd. Class A | 27,000 | 62,814 | |||
Zhejiang Huayou Cobalt Co. Ltd. Class A | 18,890 | 97,253 | |||
Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. Class A | 20,600 | 134,897 | |||
Zhejiang Jiuzhou Pharmaceutical Co. Ltd. Class A | 11,900 | 47,334 | |||
Zhejiang Juhua Co. Ltd. Class A | 28,100 | 58,701 | |||
Zhejiang NHU Co. Ltd. Class A | 16,848 | 37,554 | |||
Zhejiang Sanhua Intelligent Controls Co. Ltd. Class A | 21,800 | 88,867 | |||
Zhejiang Supor Co. Ltd. Class A | 3,800 | 25,286 | |||
Zhejiang Weiming Environment Protection Co. Ltd. Class A | 23,400 | 56,848 | |||
Zhejiang Zheneng Electric Power Co. Ltd. Class A (a) | 134,200 | 78,283 | |||
Zheshang Securities Co. Ltd. Class A | 21,700 | 30,022 | |||
ZhongAn Online P&C Insurance Co. Ltd. Class H (a)(d) | 166,300 | 490,501 | |||
Zhongji Innolight Co. Ltd. Class A | 9,500 | 150,993 | |||
Zhongjin Gold Corp. Ltd. Class A | 58,800 | 88,292 | |||
Zhongsheng Group Holdings Ltd. | 193,000 | 543,377 | |||
Zhongtai Securities Co. Ltd. Class A | 72,500 | 70,652 | |||
Zhou Hei Ya International Holdings Co. Ltd. (a)(b)(d) | 202,000 | 69,897 | |||
Zhuzhou CRRC Times Electric Co. Ltd. Class A | 2,088 | 11,400 |
Security Description | Shares | Value | ||||
Zhuzhou CRRC Times Electric Co. Ltd. Class H | 99,800 | $345,331 | ||||
Zhuzhou Kibing Group Co. Ltd. Class A | 19,700 | 22,172 | ||||
Zijin Mining Group Co. Ltd. Class A | 239,700 | 399,075 | ||||
Zijin Mining Group Co. Ltd. Class H (b) | 1,150,000 | 1,759,099 | ||||
Zoomlion Heavy Industry Science & Technology Co. Ltd. Class A | 87,400 | 82,173 | ||||
ZTE Corp. Class A | 41,400 | 185,698 | ||||
ZTE Corp. Class H | 150,800 | 455,374 | ||||
ZTO Express Cayman, Inc. ADR | 91,300 | 2,206,721 | ||||
433,698,329 | ||||||
COLOMBIA — 0.0% (f) | ||||||
Bancolombia SA | 45,934 | 349,787 | ||||
Bancolombia SA ADR (b) | 5,003 | 133,480 | ||||
Bancolombia SA Preference Shares (g) | 65,472 | 438,210 | ||||
Frontera Energy Corp. (a) | 10,400 | 82,692 | ||||
Interconexion Electrica SA ESP | 67,960 | 250,611 | ||||
1,254,780 | ||||||
CYPRUS — 0.0% (f) | ||||||
Atalaya Mining PLC | 22,612 | 93,837 | ||||
CZECH REPUBLIC — 0.0% (f) | ||||||
CEZ AS | 32,754 | 1,395,363 | ||||
Komercni Banka AS | 11,765 | 343,683 | ||||
Moneta Money Bank AS (d) | 69,836 | 254,402 | ||||
Philip Morris CR AS | 128 | 95,482 | ||||
2,088,930 | ||||||
DENMARK — 2.0% | ||||||
ALK-Abello AS (a) | 28,843 | 325,360 | ||||
Alm Brand AS | 158,651 | 238,544 | ||||
Ambu AS Class B (a) | 39,949 | 418,934 | ||||
AP Moller - Maersk AS Class A | 634 | 1,127,899 | ||||
AP Moller - Maersk AS Class B | 1,030 | 1,862,371 | ||||
Bavarian Nordic AS (a) | 17,542 | 394,765 | ||||
Better Collective AS (a) | 4,859 | 109,576 | ||||
Carlsberg AS Class B | 20,466 | 2,590,214 | ||||
cBrain AS | 6,793 | 192,702 | ||||
Cementir Holding NV | 5,474 | 43,467 | ||||
Chemometec AS (a) | 3,082 | 147,204 | ||||
Chr Hansen Holding AS | 23,817 | 1,462,186 | ||||
Coloplast AS Class B | 29,141 | 3,093,170 | ||||
D/S Norden AS | 5,060 | 282,340 | ||||
Danske Bank AS | 149,218 | 3,481,937 | ||||
Demant AS (a) | 23,529 | 977,480 | ||||
Dfds AS | 10,740 | 355,601 | ||||
DSV AS | 39,498 | 7,396,902 | ||||
FLSmidth & Co. AS | 11,386 | 516,017 |
See accompanying notes to Schedule of
Investments.
99
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Genmab AS (a) | 14,105 | $5,022,623 | ||||
GN Store Nord AS (a) | 29,911 | 542,528 | ||||
H Lundbeck AS | 75,388 | 407,809 | ||||
H Lundbeck AS Class A | 11,647 | 55,199 | ||||
ISS AS | 32,910 | 507,911 | ||||
Jyske Bank AS (a) | 9,861 | 724,118 | ||||
Matas AS | 12,409 | 171,956 | ||||
Netcompany Group AS (a)(d) | 10,664 | 406,835 | ||||
Nilfisk Holding AS (a) | 3,415 | 60,220 | ||||
NKT AS (a) | 12,601 | 660,179 | ||||
Novo Nordisk AS Class B | 682,987 | 62,439,705 | ||||
Novozymes AS Class B | 45,439 | 1,836,734 | ||||
NTG Nordic Transport Group AS Class A (a) | 2,507 | 129,386 | ||||
Orsted AS (d) | 39,315 | 2,149,620 | ||||
Pandora AS | 18,409 | 1,912,203 | ||||
Per Aarsleff Holding AS | 4,610 | 212,068 | ||||
Ringkjoebing Landbobank AS | 5,806 | 841,652 | ||||
ROCKWOOL AS Class B | 2,209 | 537,101 | ||||
Royal Unibrew AS | 11,896 | 921,859 | ||||
Scandinavian Tobacco Group AS Class A (d) | 19,269 | 294,102 | ||||
Schouw & Co. AS | 2,520 | 168,341 | ||||
Solar AS Class B | 2,841 | 191,600 | ||||
Spar Nord Bank AS | 22,983 | 356,988 | ||||
Sydbank AS | 12,130 | 579,013 | ||||
Topdanmark AS | 9,578 | 417,215 | ||||
Trifork Holding AG (b) | 4,282 | 72,104 | ||||
Tryg AS | 73,658 | 1,352,746 | ||||
Vestas Wind Systems AS (a) | 216,120 | 4,650,606 | ||||
Zealand Pharma AS (a) | 12,899 | 560,046 | ||||
113,199,136 | ||||||
EGYPT — 0.0% (f) | ||||||
Centamin PLC | 201,929 | 205,921 | ||||
Commercial International Bank Egypt SAE | 494,266 | 959,740 | ||||
Eastern Co. SAE | 208,719 | 162,652 | ||||
EFG Holding S.A.E. (a) | 146,048 | 69,715 | ||||
E-Finance for Digital & Financial Investments | 67,568 | 40,519 | ||||
ElSewedy Electric Co. | 69,110 | 52,626 | ||||
Energean PLC | 26,771 | 373,479 | ||||
Talaat Moustafa Group | 131,579 | 58,551 | ||||
Telecom Egypt Co. | 60,241 | 58,272 | ||||
1,981,475 | ||||||
FAEROE ISLANDS — 0.0% (f) | ||||||
Bakkafrost P | 9,918 | 510,307 | ||||
FINLAND — 0.7% | ||||||
Aktia Bank Oyj | 16,282 | 156,871 | ||||
Anora Group Oyj | 4,874 | 23,170 | ||||
Cargotec Oyj Class B | 10,055 | 422,210 | ||||
Caverion Oyj | 14,031 | 127,904 | ||||
Citycon Oyj (a)(b) | 19,217 | 107,936 | ||||
Elisa Oyj | 28,862 | 1,341,175 | ||||
Finnair Oyj (a) | 99,297 | 54,247 |
Security Description | Shares | Value | ||||
Fortum Oyj (b) | 100,257 | $1,167,087 | ||||
F-Secure Oyj | 72,863 | 134,693 | ||||
Huhtamaki Oyj (b) | 23,082 | 761,246 | ||||
Incap Oyj (a)(b) | 16,707 | 150,176 | ||||
Kemira Oyj | 29,134 | 454,665 | ||||
Kempower Oyj (a)(b) | 5,722 | 294,306 | ||||
Kesko Oyj Class B | 61,764 | 1,109,713 | ||||
Kojamo Oyj | 24,325 | 216,334 | ||||
Kone Oyj Class B | 72,568 | 3,067,108 | ||||
Konecranes Oyj | 13,332 | 444,066 | ||||
Marimekko Oyj | 8,480 | 94,361 | ||||
Metsa Board Oyj Class B (b) | 32,480 | 261,522 | ||||
Metso Oyj | 146,578 | 1,544,756 | ||||
Musti Group Oyj (a) | 7,349 | 140,054 | ||||
Neste Oyj (b) | 90,328 | 3,072,745 | ||||
Nokia Oyj (e) | 1,118,832 | 4,226,522 | ||||
Nokia Oyj (e) | 12,368 | 46,872 | ||||
Nokian Renkaat Oyj | 27,502 | 216,869 | ||||
Nordea Bank Abp (e) | 681,663 | 7,536,805 | ||||
Nordea Bank Abp (e) | 1,995 | 21,992 | ||||
Orion Oyj Class B | 25,007 | 985,443 | ||||
Outokumpu Oyj (b) | 95,888 | 402,939 | ||||
Puuilo Oyj | 13,810 | 117,775 | ||||
QT Group Oyj (a) | 3,760 | 207,166 | ||||
Revenio Group Oyj | 3,977 | 86,318 | ||||
Sampo Oyj Class A | 96,465 | 4,185,383 | ||||
Stora Enso Oyj Class R | 118,049 | 1,486,064 | ||||
TietoEVRY Oyj | 26,003 | 586,403 | ||||
Tokmanni Group Corp. | 9,924 | 138,168 | ||||
UPM-Kymmene Oyj | 113,339 | 3,896,324 | ||||
Uponor Oyj | 11,690 | 351,996 | ||||
Valmet Oyj (b) | 33,438 | 766,818 | ||||
Wartsila Oyj Abp | 106,527 | 1,213,008 | ||||
YIT Oyj (b) | 22,823 | 52,532 | ||||
41,671,742 | ||||||
FRANCE — 5.8% | ||||||
ABC arbitrage | 11,541 | 70,870 | ||||
Abivax SA (a) | 3,874 | 61,524 | ||||
Accor SA | 37,205 | 1,258,142 | ||||
Adevinta ASA (a) | 68,556 | 682,284 | ||||
Aeroports de Paris SA | 5,999 | 710,726 | ||||
Air France-KLM (a) | 23,525 | 296,345 | ||||
Air Liquide SA | 108,849 | 18,420,582 | ||||
Airbus SE | 123,199 | 16,562,883 | ||||
Alstom SA | 66,462 | 1,590,286 | ||||
Altarea SCA REIT | 669 | 61,552 | ||||
Alten SA | 6,123 | 807,748 | ||||
Amundi SA (d) | 11,804 | 666,741 | ||||
Antin Infrastructure Partners SA | 8,410 | 108,897 | ||||
Arkema SA | 13,481 | 1,335,383 | ||||
Atos SE (a) | 36,850 | 257,811 | ||||
Aubay | 1,140 | 46,770 | ||||
AXA SA | 381,406 | 11,379,468 | ||||
Believe SA (a) | 2,588 | 23,619 | ||||
Beneteau SA | 8,515 | 103,315 |
See accompanying notes to Schedule of
Investments.
100
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
BioMerieux | 8,242 | $801,241 | |||
BNP Paribas SA | 218,049 | 13,950,833 | |||
Boiron SA | 454 | 25,812 | |||
Bollore SE | 180,061 | 970,355 | |||
Bonduelle SCA | 1,324 | 14,803 | |||
Bouygues SA | 44,223 | 1,551,651 | |||
Bureau Veritas SA | 65,075 | 1,619,796 | |||
Capgemini SE | 34,216 | 6,006,303 | |||
Carmila SA REIT | 13,309 | 199,809 | |||
Carrefour SA | 124,176 | 2,141,011 | |||
CGG SA (a) | 253,845 | 181,197 | |||
Cie de Saint-Gobain SA | 99,656 | 6,001,454 | |||
Cie des Alpes | 3,159 | 43,480 | |||
Cie Generale des Etablissements Michelin SCA | 143,447 | 4,414,992 | |||
Cie Plastic Omnium SE | 11,639 | 189,771 | |||
Clariane SE | 11,920 | 71,936 | |||
Coface SA | 21,848 | 279,429 | |||
Covivio SA REIT | 10,273 | 457,902 | |||
Credit Agricole SA | 251,546 | 3,113,864 | |||
Danone SA | 133,366 | 7,379,178 | |||
Dassault Aviation SA | 4,929 | 930,994 | |||
Dassault Systemes SE | 139,187 | 5,201,221 | |||
Derichebourg SA | 21,744 | 110,043 | |||
Edenred SE | 51,871 | 3,255,564 | |||
Eiffage SA | 16,395 | 1,562,933 | |||
Elior Group SA (a)(d) | 27,606 | 56,731 | |||
Elis SA | 52,344 | 923,284 | |||
Engie SA | 379,027 | 5,830,814 | |||
Equasens | 1,458 | 112,533 | |||
Eramet SA | 1,844 | 141,056 | |||
Esker SA | 1,312 | 173,913 | |||
EssilorLuxottica SA | 61,275 | 10,714,740 | |||
Etablissements Maurel et Prom SA | 19,383 | 100,392 | |||
Eurazeo SE | 9,056 | 541,245 | |||
Euroapi SA (a) | 8,007 | 101,136 | |||
Eutelsat Communications SA | 35,649 | 210,985 | |||
Fnac Darty SA | 3,252 | 79,879 | |||
Forvia SE (a)(e) | 25,871 | 537,136 | |||
Forvia SE (a)(e) | 5,581 | 117,469 | |||
Gaztransport Et Technigaz SA | 6,607 | 814,936 | |||
Gecina SA REIT | 9,555 | 978,757 | |||
Getlink SE | 88,598 | 1,417,365 | |||
Hermes International SCA | 6,582 | 12,054,445 | |||
ICADE REIT | 6,427 | 212,711 | |||
ID Logistics Group SACA (a) | 626 | 165,363 | |||
Imerys SA | 6,084 | 180,360 | |||
Interparfums SA | 4,314 | 240,248 | |||
Ipsen SA | 7,621 | 1,002,137 | |||
IPSOS SA | 8,108 | 373,762 | |||
JCDecaux SE (a) | 11,798 | 200,108 | |||
Kaufman & Broad SA | 1,893 | 55,316 | |||
Kering SA | 15,411 | 7,047,052 |
Security Description | Shares | Value | |||
Klepierre SA REIT | 43,474 | $1,069,233 | |||
La Francaise des Jeux SAEM (d) | 26,282 | 857,043 | |||
Legrand SA | 55,475 | 5,127,492 | |||
LISI | 3,302 | 77,786 | |||
L'Oreal SA | 50,124 | 20,866,647 | |||
LVMH Moet Hennessy Louis Vuitton SE | 57,387 | 43,527,381 | |||
Maisons du Monde SA (d) | 4,452 | 34,338 | |||
Manitou BF SA | 1,060 | 25,476 | |||
Mercialys SA REIT | 19,512 | 176,216 | |||
Mersen SA | 4,122 | 164,966 | |||
Metropole Television SA | 3,965 | 50,291 | |||
Neoen SA (d) | 14,227 | 416,036 | |||
Nexans SA | 5,339 | 435,538 | |||
Nexity SA | 6,162 | 91,141 | |||
Orange SA | 393,722 | 4,527,026 | |||
OVH Groupe SAS (a) | 7,750 | 70,566 | |||
Pernod Ricard SA | 42,316 | 7,072,006 | |||
PEUGEOT INVEST | 1,682 | 177,904 | |||
Pierre Et Vacances SA (a) | 161,476 | 214,045 | |||
Publicis Groupe SA | 48,638 | 3,695,316 | |||
Quadient SA | 11,950 | 241,654 | |||
Remy Cointreau SA | 4,648 | 569,122 | |||
Renault SA | 39,948 | 1,644,216 | |||
Rexel SA | 49,366 | 1,113,271 | |||
Rubis SCA | 19,510 | 438,738 | |||
Safran SA | 71,037 | 11,179,278 | |||
Sartorius Stedim Biotech | 5,624 | 1,345,697 | |||
SCOR SE | 30,776 | 960,253 | |||
SEB SA | 5,065 | 475,392 | |||
Seche Environnement SA | 2,725 | 317,937 | |||
SES-imagotag SA (a) | 1,255 | 146,692 | |||
SMCP SA (a)(d) | 4,538 | 18,450 | |||
Societe BIC SA | 5,024 | 332,182 | |||
Societe Generale SA | 159,480 | 3,891,136 | |||
Sodexo SA | 19,291 | 1,991,782 | |||
SOITEC (a) | 6,126 | 1,023,151 | |||
Sopra Steria Group SACA | 3,094 | 641,724 | |||
SPIE SA | 28,268 | 823,639 | |||
Technip Energies NV | 29,256 | 730,076 | |||
Teleperformance SE | 12,024 | 1,520,011 | |||
Television Francaise 1 SA | 4,354 | 33,398 | |||
Thales SA | 22,438 | 3,161,955 | |||
TotalEnergies SE | 467,287 | 30,827,257 | |||
Trigano SA | 1,440 | 195,911 | |||
Ubisoft Entertainment SA (a) | 18,573 | 604,870 | |||
Unibail-Rodamco-Westfield REIT (a)(e) | 34,100 | 80,550 | |||
Unibail-Rodamco-Westfield REIT (a)(e) | 22,356 | 1,106,545 | |||
Valeo SE | 40,736 | 704,300 | |||
Vallourec SACA (a) | 43,266 | 529,539 | |||
Valneva SE (a) | 27,004 | 158,334 | |||
Veolia Environnement SA | 141,242 | 4,101,881 | |||
Verallia SA (d) | 15,260 | 602,315 |
See accompanying notes to Schedule of
Investments.
101
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Vicat SACA | 3,900 | $119,538 | ||||
Vinci SA | 110,454 | 12,281,372 | ||||
Virbac SA | 919 | 249,086 | ||||
Vivendi SE | 144,857 | 1,272,336 | ||||
Voltalia SA (a) | 7,058 | 76,669 | ||||
Wavestone | 2,248 | 118,051 | ||||
Wendel SE | 5,925 | 470,796 | ||||
Worldline SA (a)(d) | 48,337 | 1,363,862 | ||||
335,443,804 | ||||||
GABON — 0.0% (f) | ||||||
BW Energy Ltd. (a) | 13,223 | 33,987 | ||||
GEORGIA — 0.0% (f) | ||||||
Bank of Georgia Group PLC | 7,021 | 316,214 | ||||
TBC Bank Group PLC | 7,553 | 275,181 | ||||
591,395 | ||||||
GERMANY — 4.8% | ||||||
1&1 AG | 6,659 | 112,944 | ||||
About You Holding SE (a) | 5,000 | 28,083 | ||||
Adesso SE | 472 | 51,272 | ||||
adidas AG | 33,630 | 5,932,632 | ||||
Adtran Networks SE (a) | 3,390 | 71,963 | ||||
AIXTRON SE | 23,565 | 868,740 | ||||
Allianz SE | 83,820 | 20,029,617 | ||||
Amadeus Fire AG | 922 | 109,136 | ||||
Aroundtown SA (a) | 173,816 | 362,903 | ||||
Atoss Software AG | 793 | 164,559 | ||||
Aurubis AG | 6,424 | 477,051 | ||||
Auto1 Group SE (a)(d) | 17,914 | 114,937 | ||||
BASF SE | 184,925 | 8,409,153 | ||||
Basler AG | 1,137 | 11,797 | ||||
Bayer AG | 204,175 | 9,824,940 | ||||
Bayerische Motoren Werke AG | 62,425 | 6,369,992 | ||||
Bayerische Motoren Werke AG Preference Shares | 12,357 | 1,155,227 | ||||
BayWa AG | 2,500 | 89,200 | ||||
Bechtle AG | 16,337 | 765,210 | ||||
Beiersdorf AG | 20,902 | 2,703,179 | ||||
Bertrandt AG | 1,559 | 72,626 | ||||
Bilfinger SE | 5,632 | 193,436 | ||||
Borussia Dortmund GmbH & Co. KGaA (a) | 15,463 | 64,258 | ||||
Brenntag SE | 32,252 | 2,509,107 | ||||
CANCOM SE | 8,623 | 230,614 | ||||
Carl Zeiss Meditec AG | 8,395 | 736,121 | ||||
Ceconomy AG (a) | 43,948 | 93,339 | ||||
Cewe Stiftung & Co. KGAA | 785 | 73,222 | ||||
Commerzbank AG | 226,362 | 2,585,940 | ||||
CompuGroup Medical SE & Co. KgaA | 5,359 | 210,386 | ||||
Continental AG | 23,928 | 1,691,283 | ||||
Covestro AG (a)(d) | 41,570 | 2,247,265 | ||||
CropEnergies AG | 4,161 | 34,891 | ||||
CTS Eventim AG & Co. KGaA | 12,283 | 700,299 |
Security Description | Shares | Value | |||
CureVac NV (a) | 19,663 | $129,906 | |||
Daimler Truck Holding AG | 103,807 | 3,607,104 | |||
Datagroup SE | 430 | 20,623 | |||
Dermapharm Holding SE | 3,546 | 146,869 | |||
Deutsche Bank AG | 409,075 | 4,525,980 | |||
Deutsche Beteiligungs AG | 2,337 | 77,940 | |||
Deutsche Boerse AG | 39,369 | 6,823,332 | |||
Deutsche EuroShop AG | 2,621 | 50,727 | |||
Deutsche Lufthansa AG (a) | 122,747 | 975,468 | |||
Deutsche Pfandbriefbank AG (d) | 26,908 | 191,730 | |||
Deutsche Post AG | 206,208 | 8,413,066 | |||
Deutsche Telekom AG | 673,609 | 14,169,531 | |||
Deutz AG | 19,492 | 86,263 | |||
DIC Asset AG | 6,483 | 26,872 | |||
Draegerwerk AG & Co. KGaA Preference Shares | 2,641 | 118,697 | |||
Duerr AG | 9,614 | 261,596 | |||
E.ON SE | 466,202 | 5,528,223 | |||
Eckert & Ziegler Strahlen- und Medizintechnik AG | 2,965 | 101,459 | |||
Einhell Germany AG Preference Shares (g) | 387 | 58,183 | |||
Elmos Semiconductor SE | 2,710 | 183,343 | |||
ElringKlinger AG | 2,938 | 18,259 | |||
Encavis AG (a) | 22,645 | 319,472 | |||
Energiekontor AG | 1,621 | 132,150 | |||
Evonik Industries AG | 41,517 | 761,540 | |||
Evotec SE (a) | 28,276 | 565,813 | |||
Fielmann Group AG | 5,027 | 217,577 | |||
flatexDEGIRO AG (a) | 11,921 | 104,707 | |||
Formycon AG (a) | 1,736 | 107,155 | |||
Fraport AG Frankfurt Airport Services Worldwide (a) | 7,846 | 417,341 | |||
Freenet AG | 23,718 | 556,972 | |||
Fresenius Medical Care AG & Co. KGaA | 41,805 | 1,807,621 | |||
Fresenius SE & Co. KGaA | 90,102 | 2,810,351 | |||
FUCHS SE Preference Shares | 13,907 | 542,139 | |||
GEA Group AG | 33,711 | 1,247,776 | |||
Gerresheimer AG | 6,890 | 725,467 | |||
GFT Technologies SE | 2,760 | 77,086 | |||
Grand City Properties SA (a) | 19,669 | 186,276 | |||
GRENKE AG | 5,049 | 110,655 | |||
Hamborner REIT AG | 13,775 | 94,069 | |||
Hamburger Hafen und Logistik AG | 4,381 | 78,018 | |||
Hannover Rueck SE | 12,569 | 2,766,615 | |||
Heidelberg Materials AG | 30,982 | 2,411,617 | |||
Heidelberger Druckmaschinen AG (a) | 43,797 | 56,154 | |||
HelloFresh SE (a) | 32,633 | 977,079 | |||
Henkel AG & Co. KGaA | 21,337 | 1,349,108 | |||
Henkel AG & Co. KGaA Preference Shares | 36,898 | 2,635,376 | |||
Hensoldt AG | 10,358 | 306,405 |
See accompanying notes to Schedule of
Investments.
102
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
HOCHTIEF AG | 5,342 | $541,547 | |||
Hornbach Holding AG & Co. KGaA | 1,539 | 98,498 | |||
Hugo Boss AG | 11,705 | 742,569 | |||
Hypoport SE (a) | 860 | 116,820 | |||
Indus Holding AG | 4,262 | 90,699 | |||
Infineon Technologies AG | 271,406 | 9,009,894 | |||
Ionos SE (a) | 4,158 | 63,129 | |||
Jenoptik AG | 11,318 | 287,590 | |||
JOST Werke SE (d) | 3,047 | 146,461 | |||
Jungheinrich AG Preference Shares | 10,101 | 303,508 | |||
K+S AG | 38,298 | 696,615 | |||
KION Group AG | 16,487 | 635,210 | |||
Kloeckner & Co. SE | 12,637 | 91,448 | |||
Knaus Tabbert AG | 831 | 45,839 | |||
Knorr-Bremse AG | 14,472 | 922,092 | |||
Krones AG | 3,013 | 311,186 | |||
LANXESS AG | 16,363 | 416,650 | |||
LEG Immobilien SE (a) | 15,551 | 1,075,798 | |||
MBB SE | 230 | 18,507 | |||
Medios AG (a) | 4,820 | 76,956 | |||
Mercedes-Benz Group AG | 166,756 | 11,633,072 | |||
Merck KGaA | 27,048 | 4,528,953 | |||
METRO AG (a) | 29,607 | 204,692 | |||
Montana Aerospace AG (a)(d) | 3,894 | 47,930 | |||
MorphoSys AG (a) | 6,507 | 177,950 | |||
MTU Aero Engines AG | 11,084 | 2,015,518 | |||
Muenchener Rueckversicherungs-Gesellschaft AG | 28,676 | 11,206,140 | |||
Nagarro SE (a)(b) | 1,607 | 116,632 | |||
Nemetschek SE | 11,376 | 697,126 | |||
Nordex SE (a) | 32,951 | 406,258 | |||
Norma Group SE | 5,838 | 108,476 | |||
Northern Data AG (a) | 2,383 | 58,534 | |||
Patrizia SE | 12,942 | 103,042 | |||
Pfeiffer Vacuum Technology AG | 515 | 79,826 | |||
PNE AG | 8,549 | 118,933 | |||
Porsche Automobil Holding SE Preference Shares | 33,166 | 1,638,092 | |||
ProSiebenSat.1 Media SE | 32,636 | 221,349 | |||
Puma SE | 21,942 | 1,365,988 | |||
PVA TePla AG (a) | 4,352 | 70,866 | |||
Rational AG | 1,013 | 643,508 | |||
Rheinmetall AG | 9,291 | 2,399,207 | |||
RWE AG | 131,555 | 4,895,828 | |||
SAF-Holland SE | 8,936 | 115,519 | |||
Salzgitter AG | 5,203 | 138,268 | |||
SAP SE | 217,019 | 28,220,213 | |||
Sartorius AG Preference Shares | 5,681 | 1,935,549 | |||
Schaeffler AG Preference Shares | 26,533 | 153,241 | |||
Scout24 SE (d) | 17,114 | 1,189,723 |
Security Description | Shares | Value | ||||
Secunet Security Networks AG | 245 | $52,138 | ||||
SGL Carbon SE (a) | 9,210 | 64,406 | ||||
Siemens AG | 157,949 | 22,686,220 | ||||
Siemens Energy AG (a) | 105,030 | 1,376,662 | ||||
Siemens Healthineers AG (d) | 59,512 | 3,024,400 | ||||
Siltronic AG | 3,551 | 304,341 | ||||
Sirius Real Estate Ltd. | 239,146 | 251,463 | ||||
Sixt SE | 2,955 | 274,692 | ||||
Sixt SE Preference Shares | 3,317 | 204,742 | ||||
SMA Solar Technology AG (a) | 3,081 | 200,450 | ||||
Softwareone Holding AG | 21,901 | 434,525 | ||||
Stabilus SE | 5,052 | 283,219 | ||||
Steico SE | 1,042 | 29,180 | ||||
STO SE & Co. KGaA Preference Shares (g) | 608 | 83,555 | ||||
STRATEC SE | 1,583 | 74,163 | ||||
Stroeer SE & Co. KGaA | 7,291 | 324,984 | ||||
Suedzucker AG | 16,363 | 243,927 | ||||
SUESS MicroTec SE | 3,583 | 83,078 | ||||
SUSE SA | 7,889 | 106,828 | ||||
Symrise AG | 28,378 | 2,713,683 | ||||
Synlab AG | 17,055 | 182,195 | ||||
TAG Immobilien AG (a) | 34,648 | 364,341 | ||||
Takkt AG | 5,349 | 72,716 | ||||
Talanx AG | 13,163 | 836,180 | ||||
TeamViewer SE (a)(d) | 27,991 | 472,982 | ||||
Telefonica Deutschland Holding AG | 187,271 | 336,073 | ||||
thyssenkrupp AG | 98,256 | 751,710 | ||||
TUI AG (a) | 90,100 | 496,191 | ||||
United Internet AG | 31,049 | 666,010 | ||||
Varta AG (a)(b) | 2,625 | 49,956 | ||||
VERBIO Vereinigte BioEnergie AG | 4,111 | 165,875 | ||||
Vitesco Technologies Group AG Class A (a) | 4,004 | 325,361 | ||||
Volkswagen AG | 5,905 | 779,614 | ||||
Volkswagen AG Preference Shares | 42,859 | 4,943,367 | ||||
Vonovia SE | 151,505 | 3,658,859 | ||||
Vossloh AG | 1,786 | 74,692 | ||||
Wacker Chemie AG | 3,593 | 516,025 | ||||
Wacker Neuson SE | 5,915 | 120,866 | ||||
Wuestenrot & Wuerttembergische AG | 3,780 | 57,950 | ||||
Zalando SE (a)(d) | 47,830 | 1,070,023 | ||||
274,914,123 | ||||||
GHANA — 0.0% (f) | ||||||
Tullow Oil PLC (a)(b) | 180,053 | 75,467 | ||||
GREECE — 0.1% | ||||||
Aegean Airlines SA (a) | 8,153 | 90,636 | ||||
Alpha Services & Holdings SA (a) | 652,497 | 869,411 | ||||
Athens Water Supply & Sewage Co. SA | 4,435 | 26,389 |
See accompanying notes to Schedule of
Investments.
103
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Autohellas Tourist & Trading SA | 3,851 | $53,330 | ||||
Eurobank Ergasias Services & Holdings SA Class A (a) | 574,115 | 886,845 | ||||
FF Group (a)(c) | 122 | — | ||||
GEK Terna Holding Real Estate Construction SA | 9,885 | 137,729 | ||||
Hellenic Telecommunications Organization SA | 36,648 | 536,231 | ||||
Helleniq Energy Holdings SA | 14,090 | 110,541 | ||||
Holding Co. ADMIE IPTO SA (a) | 31,100 | 71,123 | ||||
JUMBO SA | 22,897 | 630,297 | ||||
LAMDA Development SA (a) | 12,062 | 78,156 | ||||
Motor Oil Hellas Corinth Refineries SA | 15,114 | 383,087 | ||||
Mytilineos SA | 21,132 | 780,388 | ||||
National Bank of Greece SA (a) | 108,658 | 614,322 | ||||
OPAP SA | 41,301 | 693,517 | ||||
Piraeus Financial Holdings SA (a) | 197,793 | 588,452 | ||||
Public Power Corp. SA (a) | 47,658 | 479,350 | ||||
Sarantis SA | 9,794 | 76,215 | ||||
Terna Energy SA | 8,992 | 139,472 | ||||
7,245,491 | ||||||
GUATEMALA — 0.0% (f) | ||||||
Millicom International Cellular SA SDR (a) | 34,696 | 542,115 | ||||
GUERNSEY — 0.0% (f) | ||||||
Balanced Commercial Property Trust Ltd. REIT | 140,782 | 116,673 | ||||
HONG KONG — 1.3% | ||||||
AIA Group Ltd. | 2,426,800 | 19,784,748 | ||||
Alibaba Pictures Group Ltd. (a) | 1,680,000 | 132,995 | ||||
Alliance International Education Leasing Holdings Ltd. (a)(b)(d) | 235,000 | 44,408 | ||||
ASMPT Ltd. | 62,500 | 559,414 | ||||
Bank of East Asia Ltd. | 227,525 | 282,378 | ||||
Cadeler AS (a) | 77,402 | 264,921 | ||||
Cafe de Coral Holdings Ltd. | 166,000 | 179,526 | ||||
Canvest Environmental Protection Group Co. Ltd. (b) | 88,000 | 50,900 | ||||
Champion REIT | 488,000 | 160,759 | ||||
China Common Rich Renewable Energy Investments Ltd. (a)(c) | 68,000 | — | ||||
China High Speed Transmission Equipment Group Co. Ltd. (a) | 107,000 | 30,740 | ||||
China Huishan Dairy Holdings Co. Ltd. (a)(c) | 66,000 | — |
Security Description | Shares | Value | |||
China Zhongwang Holdings Ltd. (a)(b)(c) | 231,200 | $— | |||
Chinese Estates Holdings Ltd. (a) | 55,000 | 11,026 | |||
Chow Sang Sang Holdings International Ltd. | 60,000 | 74,082 | |||
Citychamp Watch & Jewellery Group Ltd. (a) | 286,000 | 43,091 | |||
CK Asset Holdings Ltd. | 415,681 | 2,189,373 | |||
CK Infrastructure Holdings Ltd. | 216,500 | 1,024,193 | |||
CK Life Sciences International Holdings, Inc. | 310,000 | 27,707 | |||
CLP Holdings Ltd. | 343,500 | 2,541,650 | |||
C-Mer Eye Care Holdings Ltd. (a) | 40,000 | 19,459 | |||
Comba Telecom Systems Holdings Ltd. | 280,000 | 36,467 | |||
Concord New Energy Group Ltd. | 620,000 | 51,457 | |||
Cowell e Holdings, Inc. (a)(b) | 46,000 | 91,743 | |||
Dah Sing Banking Group Ltd. | 110,000 | 72,754 | |||
Dah Sing Financial Holdings Ltd. | 23,200 | 49,055 | |||
Digital China Holdings Ltd. | 68,000 | 21,619 | |||
EC Healthcare | 54,000 | 20,961 | |||
Far East Consortium International Ltd. | 122,269 | 25,135 | |||
Fortune Real Estate Investment Trust | 345,000 | 207,039 | |||
Futu Holdings Ltd. ADR (a) | 11,300 | 653,253 | |||
Giordano International Ltd. | 398,000 | 126,537 | |||
Grand Pharmaceutical Group Ltd. Class A | 130,000 | 69,715 | |||
Guotai Junan International Holdings Ltd. | 757,000 | 58,961 | |||
Gushengtang Holdings Ltd. (a) | 28,800 | 162,352 | |||
Haitong International Securities Group Ltd. (a)(b) | 541,970 | 49,133 | |||
Hang Lung Group Ltd. | 253,000 | 356,636 | |||
Hang Lung Properties Ltd. | 381,000 | 521,501 | |||
Hang Seng Bank Ltd. | 160,700 | 1,999,555 | |||
Henderson Land Development Co. Ltd. | 324,466 | 855,510 | |||
HKBN Ltd. | 114,000 | 46,433 | |||
HKT Trust & HKT Ltd. Stapled Security | 766,000 | 800,051 | |||
Hong Kong & China Gas Co. Ltd. | 2,396,101 | 1,670,450 | |||
Hong Kong Exchanges & Clearing Ltd. | 254,661 | 9,514,203 | |||
Hong Kong Technology Venture Co. Ltd. (a)(b) | 127,000 | 48,972 | |||
Hongkong Land Holdings Ltd. | 254,700 | 909,279 | |||
Huabao International Holdings Ltd. (b) | 211,000 | 72,203 |
See accompanying notes to Schedule of
Investments.
104
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Hutchison Port Holdings Trust Stapled Security | 883,800 | $152,014 | |||
Hutchison Telecommunications Hong Kong Holdings Ltd. | 346,000 | 47,271 | |||
Hysan Development Co. Ltd. | 107,000 | 207,392 | |||
Jardine Matheson Holdings Ltd. | 33,800 | 1,568,996 | |||
Johnson Electric Holdings Ltd. | 53,468 | 65,812 | |||
K Wah International Holdings Ltd. | 225,000 | 63,203 | |||
Kerry Properties Ltd. | 103,000 | 175,177 | |||
Kingboard Laminates Holdings Ltd. | 158,500 | 112,118 | |||
Kingkey Financial International Holdings Ltd. (a)(b) | 630,000 | 79,636 | |||
Link REIT | 535,107 | 2,623,660 | |||
LK Technology Holdings Ltd. | 107,500 | 106,788 | |||
Luk Fook Holdings International Ltd. | 83,000 | 215,134 | |||
Man Wah Holdings Ltd. | 322,000 | 226,128 | |||
Melco International Development Ltd. (a) | 139,000 | 111,458 | |||
Melco Resorts & Entertainment Ltd. ADR (a) | 44,130 | 436,446 | |||
MTR Corp. Ltd. | 346,192 | 1,370,296 | |||
New World Development Co. Ltd. | 356,581 | 693,871 | |||
Nine Dragons Paper Holdings Ltd. (a) | 242,000 | 135,958 | |||
Nissin Foods Co. Ltd. (b) | 76,000 | 58,224 | |||
NWS Holdings Ltd. | 284,968 | 324,561 | |||
Orient Overseas International Ltd. (b) | 24,500 | 326,902 | |||
Pacific Basin Shipping Ltd. | 989,000 | 285,391 | |||
PAX Global Technology Ltd. | 81,000 | 57,193 | |||
PCCW Ltd. | 917,471 | 418,212 | |||
Perfect Medical Health Management Ltd. | 80,000 | 38,509 | |||
Power Assets Holdings Ltd. | 313,000 | 1,514,674 | |||
Productive Technologies Co. Ltd. (a)(b) | 1,818,000 | 77,763 | |||
Prudential PLC | 585,344 | 6,349,955 | |||
Realord Group Holdings Ltd. (a)(b) | 46,000 | 32,715 | |||
Sa Sa International Holdings Ltd. (a) | 124,000 | 16,308 | |||
Shun Tak Holdings Ltd. (a) | 122,000 | 17,758 | |||
Sino Biopharmaceutical Ltd. | 2,258,000 | 815,917 | |||
Sino Land Co. Ltd. | 743,974 | 838,792 | |||
Skyworth Group Ltd. | 136,807 | 51,356 | |||
SmarTone Telecommunications Holdings Ltd. | 38,500 | 19,467 | |||
SSY Group Ltd. | 204,000 | 118,256 |
Security Description | Shares | Value | ||||
Stella International Holdings Ltd. | 94,000 | $94,218 | ||||
Sun Hung Kai & Co. Ltd. | 57,000 | 19,578 | ||||
Sun Hung Kai Properties Ltd. | 305,000 | 3,263,469 | ||||
SUNeVision Holdings Ltd. | 101,000 | 41,783 | ||||
Sunlight Real Estate Investment Trust | 122,000 | 38,165 | ||||
Super Hi International Holding Ltd. (a) | 31,000 | 61,194 | ||||
Swire Pacific Ltd. Class A | 93,500 | 630,946 | ||||
Swire Properties Ltd. | 223,600 | 466,508 | ||||
Techtronic Industries Co. Ltd. | 284,500 | 2,760,778 | ||||
Texhong International Group Ltd. (a) | 30,500 | 16,863 | ||||
Truly International Holdings Ltd. | 248,000 | 22,799 | ||||
United Energy Group Ltd. | 1,270,000 | 186,482 | ||||
United Laboratories International Holdings Ltd. | 166,000 | 168,080 | ||||
Value Partners Group Ltd. | 187,000 | 58,976 | ||||
Vinda International Holdings Ltd. (b) | 127,000 | 305,182 | ||||
Vitasoy International Holdings Ltd. | 190,000 | 229,984 | ||||
Viva Goods Company Ltd. (a) | 528,000 | 87,642 | ||||
VTech Holdings Ltd. | 59,300 | 355,110 | ||||
WH Group Ltd. (d) | 1,925,702 | 1,010,570 | ||||
Wharf Real Estate Investment Co. Ltd. | 337,000 | 1,301,640 | ||||
Yue Yuen Industrial Holdings Ltd. | 148,000 | 170,075 | ||||
Yuexiu Real Estate Investment Trust (b) | 571,646 | 96,347 | ||||
Zhuguang Holdings Group Co. Ltd. (a)(b) | 174,000 | 16,885 | ||||
77,068,929 | ||||||
HUNGARY — 0.1% | ||||||
Magyar Telekom Telecommunications PLC | 65,543 | 96,498 | ||||
MOL Hungarian Oil & Gas PLC | 90,180 | 686,965 | ||||
OTP Bank Nyrt | 47,736 | 1,730,995 | ||||
Richter Gedeon Nyrt | 27,970 | 679,848 | ||||
3,194,306 | ||||||
INDIA — 4.6% | ||||||
360 ONE WAM Ltd. | 24,904 | 150,579 | ||||
3M India Ltd. | 571 | 218,700 | ||||
Aarti Drugs Ltd. | 786 | 5,135 | ||||
Aarti Industries Ltd. | 30,791 | 182,207 | ||||
Aarti Pharmalabs Ltd. (a) | 7,697 | 42,818 | ||||
Aavas Financiers Ltd. (a) | 7,143 | 149,610 | ||||
ABB India Ltd. | 9,854 | 486,314 | ||||
ACC Ltd. | 14,571 | 353,083 | ||||
Adani Enterprises Ltd. | 50,947 | 1,480,962 | ||||
Adani Green Energy Ltd. (a) | 63,073 | 749,778 |
See accompanying notes to Schedule of
Investments.
105
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Adani Ports & Special Economic Zone Ltd. | 106,873 | $1,061,957 | |||
Adani Power Ltd. (a) | 138,948 | 631,565 | |||
Aditya Birla Fashion & Retail Ltd. (a) | 76,383 | 197,071 | |||
Aegis Logistics Ltd. | 34,324 | 136,153 | |||
Affle India Ltd. (a) | 5,330 | 71,046 | |||
AIA Engineering Ltd. | 9,606 | 406,340 | |||
Ajanta Pharma Ltd. | 8,506 | 184,366 | |||
Akzo Nobel India Ltd. | 1,862 | 56,249 | |||
Alembic Pharmaceuticals Ltd. | 7,522 | 71,057 | |||
Alkyl Amines Chemicals | 1,560 | 43,203 | |||
Allcargo Logistics Ltd. | 10,620 | 34,882 | |||
Alok Industries Ltd. (a) | 102,260 | 23,336 | |||
Amara Raja Batteries Ltd. | 11,750 | 90,190 | |||
Amber Enterprises India Ltd. (a) | 3,821 | 136,972 | |||
Ambuja Cements Ltd. | 108,262 | 553,818 | |||
Angel One Ltd. | 3,338 | 74,390 | |||
Apar Industries Ltd. | 4,746 | 313,055 | |||
APL Apollo Tubes Ltd. | 32,613 | 638,190 | |||
Apollo Hospitals Enterprise Ltd. | 20,370 | 1,260,289 | |||
Apollo Tyres Ltd. | 53,024 | 235,393 | |||
Aptus Value Housing Finance India Ltd. | 27,028 | 95,169 | |||
Asahi India Glass Ltd. | 8,757 | 66,235 | |||
Ashok Leyland Ltd. | 297,112 | 633,286 | |||
Asian Paints Ltd. | 77,989 | 2,968,731 | |||
Aster DM Healthcare Ltd. (a)(d) | 30,193 | 119,221 | |||
Astral Ltd. | 24,525 | 564,814 | |||
AstraZeneca Pharma India Ltd. | 1,288 | 69,847 | |||
Atul Ltd. | 2,574 | 218,390 | |||
AU Small Finance Bank Ltd. (d) | 27,974 | 240,356 | |||
Aurobindo Pharma Ltd. | 46,396 | 510,857 | |||
Avanti Feeds Ltd. | 15,964 | 84,836 | |||
Avenue Supermarts Ltd. (a)(d) | 35,206 | 1,558,300 | |||
Axis Bank Ltd. | 473,381 | 5,909,763 | |||
Bajaj Auto Ltd. | 18,125 | 1,105,229 | |||
Bajaj Electricals Ltd. | 14,427 | 191,523 | |||
Bajaj Finance Ltd. | 55,138 | 5,186,207 | |||
Bajaj Finserv Ltd. | 77,255 | 1,432,927 | |||
Bajaj Holdings & Investment Ltd. | 4,968 | 425,271 | |||
Bajel Projects Ltd. (a) | 14,427 | 22,750 | |||
Balaji Amines Ltd. | 1,401 | 36,682 | |||
Balkrishna Industries Ltd. | 14,618 | 450,257 | |||
Balrampur Chini Mills Ltd. | 31,845 | 167,506 | |||
Bandhan Bank Ltd. (d) | 143,923 | 436,061 | |||
Bank of Baroda | 273,926 | 705,751 | |||
BASF India Ltd. | 5,048 | 155,298 | |||
Bata India Ltd. | 10,694 | 207,129 | |||
Bayer CropScience Ltd. | 1,511 | 97,172 |
Security Description | Shares | Value | |||
BEML Land Assets Ltd. (a) | 2,700 | $5,360 | |||
BEML Ltd. | 2,700 | 75,374 | |||
Berger Paints India Ltd. (e) | 42,535 | 291,374 | |||
Berger Paints India Ltd. (a)(e) | 8,507 | 58,275 | |||
Bharat Dynamics Ltd. | 11,567 | 143,652 | |||
Bharat Electronics Ltd. | 750,338 | 1,249,641 | |||
Bharat Forge Ltd. | 57,290 | 753,093 | |||
Bharat Heavy Electricals Ltd. | 207,405 | 327,187 | |||
Bharat Petroleum Corp. Ltd. | 178,594 | 745,421 | |||
Bharti Airtel Ltd. | 456,267 | 5,090,070 | |||
Biocon Ltd. | 155,067 | 508,292 | |||
Birla Corp. Ltd. | 3,296 | 48,802 | |||
Birlasoft Ltd. | 30,216 | 175,875 | |||
Blue Dart Express Ltd. | 2,241 | 180,486 | |||
Blue Star Ltd. | 27,610 | 290,991 | |||
Bombay Burmah Trading Co. | 6,225 | 94,562 | |||
Borosil Renewables Ltd. (a) | 17,601 | 90,876 | |||
Brigade Enterprises Ltd. | 14,178 | 96,952 | |||
Brightcom Group Ltd. | 189,673 | 43,169 | |||
Britannia Industries Ltd. | 22,051 | 1,204,807 | |||
Brookfield India Real Estate Trust REIT (d) | 15,270 | 44,301 | |||
BSE Ltd. | 9,567 | 149,534 | |||
Can Fin Homes Ltd. | 8,634 | 79,518 | |||
Carborundum Universal Ltd. | 16,876 | 239,195 | |||
Castrol India Ltd. | 94,135 | 157,059 | |||
CCL Products India Ltd. | 10,542 | 81,971 | |||
CE Info Systems Ltd. | 4,160 | 99,918 | |||
Ceat Ltd. | 2,422 | 61,892 | |||
Central Depository Services India Ltd. | 9,305 | 152,369 | |||
Century Plyboards India Ltd. | 8,003 | 62,383 | |||
Century Textiles & Industries Ltd. | 10,983 | 147,741 | |||
Cera Sanitaryware Ltd. | 1,162 | 119,236 | |||
CESC Ltd. | 147,320 | 159,577 | |||
CG Power & Industrial Solutions Ltd. | 136,853 | 728,751 | |||
Chambal Fertilisers & Chemicals Ltd. | 19,934 | 66,458 | |||
Chemplast Sanmar Ltd. (a) | 18,532 | 108,046 | |||
Cholamandalam Financial Holdings Ltd. | 22,915 | 320,223 | |||
Cholamandalam Investment & Finance Co. Ltd. | 82,882 | 1,215,215 | |||
CIE Automotive India Ltd. | 16,385 | 94,858 | |||
Cipla Ltd. | 107,329 | 1,533,073 | |||
City Union Bank Ltd. | 109,083 | 166,433 | |||
Clean Science & Technology Ltd. | 2,912 | 49,418 | |||
Coal India Ltd. | 311,808 | 1,108,434 | |||
Cochin Shipyard Ltd. (d) | 12,050 | 157,479 | |||
Coforge Ltd. | 7,872 | 483,883 | |||
Colgate-Palmolive India Ltd. | 40,980 | 989,718 | |||
Computer Age Management Services Ltd. | 6,375 | 192,733 | |||
Container Corp. of India Ltd. | 73,454 | 633,514 |
See accompanying notes to Schedule of
Investments.
106
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Coromandel International Ltd. | 19,045 | $262,897 | |||
Craftsman Automation Ltd. | 1,513 | 84,457 | |||
CreditAccess Grameen Ltd. (a) | 5,585 | 88,475 | |||
CRISIL Ltd. | 2,098 | 99,142 | |||
Crompton Greaves Consumer Electricals Ltd. | 109,284 | 407,769 | |||
Cummins India Ltd. | 27,519 | 562,136 | |||
Cyient Ltd. | 29,605 | 604,034 | |||
Dabur India Ltd. | 155,395 | 1,032,208 | |||
Dalmia Bharat Ltd. | 13,320 | 385,663 | |||
Data Patterns India Ltd. | 3,976 | 100,605 | |||
Deepak Fertilisers & Petrochemicals Corp. Ltd. | 8,754 | 68,184 | |||
Deepak Nitrite Ltd. | 11,783 | 300,878 | |||
Delhivery Ltd. (a) | 78,105 | 388,168 | |||
Devyani International Ltd. (a) | 34,765 | 89,737 | |||
Digidrive Distributors Ltd. (a) | 1,944 | 3,155 | |||
Divi's Laboratories Ltd. | 28,271 | 1,281,827 | |||
Dixon Technologies India Ltd. | 7,085 | 451,274 | |||
DLF Ltd. | 113,838 | 727,790 | |||
Dr Lal PathLabs Ltd. (d) | 7,802 | 237,171 | |||
Dr Reddy's Laboratories Ltd. | 22,143 | 1,489,777 | |||
eClerx Services Ltd. | 3,393 | 73,618 | |||
Edelweiss Financial Services Ltd. | 131,214 | 96,782 | |||
Eicher Motors Ltd. | 27,462 | 1,139,917 | |||
EID Parry India Ltd. | 12,949 | 81,390 | |||
EIH Ltd. | 39,305 | 105,574 | |||
Elgi Equipments Ltd. | 42,308 | 260,345 | |||
Emami Ltd. | 51,808 | 335,930 | |||
Embassy Office Parks REIT | 105,788 | 382,953 | |||
Endurance Technologies Ltd. (d) | 7,581 | 145,305 | |||
Engineers India Ltd. | 51,740 | 91,871 | |||
EPL Ltd. | 15,437 | 34,707 | |||
Equitas Small Finance Bank Ltd. (d) | 93,926 | 101,401 | |||
Escorts Kubota Ltd. | 12,374 | 474,613 | |||
Exide Industries Ltd. | 109,934 | 344,995 | |||
FDC Ltd. (a) | 14,730 | 68,053 | |||
Federal Bank Ltd. | 316,801 | 561,566 | |||
Fine Organic Industries Ltd. | 1,104 | 63,749 | |||
Finolex Cables Ltd. | 8,417 | 113,624 | |||
Finolex Industries Ltd. | 49,960 | 134,765 | |||
Firstsource Solutions Ltd. | 34,036 | 68,673 | |||
Five-Star Business Finance Ltd. (a) | 21,524 | 180,582 | |||
Fortis Healthcare Ltd. | 91,675 | 375,294 | |||
GAIL India Ltd. | 444,114 | 665,305 | |||
GAIL India Ltd. GDR | 2,133 | 19,090 | |||
Galaxy Surfactants Ltd. | 4,286 | 131,210 | |||
Garware Technical Fibres Ltd. | 1,337 | 51,124 | |||
GHCL Ltd. | 10,036 | 74,393 | |||
Gland Pharma Ltd. (a)(d) | 9,193 | 185,440 |
Security Description | Shares | Value | |||
GlaxoSmithKline Pharmaceuticals Ltd. | 11,400 | $212,546 | |||
Glenmark Pharmaceuticals Ltd. | 20,328 | 209,421 | |||
Global Health Ltd. (a) | 13,570 | 117,012 | |||
GMM Pfaudler Ltd. | 9,623 | 215,935 | |||
GMR Airports Infrastructure Ltd. (a) | 532,807 | 382,083 | |||
Godrej Consumer Products Ltd. (a) | 84,594 | 1,010,141 | |||
Godrej Industries Ltd. (a) | 10,074 | 69,106 | |||
Godrej Properties Ltd. (a) | 22,450 | 420,147 | |||
Granules India Ltd. | 19,628 | 83,850 | |||
Graphite India Ltd. | 7,019 | 41,590 | |||
Grasim Industries Ltd. | 53,302 | 1,246,776 | |||
Great Eastern Shipping Co. Ltd. | 12,319 | 125,680 | |||
Greenpanel Industries Ltd. | 9,124 | 41,746 | |||
Grindwell Norton Ltd. | 8,986 | 224,933 | |||
Gujarat Fluorochemicals Ltd. | 4,276 | 157,049 | |||
Gujarat Gas Ltd. | 56,712 | 288,814 | |||
Gujarat Narmada Valley Fertilizers & Chemicals Ltd. | 11,197 | 82,533 | |||
Gujarat Pipavav Port Ltd. | 38,312 | 57,324 | |||
Gujarat State Fertilizers & Chemicals Ltd. | 54,769 | 114,397 | |||
Gujarat State Petronet Ltd. | 68,783 | 233,746 | |||
Happiest Minds Technologies Ltd. | 7,184 | 75,680 | |||
Havells India Ltd. | 55,782 | 933,011 | |||
HCL Technologies Ltd. | 201,697 | 2,999,178 | |||
HDFC Asset Management Co. Ltd. (d) | 17,530 | 558,876 | |||
HDFC Bank Ltd. | 589,550 | 10,835,942 | |||
HDFC Life Insurance Co. Ltd. (d) | 193,260 | 1,483,406 | |||
HeidelbergCement India Ltd. | 37,912 | 81,744 | |||
Hero MotoCorp Ltd. | 22,665 | 834,436 | |||
HFCL Ltd. | 79,838 | 74,174 | |||
Himadri Speciality Chemical Ltd. | 53,420 | 156,578 | |||
Hindalco Industries Ltd. | 245,186 | 1,454,589 | |||
Hindustan Aeronautics Ltd. | 33,142 | 769,530 | |||
Hindustan Copper Ltd. | 78,195 | 152,922 | |||
Hindustan Petroleum Corp. Ltd. (a) | 128,053 | 393,143 | |||
Hindustan Unilever Ltd. | 170,944 | 5,075,544 | |||
Hitachi Energy India Ltd. | 2,802 | 138,348 | |||
ICICI Bank Ltd. | 947,414 | 10,860,186 | |||
ICICI Bank Ltd. ADR | 61,022 | 1,410,829 | |||
ICICI Lombard General Insurance Co. Ltd. (d) | 48,832 | 770,074 | |||
ICICI Prudential Life Insurance Co. Ltd. (d) | 68,094 | 464,285 | |||
ICICI Securities Ltd. (d) | 17,119 | 128,102 | |||
IDFC First Bank Ltd. (a) | 848,930 | 976,296 |
See accompanying notes to Schedule of
Investments.
107
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
IDFC Ltd. | 302,285 | $469,037 | |||
IIFL Finance Ltd. | 39,096 | 281,328 | |||
India Cements Ltd. (a) | 20,093 | 56,426 | |||
Indiabulls Housing Finance Ltd. | 83,213 | 185,884 | |||
Indiabulls Real Estate Ltd. (a) | 79,569 | 79,769 | |||
IndiaMart InterMesh Ltd. (d) | 6,304 | 218,352 | |||
Indian Bank | 61,871 | 315,572 | |||
Indian Energy Exchange Ltd. (d) | 81,444 | 129,657 | |||
Indian Hotels Co. Ltd. | 169,209 | 837,678 | |||
Indian Oil Corp. Ltd. | 667,401 | 730,963 | |||
Indian Railway Catering & Tourism Corp. Ltd. | 63,341 | 519,329 | |||
Indigo Paints Ltd. | 3,191 | 57,094 | |||
Indraprastha Gas Ltd. | 69,621 | 381,342 | |||
Info Edge India Ltd. | 14,351 | 719,838 | |||
Infosys Ltd. | 615,896 | 10,646,370 | |||
Infosys Ltd. ADR (b) | 70,069 | 1,198,881 | |||
Intellect Design Arena Ltd. | 9,675 | 82,290 | |||
InterGlobe Aviation Ltd. (a)(d) | 26,792 | 768,258 | |||
ION Exchange India Ltd. | 14,879 | 92,849 | |||
Ipca Laboratories Ltd. | 22,647 | 255,170 | |||
IRB Infrastructure Developers Ltd. | 177,240 | 67,446 | |||
ITC Ltd. | 610,185 | 3,265,440 | |||
JB Chemicals & Pharmaceuticals Ltd. | 14,130 | 252,189 | |||
Jindal Saw Ltd. | 22,560 | 94,162 | |||
Jindal Stainless Ltd. | 110,203 | 631,495 | |||
Jindal Steel & Power Ltd. | 83,402 | 704,397 | |||
Jio Financial Services Ltd. (a) | 591,374 | 1,646,479 | |||
JK Cement Ltd. | 6,371 | 243,930 | |||
JK Lakshmi Cement Ltd. | 7,195 | 55,924 | |||
JK Paper Ltd. | 11,415 | 54,016 | |||
JM Financial Ltd. | 51,311 | 53,355 | |||
JSW Steel Ltd. | 132,344 | 1,242,459 | |||
Jubilant Foodworks Ltd. | 71,064 | 456,210 | |||
Jubilant Ingrevia Ltd. | 9,180 | 52,958 | |||
Jubilant Pharmova Ltd. | 16,358 | 85,719 | |||
Just Dial Ltd. (a) | 11,761 | 103,304 | |||
Jyothy Labs Ltd. | 47,330 | 205,470 | |||
Kajaria Ceramics Ltd. | 23,178 | 369,017 | |||
Kalpataru Projects International Ltd. | 9,301 | 70,736 | |||
Kalyan Jewellers India Ltd. | 72,353 | 198,262 | |||
Kansai Nerolac Paints Ltd. | 41,371 | 158,153 | |||
Karur Vysya Bank Ltd. | 105,611 | 170,165 | |||
Kaveri Seed Co. Ltd. (a) | 10,556 | 76,525 | |||
KEC International Ltd. | 26,603 | 212,238 | |||
KEI Industries Ltd. | 9,323 | 297,873 | |||
Kirloskar Oil Engines Ltd. | 17,620 | 114,558 | |||
KNR Constructions Ltd. | 18,235 | 62,363 | |||
Kotak Mahindra Bank Ltd. | 229,018 | 4,786,856 | |||
KPIT Technologies Ltd. | 32,871 | 456,126 | |||
KPR Mill Ltd. | 11,678 | 105,908 |
Security Description | Shares | Value | |||
Krishna Institute of Medical Sciences Ltd. (a)(d) | 8,931 | $212,603 | |||
L&T Finance Holdings Ltd. | 129,907 | 208,217 | |||
Lakshmi Machine Works Ltd. | 1,452 | 254,810 | |||
Larsen & Toubro Ltd. | 132,204 | 4,813,576 | |||
Larsen & Toubro Ltd. GDR | 4,121 | 149,592 | |||
Laurus Labs Ltd. (d) | 56,662 | 269,795 | |||
Laxmi Organic Industries Ltd. | 11,013 | 36,975 | |||
Lemon Tree Hotels Ltd. (a)(d) | 48,077 | 65,856 | |||
LIC Housing Finance Ltd. | 53,162 | 297,271 | |||
Linde India Ltd. | 4,326 | 310,161 | |||
LTIMindtree Ltd. (d) | 25,366 | 1,591,415 | |||
Lupin Ltd. | 36,629 | 516,631 | |||
LUX Industries Ltd. | 1,083 | 19,458 | |||
Mahanagar Gas Ltd. | 7,097 | 87,929 | |||
Mahindra & Mahindra Financial Services Ltd. | 99,854 | 362,362 | |||
Mahindra & Mahindra Ltd. | 184,419 | 3,451,697 | |||
Mahindra & Mahindra Ltd. GDR | 6,375 | 120,169 | |||
Mahindra Lifespace Developers Ltd. | 12,533 | 83,016 | |||
Mahindra Logistics Ltd. (d) | 8,183 | 38,209 | |||
Manappuram Finance Ltd. | 62,089 | 112,041 | |||
Marico Ltd. | 140,640 | 951,219 | |||
Maruti Suzuki India Ltd. | 27,809 | 3,553,296 | |||
Mastek Ltd. | 1,831 | 52,907 | |||
Max Financial Services Ltd. (a) | 49,020 | 537,034 | |||
Max Healthcare Institute Ltd. | 157,612 | 1,076,923 | |||
Medplus Health Services Ltd. (a) | 17,531 | 162,313 | |||
Metropolis Healthcare Ltd. (d) | 2,766 | 48,624 | |||
Mindspace Business Parks REIT (d) | 37,000 | 139,332 | |||
Motherson Sumi Wiring India Ltd. | 307,234 | 238,451 | |||
Motilal Oswal Financial Services Ltd. | 11,474 | 121,433 | |||
Mphasis Ltd. | 14,477 | 414,325 | |||
MRF Ltd. | 408 | 527,167 | |||
MTAR Technologies Ltd. (a) | 3,432 | 104,876 | |||
Multi Commodity Exchange of India Ltd. | 5,986 | 147,752 | |||
Muthoot Finance Ltd. | 22,318 | 336,485 | |||
Narayana Hrudayalaya Ltd. | 8,685 | 113,529 | |||
Natco Pharma Ltd. | 13,136 | 138,105 | |||
National Aluminium Co. Ltd. | 208,978 | 244,609 | |||
Navin Fluorine International Ltd. | 5,499 | 249,431 | |||
Nazara Technologies Ltd. (a) | 7,862 | 79,140 | |||
NBCC India Ltd. | 75,439 | 53,144 | |||
NCC Ltd. | 48,477 | 90,514 | |||
Neogen Chemicals Ltd. | 3,049 | 64,559 | |||
NESCO Ltd. | 5,149 | 42,576 | |||
Nestle India Ltd. | 7,277 | 1,972,305 | |||
Nexus Select Trust REIT (a) | 131,965 | 197,214 |
See accompanying notes to Schedule of
Investments.
108
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
NIIT Learning Systems Ltd. (a) | 10,587 | $53,788 | |||
Nippon Life India Asset Management Ltd. (d) | 14,668 | 57,927 | |||
NMDC Steel Ltd. (a) | 233,438 | 144,632 | |||
NTPC Ltd. | 892,654 | 2,639,546 | |||
Nuvama Wealth Management Ltd. (a) | 1,464 | 42,492 | |||
Nuvoco Vistas Corp. Ltd. (a) | 27,030 | 121,103 | |||
Oberoi Realty Ltd. | 22,553 | 313,508 | |||
Oil & Natural Gas Corp. Ltd. | 623,439 | 1,440,330 | |||
Oil India Ltd. | 33,154 | 119,315 | |||
Olectra Greentech Ltd. | 8,306 | 120,112 | |||
Oracle Financial Services Software Ltd. | 7,966 | 394,347 | |||
Orient Electric Ltd. | 27,998 | 74,798 | |||
Page Industries Ltd. | 1,106 | 519,144 | |||
PB Fintech Ltd. (a) | 45,938 | 423,332 | |||
Persistent Systems Ltd. | 10,079 | 703,565 | |||
Petronet LNG Ltd. | 148,910 | 430,280 | |||
Phoenix Mills Ltd. | 20,201 | 441,367 | |||
PI Industries Ltd. | 15,387 | 639,818 | |||
Pidilite Industries Ltd. | 32,312 | 949,229 | |||
Piramal Enterprises Ltd. | 19,534 | 246,841 | |||
Piramal Pharma Ltd. (a) | 86,629 | 106,459 | |||
PNB Housing Finance Ltd. (a)(d) | 24,718 | 206,605 | |||
PNC Infratech Ltd. | 33,089 | 145,659 | |||
Poly Medicure Ltd. | 5,840 | 96,639 | |||
Polyplex Corp. Ltd. | 4,159 | 57,967 | |||
Poonawalla Fincorp Ltd. | 34,257 | 156,885 | |||
Power Finance Corp. Ltd. (e) | 216,800 | 657,648 | |||
Power Finance Corp. Ltd. (a)(e) | 54,200 | 164,412 | |||
Power Grid Corp. of India Ltd. | 971,060 | 2,335,819 | |||
Praj Industries Ltd. | 15,877 | 112,154 | |||
Prestige Estates Projects Ltd. | 24,187 | 175,516 | |||
Prince Pipes & Fittings Ltd. (a) | 6,821 | 57,395 | |||
Procter & Gamble Health Ltd. | 760 | 46,794 | |||
PVR Inox Ltd. (a) | 15,850 | 327,713 | |||
Quess Corp. Ltd. (d) | 7,670 | 38,622 | |||
Radico Khaitan Ltd. | 12,968 | 187,997 | |||
Rail Vikas Nigam Ltd. | 63,462 | 129,498 | |||
Rain Industries Ltd. | 24,232 | 47,842 | |||
Rainbow Children's Medicare Ltd. | 10,076 | 124,777 | |||
Rajesh Exports Ltd. (a) | 10,314 | 62,362 | |||
Rallis India Ltd. | 37,687 | 94,988 | |||
Ramco Cements Ltd. | 18,699 | 204,956 | |||
Ramkrishna Forgings Ltd. | 19,766 | 153,229 | |||
Ratnamani Metals & Tubes Ltd. | 5,688 | 178,141 | |||
Raymond Ltd. | 9,369 | 204,013 | |||
RBL Bank Ltd. (d) | 140,013 | 426,153 | |||
REC Ltd. | 266,211 | 921,338 |
Security Description | Shares | Value | |||
Redington Ltd. | 90,456 | $168,622 | |||
Relaxo Footwears Ltd. | 16,812 | 182,340 | |||
Reliance Industries Ltd. | 601,516 | 16,986,197 | |||
Reliance Industries Ltd. GDR (d)(e) | 13,202 | 737,992 | |||
Reliance Infrastructure Ltd. (a) | 43,180 | 90,113 | |||
Reliance Power Ltd. (a) | 342,941 | 79,498 | |||
Restaurant Brands Asia Ltd. (a) | 40,914 | 61,439 | |||
Rhi Magnesita India Ltd. | 12,401 | 111,434 | |||
Route Mobile Ltd. | 2,470 | 47,310 | |||
Samvardhana Motherson International Ltd. | 480,002 | 554,907 | |||
Sanofi India Ltd. | 1,905 | 165,338 | |||
Sansera Engineering Ltd. (d) | 5,139 | 58,302 | |||
Sapphire Foods India Ltd. (a) | 5,264 | 92,131 | |||
Saregama India Ltd. | 9,720 | 42,425 | |||
SBI Cards & Payment Services Ltd. | 56,261 | 535,976 | |||
SBI Life Insurance Co. Ltd. (d) | 89,426 | 1,405,768 | |||
Sheela Foam Ltd. (a) | 4,012 | 55,157 | |||
Shree Cement Ltd. | 2,013 | 617,296 | |||
Shree Renuka Sugars Ltd. (a) | 178,694 | 117,492 | |||
Shriram Finance Ltd. | 57,448 | 1,327,808 | |||
Siemens Ltd. | 17,437 | 771,151 | |||
SIS Ltd. (a) | 23,573 | 122,150 | |||
SKF India Ltd. | 5,041 | 310,299 | |||
Sobha Ltd. | 12,486 | 106,101 | |||
Solar Industries India Ltd. | 4,252 | 246,801 | |||
Sona Blw Precision Forgings Ltd. (d) | 81,230 | 570,675 | |||
Sonata Software Ltd. | 17,008 | 216,652 | |||
SRF Ltd. | 30,137 | 816,343 | |||
Star Health & Allied Insurance Co. Ltd. (a) | 31,152 | 225,440 | |||
State Bank of India | 344,190 | 2,480,875 | |||
State Bank of India GDR | 1,020 | 73,644 | |||
Sterlite Technologies Ltd. | 54,517 | 105,730 | |||
Strides Pharma Science Ltd. | 26,243 | 160,572 | |||
Sumitomo Chemical India Ltd. | 12,208 | 62,098 | |||
Sun Pharma Advanced Research Co. Ltd. (a) | 8,505 | 23,874 | |||
Sun Pharmaceutical Industries Ltd. | 193,528 | 2,700,239 | |||
Sun TV Network Ltd. | 29,907 | 220,464 | |||
Sundram Fasteners Ltd. | 23,040 | 349,646 | |||
Sunteck Realty Ltd. (a) | 14,806 | 80,465 | |||
Suprajit Engineering Ltd. | 9,970 | 46,379 | |||
Supreme Industries Ltd. | 14,164 | 702,987 | |||
Supreme Petrochem Ltd. | 18,536 | 106,741 | |||
Suven Pharmaceuticals Ltd. (a) | 18,967 | 128,215 | |||
Suzlon Energy Ltd. (a) | 1,382,752 | 429,606 |
See accompanying notes to Schedule of
Investments.
109
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Symphony Ltd. | 3,877 | $41,083 | |||
Syngene International Ltd. (d) | 36,318 | 351,694 | |||
Tanla Platforms Ltd. | 8,909 | 111,318 | |||
Tata Chemicals Ltd. | 31,013 | 385,117 | |||
Tata Coffee Ltd. | 17,606 | 54,498 | |||
Tata Consultancy Services Ltd. | 189,475 | 8,051,197 | |||
Tata Consumer Products Ltd. | 128,038 | 1,352,057 | |||
Tata Elxsi Ltd. | 7,054 | 613,916 | |||
Tata Investment Corp. Ltd. | 2,223 | 87,628 | |||
Tata Motors Ltd. | 345,233 | 2,619,973 | |||
Tata Power Co. Ltd. | 315,311 | 995,964 | |||
Tata Steel Ltd. | 1,471,210 | 2,283,672 | |||
Tata Steel Ltd. GDR | 1,300 | 19,955 | |||
Tata Teleservices Maharashtra Ltd. (a) | 66,994 | 80,232 | |||
TCI Express Ltd. | 4,120 | 71,888 | |||
TeamLease Services Ltd. (a) | 1,645 | 51,466 | |||
Tech Mahindra Ltd. | 122,216 | 1,799,656 | |||
Tejas Networks Ltd. (a)(d) | 6,983 | 73,609 | |||
Thermax Ltd. | 9,721 | 364,122 | |||
Timken India Ltd. | 6,375 | 237,639 | |||
Titagarh Rail System Ltd. | 18,197 | 170,835 | |||
Titan Co. Ltd. | 71,610 | 2,715,344 | |||
Torrent Pharmaceuticals Ltd. | 18,202 | 422,844 | |||
Torrent Power Ltd. | 20,143 | 179,135 | |||
Trent Ltd. | 37,756 | 945,773 | |||
Trident Ltd. | 139,708 | 63,342 | |||
Triveni Turbine Ltd. (a) | 28,401 | 149,938 | |||
TTK Prestige Ltd. | 4,980 | 46,969 | |||
Tube Investments of India Ltd. | 21,550 | 775,492 | |||
TV18 Broadcast Ltd. (a) | 322,994 | 169,779 | |||
TVS Motor Co. Ltd. | 47,088 | 862,927 | |||
UltraTech Cement Ltd. | 24,477 | 2,433,176 | |||
United Spirits Ltd. (a) | 74,892 | 908,404 | |||
UNO Minda Ltd. | 35,498 | 256,249 | |||
UPL Ltd. | 99,079 | 735,266 | |||
Usha Martin Ltd. | 27,827 | 115,207 | |||
UTI Asset Management Co. Ltd. | 5,427 | 51,436 | |||
Vaibhav Global Ltd. | 5,835 | 30,942 | |||
Vardhman Textiles Ltd. | 15,810 | 71,043 | |||
Varun Beverages Ltd. | 99,302 | 1,130,883 | |||
Vedanta Ltd. | 170,770 | 457,662 | |||
V-Guard Industries Ltd. | 20,544 | 76,025 | |||
Vinati Organics Ltd. | 4,690 | 104,284 | |||
VIP Industries Ltd. | 8,149 | 64,389 | |||
V-Mart Retail Ltd. (a) | 2,562 | 60,850 | |||
Vodafone Idea Ltd. (a) | 1,677,930 | 235,400 | |||
Voltas Ltd. | 54,022 | 561,615 | |||
Welspun Corp. Ltd. | 29,482 | 139,721 | |||
Welspun India Ltd. | 35,592 | 52,054 | |||
Westlife Foodworld Ltd. | 16,453 | 185,222 | |||
Whirlpool of India Ltd. | 14,536 | 284,458 | |||
Wipro Ltd. | 260,692 | 1,274,716 |
Security Description | Shares | Value | ||||
Wipro Ltd. ADR (b) | 19,054 | $92,221 | ||||
Wockhardt Ltd. (a) | 21,369 | 60,537 | ||||
Yes Bank Ltd. (a) | 2,045,987 | 425,009 | ||||
Zee Entertainment Enterprises Ltd. (a) | 173,637 | 553,167 | ||||
Zensar Technologies Ltd. | 13,013 | 81,079 | ||||
ZF Commercial Vehicle Control Systems India Ltd. | 1,191 | 223,032 | ||||
Zomato Ltd. (a) | 849,135 | 1,037,884 | ||||
Zydus Wellnes Ltd. | 5,126 | 96,756 | ||||
264,283,145 | ||||||
INDONESIA — 0.5% | ||||||
Ace Hardware Indonesia Tbk PT | 1,445,300 | 70,138 | ||||
Adaro Energy Indonesia Tbk PT | 2,432,700 | 448,605 | ||||
AKR Corporindo Tbk PT | 3,026,000 | 302,502 | ||||
Aneka Tambang Tbk | 2,322,500 | 272,749 | ||||
Astra Agro Lestari Tbk PT | 154,200 | 74,830 | ||||
Astra International Tbk PT | 3,641,900 | 1,466,893 | ||||
Bank Aladin Syariah Tbk PT (a) | 1,000,000 | 69,557 | ||||
Bank BTPN Syariah Tbk PT | 170,800 | 21,053 | ||||
Bank Central Asia Tbk PT | 11,499,600 | 6,566,417 | ||||
Bank Mandiri Persero Tbk PT | 7,101,400 | 2,768,420 | ||||
Bank Negara Indonesia Persero Tbk PT | 1,257,200 | 839,896 | ||||
Bank Neo Commerce Tbk PT (a) | 638,888 | 12,815 | ||||
Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk PT | 555,000 | 42,016 | ||||
Bank Pembangunan Daerah Jawa Timur Tbk PT | 959,000 | 39,402 | ||||
Bank Rakyat Indonesia Persero Tbk PT | 14,177,617 | 4,793,145 | ||||
Bank Tabungan Negara Persero Tbk PT | 1,613,762 | 127,389 | ||||
Barito Pacific Tbk PT | 4,773,222 | 401,500 | ||||
Berkah Beton Sadaya Tbk PT (a) | 3,287,000 | 10,634 | ||||
BFI Finance Indonesia Tbk PT | 2,268,000 | 168,027 | ||||
Bukit Asam Tbk PT | 469,600 | 85,078 | ||||
Bumi Resources Minerals Tbk PT (a) | 2,386,000 | 32,729 | ||||
Bumi Serpong Damai Tbk PT (a) | 1,332,000 | 87,909 | ||||
Charoen Pokphand Indonesia Tbk PT (a) | 1,602,300 | 562,438 | ||||
Ciputra Development Tbk PT | 929,100 | 61,319 | ||||
Erajaya Swasembada Tbk PT | 1,523,700 | 44,562 | ||||
First Pacific Co. Ltd. | 386,000 | 152,786 | ||||
First Resources Ltd. | 108,800 | 121,961 | ||||
Golden Agri-Resources Ltd. | 1,396,500 | 271,135 | ||||
GoTo Gojek Tokopedia Tbk PT (a) | 170,202,400 | 936,086 |
See accompanying notes to Schedule of
Investments.
110
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Indah Kiat Pulp & Paper Tbk PT | 403,700 | $289,943 | |||
Indo Tambangraya Megah Tbk PT | 115,300 | 216,164 | |||
Indocement Tunggal Prakarsa Tbk PT | 240,300 | 154,706 | |||
Indofood CBP Sukses Makmur Tbk PT | 604,300 | 433,039 | |||
Indofood Sukses Makmur Tbk PT | 1,089,000 | 466,815 | |||
Industri Jamu Dan Farmasi Sido Muncul Tbk PT | 2,079,505 | 79,386 | |||
Japfa Comfeed Indonesia Tbk PT | 2,105,200 | 175,036 | |||
Jasa Marga Persero Tbk PT | 371,675 | 103,170 | |||
Kalbe Farma Tbk PT | 3,975,800 | 451,474 | |||
Lippo Karawaci Tbk PT (a) | 12,717,700 | 77,351 | |||
Medco Energi Internasional Tbk PT | 3,023,500 | 314,968 | |||
Media Nusantara Citra Tbk PT | 1,186,900 | 37,323 | |||
Medikaloka Hermina Tbk PT | 1,020,600 | 86,508 | |||
Merdeka Copper Gold Tbk PT (a) | 1,980,252 | 369,015 | |||
Metro Healthcare Indonesia TBK PT (a) | 5,468,200 | 169,831 | |||
Mitra Adiperkasa Tbk PT | 2,793,900 | 329,013 | |||
Nickel Industries Ltd. | 357,995 | 173,287 | |||
Pabrik Kertas Tjiwi Kimia Tbk PT | 133,200 | 82,523 | |||
Pacific Strategic Financial Tbk PT (a) | 2,687,400 | 190,405 | |||
Pakuwon Jati Tbk PT | 1,357,000 | 38,458 | |||
Perusahaan Gas Negara Tbk PT | 2,224,000 | 197,865 | |||
Sarana Menara Nusantara Tbk PT | 5,005,800 | 310,939 | |||
Semen Indonesia Persero Tbk PT | 625,265 | 259,937 | |||
Smartfren Telecom Tbk PT (a) | 6,214,000 | 22,516 | |||
Sumber Alfaria Trijaya Tbk PT | 2,799,400 | 536,152 | |||
Summarecon Agung Tbk PT | 988,789 | 36,788 | |||
Surya Citra Media Tbk PT | 2,556,000 | 26,131 | |||
Surya Esa Perkasa Tbk PT | 487,400 | 25,072 | |||
Telkom Indonesia Persero Tbk PT | 9,417,100 | 2,284,964 | |||
Timah Tbk PT | 378,800 | 19,363 | |||
Transcoal Pacific Tbk PT | 285,500 | 151,940 | |||
Unilever Indonesia Tbk PT | 2,067,100 | 500,224 | |||
United Tractors Tbk PT | 282,900 | 517,109 | |||
Vale Indonesia Tbk PT | 424,800 | 155,297 | |||
Waskita Karya Persero Tbk PT (a) | 3,149,800 | 30,876 | |||
Wijaya Karya Persero Tbk PT (a) | 1,310,600 | 38,839 |
Security Description | Shares | Value | ||||
XL Axiata Tbk PT | 464,200 | $71,485 | ||||
30,275,903 | ||||||
IRAQ — 0.0% (f) | ||||||
Genel Energy PLC (b) | 56,734 | 55,467 | ||||
Gulf Keystone Petroleum Ltd. (b) | 34,974 | 43,712 | ||||
99,179 | ||||||
IRELAND — 0.2% | ||||||
AerCap Holdings NV (a) | 33,523 | 2,100,886 | ||||
AIB Group PLC | 295,321 | 1,331,979 | ||||
Bank of Ireland Group PLC | 203,884 | 2,005,360 | ||||
C&C Group PLC | 56,746 | 96,273 | ||||
Cairn Homes PLC | 98,009 | 113,521 | ||||
COSMO Pharmaceuticals NV (b) | 2,102 | 91,681 | ||||
Dalata Hotel Group PLC | 26,175 | 111,267 | ||||
Glanbia PLC | 39,712 | 656,324 | ||||
Glenveagh Properties PLC (a)(d) | 87,042 | 91,879 | ||||
Greencore Group PLC (a) | 207,029 | 191,791 | ||||
Irish Residential Properties REIT PLC (b) | 89,200 | 87,735 | ||||
Kerry Group PLC Class A | 31,506 | 2,641,206 | ||||
Keywords Studios PLC | 14,867 | 280,717 | ||||
Kingspan Group PLC | 29,446 | 2,212,246 | ||||
Origin Enterprises PLC | 14,761 | 50,948 | ||||
Smurfit Kappa Group PLC | 49,628 | 1,658,278 | ||||
Uniphar PLC (b) | 37,380 | 89,046 | ||||
13,811,137 | ||||||
ISRAEL — 0.6% | ||||||
Africa Israel Residences Ltd. | 2,183 | 113,608 | ||||
Airport City Ltd. (a) | 13,375 | 205,877 | ||||
Alony Hetz Properties & Investments Ltd. | 31,251 | 214,250 | ||||
Altshuler Shaham Finance Ltd. | 6,613 | 9,830 | ||||
Amot Investments Ltd. | 73,272 | 355,101 | ||||
Arad Investment & Industrial Development Ltd. | 1,074 | 119,136 | ||||
Ashdod Refinery Ltd. (a) | 1,806 | 50,048 | ||||
Ashtrom Group Ltd. | 18,095 | 246,828 | ||||
Azorim-Investment Development & Construction Co. Ltd. (a) | 27,782 | 99,904 | ||||
Azrieli Group Ltd. | 7,785 | 399,577 | ||||
Bank Hapoalim BM | 252,157 | 2,244,707 | ||||
Bank Leumi Le-Israel BM | 293,637 | 2,430,392 | ||||
Bezeq The Israeli Telecommunication Corp. Ltd. | 419,919 | 592,321 | ||||
Big Shopping Centers Ltd. (a) | 3,970 | 328,487 | ||||
Blue Square Real Estate Ltd. | 992 | 56,622 | ||||
Camtek Ltd. (a) | 5,820 | 359,259 | ||||
Cellcom Israel Ltd. (a) | 30,780 | 99,609 |
See accompanying notes to Schedule of
Investments.
111
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Check Point Software Technologies Ltd. (a) | 19,810 | $2,640,277 | |||
Clal Insurance Enterprises Holdings Ltd. (a) | 14,033 | 217,517 | |||
Danel Adir Yeoshua Ltd. | 1,347 | 110,251 | |||
Danya Cebus Ltd. | 1,393 | 36,514 | |||
Delek Automotive Systems Ltd. | 9,266 | 57,198 | |||
Delek Group Ltd. | 2,681 | 398,382 | |||
Delta Galil Ltd. | 2,065 | 80,061 | |||
Doral Group Renewable Energy Resources Ltd. (a) | 29,857 | 62,318 | |||
Elbit Systems Ltd. | 5,385 | 1,072,332 | |||
Elco Ltd. | 2,531 | 74,860 | |||
Electra Consumer Products 1970 Ltd. | 2,139 | 45,696 | |||
Electra Ltd. | 418 | 160,414 | |||
Electra Real Estate Ltd. | 7,672 | 73,758 | |||
Energix-Renewable Energies Ltd. | 56,033 | 165,435 | |||
Enlight Renewable Energy Ltd. (a) | 22,949 | 362,161 | |||
Equital Ltd. (a) | 3,782 | 120,503 | |||
Fattal Holdings 1998 Ltd. (a) | 1,483 | 149,585 | |||
FIBI Holdings Ltd. | 4,162 | 189,132 | |||
First International Bank Of Israel Ltd. | 11,168 | 479,928 | |||
Formula Systems 1985 Ltd. | 1,777 | 131,163 | |||
Fox Wizel Ltd. | 1,835 | 127,298 | |||
G City Ltd. | 12,106 | 37,110 | |||
Global-e Online Ltd. (a)(b) | 18,500 | 735,190 | |||
Harel Insurance Investments & Financial Services Ltd. | 26,038 | 206,006 | |||
Hilan Ltd. | 2,662 | 138,100 | |||
ICL Group Ltd. | 178,472 | 987,761 | |||
Innoviz Technologies Ltd. (a)(b) | 19,130 | 37,303 | |||
Isracard Ltd. | 49,413 | 204,428 | |||
Israel Canada T.R Ltd. | 83,548 | 208,640 | |||
Israel Corp. Ltd. (a) | 754 | 192,273 | |||
Israel Discount Bank Ltd. Class A | 250,351 | 1,354,013 | |||
Isras Investment Co. Ltd. | 573 | 107,150 | |||
Ituran Location & Control Ltd. | 6,200 | 185,380 | |||
Kornit Digital Ltd. (a) | 10,500 | 198,555 | |||
Kvutzat Acro Ltd. | 16,671 | 166,403 | |||
M Yochananof & Sons Ltd. | 756 | 30,800 | |||
Magic Software Enterprises Ltd. | 4,827 | 54,774 | |||
Matrix IT Ltd. | 6,184 | 126,701 | |||
Maytronics Ltd. | 9,751 | 102,530 | |||
Mega Or Holdings Ltd. REIT (a) | 5,861 | 104,981 | |||
Melisron Ltd. | 4,921 | 307,514 | |||
Menora Mivtachim Holdings Ltd. | 4,497 | 105,013 |
Security Description | Shares | Value | |||
Migdal Insurance & Financial Holdings Ltd. | 75,361 | $92,484 | |||
Mivne Real Estate KD Ltd. | 129,858 | 312,519 | |||
Mizrahi Tefahot Bank Ltd. | 31,231 | 1,132,913 | |||
Nano Dimension Ltd. ADR (a)(b) | 63,800 | 173,536 | |||
Nano-X Imaging Ltd. (a) | 11,300 | 74,128 | |||
Naphtha Israel Petroleum Corp. Ltd. | 12,597 | 72,300 | |||
Nayax Ltd. (a) | 1,322 | 30,563 | |||
NEOGAMES SA (a) | 2,800 | 75,600 | |||
Neto Malinda Trading Ltd. (a) | 1,889 | 22,309 | |||
Nice Ltd. (a) | 12,997 | 2,202,355 | |||
Nova Ltd. (a) | 5,813 | 643,140 | |||
Oil Refineries Ltd. | 524,773 | 173,546 | |||
One Software Technologies Ltd. | 18,972 | 239,256 | |||
OPC Energy Ltd. (a) | 20,175 | 130,737 | |||
OY Nofar Energy Ltd. (a) | 2,491 | 57,979 | |||
Partner Communications Co. Ltd. (a) | 24,825 | 97,422 | |||
Paz Oil Co. Ltd. (a) | 1,806 | 149,195 | |||
Perion Network Ltd. (a) | 9,416 | 289,133 | |||
Phoenix Holdings Ltd. | 35,227 | 366,612 | |||
Plus500 Ltd. | 17,814 | 299,399 | |||
Prashkovsky Investments & Construction Ltd. | 1,044 | 23,173 | |||
Property & Building Corp. Ltd. (a) | 682 | 30,096 | |||
Radware Ltd. (a) | 9,900 | 167,508 | |||
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | 1,480 | 84,827 | |||
Reit 1 Ltd. | 33,086 | 135,142 | |||
Retailors Ltd. | 3,964 | 78,093 | |||
Sapiens International Corp. NV | 5,908 | 169,775 | |||
Scope Metals Group Ltd. (a) | 1,487 | 46,793 | |||
Sella Capital Real Estate Ltd. REIT | 33,394 | 69,297 | |||
Shapir Engineering & Industry Ltd. | 29,728 | 200,061 | |||
Shikun & Binui Ltd. (a) | 47,570 | 127,703 | |||
Shufersal Ltd. (a) | 79,708 | 370,379 | |||
Sisram Medical Ltd. (d) | 17,200 | 13,792 | |||
Strauss Group Ltd. (a) | 10,127 | 212,994 | |||
Summit Real Estate Holdings Ltd. REIT | 17,675 | 227,124 | |||
Taboola.com Ltd. (a)(b) | 31,186 | 118,195 | |||
Tadiran Group Ltd. | 1,085 | 76,808 | |||
Tel Aviv Stock Exchange Ltd. (a) | 19,698 | 113,314 | |||
Teva Pharmaceutical Industries Ltd. (a) | 25,290 | 256,620 | |||
Teva Pharmaceutical Industries Ltd. ADR (a) | 217,253 | 2,215,981 | |||
Tower Semiconductor Ltd. (a) | 21,831 | 534,507 |
See accompanying notes to Schedule of
Investments.
112
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Tremor International Ltd. (a)(b) | 12,248 | $21,572 | ||||
WalkMe Ltd. (a) | 4,400 | 41,712 | ||||
Wix.com Ltd. (a) | 11,000 | 1,009,800 | ||||
YH Dimri Construction & Development Ltd. | 2,050 | 133,490 | ||||
ZIM Integrated Shipping Services Ltd. (b) | 17,500 | 182,875 | ||||
33,567,721 | ||||||
ITALY — 1.5% | ||||||
A2A SpA | 329,629 | 588,405 | ||||
ACEA SpA | 6,680 | 72,917 | ||||
AMCO - Asset Management Co. SpA Class B (a)(b)(c) | 403 | — | ||||
Amplifon SpA | 23,358 | 695,416 | ||||
Anima Holding SpA (d) | 38,797 | 163,073 | ||||
Antares Vision SpA (a) | 8,788 | 31,867 | ||||
Ariston Holding NV | 18,227 | 118,971 | ||||
Arnoldo Mondadori Editore SpA | 41,346 | 93,679 | ||||
Ascopiave SpA | 16,517 | 34,695 | ||||
Assicurazioni Generali SpA | 217,761 | 4,464,687 | ||||
Azimut Holding SpA | 21,251 | 465,290 | ||||
Banca Generali SpA | 10,823 | 383,986 | ||||
Banca IFIS SpA | 5,425 | 94,025 | ||||
Banca Mediolanum SpA | 47,836 | 410,337 | ||||
Banca Monte dei Paschi di Siena SpA (a) | 82,130 | 209,997 | ||||
Banca Popolare di Sondrio SPA | 95,663 | 493,857 | ||||
Banco BPM SpA | 293,314 | 1,408,327 | ||||
BFF Bank SpA (d) | 36,539 | 366,160 | ||||
Biesse SpA (b) | 4,132 | 48,341 | ||||
BPER Banca (b) | 219,007 | 671,738 | ||||
Brembo SpA | 31,950 | 397,806 | ||||
Brunello Cucinelli SpA | 7,165 | 546,567 | ||||
Buzzi SpA | 18,911 | 518,971 | ||||
Carel Industries SpA (d) | 7,919 | 190,322 | ||||
CIR SpA-Compagnie Industriali (a) | 81,273 | 34,763 | ||||
Coca-Cola HBC AG | 44,294 | 1,215,877 | ||||
Credito Emiliano SpA | 12,829 | 105,673 | ||||
Cromwell European Real Estate Investment Trust | 89,560 | 121,372 | ||||
Danieli & C Officine Meccaniche SpA (e) | 5,774 | 120,920 | ||||
Danieli & C Officine Meccaniche SpA (e) | 1,537 | 43,774 | ||||
Davide Campari-Milano NV | 101,491 | 1,199,719 | ||||
De' Longhi SpA | 14,428 | 314,984 | ||||
DiaSorin SpA | 4,645 | 425,004 | ||||
Digital Value SpA (b) | 503 | 26,841 | ||||
doValue SpA (b)(d) | 6,479 | 25,346 | ||||
El.En. SpA (b) | 10,888 | 100,348 | ||||
Enav SpA (d) | 44,871 | 166,465 | ||||
Enel SpA | 1,680,733 | 10,356,551 |
Security Description | Shares | Value | |||
Eni SpA | 489,539 | $7,907,176 | |||
ERG SpA | 9,874 | 238,772 | |||
Eurogroup Laminations SpA (a)(b) | 14,805 | 65,552 | |||
Ferrari NV | 26,096 | 7,727,871 | |||
Fila SpA | 4,681 | 37,120 | |||
Fincantieri SpA (a)(b) | 59,925 | 29,883 | |||
FinecoBank Banca Fineco SpA | 120,894 | 1,473,880 | |||
GVS SpA (a)(d) | 12,903 | 69,945 | |||
Hera SpA | 169,891 | 465,869 | |||
Industrie De Nora SpA (b) | 9,354 | 161,230 | |||
Infrastrutture Wireless Italiane SpA (d) | 80,532 | 960,491 | |||
Interpump Group SpA | 13,724 | 631,922 | |||
Intesa Sanpaolo SpA | 3,316,371 | 8,567,347 | |||
Iren SpA | 115,861 | 223,869 | |||
Italgas SpA | 98,515 | 506,077 | |||
Iveco Group NV (a) | 54,778 | 513,962 | |||
Juventus Football Club SpA (a)(b) | 93,321 | 29,740 | |||
Leonardo SpA | 90,324 | 1,306,313 | |||
Maire Tecnimont SpA | 17,380 | 71,617 | |||
MARR SpA | 3,554 | 45,154 | |||
Mediobanca Banca di Credito Finanziario SpA (b) | 109,164 | 1,448,185 | |||
MFE-MediaForEurope NV Class A | 251,572 | 106,487 | |||
MFE-MediaForEurope NV Class B (b) | 40,137 | 25,263 | |||
Moncler SpA | 43,942 | 2,562,520 | |||
Nexi SpA (a)(d) | 140,573 | 861,438 | |||
OVS SpA (d) | 29,909 | 62,319 | |||
Pharmanutra SpA | 582 | 30,193 | |||
Piaggio & C SpA | 24,484 | 78,441 | |||
Pirelli & C SpA (d) | 95,706 | 462,160 | |||
Poste Italiane SpA (d) | 103,435 | 1,091,614 | |||
Prysmian SpA | 50,433 | 2,037,055 | |||
RAI Way SpA (d) | 11,872 | 62,219 | |||
Recordati Industria Chimica e Farmaceutica SpA | 24,629 | 1,165,856 | |||
Reply SpA | 4,814 | 453,872 | |||
Safilo Group SpA (a)(b) | 36,831 | 33,068 | |||
Saipem SpA (a) | 229,319 | 350,834 | |||
Salcef Group SpA | 3,946 | 92,121 | |||
Salvatore Ferragamo SpA (b) | 11,696 | 155,285 | |||
Sanlorenzo SpA | 2,587 | 97,234 | |||
Saras SpA (b) | 89,482 | 128,419 | |||
Seco SpA (a)(b) | 5,196 | 22,852 | |||
Sesa SpA | 1,926 | 202,794 | |||
Snam SpA | 399,234 | 1,880,543 | |||
SOL SpA | 7,183 | 203,814 | |||
Spaxs SpA (a) | 8,543 | 47,667 | |||
Tamburi Investment Partners SpA | 17,060 | 151,723 | |||
Technogym SpA (d) | 25,909 | 200,796 | |||
Technoprobe SpA (a)(b) | 20,000 | 157,754 |
See accompanying notes to Schedule of
Investments.
113
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Telecom Italia SpA (a)(b) | 1,863,882 | $584,319 | ||||
Terna - Rete Elettrica Nazionale | 278,560 | 2,102,228 | ||||
Tinexta Spa (b) | 5,449 | 89,364 | ||||
Tod's SpA (a) | 3,016 | 109,399 | ||||
UniCredit SpA | 381,409 | 9,178,756 | ||||
Unipol Gruppo SpA | 82,833 | 449,196 | ||||
Webuild SpA | 51,213 | 91,364 | ||||
Wiit SpA (b) | 1,415 | 22,682 | ||||
Zignago Vetro SpA | 3,618 | 54,317 | ||||
84,615,012 | ||||||
JAPAN — 15.2% | ||||||
77 Bank Ltd. (b) | 13,700 | 291,030 | ||||
Abalance Corp. (b) | 2,100 | 47,355 | ||||
ABC-Mart, Inc. | 20,700 | 372,871 | ||||
Activia Properties, Inc. REIT | 135 | 373,178 | ||||
Adastria Co. Ltd. | 7,500 | 144,798 | ||||
ADEKA Corp. | 13,800 | 236,420 | ||||
Advance Logistics Investment Corp. REIT | 82 | 69,183 | ||||
Advance Residence Investment Corp. REIT | 253 | 574,750 | ||||
Advantest Corp. (b) | 159,600 | 4,471,688 | ||||
Aeon Co. Ltd. | 138,900 | 2,757,522 | ||||
Aeon Delight Co. Ltd. | 3,300 | 72,756 | ||||
AEON Financial Service Co. Ltd. | 15,600 | 134,700 | ||||
Aeon Hokkaido Corp. | 3,200 | 18,699 | ||||
Aeon Mall Co. Ltd. | 21,600 | 254,756 | ||||
AEON REIT Investment Corp. | 303 | 297,467 | ||||
AGC, Inc. | 40,600 | 1,426,748 | ||||
Ai Holdings Corp. | 4,100 | 65,061 | ||||
Aica Kogyo Co. Ltd. | 11,900 | 266,110 | ||||
Aichi Corp. | 11,000 | 73,788 | ||||
Aichi Financial Group, Inc. | 6,400 | 104,990 | ||||
Aida Engineering Ltd. | 8,700 | 58,476 | ||||
Aiful Corp. | 60,800 | 158,086 | ||||
Ain Holdings, Inc. | 3,800 | 112,300 | ||||
Air Water, Inc. | 42,000 | 524,349 | ||||
Airtrip Corp. (b) | 3,000 | 42,721 | ||||
Aisin Corp. | 30,000 | 1,135,869 | ||||
Ajinomoto Co., Inc. | 94,800 | 3,661,767 | ||||
Alfresa Holdings Corp. (b) | 41,200 | 677,809 | ||||
Alpen Co. Ltd. (b) | 6,500 | 84,242 | ||||
Alpha Systems, Inc. (b) | 1,000 | 19,005 | ||||
Alps Alpine Co. Ltd. (b) | 43,200 | 375,621 | ||||
Amada Co. Ltd. | 81,600 | 822,699 | ||||
Amano Corp. | 9,900 | 217,737 | ||||
Amvis Holdings, Inc. | 6,600 | 115,127 | ||||
ANA Holdings, Inc. (a)(b) | 32,000 | 671,845 | ||||
Anicom Holdings, Inc. | 7,200 | 29,673 | ||||
Anritsu Corp. (b) | 27,500 | 196,725 | ||||
Anycolor, Inc. (a)(b) | 3,600 | 84,798 | ||||
AOKI Holdings, Inc. | 8,500 | 57,588 | ||||
Aozora Bank Ltd. (b) | 21,300 | 436,063 |
Security Description | Shares | Value | |||
Appier Group, Inc. (a) | 11,600 | $124,298 | |||
Arata Corp. | 1,900 | 71,047 | |||
ARCLANDS Corp. | 16,667 | 178,258 | |||
Arcs Co. Ltd. | 8,800 | 160,579 | |||
ARE Holdings, Inc. (b) | 11,500 | 146,192 | |||
Argo Graphics, Inc. | 2,900 | 64,520 | |||
Ariake Japan Co. Ltd. (b) | 2,700 | 91,806 | |||
As One Corp. (b) | 6,000 | 219,534 | |||
Asahi Group Holdings Ltd. | 101,200 | 3,790,973 | |||
Asahi Intecc Co. Ltd. | 44,500 | 801,581 | |||
Asahi Kasei Corp. | 256,700 | 1,616,836 | |||
Asahi Yukizai Corp. | 4,800 | 118,854 | |||
Asics Corp. | 34,600 | 1,211,029 | |||
ASKUL Corp. | 4,800 | 63,046 | |||
Astellas Pharma, Inc. | 376,000 | 5,225,827 | |||
Atom Corp. (a)(b) | 21,200 | 126,724 | |||
Autobacs Seven Co. Ltd. | 12,200 | 129,338 | |||
Avex, Inc. | 6,600 | 63,822 | |||
Awa Bank Ltd. | 4,900 | 75,261 | |||
Axial Retailing, Inc. | 2,100 | 52,702 | |||
Azbil Corp. | 25,700 | 788,438 | |||
AZ-COM MARUWA Holdings, Inc. (b) | 5,400 | 77,006 | |||
Bandai Namco Holdings, Inc. | 130,300 | 2,656,208 | |||
Bank of Kyoto Ltd. (a)(b) | 13,800 | 786,339 | |||
BayCurrent Consulting, Inc. | 29,900 | 1,001,442 | |||
Belc Co. Ltd. | 1,500 | 69,057 | |||
Bell System24 Holdings, Inc. | 3,500 | 37,058 | |||
Belluna Co. Ltd. (b) | 8,800 | 39,629 | |||
Benefit One, Inc. | 17,200 | 124,656 | |||
Benesse Holdings, Inc. (b) | 11,900 | 145,894 | |||
Bengo4.com, Inc. (a)(b) | 2,500 | 81,002 | |||
Bic Camera, Inc. (b) | 14,200 | 104,960 | |||
BIPROGY, Inc. | 14,800 | 370,335 | |||
BML, Inc. | 3,000 | 56,210 | |||
Bridgestone Corp. | 119,700 | 4,675,700 | |||
Brother Industries Ltd. | 51,700 | 834,441 | |||
Bunka Shutter Co. Ltd. | 10,500 | 77,822 | |||
Bushiroad, Inc. (b) | 6,600 | 24,945 | |||
C Uyemura & Co. Ltd. | 2,600 | 164,302 | |||
Calbee, Inc. | 14,300 | 272,536 | |||
Canon Electronics, Inc. | 2,900 | 36,749 | |||
Canon Marketing Japan, Inc. | 11,700 | 303,977 | |||
Canon, Inc. (b) | 208,000 | 5,024,895 | |||
Capcom Co. Ltd. | 35,200 | 1,270,243 | |||
Casio Computer Co. Ltd. (b) | 35,400 | 297,362 | |||
Cawachi Ltd. | 5,300 | 88,330 | |||
Cellebrite DI Ltd. (a)(b) | 9,577 | 73,264 | |||
Central Glass Co. Ltd. (b) | 4,900 | 97,360 | |||
Central Japan Railway Co. | 152,500 | 3,714,776 | |||
Change Holdings, Inc. (b) | 6,500 | 76,706 | |||
Chiba Bank Ltd. | 108,500 | 790,710 | |||
Chiyoda Corp. (a)(b) | 30,000 | 76,194 | |||
Chofu Seisakusho Co. Ltd. | 3,100 | 43,542 | |||
Chubu Electric Power Co., Inc. | 137,200 | 1,753,328 |
See accompanying notes to Schedule of
Investments.
114
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Chudenko Corp. | 3,000 | $48,551 | |||
Chugai Pharmaceutical Co. Ltd. | 141,100 | 4,372,233 | |||
Chugin Financial Group, Inc. | 22,200 | 166,100 | |||
Chugoku Electric Power Co., Inc. | 53,500 | 329,873 | |||
Chugoku Marine Paints Ltd. | 8,400 | 76,274 | |||
CI Takiron Corp. | 12,200 | 46,928 | |||
Citizen Watch Co. Ltd. (b) | 36,600 | 225,646 | |||
CKD Corp. | 7,700 | 106,347 | |||
Coca-Cola Bottlers Japan Holdings, Inc. | 36,300 | 478,243 | |||
COLOPL, Inc. (b) | 4,900 | 19,373 | |||
Colowide Co. Ltd. | 11,900 | 192,585 | |||
Comforia Residential REIT, Inc. | 118 | 262,134 | |||
COMSYS Holdings Corp. (b) | 22,700 | 475,525 | |||
Comture Corp. | 6,200 | 96,267 | |||
Concordia Financial Group Ltd. | 244,100 | 1,114,787 | |||
Cosmo Energy Holdings Co. Ltd. | 15,400 | 542,831 | |||
Cosmos Pharmaceutical Corp. | 4,100 | 420,235 | |||
CRE Logistics REIT, Inc. | 137 | 150,748 | |||
Create Restaurants Holdings, Inc. | 31,600 | 241,831 | |||
Create SD Holdings Co. Ltd. | 4,000 | 90,869 | |||
Credit Saison Co. Ltd. | 34,400 | 546,458 | |||
Curves Holdings Co. Ltd. | 4,300 | 20,344 | |||
CyberAgent, Inc. | 80,200 | 433,341 | |||
CYBERDYNE, Inc. (a)(b) | 11,000 | 19,903 | |||
Cybozu, Inc. | 7,400 | 100,568 | |||
Dai Nippon Printing Co. Ltd. | 44,800 | 1,167,847 | |||
Daicel Corp. | 53,800 | 451,022 | |||
Daido Steel Co. Ltd. | 4,200 | 171,152 | |||
Daiei Kankyo Co. Ltd. | 8,000 | 113,064 | |||
Daifuku Co. Ltd. | 61,200 | 1,160,432 | |||
Daihen Corp. | 3,000 | 101,726 | |||
Daiho Corp. (b) | 2,700 | 71,379 | |||
Dai-ichi Life Holdings, Inc. | 201,800 | 4,188,136 | |||
Daiichi Sankyo Co. Ltd. | 387,100 | 10,651,249 | |||
Daiichikosho Co. Ltd. | 17,800 | 289,559 | |||
Daiken Corp. | 4,000 | 80,281 | |||
Daiki Aluminium Industry Co. Ltd. | 6,500 | 56,887 | |||
Daikin Industries Ltd. | 55,800 | 8,778,053 | |||
Daikokutenbussan Co. Ltd. | 2,200 | 92,880 | |||
Daio Paper Corp. (b) | 35,500 | 291,184 | |||
Daiseki Co. Ltd. | 10,660 | 285,743 | |||
Daishi Hokuetsu Financial Group, Inc. | 5,500 | 139,873 | |||
Daito Trust Construction Co. Ltd. | 12,900 | 1,361,535 | |||
Daiwa House Industry Co. Ltd. | 123,300 | 3,317,470 |
Security Description | Shares | Value | |||
Daiwa House REIT Investment Corp. | 425 | $751,315 | |||
Daiwa Industries Ltd. | 6,600 | 61,168 | |||
Daiwa Office Investment Corp. REIT | 53 | 237,252 | |||
Daiwa Securities Group, Inc. | 267,200 | 1,545,454 | |||
Daiwa Securities Living Investments Corp. REIT | 428 | 318,078 | |||
Daiwabo Holdings Co. Ltd. | 15,300 | 293,748 | |||
DCM Holdings Co. Ltd. | 20,900 | 170,029 | |||
Demae-Can Co. Ltd. (a)(b) | 9,700 | 23,986 | |||
DeNA Co. Ltd. (b) | 12,800 | 128,879 | |||
Denka Co. Ltd. | 13,800 | 249,968 | |||
Denso Corp. | 360,000 | 5,792,327 | |||
Dentsu Group, Inc. | 44,100 | 1,300,318 | |||
Descente Ltd. | 5,100 | 146,447 | |||
Dexerials Corp. (b) | 9,400 | 232,441 | |||
DIC Corp. | 13,700 | 222,955 | |||
Digital Arts, Inc. | 1,700 | 52,689 | |||
Digital Garage, Inc. | 9,600 | 221,303 | |||
dip Corp. | 5,500 | 135,634 | |||
Disco Corp. | 19,500 | 3,604,021 | |||
DMG Mori Co. Ltd. | 20,500 | 349,348 | |||
Doshisha Co. Ltd. | 4,900 | 73,225 | |||
Doutor Nichires Holdings Co. Ltd. | 3,100 | 48,403 | |||
Dowa Holdings Co. Ltd. | 9,500 | 296,093 | |||
DTS Corp. | 5,600 | 119,712 | |||
Duskin Co. Ltd. | 11,700 | 254,033 | |||
DyDo Group Holdings, Inc. (b) | 1,000 | 36,924 | |||
Earth Corp. (b) | 6,200 | 204,416 | |||
East Japan Railway Co. | 63,900 | 3,663,357 | |||
Ebara Corp. | 18,000 | 845,448 | |||
EDION Corp. | 11,900 | 117,864 | |||
eGuarantee, Inc. | 9,200 | 120,098 | |||
Eiken Chemical Co. Ltd. | 8,200 | 75,062 | |||
Eisai Co. Ltd. | 51,800 | 2,882,541 | |||
Eizo Corp. | 1,600 | 54,361 | |||
Elan Corp. | 4,000 | 21,953 | |||
Elecom Co. Ltd. | 10,000 | 116,803 | |||
Electric Power Development Co. Ltd. Class C | 33,900 | 549,306 | |||
EM Systems Co. Ltd. | 15,200 | 74,969 | |||
en Japan, Inc. | 9,200 | 143,526 | |||
ENEOS Holdings, Inc. | 604,000 | 2,387,667 | |||
eRex Co. Ltd. (b) | 3,000 | 15,420 | |||
ES-Con Japan Ltd. | 18,200 | 113,792 | |||
euglena Co. Ltd. (a)(b) | 22,900 | 122,307 | |||
Exedy Corp. | 3,100 | 54,303 | |||
EXEO Group, Inc. (b) | 16,800 | 344,950 | |||
Ezaki Glico Co. Ltd. | 9,400 | 258,583 | |||
Fancl Corp. | 13,900 | 212,750 | |||
FANUC Corp. | 199,000 | 5,191,536 | |||
Fast Retailing Co. Ltd. | 37,000 | 8,080,617 | |||
FCC Co. Ltd. | 3,600 | 45,378 | |||
Ferrotec Holdings Corp. (b) | 7,100 | 136,076 |
See accompanying notes to Schedule of
Investments.
115
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Financial Partners Group Co. Ltd. | 14,500 | $130,692 | |||
Food & Life Cos. Ltd. | 30,900 | 520,574 | |||
FP Corp. | 7,000 | 112,699 | |||
Freee KK (a)(b) | 7,800 | 155,347 | |||
Frontier Real Estate Investment Corp. REIT | 103 | 315,782 | |||
Fuji Co. Ltd. | 12,300 | 147,213 | |||
Fuji Corp. | 19,800 | 308,361 | |||
Fuji Electric Co. Ltd. | 25,700 | 1,161,817 | |||
Fuji Kyuko Co. Ltd. | 4,100 | 127,897 | |||
Fuji Media Holdings, Inc. | 5,100 | 54,751 | |||
Fuji Oil Holdings, Inc. | 9,500 | 144,354 | |||
Fuji Seal International, Inc. | 6,200 | 74,039 | |||
Fuji Soft, Inc. | 9,000 | 291,908 | |||
Fujicco Co. Ltd. | 4,500 | 58,140 | |||
FUJIFILM Holdings Corp. | 77,700 | 4,508,136 | |||
Fujikura Ltd. | 48,400 | 389,697 | |||
Fujimi, Inc. | 8,700 | 175,195 | |||
Fujimori Kogyo Co. Ltd. | 2,700 | 67,217 | |||
Fujio Food Group, Inc. (a) | 4,800 | 44,615 | |||
Fujitec Co. Ltd. (b) | 16,100 | 372,223 | |||
Fujitsu General Ltd. | 11,300 | 212,521 | |||
Fujitsu Ltd. | 38,700 | 4,564,383 | |||
Fujiya Co. Ltd. | 3,600 | 61,373 | |||
Fukui Computer Holdings, Inc. | 3,000 | 53,577 | |||
Fukuoka Financial Group, Inc. | 32,300 | 774,681 | |||
Fukuoka REIT Corp. | 190 | 202,446 | |||
Fukushima Galilei Co. Ltd. (b) | 2,400 | 78,083 | |||
Fukuyama Transporting Co. Ltd. | 4,200 | 110,611 | |||
FULLCAST Holdings Co. Ltd. | 7,200 | 90,805 | |||
Funai Soken Holdings, Inc. | 9,400 | 164,409 | |||
Furukawa Co. Ltd. | 5,200 | 58,542 | |||
Furukawa Electric Co. Ltd. (b) | 16,900 | 269,766 | |||
Fuso Chemical Co. Ltd. | 3,100 | 81,642 | |||
Future Corp. | 8,700 | 87,802 | |||
Fuyo General Lease Co. Ltd. | 2,900 | 234,177 | |||
G-7 Holdings, Inc. | 8,400 | 69,801 | |||
Genky DrugStores Co. Ltd. | 3,300 | 122,292 | |||
Geo Holdings Corp. (b) | 5,700 | 90,604 | |||
Giken Ltd. | 2,200 | 29,633 | |||
Global One Real Estate Investment Corp. REIT | 139 | 106,934 | |||
GLOBERIDE, Inc. (b) | 4,700 | 63,622 | |||
Glory Ltd. | 9,800 | 195,836 | |||
GLP J-REIT | 1,029 | 921,945 | |||
GMO Financial Gate, Inc. | 800 | 57,095 | |||
GMO Financial Holdings, Inc. | 5,300 | 25,785 | |||
GMO internet group, Inc. | 11,300 | 175,302 | |||
GMO Payment Gateway, Inc. | 7,900 | 432,892 | |||
GNI Group Ltd. (a)(b) | 6,700 | 91,503 | |||
Goldcrest Co. Ltd. | 3,600 | 53,484 |
Security Description | Shares | Value | |||
Goldwin, Inc. (b) | 4,400 | $298,985 | |||
Gree, Inc. (b) | 15,200 | 60,606 | |||
GS Yuasa Corp. | 11,800 | 210,577 | |||
G-Tekt Corp. | 3,300 | 40,248 | |||
GungHo Online Entertainment, Inc. | 7,200 | 113,892 | |||
Gunma Bank Ltd. | 63,000 | 294,514 | |||
Gunze Ltd. | 1,500 | 45,334 | |||
H.U. Group Holdings, Inc. (b) | 13,300 | 226,383 | |||
H2O Retailing Corp. | 28,600 | 347,666 | |||
Hachijuni Bank Ltd. (b) | 91,100 | 503,591 | |||
Hakuhodo DY Holdings, Inc. (b) | 49,800 | 410,314 | |||
Hakuto Co. Ltd. (b) | 1,900 | 64,554 | |||
Halows Co. Ltd. | 1,500 | 42,218 | |||
Hamakyorex Co. Ltd. | 2,200 | 59,856 | |||
Hamamatsu Photonics KK | 27,900 | 1,177,699 | |||
Hankyu Hanshin Holdings, Inc. | 49,100 | 1,678,399 | |||
Hankyu Hanshin REIT, Inc. | 94 | 88,882 | |||
Hanwa Co. Ltd. | 6,000 | 190,786 | |||
Harmonic Drive Systems, Inc. (b) | 8,900 | 198,010 | |||
Haseko Corp. (b) | 58,200 | 743,759 | |||
Hazama Ando Corp. | 38,400 | 300,304 | |||
Heiwa Corp. (b) | 10,800 | 155,242 | |||
Heiwa Real Estate Co. Ltd. | 5,200 | 138,690 | |||
Heiwa Real Estate REIT, Inc. (b) | 143 | 140,389 | |||
Heiwado Co. Ltd. | 3,000 | 52,431 | |||
Hiday Hidaka Corp. | 3,500 | 63,609 | |||
Hikari Tsushin, Inc. | 4,600 | 702,061 | |||
Hino Motors Ltd. (a) | 48,400 | 185,167 | |||
Hioki EE Corp. | 2,100 | 101,746 | |||
Hirata Corp. | 2,600 | 130,675 | |||
Hirogin Holdings, Inc. | 54,100 | 332,521 | |||
Hirose Electric Co. Ltd. | 7,000 | 812,464 | |||
HIS Co. Ltd. (a)(b) | 9,300 | 112,554 | |||
Hisamitsu Pharmaceutical Co., Inc. | 12,200 | 445,323 | |||
Hitachi Construction Machinery Co. Ltd. | 24,100 | 734,184 | |||
Hitachi Ltd. | 196,200 | 12,194,706 | |||
Hitachi Zosen Corp. | 36,800 | 206,904 | |||
Hogy Medical Co. Ltd. | 6,600 | 141,310 | |||
Hokkaido Electric Power Co., Inc. | 31,100 | 135,925 | |||
Hokkoku Financial Holdings, Inc. (b) | 3,200 | 111,509 | |||
Hokuetsu Corp. (b) | 18,500 | 134,512 | |||
Hokuhoku Financial Group, Inc. | 54,100 | 580,245 | |||
Hokuriku Electric Power Co. (a) | 25,500 | 137,732 | |||
Hokuto Corp. | 6,300 | 76,837 | |||
Honda Motor Co. Ltd. | 969,300 | 10,925,533 | |||
Horiba Ltd. | 6,500 | 352,562 |
See accompanying notes to Schedule of
Investments.
116
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Hoshino Resorts REIT, Inc. | 39 | $171,184 | |||
Hoshizaki Corp. | 22,200 | 772,853 | |||
Hosiden Corp. | 7,100 | 91,304 | |||
House Foods Group, Inc. (b) | 13,400 | 280,168 | |||
Hoya Corp. | 75,000 | 7,702,295 | |||
Hulic Co. Ltd. | 73,000 | 656,009 | |||
Hulic Reit, Inc. | 309 | 330,069 | |||
Hyakugo Bank Ltd. | 58,100 | 208,689 | |||
Ibiden Co. Ltd. | 22,500 | 1,200,804 | |||
Ichibanya Co. Ltd. | 4,100 | 149,740 | |||
Ichigo Office REIT Investment Corp. | 183 | 107,304 | |||
Ichigo, Inc. | 57,100 | 124,742 | |||
Idec Corp. | 3,800 | 75,580 | |||
Idemitsu Kosan Co. Ltd. | 45,577 | 1,050,050 | |||
IDOM, Inc. (b) | 21,200 | 103,567 | |||
IHI Corp. (b) | 31,000 | 651,265 | |||
Iida Group Holdings Co. Ltd. | 31,600 | 526,543 | |||
Iino Kaiun Kaisha Ltd. (b) | 10,500 | 73,811 | |||
Inaba Denki Sangyo Co. Ltd. | 7,300 | 158,254 | |||
Inabata & Co. Ltd. | 5,700 | 119,558 | |||
Inageya Co. Ltd. (b) | 2,600 | 25,351 | |||
Industrial & Infrastructure Fund Investment Corp. REIT | 432 | 400,083 | |||
Infocom Corp. | 2,800 | 51,637 | |||
Infomart Corp. (b) | 36,200 | 97,520 | |||
Information Services International-Dentsu Ltd. | 6,300 | 241,488 | |||
INFRONEER Holdings, Inc. | 48,680 | 504,987 | |||
Inpex Corp. | 204,700 | 3,094,677 | |||
Insource Co. Ltd. (b) | 6,400 | 44,389 | |||
Internet Initiative Japan, Inc. | 29,200 | 473,051 | |||
Invincible Investment Corp. REIT (b) | 1,518 | 628,664 | |||
Iriso Electronics Co. Ltd. | 4,100 | 115,396 | |||
Isetan Mitsukoshi Holdings Ltd. (b) | 74,700 | 866,765 | |||
Isuzu Motors Ltd. | 116,700 | 1,470,627 | |||
Ito En Ltd. | 9,200 | 296,484 | |||
ITOCHU Corp. (b) | 251,300 | 9,103,889 | |||
Itochu Enex Co. Ltd. | 5,600 | 56,478 | |||
Itochu-Shokuhin Co. Ltd. | 800 | 36,669 | |||
Itoham Yonekyu Holdings, Inc. | 4,500 | 122,131 | |||
Iwatani Corp. | 8,200 | 414,053 | |||
Iyogin Holdings, Inc. | 53,100 | 382,526 | |||
Izumi Co. Ltd. | 4,800 | 127,346 | |||
J Front Retailing Co. Ltd. | 45,600 | 467,230 | |||
JAC Recruitment Co. Ltd. | 8,300 | 141,388 | |||
Jaccs Co. Ltd. | 3,300 | 114,110 | |||
JAFCO Group Co. Ltd. | 10,800 | 119,055 | |||
Japan Airlines Co. Ltd. | 30,300 | 590,467 | |||
Japan Airport Terminal Co. Ltd. (b) | 11,500 | 488,360 | |||
Japan Aviation Electronics Industry Ltd. | 11,800 | 235,407 |
Security Description | Shares | Value | |||
Japan Display, Inc. (a)(b) | 167,900 | $42,756 | |||
Japan Elevator Service Holdings Co. Ltd. | 9,800 | 144,151 | |||
Japan Excellent, Inc. REIT | 180 | 159,585 | |||
Japan Exchange Group, Inc. | 107,800 | 2,003,935 | |||
Japan Hotel REIT Investment Corp. | 801 | 419,220 | |||
Japan Lifeline Co. Ltd. | 15,700 | 122,465 | |||
Japan Logistics Fund, Inc. REIT | 175 | 339,973 | |||
Japan Material Co. Ltd. | 14,200 | 218,293 | |||
Japan Metropolitan Fund Invest REIT | 1,430 | 929,536 | |||
Japan Petroleum Exploration Co. Ltd. | 6,700 | 252,779 | |||
Japan Post Bank Co. Ltd. | 299,500 | 2,611,154 | |||
Japan Post Holdings Co. Ltd. | 467,200 | 3,749,184 | |||
Japan Post Insurance Co. Ltd. | 39,100 | 660,423 | |||
Japan Prime Realty Investment Corp. REIT | 158 | 382,228 | |||
Japan Pulp & Paper Co. Ltd. | 2,000 | 65,472 | |||
Japan Real Estate Investment Corp. REIT | 255 | 996,247 | |||
Japan Securities Finance Co. Ltd. (b) | 22,000 | 211,560 | |||
Japan Steel Works Ltd. | 11,200 | 208,426 | |||
Japan Tobacco, Inc. | 249,400 | 5,749,278 | |||
Japan Wool Textile Co. Ltd. | 5,100 | 46,002 | |||
JCR Pharmaceuticals Co. Ltd. | 9,800 | 98,213 | |||
JCU Corp. | 3,500 | 72,944 | |||
Jeol Ltd. | 8,000 | 238,995 | |||
JFE Holdings, Inc. | 99,600 | 1,462,380 | |||
JGC Holdings Corp. | 46,600 | 649,386 | |||
JINS Holdings, Inc. (b) | 4,500 | 96,197 | |||
JMDC, Inc. | 6,900 | 251,493 | |||
J-Oil Mills, Inc. (b) | 3,600 | 43,038 | |||
Joshin Denki Co. Ltd. | 3,500 | 55,165 | |||
Joyful Honda Co. Ltd. | 8,000 | 94,247 | |||
JSR Corp. (b) | 41,500 | 1,117,142 | |||
JTEKT Corp. | 43,700 | 413,206 | |||
JTOWER, Inc. (a) | 1,800 | 74,183 | |||
Juroku Financial Group, Inc. | 8,300 | 208,300 | |||
Justsystems Corp. | 7,200 | 144,700 | |||
Kadokawa Corp. | 21,100 | 423,060 | |||
Kaga Electronics Co. Ltd. | 3,500 | 152,220 | |||
Kagome Co. Ltd. | 13,600 | 295,741 | |||
Kajima Corp. | 90,600 | 1,477,468 | |||
Kakaku.com, Inc. | 27,000 | 274,478 | |||
Kaken Pharmaceutical Co. Ltd. | 5,700 | 133,691 | |||
Kameda Seika Co. Ltd. | 1,600 | 43,907 | |||
Kamigumi Co. Ltd. (b) | 20,200 | 416,927 | |||
Kanamoto Co. Ltd. | 4,700 | 82,709 | |||
Kandenko Co. Ltd. | 27,300 | 251,916 | |||
Kaneka Corp. | 10,500 | 273,151 |
See accompanying notes to Schedule of
Investments.
117
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Kanematsu Corp. | 15,600 | $216,189 | |||
Kansai Electric Power Co., Inc. | 147,300 | 2,050,700 | |||
Kansai Paint Co. Ltd. | 33,000 | 472,692 | |||
Kanto Denka Kogyo Co. Ltd. | 9,100 | 53,298 | |||
Kao Corp. | 98,400 | 3,660,368 | |||
Kappa Create Co. Ltd. (a)(b) | 7,600 | 77,668 | |||
Katakura Industries Co. Ltd. | 5,600 | 65,523 | |||
Katitas Co. Ltd. (b) | 9,300 | 135,737 | |||
Kato Sangyo Co. Ltd. | 3,500 | 93,232 | |||
Kawasaki Heavy Industries Ltd. | 33,400 | 810,240 | |||
Kawasaki Kisen Kaisha Ltd. (b) | 39,700 | 1,357,874 | |||
KDDI Corp. | 315,900 | 9,689,223 | |||
KeePer Technical Laboratory Co. Ltd. | 4,900 | 191,436 | |||
Keihan Holdings Co. Ltd. (b) | 20,400 | 542,451 | |||
Keihanshin Building Co. Ltd. | 6,200 | 57,045 | |||
Keikyu Corp. (b) | 41,500 | 353,331 | |||
Keio Corp. (b) | 22,900 | 789,089 | |||
Keisei Electric Railway Co. Ltd. | 25,900 | 899,058 | |||
Keiyo Bank Ltd. | 11,200 | 51,938 | |||
Keiyo Co. Ltd. | 7,200 | 39,613 | |||
Kenedix Office Investment Corp. REIT (b) | 161 | 373,302 | |||
Kenedix Residential Next Investment Corp. REIT | 187 | 286,092 | |||
Kenedix Retail REIT Corp. | 97 | 187,922 | |||
Kewpie Corp. | 18,800 | 302,803 | |||
Keyence Corp. | 40,900 | 15,211,593 | |||
KFC Holdings Japan Ltd. | 1,700 | 34,108 | |||
KH Neochem Co. Ltd. | 5,100 | 78,435 | |||
Kikkoman Corp. | 28,600 | 1,503,357 | |||
Kinden Corp. | 24,000 | 349,968 | |||
Kintetsu Department Store Co. Ltd. | 5,900 | 113,038 | |||
Kintetsu Group Holdings Co. Ltd. | 36,500 | 1,036,602 | |||
Kirin Holdings Co. Ltd. | 161,900 | 2,270,777 | |||
Kisoji Co. Ltd. | 6,300 | 103,646 | |||
Kissei Pharmaceutical Co. Ltd. | 3,200 | 72,696 | |||
Ki-Star Real Estate Co. Ltd. (b) | 2,300 | 71,208 | |||
Kitz Corp. | 7,300 | 50,632 | |||
Kiyo Bank Ltd. (b) | 12,500 | 125,482 | |||
Koa Corp. | 4,200 | 50,634 | |||
Kobayashi Pharmaceutical Co. Ltd. | 10,400 | 465,204 | |||
Kobe Bussan Co. Ltd. | 34,900 | 819,966 | |||
Kobe Steel Ltd. | 90,400 | 1,180,698 | |||
Koei Tecmo Holdings Co. Ltd. | 25,320 | 360,648 | |||
Kohnan Shoji Co. Ltd. | 3,300 | 86,246 | |||
Koito Manufacturing Co. Ltd. | 42,800 | 647,199 | |||
Kokuyo Co. Ltd. | 18,800 | 298,772 |
Security Description | Shares | Value | |||
Komatsu Ltd. | 192,200 | $5,207,335 | |||
KOMEDA Holdings Co. Ltd. | 6,800 | 132,149 | |||
Komeri Co. Ltd. (b) | 5,500 | 116,100 | |||
Konami Group Corp. | 19,900 | 1,051,776 | |||
Konica Minolta, Inc. (a)(b) | 84,300 | 274,833 | |||
Konishi Co. Ltd. (b) | 5,200 | 79,450 | |||
Konoike Transport Co. Ltd. | 4,700 | 60,913 | |||
Kose Corp. | 6,200 | 451,004 | |||
Koshidaka Holdings Co. Ltd. | 4,300 | 33,858 | |||
Kotobuki Spirits Co. Ltd. | 22,000 | 356,334 | |||
K's Holdings Corp. | 25,500 | 234,451 | |||
Kubota Corp. | 212,000 | 3,131,164 | |||
Kumagai Gumi Co. Ltd. | 7,000 | 165,354 | |||
Kumiai Chemical Industry Co. Ltd. | 12,100 | 89,843 | |||
Kura Sushi, Inc. (b) | 3,100 | 70,528 | |||
Kuraray Co. Ltd. | 59,500 | 706,145 | |||
Kureha Corp. | 2,400 | 133,811 | |||
Kurita Water Industries Ltd. | 21,400 | 747,727 | |||
Kusuri No. Aoki Holdings Co. Ltd. (b) | 3,000 | 174,019 | |||
KYB Corp. | 2,700 | 87,482 | |||
Kyocera Corp. | 66,300 | 3,370,870 | |||
Kyoei Steel Ltd. | 3,100 | 41,340 | |||
Kyokuto Kaihatsu Kogyo Co. Ltd. | 5,800 | 68,407 | |||
Kyorin Pharmaceutical Co. Ltd. | 6,100 | 74,847 | |||
Kyoritsu Maintenance Co. Ltd. (b) | 6,300 | 262,681 | |||
Kyowa Kirin Co. Ltd. | 54,100 | 944,054 | |||
Kyudenko Corp. | 8,700 | 273,200 | |||
Kyushu Electric Power Co., Inc. (a) | 96,700 | 632,074 | |||
Kyushu Financial Group, Inc. | 69,300 | 358,052 | |||
Kyushu Railway Co. | 27,800 | 592,235 | |||
LaSalle Logiport REIT | 496 | 476,639 | |||
Lasertec Corp. | 15,300 | 2,385,867 | |||
Lawson, Inc. | 8,000 | 368,410 | |||
Leopalace21 Corp. (a)(b) | 38,400 | 84,404 | |||
Life Corp. | 4,600 | 112,206 | |||
LIFENET INSURANCE Co. (a)(b) | 23,500 | 152,756 | |||
Link & Motivation, Inc. | 5,700 | 16,578 | |||
Lintec Corp. | 6,100 | 97,800 | |||
Lion Corp. | 51,900 | 513,348 | |||
LITALICO, Inc. | 3,800 | 51,134 | |||
Lixil Corp. | 64,100 | 748,066 | |||
M&A Capital Partners Co. Ltd. (b) | 3,100 | 55,674 | |||
M&A Research Institute Holdings, Inc. (a)(b) | 15,300 | 352,702 | |||
M3, Inc. | 94,400 | 1,718,146 | |||
Mabuchi Motor Co. Ltd. | 8,100 | 242,634 | |||
Macnica Holdings, Inc. | 9,300 | 438,124 | |||
Maeda Kosen Co. Ltd. | 5,700 | 114,210 |
See accompanying notes to Schedule of
Investments.
118
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Makino Milling Machine Co. Ltd. (b) | 3,400 | $148,782 | |||
Makita Corp. | 45,000 | 1,113,352 | |||
Management Solutions Co. Ltd. | 1,800 | 33,931 | |||
Mandom Corp. | 3,500 | 32,367 | |||
Mani, Inc. | 12,800 | 155,599 | |||
Marubeni Corp. | 317,600 | 4,963,265 | |||
Maruha Nichiro Corp. | 6,800 | 116,929 | |||
Marui Group Co. Ltd. (b) | 39,800 | 648,109 | |||
Maruichi Steel Tube Ltd. | 10,400 | 259,260 | |||
MARUKA FURUSATO Corp. | 4,600 | 82,768 | |||
Maruwa Co. Ltd. (b) | 2,500 | 393,366 | |||
Maruzen Showa Unyu Co. Ltd. | 2,600 | 65,947 | |||
Matsuda Sangyo Co. Ltd. | 1,700 | 27,000 | |||
Matsui Securities Co. Ltd. (b) | 30,700 | 168,904 | |||
MatsukiyoCocokara & Co. | 81,120 | 1,457,143 | |||
Matsuyafoods Holdings Co. Ltd. | 2,200 | 60,593 | |||
Max Co. Ltd. | 4,200 | 77,203 | |||
Maxell Ltd. | 6,800 | 76,237 | |||
Maxvalu Tokai Co. Ltd. | 1,400 | 27,526 | |||
Mazda Motor Corp. | 118,700 | 1,349,469 | |||
McDonald's Holdings Co. Japan Ltd. (b) | 17,800 | 681,106 | |||
MCJ Co. Ltd. | 10,000 | 75,188 | |||
Mebuki Financial Group, Inc. | 200,600 | 556,128 | |||
Medipal Holdings Corp. | 38,300 | 648,707 | |||
Medley, Inc. (a) | 4,300 | 138,459 | |||
Megachips Corp. | 1,800 | 50,421 | |||
Megmilk Snow Brand Co. Ltd. | 6,600 | 101,416 | |||
Meidensha Corp. | 5,900 | 88,841 | |||
MEIJI Holdings Co. Ltd. | 50,900 | 1,267,511 | |||
Meiko Electronics Co. Ltd. (b) | 4,700 | 106,929 | |||
Meitec Corp. | 13,300 | 241,000 | |||
Melco Holdings, Inc. | 1,400 | 29,224 | |||
Menicon Co. Ltd. | 11,500 | 148,273 | |||
Mercari, Inc. (a)(b) | 23,100 | 499,384 | |||
METAWATER Co. Ltd. | 4,200 | 52,491 | |||
Micronics Japan Co. Ltd. | 8,600 | 122,120 | |||
Mie Kotsu Group Holdings, Inc. | 19,400 | 74,103 | |||
Milbon Co. Ltd. | 3,900 | 108,748 | |||
Mimasu Semiconductor Industry Co. Ltd. (b) | 4,300 | 80,136 | |||
MINEBEA MITSUMI, Inc. | 74,800 | 1,223,818 | |||
Mirai Corp. REIT | 251 | 79,728 | |||
MIRAIT ONE Corp. | 19,000 | 250,384 | |||
MISUMI Group, Inc. | 65,600 | 1,027,136 | |||
Mitani Sekisan Co. Ltd. | 4,200 | 129,891 | |||
Mitsubishi Chemical Group Corp. | 266,300 | 1,682,299 | |||
Mitsubishi Corp. | 240,500 | 11,487,914 | |||
Mitsubishi Electric Corp. | 401,800 | 4,978,577 | |||
Mitsubishi Estate Co. Ltd. | 238,500 | 3,124,594 |
Security Description | Shares | Value | |||
Mitsubishi Estate Logistics REIT Investment Corp. | 116 | $291,895 | |||
Mitsubishi Gas Chemical Co., Inc. | 31,800 | 428,866 | |||
Mitsubishi HC Capital, Inc. | 174,730 | 1,166,233 | |||
Mitsubishi Heavy Industries Ltd. | 68,000 | 3,803,170 | |||
Mitsubishi Logisnext Co. Ltd. | 7,200 | 65,909 | |||
Mitsubishi Logistics Corp. | 10,700 | 284,808 | |||
Mitsubishi Materials Corp. | 24,500 | 397,155 | |||
Mitsubishi Motors Corp. (b) | 137,200 | 598,908 | |||
Mitsubishi Pencil Co. Ltd. | 5,800 | 74,548 | |||
Mitsubishi Research Institute, Inc. | 1,100 | 35,678 | |||
Mitsubishi Shokuhin Co. Ltd. | 1,300 | 33,976 | |||
Mitsubishi UFJ Financial Group, Inc. | 2,398,700 | 20,390,357 | |||
Mitsuboshi Belting Ltd. (b) | 4,200 | 129,187 | |||
Mitsui & Co. Ltd. | 283,800 | 10,313,603 | |||
Mitsui Chemicals, Inc. | 34,400 | 893,743 | |||
Mitsui DM Sugar Holdings Co. Ltd. | 2,500 | 50,427 | |||
Mitsui Fudosan Co. Ltd. | 190,800 | 4,211,729 | |||
Mitsui Fudosan Logistics Park, Inc. REIT | 135 | 426,102 | |||
Mitsui High-Tec, Inc. | 3,200 | 166,406 | |||
Mitsui Mining & Smelting Co. Ltd. | 9,500 | 241,598 | |||
Mitsui OSK Lines Ltd. (b) | 73,200 | 2,016,096 | |||
Mitsui-Soko Holdings Co. Ltd. | 7,100 | 204,828 | |||
Mitsuuroko Group Holdings Co. Ltd. | 3,800 | 32,570 | |||
Miura Co. Ltd. | 18,800 | 379,213 | |||
MIXI, Inc. (b) | 7,200 | 114,399 | |||
Mizuho Financial Group, Inc. | 510,420 | 8,691,420 | |||
Mizuho Leasing Co. Ltd. | 5,900 | 194,130 | |||
Mizuno Corp. | 3,400 | 107,998 | |||
Mochida Pharmaceutical Co. Ltd. | 3,500 | 78,221 | |||
Modec, Inc. (a) | 2,400 | 29,625 | |||
Monex Group, Inc. | 37,700 | 140,972 | |||
Money Forward, Inc. (a) | 8,200 | 263,873 | |||
Monogatari Corp. | 8,200 | 226,946 | |||
MonotaRO Co. Ltd. | 60,300 | 646,742 | |||
Mori Hills REIT Investment Corp. Class C, | 284 | 269,679 | |||
Mori Trust Reit, Inc. | 541 | 263,929 | |||
Morinaga & Co. Ltd. | 7,300 | 264,263 | |||
Morinaga Milk Industry Co. Ltd. | 8,300 | 312,978 | |||
Morita Holdings Corp. | 4,400 | 46,971 | |||
MOS Food Services, Inc. (b) | 3,100 | 68,346 | |||
MS&AD Insurance Group Holdings, Inc. | 91,100 | 3,354,629 | |||
Murata Manufacturing Co. Ltd. | 357,300 | 6,546,210 |
See accompanying notes to Schedule of
Investments.
119
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Musashi Seimitsu Industry Co. Ltd. | 10,800 | $117,608 | |||
Musashino Bank Ltd. | 4,100 | 75,914 | |||
Nabtesco Corp. | 19,500 | 352,366 | |||
Nachi-Fujikoshi Corp. (b) | 2,300 | 61,960 | |||
Nafco Co. Ltd. | 2,000 | 25,760 | |||
Nagaileben Co. Ltd. | 6,300 | 89,925 | |||
Nagase & Co. Ltd. | 17,400 | 274,074 | |||
Nagawa Co. Ltd. | 1,600 | 74,626 | |||
Nagoya Railroad Co. Ltd. | 39,200 | 579,889 | |||
Nakanishi, Inc. | 13,100 | 306,815 | |||
Nankai Electric Railway Co. Ltd. (b) | 20,900 | 406,515 | |||
Nanto Bank Ltd. | 3,100 | 55,280 | |||
NEC Corp. | 51,600 | 2,856,543 | |||
NEC Networks & System Integration Corp. | 9,300 | 122,400 | |||
NET One Systems Co. Ltd. | 16,700 | 317,605 | |||
Nexon Co. Ltd. | 93,800 | 1,680,511 | |||
Nextage Co. Ltd. (b) | 8,200 | 125,397 | |||
NGK Insulators Ltd. | 43,900 | 583,078 | |||
NH Foods Ltd. | 16,900 | 506,349 | |||
NHK Spring Co. Ltd. | 36,400 | 279,052 | |||
Nichias Corp. | 12,200 | 250,581 | |||
Nichicon Corp. | 5,100 | 48,189 | |||
Nichiden Corp. | 3,800 | 63,433 | |||
Nichiha Corp. | 5,200 | 102,554 | |||
Nichirei Corp. | 24,600 | 541,538 | |||
NIDEC Corp. | 86,800 | 4,031,568 | |||
Nifco, Inc. | 16,500 | 427,800 | |||
Nihon Kohden Corp. | 14,700 | 363,695 | |||
Nihon M&A Center Holdings, Inc. | 57,900 | 279,169 | |||
Nihon Parkerizing Co. Ltd. | 12,300 | 91,163 | |||
Nikkiso Co. Ltd. | 9,900 | 67,272 | |||
Nikkon Holdings Co. Ltd. (b) | 8,800 | 186,408 | |||
Nikon Corp. | 59,500 | 628,593 | |||
Nintendo Co. Ltd. | 218,500 | 9,122,165 | |||
Nippn Corp. | 8,800 | 128,145 | |||
Nippon Accommodations Fund, Inc. REIT | 95 | 401,709 | |||
Nippon Building Fund, Inc. REIT | 316 | 1,283,270 | |||
Nippon Carbon Co. Ltd. | 1,200 | 36,629 | |||
Nippon Ceramic Co. Ltd. | 2,800 | 49,986 | |||
Nippon Densetsu Kogyo Co. Ltd. | 7,600 | 111,842 | |||
Nippon Electric Glass Co. Ltd. | 19,600 | 365,928 | |||
NIPPON EXPRESS HOLDINGS, Inc. | 14,400 | 752,978 | |||
Nippon Gas Co. Ltd. | 18,900 | 280,666 | |||
Nippon Kanzai Holdings Co. Ltd. | 4,000 | 68,862 | |||
Nippon Kayaku Co. Ltd. | 19,200 | 160,767 | |||
Nippon Light Metal Holdings Co. Ltd. | 14,500 | 163,535 |
Security Description | Shares | Value | |||
Nippon Paint Holdings Co. Ltd. | 204,900 | $1,381,333 | |||
Nippon Paper Industries Co. Ltd. (a) | 23,100 | 208,670 | |||
Nippon Parking Development Co. Ltd. Class C | 44,800 | 63,946 | |||
Nippon Pillar Packing Co. Ltd. | 9,400 | 245,984 | |||
Nippon Prologis REIT, Inc. | 528 | 987,888 | |||
NIPPON REIT Investment Corp. | 79 | 188,996 | |||
Nippon Road Co. Ltd. | 6,000 | 75,550 | |||
Nippon Sanso Holdings Corp. | 34,000 | 807,706 | |||
Nippon Seiki Co. Ltd. | 4,600 | 35,974 | |||
Nippon Shinyaku Co. Ltd. | 10,500 | 445,331 | |||
Nippon Shokubai Co. Ltd. | 6,400 | 232,883 | |||
Nippon Signal Company Ltd. | 6,300 | 39,685 | |||
Nippon Soda Co. Ltd. | 2,900 | 106,886 | |||
Nippon Steel Corp. (b) | 180,900 | 4,248,983 | |||
Nippon Telegraph & Telephone Corp. | 6,193,800 | 7,330,039 | |||
Nippon Television Holdings, Inc. | 5,700 | 57,754 | |||
Nippon Yusen KK (b) | 103,700 | 2,700,474 | |||
Nipro Corp. (b) | 27,000 | 218,750 | |||
Nishimatsu Construction Co. Ltd. | 6,200 | 154,060 | |||
Nishimatsuya Chain Co. Ltd. (b) | 9,000 | 98,187 | |||
Nishi-Nippon Financial Holdings, Inc. (b) | 22,400 | 256,386 | |||
Nishi-Nippon Railroad Co. Ltd. (b) | 15,700 | 261,079 | |||
Nishio Holdings Co. Ltd. | 2,900 | 68,601 | |||
Nissan Chemical Corp. | 28,600 | 1,218,746 | |||
Nissan Motor Co. Ltd. | 474,900 | 2,101,367 | |||
Nissan Shatai Co. Ltd. | 6,700 | 38,388 | |||
Nissha Co. Ltd. | 4,100 | 46,158 | |||
Nisshin Oillio Group Ltd. | 3,600 | 100,962 | |||
Nisshin Seifun Group, Inc. | 45,300 | 578,450 | |||
Nisshinbo Holdings, Inc. | 27,200 | 202,690 | |||
Nissin Foods Holdings Co. Ltd. | 12,400 | 1,032,468 | |||
Nissui Corp. | 57,500 | 281,942 | |||
Niterra Co. Ltd. | 36,800 | 834,520 | |||
Nitori Holdings Co. Ltd. | 16,200 | 1,814,053 | |||
Nitta Corp. | 3,000 | 66,745 | |||
Nittetsu Mining Co. Ltd. (b) | 1,600 | 53,718 | |||
Nitto Boseki Co. Ltd. (b) | 6,800 | 159,035 | |||
Nitto Denko Corp. (b) | 30,200 | 1,984,933 | |||
Nitto Kogyo Corp. (b) | 3,700 | 88,889 | |||
Noevir Holdings Co. Ltd. | 2,300 | 81,535 | |||
NOF Corp. | 13,800 | 552,647 | |||
Nohmi Bosai Ltd. | 1,800 | 21,338 | |||
Nojima Corp. | 10,800 | 94,593 | |||
NOK Corp. | 14,600 | 194,259 | |||
Nomura Co. Ltd. | 11,200 | 71,602 |
See accompanying notes to Schedule of
Investments.
120
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Nomura Holdings, Inc. | 623,000 | $2,501,185 | |||
Nomura Real Estate Holdings, Inc. | 25,400 | 638,809 | |||
Nomura Real Estate Master Fund, Inc. REIT | 916 | 1,027,565 | |||
Nomura Research Institute Ltd. | 84,500 | 2,204,446 | |||
Noritake Co. Ltd. | 3,300 | 137,551 | |||
Noritsu Koki Co. Ltd. | 2,100 | 46,792 | |||
Noritz Corp. | 6,800 | 72,272 | |||
North Pacific Bank Ltd. | 161,100 | 389,728 | |||
NS Solutions Corp. (b) | 4,800 | 136,867 | |||
NS United Kaiun Kaisha Ltd. (b) | 1,400 | 36,964 | |||
NSD Co. Ltd. | 13,100 | 248,964 | |||
NSK Ltd. | 78,900 | 444,769 | |||
NTN Corp. (b) | 90,000 | 171,707 | |||
NTT Data Group Corp. | 135,300 | 1,817,449 | |||
NTT UD REIT Investment Corp. | 231 | 213,779 | |||
Obara Group, Inc. (b) | 1,300 | 33,627 | |||
Obayashi Corp. | 132,900 | 1,172,477 | |||
OBIC Business Consultants Co. Ltd. | 6,800 | 282,526 | |||
Obic Co. Ltd. | 14,900 | 2,265,080 | |||
Odakyu Electric Railway Co. Ltd. (b) | 64,700 | 968,820 | |||
Ogaki Kyoritsu Bank Ltd. | 5,100 | 70,882 | |||
Ohsho Food Service Corp. (b) | 1,900 | 87,981 | |||
Oiles Corp. | 4,900 | 65,935 | |||
Oisix ra daichi, Inc. (a)(b) | 5,100 | 54,990 | |||
Oji Holdings Corp. | 250,300 | 1,055,042 | |||
Okamoto Industries, Inc. | 1,900 | 64,554 | |||
Okamura Corp. | 11,300 | 171,213 | |||
Okasan Securities Group, Inc. | 44,000 | 204,925 | |||
Oki Electric Industry Co. Ltd. (b) | 29,500 | 198,874 | |||
Okinawa Cellular Telephone Co. | 3,000 | 64,734 | |||
Okinawa Electric Power Co., Inc. | 19,635 | 147,896 | |||
Okinawa Financial Group, Inc. | 2,300 | 37,392 | |||
OKUMA Corp. (b) | 5,500 | 242,335 | |||
Okumura Corp. | 4,600 | 138,408 | |||
Olympus Corp. | 266,400 | 3,466,012 | |||
Omron Corp. (b) | 36,500 | 1,630,729 | |||
One REIT, Inc. (b) | 58 | 100,745 | |||
Ono Pharmaceutical Co. Ltd. | 78,500 | 1,508,715 | |||
Onward Holdings Co. Ltd. (b) | 36,300 | 126,980 | |||
Open House Group Co. Ltd. | 15,400 | 523,636 | |||
Open Up Group, Inc. | 10,803 | 132,843 | |||
Optex Group Co. Ltd. (b) | 4,700 | 50,992 | |||
Optorun Co. Ltd. | 5,700 | 70,245 | |||
Oracle Corp. | 7,600 | 565,321 |
Security Description | Shares | Value | |||
Organo Corp. | 6,000 | $168,873 | |||
Orient Corp. (b) | 5,500 | 42,754 | |||
Oriental Land Co. Ltd. | 226,000 | 7,434,639 | |||
ORIX Corp. | 245,500 | 4,594,951 | |||
Orix JREIT, Inc. | 542 | 651,599 | |||
Osaka Gas Co. Ltd. | 79,400 | 1,309,987 | |||
Osaka Organic Chemical Industry Ltd. (b) | 2,800 | 47,397 | |||
Osaka Soda Co. Ltd. (b) | 2,700 | 116,703 | |||
OSAKA Titanium Technologies Co. Ltd. | 5,100 | 104,068 | |||
OSG Corp. | 15,000 | 177,115 | |||
Otsuka Corp. | 24,900 | 1,056,571 | |||
Otsuka Holdings Co. Ltd. | 82,800 | 2,948,007 | |||
Outsourcing, Inc. | 22,100 | 171,054 | |||
Pacific Industrial Co. Ltd. | 8,700 | 83,546 | |||
PAL GROUP Holdings Co. Ltd. | 8,800 | 114,286 | |||
PALTAC Corp. | 6,400 | 201,146 | |||
Pan Pacific International Holdings Corp. | 77,800 | 1,636,029 | |||
Panasonic Holdings Corp. | 459,200 | 5,175,905 | |||
Paramount Bed Holdings Co. Ltd. | 10,400 | 164,128 | |||
Park24 Co. Ltd. (a) | 25,800 | 327,633 | |||
Pasona Group, Inc. | 4,800 | 52,560 | |||
Penta-Ocean Construction Co. Ltd. | 65,800 | 392,088 | |||
PeptiDream, Inc. (a)(b) | 16,500 | 178,130 | |||
Persol Holdings Co. Ltd. | 422,000 | 688,322 | |||
Pharma Foods International Co. Ltd. | 4,300 | 43,886 | |||
PHC Holdings Corp. | 12,900 | 131,918 | |||
Pigeon Corp. | 24,000 | 271,563 | |||
Pilot Corp. | 5,300 | 182,237 | |||
Piolax, Inc. | 4,300 | 65,930 | |||
PKSHA Technology, Inc. (a)(b) | 3,100 | 56,505 | |||
Plus Alpha Consulting Co. Ltd. | 8,100 | 152,202 | |||
Pola Orbis Holdings, Inc. | 14,500 | 174,564 | |||
Pressance Corp. (b) | 4,800 | 58,928 | |||
Prestige International, Inc. (b) | 14,500 | 60,147 | |||
Prima Meat Packers Ltd. | 3,400 | 55,890 | |||
Raito Kogyo Co. Ltd. | 9,300 | 128,570 | |||
Raiznext Corp. | 6,900 | 67,231 | |||
Raksul, Inc. (a)(b) | 10,400 | 92,762 | |||
Rakus Co. Ltd. (b) | 16,700 | 230,818 | |||
Rakuten Bank Ltd. (a) | 18,900 | 291,305 | |||
Rakuten Group, Inc. | 296,600 | 1,218,599 | |||
Recruit Holdings Co. Ltd. | 301,700 | 9,318,380 | |||
Relo Group, Inc. | 20,900 | 226,682 | |||
Renesas Electronics Corp. (a) | 264,700 | 4,054,092 | |||
Rengo Co. Ltd. | 35,100 | 241,331 | |||
RENOVA, Inc. (a)(b) | 6,200 | 47,032 | |||
Resona Holdings, Inc. | 450,702 | 2,501,702 |
See accompanying notes to Schedule of
Investments.
121
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Resonac Holdings Corp. | 35,900 | $602,644 | |||
Resorttrust, Inc. | 15,100 | 226,007 | |||
Restar Holdings Corp. | 4,300 | 70,569 | |||
Retail Partners Co. Ltd. | 8,600 | 100,509 | |||
Ricoh Co. Ltd. | 107,200 | 927,067 | |||
Ricoh Leasing Co. Ltd. | 2,100 | 61,709 | |||
Riken Keiki Co. Ltd. | 3,700 | 149,512 | |||
Riken Vitamin Co. Ltd. | 4,400 | 65,370 | |||
Ringer Hut Co. Ltd. (b) | 4,000 | 62,402 | |||
Rinnai Corp. (b) | 23,700 | 444,698 | |||
Riso Kagaku Corp. | 2,900 | 45,397 | |||
Riso Kyoiku Co. Ltd. (b) | 21,100 | 35,067 | |||
Rohm Co. Ltd. | 72,000 | 1,359,182 | |||
Rohto Pharmaceutical Co. Ltd. | 38,700 | 1,051,623 | |||
Roland Corp. | 2,900 | 79,678 | |||
Rorze Corp. | 1,500 | 103,836 | |||
Round One Corp. | 31,500 | 118,211 | |||
Royal Holdings Co. Ltd. | 19,200 | 341,862 | |||
RS Technologies Co. Ltd. | 1,600 | 30,633 | |||
Ryohin Keikaku Co. Ltd. | 53,200 | 690,022 | |||
Ryosan Co. Ltd. (b) | 2,800 | 83,498 | |||
Ryoyo Electro Corp. | 4,900 | 108,032 | |||
S Foods, Inc. | 2,700 | 60,523 | |||
Saibu Gas Holdings Co. Ltd. | 2,400 | 31,040 | |||
Saizeriya Co. Ltd. (b) | 4,300 | 139,755 | |||
Sakai Moving Service Co. Ltd. | 2,400 | 40,111 | |||
Sakata INX Corp. | 6,900 | 59,556 | |||
Sakata Seed Corp. | 4,200 | 122,292 | |||
SAMTY Co. Ltd. | 4,100 | 65,171 | |||
Samty Residential Investment Corp. REIT (b) | 129 | 99,673 | |||
San-A Co. Ltd. | 2,700 | 86,487 | |||
San-Ai Obbli Co. Ltd. | 7,300 | 77,635 | |||
SanBio Co. Ltd. (a)(b) | 6,400 | 26,848 | |||
Sangetsu Corp. | 11,700 | 228,394 | |||
San-In Godo Bank Ltd. | 20,900 | 135,575 | |||
Sanken Electric Co. Ltd. (b) | 8,100 | 492,324 | |||
Sanki Engineering Co. Ltd. | 7,100 | 77,221 | |||
Sankyo Co. Ltd. | 8,800 | 404,190 | |||
Sankyu, Inc. | 10,000 | 346,524 | |||
Sanrio Co. Ltd. | 12,700 | 604,255 | |||
Sansan, Inc. (a) | 13,800 | 116,337 | |||
Santen Pharmaceutical Co. Ltd. | 76,100 | 700,441 | |||
Sanwa Holdings Corp. | 37,800 | 503,578 | |||
Sanyo Chemical Industries Ltd. | 1,300 | 35,674 | |||
Sanyo Denki Co. Ltd. | 2,000 | 91,674 | |||
Sanyo Special Steel Co. Ltd. | 8,000 | 157,936 | |||
Sapporo Holdings Ltd. | 15,400 | 490,922 | |||
Sato Holdings Corp. | 2,600 | 36,781 | |||
Sawai Group Holdings Co. Ltd. | 7,900 | 242,360 | |||
SB Technology Corp. | 1,400 | 21,175 | |||
SBI Holdings, Inc. | 49,500 | 1,044,235 |
Security Description | Shares | Value | |||
SBI Sumishin Net Bank Ltd. (b) | 16,400 | $171,446 | |||
SBS Holdings, Inc. | 3,300 | 61,964 | |||
SCREEN Holdings Co. Ltd. (b) | 16,200 | 790,432 | |||
SCSK Corp. | 35,700 | 624,167 | |||
Secom Co. Ltd. | 44,500 | 3,023,823 | |||
Sega Sammy Holdings, Inc. | 39,400 | 728,461 | |||
Seibu Holdings, Inc. (b) | 55,800 | 538,088 | |||
Seiko Epson Corp. (b) | 57,800 | 910,043 | |||
Seiko Group Corp. (b) | 6,900 | 120,961 | |||
Seino Holdings Co. Ltd. (b) | 21,700 | 304,723 | |||
Seiren Co. Ltd. (b) | 6,100 | 95,777 | |||
Sekisui Chemical Co. Ltd. | 86,800 | 1,252,340 | |||
Sekisui House Ltd. | 125,300 | 2,499,702 | |||
Sekisui House REIT, Inc. | 843 | 470,577 | |||
Sekisui Jushi Corp. (b) | 3,600 | 57,537 | |||
Senko Group Holdings Co. Ltd. | 36,600 | 257,040 | |||
Septeni Holdings Co. Ltd. (a) | 11,000 | 30,518 | |||
Seria Co. Ltd. | 9,800 | 144,611 | |||
Seven & i Holdings Co. Ltd. | 156,300 | 6,132,595 | |||
Seven Bank Ltd. | 148,600 | 309,598 | |||
SG Holdings Co. Ltd. | 64,400 | 826,443 | |||
Sharp Corp. (a) | 71,800 | 448,434 | |||
Shibaura Machine Co. Ltd. | 3,800 | 104,915 | |||
Shibaura Mechatronics Corp. | 2,100 | 99,213 | |||
Shibuya Corp. | 1,200 | 20,192 | |||
SHIFT, Inc. (a) | 3,100 | 567,338 | |||
Shiga Bank Ltd. | 6,900 | 161,836 | |||
Shikoku Electric Power Co., Inc. | 23,200 | 159,123 | |||
Shikoku Kasei Holdings Corp. | 6,600 | 73,066 | |||
Shima Seiki Manufacturing Ltd. (b) | 3,600 | 43,159 | |||
Shimadzu Corp. | 48,700 | 1,296,273 | |||
Shimamura Co. Ltd. | 4,200 | 415,708 | |||
Shimano, Inc. | 15,900 | 2,148,591 | |||
Shimizu Corp. | 123,300 | 858,907 | |||
Shin Nippon Biomedical Laboratories Ltd. (b) | 3,900 | 48,925 | |||
Shin-Etsu Chemical Co. Ltd. | 381,000 | 11,088,511 | |||
Shin-Etsu Polymer Co. Ltd. | 10,100 | 90,560 | |||
Shinko Electric Industries Co. Ltd. (b) | 13,700 | 534,596 | |||
Shinmaywa Industries Ltd. | 5,600 | 47,847 | |||
Shionogi & Co. Ltd. | 55,100 | 2,468,746 | |||
Ship Healthcare Holdings, Inc. | 16,000 | 243,230 | |||
Shiseido Co. Ltd. | 84,300 | 2,965,823 | |||
Shizuoka Financial Group, Inc. | 103,800 | 847,929 | |||
Shizuoka Gas Co. Ltd. | 8,100 | 55,312 | |||
SHO-BOND Holdings Co. Ltd. | 7,500 | 295,326 | |||
Shochiku Co. Ltd. (b) | 2,800 | 193,171 |
See accompanying notes to Schedule of
Investments.
122
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Shoei Co. Ltd. (b) | 7,600 | $116,578 | |||
Shoei Foods Corp. (b) | 2,300 | 74,907 | |||
Showa Sangyo Co. Ltd. | 2,400 | 49,134 | |||
Siix Corp. | 3,200 | 32,659 | |||
Simplex Holdings, Inc. | 4,100 | 74,403 | |||
SKY Perfect JSAT Holdings, Inc. | 29,400 | 137,716 | |||
Skylark Holdings Co. Ltd. (a) | 51,200 | 701,480 | |||
SMC Corp. | 11,900 | 5,341,344 | |||
SMS Co. Ltd. | 12,500 | 213,227 | |||
Snow Peak, Inc. (b) | 6,600 | 52,499 | |||
Socionext, Inc. | 7,000 | 693,315 | |||
SoftBank Corp. | 595,800 | 6,749,539 | |||
SoftBank Group Corp. | 217,500 | 9,233,456 | |||
Sohgo Security Services Co. Ltd. | 79,500 | 480,649 | |||
Sojitz Corp. | 48,220 | 1,059,240 | |||
Solasto Corp. | 6,300 | 26,175 | |||
Sompo Holdings, Inc. | 63,500 | 2,737,447 | |||
Sony Group Corp. | 264,800 | 21,719,899 | |||
Sosei Group Corp. (a)(b) | 13,900 | 138,977 | |||
SOSiLA Logistics REIT, Inc. | 112 | 92,692 | |||
Sotetsu Holdings, Inc. | 18,600 | 366,578 | |||
S-Pool, Inc. (b) | 9,700 | 31,006 | |||
Square Enix Holdings Co. Ltd. | 17,600 | 604,456 | |||
SRE Holdings Corp. (a) | 4,100 | 80,970 | |||
Stanley Electric Co. Ltd. | 24,200 | 383,129 | |||
Star Asia Investment Corp. REIT | 322 | 124,938 | |||
Star Micronics Co. Ltd. | 4,800 | 60,408 | |||
Starts Corp., Inc. | 4,500 | 88,085 | |||
Starts Proceed Investment Corp. REIT | 62 | 90,907 | |||
Strike Co. Ltd. | 1,300 | 29,228 | |||
Subaru Corp. | 129,600 | 2,523,824 | |||
Sugi Holdings Co. Ltd. | 6,600 | 262,762 | |||
SUMCO Corp. | 71,700 | 936,460 | |||
Sumitomo Bakelite Co. Ltd. | 6,500 | 284,131 | |||
Sumitomo Chemical Co. Ltd. | 285,600 | 778,953 | |||
Sumitomo Corp. | 229,100 | 4,581,232 | |||
Sumitomo Densetsu Co. Ltd. | 1,800 | 33,461 | |||
Sumitomo Electric Industries Ltd. | 155,300 | 1,874,840 | |||
Sumitomo Forestry Co. Ltd. | 30,200 | 770,254 | |||
Sumitomo Heavy Industries Ltd. | 20,800 | 528,555 | |||
Sumitomo Metal Mining Co. Ltd. | 55,000 | 1,621,344 | |||
Sumitomo Mitsui Construction Co. Ltd. | 22,100 | 60,868 | |||
Sumitomo Mitsui Financial Group, Inc. | 267,100 | 13,150,502 | |||
Sumitomo Mitsui Trust Holdings, Inc. | 67,400 | 2,543,337 | |||
Sumitomo Osaka Cement Co. Ltd. | 7,800 | 191,988 |
Security Description | Shares | Value | |||
Sumitomo Pharma Co. Ltd. | 33,700 | $120,979 | |||
Sumitomo Realty & Development Co. Ltd. | 61,600 | 1,604,139 | |||
Sumitomo Rubber Industries Ltd. | 36,400 | 402,723 | |||
Sumitomo Warehouse Co. Ltd. (b) | 10,700 | 171,014 | |||
Sun Frontier Fudousan Co. Ltd. | 5,800 | 58,534 | |||
Sundrug Co. Ltd. | 16,200 | 440,214 | |||
Suntory Beverage & Food Ltd. | 28,400 | 865,941 | |||
Suruga Bank Ltd. | 34,300 | 145,498 | |||
Suzuken Co. Ltd. | 11,400 | 353,249 | |||
Suzuki Motor Corp. | 78,100 | 3,148,598 | |||
Sysmex Corp. | 36,000 | 1,720,811 | |||
Systena Corp. | 40,900 | 73,728 | |||
T Hasegawa Co. Ltd. (b) | 4,000 | 81,756 | |||
T&D Holdings, Inc. | 108,000 | 1,786,189 | |||
Tadano Ltd. | 23,700 | 201,861 | |||
Taihei Dengyo Kaisha Ltd. | 3,100 | 84,550 | |||
Taiheiyo Cement Corp. | 22,400 | 397,789 | |||
Taikisha Ltd. | 3,300 | 99,956 | |||
Taisei Corp. | 33,700 | 1,188,110 | |||
Taisho Pharmaceutical Holdings Co. Ltd. | 8,600 | 355,180 | |||
Taiyo Holdings Co. Ltd. | 5,000 | 85,911 | |||
Taiyo Yuden Co. Ltd. (b) | 25,600 | 694,618 | |||
Takamatsu Construction Group Co. Ltd. | 1,300 | 23,225 | |||
Takara Bio, Inc. | 7,300 | 67,656 | |||
Takara Holdings, Inc. | 35,500 | 285,713 | |||
Takara Leben Real Estate Investment Corp. REIT | 129 | 83,940 | |||
Takara Standard Co. Ltd. (b) | 13,200 | 163,911 | |||
Takasago International Corp. (b) | 2,900 | 58,496 | |||
Takasago Thermal Engineering Co. Ltd. | 8,700 | 169,423 | |||
Takashimaya Co. Ltd. | 26,600 | 390,020 | |||
Takeda Pharmaceutical Co. Ltd. | 331,138 | 10,298,619 | |||
Takeuchi Manufacturing Co. Ltd. | 6,300 | 206,869 | |||
Takuma Co. Ltd. | 9,400 | 97,512 | |||
Tama Home Co. Ltd. | 4,400 | 104,969 | |||
Tamron Co. Ltd. | 3,800 | 116,375 | |||
TBS Holdings, Inc. | 5,200 | 87,622 | |||
TDK Corp. | 82,100 | 3,049,075 | |||
TechMatrix Corp. | 5,400 | 57,393 | |||
TechnoPro Holdings, Inc. | 24,600 | 536,263 | |||
Teijin Ltd. | 36,400 | 354,426 | |||
Tenma Corp. | 3,800 | 60,785 | |||
Terumo Corp. | 141,300 | 3,752,534 | |||
T-Gaia Corp. | 5,400 | 63,870 | |||
THK Co. Ltd. | 33,400 | 611,820 | |||
TIS, Inc. | 47,000 | 1,037,165 |
See accompanying notes to Schedule of
Investments.
123
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
TKC Corp. | 4,400 | $107,328 | |||
TKP Corp. (a) | 4,400 | 76,840 | |||
Toa Corp. (b) | 2,000 | 50,327 | |||
Toagosei Co. Ltd. | 18,700 | 168,422 | |||
Tobu Railway Co. Ltd. | 38,800 | 998,959 | |||
Tocalo Co. Ltd. | 8,100 | 73,930 | |||
Toda Corp. | 46,200 | 250,652 | |||
Toei Animation Co. Ltd. | 1,400 | 124,027 | |||
Toei Co. Ltd. (b) | 800 | 100,680 | |||
Toenec Corp. | 1,200 | 34,056 | |||
Toho Bank Ltd. | 30,200 | 57,071 | |||
Toho Co. Ltd. | 24,600 | 841,074 | |||
Toho Gas Co. Ltd. | 16,800 | 293,557 | |||
Toho Holdings Co. Ltd. | 11,800 | 253,515 | |||
Toho Titanium Co. Ltd. (b) | 6,300 | 75,697 | |||
Tohoku Electric Power Co., Inc. | 92,600 | 600,434 | |||
Tokai Carbon Co. Ltd. (b) | 41,400 | 324,875 | |||
Tokai Corp. | 2,300 | 29,285 | |||
TOKAI Holdings Corp. | 14,600 | 90,599 | |||
Tokai Rika Co. Ltd. | 7,800 | 122,521 | |||
Tokai Tokyo Financial Holdings, Inc. | 29,600 | 96,204 | |||
Token Corp. | 1,100 | 58,824 | |||
Tokio Marine Holdings, Inc. | 381,300 | 8,853,774 | |||
Tokushu Tokai Paper Co. Ltd. | 2,000 | 45,837 | |||
Tokuyama Corp. | 9,300 | 146,457 | |||
Tokyo Century Corp. | 6,800 | 271,863 | |||
Tokyo Electric Power Co. Holdings, Inc. (a) | 305,500 | 1,369,197 | |||
Tokyo Electron Device Ltd. (b) | 16,200 | 384,848 | |||
Tokyo Electron Ltd. | 98,600 | 13,505,673 | |||
Tokyo Gas Co. Ltd. | 83,500 | 1,897,460 | |||
Tokyo Kiraboshi Financial Group, Inc. | 11,700 | 353,215 | |||
Tokyo Ohka Kogyo Co. Ltd. | 6,900 | 411,341 | |||
Tokyo Seimitsu Co. Ltd. | 8,300 | 416,599 | |||
Tokyo Steel Manufacturing Co. Ltd. (b) | 15,900 | 179,538 | |||
Tokyo Tatemono Co. Ltd. | 50,600 | 701,228 | |||
Tokyotokeiba Co. Ltd. (b) | 1,600 | 43,103 | |||
Tokyu Construction Co. Ltd. | 9,200 | 48,088 | |||
Tokyu Corp. | 109,200 | 1,261,590 | |||
Tokyu Fudosan Holdings Corp. | 128,000 | 788,286 | |||
Tokyu REIT, Inc. | 190 | 232,877 | |||
TOMONY Holdings, Inc. | 28,300 | 87,427 | |||
Tomy Co. Ltd. | 12,400 | 179,654 | |||
Topcon Corp. | 17,200 | 190,125 | |||
TOPPAN, Inc. | 48,900 | 1,171,503 | |||
Topre Corp. | 7,000 | 79,605 | |||
Toray Industries, Inc. | 295,600 | 1,541,141 | |||
Toridoll Holdings Corp. (b) | 11,200 | 276,576 | |||
Torii Pharmaceutical Co. Ltd. | 3,800 | 98,549 | |||
Tosei Corp. | 5,700 | 73,759 | |||
Toshiba Corp. (a) | 84,200 | 2,597,236 |
Security Description | Shares | Value | |||
Toshiba TEC Corp. | 4,700 | $107,559 | |||
Tosoh Corp. | 67,500 | 867,583 | |||
Totetsu Kogyo Co. Ltd. | 2,900 | 57,096 | |||
TOTO Ltd. | 28,700 | 742,959 | |||
Towa Pharmaceutical Co. Ltd. | 2,800 | 53,307 | |||
Toyo Construction Co. Ltd. | 16,800 | 137,124 | |||
Toyo Gosei Co. Ltd. (b) | 1,400 | 63,233 | |||
Toyo Ink SC Holdings Co. Ltd. | 4,100 | 64,237 | |||
Toyo Seikan Group Holdings Ltd. | 44,400 | 728,222 | |||
Toyo Suisan Kaisha Ltd. | 17,000 | 668,152 | |||
Toyo Tanso Co. Ltd. | 1,800 | 65,378 | |||
Toyo Tire Corp. | 28,200 | 435,024 | |||
Toyobo Co. Ltd. | 20,100 | 145,135 | |||
Toyoda Gosei Co. Ltd. | 12,600 | 271,209 | |||
Toyota Boshoku Corp. | 23,400 | 427,465 | |||
Toyota Industries Corp. | 30,000 | 2,367,231 | |||
Toyota Motor Corp. | 2,221,440 | 39,858,640 | |||
Toyota Tsusho Corp. | 44,700 | 2,634,522 | |||
Trancom Co. Ltd. (b) | 1,300 | 63,944 | |||
Transcosmos, Inc. | 3,700 | 79,219 | |||
TRE Holdings Corp. | 5,800 | 46,835 | |||
Trend Micro, Inc. | 26,800 | 1,017,942 | |||
Tri Chemical Laboratories, Inc. (b) | 3,600 | 74,786 | |||
Trusco Nakayama Corp. | 8,700 | 142,838 | |||
TS Tech Co. Ltd. | 24,500 | 278,452 | |||
Tsubakimoto Chain Co. | 3,800 | 98,677 | |||
Tsuburaya Fields Holdings, Inc. | 23,600 | 324,050 | |||
Tsugami Corp. | 12,500 | 97,169 | |||
Tsumura & Co. | 10,400 | 193,748 | |||
Tsuruha Holdings, Inc. | 7,900 | 531,784 | |||
TV Asahi Holdings Corp. | 1,900 | 21,518 | |||
UACJ Corp. | 5,000 | 105,210 | |||
UBE Corp. | 19,000 | 321,049 | |||
Ulvac, Inc. | 9,600 | 347,073 | |||
Unicharm Corp. | 85,000 | 3,013,805 | |||
Union Tool Co. (b) | 2,400 | 62,402 | |||
United Arrows Ltd. (b) | 6,600 | 86,644 | |||
United Super Markets Holdings, Inc. | 5,500 | 39,400 | |||
United Urban Investment Corp. REIT | 547 | 570,735 | |||
Universal Entertainment Corp. | 3,600 | 53,219 | |||
Usen-Next Holdings Co. Ltd. | 5,600 | 125,716 | |||
Ushio, Inc. | 17,800 | 216,678 | |||
USS Co. Ltd. | 42,100 | 697,552 | |||
UT Group Co. Ltd. (a)(b) | 3,200 | 47,842 | |||
Valor Holdings Co. Ltd. | 4,500 | 65,951 | |||
ValueCommerce Co. Ltd. (b) | 3,400 | 29,027 | |||
Vector, Inc. | 5,600 | 46,646 | |||
Vision, Inc. (a) | 29,300 | 296,485 | |||
Visional, Inc. (a)(b) | 4,200 | 212,216 |
See accompanying notes to Schedule of
Investments.
124
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
VT Holdings Co. Ltd. | 20,000 | $68,487 | ||||
Wacoal Holdings Corp. | 7,800 | 176,673 | ||||
Wacom Co. Ltd. | 24,300 | 96,565 | ||||
Wakita & Co. Ltd. | 7,000 | 65,813 | ||||
WDB Holdings Co. Ltd. | 4,900 | 67,052 | ||||
WealthNavi, Inc. (a)(b) | 8,600 | 73,134 | ||||
Weathernews, Inc. | 2,600 | 110,116 | ||||
Welcia Holdings Co. Ltd. | 18,800 | 325,480 | ||||
West Holdings Corp. | 3,110 | 67,004 | ||||
West Japan Railway Co. | 46,800 | 1,939,742 | ||||
WingArc1st, Inc. | 3,500 | 59,832 | ||||
Workman Co. Ltd. (b) | 3,800 | 115,738 | ||||
W-Scope Corp. (a)(b) | 9,700 | 66,043 | ||||
Yakult Honsha Co. Ltd. | 51,200 | 1,246,504 | ||||
YAMABIKO Corp. | 6,300 | 60,794 | ||||
Yamada Holdings Co. Ltd. | 125,200 | 385,521 | ||||
Yamaguchi Financial Group, Inc. | 30,000 | 263,461 | ||||
Yamaha Corp. | 27,900 | 763,943 | ||||
Yamaha Motor Co. Ltd. | 59,600 | 1,570,029 | ||||
YA-MAN Ltd. (b) | 3,100 | 21,003 | ||||
Yamato Holdings Co. Ltd. | 57,000 | 930,106 | ||||
Yamato Kogyo Co. Ltd. | 7,700 | 368,733 | ||||
Yamazaki Baking Co. Ltd. | 24,500 | 451,171 | ||||
Yamazen Corp. | 8,300 | 65,410 | ||||
Yaoko Co. Ltd. (b) | 5,200 | 267,936 | ||||
Yaskawa Electric Corp. | 52,000 | 1,879,980 | ||||
Yellow Hat Ltd. | 4,700 | 59,748 | ||||
Yodogawa Steel Works Ltd. (b) | 1,700 | 40,385 | ||||
Yokogawa Bridge Holdings Corp. | 3,400 | 63,660 | ||||
Yokogawa Electric Corp. | 55,000 | 1,064,617 | ||||
Yokohama Rubber Co. Ltd. | 21,600 | 450,455 | ||||
Yokorei Co. Ltd. (b) | 11,000 | 89,268 | ||||
Yokowo Co. Ltd. | 3,600 | 37,972 | ||||
Yonex Co. Ltd. (b) | 14,000 | 149,921 | ||||
Yoshinoya Holdings Co. Ltd. (b) | 14,000 | 264,192 | ||||
Yuasa Trading Co. Ltd. | 3,200 | 88,671 | ||||
Yurtec Corp. | 5,500 | 35,383 | ||||
Z Holdings Corp. | 556,600 | 1,549,789 | ||||
Zenkoku Hosho Co. Ltd. | 9,100 | 299,481 | ||||
Zenrin Co. Ltd. | 3,600 | 22,026 | ||||
Zensho Holdings Co. Ltd. (b) | 18,500 | 805,582 | ||||
Zeon Corp. (b) | 29,100 | 304,797 | ||||
ZERIA Pharmaceutical Co. Ltd. | 2,600 | 38,662 | ||||
Zojirushi Corp. (b) | 5,000 | 59,742 | ||||
ZOZO, Inc. | 26,100 | 479,673 | ||||
Zuken, Inc. | 1,600 | 38,707 | ||||
877,858,847 | ||||||
JERSEY — 0.0% (f) | ||||||
JTC PLC (d) | 29,623 | 263,941 | ||||
JORDAN — 0.0% (f) | ||||||
Hikma Pharmaceuticals PLC | 33,889 | 863,664 |
Security Description | Shares | Value | ||||
KUWAIT — 0.2% | ||||||
Agility Public Warehousing Co. KSC (a) | 372,202 | $672,023 | ||||
Al Ahli Bank of Kuwait KSCP | 102,661 | 81,052 | ||||
Boubyan Bank KSCP | 246,041 | 480,857 | ||||
Boubyan Petrochemicals Co. KSCP | 71,706 | 160,790 | ||||
Boursa Kuwait Securities Co. KPSC | 8,000 | 47,759 | ||||
Burgan Bank SAK | 154,554 | 91,017 | ||||
Commercial Real Estate Co. KSC | 271,141 | 86,769 | ||||
Gulf Bank KSCP | 283,196 | 240,998 | ||||
Gulf Cables & Electrical Industries Group Co. KSCP | 18,764 | 71,279 | ||||
Humansoft Holding Co. KSC | 14,849 | 150,148 | ||||
Jazeera Airways Co. KSCP | 15,731 | 75,028 | ||||
Kuwait Finance House KSCP | 1,647,969 | 3,908,627 | ||||
Kuwait International Bank KSCP | 234,666 | 115,416 | ||||
Kuwait Projects Co. Holding KSCP (a) | 444,097 | 168,126 | ||||
Mabanee Co. KPSC | 112,543 | 300,430 | ||||
Mezzan Holding Co. KSCC | 29,758 | 48,915 | ||||
Mobile Telecommunications Co. KSCP | 386,766 | 609,465 | ||||
National Bank of Kuwait SAKP | 1,528,842 | 4,481,899 | ||||
National Industries Group Holding SAK | 306,180 | 198,143 | ||||
National Real Estate Co. KPSC (a) | 177,093 | 41,372 | ||||
Salhia Real Estate Co. KSCP | 41,870 | 56,495 | ||||
Shamal Az-Zour Al-Oula for the First Phase of Az-Zour Power Plant KSC | 68,318 | 41,117 | ||||
Warba Bank KSCP | 153,709 | 92,012 | ||||
12,219,737 | ||||||
LIECHTENSTEIN — 0.0% (f) | ||||||
Implantica AG Class A, SDR (a) | 2,687 | 5,466 | ||||
LUXEMBOURG — 0.1% | ||||||
APERAM SA | 15,447 | 451,384 | ||||
ArcelorMittal SA | 106,342 | 2,676,818 | ||||
B&S Group Sarl (d) | 10,280 | 38,148 | ||||
Eurofins Scientific SE | 27,263 | 1,544,262 | ||||
Reinet Investments SCA | 28,979 | 639,481 | ||||
SES SA | 76,276 | 500,291 | ||||
5,850,384 | ||||||
MACAU — 0.1% | ||||||
Galaxy Entertainment Group Ltd. | 450,000 | 2,709,130 | ||||
MECOM Power & Construction Ltd. (a)(b) | 378,000 | 21,719 | ||||
Sands China Ltd. (a) | 521,200 | 1,597,171 |
See accompanying notes to Schedule of
Investments.
125
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
SJM Holdings Ltd. (a) | 521,249 | $204,989 | ||||
4,533,009 | ||||||
MALAYSIA — 0.4% | ||||||
Agmo Holdings Bhd (a) | 4,016 | 496 | ||||
Alliance Bank Malaysia Bhd | 140,600 | 101,215 | ||||
AMMB Holdings Bhd | 372,600 | 293,620 | ||||
Axiata Group Bhd | 730,611 | 387,460 | ||||
Axis Real Estate Investment Trust | 239,618 | 93,903 | ||||
Bank Islam Malaysia Bhd | 65,900 | 30,036 | ||||
Bermaz Auto Bhd | 173,300 | 91,905 | ||||
British American Tobacco Malaysia Bhd | 23,500 | 46,447 | ||||
Bursa Malaysia Bhd | 132,900 | 190,777 | ||||
Carlsberg Brewery Malaysia Bhd Class B | 27,200 | 115,862 | ||||
CELCOMDIGI Bhd | 722,300 | 672,265 | ||||
Chin Hin Group Bhd (a) | 124,000 | 106,167 | ||||
CIMB Group Holdings Bhd | 1,250,060 | 1,445,679 | ||||
CTOS Digital Bhd | 342,900 | 102,244 | ||||
D&O Green Technologies Bhd | 50,200 | 36,459 | ||||
Dialog Group Bhd | 573,500 | 258,947 | ||||
DRB-Hicom Bhd | 194,800 | 59,329 | ||||
Fraser & Neave Holdings Bhd | 40,800 | 219,848 | ||||
Frontken Corp. Bhd | 224,450 | 150,581 | ||||
Gamuda Bhd | 297,314 | 280,518 | ||||
Genting Bhd | 683,000 | 606,594 | ||||
Genting Malaysia Bhd | 880,900 | 469,038 | ||||
Greatech Technology Bhd (a) | 38,300 | 35,647 | ||||
Hartalega Holdings Bhd (a) | 224,200 | 95,023 | ||||
Heineken Malaysia Bhd | 28,800 | 149,175 | ||||
Hong Leong Bank Bhd | 171,432 | 711,980 | ||||
Hong Leong Financial Group Bhd | 57,800 | 217,893 | ||||
IHH Healthcare Bhd | 440,800 | 549,210 | ||||
IJM Corp. Bhd | 331,300 | 131,243 | ||||
Inari Amertron Bhd | 485,100 | 299,620 | ||||
IOI Corp. Bhd | 455,200 | 385,857 | ||||
IOI Properties Group Bhd | 371,500 | 131,343 | ||||
Kossan Rubber Industries Bhd | 156,300 | 43,941 | ||||
KPJ Healthcare Bhd | 237,200 | 57,592 | ||||
Kuala Lumpur Kepong Bhd | 82,769 | 377,244 | ||||
Magnum Bhd | 110,393 | 26,333 | ||||
Malakoff Corp. Bhd | 123,000 | 15,587 | ||||
Malayan Banking Bhd | 1,086,065 | 2,033,228 | ||||
Malaysia Airports Holdings Bhd | 174,341 | 264,747 | ||||
Malaysia Building Society Bhd | 371,600 | 57,775 | ||||
Malaysian Pacific Industries Bhd | 23,900 | 139,778 | ||||
Maxis Bhd | 577,200 | 496,648 | ||||
Mega First Corp. Bhd | 55,600 | 40,262 |
Security Description | Shares | Value | ||||
MISC Bhd | 271,700 | $409,698 | ||||
MR DIY Group M Bhd (d) | 669,900 | 215,441 | ||||
My EG Services Bhd | 1,074,193 | 181,882 | ||||
Nestle Malaysia Bhd | 19,800 | 533,454 | ||||
Pentamaster Corp. Bhd | 53,300 | 58,803 | ||||
Petronas Chemicals Group Bhd | 560,600 | 858,466 | ||||
Petronas Dagangan Bhd | 50,900 | 242,616 | ||||
Petronas Gas Bhd | 158,500 | 568,477 | ||||
PPB Group Bhd | 132,480 | 436,780 | ||||
Press Metal Aluminium Holdings Bhd | 742,400 | 744,732 | ||||
Public Bank Bhd | 2,914,900 | 2,520,525 | ||||
QL Resources Bhd | 177,750 | 206,701 | ||||
RHB Bank Bhd | 382,794 | 442,697 | ||||
Scientex Bhd | 136,600 | 107,936 | ||||
Sime Darby Bhd | 553,235 | 260,401 | ||||
Sime Darby Plantation Bhd | 420,943 | 383,715 | ||||
Sime Darby Property Bhd | 142,535 | 21,098 | ||||
SKP Resources Bhd | 339,125 | 71,866 | ||||
SP Setia Bhd Group | 134,214 | 29,443 | ||||
Sports Toto Bhd | 116,506 | 36,724 | ||||
Sunway Real Estate Investment Trust | 449,800 | 139,866 | ||||
Supermax Corp. Bhd | 400,272 | 70,758 | ||||
Syarikat Takaful Malaysia Keluarga Bhd | 36,789 | 27,267 | ||||
Telekom Malaysia Bhd | 261,786 | 273,202 | ||||
Tenaga Nasional Bhd | 525,300 | 1,117,672 | ||||
TIME dotCom Bhd | 205,200 | 236,874 | ||||
Top Glove Corp. Bhd (a) | 856,900 | 141,440 | ||||
United Plantations Bhd | 33,700 | 119,433 | ||||
UWC Bhd (a) | 40,400 | 32,009 | ||||
ViTrox Corp. Bhd | 70,600 | 111,871 | ||||
VS Industry Bhd | 444,000 | 96,455 | ||||
Yinson Holdings Bhd | 197,960 | 104,561 | ||||
YTL Power International Bhd | 329,600 | 143,907 | ||||
22,966,286 | ||||||
MALTA — 0.0% (f) | ||||||
Kambi Group PLC (a) | 4,950 | 73,993 | ||||
Kindred Group PLC SDR | 46,815 | 430,394 | ||||
504,387 | ||||||
MEXICO — 0.7% | ||||||
Alfa SAB de CV Class A | 739,800 | 482,742 | ||||
Alsea SAB de CV (a) | 104,100 | 379,836 | ||||
America Movil SAB de CV | 4,006,600 | 3,478,988 | ||||
Arca Continental SAB de CV | 119,900 | 1,092,026 | ||||
Banco del Bajio SA (d) | 178,400 | 562,655 | ||||
Bolsa Mexicana de Valores SAB de CV | 119,400 | 224,736 | ||||
Borr Drilling Ltd. (a) | 73,270 | 517,807 | ||||
Cemex SAB de CV Series CPO (a) | 3,238,764 | 2,118,983 | ||||
Coca-Cola Femsa SAB de CV | 122,095 | 960,966 |
See accompanying notes to Schedule of
Investments.
126
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Concentradora Fibra Danhos SA de CV REIT | 88,800 | $100,100 | |||
Controladora Vuela Cia de Aviacion SAB de CV Class A (a)(b) | 245,200 | 167,196 | |||
Corp. Inmobiliaria Vesta SAB de CV (b) | 203,400 | 672,870 | |||
FIBRA Macquarie Mexico REIT (d) | 189,900 | 319,186 | |||
Fibra Uno Administracion SA de CV REIT | 598,700 | 1,000,790 | |||
Fomento Economico Mexicano SAB de CV | 411,200 | 4,503,478 | |||
Genomma Lab Internacional SAB de CV Class B (b) | 146,400 | 112,969 | |||
Gentera SAB de CV | 278,600 | 328,001 | |||
Gruma SAB de CV Class B | 38,450 | 660,388 | |||
Grupo Aeroportuario del Centro Norte SAB de CV | 60,954 | 663,397 | |||
Grupo Aeroportuario del Pacifico SAB de CV Class B | 87,200 | 1,437,268 | |||
Grupo Aeroportuario del Sureste SAB de CV Class B | 44,240 | 1,085,883 | |||
Grupo Bimbo SAB de CV Class A | 297,300 | 1,437,359 | |||
Grupo Carso SAB de CV Series A1 | 130,452 | 958,282 | |||
Grupo Financiero Banorte SAB de CV Class O | 548,400 | 4,610,681 | |||
Grupo Financiero Inbursa SAB de CV Class O (a)(b) | 422,100 | 832,371 | |||
Grupo Mexico SAB de CV Class B | 665,600 | 3,159,383 | |||
Grupo Rotoplas SAB de CV (b) | 106,299 | 153,590 | |||
Grupo Televisa SAB Series CPO | 583,400 | 355,509 | |||
Grupo Traxion SAB de CV (a)(b)(d) | 138,500 | 237,335 | |||
Industrias Penoles SAB de CV (a)(b) | 45,920 | 542,870 | |||
Kimberly-Clark de Mexico SAB de CV Class A | 342,900 | 684,675 | |||
La Comer SAB de CV | 127,600 | 268,659 | |||
Megacable Holdings SAB de CV | 86,200 | 190,271 | |||
Nemak SAB de CV (a)(d) | 685,761 | 132,192 | |||
Operadora De Sites Mexicanos SAB de CV Class A (b) | 281,200 | 234,300 | |||
Orbia Advance Corp. SAB de CV | 234,557 | 488,725 | |||
Prologis Property Mexico SA de CV REIT | 158,745 | 547,617 | |||
Promotora y Operadora de Infraestructura SAB de CV | 43,590 | 390,714 |
Security Description | Shares | Value | ||||
Qualitas Controladora SAB de CV (b) | 41,700 | $314,217 | ||||
Regional SAB de CV | 59,300 | 427,113 | ||||
Southern Copper Corp. | 18,400 | 1,385,336 | ||||
TF Administradora Industrial S de Real de CV REIT | 220,200 | 391,529 | ||||
Wal-Mart de Mexico SAB de CV | 1,108,800 | 4,185,475 | ||||
42,798,468 | ||||||
NETHERLANDS — 3.0% | ||||||
Aalberts NV | 22,994 | 844,281 | ||||
ABN AMRO Bank NV GDR (d) | 89,225 | 1,269,636 | ||||
Adyen NV (a)(d) | 4,491 | 3,355,495 | ||||
Aegon NV | 355,705 | 1,725,594 | ||||
Akzo Nobel NV | 35,744 | 2,591,555 | ||||
Alfen NV (a)(b)(d) | 4,401 | 187,081 | ||||
AMG Critical Materials NV | 8,447 | 254,883 | ||||
Arcadis NV | 14,296 | 644,789 | ||||
Argenx SE (a) | 11,617 | 5,665,149 | ||||
ASM International NV | 9,811 | 4,128,990 | ||||
ASML Holding NV | 83,783 | 49,595,108 | ||||
ASR Nederland NV | 33,220 | 1,249,298 | ||||
Basic-Fit NV (a)(b)(d) | 10,532 | 299,732 | ||||
BE Semiconductor Industries NV | 16,700 | 1,644,345 | ||||
Brunel International NV | 7,083 | 97,489 | ||||
Corbion NV | 12,908 | 257,747 | ||||
Ebusco Holding NV (a)(b) | 4,374 | 21,330 | ||||
Eurocommercial Properties NV REIT | 7,806 | 173,722 | ||||
Euronext NV (d) | 17,314 | 1,209,859 | ||||
EXOR NV (b) | 22,539 | 2,003,074 | ||||
Fastned BV CVA (a)(b) | 5,083 | 152,300 | ||||
Ferrovial SE | 105,828 | 3,245,955 | ||||
Flow Traders Ltd. | 8,122 | 151,431 | ||||
Fugro NV (a) | 21,781 | 335,532 | ||||
Heineken Holding NV | 26,609 | 2,011,501 | ||||
Heineken NV | 59,795 | 5,283,682 | ||||
IMCD NV | 12,387 | 1,573,768 | ||||
ING Groep NV | 752,233 | 9,995,155 | ||||
JDE Peet's NV | 24,797 | 693,626 | ||||
Koninklijke Ahold Delhaize NV | 205,815 | 6,214,697 | ||||
Koninklijke BAM Groep NV (b) | 70,429 | 150,177 | ||||
Koninklijke KPN NV | 690,325 | 2,279,620 | ||||
Koninklijke Philips NV | 194,927 | 3,914,184 | ||||
Koninklijke Vopak NV | 14,651 | 502,891 | ||||
NN Group NV (b) | 59,737 | 1,925,225 | ||||
NSI NV REIT | 5,625 | 106,841 | ||||
OCI NV (a) | 26,058 | 728,071 | ||||
Pharming Group NV (a)(b) | 152,999 | 196,815 | ||||
PostNL NV | 106,834 | 228,257 | ||||
Randstad NV | 23,765 | 1,317,943 | ||||
Redcare Pharmacy NV (a)(d) | 2,918 | 312,033 |
See accompanying notes to Schedule of
Investments.
127
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
SBM Offshore NV | 29,643 | $390,110 | ||||
Shell PLC | 1,404,195 | 44,663,967 | ||||
Sligro Food Group NV | 3,660 | 65,023 | ||||
TKH Group NV | 8,595 | 341,430 | ||||
TomTom NV (a) | 14,221 | 101,782 | ||||
Universal Music Group NV (b) | 170,281 | 4,458,449 | ||||
Van Lanschot Kempen NV ADR | 7,795 | 210,038 | ||||
Vastned Retail NV REIT | 2,401 | 49,113 | ||||
Wereldhave NV REIT | 8,129 | 129,701 | ||||
Wolters Kluwer NV | 53,420 | 6,484,424 | ||||
175,432,898 | ||||||
NEW ZEALAND — 0.2% | ||||||
a2 Milk Co. Ltd. (a)(b) | 142,368 | 390,071 | ||||
Air New Zealand Ltd. | 315,047 | 138,186 | ||||
Auckland International Airport Ltd. | 249,187 | 1,184,317 | ||||
Contact Energy Ltd. | 202,923 | 980,287 | ||||
Fisher & Paykel Healthcare Corp. Ltd. Class C | 117,267 | 1,520,524 | ||||
Fletcher Building Ltd. | 234,710 | 662,820 | ||||
Goodman Property Trust REIT | 225,549 | 286,627 | ||||
Infratil Ltd. | 161,281 | 989,407 | ||||
Kiwi Property Group Ltd. REIT | 270,847 | 137,514 | ||||
Mercury NZ Ltd. | 202,164 | 740,968 | ||||
Meridian Energy Ltd. | 258,605 | 798,668 | ||||
Oceania Healthcare Ltd. | 187,019 | 79,783 | ||||
Ryman Healthcare Ltd. | 134,966 | 511,705 | ||||
Spark New Zealand Ltd. | 374,692 | 1,082,893 | ||||
Summerset Group Holdings Ltd. | 90,569 | 555,067 | ||||
Xero Ltd. (a) | 31,122 | 2,258,284 | ||||
12,317,121 | ||||||
NIGERIA — 0.0% (f) | ||||||
Airtel Africa PLC (d) | 191,753 | 293,959 | ||||
NORWAY — 0.5% | ||||||
Aker ASA Class A | 4,585 | 284,170 | ||||
Aker BP ASA | 69,027 | 1,920,147 | ||||
Aker Carbon Capture ASA (a) | 106,133 | 113,007 | ||||
Aker Horizons ASA (a) | 93,780 | 40,453 | ||||
Aker Solutions ASA | 44,829 | 181,998 | ||||
Austevoll Seafood ASA | 20,148 | 142,483 | ||||
BEWi ASA | 5,000 | 14,003 | ||||
BLUENORD ASA (a) | 4,642 | 226,410 | ||||
Bonheur ASA | 5,974 | 125,758 | ||||
Borregaard ASA | 18,743 | 278,304 | ||||
BW Offshore Ltd. | 28,194 | 65,180 | ||||
Crayon Group Holding ASA (a)(d) | 10,593 | 66,002 | ||||
DNB Bank ASA | 194,517 | 3,941,214 | ||||
DNO ASA | 65,996 | 65,557 | ||||
Elkem ASA (d) | 56,997 | 116,127 |
Security Description | Shares | Value | ||||
Entra ASA (d) | 11,808 | $101,647 | ||||
Equinor ASA | 192,499 | 6,352,502 | ||||
Europris ASA (d) | 25,386 | 142,546 | ||||
FLEX LNG Ltd. | 7,577 | 227,862 | ||||
Frontline PLC | 39,003 | 722,084 | ||||
Gjensidige Forsikring ASA | 45,151 | 668,300 | ||||
Golden Ocean Group Ltd. | 34,702 | 275,050 | ||||
Grieg Seafood ASA | 7,676 | 56,411 | ||||
Hexagon Composites ASA (a) | 16,673 | 42,964 | ||||
Hexagon Purus ASA (a) | 14,500 | 18,941 | ||||
Hoegh Autoliners ASA | 48,293 | 349,461 | ||||
Kahoot! ASA (a)(b) | 89,116 | 291,195 | ||||
Kitron ASA | 33,077 | 110,196 | ||||
Kongsberg Gruppen ASA | 17,491 | 725,227 | ||||
Leroy Seafood Group ASA | 48,893 | 206,216 | ||||
Mowi ASA | 94,159 | 1,677,294 | ||||
MPC Container Ships ASA | 56,147 | 91,997 | ||||
NEL ASA (a) | 329,737 | 260,112 | ||||
Nordic Semiconductor ASA (a) | 33,112 | 345,563 | ||||
Norsk Hydro ASA | 284,972 | 1,799,679 | ||||
Norske Skog ASA (b)(d) | 55,138 | 240,640 | ||||
Norwegian Air Shuttle ASA (a) | 131,941 | 105,916 | ||||
Nykode Therapeutics ASA (a) | 19,435 | 43,287 | ||||
Odfjell Drilling Ltd. | 17,545 | 62,408 | ||||
Orkla ASA | 162,997 | 1,225,137 | ||||
PGS ASA (a) | 161,632 | 142,328 | ||||
Protector Forsikring ASA | 9,425 | 154,118 | ||||
Salmar ASA | 14,285 | 729,497 | ||||
Schibsted ASA Class A | 14,477 | 327,747 | ||||
Schibsted ASA Class B | 19,672 | 412,635 | ||||
SpareBank 1 Nord Norge | 20,807 | 187,131 | ||||
Sparebank 1 Oestlandet | 5,849 | 73,327 | ||||
SpareBank 1 SMN | 29,179 | 376,226 | ||||
SpareBank 1 SR-Bank ASA | 35,320 | 407,276 | ||||
Stolt-Nielsen Ltd. | 6,169 | 179,722 | ||||
Storebrand ASA | 91,645 | 750,671 | ||||
Telenor ASA | 154,206 | 1,760,764 | ||||
TGS ASA | 25,936 | 357,323 | ||||
TOMRA Systems ASA | 47,856 | 549,356 | ||||
Veidekke ASA | 21,229 | 194,717 | ||||
Wallenius Wilhelmsen ASA | 19,594 | 155,782 | ||||
30,482,068 | ||||||
PERU — 0.0% (f) | ||||||
Cia de Minas Buenaventura SAA ADR | 44,100 | 375,732 | ||||
Credicorp Ltd. | 14,500 | 1,855,565 | ||||
Hochschild Mining PLC (a) | 31,281 | 31,766 | ||||
2,263,063 | ||||||
PHILIPPINES — 0.2% | ||||||
Aboitiz Equity Ventures, Inc. | 337,830 | 299,459 | ||||
Alliance Global Group, Inc. | 450,900 | 98,188 | ||||
AREIT, Inc. | 100,200 | 58,091 |
See accompanying notes to Schedule of
Investments.
128
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Ayala Corp. | 47,160 | $520,147 | ||||
Ayala Land, Inc. | 1,538,400 | 800,797 | ||||
Bank of the Philippine Islands | 463,760 | 918,077 | ||||
BDO Unibank, Inc. | 479,271 | 1,202,074 | ||||
Bloomberry Resorts Corp. (a) | 741,800 | 132,427 | ||||
Cebu Air, Inc. (a) | 4,500 | 2,704 | ||||
Century Pacific Food, Inc. | 145,200 | 71,861 | ||||
Converge Information & Communications Technology Solutions, Inc. (a) | 208,200 | 35,328 | ||||
D&L Industries, Inc. | 337,900 | 38,343 | ||||
DMCI Holdings, Inc. | 571,200 | 105,202 | ||||
GT Capital Holdings, Inc. | 17,217 | 173,460 | ||||
International Container Terminal Services, Inc. | 171,900 | 629,555 | ||||
JG Summit Holdings, Inc. | 515,090 | 346,877 | ||||
Jollibee Foods Corp. | 72,650 | 294,576 | ||||
LT Group, Inc. | 314,800 | 50,078 | ||||
Manila Electric Co. | 63,940 | 415,899 | ||||
Manila Water Co., Inc. | 223,300 | 71,834 | ||||
Megaworld Corp. | 1,365,000 | 48,736 | ||||
Metro Pacific Investments Corp. | 2,154,000 | 197,216 | ||||
Metropolitan Bank & Trust Co. | 379,496 | 362,217 | ||||
MREIT, Inc. | 312,900 | 68,027 | ||||
PLDT, Inc. | 13,395 | 278,431 | ||||
Puregold Price Club, Inc. | 338,780 | 173,055 | ||||
Robinsons Land Corp. | 375,144 | 100,655 | ||||
Robinsons Retail Holdings, Inc. | 77,600 | 64,054 | ||||
Security Bank Corp. | 88,110 | 124,512 | ||||
SM Investments Corp. | 48,535 | 723,616 | ||||
SM Prime Holdings, Inc. | 1,854,000 | 992,933 | ||||
Synergy Grid & Development Phils, Inc. | 202,800 | 30,469 | ||||
TELUS International CDA, Inc. (a) | 22,100 | 168,856 | ||||
Universal Robina Corp. | 280,030 | 588,510 | ||||
Wilcon Depot, Inc. | 99,300 | 38,614 | ||||
10,224,878 | ||||||
POLAND — 0.2% | ||||||
Alior Bank SA (a) | 22,775 | 270,271 | ||||
Allegro.eu SA (a)(d) | 95,228 | 703,239 | ||||
Asseco Poland SA | 9,859 | 161,943 | ||||
Bank Millennium SA (a) | 87,519 | 114,285 | ||||
Bank Polska Kasa Opieki SA | 36,787 | 850,769 | ||||
Budimex SA | 2,653 | 264,081 | ||||
CCC SA (a) | 7,588 | 67,831 | ||||
CD Projekt SA | 14,245 | 408,580 | ||||
Cyfrowy Polsat SA (a) | 52,228 | 144,598 | ||||
Dino Polska SA (a)(d) | 9,902 | 805,308 | ||||
Enea SA (a) | 55,046 | 92,058 | ||||
Eurocash SA | 12,734 | 40,375 | ||||
Grupa Azoty SA (a) | 4,618 | 26,047 |
Security Description | Shares | Value | ||||
Grupa Kety SA | 2,005 | $302,928 | ||||
InPost SA (a) | 49,382 | 575,115 | ||||
Jastrzebska Spolka Weglowa SA (a) | 9,529 | 96,097 | ||||
KGHM Polska Miedz SA | 28,580 | 732,988 | ||||
KRUK SA | 3,415 | 323,893 | ||||
LPP SA | 231 | 687,965 | ||||
mBank SA (a) | 2,974 | 269,326 | ||||
Orange Polska SA | 136,372 | 233,376 | ||||
ORLEN SA | 125,526 | 1,688,039 | ||||
PGE Polska Grupa Energetyczna SA (a) | 179,697 | 308,672 | ||||
Powszechna Kasa Oszczednosci Bank Polski SA (a) | 181,849 | 1,446,443 | ||||
Powszechny Zaklad Ubezpieczen SA | 125,625 | 1,190,618 | ||||
Santander Bank Polska SA (a) | 7,161 | 590,591 | ||||
Tauron Polska Energia SA (a) | 218,537 | 179,884 | ||||
Text SA | 3,746 | 124,779 | ||||
Warsaw Stock Exchange | 6,425 | 55,020 | ||||
XTB SA (d) | 6,081 | 42,769 | ||||
12,797,888 | ||||||
PORTUGAL — 0.1% | ||||||
Altri SGPS SA (b) | 11,642 | 52,829 | ||||
Banco Comercial Portugues SA Class R (a) | 1,663,340 | 458,580 | ||||
Corticeira Amorim SGPS SA | 7,984 | 82,248 | ||||
CTT-Correios de Portugal SA | 16,915 | 62,233 | ||||
EDP - Energias de Portugal SA | 644,225 | 2,684,640 | ||||
Galp Energia SGPS SA | 102,266 | 1,520,169 | ||||
Greenvolt-Energias Renovaveis SA (a)(b) | 10,498 | 59,297 | ||||
Jeronimo Martins SGPS SA | 58,853 | 1,324,724 | ||||
Mota-Engil SGPS SA | 18,415 | 66,777 | ||||
Navigator Co. SA | 56,434 | 213,186 | ||||
NOS SGPS SA | 43,721 | 161,181 | ||||
REN - Redes Energeticas Nacionais SGPS SA | 80,102 | 205,235 | ||||
Semapa-Sociedade de Investimento e Gestao | 5,579 | 80,332 | ||||
Sonae SGPS SA | 160,077 | 155,923 | ||||
7,127,354 | ||||||
QATAR — 0.2% | ||||||
Al Meera Consumer Goods Co. QSC | 26,382 | 100,382 | ||||
Baladna (a) | 275,933 | 96,880 | ||||
Barwa Real Estate Co. | 422,730 | 299,627 | ||||
Commercial Bank PSQC | 636,893 | 944,841 | ||||
Doha Bank QPSC | 414,912 | 185,229 | ||||
Dukhan Bank | 250,299 | 272,991 | ||||
Gulf International Services QSC | 149,047 | 119,975 | ||||
Gulf Warehousing Co. | 42,346 | 36,878 |
See accompanying notes to Schedule of
Investments.
129
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Industries Qatar QSC | 300,964 | $1,133,576 | ||||
Masraf Al Rayan QSC | 1,191,191 | 729,441 | ||||
Medicare Group | 24,653 | 39,282 | ||||
Mesaieed Petrochemical Holding Co. | 786,055 | 400,586 | ||||
Ooredoo QPSC | 134,267 | 394,317 | ||||
Qatar Aluminum Manufacturing Co. | 488,793 | 185,849 | ||||
Qatar Electricity & Water Co. QSC | 91,976 | 443,709 | ||||
Qatar Fuel QSC | 87,092 | 394,785 | ||||
Qatar Gas Transport Co. Ltd. | 445,685 | 455,480 | ||||
Qatar International Islamic Bank QSC | 172,323 | 454,478 | ||||
Qatar Islamic Bank SAQ | 326,541 | 1,665,000 | ||||
Qatar National Bank QPSC | 922,111 | 3,901,239 | ||||
Qatar Navigation QSC | 108,821 | 306,433 | ||||
United Development Co. QSC | 199,242 | 59,061 | ||||
Vodafone Qatar QSC | 302,258 | 149,551 | ||||
12,769,590 | ||||||
ROMANIA — 0.0% (f) | ||||||
NEPI Rockcastle NV (a) | 97,187 | 537,022 | ||||
RUSSIA — 0.0% | ||||||
Alrosa PJSC (c) | 330,200 | — | ||||
Credit Bank of Moscow PJSC (a)(c) | 2,707,900 | — | ||||
Gazprom PJSC (a)(c) | 1,561,848 | — | ||||
Gazprom PJSC ADR (a)(c) | 107,570 | — | ||||
Globaltrans Investment PLC GDR (a)(c) | 26,586 | — | ||||
Inter RAO UES PJSC (a)(c) | 5,356,000 | — | ||||
LUKOIL PJSC (c) | 54,554 | — | ||||
LUKOIL PJSC ADR (a)(c) | 6,598 | — | ||||
Magnit PJSC GDR (a)(c) | 4 | — | ||||
MMC Norilsk Nickel PJSC (a)(c) | 9,503 | — | ||||
Mobile TeleSystems PJSC (c) | 31,200 | — | ||||
Mobile TeleSystems PJSC ADR (a)(c) | 53,100 | — | ||||
Moscow Exchange MICEX-Rates PJSC (c) | 191,435 | — | ||||
Novatek PJSC GDR (a)(c) | 13,594 | — | ||||
Novolipetsk Steel PJSC (a)(c) | 224,930 | — | ||||
Ozon Holdings PLC ADR (a)(c) | 6,439 | — | ||||
PhosAgro PJSC (a)(c) | 135 | — | ||||
PhosAgro PJSC GDR (a)(c) | 20,976 | — | ||||
Polyus PJSC (a)(c) | 4,492 | — | ||||
Polyus PJSC GDR (a)(c) | 1,062 | — | ||||
Rosneft Oil Co. PJSC (c) | 169,478 | — | ||||
Rostelecom PJSC (a)(c) | 100,000 | — | ||||
Sberbank of Russia PJSC (c) | 1,586,024 | — | ||||
Severstal PAO (a)(c) | 31,441 | — | ||||
Sistema PJSFC GDR (a)(c) | 40,100 | — |
Security Description | Shares | Value | ||||
Surgutneftegas PJSC (c) | 888,900 | $— | ||||
Tatneft PJSC (c) | 187,335 | — | ||||
Tatneft PJSC ADR (a)(c) | 3,048 | — | ||||
TCS Group Holding PLC GDR (a)(c) | 17,965 | — | ||||
VK Co. Ltd. GDR (a)(c) | 17,475 | — | ||||
VTB Bank PJSC (a)(c) | 437,390,000 | — | ||||
X5 Retail Group NV GDR (a)(c) | 17,591 | — | ||||
Yandex NV Class A (a)(c) | 46,029 | — | ||||
— | ||||||
SAUDI ARABIA — 1.1% | ||||||
Abdullah Al Othaim Markets Co. | 90,217 | 326,185 | ||||
ACWA Power Co. | 16,452 | 858,033 | ||||
Advanced Petrochemical Co. | 26,063 | 278,667 | ||||
Al Hammadi Holding | 27,000 | 375,075 | ||||
Al Jouf Agricultural Development Co. | 6,797 | 87,897 | ||||
Al Masane Al Kobra Mining Co. | 10,480 | 145,585 | ||||
Al Moammar Information Systems Co. | 3,626 | 137,095 | ||||
Al Rajhi Bank | 405,936 | 7,349,266 | ||||
Al Rajhi Co. for Co-operative Insurance (a) | 4,209 | 170,360 | ||||
Alamar Foods | 3,456 | 114,449 | ||||
Al-Dawaa Medical Services Co. | 6,646 | 168,522 | ||||
Aldrees Petroleum & Transport Services Co. | 6,835 | 255,872 | ||||
Alinma Bank | 193,417 | 1,722,494 | ||||
AlKhorayef Water & Power Technologies Co. | 1,564 | 59,300 | ||||
Almarai Co. JSC | 52,392 | 888,462 | ||||
Almunajem Foods Co. | 3,218 | 60,234 | ||||
Alujain Corp. (a) | 7,396 | 86,868 | ||||
Arab National Bank | 136,609 | 874,193 | ||||
Arabian Cement Co. | 9,227 | 81,557 | ||||
Arabian Contracting Services Co. | 2,606 | 143,695 | ||||
Arabian Internet & Communications Services Co. | 5,390 | 459,317 | ||||
Arriyadh Development Co. | 18,294 | 103,410 | ||||
Astra Industrial Group | 6,255 | 146,766 | ||||
Ataa Educational Co. | 3,559 | 68,325 | ||||
Bank AlBilad | 98,457 | 1,110,462 | ||||
Bank Al-Jazira (a) | 87,273 | 390,936 | ||||
Banque Saudi Fransi | 118,217 | 1,150,507 | ||||
BinDawood Holding Co. | 145,480 | 238,946 | ||||
Bupa Arabia for Cooperative Insurance Co. | 15,525 | 861,017 | ||||
City Cement Co. | 6,348 | 31,415 | ||||
Co. for Cooperative Insurance | 13,915 | 467,488 | ||||
Dallah Healthcare Co. | 7,407 | 281,630 |
See accompanying notes to Schedule of
Investments.
130
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Dar Al Arkan Real Estate Development Co. (a) | 96,566 | $405,786 | |||
Dr Sulaiman Al Habib Medical Services Group Co. | 17,482 | 1,098,204 | |||
Dur Hospitality Co. (a) | 29,415 | 203,527 | |||
Eastern Province Cement Co. | 9,470 | 98,350 | |||
Elm Co. | 5,065 | 1,053,394 | |||
Emaar Economic City (a) | 74,864 | 159,691 | |||
Etihad Etisalat Co. | 76,843 | 912,785 | |||
Fawaz Abdulaziz Al Hokair & Co. Class C (a) | 6,323 | 35,101 | |||
Herfy Food Services Co. | 2,033 | 17,834 | |||
Jadwa REIT Saudi Fund | 30,786 | 102,608 | |||
Jarir Marketing Co. | 102,170 | 395,010 | |||
Leejam Sports Co. JSC | 3,769 | 142,903 | |||
Maharah Human Resources Co. | 2,650 | 46,846 | |||
Methanol Chemicals Co. (a) | 5,913 | 35,789 | |||
Middle East Healthcare Co. (a) | 11,802 | 173,390 | |||
Middle East Paper Co. | 12,176 | 105,513 | |||
Mobile Telecommunications Co. Saudi Arabia | 86,172 | 302,370 | |||
Mouwasat Medical Services Co. | 20,048 | 550,586 | |||
Nahdi Medical Co. | 8,502 | 326,891 | |||
Najran Cement Co. | 15,550 | 50,749 | |||
National Agriculture Development Co. (a) | 20,791 | 263,321 | |||
National Co. for Learning & Education | 2,895 | 74,103 | |||
National Gas & Industrialization Co. | 6,570 | 110,538 | |||
National Industrialization Co. Class C (a) | 71,502 | 242,124 | |||
National Medical Care Co. | 5,781 | 189,594 | |||
Northern Region Cement Co. | 17,439 | 51,241 | |||
Qassim Cement Co. | 8,869 | 151,583 | |||
Rabigh Refining & Petrochemical Co. (a) | 74,321 | 214,811 | |||
Retal Urban Development Co. | 48,437 | 115,202 | |||
Riyad Bank | 297,504 | 2,201,265 | |||
Riyad REIT Fund | 26,343 | 59,352 | |||
Riyadh Cables Group Co. | 7,589 | 139,418 | |||
SABIC Agri-Nutrients Co. | 47,207 | 1,674,074 | |||
Sahara International Petrochemical Co. | 73,510 | 740,892 | |||
Saudi Airlines Catering Co. | 7,183 | 197,269 | |||
Saudi Arabian Mining Co. (a) | 261,504 | 2,813,445 | |||
Saudi Arabian Oil Co. (d) | 538,745 | 5,027,683 | |||
Saudi Aramco Base Oil Co. | 10,246 | 406,512 | |||
Saudi Automotive Services Co. | 5,950 | 103,121 | |||
Saudi Awwal Bank | 203,770 | 1,874,459 | |||
Saudi Basic Industries Corp. | 182,145 | 4,006,709 |
Security Description | Shares | Value | ||||
Saudi Cement Co. | 14,485 | $201,607 | ||||
Saudi Ceramic Co. | 7,008 | 53,068 | ||||
Saudi Chemical Co. Holding | 167,160 | 204,134 | ||||
Saudi Co. For Hardware CJSC (a) | 5,311 | 43,899 | ||||
Saudi Electricity Co. | 168,650 | 857,089 | ||||
Saudi Fisheries Co. (a) | 5,167 | 35,614 | ||||
Saudi Ground Services Co. (a) | 13,747 | 108,497 | ||||
Saudi Industrial Investment Group | 64,262 | 407,115 | ||||
Saudi Industrial Services Co. | 8,180 | 57,035 | ||||
Saudi Investment Bank | 80,181 | 337,789 | ||||
Saudi Kayan Petrochemical Co. (a) | 150,361 | 501,143 | ||||
Saudi National Bank | 610,442 | 5,338,692 | ||||
Saudi Pharmaceutical Industries & Medical Appliances Corp. (a) | 10,157 | 95,600 | ||||
Saudi Public Transport Co. (a) | 5,953 | 28,063 | ||||
Saudi Real Estate Co. (a) | 23,689 | 86,154 | ||||
Saudi Research & Media Group (a) | 6,257 | 274,274 | ||||
Saudi Tadawul Group Holding Co. | 10,513 | 541,004 | ||||
Saudi Telecom Co. | 404,767 | 4,057,977 | ||||
Saudia Dairy & Foodstuff Co. | 3,420 | 293,629 | ||||
Savola Group | 57,324 | 551,009 | ||||
Seera Group Holding (a) | 26,096 | 176,388 | ||||
Sinad Holding Co. (a) | 26,480 | 82,890 | ||||
Southern Province Cement Co. | 12,949 | 152,262 | ||||
Theeb Rent A Car Co. | 3,661 | 61,205 | ||||
United Electronics Co. | 7,266 | 146,271 | ||||
United International Transportation Co. | 5,610 | 103,062 | ||||
Yamama Cement Co. | 14,880 | 131,722 | ||||
Yanbu Cement Co. | 15,788 | 143,127 | ||||
Yanbu National Petrochemical Co. | 52,917 | 586,955 | ||||
62,025,345 | ||||||
SINGAPORE — 1.0% | ||||||
AEM Holdings Ltd. | 42,600 | 107,366 | ||||
AIMS APAC REIT | 112,100 | 106,770 | ||||
Best World International Ltd. (a) | 27,700 | 34,095 | ||||
BW LPG Ltd. (d) | 15,776 | 199,705 | ||||
CapitaLand Ascendas REIT | 824,574 | 1,661,351 | ||||
CapitaLand Ascott Trust REIT (b) | 453,485 | 318,958 | ||||
CapitaLand China Trust REIT | 303,800 | 196,984 | ||||
Capitaland India Trust | 200,300 | 154,088 | ||||
CapitaLand Integrated Commercial Trust REIT | 1,146,129 | 1,553,475 | ||||
CapitaLand Investment Ltd. | 532,200 | 1,208,748 | ||||
CDL Hospitality Trusts REIT | 187,168 | 142,615 |
See accompanying notes to Schedule of
Investments.
131
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
City Developments Ltd. | 98,400 | $476,536 | |||
ComfortDelGro Corp. Ltd. | 436,800 | 416,030 | |||
DBS Group Holdings Ltd. | 374,768 | 9,236,717 | |||
Digital Core REIT Management Pte. Ltd. (b) | 126,900 | 67,257 | |||
ESR-LOGOS REIT | 1,281,720 | 262,936 | |||
Far East Hospitality Trust REIT | 140,900 | 65,552 | |||
Frasers Centrepoint Trust REIT | 280,192 | 449,572 | |||
Frasers Hospitality Trust REIT | 135,000 | 49,949 | |||
Frasers Logistics & Commercial Trust REIT | 579,639 | 454,402 | |||
Genting Singapore Ltd. | 1,227,000 | 759,627 | |||
Grab Holdings Ltd. Class A (a) | 382,100 | 1,352,634 | |||
Hafnia Ltd. | 62,027 | 387,929 | |||
Hong Fok Corp. Ltd. | 61,000 | 40,446 | |||
Hour Glass Ltd. | 39,800 | 56,570 | |||
iFAST Corp. Ltd. | 23,300 | 95,767 | |||
IGG, Inc. (a) | 181,000 | 74,648 | |||
Jardine Cycle & Carriage Ltd. | 20,000 | 467,873 | |||
Kenon Holdings Ltd. | 5,301 | 122,534 | |||
Keppel Corp. Ltd. | 320,300 | 1,595,751 | |||
Keppel DC REIT | 271,500 | 413,745 | |||
Keppel Infrastructure Trust | 791,175 | 269,541 | |||
Keppel REIT | 413,500 | 259,024 | |||
Lendlease Global Commercial REIT | 315,527 | 125,989 | |||
Mapletree Industrial Trust REIT | 505,150 | 836,427 | |||
Mapletree Logistics Trust REIT | 805,047 | 990,900 | |||
Mapletree Pan Asia Commercial Trust REIT | 467,568 | 489,869 | |||
Nanofilm Technologies International Ltd. | 42,200 | 29,063 | |||
Netlink NBN Trust | 570,700 | 351,226 | |||
Olam Group Ltd. | 198,325 | 152,569 | |||
Oversea-Chinese Banking Corp. Ltd. | 702,311 | 6,591,401 | |||
Paragon REIT | 269,900 | 165,116 | |||
Parkway Life Real Estate Investment Trust | 87,600 | 236,826 | |||
Raffles Medical Group Ltd. | 139,876 | 128,101 | |||
Riverstone Holdings Ltd. | 100,800 | 44,311 | |||
Sasseur Real Estate Investment Trust | 189,800 | 93,864 | |||
SATS Ltd. (a) | 208,536 | 397,240 | |||
Sea Ltd. ADR (a) | 77,400 | 3,401,730 | |||
Seatrium Ltd. (a) | 8,808,410 | 864,772 | |||
Sembcorp Industries Ltd. | 196,600 | 733,163 | |||
Sheng Siong Group Ltd. | 144,600 | 161,031 | |||
SIA Engineering Co. Ltd. | 80,800 | 141,484 | |||
Singapore Airlines Ltd. (b) | 329,200 | 1,558,086 | |||
Singapore Exchange Ltd. | 175,400 | 1,252,949 |
Security Description | Shares | Value | ||||
Singapore Post Ltd. | 224,900 | $79,915 | ||||
Singapore Technologies Engineering Ltd. | 481,700 | 1,379,916 | ||||
Singapore Telecommunications Ltd. | 1,701,500 | 3,016,800 | ||||
Starhill Global REIT | 385,208 | 136,879 | ||||
StarHub Ltd. | 126,800 | 103,120 | ||||
STMicroelectronics NV | 141,715 | 6,149,421 | ||||
Straits Trading Co. Ltd. | 47,790 | 69,327 | ||||
Suntec Real Estate Investment Trust | 452,600 | 384,655 | ||||
UMS Holdings Ltd. | 309,000 | 294,307 | ||||
United Overseas Bank Ltd. | 262,693 | 5,485,201 | ||||
UOL Group Ltd. | 92,833 | 436,653 | ||||
Venture Corp. Ltd. | 69,100 | 626,249 | ||||
Yangzijiang Financial Holding Ltd. (b) | 370,300 | 97,669 | ||||
60,065,424 | ||||||
SOUTH AFRICA — 0.9% | ||||||
Absa Group Ltd. | 171,304 | 1,589,704 | ||||
AECI Ltd. | 27,750 | 166,446 | ||||
African Rainbow Minerals Ltd. (b) | 19,779 | 178,573 | ||||
Afrimat Ltd. | 38,727 | 108,435 | ||||
Anglo American Platinum Ltd. | 13,402 | 502,207 | ||||
Anglo American PLC | 263,422 | 7,284,027 | ||||
Aspen Pharmacare Holdings Ltd. (b) | 73,292 | 668,441 | ||||
Astral Foods Ltd. | 3,513 | 25,546 | ||||
AVI Ltd. | 55,269 | 218,971 | ||||
Barloworld Ltd. | 32,805 | 151,214 | ||||
Bid Corp. Ltd. (b) | 67,775 | 1,519,050 | ||||
Bidvest Group Ltd. (b) | 63,929 | 925,643 | ||||
Burstone Group Limited REIT | 58,715 | 23,375 | ||||
Capitec Bank Holdings Ltd. (b) | 17,290 | 1,575,175 | ||||
Clicks Group Ltd. | 54,168 | 743,684 | ||||
Coronation Fund Managers Ltd. | 44,887 | 73,813 | ||||
DataTec Ltd. | 63,502 | 121,177 | ||||
Dis-Chem Pharmacies Ltd. (d) | 55,496 | 69,873 | ||||
Discovery Ltd. (a) | 108,817 | 792,241 | ||||
DRDGOLD Ltd. | 44,155 | 36,703 | ||||
Equites Property Fund Ltd. REIT | 160,356 | 107,163 | ||||
Exxaro Resources Ltd. (b) | 45,971 | 420,633 | ||||
FirstRand Ltd. | 1,060,318 | 3,594,165 | ||||
Fortress Real Estate Investments Ltd. Class A, REIT (a) | 237,535 | 162,270 | ||||
Fortress Real Estate Investments Ltd. Class B, REIT (a) | 395,213 | 127,966 | ||||
Foschini Group Ltd. | 59,911 | 314,479 | ||||
Gold Fields Ltd. (b) | 189,546 | 2,065,654 | ||||
Grindrod Ltd. | 30,822 | 18,864 |
See accompanying notes to Schedule of
Investments.
132
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Growthpoint Properties Ltd. REIT | 731,511 | $409,644 | |||
Harmony Gold Mining Co. Ltd. | 102,551 | 386,593 | |||
Hosken Consolidated Investments Ltd. | 23,694 | 250,845 | |||
Hyprop Investments Ltd. REIT | 99,797 | 169,247 | |||
Impala Platinum Holdings Ltd. (b) | 166,166 | 871,958 | |||
Investec Ltd. | 43,726 | 252,802 | |||
JSE Ltd. | 20,858 | 102,168 | |||
KAP Ltd. (a) | 705,488 | 89,874 | |||
Kumba Iron Ore Ltd. | 12,546 | 302,865 | |||
Life Healthcare Group Holdings Ltd. | 263,521 | 283,392 | |||
Momentum Metropolitan Holdings | 228,762 | 239,941 | |||
Motus Holdings Ltd. | 47,936 | 239,230 | |||
Mr Price Group Ltd. | 48,289 | 356,155 | |||
MTN Group Ltd. | 342,677 | 2,052,671 | |||
MultiChoice Group (a) | 79,925 | 314,110 | |||
Naspers Ltd. Class N | 42,074 | 6,756,956 | |||
Nedbank Group Ltd. | 86,551 | 929,534 | |||
Netcare Ltd. | 364,842 | 261,440 | |||
Ninety One Ltd. | 38,097 | 78,947 | |||
Northam Platinum Holdings Ltd. | 70,793 | 431,460 | |||
Oceana Group Ltd. | 11,307 | 45,313 | |||
Old Mutual Ltd. (e) | 851,334 | 544,980 | |||
Old Mutual Ltd. (e) | 315,585 | 199,142 | |||
Omnia Holdings Ltd. | 27,807 | 83,158 | |||
OUTsurance Group Ltd. (b) | 238,793 | 541,991 | |||
Pepkor Holdings Ltd. (d) | 534,616 | 489,513 | |||
Pick n Pay Stores Ltd. (b) | 59,699 | 117,247 | |||
PSG Financial Services Ltd. | 277,652 | 193,066 | |||
Redefine Properties Ltd. REIT | 1,546,663 | 291,445 | |||
Remgro Ltd. | 116,452 | 917,923 | |||
Resilient REIT Ltd. (b) | 55,944 | 116,138 | |||
Reunert Ltd. | 47,667 | 152,215 | |||
Sanlam Ltd. | 358,987 | 1,251,350 | |||
Santam Ltd. | 7,575 | 121,405 | |||
Sappi Ltd. (b) | 130,549 | 305,178 | |||
Sasol Ltd. | 118,742 | 1,645,171 | |||
Scatec ASA (d) | 19,215 | 113,764 | |||
Shoprite Holdings Ltd. (b) | 100,750 | 1,282,625 | |||
Sibanye Stillwater Ltd. (b) | 627,797 | 974,049 | |||
SPAR Group Ltd. (b) | 38,271 | 236,215 | |||
Standard Bank Group Ltd. | 271,327 | 2,645,955 | |||
Super Group Ltd. | 99,955 | 175,510 | |||
Telkom SA SOC Ltd. (a)(b) | 39,144 | 48,287 | |||
Thungela Resources Ltd. | 37,800 | 348,417 | |||
Tiger Brands Ltd. | 36,103 | 294,065 | |||
Truworths International Ltd. (b) | 74,129 | 301,011 | |||
Vodacom Group Ltd. | 120,806 | 678,177 |
Security Description | Shares | Value | ||||
Vukile Property Fund Ltd. REIT | 94,716 | $65,861 | ||||
Wilson Bayly Holmes-Ovcon Ltd. (a) | 5,617 | 37,171 | ||||
Woolworths Holdings Ltd. | 181,118 | 652,103 | ||||
53,233,769 | ||||||
SOUTH KOREA — 3.5% | ||||||
ABLBio, Inc. (a) | 7,302 | 102,598 | ||||
Advanced Nano Products Co. Ltd. | 2,134 | 211,913 | ||||
Aekyung Chemical Co. Ltd. | 2,911 | 28,303 | ||||
AfreecaTV Co. Ltd. | 1,389 | 86,568 | ||||
Ahnlab, Inc. | 2,297 | 109,284 | ||||
Alteogen, Inc. (a) | 7,194 | 363,059 | ||||
Amorepacific Corp. | 5,499 | 497,168 | ||||
AMOREPACIFIC Group | 4,655 | 105,043 | ||||
Ananti, Inc. (a) | 6,092 | 33,273 | ||||
Asiana Airlines, Inc. (a) | 10,835 | 82,061 | ||||
BGF retail Co. Ltd. | 1,557 | 162,692 | ||||
BH Co. Ltd. | 3,403 | 52,581 | ||||
Bioneer Corp. (a) | 5,103 | 132,737 | ||||
BNK Financial Group, Inc. | 51,708 | 262,487 | ||||
Boryung | 3,324 | 24,879 | ||||
Bukwang Pharmaceutical Co. Ltd. (a) | 3,983 | 18,330 | ||||
CANARIABIO, Inc. (a) | 12,561 | 56,782 | ||||
Caregen Co. Ltd. | 6,390 | 182,788 | ||||
Cellivery Therapeutics, Inc. (a)(c) | 6,215 | 23,075 | ||||
Celltrion Healthcare Co. Ltd. | 21,206 | 990,053 | ||||
Celltrion Pharm, Inc. (a) | 2,933 | 145,194 | ||||
Celltrion, Inc. | 22,321 | 2,302,566 | ||||
Chabiotech Co. Ltd. (a) | 6,622 | 89,952 | ||||
Cheil Worldwide, Inc. | 15,138 | 224,927 | ||||
Chong Kun Dang Pharmaceutical Corp. | 2,168 | 150,703 | ||||
Chunbo Co. Ltd. | 931 | 90,313 | ||||
CJ CGV Co. Ltd. (a) | 23,500 | 99,266 | ||||
CJ CheilJedang Corp. | 1,508 | 343,083 | ||||
CJ Corp. | 3,512 | 233,717 | ||||
CJ ENM Co. Ltd. (a) | 1,582 | 66,825 | ||||
CJ Logistics Corp. | 1,096 | 65,627 | ||||
Classys, Inc. | 7,582 | 212,671 | ||||
Com2uSCorp | 2,104 | 69,697 | ||||
Cosmax, Inc. (a) | 3,323 | 316,934 | ||||
CosmoAM&T Co. Ltd. (a) | 4,564 | 505,307 | ||||
Cosmochemical Co. Ltd. (a) | 4,568 | 130,161 | ||||
Coway Co. Ltd. | 14,121 | 432,190 | ||||
Creative & Innovative System (a) | 9,226 | 68,371 | ||||
CS Wind Corp. | 5,047 | 203,840 | ||||
Cuckoo Homesys Co. Ltd. | 1,764 | 27,191 | ||||
Curexo, Inc. (a) | 8,350 | 106,866 | ||||
Daeduck Electronics Co. Ltd. | 8,563 | 166,260 | ||||
Daejoo Electronic Materials Co. Ltd. | 1,712 | 106,191 |
See accompanying notes to Schedule of
Investments.
133
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Daesang Corp. | 4,987 | $69,073 | |||
Daewoo Engineering & Construction Co. Ltd. (a) | 52,482 | 163,544 | |||
Daewoong Co. Ltd. | 2,154 | 24,966 | |||
Daewoong Pharmaceutical Co. Ltd. | 1,213 | 101,398 | |||
Daishin Securities Co. Ltd. | 3,580 | 38,628 | |||
Danal Co. Ltd. (a) | 15,211 | 37,368 | |||
Daou Data Corp. | 2,499 | 23,686 | |||
Daou Technology, Inc. | 6,450 | 83,409 | |||
Dawonsys Co. Ltd. (a) | 3,177 | 39,342 | |||
DB HiTek Co. Ltd. | 7,593 | 274,595 | |||
DB Insurance Co. Ltd. | 11,291 | 748,048 | |||
Dear U Co. Ltd. (a)(b) | 7,301 | 232,924 | |||
Delivery Hero SE (a)(d) | 35,303 | 1,015,535 | |||
Dentium Co. Ltd. | 2,224 | 176,186 | |||
Devsisters Co. Ltd. (a) | 551 | 18,375 | |||
DGB Financial Group, Inc. | 26,545 | 154,816 | |||
DI Dong Il Corp. | 3,128 | 63,979 | |||
DL E&C Co. Ltd. | 4,830 | 111,497 | |||
DL Holdings Co. Ltd. | 2,132 | 67,148 | |||
DN Automotive Corp. | 454 | 26,916 | |||
Dong-A Socio Holdings Co. Ltd. | 363 | 27,089 | |||
Dong-A ST Co. Ltd. | 552 | 24,544 | |||
Dongjin Semichem Co. Ltd. | 5,592 | 139,241 | |||
DongKook Pharmaceutical Co. Ltd. | 4,240 | 46,818 | |||
Dongkuk CM Co. Ltd. (a) | 4,631 | 25,911 | |||
Dongkuk Steel Mill Co. Ltd. (a) | 7,685 | 63,387 | |||
Dongsuh Cos., Inc. | 7,745 | 96,540 | |||
Dongwha Enterprise Co. Ltd. (a)(b) | 681 | 28,413 | |||
Doosan Bobcat, Inc. | 11,020 | 416,496 | |||
Doosan Co. Ltd. | 2,242 | 188,246 | |||
Doosan Enerbility Co. Ltd. (a) | 88,571 | 1,078,421 | |||
Doosan Fuel Cell Co. Ltd. (a) | 7,357 | 109,859 | |||
Doosan Tesna, Inc. | 3,718 | 121,509 | |||
DoubleUGames Co. Ltd. | 843 | 24,989 | |||
Douzone Bizon Co. Ltd. | 2,524 | 54,243 | |||
Dreamtech Co. Ltd. | 11,158 | 116,426 | |||
Duk San Neolux Co. Ltd. (a) | 1,243 | 39,379 | |||
Echo Marketing, Inc. | 1,570 | 12,600 | |||
Ecopro BM Co. Ltd. | 9,945 | 1,864,595 | |||
Ecopro Co. Ltd. (b) | 4,391 | 2,931,889 | |||
Ecopro HN Co. Ltd. (b) | 2,376 | 125,368 | |||
E-MART, Inc. | 3,457 | 180,356 | |||
EMRO, Inc. (a) | 2,432 | 120,573 | |||
EM-Tech Co. Ltd. | 4,136 | 153,100 | |||
Enchem Co. Ltd. (a) | 1,234 | 52,217 | |||
Enplus Co. Ltd. (a) | 11,410 | 51,410 | |||
Eo Technics Co. Ltd. | 1,483 | 153,971 | |||
Eoflow Co. Ltd. (a) | 4,815 | 87,422 | |||
ESR Kendall Square REIT Co. Ltd. | 16,720 | 46,899 | |||
Eugene Technology Co. Ltd. | 1,603 | 45,795 |
Security Description | Shares | Value | |||
F&F Co. Ltd. | 2,987 | $250,134 | |||
Fila Holdings Corp. | 9,123 | 244,064 | |||
Foosung Co. Ltd. (b) | 13,563 | 102,823 | |||
GC Cell Corp. | 1,225 | 30,321 | |||
GemVax & Kael Co. Ltd. (a) | 3,211 | 28,983 | |||
GeneOne Life Science, Inc. (a) | 11,851 | 31,046 | |||
Genexine, Inc. (a) | 4,490 | 29,414 | |||
Geolit Energy Co. Ltd. (a) | 5,560 | 42,398 | |||
Giantstep, Inc. (a) | 511 | 4,143 | |||
GOLFZON Co. Ltd. | 868 | 60,465 | |||
Grand Korea Leisure Co. Ltd. (a) | 3,328 | 40,102 | |||
Green Cross Corp. | 671 | 54,052 | |||
Green Cross Holdings Corp. | 5,248 | 54,215 | |||
GS Engineering & Construction Corp. | 13,657 | 141,995 | |||
GS Holdings Corp. | 9,827 | 290,572 | |||
GS Retail Co. Ltd. | 6,723 | 117,829 | |||
HAESUNG DS Co. Ltd. | 2,588 | 107,785 | |||
Han Kuk Carbon Co. Ltd. | 18,930 | 176,057 | |||
Hana Financial Group, Inc. | 62,742 | 1,973,765 | |||
Hana Materials, Inc. | 2,047 | 75,393 | |||
Hana Micron, Inc. | 5,811 | 108,090 | |||
Hana Technology Co. Ltd. (a) | 1,848 | 152,014 | |||
Hana Tour Service, Inc. (a) | 1,100 | 37,946 | |||
Hanall Biopharma Co. Ltd. (a) | 12,699 | 307,264 | |||
Handsome Co. Ltd. | 1,555 | 21,457 | |||
Hanil Cement Co. Ltd. | 5,238 | 46,620 | |||
Hankook & Co. Co. Ltd. | 2,676 | 21,973 | |||
Hankook Tire & Technology Co. Ltd. | 18,375 | 539,240 | |||
Hanmi Pharm Co. Ltd. | 1,512 | 335,029 | |||
Hanmi Science Co. Ltd. | 6,614 | 161,502 | |||
Hanmi Semiconductor Co. Ltd. | 8,935 | 348,951 | |||
Hanon Systems | 32,462 | 226,613 | |||
Hansae Co. Ltd. | 2,164 | 31,592 | |||
Hansol Chemical Co. Ltd. | 1,576 | 195,978 | |||
Hanssem Co. Ltd. | 2,499 | 104,264 | |||
Hanwha Aerospace Co. Ltd. | 10,677 | 827,638 | |||
Hanwha Corp. | 6,452 | 114,514 | |||
Hanwha Galleria Corp. (a) | 21,189 | 17,838 | |||
Hanwha Investment & Securities Co. Ltd. (a) | 13,008 | 23,039 | |||
Hanwha Life Insurance Co. Ltd. (a) | 83,342 | 176,331 | |||
Hanwha Ocean Co. Ltd. (a)(b) | 11,161 | 255,990 | |||
Hanwha Solutions Corp. (a) | 20,573 | 453,570 | |||
Hanwha Systems Co. Ltd. | 37,056 | 336,948 | |||
Harim Holdings Co. Ltd. | 12,382 | 64,599 | |||
HD Hyundai Co. Ltd. | 8,826 | 433,647 | |||
HD Hyundai Construction Equipment Co. Ltd. | 2,085 | 112,795 | |||
HD Hyundai Electric Co. Ltd. | 3,621 | 178,715 |
See accompanying notes to Schedule of
Investments.
134
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
HD Hyundai Energy Solutions Co. Ltd. | 1,044 | $20,502 | |||
HD Hyundai Heavy Industries Co. Ltd. (a) | 4,406 | 395,737 | |||
HD Hyundai Infracore Co. Ltd. | 22,092 | 173,540 | |||
HD Korea Shipbuilding & Offshore Engineering Co. Ltd. (a) | 8,613 | 708,495 | |||
HDC Hyundai Development Co-Engineering & Construction Class E | 6,351 | 48,101 | |||
Hite Jinro Co. Ltd. | 4,760 | 66,634 | |||
HK inno N Corp. | 3,166 | 98,776 | |||
HL Mando Co. Ltd. | 6,581 | 204,833 | |||
HLB Life Science Co. Ltd. (a) | 13,171 | 89,505 | |||
HLB, Inc. (a) | 24,261 | 539,373 | |||
HMM Co. Ltd. | 50,138 | 604,153 | |||
Hotel Shilla Co. Ltd. | 5,903 | 370,523 | |||
HPSP Co. Ltd. | 9,413 | 210,317 | |||
Hugel, Inc. (a) | 1,296 | 120,053 | |||
Humasis Co. Ltd. (a)(b) | 22,968 | 41,446 | |||
HYBE Co. Ltd. (a) | 3,943 | 695,445 | |||
Hydro Lithium, Inc. (a) | 2,878 | 28,345 | |||
Hyosung Advanced Materials Corp. Class C | 422 | 122,747 | |||
Hyosung Corp. | 858 | 39,358 | |||
Hyosung Heavy Industries Corp. (a) | 563 | 70,928 | |||
Hyosung TNC Corp. | 406 | 105,908 | |||
Hyundai Autoever Corp. | 998 | 138,007 | |||
Hyundai Bioscience Co. Ltd. (a) | 5,884 | 128,197 | |||
Hyundai Department Store Co. Ltd. | 2,120 | 99,920 | |||
Hyundai Elevator Co. Ltd. | 4,885 | 158,562 | |||
Hyundai Engineering & Construction Co. Ltd. | 17,107 | 459,559 | |||
Hyundai Glovis Co. Ltd. | 4,136 | 565,198 | |||
Hyundai Green Food (a) | 1,825 | 15,202 | |||
Hyundai Home Shopping Network Corp. | 629 | 19,484 | |||
Hyundai Marine & Fire Insurance Co. Ltd. | 11,464 | 275,683 | |||
Hyundai Mipo Dockyard Co. Ltd. (a) | 5,058 | 311,112 | |||
Hyundai Mobis Co. Ltd. | 12,464 | 2,221,426 | |||
Hyundai Motor Co. | 28,643 | 4,056,379 | |||
Hyundai Motor Co. Preference Shares (e) | 7,172 | 562,854 | |||
Hyundai Motor Co. Preference Shares (e) | 4,833 | 376,425 | |||
Hyundai Rotem Co. Ltd. (a) | 15,169 | 311,946 | |||
Hyundai Steel Co. | 18,969 | 534,882 | |||
Hyundai Wia Corp. | 3,319 | 156,677 | |||
Il Dong Pharmaceutical Co. Ltd. (a) | 2,600 | 40,462 | |||
Iljin Hysolus Co. Ltd. (a) | 3,038 | 50,881 |
Security Description | Shares | Value | |||
Industrial Bank of Korea | 55,414 | $460,346 | |||
Innocean Worldwide, Inc. | 814 | 26,542 | |||
Innox Advanced Materials Co. Ltd. | 3,006 | 71,062 | |||
Intellian Technologies, Inc. | 1,883 | 114,565 | |||
INTOPS Co. Ltd. | 1,469 | 29,937 | |||
IS Dongseo Co. Ltd. (a) | 3,285 | 69,868 | |||
ISC Co. Ltd. | 5,870 | 342,786 | |||
i-SENS, Inc. | 6,226 | 124,345 | |||
ISU Chemical Co. Ltd. | 2,929 | 33,427 | |||
ISU Specialty Chemical (a) | 1,405 | 217,091 | |||
IsuPetasys Co. Ltd. | 12,315 | 254,623 | |||
ITM Semiconductor Co. Ltd. (a) | 206 | 3,320 | |||
Jahwa Electronics Co. Ltd. (a) | 2,798 | 50,801 | |||
JB Financial Group Co. Ltd. | 28,335 | 209,142 | |||
Jeio Co. Ltd. (a) | 1,882 | 34,867 | |||
Jeisys Medical, Inc. (a) | 16,731 | 149,158 | |||
Jeju Air Co. Ltd. (a) | 3,342 | 27,590 | |||
Jin Air Co. Ltd. (a) | 2,445 | 21,834 | |||
JR Global Reit | 58,381 | 176,086 | |||
Jusung Engineering Co. Ltd. | 10,171 | 202,757 | |||
JW Pharmaceutical Corp. | 1,577 | 44,760 | |||
JYP Entertainment Corp. | 7,133 | 593,624 | |||
K Car Co. Ltd. | 2,518 | 20,172 | |||
Kakao Corp. | 63,446 | 2,066,438 | |||
Kakao Games Corp. (a) | 5,672 | 106,975 | |||
KakaoBank Corp. | 33,078 | 572,381 | |||
Kakaopay Corp. (a) | 4,976 | 150,268 | |||
Kangwon Energy Co. Ltd. (a) | 2,866 | 40,991 | |||
Kangwon Land, Inc. | 16,728 | 187,189 | |||
KB Financial Group, Inc. | 81,317 | 3,332,466 | |||
KCC Corp. | 1,069 | 195,278 | |||
KCC Glass Corp. | 1,162 | 35,263 | |||
KEPCO Engineering & Construction Co., Inc. | 2,045 | 97,446 | |||
KEPCO Plant Service & Engineering Co. Ltd. | 3,509 | 85,294 | |||
KG Chemical Corp. | 7,635 | 40,455 | |||
KG Dongbusteel | 4,738 | 27,738 | |||
Kia Corp. | 53,588 | 3,232,595 | |||
KIWOOM Securities Co. Ltd. | 4,384 | 306,692 | |||
KMW Co. Ltd. (a) | 4,866 | 46,338 | |||
Koh Young Technology, Inc. | 7,925 | 72,707 | |||
Kolmar BNH Co. Ltd. | 790 | 9,713 | |||
Kolmar Korea Co. Ltd. | 2,978 | 112,773 | |||
Kolon Industries, Inc. | 2,530 | 85,777 | |||
KoMiCo Ltd. | 1,382 | 49,877 | |||
Komipharm International Co. Ltd. (a) | 5,146 | 21,280 | |||
Korea Aerospace Industries Ltd. | 20,387 | 737,280 | |||
Korea Electric Power Corp. (a) | 51,414 | 686,587 | |||
Korea Electric Terminal Co. Ltd. | 599 | 22,639 |
See accompanying notes to Schedule of
Investments.
135
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Korea Gas Corp. (a) | 8,763 | $155,207 | |||
Korea Investment Holdings Co. Ltd. | 8,386 | 329,996 | |||
Korea Line Corp. (a) | 17,625 | 23,236 | |||
Korea Petrochemical Ind Co. Ltd. | 507 | 51,249 | |||
Korea Zinc Co. Ltd. | 1,735 | 650,593 | |||
Korean Air Lines Co. Ltd. | 46,136 | 743,633 | |||
Korean Reinsurance Co. | 28,528 | 174,204 | |||
Krafton, Inc. (a) | 5,915 | 660,144 | |||
KT Corp. | 12,940 | 317,890 | |||
KT&G Corp. | 20,767 | 1,328,140 | |||
Kum Yang Co. Ltd. (a) | 7,826 | 697,694 | |||
Kumho Petrochemical Co. Ltd. | 3,498 | 347,622 | |||
Kumho Tire Co., Inc. (a) | 10,539 | 35,966 | |||
Kyung Dong Navien Co. Ltd. | 1,463 | 47,162 | |||
L&C Bio Co. Ltd. | 4,321 | 107,913 | |||
L&F Co. Ltd. | 4,951 | 636,211 | |||
Lake Materials Co. Ltd. (a) | 7,818 | 81,401 | |||
LEENO Industrial, Inc. | 3,095 | 352,758 | |||
LegoChem Biosciences, Inc. (a) | 3,050 | 83,856 | |||
LG Chem Ltd. | 10,425 | 3,835,788 | |||
LG Chem Ltd. Preference Shares | 1,534 | 354,682 | |||
LG Corp. | 18,897 | 1,173,535 | |||
LG Display Co. Ltd. (a) | 47,510 | 461,580 | |||
LG Electronics, Inc. | 22,560 | 1,686,901 | |||
LG Energy Solution Ltd. (a) | 9,838 | 3,473,994 | |||
LG H&H Co. Ltd. | 2,348 | 776,925 | |||
LG Innotek Co. Ltd. | 2,814 | 509,873 | |||
LG Uplus Corp. | 38,245 | 293,625 | |||
LIG Nex1 Co. Ltd. | 4,497 | 292,935 | |||
Lotte Chemical Corp. | 4,266 | 433,429 | |||
Lotte Chilsung Beverage Co. Ltd. | 412 | 38,257 | |||
Lotte Energy Materials Corp. | 5,252 | 154,906 | |||
LOTTE Fine Chemical Co. Ltd. | 2,494 | 108,121 | |||
LOTTE Reit Co. Ltd. | 26,435 | 64,060 | |||
Lotte Rental Co. Ltd. | 2,023 | 40,328 | |||
Lotte Shopping Co. Ltd. | 2,741 | 145,236 | |||
Lotte Tour Development Co. Ltd. (a) | 20,178 | 209,047 | |||
Lotte Wellfood Co. Ltd. | 1,011 | 81,815 | |||
LS Corp. | 3,546 | 266,988 | |||
LS Electric Co. Ltd. | 3,457 | 239,280 | |||
Lunit, Inc. (a) | 1,217 | 161,888 | |||
LX Holdings Corp. | 5,008 | 27,835 | |||
LX International Corp. | 14,247 | 301,432 | |||
LX Semicon Co. Ltd. | 2,737 | 168,147 | |||
Mcnex Co. Ltd. | 1,909 | 37,207 | |||
MedPacto, Inc. (a) | 2,173 | 15,749 | |||
Medytox, Inc. | 1,333 | 249,431 | |||
MegaStudyEdu Co. Ltd. | 1,164 | 43,734 | |||
Meritz Financial Group, Inc. | 35,084 | 1,435,184 |
Security Description | Shares | Value | |||
Mezzion Pharma Co. Ltd. (a) | 6,067 | $187,037 | |||
Mirae Asset Securities Co. Ltd. | 47,797 | 228,465 | |||
MNTech Co. Ltd. (b) | 4,310 | 56,406 | |||
Myoung Shin Industrial Co. Ltd. (a) | 3,805 | 50,756 | |||
Namhae Chemical Corp. | 6,640 | 36,364 | |||
Naturecell Co. Ltd. (a) | 12,479 | 71,578 | |||
NAVER Corp. | 27,658 | 4,130,048 | |||
NCSoft Corp. | 3,175 | 523,520 | |||
Neowiz (a) | 1,925 | 36,449 | |||
NEPES Corp. (a) | 1,564 | 19,530 | |||
Netmarble Corp. (a)(d) | 3,351 | 104,548 | |||
Nexon Games Co. Ltd. (a) | 6,243 | 70,138 | |||
NEXTIN, Inc. | 1,384 | 64,205 | |||
NH Investment & Securities Co. Ltd. Class C | 30,485 | 230,885 | |||
NHN Corp. (a) | 3,708 | 62,514 | |||
NHN KCP Corp. | 2,299 | 13,936 | |||
NICE Holdings Co. Ltd. | 2,514 | 24,220 | |||
NICE Information Service Co. Ltd. | 10,100 | 73,950 | |||
NKMax Co. Ltd. (a) | 9,231 | 90,572 | |||
NongShim Co. Ltd. | 521 | 182,624 | |||
OCI Holdings Co. Ltd. (b) | 3,612 | 260,983 | |||
Orion Corp. | 4,950 | 470,642 | |||
Orion Holdings Corp. | 5,222 | 59,132 | |||
Oscotec, Inc. (a) | 5,686 | 123,041 | |||
Ottogi Corp. | 406 | 109,819 | |||
Pan Ocean Co. Ltd. | 41,685 | 153,222 | |||
Paradise Co. Ltd. (a) | 12,649 | 152,512 | |||
Park Systems Corp. | 970 | 117,386 | |||
Partron Co. Ltd. | 11,769 | 68,727 | |||
Pearl Abyss Corp. (a) | 6,377 | 220,222 | |||
People & Technology, Inc. | 3,700 | 168,905 | |||
PharmaResearch Co. Ltd. | 1,311 | 122,900 | |||
Pharmicell Co. Ltd. (a) | 11,563 | 61,868 | |||
PI Advanced Materials Co. Ltd. | 1,584 | 31,929 | |||
Poongsan Corp. | 1,946 | 48,744 | |||
Posco DX Co. Ltd. | 10,654 | 427,929 | |||
POSCO Future M Co. Ltd. | 6,512 | 1,734,893 | |||
POSCO Holdings, Inc. | 14,891 | 5,903,872 | |||
Posco International Corp. | 10,734 | 567,962 | |||
Posco M-Tech Co. Ltd. (b) | 4,127 | 88,846 | |||
PSK, Inc. | 2,330 | 33,273 | |||
Rainbow Robotics (a) | 3,635 | 454,173 | |||
RFHIC Corp. | 1,320 | 14,898 | |||
S&S Tech Corp. | 2,995 | 97,769 | |||
S-1 Corp. | 3,092 | 129,693 | |||
Sam Chun Dang Pharm Co. Ltd. (a) | 2,749 | 156,457 | |||
Sam-A Aluminum Co. Ltd. | 1,022 | 77,252 | |||
Sambu Engineering & Construction Co. Ltd. (a) | 57,442 | 134,517 | |||
Samchully Co. Ltd. | 340 | 24,692 |
See accompanying notes to Schedule of
Investments.
136
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Samsung Biologics Co. Ltd. (a)(d) | 3,619 | $1,826,396 | |||
Samsung C&T Corp. | 16,712 | 1,332,601 | |||
Samsung Electro-Mechanics Co. Ltd. | 12,818 | 1,305,168 | |||
Samsung Electronics Co. Ltd. | 999,889 | 50,683,569 | |||
Samsung Electronics Co. Ltd. Preference Shares | 170,428 | 6,883,301 | |||
Samsung Engineering Co. Ltd. (a) | 31,267 | 700,924 | |||
Samsung Fire & Marine Insurance Co. Ltd. | 6,263 | 1,209,064 | |||
Samsung Heavy Industries Co. Ltd. (a) | 146,532 | 851,349 | |||
Samsung Life Insurance Co. Ltd. | 15,990 | 833,035 | |||
Samsung SDI Co. Ltd. | 11,437 | 4,339,517 | |||
Samsung SDS Co. Ltd. | 7,669 | 768,378 | |||
Samsung Securities Co. Ltd. | 12,058 | 328,392 | |||
Samyang Foods Co. Ltd. | 591 | 88,470 | |||
Samyang Holdings Corp. | 808 | 41,795 | |||
Sang-A Frontec Co. Ltd. | 993 | 14,902 | |||
SD Biosensor, Inc. | 6,738 | 56,774 | |||
SeAH Besteel Holdings Corp. | 1,754 | 31,976 | |||
SeAH Steel Holdings Corp. | 1,440 | 232,637 | |||
Sebang Co. Ltd. | 3,580 | 29,263 | |||
Sebang Global Battery Co. Ltd. | 1,623 | 71,083 | |||
Seegene, Inc. | 5,723 | 90,548 | |||
Seojin System Co. Ltd. (a) | 5,942 | 69,002 | |||
Seoul Semiconductor Co. Ltd. | 9,084 | 70,887 | |||
SFA Engineering Corp. | 4,891 | 114,899 | |||
SFA Semicon Co. Ltd. (a) | 9,437 | 35,317 | |||
SGC Energy Co. Ltd. | 2,706 | 51,537 | |||
Shin Poong Pharmaceutical Co. Ltd. (a) | 5,405 | 61,684 | |||
Shinhan Financial Group Co. Ltd. | 93,800 | 2,474,641 | |||
Shinsegae International, Inc. | 1,130 | 15,685 | |||
Shinsegae, Inc. | 1,389 | 195,679 | |||
SillaJen, Inc. (a) | 27,565 | 100,912 | |||
SIMMTECH Co. Ltd. | 6,354 | 180,581 | |||
SK Biopharmaceuticals Co. Ltd. (a) | 5,956 | 380,471 | |||
SK Bioscience Co. Ltd. (a) | 5,336 | 267,709 | |||
SK Chemicals Co. Ltd. | 1,680 | 78,559 | |||
SK Discovery Co. Ltd. | 2,244 | 67,932 | |||
SK Hynix, Inc. | 115,346 | 9,804,495 | |||
SK IE Technology Co. Ltd. (a)(d) | 4,692 | 257,305 | |||
SK Innovation Co. Ltd. (a) | 12,625 | 1,392,174 | |||
SK Networks Co. Ltd. | 38,191 | 172,643 | |||
SK oceanplant Co. Ltd. (a) | 5,577 | 75,964 | |||
SK REITs Co. Ltd. | 35,804 | 111,440 | |||
SK Square Co. Ltd. (a) | 19,754 | 621,430 | |||
SK, Inc. | 8,025 | 869,464 |
Security Description | Shares | Value | ||||
SKC Co. Ltd. | 3,596 | $202,265 | ||||
SL Corp. | 1,756 | 42,423 | ||||
SM Entertainment Co. Ltd. | 2,962 | 281,625 | ||||
SNT Motiv Co. Ltd. | 938 | 30,307 | ||||
S-Oil Corp. | 8,983 | 527,237 | ||||
SOLUM Co. Ltd. (a) | 10,424 | 237,927 | ||||
Solus Advanced Materials Co. Ltd. | 2,888 | 62,387 | ||||
Soulbrain Co. Ltd. | 779 | 132,489 | ||||
SPG Co. Ltd. | 2,642 | 79,883 | ||||
ST Pharm Co. Ltd. | 2,098 | 118,784 | ||||
STCUBE (a) | 6,274 | 55,980 | ||||
Studio Dragon Corp. (a) | 2,238 | 85,414 | ||||
Sungeel Hitech Co. Ltd. (a) | 859 | 71,170 | ||||
Sungwoo Hitech Co. Ltd. | 9,530 | 64,903 | ||||
Taihan Electric Wire Co. Ltd. (a) | 11,787 | 105,955 | ||||
TCC Steel | 3,089 | 113,657 | ||||
TKG Huchems Co. Ltd. | 1,984 | 31,023 | ||||
Tokai Carbon Korea Co. Ltd. | 499 | 35,019 | ||||
TY Holdings Co. Ltd. | 1,741 | 7,896 | ||||
Unid Co. Ltd. | 888 | 40,537 | ||||
Value Added Technology Co. Ltd. | 3,331 | 79,116 | ||||
Vaxcell-Bio Therapeutics Co. Ltd. (a)(b) | 1,845 | 37,737 | ||||
Voronoi, Inc. (a) | 3,210 | 127,030 | ||||
Webzen, Inc. | 4,173 | 41,316 | ||||
Wemade Co. Ltd. | 3,116 | 85,209 | ||||
Won Tech Co. Ltd. (a) | 14,625 | 124,639 | ||||
WONIK IPS Co. Ltd. | 5,486 | 130,096 | ||||
Wonik QnC Corp. | 1,915 | 39,381 | ||||
Woori Financial Group, Inc. | 132,876 | 1,207,247 | ||||
W-Scope Chungju Plant Co. Ltd. (a) | 4,231 | 163,044 | ||||
Wysiwyg Studios Co. Ltd. (a) | 12,676 | 24,283 | ||||
YG Entertainment, Inc. | 2,609 | 121,421 | ||||
Youlchon Chemical Co. Ltd. | 2,226 | 45,777 | ||||
Young Poong Paper Manufacturing Co. Ltd. | 4,427 | 156,654 | ||||
Youngone Corp. | 4,506 | 161,453 | ||||
Youngone Holdings Co. Ltd. | 1,025 | 61,148 | ||||
Yuanta Securities Korea Co. Ltd. | 18,956 | 35,260 | ||||
Yuhan Corp. | 14,242 | 800,017 | ||||
Yungjin Pharmaceutical Co. Ltd. (a) | 22,295 | 38,001 | ||||
Yunsung F&C Co. Ltd. | 554 | 70,040 | ||||
Zinus, Inc. | 1,930 | 31,752 | ||||
199,188,940 | ||||||
SPAIN — 1.6% | ||||||
Acciona SA | 5,526 | 706,174 | ||||
Acerinox SA | 44,014 | 427,041 | ||||
ACS Actividades de Construccion y Servicios SA | 47,461 | 1,711,995 |
See accompanying notes to Schedule of
Investments.
137
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Aena SME SA (d) | 15,587 | $2,353,290 | |||
Almirall SA (b) | 17,407 | 177,293 | |||
Amadeus IT Group SA | 93,457 | 5,667,719 | |||
AmRest Holdings SE (a) | 15,970 | 92,197 | |||
Applus Services SA | 23,743 | 248,865 | |||
Atresmedia Corp. de Medios de Comunicacion SA | 10,812 | 41,897 | |||
Banco Bilbao Vizcaya Argentaria SA | 1,241,490 | 10,134,237 | |||
Banco de Sabadell SA | 1,179,269 | 1,374,030 | |||
Banco Santander SA | 3,363,507 | 12,885,888 | |||
Bankinter SA (b) | 149,492 | 956,612 | |||
Befesa SA (d) | 8,540 | 261,487 | |||
CaixaBank SA | 877,493 | 3,517,367 | |||
Cellnex Telecom SA (a)(d) | 117,460 | 4,100,175 | |||
Cia de Distribucion Integral Logista Holdings SA | 14,361 | 367,954 | |||
CIE Automotive SA | 7,659 | 207,914 | |||
Construcciones y Auxiliar de Ferrocarriles SA | 3,468 | 108,684 | |||
Corp. ACCIONA Energias Renovables SA (b) | 12,249 | 316,435 | |||
Distribuidora Internacional de Alimentacion SA (a) | 3,493,966 | 49,200 | |||
Ebro Foods SA (b) | 11,588 | 195,074 | |||
EDP Renovaveis SA | 63,843 | 1,048,717 | |||
eDreams ODIGEO SA (a) | 18,564 | 126,772 | |||
Enagas SA | 51,726 | 858,714 | |||
Ence Energia y Celulosa SA (b) | 35,434 | 119,075 | |||
Endesa SA | 66,011 | 1,347,113 | |||
Faes Farma SA | 63,508 | 215,165 | |||
Fluidra SA (b) | 20,810 | 426,771 | |||
Gestamp Automocion SA (d) | 33,976 | 142,090 | |||
Global Dominion Access SA (d) | 10,388 | 36,844 | |||
Grenergy Renovables SA (a)(b) | 1,485 | 32,514 | |||
Grifols SA (a) | 60,277 | 784,646 | |||
Iberdrola SA | 1,265,297 | 14,193,414 | |||
Indra Sistemas SA | 38,675 | 560,976 | |||
Industria de Diseno Textil SA | 225,772 | 8,435,584 | |||
Inmobiliaria Colonial Socimi SA REIT | 60,223 | 343,035 | |||
Laboratorios Farmaceuticos Rovi SA | 4,490 | 244,107 | |||
Lar Espana Real Estate Socimi SA REIT | 11,653 | 68,350 | |||
Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | 102,412 | 94,875 | |||
Mapfre SA | 169,029 | 345,392 | |||
Melia Hotels International SA (a)(b) | 19,010 | 115,830 | |||
Merlin Properties Socimi SA REIT | 70,254 | 593,936 | |||
Naturgy Energy Group SA (b) | 42,917 | 1,170,493 |
Security Description | Shares | Value | ||||
Neinor Homes SA (a)(d) | 7,187 | $71,755 | ||||
Opdenergy Holdings SA (a)(b) | 9,230 | 55,995 | ||||
Pharma Mar SA | 2,303 | 78,318 | ||||
Prosegur Cash SA (d) | 40,918 | 25,517 | ||||
Prosegur Compania de Seguridad SA | 36,398 | 58,806 | ||||
Redeia Corp. SA | 82,345 | 1,298,587 | ||||
Repsol SA | 271,479 | 4,475,260 | ||||
Sacyr SA | 70,528 | 207,736 | ||||
Solaria Energia y Medio Ambiente SA (a)(b) | 16,480 | 255,616 | ||||
Soltec Power Holdings SA (a)(b) | 9,892 | 32,467 | ||||
Talgo SA (b)(d) | 13,385 | 49,812 | ||||
Tecnicas Reunidas SA (a) | 12,804 | 125,260 | ||||
Telefonica SA | 1,075,592 | 4,404,813 | ||||
Unicaja Banco SA (b)(d) | 398,000 | 429,389 | ||||
Vidrala SA | 3,750 | 326,360 | ||||
Viscofan SA (b) | 9,803 | 599,902 | ||||
89,701,534 | ||||||
SWEDEN — 2.0% | ||||||
AAK AB | 44,512 | 807,134 | ||||
AcadeMedia AB (d) | 15,147 | 65,193 | ||||
AddLife AB Class B | 19,565 | 116,606 | ||||
AddTech AB Class B | 63,101 | 1,017,589 | ||||
AFRY AB | 18,947 | 223,928 | ||||
Alfa Laval AB | 63,909 | 2,210,655 | ||||
Alimak Group AB (d) | 12,150 | 74,482 | ||||
Alleima AB | 36,821 | 194,405 | ||||
Arjo AB Class B | 74,541 | 290,364 | ||||
Assa Abloy AB Class B | 211,616 | 4,639,728 | ||||
Atea ASA (a) | 13,837 | 173,729 | ||||
Atlas Copco AB Class A | 569,812 | 7,723,055 | ||||
Atlas Copco AB Class B | 324,393 | 3,827,910 | ||||
Atrium Ljungberg AB Class B | 8,905 | 145,982 | ||||
Attendo AB (a)(d) | 18,258 | 47,728 | ||||
Avanza Bank Holding AB (b) | 25,087 | 437,352 | ||||
Axfood AB | 22,180 | 511,209 | ||||
Beijer Ref AB (b) | 78,011 | 829,354 | ||||
Betsson AB Class B (a) | 26,995 | 298,669 | ||||
Bilia AB Class A | 14,418 | 141,337 | ||||
Billerud Aktiebolag | 46,642 | 435,114 | ||||
BioArctic AB (a)(d) | 7,654 | 199,378 | ||||
BioGaia AB Class B | 31,050 | 287,802 | ||||
Biotage AB | 25,774 | 254,794 | ||||
Boliden AB | 56,843 | 1,645,246 | ||||
BoneSupport Holding AB (a)(d) | 40,703 | 476,933 | ||||
Boozt AB (a)(b)(d) | 10,974 | 91,314 | ||||
Bravida Holding AB (d) | 41,659 | 309,062 | ||||
Bufab AB | 6,983 | 177,271 | ||||
Bure Equity AB | 11,557 | 231,902 | ||||
Calliditas Therapeutics AB Class B (a)(b) | 5,556 | 49,862 | ||||
Camurus AB (a) | 6,510 | 186,236 |
See accompanying notes to Schedule of
Investments.
138
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Castellum AB | 81,901 | $839,425 | |||
Catena AB | 6,047 | 211,508 | |||
Cellavision AB | 1,868 | 26,410 | |||
Cibus Nordic Real Estate AB | 9,643 | 96,126 | |||
Clas Ohlson AB Class B | 7,371 | 79,448 | |||
Cloetta AB Class B | 28,896 | 48,567 | |||
Coor Service Management Holding AB (d) | 14,679 | 59,990 | |||
Corem Property Group AB Class B (b) | 130,068 | 72,491 | |||
Creades AB Class A | 14,930 | 85,546 | |||
Dios Fastigheter AB | 40,777 | 234,021 | |||
Dometic Group AB (d) | 62,228 | 396,708 | |||
Electrolux AB Class B (a) | 43,281 | 450,371 | |||
Electrolux Professional AB Class B | 48,576 | 252,399 | |||
Elekta AB Class B | 74,156 | 507,970 | |||
Embracer Group AB (a)(b) | 156,185 | 314,981 | |||
Engcon AB (b) | 40,688 | 278,452 | |||
Epiroc AB Class A | 141,727 | 2,713,427 | |||
Epiroc AB Class B | 89,219 | 1,438,778 | |||
EQT AB | 72,750 | 1,452,429 | |||
Essity AB Class B | 130,511 | 2,833,853 | |||
Evolution AB (d) | 38,820 | 3,953,393 | |||
Fabege AB (b) | 53,473 | 429,784 | |||
Fastighets AB Balder Class B (a)(b) | 129,079 | 585,740 | |||
Fortnox AB | 109,565 | 588,962 | |||
Getinge AB Class B | 46,014 | 816,157 | |||
Granges AB | 22,094 | 209,466 | |||
H & M Hennes & Mauritz AB Class B (b) | 148,300 | 2,122,082 | |||
Hemnet Group AB | 31,894 | 566,296 | |||
Hexagon AB Class B | 440,666 | 3,787,614 | |||
Hexatronic Group AB (b) | 27,906 | 114,304 | |||
Hexpol AB | 53,293 | 476,557 | |||
HMS Networks AB | 6,563 | 241,638 | |||
Holmen AB Class B | 19,373 | 759,285 | |||
Hufvudstaden AB Class A | 20,682 | 230,346 | |||
Husqvarna AB Class B (b) | 84,931 | 654,638 | |||
Industrivarden AB Class A | 26,414 | 702,156 | |||
Industrivarden AB Class C (b) | 31,586 | 839,060 | |||
Indutrade AB | 56,787 | 1,059,510 | |||
Instalco AB | 32,669 | 97,729 | |||
Intrum AB (b) | 19,978 | 117,689 | |||
Investment AB Latour Class B | 29,918 | 530,798 | |||
Investment AB Oresund | 3,443 | 30,297 | |||
Investor AB Class B | 367,603 | 7,098,830 | |||
INVISIO AB | 6,465 | 117,706 | |||
Inwido AB | 14,516 | 146,975 | |||
JM AB (b) | 12,817 | 174,956 | |||
Kinnevik AB Class B (a) | 48,591 | 488,406 | |||
KNOW IT AB | 4,570 | 53,338 | |||
L E Lundbergforetagen AB Class B | 18,666 | 785,181 | |||
Lifco AB Class B | 48,201 | 851,621 |
Security Description | Shares | Value | |||
Lindab International AB | 17,669 | $260,216 | |||
Loomis AB | 15,205 | 412,308 | |||
Medicover AB Class B | 12,004 | 158,776 | |||
MEKO AB | 8,779 | 76,726 | |||
MIPS AB | 4,971 | 169,662 | |||
Modern Times Group MTG AB Class B (a) | 15,662 | 106,535 | |||
Munters Group AB (d) | 26,942 | 348,424 | |||
Mycronic AB (b) | 14,704 | 305,877 | |||
NCC AB Class B (b) | 16,244 | 177,030 | |||
New Wave Group AB Class B | 35,695 | 250,228 | |||
Nibe Industrier AB Class B | 314,961 | 2,081,534 | |||
Nolato AB Class B | 33,273 | 137,267 | |||
Nordnet AB publ | 28,576 | 379,814 | |||
Norion Bank AB (a) | 28,130 | 91,271 | |||
Note AB (a) | 2,802 | 40,647 | |||
NP3 Fastigheter AB | 5,090 | 74,119 | |||
Nyfosa AB (b) | 32,732 | 177,155 | |||
OX2 AB (a)(b) | 55,930 | 267,701 | |||
Pandox AB | 24,135 | 258,362 | |||
Paradox Interactive AB | 7,501 | 158,523 | |||
Peab AB Class B | 29,673 | 122,852 | |||
Platzer Fastigheter Holding AB Class B | 9,670 | 59,813 | |||
PowerCell Sweden AB (a)(b) | 9,282 | 45,777 | |||
Ratos AB Class B | 39,105 | 117,414 | |||
Resurs Holding AB (d) | 16,411 | 35,589 | |||
Rvrc Holding AB | 20,248 | 71,903 | |||
Saab AB Class B | 16,642 | 852,917 | |||
Sagax AB Class B | 47,064 | 903,228 | |||
Samhallsbyggnadsbolaget i Norden AB (b) | 170,381 | 62,700 | |||
Samhallsbyggnadsbolaget i Norden AB Class D | 28,729 | 11,392 | |||
Sandvik AB | 221,591 | 4,111,922 | |||
Scandic Hotels Group AB (a)(d) | 24,676 | 84,402 | |||
Sdiptech AB Class B (a) | 4,839 | 98,613 | |||
Sectra AB Class B (a) | 27,773 | 330,795 | |||
Securitas AB Class B | 99,379 | 792,712 | |||
Skandinaviska Enskilda Banken AB Class A | 330,575 | 3,975,408 | |||
Skanska AB Class B | 70,709 | 1,171,519 | |||
SKF AB Class B | 71,915 | 1,205,732 | |||
SkiStar AB | 6,323 | 65,068 | |||
SSAB AB Class A | 51,377 | 291,780 | |||
SSAB AB Class B | 158,764 | 878,271 | |||
Stillfront Group AB (a) | 109,706 | 161,517 | |||
Storskogen Group AB Class B | 248,688 | 181,797 | |||
Surgical Science Sweden AB (a) | 5,185 | 71,732 | |||
Svenska Cellulosa AB SCA Class B | 123,945 | 1,710,715 | |||
Svenska Handelsbanken AB Class A | 303,133 | 2,722,120 | |||
Svolder AB Class B | 24,332 | 113,998 |
See accompanying notes to Schedule of
Investments.
139
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Sweco AB Class B | 43,829 | $412,301 | ||||
Swedbank AB Class A | 178,237 | 3,302,508 | ||||
SwedenCare AB (b) | 13,025 | 48,987 | ||||
Swedish Orphan Biovitrum AB (a) | 49,333 | 1,014,432 | ||||
Synsam AB | 7,200 | 24,057 | ||||
Tele2 AB Class B | 114,144 | 879,178 | ||||
Telefonaktiebolaget LM Ericsson Class B (b) | 625,712 | 3,071,484 | ||||
Telia Co. AB (b) | 523,186 | 1,086,901 | ||||
Thule Group AB (b)(d) | 21,956 | 579,810 | ||||
Trelleborg AB Class B | 48,108 | 1,205,335 | ||||
Troax Group AB | 8,337 | 118,944 | ||||
Truecaller AB Class B (a)(b) | 83,057 | 291,428 | ||||
Vestum AB (a) | 24,617 | 10,196 | ||||
Viaplay Group AB (a)(b) | 12,682 | 40,950 | ||||
Vimian Group AB (a)(b) | 58,507 | 128,386 | ||||
Vitec Software Group AB Class B | 11,478 | 542,511 | ||||
Vitrolife AB | 14,697 | 198,860 | ||||
Volvo AB Class A | 40,633 | 850,495 | ||||
Volvo AB Class B | 320,849 | 6,662,574 | ||||
Volvo Car AB Class B | 121,906 | 498,656 | ||||
Wallenstam AB Class B (b) | 67,760 | 228,399 | ||||
Wihlborgs Fastigheter AB | 56,602 | 398,301 | ||||
XANO Industri AB Class B | 2,000 | 14,727 | ||||
Xvivo Perfusion AB (a) | 4,152 | 104,906 | ||||
117,042,924 | ||||||
SWITZERLAND — 3.7% | ||||||
ABB Ltd. | 332,462 | 11,920,369 | ||||
Accelleron Industries AG | 18,658 | 485,826 | ||||
Adecco Group AG | 32,733 | 1,351,113 | ||||
Alcon, Inc. | 104,726 | 8,121,188 | ||||
Allreal Holding AG | 3,149 | 502,573 | ||||
ALSO Holding AG | 1,176 | 296,314 | ||||
Arbonia AG | 9,785 | 89,742 | ||||
Aryzta AG (a) | 198,438 | 340,130 | ||||
Autoneum Holding AG (a) | 581 | 75,705 | ||||
Bachem Holding AG | 6,606 | 491,045 | ||||
Baloise Holding AG | 9,369 | 1,361,106 | ||||
Banque Cantonale Vaudoise (b) | 6,087 | 639,108 | ||||
Barry Callebaut AG | 807 | 1,286,189 | ||||
Basilea Pharmaceutica AG (a) | 2,131 | 95,508 | ||||
Belimo Holding AG | 2,334 | 1,111,890 | ||||
Bell Food Group AG | 471 | 140,559 | ||||
BKW AG | 4,709 | 831,333 | ||||
Bossard Holding AG Class A | 1,440 | 316,397 | ||||
Bucher Industries AG | 1,324 | 507,427 | ||||
Burckhardt Compression Holding AG | 655 | 357,644 | ||||
Burkhalter Holding AG | 1,578 | 151,280 | ||||
Bystronic AG (b) | 232 | 144,303 | ||||
Cembra Money Bank AG | 5,790 | 394,312 |
Security Description | Shares | Value | |||
Chocoladefabriken Lindt & Spruengli AG (e) | 205 | $2,283,505 | |||
Chocoladefabriken Lindt & Spruengli AG (e) | 23 | 2,524,268 | |||
Cie Financiere Richemont SA Class A | 108,486 | 13,282,064 | |||
Clariant AG | 44,139 | 699,623 | |||
Coltene Holding AG | 945 | 68,695 | |||
Comet Holding AG | 1,578 | 352,583 | |||
Daetwyler Holding AG Bearer Shares | 1,529 | 293,498 | |||
DKSH Holding AG | 7,021 | 476,228 | |||
DocMorris AG (a)(b) | 3,347 | 185,863 | |||
dormakaba Holding AG | 655 | 322,918 | |||
Dottikon Es Holding AG (a)(b) | 702 | 164,987 | |||
DSM-Firmenich AG | 38,180 | 3,239,101 | |||
Dufry AG (a) | 19,635 | 749,298 | |||
EFG International AG | 21,977 | 249,848 | |||
Emmi AG | 446 | 421,233 | |||
EMS-Chemie Holding AG | 1,408 | 958,881 | |||
Flughafen Zurich AG | 4,830 | 922,916 | |||
Forbo Holding AG | 192 | 234,648 | |||
Galenica AG (d) | 10,307 | 763,335 | |||
Geberit AG | 7,047 | 3,535,825 | |||
Georg Fischer AG | 16,779 | 947,350 | |||
Givaudan SA | 1,916 | 6,270,774 | |||
Gurit Holding AG Class BR (a)(b) | 850 | 86,319 | |||
Helvetia Holding AG | 7,540 | 1,058,303 | |||
Huber & Suhner AG | 3,513 | 254,220 | |||
Idorsia Ltd. (a)(b) | 23,820 | 67,440 | |||
Implenia AG | 1,966 | 64,581 | |||
Inficon Holding AG | 367 | 448,520 | |||
Interroll Holding AG | 140 | 384,128 | |||
Intershop Holding AG | 240 | 158,986 | |||
IWG PLC (a) | 185,466 | 320,314 | |||
Julius Baer Group Ltd. | 43,807 | 2,818,627 | |||
Kardex Holding AG | 1,265 | 277,255 | |||
Komax Holding AG | 788 | 181,753 | |||
Kuehne & Nagel International AG | 11,293 | 3,221,986 | |||
Landis+Gyr Group AG | 4,733 | 343,023 | |||
LEM Holding SA | 117 | 261,549 | |||
Leonteq AG | 1,998 | 83,650 | |||
Logitech International SA | 34,177 | 2,364,146 | |||
Lonza Group AG | 15,607 | 7,260,974 | |||
Medacta Group SA (d) | 1,306 | 165,320 | |||
Medartis Holding AG (a)(d) | 947 | 87,060 | |||
Medmix AG (d) | 7,663 | 194,758 | |||
Meier Tobler Group AG | 948 | 41,711 | |||
Metall Zug AG Class B | 59 | 92,228 | |||
Meyer Burger Technology AG (a)(b) | 641,354 | 260,103 | |||
Mobilezone Holding AG | 8,564 | 128,067 | |||
Mobimo Holding AG | 1,701 | 456,488 | |||
Novartis AG | 427,252 | 43,841,436 | |||
OC Oerlikon Corp. AG | 40,233 | 171,171 |
See accompanying notes to Schedule of
Investments.
140
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Orior AG | 1,109 | $88,376 | ||||
Partners Group Holding AG | 4,751 | 5,372,660 | ||||
PSP Swiss Property AG | 9,383 | 1,109,795 | ||||
Rieter Holding AG (b) | 687 | 63,984 | ||||
Schindler Holding AG (e) | 8,635 | 1,727,378 | ||||
Schindler Holding AG (e) | 5,172 | 999,573 | ||||
Schweiter Technologies AG | 187 | 119,584 | ||||
Sensirion Holding AG (a)(d) | 2,062 | 165,447 | ||||
SFS Group AG | 3,812 | 417,537 | ||||
SGS SA | 32,660 | 2,749,752 | ||||
Siegfried Holding AG | 813 | 697,200 | ||||
SIG Group AG | 64,415 | 1,594,180 | ||||
Sika AG | 30,682 | 7,818,074 | ||||
SKAN Group AG | 3,808 | 323,855 | ||||
Sonova Holding AG | 11,054 | 2,630,581 | ||||
St Galler Kantonalbank AG Class A | 651 | 355,460 | ||||
Stadler Rail AG | 11,837 | 462,714 | ||||
Straumann Holding AG | 23,541 | 3,015,965 | ||||
Sulzer AG | 4,059 | 388,906 | ||||
Swatch Group AG (e) | 10,835 | 531,209 | ||||
Swatch Group AG Bearer Shares (e) | 6,419 | 1,651,763 | ||||
Swiss Life Holding AG | 6,502 | 4,062,684 | ||||
Swiss Prime Site AG | 17,413 | 1,597,968 | ||||
Swisscom AG | 5,383 | 3,202,261 | ||||
Swissquote Group Holding SA | 2,352 | 430,909 | ||||
Tecan Group AG | 2,555 | 863,583 | ||||
Temenos AG | 13,256 | 933,484 | ||||
TX Group AG | 797 | 80,589 | ||||
u-blox Holding AG | 1,683 | 143,316 | ||||
UBS Group AG | 693,998 | 17,213,396 | ||||
Valiant Holding AG | 3,826 | 396,904 | ||||
VAT Group AG (d) | 5,523 | 1,986,300 | ||||
Vetropack Holding AG | 2,150 | 95,067 | ||||
Vontobel Holding AG | 5,962 | 355,843 | ||||
V-ZUG Holding AG (a) | 233 | 16,097 | ||||
Ypsomed Holding AG | 928 | 273,389 | ||||
Zehnder Group AG | 1,784 | 104,918 | ||||
Zurich Insurance Group AG | 31,270 | 14,359,999 | ||||
213,453,318 | ||||||
TAIWAN — 4.3% | ||||||
Ability Opto-Electronics Technology Co. Ltd. | 39,000 | 175,787 | ||||
AcBel Polytech, Inc. | 176,775 | 239,311 | ||||
Accton Technology Corp. | 113,000 | 1,725,779 | ||||
Acer, Inc. | 577,000 | 648,847 | ||||
Acter Group Corp. Ltd. | 33,000 | 167,144 | ||||
Actron Technology Corp. | 15,148 | 78,367 | ||||
ADATA Technology Co. Ltd. | 46,672 | 122,172 | ||||
Adimmune Corp. (a) | 103,000 | 108,806 | ||||
Advanced Ceramic X Corp. | 15,000 | 97,117 | ||||
Advanced Energy Solution Holding Co. Ltd. | 4,000 | 79,181 |
Security Description | Shares | Value | |||
Advanced Wireless Semiconductor Co. (a) | 14,000 | $46,623 | |||
Advantech Co. Ltd. | 101,855 | 1,088,582 | |||
Alchip Technologies Ltd. | 15,000 | 1,249,981 | |||
Alexander Marine Co. Ltd. | 4,000 | 46,592 | |||
Allied Supreme Corp. | 6,000 | 54,460 | |||
Amazing Microelectronic Corp. | 10,403 | 34,644 | |||
Andes Technology Corp. | 6,000 | 73,605 | |||
AP Memory Technology Corp. | 19,000 | 225,430 | |||
Apex International Co. Ltd. | 25,000 | 43,602 | |||
Arcadyan Technology Corp. | 25,487 | 127,512 | |||
Ardentec Corp. | 109,000 | 211,041 | |||
ASE Technology Holding Co. Ltd. | 666,325 | 2,260,268 | |||
Asia Cement Corp. | 435,000 | 535,656 | |||
Asia Optical Co., Inc. | 27,000 | 52,694 | |||
Asia Pacific Telecom Co. Ltd. (a) | 482,000 | 95,562 | |||
Asia Polymer Corp. | 43,860 | 33,221 | |||
Asia Vital Components Co. Ltd. | 65,502 | 691,940 | |||
ASMedia Technology, Inc. | 5,000 | 178,901 | |||
ASPEED Technology, Inc. | 6,400 | 548,195 | |||
ASROCK, Inc. | 12,000 | 78,809 | |||
Asustek Computer, Inc. | 149,000 | 1,693,995 | |||
AUO Corp. | 1,339,800 | 680,681 | |||
AURAS Technology Co. Ltd. | 20,000 | 197,643 | |||
BES Engineering Corp. | 141,000 | 47,392 | |||
Bizlink Holding, Inc. | 22,780 | 190,536 | |||
Bora Pharmaceuticals Co. Ltd. | 9,092 | 180,823 | |||
Brighton-Best International Taiwan, Inc. | 68,000 | 70,990 | |||
Capital Securities Corp. | 222,000 | 100,407 | |||
Career Technology MFG. Co. Ltd. | 61,200 | 41,235 | |||
Catcher Technology Co. Ltd. | 128,000 | 723,657 | |||
Cathay Financial Holding Co. Ltd. | 1,950,606 | 2,692,012 | |||
Cathay Real Estate Development Co. Ltd. | 63,000 | 29,372 | |||
Center Laboratories, Inc. | 95,592 | 135,775 | |||
Century Iron & Steel Industrial Co. Ltd. | 31,000 | 173,820 | |||
Chailease Holding Co. Ltd. | 323,968 | 1,816,521 | |||
Chang Hwa Commercial Bank Ltd. | 1,080,938 | 577,630 | |||
Chang Wah Electromaterials, Inc. | 39,000 | 37,513 | |||
Chang Wah Technology Co. Ltd. | 155,000 | 159,415 | |||
Channel Well Technology Co. Ltd. | 59,000 | 141,283 | |||
Charoen Pokphand Enterprise | 38,500 | 112,230 |
See accompanying notes to Schedule of
Investments.
141
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Chenbro Micom Co. Ltd. | 21,000 | $141,494 | |||
Cheng Loong Corp. | 121,000 | 107,391 | |||
Cheng Shin Rubber Industry Co. Ltd. | 387,000 | 509,518 | |||
Cheng Uei Precision Industry Co. Ltd. | 59,000 | 74,754 | |||
Chia Hsin Cement Corp. | 128,520 | 73,854 | |||
Chicony Electronics Co. Ltd. | 144,491 | 516,990 | |||
Chicony Power Technology Co. Ltd. | 16,000 | 56,753 | |||
Chief Telecom, Inc. | 11,000 | 120,630 | |||
China Airlines Ltd. | 604,000 | 396,673 | |||
China Bills Finance Corp. | 81,000 | 36,008 | |||
China Development Financial Holding Corp. (a) | 3,187,908 | 1,165,326 | |||
China General Plastics Corp. | 144,427 | 111,406 | |||
China Man-Made Fiber Corp. (a) | 277,680 | 67,354 | |||
China Metal Products | 76,000 | 83,580 | |||
China Motor Corp. | 61,000 | 184,244 | |||
China Petrochemical Development Corp. (a) | 734,221 | 213,348 | |||
China Steel Chemical Corp. | 20,000 | 70,011 | |||
China Steel Corp. | 2,395,000 | 1,873,383 | |||
Chin-Poon Industrial Co. Ltd. | 91,000 | 110,647 | |||
Chipbond Technology Corp. | 142,000 | 300,008 | |||
ChipMOS Technologies, Inc. | 67,000 | 77,626 | |||
Chong Hong Construction Co. Ltd. | 18,000 | 41,319 | |||
Chroma ATE, Inc. | 76,000 | 649,804 | |||
Chun Yuan Steel Industry Co. Ltd. | 61,000 | 32,030 | |||
Chung Hung Steel Corp. | 220,000 | 153,684 | |||
Chung Hwa Pulp Corp. | 235,000 | 164,527 | |||
Chung-Hsin Electric & Machinery Manufacturing Corp. | 71,000 | 236,443 | |||
Chunghwa Precision Test Tech Co. Ltd. | 3,000 | 53,903 | |||
Chunghwa Telecom Co. Ltd. | 797,000 | 2,864,020 | |||
Cleanaway Co. Ltd. | 14,000 | 76,548 | |||
Clevo Co. | 43,000 | 42,094 | |||
Co.-Tech Development Corp. | 25,000 | 47,862 | |||
Compal Electronics, Inc. | 835,000 | 794,117 | |||
Compeq Manufacturing Co. Ltd. | 185,000 | 303,744 | |||
Continental Holdings Corp. | 110,000 | 91,324 | |||
Coretronic Corp. | 42,000 | 99,924 | |||
CSBC Corp. Taiwan (a) | 62,000 | 43,887 | |||
CTBC Financial Holding Co. Ltd. | 3,606,009 | 2,736,860 | |||
CTCI Corp. | 119,000 | 145,430 | |||
Cub Elecparts, Inc. | 6,929 | 29,944 | |||
Darfon Electronics Corp. | 24,000 | 32,081 | |||
Delpha Construction Co. Ltd. | 76,000 | 62,037 | |||
Delta Electronics, Inc. | 405,630 | 4,077,599 | |||
Depo Auto Parts Ind Co. Ltd. | 33,000 | 136,987 |
Security Description | Shares | Value | |||
Dynapack International Technology Corp. | 16,000 | $39,801 | |||
E Ink Holdings, Inc. | 170,000 | 945,308 | |||
E.Sun Financial Holding Co. Ltd. | 2,928,331 | 2,199,843 | |||
Eclat Textile Co. Ltd. | 38,182 | 576,033 | |||
ECOVE Environment Corp. | 6,000 | 58,921 | |||
EirGenix, Inc. (a) | 35,000 | 105,714 | |||
Elan Microelectronics Corp. | 44,000 | 181,967 | |||
Elite Material Co. Ltd. | 54,000 | 715,974 | |||
Elite Semiconductor Microelectronics Technology, Inc. | 103,000 | 247,286 | |||
Elitegroup Computer Systems Co. Ltd. | 47,000 | 43,170 | |||
eMemory Technology, Inc. | 13,000 | 811,481 | |||
Ennoconn Corp. | 9,233 | 75,224 | |||
Ennostar, Inc. (a) | 106,000 | 144,155 | |||
Episil Technologies, Inc. | 51,579 | 115,364 | |||
Episil-Precision, Inc. | 13,113 | 23,155 | |||
Eternal Materials Co. Ltd. | 114,000 | 100,119 | |||
Etron Technology, Inc. | 41,518 | 51,511 | |||
Eva Airways Corp. | 513,121 | 472,897 | |||
Ever Supreme Bio Technology Co. Ltd. | 3,628 | 22,478 | |||
Evergreen Aviation Technologies Corp. | 39,000 | 128,065 | |||
Evergreen International Storage & Transport Corp. | 59,000 | 52,182 | |||
Evergreen Marine Corp. Taiwan Ltd. | 195,673 | 703,151 | |||
EVERGREEN Steel Corp. | 24,000 | 52,787 | |||
Everlight Chemical Industrial Corp. | 57,000 | 34,168 | |||
Everlight Electronics Co. Ltd. | 90,000 | 130,760 | |||
Far Eastern Department Stores Ltd. | 98,000 | 71,647 | |||
Far Eastern International Bank | 351,965 | 127,024 | |||
Far Eastern New Century Corp. | 663,620 | 591,040 | |||
Far EasTone Telecommunications Co. Ltd. | 318,000 | 716,178 | |||
Faraday Technology Corp. | 45,000 | 426,573 | |||
Farglory Land Development Co. Ltd. | 76,000 | 136,082 | |||
Feng Hsin Steel Co. Ltd. | 60,000 | 124,905 | |||
Feng TAY Enterprise Co. Ltd. | 98,067 | 555,947 | |||
First Financial Holding Co. Ltd. | 2,305,578 | 1,896,287 | |||
Fitipower Integrated Technology, Inc. | 17,544 | 150,546 | |||
FLEXium Interconnect, Inc. | 48,000 | 130,853 | |||
FocalTech Systems Co. Ltd. | 43,000 | 100,705 | |||
Formosa Advanced Technologies Co. Ltd. | 14,000 | 16,719 |
See accompanying notes to Schedule of
Investments.
142
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PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Formosa Chemicals & Fibre Corp. | 792,000 | $1,508,899 | |||
Formosa International Hotels Corp. | 16,000 | 106,070 | |||
Formosa Petrochemical Corp. | 217,000 | 541,819 | |||
Formosa Plastics Corp. | 838,000 | 2,071,604 | |||
Formosa Sumco Technology Corp. | 21,000 | 93,354 | |||
Formosa Taffeta Co. Ltd. | 154,000 | 121,414 | |||
Fortune Electric Co. Ltd. | 23,000 | 193,089 | |||
Foxconn Technology Co. Ltd. | 237,180 | 423,949 | |||
Foxsemicon Integrated Technology, Inc. | 19,000 | 109,184 | |||
Fubon Financial Holding Co. Ltd. | 1,634,488 | 3,073,478 | |||
Fulgent Sun International Holding Co. Ltd. | 21,000 | 77,415 | |||
Fusheng Precision Co. Ltd. | 24,000 | 151,299 | |||
General Interface Solution Holding Ltd. | 29,000 | 53,004 | |||
Genius Electronic Optical Co. Ltd. | 14,396 | 164,115 | |||
Getac Holdings Corp. | 81,000 | 194,718 | |||
Giant Manufacturing Co. Ltd. | 56,994 | 315,157 | |||
Gigabyte Technology Co. Ltd. | 101,000 | 880,764 | |||
Global Brands Manufacture Ltd. | 72,000 | 138,288 | |||
Global Mixed Mode Technology, Inc. | 7,000 | 56,598 | |||
Global PMX Co. Ltd. | 12,000 | 50,557 | |||
Global Unichip Corp. | 18,000 | 761,141 | |||
Globalwafers Co. Ltd. | 44,000 | 618,144 | |||
Gloria Material Technology Corp. | 174,000 | 244,987 | |||
Gold Circuit Electronics Ltd. | 75,100 | 510,663 | |||
Goldsun Building Materials Co. Ltd. Class C | 181,715 | 141,013 | |||
Gourmet Master Co. Ltd. | 30,000 | 98,047 | |||
Grand Pacific Petrochemical | 177,000 | 91,295 | |||
Grape King Bio Ltd. | 29,000 | 140,147 | |||
Great Tree Pharmacy Co. Ltd. | 9,262 | 100,423 | |||
Great Wall Enterprise Co. Ltd. | 124,688 | 207,810 | |||
Greatek Electronics, Inc. | 75,000 | 128,715 | |||
Gudeng Precision Industrial Co. Ltd. | 11,375 | 121,219 | |||
Hannstar Board Corp. | 33,000 | 60,724 | |||
HannStar Display Corp. (a) | 325,000 | 116,789 | |||
Highwealth Construction Corp. | 244,456 | 298,750 | |||
Hiwin Technologies Corp. | 72,034 | 454,111 | |||
Holtek Semiconductor, Inc. | 33,000 | 63,280 | |||
Holy Stone Enterprise Co. Ltd. | 18,900 | 57,320 | |||
Hon Hai Precision Industry Co. Ltd. | 2,641,320 | 8,509,697 |
Security Description | Shares | Value | |||
Hota Industrial Manufacturing Co. Ltd. | 33,841 | $66,989 | |||
Hotai Finance Co. Ltd. | 52,800 | 215,907 | |||
Hotai Motor Co. Ltd. | 64,260 | 1,303,892 | |||
Hsin Kuang Steel Co. Ltd. | 44,000 | 63,723 | |||
HTC Corp. (a) | 120,000 | 178,808 | |||
Hu Lane Associate, Inc. | 13,000 | 59,200 | |||
Hua Nan Financial Holdings Co. Ltd. Class C | 1,766,528 | 1,121,848 | |||
Huaku Development Co. Ltd. | 52,000 | 144,657 | |||
Ibase Technology, Inc. | 42,000 | 123,604 | |||
IBF Financial Holdings Co. Ltd. (a) | 462,742 | 167,003 | |||
Innodisk Corp. | 25,709 | 236,140 | |||
Innolux Corp. (a) | 1,754,146 | 714,581 | |||
International CSRC Investment Holdings Co. | 70,000 | 43,695 | |||
International Games System Co. Ltd. Class C | 26,000 | 525,147 | |||
Inventec Corp. | 536,000 | 813,618 | |||
ITE Technology, Inc. | 18,000 | 87,545 | |||
ITEQ Corp. | 36,188 | 102,240 | |||
Jentech Precision Industrial Co. Ltd. | 15,999 | 308,774 | |||
Johnson Health Tech Co. Ltd. | 38,000 | 88,524 | |||
Kaori Heat Treatment Co. Ltd. | 35,000 | 321,479 | |||
Kenda Rubber Industrial Co. Ltd. | 123,901 | 113,037 | |||
Kerry TJ Logistics Co. Ltd. | 23,000 | 26,327 | |||
Kindom Development Co. Ltd. | 36,300 | 37,278 | |||
King Slide Works Co. Ltd. | 10,000 | 256,502 | |||
King Yuan Electronics Co. Ltd. | 245,000 | 576,819 | |||
King's Town Bank Co. Ltd. | 220,000 | 252,846 | |||
Kinik Co. | 21,000 | 100,510 | |||
Kinpo Electronics | 141,000 | 67,267 | |||
Kinsus Interconnect Technology Corp. | 61,000 | 205,031 | |||
KMC Kuei Meng International, Inc. | 6,000 | 23,977 | |||
Kung Long Batteries Industrial Co. Ltd. | 19,000 | 77,400 | |||
L&K Engineering Co. Ltd. | 53,000 | 192,918 | |||
LandMark Optoelectronics Corp. | 11,000 | 39,869 | |||
Largan Precision Co. Ltd. | 20,000 | 1,322,780 | |||
Lian HWA Food Corp. | 22,000 | 60,111 | |||
Lien Hwa Industrial Holdings Corp. | 172,524 | 333,498 | |||
Lite-On Technology Corp. | 406,419 | 1,529,713 | |||
Longchen Paper & Packaging Co. Ltd. | 190,800 | 86,887 | |||
Lotes Co. Ltd. | 18,337 | 467,507 | |||
Lotus Pharmaceutical Co. Ltd. | 26,000 | 192,097 |
See accompanying notes to Schedule of
Investments.
143
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
LuxNet Corp. | 30,000 | $132,898 | |||
M31 Technology Corp. | 6,600 | 163,771 | |||
Macronix International Co. Ltd. | 372,000 | 364,734 | |||
Makalot Industrial Co. Ltd. | 44,077 | 458,787 | |||
Marketech International Corp. | 10,000 | 42,750 | |||
MediaTek, Inc. | 315,000 | 7,172,287 | |||
Medigen Vaccine Biologics Corp. (a) | 38,041 | 85,791 | |||
Mega Financial Holding Co. Ltd. | 2,388,878 | 2,789,941 | |||
Mercuries Life Insurance Co. Ltd. (a) | 608,134 | 96,456 | |||
Merida Industry Co. Ltd. | 41,000 | 222,270 | |||
Merry Electronics Co. Ltd. | 23,491 | 61,346 | |||
Microbio Co. Ltd. | 67,420 | 100,878 | |||
Micro-Star International Co. Ltd. | 172,000 | 873,840 | |||
Mitac Holdings Corp. | 154,160 | 194,607 | |||
momo.com, Inc. | 17,820 | 277,122 | |||
Namchow Holdings Co. Ltd. | 43,000 | 65,871 | |||
Nan Kang Rubber Tire Co. Ltd. (a) | 67,000 | 78,975 | |||
Nan Pao Resins Chemical Co. Ltd. | 27,000 | 173,557 | |||
Nan Ya Plastics Corp. | 1,005,000 | 2,073,481 | |||
Nan Ya Printed Circuit Board Corp. | 43,000 | 354,998 | |||
Nantex Industry Co. Ltd. | 69,000 | 77,378 | |||
Nanya Technology Corp. | 251,000 | 510,079 | |||
Nien Made Enterprise Co. Ltd. | 38,000 | 364,926 | |||
Novatek Microelectronics Corp. | 123,000 | 1,611,778 | |||
Nuvoton Technology Corp. | 44,000 | 170,381 | |||
O-Bank Co. Ltd. | 312,000 | 91,917 | |||
OBI Pharma, Inc. (a) | 49,467 | 124,892 | |||
Oneness Biotech Co. Ltd. | 55,749 | 301,365 | |||
Orient Semiconductor Electronics Ltd. | 121,000 | 157,433 | |||
Oriental Union Chemical Corp. | 62,000 | 36,685 | |||
Pan Jit International, Inc. | 62,000 | 122,923 | |||
Pan-International Industrial Corp. | 108,000 | 123,957 | |||
Pegatron Corp. | 405,000 | 961,045 | |||
Pegavision Corp. | 13,257 | 159,755 | |||
PharmaEngine, Inc. | 11,000 | 29,578 | |||
PharmaEssentia Corp. (a) | 47,000 | 489,212 | |||
Phihong Technology Co. Ltd. (a) | 56,000 | 102,179 | |||
Phison Electronics Corp. | 35,000 | 494,416 | |||
Pixart Imaging, Inc. | 30,000 | 112,452 | |||
Polaris Group (a) | 106,000 | 261,055 | |||
Pou Chen Corp. | 471,000 | 418,028 | |||
Powerchip Semiconductor Manufacturing Corp. | 680,000 | 559,285 |
Security Description | Shares | Value | |||
Powertech Technology, Inc. | 155,000 | $487,369 | |||
Poya International Co. Ltd. | 9,333 | 139,357 | |||
President Chain Store Corp. | 116,000 | 943,294 | |||
President Securities Corp. | 86,320 | 50,139 | |||
Primax Electronics Ltd. | 87,000 | 186,503 | |||
Prince Housing & Development Corp. | 113,000 | 37,456 | |||
Qisda Corp. | 341,000 | 471,667 | |||
Quanta Computer, Inc. | 581,000 | 4,310,636 | |||
Quanta Storage, Inc. | 61,000 | 157,033 | |||
Radiant Opto-Electronics Corp. | 94,000 | 358,173 | |||
Raydium Semiconductor Corp. | 9,000 | 98,976 | |||
RDC Semiconductor Co. Ltd. | 360 | 1,177 | |||
Realtek Semiconductor Corp. | 105,000 | 1,284,831 | |||
RichWave Technology Corp. (a) | 23,781 | 106,453 | |||
Ruentex Development Co. Ltd. | 317,416 | 346,124 | |||
Ruentex Industries Ltd. | 136,295 | 248,266 | |||
Run Long Construction Co. Ltd. | 24,380 | 69,408 | |||
Sakura Development Co. Ltd. | 88,098 | 113,669 | |||
San Fu Chemical Co. Ltd. | 6,000 | 25,093 | |||
Sanyang Motor Co. Ltd. | 154,000 | 370,682 | |||
SDI Corp. | 35,000 | 115,472 | |||
Sensortek Technology Corp. | 2,000 | 23,729 | |||
Sercomm Corp. | 63,000 | 240,052 | |||
Shanghai Commercial & Savings Bank Ltd. | 790,492 | 1,059,116 | |||
Shihlin Electric & Engineering Corp. | 46,000 | 164,589 | |||
Shihlin Paper Corp. (a) | 42,000 | 72,341 | |||
Shin Kong Financial Holding Co. Ltd. (a) | 2,625,889 | 754,077 | |||
Shin Zu Shing Co. Ltd. | 18,742 | 46,564 | |||
Shinfox Energy Co. Ltd. | 17,000 | 58,193 | |||
Shinkong Insurance Co. Ltd. | 53,000 | 99,168 | |||
Shinkong Synthetic Fibers Corp. | 294,000 | 139,347 | |||
Shiny Chemical Industrial Co. Ltd. | 13,750 | 55,587 | |||
Sigurd Microelectronics Corp. | 67,078 | 119,276 | |||
Simplo Technology Co. Ltd. | 36,000 | 373,600 | |||
Sinbon Electronics Co. Ltd. | 48,000 | 481,033 | |||
Sincere Navigation Corp. | 89,000 | 65,481 | |||
Sino-American Silicon Products, Inc. | 99,000 | 481,498 | |||
Sinon Corp. | 67,000 | 75,862 | |||
SinoPac Financial Holdings Co. Ltd. | 2,107,627 | 1,136,064 | |||
Sinyi Realty, Inc. | 36,000 | 31,951 | |||
Sitronix Technology Corp. | 16,000 | 138,040 | |||
Soft-World International Corp. | 32,000 | 95,364 | |||
Solar Applied Materials Technology Corp. | 100,205 | 113,148 |
See accompanying notes to Schedule of
Investments.
144
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Speed Tech Corp. | 15,000 | $24,488 | |||
Sporton International, Inc. | 20,527 | 160,563 | |||
St Shine Optical Co. Ltd. | 6,000 | 35,780 | |||
Standard Foods Corp. | 51,417 | 59,970 | |||
Sunny Friend Environmental Technology Co. Ltd. | 8,995 | 31,627 | |||
Sunonwealth Electric Machine Industry Co. Ltd. | 54,000 | 194,885 | |||
Sunplus Technology Co. Ltd. | 58,000 | 52,196 | |||
Supreme Electronics Co. Ltd. | 151,473 | 258,551 | |||
Synmosa Biopharma Corp. | 92,442 | 108,678 | |||
Synnex Technology International Corp. | 280,550 | 557,093 | |||
Systex Corp. | 72,000 | 236,428 | |||
T3EX Global Holdings Corp. | 13,000 | 31,009 | |||
TA Chen Stainless Pipe | 382,586 | 436,743 | |||
Ta Ya Electric Wire & Cable | 95,246 | 113,450 | |||
Taichung Commercial Bank Co. Ltd. | 582,595 | 264,402 | |||
TaiDoc Technology Corp. | 5,000 | 23,079 | |||
Taigen Biopharmaceuticals Holdings Ltd. (a) | 126,000 | 56,402 | |||
TaiMed Biologics, Inc. (a) | 47,000 | 128,564 | |||
Tainan Spinning Co. Ltd. | 115,000 | 52,369 | |||
Taishin Financial Holding Co. Ltd. | 2,410,292 | 1,336,541 | |||
Taiwan Business Bank | 1,228,707 | 502,437 | |||
Taiwan Cement Corp. | 1,386,590 | 1,428,234 | |||
Taiwan Cogeneration Corp. | 231,124 | 296,060 | |||
Taiwan Cooperative Financial Holding Co. Ltd. | 2,212,736 | 1,754,807 | |||
Taiwan Fertilizer Co. Ltd. | 111,000 | 202,534 | |||
Taiwan Glass Industry Corp. (a) | 164,000 | 97,037 | |||
Taiwan High Speed Rail Corp. | 360,000 | 334,010 | |||
Taiwan Hon Chuan Enterprise Co. Ltd. | 101,000 | 330,091 | |||
Taiwan Mask Corp. | 23,000 | 48,023 | |||
Taiwan Mobile Co. Ltd. | 344,000 | 1,008,113 | |||
Taiwan Paiho Ltd. | 32,000 | 53,729 | |||
Taiwan Secom Co. Ltd. | 50,000 | 164,960 | |||
Taiwan Semiconductor Co. Ltd. | 36,000 | 95,352 | |||
Taiwan Semiconductor Manufacturing Co. Ltd. | 5,153,000 | 83,487,523 | |||
Taiwan Shin Kong Security Co. Ltd. | 33,000 | 40,994 | |||
Taiwan Surface Mounting Technology Corp. | 62,000 | 176,701 | |||
Taiwan TEA Corp. (a) | 240,000 | 157,618 | |||
Taiwan Union Technology Corp. | 55,000 | 231,719 | |||
Taiwan-Asia Semiconductor Corp. | 53,000 | 77,906 | |||
Tatung Co. Ltd. (a) | 383,000 | 526,795 | |||
TCI Co. Ltd. | 24,000 | 134,199 |
Security Description | Shares | Value | |||
Teco Electric & Machinery Co. Ltd. | 342,000 | $550,921 | |||
Test Research, Inc. | 44,000 | 82,874 | |||
Thinking Electronic Industrial Co. Ltd. | 26,000 | 117,594 | |||
Ton Yi Industrial Corp. | 184,000 | 94,051 | |||
Tong Hsing Electronic Industries Ltd. | 40,480 | 186,847 | |||
Tong Yang Industry Co. Ltd. | 58,000 | 140,686 | |||
Topco Scientific Co. Ltd. | 39,097 | 205,292 | |||
Topkey Corp. | 8,000 | 41,263 | |||
TPK Holding Co. Ltd. | 77,000 | 80,267 | |||
Transcend Information, Inc. | 21,000 | 47,230 | |||
Tripod Technology Corp. | 109,000 | 650,005 | |||
TSEC Corp. | 67,794 | 59,539 | |||
TSRC Corp. | 58,000 | 42,493 | |||
TTY Biopharm Co. Ltd. | 60,000 | 143,492 | |||
Tung Ho Steel Enterprise Corp. | 102,560 | 192,853 | |||
Tung Thih Electronic Co. Ltd. | 19,000 | 77,105 | |||
TXC Corp. | 62,000 | 185,920 | |||
U-Ming Marine Transport Corp. | 67,000 | 99,315 | |||
Unimicron Technology Corp. | 292,000 | 1,569,430 | |||
Union Bank of Taiwan | 426,274 | 175,631 | |||
Uni-President Enterprises Corp. | 1,060,880 | 2,303,796 | |||
United Integrated Services Co. Ltd. | 32,000 | 225,523 | |||
United Microelectronics Corp. | 2,299,000 | 3,219,120 | |||
United Renewable Energy Co. Ltd. | 223,571 | 102,157 | |||
Universal Cement Corp. | 122,570 | 98,913 | |||
Universal Vision Biotechnology Co. Ltd. | 5,565 | 57,925 | |||
UPC Technology Corp. | 80,000 | 36,802 | |||
UPI Semiconductor Corp. | 12,000 | 91,448 | |||
USI Corp. | 244,000 | 156,844 | |||
Vanguard International Semiconductor Corp. | 189,000 | 398,135 | |||
VIA Labs, Inc. | 6,000 | 38,103 | |||
Via Technologies, Inc. | 23,000 | 84,432 | |||
Visco Vision, Inc. | 20,000 | 122,365 | |||
VisEra Technologies Co. Ltd. | 21,000 | 134,989 | |||
Visual Photonics Epitaxy Co. Ltd. | 57,000 | 261,334 | |||
Vivotek, Inc. | 13,000 | 62,019 | |||
Voltronic Power Technology Corp. | 13,200 | 648,131 | |||
Wafer Works Corp. | 109,290 | 148,968 | |||
Waffer Technology Corp. | 25,000 | 113,846 | |||
Wah Lee Industrial Corp. | 18,360 | 52,952 | |||
Walsin Lihwa Corp. | 574,816 | 655,294 | |||
Walsin Technology Corp. | 63,000 | 200,043 | |||
Wan Hai Lines Ltd. | 119,570 | 178,908 | |||
Win Semiconductors Corp. | 73,000 | 291,724 | |||
Winbond Electronics Corp. | 677,000 | 530,602 |
See accompanying notes to Schedule of
Investments.
145
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
WinWay Technology Co. Ltd. | 4,000 | $84,014 | ||||
Wisdom Marine Lines Co. Ltd. | 77,000 | 115,570 | ||||
Wistron Corp. | 609,842 | 1,917,534 | ||||
Wistron NeWeb Corp. | 67,000 | 286,427 | ||||
Wiwynn Corp. | 18,000 | 833,630 | ||||
Wowprime Corp. | 13,194 | 107,087 | ||||
WPG Holdings Ltd. | 319,480 | 599,758 | ||||
WT Microelectronics Co. Ltd. | 88,000 | 303,961 | ||||
XinTec, Inc. | 26,000 | 94,639 | ||||
Xxentria Technology Materials Corp. | 35,200 | 82,655 | ||||
Yageo Corp. | 67,467 | 1,097,262 | ||||
Yang Ming Marine Transport Corp. | 357,000 | 502,646 | ||||
Yankey Engineering Co. Ltd. | 7,823 | 63,494 | ||||
YC INOX Co. Ltd. | 86,531 | 73,180 | ||||
YFY, Inc. | 199,000 | 200,661 | ||||
Yieh Phui Enterprise Co. Ltd. | 109,200 | 51,588 | ||||
Yuanta Financial Holding Co. Ltd. | 2,185,705 | 1,696,130 | ||||
Yulon Finance Corp. | 49,168 | 279,498 | ||||
Yulon Motor Co. Ltd. | 122,712 | 315,519 | ||||
YungShin Global Holding Corp. | 30,000 | 40,892 | ||||
Zhen Ding Technology Holding Ltd. | 133,000 | 405,421 | ||||
ZillTek Technology Corp. | 16,000 | 167,531 | ||||
Zyxel Group Corp. | 48,000 | 74,348 | ||||
247,377,966 | ||||||
TANZANIA, UNITED REPUBLIC OF — 0.0% (f) | ||||||
Helios Towers PLC (a) | 168,896 | 151,311 | ||||
THAILAND — 0.6% | ||||||
Absolute Clean Energy PCL (a) | 844,500 | 37,108 | ||||
Advanced Info Service PCL | 255,600 | 1,600,461 | ||||
AEON Thana Sinsap Thailand PCL | 10,400 | 46,555 | ||||
Airports of Thailand PCL (a) | 915,700 | 1,754,070 | ||||
Amata Corp. PCL | 98,300 | 65,871 | ||||
AP Thailand PCL | 621,274 | 201,333 | ||||
Asia Aviation PCL NVDR (a)(b) | 2,785,646 | 197,376 | ||||
Asia Sermkij Leasing PCL | 74,700 | 45,338 | ||||
Asset World Corp. PCL | 1,538,800 | 164,815 | ||||
B Grimm Power PCL (b) | 246,100 | 194,312 | ||||
Bangchak Corp. PCL | 206,300 | 232,291 | ||||
Bangkok Airways PCL (a) | 214,800 | 92,026 | ||||
Bangkok Aviation Fuel Services PCL | 60,400 | 46,031 | ||||
Bangkok Chain Hospital PCL | 162,000 | 87,646 | ||||
Bangkok Commercial Asset Management PCL | 256,500 | 73,965 | ||||
Bangkok Dusit Medical Services PCL Class F | 2,227,400 | 1,636,332 |
Security Description | Shares | Value | |||
Bangkok Expressway & Metro PCL | 1,223,100 | $278,798 | |||
Bangkok Land PCL (a) | 1,469,600 | 31,077 | |||
Bangkok Life Assurance PCL NVDR | 355,700 | 271,079 | |||
Banpu PCL | 1,252,332 | 275,143 | |||
Banpu Power PCL | 91,700 | 34,502 | |||
BCPG PCL | 256,000 | 67,493 | |||
BEC World PCL | 129,900 | 24,259 | |||
Berli Jucker PCL | 355,900 | 300,554 | |||
Betagro PCL | 135,600 | 84,162 | |||
Beyond Securities PCL (a) | 1,193,200 | 214,637 | |||
BTS Group Holdings PCL | 1,137,300 | 234,253 | |||
Bumrungrad Hospital PCL | 119,400 | 878,797 | |||
Carabao Group PCL Class F | 35,300 | 79,495 | |||
Central Pattana PCL | 404,400 | 702,459 | |||
Central Plaza Hotel PCL (a) | 56,800 | 73,315 | |||
Central Retail Corp. PCL | 362,225 | 385,478 | |||
CH Karnchang PCL | 146,300 | 83,571 | |||
Charoen Pokphand Foods PCL | 661,000 | 375,769 | |||
Chularat Hospital PCL Class F | 887,900 | 79,493 | |||
CK Power PCL | 64,900 | 5,810 | |||
Com7 PCL Class F | 285,000 | 244,593 | |||
CP ALL PCL | 1,240,200 | 2,060,614 | |||
CP Axtra PCL | 423,700 | 375,265 | |||
Delta Electronics Thailand PCL | 664,700 | 1,510,578 | |||
Dhipaya Group Holdings PCL | 51,400 | 52,582 | |||
Ditto Thailand PCL (b) | 295,920 | 221,457 | |||
Dohome PCL | 107,865 | 32,289 | |||
Dynasty Ceramic PCL | 1,066,900 | 49,811 | |||
Eastern Polymer Group PCL Class F | 280,400 | 50,824 | |||
Electricity Generating PCL | 49,100 | 163,161 | |||
Energy Absolute PCL | 377,813 | 529,172 | |||
Esso Thailand PCL | 1,060,600 | 288,361 | |||
Forth Corp. PCL | 364,300 | 290,139 | |||
GFPT PCL | 131,000 | 37,416 | |||
Global Power Synergy PCL Class F | 102,500 | 125,970 | |||
Gulf Energy Development PCL | 529,620 | 661,798 | |||
Gunkul Engineering PCL | 705,600 | 60,459 | |||
Hana Microelectronics PCL | 82,100 | 134,156 | |||
Home Product Center PCL | 1,184,900 | 406,763 | |||
Ichitan Group PCL | 565,100 | 260,726 | |||
Indorama Ventures PCL | 243,000 | 173,512 | |||
Intouch Holdings PCL Class F | 161,900 | 327,913 | |||
IRPC PCL | 1,621,600 | 91,740 | |||
Jasmine International PCL (a) | 363,100 | 20,741 | |||
Jaymart Group Holdings PCL | 49,300 | 30,870 | |||
JMT Network Services PCL | 77,000 | 100,975 | |||
Kasikornbank PCL | 110,200 | 381,331 | |||
KCE Electronics PCL | 142,900 | 216,827 |
See accompanying notes to Schedule of
Investments.
146
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Kerry Express Thailand PCL (a)(b) | 312,900 | $58,004 | |||
Khon Kaen Sugar Industry PCL | 729,800 | 56,520 | |||
Kiatnakin Phatra Bank PCL | 25,400 | 38,540 | |||
Krung Thai Bank PCL | 699,600 | 365,050 | |||
Krungthai Card PCL | 206,500 | 249,530 | |||
Land & Houses PCL | 1,449,800 | 310,565 | |||
Major Cineplex Group PCL | 75,245 | 28,930 | |||
MBK PCL | 118,664 | 58,008 | |||
Mega Lifesciences PCL | 50,300 | 61,472 | |||
Minor International PCL | 639,217 | 548,590 | |||
MK Restaurants Group PCL | 80,900 | 100,535 | |||
Muangthai Capital PCL | 89,200 | 88,190 | |||
Ngern Tid Lor PCL | 253,100 | 144,579 | |||
Origin Property PCL Class F | 286,100 | 78,179 | |||
Osotspa PCL | 292,600 | 200,893 | |||
Plan B Media Pcl Class F | 288,360 | 64,542 | |||
Precious Shipping PCL | 112,500 | 29,969 | |||
Prima Marine PCL | 400,500 | 75,343 | |||
Pruksa Holding PCL | 44,000 | 15,467 | |||
PTG Energy PCL | 109,300 | 28,066 | |||
PTT Exploration & Production PCL | 266,900 | 1,253,413 | |||
PTT Global Chemical PCL | 451,400 | 427,691 | |||
PTT Oil & Retail Business PCL | 1,143,500 | 587,256 | |||
PTT PCL | 2,001,600 | 1,841,500 | |||
Quality Houses PCL | 981,000 | 60,349 | |||
R&B Food Supply PCL | 72,100 | 20,989 | |||
Ramkhamhaeng Hospital PCL Class F | 84,100 | 95,273 | |||
Ratch Group PCL | 162,900 | 140,923 | |||
Ratchthani Leasing PCL | 447,000 | 37,319 | |||
Regional Container Lines PCL | 47,800 | 28,618 | |||
RS PCL | 289,410 | 116,042 | |||
Sabuy Technology PCL | 781,060 | 148,007 | |||
Sansiri PCL | 1,966,900 | 91,289 | |||
SC Asset Corp. PCL | 489,700 | 52,450 | |||
SCB X PCL | 486,900 | 1,370,608 | |||
SCG Packaging PCL | 260,600 | 273,751 | |||
Siam Cement PCL | 149,865 | 1,238,843 | |||
Siam City Cement PCL | 8,800 | 32,264 | |||
Siamgas & Petrochemicals PCL | 242,200 | 54,210 | |||
Sino-Thai Engineering & Construction PCL | 104,500 | 26,977 | |||
SPCG PCL | 112,855 | 38,122 | |||
Sri Trang Agro-Industry PCL | 199,100 | 80,378 | |||
Sri Trang Gloves Thailand PCL | 169,000 | 30,864 | |||
Srisawad Corp. PCL | 142,200 | 166,950 | |||
Star Petroleum Refining PCL | 208,500 | 52,107 | |||
Supalai PCL | 161,300 | 89,039 | |||
Super Energy Corp. PCL (a) | 7,329,200 | 94,603 | |||
Thai Oil PCL | 295,557 | 409,904 |
Security Description | Shares | Value | ||||
Thai Union Group PCL Class F | 372,800 | $148,455 | ||||
Thai Vegetable Oil PCL (b) | 91,960 | 55,056 | ||||
Thaifoods Group PCL | 726,300 | 74,600 | ||||
Thanachart Capital PCL | 32,400 | 44,490 | ||||
Thonburi Healthcare Group PCL | 111,000 | 198,908 | ||||
Thoresen Thai Agencies PCL | 197,200 | 33,036 | ||||
Tipco Asphalt PCL | 85,400 | 37,760 | ||||
TOA Paint Thailand PCL | 51,700 | 32,514 | ||||
TPI Polene PCL | 1,118,800 | 44,552 | ||||
TPI Polene Power PCL | 409,400 | 37,328 | ||||
TQM Alpha PCL | 37,200 | 34,225 | ||||
True Corp. PCL (b) | 2,322,870 | 452,932 | ||||
TTW PCL | 540,600 | 134,361 | ||||
VGI PCL | 967,590 | 62,712 | ||||
Vibhavadi Medical Center PCL | 655,500 | 40,325 | ||||
WHA Corp. PCL | 1,082,500 | 156,076 | ||||
WHA Utilities & Power PCL | 351,200 | 37,230 | ||||
32,940,988 | ||||||
TURKEY — 0.3% | ||||||
Akbank TAS | 621,050 | 757,991 | ||||
Aksa Akrilik Kimya Sanayii AS | 23,402 | 87,667 | ||||
Alarko Holding AS | 15,060 | 68,008 | ||||
Anadolu Efes Biracilik Ve Malt Sanayii AS | 86,118 | 332,033 | ||||
Aselsan Elektronik Sanayi Ve Ticaret AS | 276,860 | 412,033 | ||||
Aygaz AS | 35,787 | 211,080 | ||||
BIM Birlesik Magazalar AS | 103,155 | 1,033,620 | ||||
Dogan Sirketler Grubu Holding AS | 36,502 | 17,788 | ||||
Eldorado Gold Corp. (a)(b) | 47,800 | 428,503 | ||||
Emlak Konut Gayrimenkul Yatirim Ortakligi AS REIT | 158,361 | 46,674 | ||||
Enerjisa Enerji AS (d) | 1,575 | 2,973 | ||||
Eregli Demir ve Celik Fabrikalari TAS (a) | 257,348 | 417,915 | ||||
Ford Otomotiv Sanayi AS | 17,284 | 532,737 | ||||
Haci Omer Sabanci Holding AS | 243,399 | 530,035 | ||||
Hektas Ticaret TAS (a) | 182,877 | 179,442 | ||||
Is Gayrimenkul Yatirim Ortakligi AS REIT (a) | 50,870 | 43,902 | ||||
Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS Class D | 198,426 | 213,806 | ||||
KOC Holding AS | 161,546 | 864,446 | ||||
Kontrolmatik Enerji Ve Muhendislik AS | 9,776 | 118,746 | ||||
Kordsa Teknik Tekstil AS | 22,708 | 82,251 | ||||
Koza Altin Isletmeleri AS | 302,505 | 317,567 | ||||
Koza Anadolu Metal Madencilik Isletmeleri AS (a) | 31,169 | 75,038 |
See accompanying notes to Schedule of
Investments.
147
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Mavi Giyim Sanayi Ve Ticaret AS Class B (d) | 23,924 | $98,349 | ||||
Migros Ticaret AS | 17,677 | 235,478 | ||||
ODAS Elektrik Uretim ve Sanayi Ticaret AS (a) | 25,392 | 12,272 | ||||
Otokar Otomotiv Ve Savunma Sanayi AS (a) | 9,030 | 120,191 | ||||
Oyak Cimento Fabrikalari AS (a) | 22,885 | 66,781 | ||||
Oyak Yatirim Menkul Degerler AS (a) | 23,810 | 50,981 | ||||
Pegasus Hava Tasimaciligi AS (a) | 9,317 | 280,105 | ||||
Petkim Petrokimya Holding AS (a) | 532,531 | 381,503 | ||||
Sasa Polyester Sanayi AS (a) | 191,660 | 343,820 | ||||
Smart Gunes Enerjisi Teknolojileri ArGE Uretim Sanayi ve Ticaret AS (a) | 20,334 | 61,117 | ||||
Sok Marketler Ticaret AS | 45,420 | 96,423 | ||||
TAV Havalimanlari Holding AS (a) | 24,973 | 114,139 | ||||
Tekfen Holding AS | 45,605 | 89,164 | ||||
Tofas Turk Otomobil Fabrikasi AS | 25,298 | 272,681 | ||||
Turk Hava Yollari AO (a) | 111,716 | 988,186 | ||||
Turk Traktor ve Ziraat Makineleri AS | 6,969 | 223,954 | ||||
Turkcell Iletisim Hizmetleri AS (a) | 214,504 | 417,037 | ||||
Turkiye Is Bankasi AS Class C | 914,354 | 858,489 | ||||
Turkiye Petrol Rafinerileri AS | 173,822 | 1,008,123 | ||||
Turkiye Sinai Kalkinma Bankasi AS (a) | 312,500 | 92,559 | ||||
Turkiye Sise ve Cam Fabrikalari AS | 278,975 | 556,118 | ||||
Ulker Biskuvi Sanayi AS (a) | 157,977 | 541,092 | ||||
Vestel Beyaz Esya Sanayi ve Ticaret AS | 478,736 | 294,069 | ||||
Vestel Elektronik Sanayi ve Ticaret AS (a) | 1,294 | 2,993 | ||||
Yapi ve Kredi Bankasi AS | 500,000 | 336,677 | ||||
14,316,556 | ||||||
UKRAINE — 0.0% (f) | ||||||
Ferrexpo PLC (a) | 80,085 | 74,435 | ||||
UNITED ARAB EMIRATES — 0.4% | ||||||
Abu Dhabi Commercial Bank PJSC | 565,173 | 1,330,977 | ||||
Abu Dhabi Islamic Bank PJSC | 294,023 | 901,349 | ||||
Abu Dhabi National Oil Co. for Distribution PJSC | 752,291 | 768,051 | ||||
Agthia Group PJSC | 198,700 | 253,714 | ||||
Air Arabia PJSC | 462,787 | 354,047 | ||||
Al Waha Capital PJSC | 320,607 | 144,895 |
Security Description | Shares | Value | ||||
AL Yah Satellite Communications Co-PJSC-Yah Sat | 324,632 | $236,864 | ||||
Aldar Properties PJSC | 779,720 | 1,222,741 | ||||
Amanat Holdings PJSC | 296,164 | 84,663 | ||||
Americana Restaurants International PLC | 511,441 | 570,890 | ||||
Aramex PJSC | 156,938 | 91,863 | ||||
Dana Gas PJSC | 494,580 | 118,628 | ||||
Dubai Investments PJSC | 239,259 | 160,894 | ||||
Dubai Islamic Bank PJSC | 567,901 | 904,486 | ||||
Emaar Properties PJSC | 1,341,618 | 2,936,690 | ||||
Emirates Central Cooling Systems Corp. | 404,767 | 208,276 | ||||
Emirates NBD Bank PJSC | 364,564 | 1,766,717 | ||||
Emirates Telecommunications Group Co. PJSC | 704,031 | 3,917,832 | ||||
First Abu Dhabi Bank PJSC | 874,289 | 3,237,182 | ||||
Multiply Group PJSC (a) | 656,712 | 715,168 | ||||
National Central Cooling Co. PJSC | 153,945 | 150,883 | ||||
Network International Holdings PLC (a)(d) | 110,526 | 526,389 | ||||
Ras Al Khaimah Ceramics | 70,256 | 49,731 | ||||
20,652,930 | ||||||
UNITED KINGDOM — 7.4% | ||||||
3i Group PLC | 203,069 | 5,138,051 | ||||
4imprint Group PLC | 5,541 | 355,061 | ||||
888 Holdings PLC (a)(b) | 47,272 | 57,813 | ||||
AB Dynamics PLC | 3,400 | 71,793 | ||||
abrdn PLC | 399,268 | 759,011 | ||||
Admiral Group PLC | 45,797 | 1,328,684 | ||||
Advanced Medical Solutions Group PLC | 39,361 | 96,565 | ||||
AG Barr PLC | 16,160 | 96,845 | ||||
AJ Bell PLC | 62,858 | 210,523 | ||||
Allfunds Group PLC | 68,299 | 378,913 | ||||
Alpha Financial Markets Consulting PLC | 21,243 | 89,452 | ||||
Alpha Group International PLC | 6,913 | 157,784 | ||||
Alphawave IP Group PLC (a) | 35,904 | 50,045 | ||||
Anglogold Ashanti PLC | 82,684 | 1,337,382 | ||||
AO World PLC (a) | 62,970 | 65,637 | ||||
Ascential PLC (a) | 99,807 | 254,603 | ||||
Ashmore Group PLC | 105,285 | 241,333 | ||||
Ashtead Group PLC | 90,912 | 5,550,350 | ||||
ASOS PLC (a)(b) | 11,344 | 53,238 | ||||
Associated British Foods PLC | 74,366 | 1,877,070 | ||||
Assura PLC REIT | 601,369 | 310,336 | ||||
Aston Martin Lagonda Global Holdings PLC (a)(d) | 126,124 | 439,962 | ||||
AstraZeneca PLC | 324,652 | 43,992,107 | ||||
Auction Technology Group PLC (a) | 18,907 | 150,692 |
See accompanying notes to Schedule of
Investments.
148
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Auto Trader Group PLC (d) | 190,914 | $1,439,132 | |||
Aviva PLC | 563,679 | 2,681,817 | |||
B&M European Value Retail SA | 207,089 | 1,482,199 | |||
Babcock International Group PLC (a) | 45,637 | 230,273 | |||
BAE Systems PLC | 632,465 | 7,702,566 | |||
Balfour Beatty PLC | 127,332 | 498,882 | |||
Barclays PLC | 3,228,492 | 6,263,086 | |||
Barratt Developments PLC | 211,958 | 1,141,149 | |||
Beazley PLC | 134,090 | 905,878 | |||
Bellway PLC | 25,058 | 698,551 | |||
Berkeley Group Holdings PLC | 23,064 | 1,156,152 | |||
Big Yellow Group PLC REIT | 40,678 | 465,961 | |||
Bodycote PLC | 38,191 | 304,156 | |||
boohoo Group PLC (a)(b) | 194,856 | 75,107 | |||
BP PLC | 3,645,881 | 23,647,187 | |||
Breedon Group PLC | 61,028 | 245,065 | |||
Bridgepoint Group PLC (d) | 45,753 | 107,555 | |||
British American Tobacco PLC | 447,284 | 14,068,676 | |||
British Land Co. PLC REIT | 171,424 | 663,055 | |||
Britvic PLC | 53,345 | 567,761 | |||
BT Group PLC (b) | 1,413,962 | 2,014,021 | |||
Bunzl PLC | 70,234 | 2,508,287 | |||
Burberry Group PLC | 80,347 | 1,871,618 | |||
Bytes Technology Group PLC | 45,318 | 275,901 | |||
Capita PLC (a) | 230,579 | 47,900 | |||
Central Asia Metals PLC | 51,544 | 118,275 | |||
Centrica PLC | 1,148,997 | 2,166,019 | |||
Ceres Power Holdings PLC (a)(b) | 23,094 | 88,508 | |||
Chemring Group PLC | 89,914 | 304,541 | |||
CK Hutchison Holdings Ltd. | 569,024 | 3,044,250 | |||
Clarkson PLC | 6,343 | 211,742 | |||
Close Brothers Group PLC | 31,245 | 337,886 | |||
CLS Holdings PLC REIT | 22,420 | 32,509 | |||
CMC Markets PLC (b)(d) | 21,347 | 27,410 | |||
CNH Industrial NV | 218,052 | 2,664,154 | |||
Coats Group PLC | 417,653 | 373,659 | |||
Coca-Cola Europacific Partners PLC (e) | 31,100 | 1,943,128 | |||
Coca-Cola Europacific Partners PLC (e) | 11,838 | 743,236 | |||
Compass Group PLC | 366,676 | 8,950,925 | |||
Computacenter PLC | 16,351 | 504,917 | |||
ConvaTec Group PLC (d) | 359,105 | 954,629 | |||
Craneware PLC | 6,020 | 110,216 | |||
Cranswick PLC | 10,746 | 465,881 | |||
Crest Nicholson Holdings PLC | 47,279 | 100,236 | |||
Croda International PLC | 28,399 | 1,703,656 | |||
Currys PLC | 208,183 | 122,983 | |||
Custodian Property Income Reit PLC | 48,411 | 48,748 | |||
CVS Group PLC | 15,156 | 301,713 |
Security Description | Shares | Value | |||
Darktrace PLC (a) | 60,244 | $296,623 | |||
DCC PLC | 19,759 | 1,111,545 | |||
Dechra Pharmaceuticals PLC | 24,865 | 1,149,619 | |||
Deliveroo PLC (a)(b)(d) | 192,453 | 280,939 | |||
Derwent London PLC REIT | 22,196 | 522,050 | |||
Diageo PLC | 472,377 | 17,492,818 | |||
Diploma PLC | 27,856 | 1,021,349 | |||
Direct Line Insurance Group PLC (a) | 300,295 | 631,156 | |||
DiscoverIE Group PLC | 17,794 | 147,251 | |||
Domino's Pizza Group PLC | 90,996 | 418,049 | |||
Dowlais Group PLC | 259,443 | 340,096 | |||
Dr Martens PLC | 130,166 | 224,489 | |||
Drax Group PLC | 81,117 | 434,444 | |||
DS Smith PLC | 280,144 | 981,680 | |||
Dunelm Group PLC | 27,955 | 358,265 | |||
easyJet PLC (a) | 75,712 | 394,869 | |||
Elementis PLC (a) | 110,056 | 166,836 | |||
EMIS Group PLC | 18,475 | 435,659 | |||
Empiric Student Property PLC REIT | 122,709 | 134,046 | |||
EnQuest PLC (a) | 246,882 | 45,833 | |||
Entain PLC | 137,126 | 1,561,219 | |||
Ergomed PLC (a) | 10,371 | 169,875 | |||
Essentra PLC | 43,641 | 86,184 | |||
FDM Group Holdings PLC | 19,351 | 122,818 | |||
Fevertree Drinks PLC | 19,108 | 279,867 | |||
Firstgroup PLC | 134,723 | 248,134 | |||
Forterra PLC (d) | 29,434 | 53,457 | |||
Frasers Group PLC (a) | 35,574 | 349,747 | |||
Fund Technologies PLC (a)(b) | 4,773 | 85,288 | |||
Future PLC | 18,885 | 204,915 | |||
Games Workshop Group PLC | 7,646 | 986,427 | |||
Gamma Communications PLC | 18,521 | 246,855 | |||
GB Group PLC | 86,955 | 228,610 | |||
Genuit Group PLC | 40,497 | 162,867 | |||
Genus PLC | 15,401 | 393,999 | |||
Grafton Group PLC CDI | 46,361 | 511,537 | |||
Grainger PLC | 175,844 | 501,367 | |||
Great Portland Estates PLC REIT | 50,086 | 255,411 | |||
Greatland Gold PLC (a)(b) | 854,395 | 66,741 | |||
Greggs PLC | 20,379 | 608,905 | |||
Halfords Group PLC | 57,823 | 139,952 | |||
Halma PLC | 78,901 | 1,866,826 | |||
Hammerson PLC REIT | 1,058,091 | 325,188 | |||
Harbour Energy PLC | 122,622 | 385,989 | |||
Hargreaves Lansdown PLC | 69,110 | 652,211 | |||
Hays PLC | 302,390 | 403,038 | |||
Hill & Smith PLC | 18,328 | 385,215 | |||
Hilton Food Group PLC | 16,760 | 146,672 | |||
Hiscox Ltd. | 69,030 | 846,758 | |||
Home Reit PLC | 160,701 | 74,633 | |||
Howden Joinery Group PLC | 111,952 | 1,006,239 |
See accompanying notes to Schedule of
Investments.
149
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
HSBC Holdings PLC | 4,144,577 | $32,623,312 | |||
Hunting PLC | 40,060 | 149,375 | |||
Ibstock PLC (d) | 111,679 | 194,241 | |||
IG Group Holdings PLC | 91,148 | 715,898 | |||
IMI PLC | 51,951 | 994,250 | |||
Impact Healthcare Reit PLC | 79,956 | 81,000 | |||
Impax Asset Management Group PLC | 15,084 | 84,413 | |||
Imperial Brands PLC | 182,927 | 3,721,936 | |||
Inchcape PLC | 87,840 | 813,211 | |||
Indivior PLC (a) | 25,590 | 555,650 | |||
Informa PLC | 290,873 | 2,664,107 | |||
IntegraFin Holdings PLC | 50,848 | 147,212 | |||
InterContinental Hotels Group PLC | 35,261 | 2,614,116 | |||
Intermediate Capital Group PLC | 59,958 | 1,012,103 | |||
International Distributions Services PLC (a) | 183,438 | 583,919 | |||
Intertek Group PLC | 35,070 | 1,760,128 | |||
Investec PLC | 145,371 | 854,692 | |||
IP Group PLC | 167,453 | 108,324 | |||
ITM Power PLC (a)(b) | 81,487 | 75,012 | |||
ITV PLC | 758,313 | 653,630 | |||
J D Wetherspoon PLC (a) | 16,884 | 142,503 | |||
J Sainsbury PLC | 340,762 | 1,051,438 | |||
JD Sports Fashion PLC | 527,070 | 963,043 | |||
JET2 PLC | 40,306 | 532,787 | |||
John Wood Group PLC (a) | 207,041 | 392,449 | |||
Johnson Matthey PLC | 40,273 | 800,247 | |||
Johnson Service Group PLC | 166,993 | 275,161 | |||
Judges Scientific PLC | 1,508 | 162,340 | |||
Jupiter Fund Management PLC | 87,814 | 103,001 | |||
Just Eat Takeaway.com NV (a)(b)(d)(e) | 35,232 | 439,043 | |||
Just Eat Takeaway.com NV (a)(b)(d)(e) | 5,995 | 75,294 | |||
Just Group PLC | 193,247 | 169,825 | |||
Kainos Group PLC | 16,159 | 226,616 | |||
Keller Group PLC | 26,188 | 240,048 | |||
Kier Group PLC (a) | 60,227 | 84,537 | |||
Kingfisher PLC | 391,770 | 1,067,764 | |||
Lancashire Holdings Ltd. | 47,161 | 339,618 | |||
Land Securities Group PLC REIT | 147,460 | 1,061,535 | |||
Learning Technologies Group PLC | 142,197 | 111,338 | |||
Legal & General Group PLC | 1,247,375 | 3,387,525 | |||
Liontrust Asset Management PLC | 10,791 | 79,948 | |||
Lloyds Banking Group PLC | 13,658,976 | 7,397,126 | |||
London Stock Exchange Group PLC | 88,252 | 8,869,331 | |||
LondonMetric Property PLC REIT | 226,363 | 475,214 | |||
Lookers PLC | 63,473 | 100,404 |
Security Description | Shares | Value | |||
LXI REIT PLC | 301,727 | $334,392 | |||
M&G PLC | 492,341 | 1,185,628 | |||
Man Group PLC | 247,695 | 675,694 | |||
Marks & Spencer Group PLC (a) | 393,176 | 1,135,422 | |||
Marlowe PLC (a)(b) | 19,502 | 139,010 | |||
Marshalls PLC | 41,468 | 127,952 | |||
Me Group International PLC | 39,304 | 75,701 | |||
Melrose Industries PLC | 286,473 | 1,640,579 | |||
Mitchells & Butlers PLC (a) | 53,624 | 147,919 | |||
Mitie Group PLC | 312,065 | 391,556 | |||
Mobico Group PLC | 80,953 | 87,741 | |||
Molten Ventures PLC (a) | 25,668 | 71,430 | |||
Moneysupermarket.com Group PLC | 105,401 | 312,098 | |||
Moonpig Group PLC (a) | 56,524 | 112,592 | |||
Morgan Advanced Materials PLC | 51,435 | 153,808 | |||
Morgan Sindall Group PLC | 9,417 | 236,200 | |||
National Grid PLC | 778,352 | 9,310,169 | |||
NatWest Group PLC | 1,211,915 | 3,486,480 | |||
NCC Group PLC | 91,183 | 131,326 | |||
Next 15 Group PLC | 13,086 | 102,381 | |||
Next PLC | 24,632 | 2,193,512 | |||
Ninety One PLC | 69,121 | 144,350 | |||
Ocado Group PLC (a)(b) | 116,903 | 856,686 | |||
OSB Group PLC | 85,659 | 342,300 | |||
Oxford Biomedica PLC (a)(b) | 16,489 | 61,484 | |||
Oxford Instruments PLC | 10,209 | 271,641 | |||
Oxford Nanopore Technologies PLC (a) | 105,961 | 265,904 | |||
Pagegroup PLC | 68,900 | 352,530 | |||
Pan African Resources PLC | 328,869 | 57,721 | |||
Paragon Banking Group PLC | 44,251 | 265,732 | |||
Pearson PLC | 133,956 | 1,419,834 | |||
Pennon Group PLC | 50,701 | 362,635 | |||
Pepco Group NV (a) | 35,850 | 166,230 | |||
Persimmon PLC | 68,701 | 903,516 | |||
Petrofac Ltd. (a)(b) | 91,326 | 84,771 | |||
Pets at Home Group PLC | 96,686 | 395,098 | |||
Phoenix Group Holdings PLC | 151,621 | 892,364 | |||
Picton Property Income Ltd. REIT | 95,313 | 79,456 | |||
Playtech PLC (a) | 51,033 | 281,543 | |||
Polar Capital Holdings PLC | 18,095 | 102,699 | |||
Premier Foods PLC | 118,527 | 173,602 | |||
Primary Health Properties PLC REIT | 266,219 | 302,188 | |||
PRS REIT PLC | 80,000 | 66,593 | |||
PZ Cussons PLC | 62,053 | 107,246 | |||
QinetiQ Group PLC | 115,721 | 450,283 | |||
Quilter PLC (d) | 280,088 | 293,146 | |||
Rank Group PLC (a) | 31,507 | 32,188 | |||
Rathbones Group PLC | 12,256 | 259,988 | |||
Reckitt Benckiser Group PLC | 149,118 | 10,545,423 | |||
Redde Northgate PLC | 40,263 | 166,103 | |||
Redrow PLC | 56,797 | 343,013 |
See accompanying notes to Schedule of
Investments.
150
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
RELX PLC (e) | 387,198 | $13,114,494 | |||
RELX PLC (e) | 11,746 | 398,576 | |||
Renew Holdings PLC | 16,446 | 143,122 | |||
Renewi PLC (a) | 10,000 | 89,588 | |||
Renishaw PLC | 8,997 | 386,761 | |||
Rentokil Initial PLC | 525,167 | 3,911,336 | |||
Rightmove PLC | 167,554 | 1,149,744 | |||
Rolls-Royce Holdings PLC (a) | 1,749,219 | 4,716,234 | |||
Rotork PLC | 172,252 | 657,217 | |||
RS Group PLC | 98,783 | 886,669 | |||
RWS Holdings PLC | 68,873 | 201,583 | |||
S4 Capital PLC (a)(b) | 60,873 | 50,226 | |||
Safestore Holdings PLC REIT | 44,314 | 398,084 | |||
Sage Group PLC | 210,723 | 2,543,687 | |||
Savills PLC | 36,289 | 383,352 | |||
Schroders PLC | 165,164 | 820,878 | |||
Segro PLC REIT | 254,599 | 2,235,541 | |||
Serco Group PLC | 242,613 | 441,221 | |||
Serica Energy PLC | 48,012 | 145,799 | |||
Severn Trent PLC | 52,428 | 1,513,387 | |||
Shaftesbury Capital PLC REIT | 293,117 | 410,713 | |||
SIG PLC (a) | 86,698 | 38,148 | |||
Smart Metering Systems PLC | 22,755 | 172,752 | |||
Smith & Nephew PLC | 181,513 | 2,266,412 | |||
Smiths Group PLC | 70,481 | 1,393,184 | |||
Softcat PLC | 29,742 | 529,640 | |||
Spectris PLC | 21,478 | 889,736 | |||
Spirax-Sarco Engineering PLC | 15,004 | 1,744,508 | |||
Spire Healthcare Group PLC (d) | 49,079 | 139,874 | |||
Spirent Communications PLC | 125,923 | 212,099 | |||
SSE PLC | 226,801 | 4,456,832 | |||
SSP Group PLC (a) | 161,997 | 400,592 | |||
St. James's Place PLC | 114,005 | 1,157,996 | |||
Standard Chartered PLC | 500,829 | 4,633,553 | |||
SThree PLC | 42,774 | 195,257 | |||
Subsea 7 SA | 65,127 | 902,157 | |||
Supermarket Income Reit PLC | 229,079 | 212,777 | |||
Synthomer PLC (a)(b) | 3,232 | 9,150 | |||
Target Healthcare REIT PLC | 83,000 | 76,790 | |||
Tate & Lyle PLC | 88,689 | 742,049 | |||
Taylor Wimpey PLC | 755,009 | 1,080,950 | |||
Team17 Group PLC (a) | 19,803 | 64,052 | |||
Telecom Plus PLC | 13,020 | 236,784 | |||
Tesco PLC | 1,521,885 | 4,907,611 | |||
THG PLC (a)(b) | 181,987 | 155,132 | |||
TORM PLC Class A | 11,362 | 308,603 | |||
TP ICAP Group PLC | 162,451 | 337,273 | |||
Trainline PLC (a)(d) | 98,595 | 335,990 | |||
Travis Perkins PLC | 49,344 | 508,555 | |||
Tritax Big Box REIT PLC | 373,946 | 638,075 | |||
Trustpilot Group PLC (a)(d) | 68,222 | 85,517 |
Security Description | Shares | Value | ||||
Tyman PLC | 34,370 | $121,236 | ||||
U.K. Commercial Property REIT Ltd. | 128,022 | 82,973 | ||||
Unilever PLC | 527,680 | 26,161,703 | ||||
UNITE Group PLC REIT | 75,290 | 824,759 | ||||
United Utilities Group PLC | 144,767 | 1,675,425 | ||||
Urban Logistics REIT PLC | 173,538 | 232,569 | ||||
Vanquis Banking Group PLC | 54,404 | 83,668 | ||||
Vesuvius PLC | 43,415 | 230,083 | ||||
Victoria PLC (a)(b) | 17,044 | 108,176 | ||||
Victrex PLC | 17,698 | 303,498 | ||||
Virgin Money U.K. PLC | 247,301 | 508,153 | ||||
Vistry Group PLC | 67,684 | 753,419 | ||||
Vodafone Group PLC | 5,236,935 | 4,910,288 | ||||
Volex PLC | 21,093 | 80,968 | ||||
Volution Group PLC | 36,823 | 162,608 | ||||
Warehouse Reit PLC (b) | 89,420 | 89,605 | ||||
Watches of Switzerland Group PLC (a)(d) | 44,658 | 291,614 | ||||
Weir Group PLC | 53,954 | 1,252,205 | ||||
WH Smith PLC | 26,114 | 428,379 | ||||
Whitbread PLC | 40,667 | 1,719,394 | ||||
Wickes Group PLC | 69,428 | 116,348 | ||||
Wincanton PLC | 20,380 | 68,157 | ||||
Wise PLC Class A (a) | 132,306 | 1,107,148 | ||||
Workspace Group PLC REIT | 24,084 | 144,215 | ||||
WPP PLC | 218,556 | 1,955,339 | ||||
Yellow Cake PLC (a)(b)(d) | 39,517 | 270,102 | ||||
YouGov PLC | 29,430 | 269,406 | ||||
Young & Co.'s Brewery PLC Class A | 2,735 | 35,719 | ||||
427,858,904 | ||||||
UNITED STATES — 4.2% | ||||||
Bausch Health Cos., Inc. (a)(b) | 62,100 | 514,438 | ||||
Brookfield Renewable Corp. Class A (b) | 30,000 | 721,376 | ||||
BRP, Inc. (b) | 9,067 | 689,481 | ||||
Burford Capital Ltd. | 37,126 | 512,503 | ||||
Carnival PLC (a) | 32,068 | 390,466 | ||||
CRH PLC | 153,757 | 8,523,883 | ||||
CSL Ltd. | 101,446 | 16,420,688 | ||||
CyberArk Software Ltd. (a) | 9,283 | 1,520,277 | ||||
Diversified Energy Co. PLC | 197,564 | 194,477 | ||||
Eagle Hospitality Trust REIT (a)(c) | 112,600 | — | ||||
Energy Fuels, Inc. (a)(b) | 29,700 | 245,157 | ||||
Experian PLC | 190,809 | 6,267,120 | ||||
Fiverr International Ltd. (a)(b) | 5,800 | 141,926 | ||||
GCC SAB de CV | 46,700 | 440,517 | ||||
GSK PLC | 861,663 | 15,691,401 | ||||
Haleon PLC | 1,151,518 | 4,790,595 | ||||
Holcim AG | 113,402 | 7,286,587 | ||||
Inmode Ltd. (a)(b) | 15,300 | 466,038 | ||||
James Hardie Industries PLC CDI (a) | 90,433 | 2,380,727 |
See accompanying notes to Schedule of
Investments.
151
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
JBS SA | 152,500 | $549,953 | ||||
JS Global Lifestyle Co. Ltd. (d) | 278,500 | 46,228 | ||||
Legend Biotech Corp. ADR (a) | 13,300 | 893,361 | ||||
Maxeon Solar Technologies Ltd. (a)(b) | 6,200 | 71,858 | ||||
MDA Ltd. (a) | 18,800 | 160,328 | ||||
Monday.com Ltd. (a) | 5,155 | 820,779 | ||||
Nestle SA | 556,299 | 63,085,328 | ||||
Parade Technologies Ltd. | 18,000 | 548,690 | ||||
PolyPeptide Group AG (a)(b)(d) | 2,241 | 40,959 | ||||
Primo Water Corp. (b) | 31,100 | 431,536 | ||||
QIAGEN NV (a) | 48,973 | 1,984,306 | ||||
REC Silicon ASA (a) | 36,713 | 55,203 | ||||
Reliance Worldwide Corp. Ltd. | 193,546 | 485,918 | ||||
Resolute Forest Products, Inc. (a) | 7,600 | 10,792 | ||||
RHI Magnesita NV | 6,075 | 206,281 | ||||
Riskified Ltd. Class A (a) | 40,700 | 182,336 | ||||
Roche Holding AG | 146,449 | 40,094,176 | ||||
Roche Holding AG Bearer Shares (b) | 6,548 | 1,928,324 | ||||
Sanofi | 236,122 | 25,369,409 | ||||
Schneider Electric SE | 113,098 | 18,797,180 | ||||
SharkNinja, Inc. (a) | 11,140 | 516,450 | ||||
Signify NV (d) | 26,228 | 708,385 | ||||
Sims Ltd. | 32,754 | 286,016 | ||||
Sinch AB (a)(d) | 135,564 | 239,678 | ||||
Stellantis NV (e) | 119,689 | 2,306,571 | ||||
Stellantis NV (e) | 343,369 | 6,620,099 | ||||
Swiss Re AG | 62,599 | 6,454,239 | ||||
Taro Pharmaceutical Industries Ltd. (a) | 2,400 | 90,504 | ||||
Tenaris SA | 106,949 | 1,696,785 | ||||
Titan Cement International SA | 7,754 | 145,309 | ||||
Vobile Group Ltd. (a) | 279,000 | 72,672 | ||||
242,097,310 | ||||||
VIETNAM — 0.0% (f) | ||||||
XP Power Ltd. | 3,507 | 101,019 | ||||
ZAMBIA — 0.1% | ||||||
First Quantum Minerals Ltd. | 124,200 | 2,947,913 | ||||
TOTAL COMMON STOCKS (Cost $5,451,181,661) | 5,583,822,231 |
PREFERRED STOCKS — 0.0% (f) | |||
BRAZIL — 0.0% (f) | |||
Itausa SA(a) (Cost $18,149) | 13,727 | 24,820 |
Security Description | Shares | Value | |||
GERMANY — 0.0% (f) | |||||
Dr Ing hc F Porsche AG (d) (Cost $2,080,212) | 23,598 | $2,223,610 | |||
RUSSIA — 0.0% | |||||
Surgutneftegas PJSC Preference Shares (c)(g) (Cost $436,746) | 802,100 | — | |||
TOTAL PREFERRED STOCKS (Cost $2,535,107) | 2,248,430 | ||||
RIGHTS — 0.0% (f) | |||||
AUSTRALIA — 0.0% (f) | |||||
Star Entertainment Group Ltd. (expiring 10/18/23) (a) | 183,541 | 1,185 | |||
BRAZIL — 0.0% (f) | |||||
Gol Linhas Aereas Inteligentes SA (expiring 10/16/23) (a) | 121,461 | 18,686 | |||
Localiza Rent a Car SA (expiring 11/30/23) (a) | 1,426 | 4,558 | |||
23,244 | |||||
CHILE — 0.0% (f) | |||||
Banco de Credito e Inversiones SA (expiring 10/21/23) (a) | 1,768 | 1,472 | |||
ITALY — 0.0% (f) | |||||
Brembo SpA (expiring 10/03/23) (a)(c) | 31,950 | — | |||
SOUTH KOREA — 0.0% (f) | |||||
CosmoAM&T Co. Ltd. (expiring 11/07/23) (a) | 239 | 4,711 | |||
Cosmochemical Co. Ltd. (expiring 10/19/23) (a)(b) | 377 | 2,106 | |||
Hanwha Ocean Co. Ltd. (expiring 11/09/23) (a) | 3,684 | 24,844 | |||
Lunit, Inc. (expiring 11/02/23) (a) | 182 | 3,507 | |||
Vaxcell-Bio Therapeutics Co. Ltd. (expiring 11/02/23) (a) | 477 | 1,326 | |||
36,494 | |||||
UNITED KINGDOM — 0.0% (f) | |||||
Synthomer PLC (expiring 10/12/23) (a) | 19,388 | 7,099 | |||
TOTAL RIGHTS (Cost $175,659) | 69,494 | ||||
WARRANTS — 0.0% (f) | |||||
AUSTRALIA — 0.0% (f) | |||||
Magellan Financial Group Ltd. (expiring 04/16/27) (a) | 2,771 | 358 | |||
PointsBet Holdings Ltd. (expiring 07/08/24) (a) | 1,183 | — | |||
358 |
See accompanying notes to Schedule of
Investments.
152
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
CANADA — 0.0% (f) | ||||||
Constellation Software, Inc. (expiring 03/31/40) (a)(c) | 4,200 | $— | ||||
ITALY — 0.0% (f) | ||||||
Webuild SpA (expiring 08/02/30) (a)(b)(c) | 2,371 | — | ||||
MACAU — 0.0% (f) | ||||||
MECOM Power & Construction Ltd. (expiring 05/24/24) (a)(b) | 25,200 | 151 | ||||
MALAYSIA — 0.0% (f) | ||||||
Frontken Corp. Bhd (expiring 05/03/26) (a) | 30,950 | 1,417 | ||||
Scientex Bhd (expiring 01/14/26) (a) | 4,960 | 644 | ||||
SKP Resources Bhd (expiring 04/25/26) (a) | 54,260 | 636 | ||||
VS Industry Bhd (expiring 06/14/24) (a) | 88,800 | 662 | ||||
3,359 | ||||||
THAILAND — 0.0% (f) | ||||||
Kiatnakin Phatra Bank PCL (expiring 03/17/24) (a) | 2,116 | 34 | ||||
Kiatnakin Phatra Bank PCL (expiring 03/17/26) (a) | 2,116 | 172 | ||||
MBK PCL (expiring 05/15/24) (a) | 4,746 | 2,125 | ||||
MBK PCL (expiring 05/15/25) (a) | 4,747 | 1,995 | ||||
MBK PCL (expiring 11/15/24) (a) | 4,746 | 2,072 | ||||
Plan B Media PCL (expiring 01/13/25) (a) | 10,680 | 522 | ||||
Srisawad Corp. PCL (expiring 08/29/25) (a) | 3,396 | 173 | ||||
VGI PCL (expiring 05/23/27) (a) | 223,290 | 797 | ||||
Vibhavadi Medical Center PCL (expiring 07/19/25) (a) | 54,625 | 210 | ||||
8,100 | ||||||
TOTAL WARRANTS (Cost $0) | 11,968 | |||||
SHORT-TERM INVESTMENTS — 6.5% | ||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.33% (h)(i) | 184,183,596 | 184,183,596 |
Security Description | Shares | Value | ||||
State Street Navigator Securities Lending Portfolio II (j)(k) | 189,840,747 | $189,840,747 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost $374,024,343) | 374,024,343 | |||||
TOTAL INVESTMENTS — 103.1% (Cost $5,827,916,770) | 5,960,176,466 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (3.1)% | (176,583,378) | |||||
NET ASSETS — 100.0% | $5,783,593,088 |
(a) | Non-income producing security. |
(b) | All or a portion of the shares of the security are on loan at September 30, 2023. |
(c) | Fair valued as determined in good faith by the Trust's Oversight Committee in accordance with policy and procedures approved by the Board of Trustees. Security value is determined based on Level 3 inputs. As of September 30, 2023, total aggregate fair value of the securities is $156,587, representing 0.00% of the Fund's net assets. |
(d) | Securities purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 2.4% of net assets as of September 30, 2023, are considered liquid and may be resold in transactions exempt from registration, normally to qualified institutional buyers. |
(e) | Reflects separate holdings of the issuer's common stock traded on different securities exchanges. |
(f) | Amount is less than 0.05% of net assets. |
(g) | Variable Rate Security - Interest rate shown is rate in effect at September 30, 2023. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above. |
(h) | The Portfolio invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(i) | The rate shown is the annualized seven-day yield at September 30, 2023. |
(j) | The Portfolio invested in an affiliated entity. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(k) | Investment of cash collateral for securities loaned. |
ADR | American Depositary Receipt |
CDI | CREST Depository Interest |
GDR | Global Depositary Receipt |
NVDR | Non-Voting Depositary Receipt |
REIT | Real Estate Investment Trust |
SDR | Swedish Depositary Receipt |
See accompanying notes to Schedule of
Investments.
153
STATE STREET GLOBAL ALL CAP EQUITY EX- U.S. INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
At September 30, 2023, open
futures contracts were as follows:
Description | Number of Contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
S&P/TSX 60 Index (long) | 79 | 12/14/2023 | $14,109,948 | $13,746,701 | $(363,247) | |||||
MSCI EAFE Index (long) | 1,004 | 12/15/2023 | 105,162,963 | 102,483,300 | (2,679,663) | |||||
E-mini MSCI Emerging Markets (long) | 1,704 | 12/15/2023 | 83,843,781 | 81,408,600 | (2,435,181) | |||||
$(5,478,091) |
The following table summarizes the
value of the Portfolio’s investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks | $5,549,803,310 | $33,862,335 | $156,587 | $5,583,822,232 | ||||
Preferred Stocks | 2,248,430 | — | 0(a) | 2,248,430 | ||||
Rights | 15,236 | 54,257 | 0(a) | 69,493 | ||||
Warrants | 11,968 | — | 0(a) | 11,968 | ||||
Short-Term Investments | 374,024,343 | — | — | 374,024,343 | ||||
TOTAL INVESTMENTS | $5,926,103,287 | $33,916,592 | $156,587 | $5,960,176,466 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Depreciation | $(5,478,091) | $— | $— | $(5,478,091) | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS: | $(5,478,091) | $— | $— | $(5,478,091) |
(a) | The Fund held Level 3 securities that were valued at $0 at September 30, 2023. |
Top Five Industries as of September
30, 2023
Description | % of Net Assets | |
Banks | 13.2% | |
Pharmaceuticals | 6.1 | |
Oil & Gas | 5.3 | |
Semiconductors | 5.1 | |
Insurance | 4.7 | |
TOTAL | 34.4% |
(The top five
industries are expressed as a percentage of net assets and may change over time.)
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares | 198,057,869 | $198,057,869 | $717,406,908 | $731,281,181 | $— | $— | 184,183,596 | $184,183,596 | $6,714,502 | ||||||||
State Street Navigator Securities Lending Portfolio II | 198,045,220 | 198,045,220 | 600,712,255 | 608,916,728 | — | — | 189,840,747 | 189,840,747 | 1,078,487 | ||||||||
Total | $396,103,089 | $1,318,119,163 | $1,340,197,909 | $— | $— | $374,024,343 | $7,792,989 |
See accompanying notes to Schedule of
Investments.
154
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments
September 30, 2023 (Unaudited)
State Street Small/Mid Cap Equity
Index Fund is a feeder fund that invests substantially all of its investable assets in a master fund, the State Street Small/Mid Cap Equity Index Portfolio. The Schedule of Investments for the State Street Small/Mid
Cap Equity Index Portfolio follows.
Security Description | Shares | Value | ||||
COMMON STOCKS — 99.3% | ||||||
AEROSPACE & DEFENSE — 1.1% | ||||||
AAR Corp. (a) | 11,241 | $669,177 | ||||
AeroVironment, Inc. (a) | 8,445 | 941,871 | ||||
AerSale Corp. (a) | 9,900 | 147,906 | ||||
Archer Aviation, Inc. Class A (a) (b) | 49,400 | 249,964 | ||||
Astronics Corp. (a) | 7,868 | 124,787 | ||||
BWX Technologies, Inc. (b) | 29,326 | 2,198,864 | ||||
Cadre Holdings, Inc. (b) | 5,500 | 146,575 | ||||
Curtiss-Wright Corp. | 12,215 | 2,389,620 | ||||
Ducommun, Inc. (a) | 4,500 | 195,795 | ||||
Eve Holding, Inc. (a) | 6,719 | 55,701 | ||||
HEICO Corp. | 14,746 | 2,387,820 | ||||
HEICO Corp. Class A | 26,364 | 3,406,756 | ||||
Hexcel Corp. | 27,217 | 1,772,915 | ||||
Kaman Corp. | 9,799 | 192,550 | ||||
Kratos Defense & Security Solutions, Inc. (a) | 38,600 | 579,772 | ||||
Leonardo DRS, Inc. (a) | 19,200 | 320,640 | ||||
Mercury Systems, Inc. (a) | 15,700 | 582,313 | ||||
Moog, Inc. Class A | 9,021 | 1,019,012 | ||||
National Presto Industries, Inc. | 1,890 | 136,949 | ||||
Park Aerospace Corp. (b) | 7,400 | 114,922 | ||||
Parsons Corp. (a) | 12,951 | 703,887 | ||||
Redwire Corp. (a) (b) | 6,800 | 19,652 | ||||
Rocket Lab USA, Inc. (a) (b) | 92,500 | 405,150 | ||||
Spirit AeroSystems Holdings, Inc. Class A (a) (b) | 34,242 | 552,666 | ||||
Terran Orbital Corp. (a) (b) | 23,100 | 19,228 | ||||
Triumph Group, Inc. (a) | 18,845 | 144,353 | ||||
V2X, Inc. (a) | 4,200 | 216,972 | ||||
Virgin Galactic Holdings, Inc. (a) (b) | 77,400 | 139,320 | ||||
Woodward, Inc. | 19,074 | 2,370,135 | ||||
22,205,272 | ||||||
AIR FREIGHT & LOGISTICS — 0.2% | ||||||
Air Transport Services Group, Inc. (a) | 18,800 | 392,356 | ||||
Forward Air Corp. | 8,651 | 594,670 | ||||
GXO Logistics, Inc. (a) | 37,590 | 2,204,654 | ||||
Hub Group, Inc. Class A (a) | 10,117 | 794,589 | ||||
Radiant Logistics, Inc. (a) | 10,753 | 60,754 | ||||
4,047,023 | ||||||
AUTOMOBILE COMPONENTS — 0.9% | ||||||
Adient PLC (a) | 30,500 | 1,119,350 | ||||
American Axle & Manufacturing Holdings, Inc. (a) | 38,250 | 277,695 |
Security Description | Shares | Value | ||||
Atmus Filtration Technologies, Inc. (a) | 5,400 | $112,590 | ||||
Cooper-Standard Holdings, Inc. (a) | 5,200 | 69,784 | ||||
Dana, Inc. | 40,142 | 588,883 | ||||
Dorman Products, Inc. (a) | 8,227 | 623,278 | ||||
Fox Factory Holding Corp. (a) | 13,597 | 1,347,191 | ||||
Gentex Corp. | 76,623 | 2,493,312 | ||||
Gentherm, Inc. (a) | 10,185 | 552,638 | ||||
Goodyear Tire & Rubber Co. (a) | 89,616 | 1,113,927 | ||||
Holley, Inc. (a) (b) | 17,000 | 84,830 | ||||
LCI Industries (b) | 8,113 | 952,628 | ||||
Lear Corp. | 18,951 | 2,543,224 | ||||
Luminar Technologies, Inc. (a) (b) | 84,200 | 383,110 | ||||
Modine Manufacturing Co. (a) | 16,983 | 776,972 | ||||
Patrick Industries, Inc. (b) | 6,528 | 489,992 | ||||
Phinia, Inc. | 15,000 | 401,850 | ||||
QuantumScape Corp. (a) (b) | 98,501 | 658,972 | ||||
Solid Power, Inc. (a) (b) | 48,700 | 98,374 | ||||
Standard Motor Products, Inc. | 7,743 | 260,320 | ||||
Stoneridge, Inc. (a) | 7,782 | 156,185 | ||||
Visteon Corp. (a) | 8,958 | 1,236,831 | ||||
XPEL, Inc. (a) (b) | 7,000 | 539,770 | ||||
16,881,706 | ||||||
AUTOMOBILES — 0.5% | ||||||
Fisker, Inc. (a) (b) | 61,300 | 393,546 | ||||
Harley-Davidson, Inc. | 42,701 | 1,411,695 | ||||
Livewire Group, Inc. (a) (b) | 3,400 | 23,562 | ||||
Lucid Group, Inc. (a) (b) | 241,800 | 1,351,662 | ||||
Rivian Automotive, Inc. Class A (a) (b) | 217,800 | 5,288,184 | ||||
Thor Industries, Inc. | 16,701 | 1,588,766 | ||||
Winnebago Industries, Inc. | 9,500 | 564,775 | ||||
Workhorse Group, Inc. (a) (b) | 40,275 | 16,690 | ||||
10,638,880 | ||||||
BANKS — 5.0% | ||||||
1st Source Corp. | 5,120 | 215,501 | ||||
ACNB Corp. | 2,600 | 82,186 | ||||
Amalgamated Financial Corp. (b) | 5,100 | 87,822 | ||||
Amerant Bancorp, Inc. | 7,400 | 129,056 | ||||
American National Bankshares, Inc. | 3,800 | 144,172 | ||||
Ameris Bancorp | 21,159 | 812,294 | ||||
Ames National Corp. (b) | 5,122 | 84,974 | ||||
Arrow Financial Corp. (b) | 4,166 | 70,894 | ||||
Associated Banc-Corp. | 48,530 | 830,348 |
See accompanying notes to Schedule of
Investments.
155
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Atlantic Union Bankshares Corp. | 23,607 | $679,410 | |||
Axos Financial, Inc. (a) | 18,432 | 697,836 | |||
Banc of California, Inc. | 15,454 | 191,321 | |||
BancFirst Corp. | 7,052 | 611,620 | |||
Bancorp, Inc. (a) | 16,800 | 579,600 | |||
Bank First Corp. (b) | 2,700 | 208,305 | |||
Bank of Hawaii Corp. (b) | 12,526 | 622,417 | |||
Bank of Marin Bancorp (b) | 5,144 | 94,032 | |||
Bank of NT Butterfield & Son Ltd. | 15,696 | 425,048 | |||
Bank OZK | 34,728 | 1,287,367 | |||
Bank7 Corp. | 1,100 | 24,761 | |||
BankUnited, Inc. | 25,327 | 574,923 | |||
Bankwell Financial Group, Inc. | 1,842 | 44,705 | |||
Banner Corp. | 10,500 | 444,990 | |||
Bar Harbor Bankshares | 4,380 | 103,499 | |||
BayCom Corp. | 3,600 | 69,156 | |||
BCB Bancorp, Inc. | 5,000 | 55,700 | |||
Berkshire Hills Bancorp, Inc. | 12,816 | 256,961 | |||
Blue Foundry Bancorp (a) (b) | 10,806 | 90,446 | |||
Blue Ridge Bankshares, Inc. (b) | 6,200 | 28,024 | |||
BOK Financial Corp. | 9,108 | 728,458 | |||
Bridgewater Bancshares, Inc. (a) | 5,850 | 55,458 | |||
Brookline Bancorp, Inc. | 26,522 | 241,615 | |||
Burke & Herbert Financial Services Corp. (b) | 2,000 | 92,930 | |||
Business First Bancshares, Inc. | 7,200 | 135,072 | |||
Byline Bancorp, Inc. | 6,700 | 132,057 | |||
C&F Financial Corp. | 1,986 | 106,450 | |||
Cadence Bank | 58,245 | 1,235,959 | |||
Cambridge Bancorp (b) | 2,591 | 161,393 | |||
Camden National Corp. | 5,002 | 141,156 | |||
Capital Bancorp, Inc. | 3,300 | 63,129 | |||
Capital City Bank Group, Inc. | 4,605 | 137,367 | |||
Capitol Federal Financial, Inc. | 36,700 | 175,059 | |||
Capstar Financial Holdings, Inc. | 5,000 | 70,950 | |||
Carter Bankshares, Inc. (a) (b) | 8,400 | 105,252 | |||
Cathay General Bancorp | 21,809 | 758,081 | |||
Central Pacific Financial Corp. | 7,254 | 120,997 | |||
Central Valley Community Bancorp | 3,100 | 43,741 | |||
Chemung Financial Corp. | 2,437 | 96,530 | |||
ChoiceOne Financial Services, Inc. (b) | 3,900 | 76,596 | |||
Citizens & Northern Corp. (b) | 4,651 | 81,625 | |||
Citizens Financial Services, Inc. | 1,300 | 62,296 | |||
City Holding Co. | 4,995 | 451,298 | |||
Civista Bancshares, Inc. | 6,500 | 100,750 | |||
CNB Financial Corp. (b) | 6,200 | 112,282 | |||
Coastal Financial Corp. (a) | 3,713 | 159,325 | |||
Codorus Valley Bancorp, Inc. | 4,900 | 91,336 | |||
Colony Bankcorp, Inc. | 4,946 | 49,435 | |||
Columbia Banking System, Inc. | 67,078 | 1,361,683 | |||
Columbia Financial, Inc. (a) (b) | 10,300 | 161,813 | |||
Commerce Bancshares, Inc. | 36,987 | 1,774,636 |
Security Description | Shares | Value | |||
Community Bank System, Inc. | 17,439 | $736,100 | |||
Community Trust Bancorp, Inc. | 4,803 | 164,551 | |||
ConnectOne Bancorp, Inc. | 11,234 | 200,302 | |||
CrossFirst Bankshares, Inc. (a) | 12,523 | 126,357 | |||
Cullen/Frost Bankers, Inc. | 19,072 | 1,739,557 | |||
Customers Bancorp, Inc. (a) | 8,902 | 306,674 | |||
CVB Financial Corp. | 42,300 | 700,911 | |||
Dime Community Bancshares, Inc. | 13,140 | 262,274 | |||
Eagle Bancorp, Inc. | 9,700 | 208,065 | |||
East West Bancorp, Inc. | 45,833 | 2,415,857 | |||
Eastern Bankshares, Inc. | 49,600 | 621,984 | |||
Enterprise Bancorp, Inc. | 2,478 | 67,848 | |||
Enterprise Financial Services Corp. | 11,214 | 420,525 | |||
Equity Bancshares, Inc. Class A | 5,300 | 127,571 | |||
Esquire Financial Holdings, Inc. | 2,000 | 91,380 | |||
ESSA Bancorp, Inc. | 2,700 | 40,527 | |||
Evans Bancorp, Inc. | 3,988 | 106,878 | |||
Farmers & Merchants Bancorp, Inc. (b) | 3,500 | 61,355 | |||
Farmers National Banc Corp. | 17,466 | 201,907 | |||
FB Financial Corp. | 10,883 | 308,642 | |||
Fidelity D&D Bancorp, Inc. | 1,400 | 63,560 | |||
Financial Institutions, Inc. | 3,780 | 63,617 | |||
First BanCorp (c) | 55,900 | 752,414 | |||
First BanCorp (c) | 12,514 | 352,144 | |||
First Bancorp, Inc. | 3,000 | 70,500 | |||
First Bancshares, Inc. | 9,800 | 264,306 | |||
First Bank | 4,400 | 47,432 | |||
First Busey Corp. | 16,588 | 318,821 | |||
First Business Financial Services, Inc. | 3,073 | 92,221 | |||
First Citizens BancShares, Inc. Class A | 3,528 | 4,868,993 | |||
First Commonwealth Financial Corp. | 33,406 | 407,887 | |||
First Community Bankshares, Inc. | 5,400 | 159,030 | |||
First Community Corp. | 4,492 | 77,577 | |||
First Financial Bancorp | 29,391 | 576,064 | |||
First Financial Bankshares, Inc. | 42,202 | 1,060,114 | |||
First Financial Corp. | 3,600 | 121,716 | |||
First Foundation, Inc. | 18,450 | 112,176 | |||
First Hawaiian, Inc. | 41,100 | 741,855 | |||
First Horizon Corp. | 180,300 | 1,986,906 | |||
First Interstate BancSystem, Inc. Class A | 27,032 | 674,178 | |||
First Merchants Corp. | 18,620 | 518,008 | |||
First Mid Bancshares, Inc. | 6,500 | 172,640 | |||
First of Long Island Corp. | 5,650 | 65,032 | |||
First Western Financial, Inc. (a) (b) | 3,100 | 56,265 | |||
Five Star Bancorp | 3,200 | 64,192 | |||
Flushing Financial Corp. | 9,000 | 118,170 | |||
FNB Corp. | 115,198 | 1,242,986 | |||
FS Bancorp, Inc. | 2,000 | 59,000 |
See accompanying notes to Schedule of
Investments.
156
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Fulton Financial Corp. | 50,592 | $612,669 | |||
FVCBankcorp, Inc. (a) (b) | 5,524 | 70,762 | |||
German American Bancorp, Inc. | 8,425 | 228,233 | |||
Glacier Bancorp, Inc. (b) | 35,908 | 1,023,378 | |||
Great Southern Bancorp, Inc. | 2,768 | 132,643 | |||
Greene County Bancorp, Inc. | 2,000 | 48,100 | |||
Guaranty Bancshares, Inc. | 2,765 | 79,328 | |||
Hancock Whitney Corp. | 27,620 | 1,021,664 | |||
Hanmi Financial Corp. | 7,700 | 124,971 | |||
HarborOne Bancorp, Inc. | 13,963 | 132,928 | |||
HBT Financial, Inc. (b) | 5,200 | 94,848 | |||
Heartland Financial USA, Inc. | 13,500 | 397,305 | |||
Heritage Commerce Corp. | 19,166 | 162,336 | |||
Heritage Financial Corp. | 10,600 | 172,886 | |||
Hilltop Holdings, Inc. | 14,400 | 408,384 | |||
Hingham Institution For Savings The (b) | 368 | 68,724 | |||
Home Bancorp, Inc. | 2,473 | 78,815 | |||
Home BancShares, Inc. | 61,023 | 1,277,822 | |||
HomeStreet, Inc. | 7,974 | 62,117 | |||
HomeTrust Bancshares, Inc. | 3,709 | 80,374 | |||
Hope Bancorp, Inc. | 36,721 | 324,981 | |||
Horizon Bancorp, Inc. | 14,840 | 158,491 | |||
Independent Bank Corp. (c) | 14,365 | 705,178 | |||
Independent Bank Corp. (c) | 7,118 | 130,544 | |||
Independent Bank Group, Inc. | 11,672 | 461,628 | |||
International Bancshares Corp. | 17,050 | 738,947 | |||
John Marshall Bancorp, Inc. (b) | 3,800 | 67,830 | |||
Kearny Financial Corp. | 15,851 | 109,847 | |||
Lakeland Bancorp, Inc. | 17,400 | 219,588 | |||
Lakeland Financial Corp. | 8,228 | 390,501 | |||
LCNB Corp. | 5,800 | 82,766 | |||
Live Oak Bancshares, Inc. | 10,590 | 306,581 | |||
Luther Burbank Corp. | 3,600 | 30,240 | |||
Macatawa Bank Corp. | 8,146 | 72,988 | |||
MainStreet Bancshares, Inc. | 2,100 | 43,134 | |||
Mercantile Bank Corp. | 4,100 | 126,731 | |||
Metrocity Bankshares, Inc. (b) | 5,500 | 108,240 | |||
Metropolitan Bank Holding Corp. (a) | 3,500 | 126,980 | |||
Mid Penn Bancorp, Inc. | 5,126 | 103,186 | |||
Middlefield Banc Corp. | 2,400 | 60,984 | |||
Midland States Bancorp, Inc. | 6,702 | 137,659 | |||
MidWestOne Financial Group, Inc. | 4,651 | 94,555 | |||
MVB Financial Corp. | 3,473 | 78,420 | |||
National Bank Holdings Corp. Class A | 11,348 | 337,717 | |||
National Bankshares, Inc. | 1,800 | 45,072 | |||
NBT Bancorp, Inc. | 14,600 | 462,674 | |||
New York Community Bancorp, Inc. | 232,625 | 2,637,968 | |||
Nicolet Bankshares, Inc. (b) | 3,916 | 273,259 | |||
Northeast Bank (b) | 1,900 | 83,790 | |||
Northeast Community Bancorp, Inc. (b) | 7,200 | 106,272 | |||
Northfield Bancorp, Inc. | 12,780 | 120,771 |
Security Description | Shares | Value | |||
Northrim BanCorp, Inc. | 1,700 | $67,354 | |||
Northwest Bancshares, Inc. | 41,176 | 421,231 | |||
Norwood Financial Corp. (b) | 2,300 | 59,248 | |||
NU Holdings Ltd. Class A (a) | 759,000 | 5,502,750 | |||
Oak Valley Bancorp | 2,100 | 52,668 | |||
OceanFirst Financial Corp. | 17,907 | 259,114 | |||
OFG Bancorp | 14,900 | 444,914 | |||
Old National Bancorp | 91,495 | 1,330,337 | |||
Old Second Bancorp, Inc. | 14,135 | 192,377 | |||
Orange County Bancorp, Inc. | 1,600 | 69,072 | |||
Origin Bancorp, Inc. | 9,600 | 277,152 | |||
Orrstown Financial Services, Inc. | 3,000 | 63,030 | |||
Pacific Premier Bancorp, Inc. | 31,101 | 676,758 | |||
PacWest Bancorp | 40,489 | 320,268 | |||
Park National Corp. (b) | 4,717 | 445,851 | |||
Parke Bancorp, Inc. | 3,197 | 52,079 | |||
Pathward Financial, Inc. | 8,843 | 407,574 | |||
PCB Bancorp (b) | 3,800 | 58,710 | |||
Peapack-Gladstone Financial Corp. | 4,500 | 115,425 | |||
Penns Woods Bancorp, Inc. | 4,371 | 92,141 | |||
Peoples Bancorp, Inc. | 9,914 | 251,617 | |||
Peoples Financial Services Corp. | 2,639 | 105,824 | |||
Pinnacle Financial Partners, Inc. | 24,489 | 1,641,743 | |||
Pioneer Bancorp, Inc. (a) | 3,419 | 29,198 | |||
Plumas Bancorp | 1,700 | 58,038 | |||
Ponce Financial Group, Inc. (a) (b) | 6,300 | 49,266 | |||
Popular, Inc. | 23,510 | 1,481,365 | |||
Preferred Bank | 3,977 | 247,568 | |||
Premier Financial Corp. | 11,597 | 197,845 | |||
Primis Financial Corp. (b) | 6,269 | 51,092 | |||
Princeton Bancorp, Inc. (b) | 1,600 | 46,384 | |||
Prosperity Bancshares, Inc. | 27,709 | 1,512,357 | |||
Provident Financial Services, Inc. | 21,656 | 331,120 | |||
QCR Holdings, Inc. | 5,320 | 258,126 | |||
RBB Bancorp | 5,000 | 63,900 | |||
Red River Bancshares, Inc. (b) | 1,300 | 59,748 | |||
Renasant Corp. | 17,132 | 448,687 | |||
Republic Bancorp, Inc. Class A | 3,808 | 167,742 | |||
S&T Bancorp, Inc. | 12,061 | 326,612 | |||
Sandy Spring Bancorp, Inc. | 14,180 | 303,877 | |||
Seacoast Banking Corp. of Florida | 26,191 | 575,154 | |||
ServisFirst Bancshares, Inc. (b) | 16,300 | 850,371 | |||
Shore Bancshares, Inc. (b) | 10,425 | 109,671 | |||
Sierra Bancorp | 4,318 | 81,869 | |||
Simmons First National Corp. Class A | 41,539 | 704,501 | |||
SmartFinancial, Inc. | 5,302 | 113,304 | |||
South Plains Financial, Inc. | 4,221 | 111,603 | |||
Southern First Bancshares, Inc. (a) | 2,100 | 56,574 |
See accompanying notes to Schedule of
Investments.
157
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Southern Missouri Bancorp, Inc. (b) | 2,800 | $108,332 | ||||
Southern States Bancshares, Inc. | 2,300 | 51,957 | ||||
Southside Bancshares, Inc. (b) | 8,955 | 257,009 | ||||
SouthState Corp. | 24,142 | 1,626,205 | ||||
Stellar Bancorp, Inc. | 15,898 | 338,945 | ||||
Sterling Bancorp, Inc. (a) | 8,989 | 52,496 | ||||
Stock Yards Bancorp, Inc. (b) | 8,800 | 345,752 | ||||
Summit Financial Group, Inc. | 4,115 | 92,752 | ||||
Synovus Financial Corp. | 46,848 | 1,302,374 | ||||
Texas Capital Bancshares, Inc. (a) | 15,272 | 899,521 | ||||
Third Coast Bancshares, Inc. (a) | 4,300 | 73,530 | ||||
Timberland Bancorp, Inc. | 4,188 | 113,495 | ||||
Tompkins Financial Corp. | 4,481 | 219,524 | ||||
Towne Bank | 21,190 | 485,887 | ||||
TriCo Bancshares | 10,072 | 322,606 | ||||
Triumph Financial, Inc. (a) | 7,321 | 474,328 | ||||
TrustCo Bank Corp. | 6,319 | 172,446 | ||||
Trustmark Corp. | 18,396 | 399,745 | ||||
UMB Financial Corp. | 13,889 | 861,812 | ||||
United Bankshares, Inc. | 40,705 | 1,123,051 | ||||
United Community Banks, Inc. | 37,140 | 943,727 | ||||
Unity Bancorp, Inc. | 2,295 | 53,772 | ||||
Univest Financial Corp. | 10,740 | 186,661 | ||||
USCB Financial Holdings, Inc. (a) | 4,383 | 46,065 | ||||
Valley National Bancorp | 136,068 | 1,164,742 | ||||
Veritex Holdings, Inc. | 16,150 | 289,893 | ||||
Virginia National Bankshares Corp. (b) | 3,135 | 95,147 | ||||
Washington Federal, Inc. | 20,217 | 517,960 | ||||
Washington Trust Bancorp, Inc. | 5,023 | 132,256 | ||||
Webster Financial Corp. | 55,741 | 2,246,920 | ||||
WesBanco, Inc. | 18,302 | 446,935 | ||||
West BanCorp, Inc. (b) | 4,100 | 66,871 | ||||
Westamerica BanCorp | 8,385 | 362,651 | ||||
Western Alliance Bancorp | 35,883 | 1,649,542 | ||||
Wintrust Financial Corp. | 19,331 | 1,459,491 | ||||
WSFS Financial Corp. | 19,624 | 716,276 | ||||
98,518,860 | ||||||
BEVERAGES — 0.3% | ||||||
Boston Beer Co., Inc. Class A (a) | 2,916 | 1,135,869 | ||||
Celsius Holdings, Inc. (a) | 15,700 | 2,694,120 | ||||
Coca-Cola Consolidated, Inc. | 1,546 | 983,751 | ||||
Duckhorn Portfolio, Inc. (a) | 11,700 | 120,042 | ||||
MGP Ingredients, Inc. | 4,900 | 516,852 | ||||
National Beverage Corp. (a) | 7,294 | 342,964 | ||||
Primo Water Corp. | 48,600 | 670,680 | ||||
Vita Coco Co., Inc. (a) | 9,700 | 252,588 | ||||
Zevia PBC Class A (a) (b) | 7,700 | 17,094 | ||||
6,733,960 |
Security Description | Shares | Value | ||||
BIOTECHNOLOGY — 5.3% | ||||||
2seventy bio, Inc. (a) (b) | 14,707 | $57,651 | ||||
4D Molecular Therapeutics, Inc. (a) | 13,100 | 166,763 | ||||
89bio, Inc. (a) | 19,000 | 293,360 | ||||
Aadi Bioscience, Inc. (a) | 3,700 | 17,909 | ||||
ACADIA Pharmaceuticals, Inc. (a) | 39,389 | 820,867 | ||||
ACELYRIN, Inc. (a) | 11,300 | 114,921 | ||||
Acrivon Therapeutics, Inc. (a) | 3,100 | 29,636 | ||||
Actinium Pharmaceuticals, Inc. (a) (b) | 8,000 | 47,360 | ||||
Adicet Bio, Inc. (a) (b) | 14,100 | 19,317 | ||||
ADMA Biologics, Inc. (a) | 76,300 | 273,154 | ||||
Aduro Biotech, Inc. (a) | 2,090 | 272 | ||||
Aerovate Therapeutics, Inc. (a) | 2,600 | 35,282 | ||||
Agenus, Inc. (a) | 104,900 | 118,537 | ||||
Agios Pharmaceuticals, Inc. (a) | 19,204 | 475,299 | ||||
Akero Therapeutics, Inc. (a) | 16,700 | 844,686 | ||||
Aldeyra Therapeutics, Inc. (a) (b) | 14,300 | 95,524 | ||||
Alector, Inc. (a) (b) | 19,635 | 127,235 | ||||
Alkermes PLC (a) | 56,362 | 1,578,700 | ||||
Allakos, Inc. (a) (b) | 20,500 | 46,535 | ||||
Allogene Therapeutics, Inc. (a) (b) | 21,531 | 68,253 | ||||
Allovir, Inc. (a) (b) | 14,900 | 32,035 | ||||
Alnylam Pharmaceuticals, Inc. (a) | 40,666 | 7,201,949 | ||||
Alpine Immune Sciences, Inc. (a) | 9,200 | 105,340 | ||||
Altimmune, Inc. (a) | 15,200 | 39,520 | ||||
ALX Oncology Holdings, Inc. (a) (b) | 6,100 | 29,280 | ||||
Amicus Therapeutics, Inc. (a) | 91,341 | 1,110,707 | ||||
AnaptysBio, Inc. (a) | 5,414 | 97,236 | ||||
Anavex Life Sciences Corp. (a) (b) | 20,800 | 136,240 | ||||
Anika Therapeutics, Inc. (a) | 4,747 | 88,437 | ||||
Annexon, Inc. (a) (b) | 14,000 | 33,040 | ||||
Apellis Pharmaceuticals, Inc. (a) (b) | 32,900 | 1,251,516 | ||||
Apogee Therapeutics, Inc. (a) | 6,900 | 146,970 | ||||
Arbutus Biopharma Corp. (a) (b) | 42,200 | 85,666 | ||||
Arcellx, Inc. (a) | 11,800 | 423,384 | ||||
Arcturus Therapeutics Holdings, Inc. (a) | 7,835 | 200,184 | ||||
Arcus Biosciences, Inc. (a) | 16,895 | 303,265 | ||||
Arcutis Biotherapeutics, Inc. (a) (b) | 15,300 | 81,243 | ||||
Ardelyx, Inc. (a) (b) | 65,500 | 267,240 | ||||
Arrowhead Pharmaceuticals, Inc. (a) | 32,461 | 872,227 | ||||
ARS Pharmaceuticals, Inc. (a) | 7,500 | 28,350 | ||||
Astria Therapeutics, Inc. (a) (b) | 7,900 | 58,934 | ||||
Atara Biotherapeutics, Inc. (a) (b) | 30,300 | 44,844 |
See accompanying notes to Schedule of
Investments.
158
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Aura Biosciences, Inc. (a) | 8,400 | $75,348 | |||
Aurinia Pharmaceuticals, Inc. (a) (b) | 42,100 | 327,117 | |||
Avid Bioservices, Inc. (a) (b) | 19,268 | 181,890 | |||
Avidity Biosciences, Inc. (a) (b) | 20,800 | 132,704 | |||
Avita Medical, Inc. (a) (b) | 7,700 | 112,497 | |||
Beam Therapeutics, Inc. (a) (b) | 23,500 | 565,175 | |||
BioAtla, Inc. (a) (b) | 13,600 | 23,120 | |||
BioCryst Pharmaceuticals, Inc. (a) (b) | 60,230 | 426,428 | |||
Biohaven Ltd. (a) | 18,300 | 475,983 | |||
BioMarin Pharmaceutical, Inc. (a) | 61,527 | 5,443,909 | |||
Biomea Fusion, Inc. (a) | 6,100 | 83,936 | |||
Bioxcel Therapeutics, Inc. (a) (b) | 5,512 | 13,945 | |||
Bluebird Bio, Inc. (a) (b) | 34,721 | 105,552 | |||
Blueprint Medicines Corp. (a) | 19,842 | 996,465 | |||
Bridgebio Pharma, Inc. (a) (b) | 36,194 | 954,436 | |||
Cabaletta Bio, Inc. (a) (b) | 11,300 | 171,986 | |||
CareDx, Inc. (a) | 18,148 | 127,036 | |||
Caribou Biosciences, Inc. (a) | 22,700 | 108,506 | |||
Carisma Therapeutics, Inc. | 8,200 | 34,686 | |||
Catalyst Pharmaceuticals, Inc. (a) | 30,847 | 360,601 | |||
Celcuity, Inc. (a) (b) | 5,300 | 48,442 | |||
Celldex Therapeutics, Inc. (a) | 14,100 | 388,032 | |||
Century Therapeutics, Inc. (a) | 5,600 | 11,200 | |||
Cerevel Therapeutics Holdings, Inc. (a) (b) | 18,900 | 412,587 | |||
Chinook Therapeutics, Inc. (a) | 17,090 | 6,665 | |||
Cogent Biosciences, Inc. (a) (b) | 27,900 | 272,025 | |||
Coherus Biosciences, Inc. (a) (b) | 33,017 | 123,484 | |||
Compass Therapeutics, Inc. (a) (b) | 28,100 | 55,357 | |||
Crinetics Pharmaceuticals, Inc. (a) | 21,200 | 630,488 | |||
Cue Biopharma, Inc. (a) (b) | 10,600 | 24,380 | |||
Cullinan Oncology, Inc. (a) | 7,300 | 66,065 | |||
Cytokinetics, Inc. (a) | 30,696 | 904,304 | |||
Day One Biopharmaceuticals, Inc. (a) (b) | 21,400 | 262,578 | |||
Deciphera Pharmaceuticals, Inc. (a) | 15,400 | 195,888 | |||
Denali Therapeutics, Inc. (a) | 38,832 | 801,104 | |||
Design Therapeutics, Inc. (a) (b) | 9,700 | 22,892 | |||
Disc Medicine, Inc. (a) (b) | 3,200 | 150,336 | |||
Dynavax Technologies Corp. (a) (b) | 39,838 | 588,407 | |||
Dyne Therapeutics, Inc. (a) | 13,300 | 119,168 | |||
Eagle Pharmaceuticals, Inc. (a) | 3,046 | 48,035 | |||
Editas Medicine, Inc. (a) | 28,839 | 224,944 | |||
Emergent BioSolutions, Inc. (a) | 15,100 | 51,340 | |||
Enanta Pharmaceuticals, Inc. (a) | 6,600 | 73,722 |
Security Description | Shares | Value | |||
Entrada Therapeutics, Inc. (a) (b) | 6,600 | $104,280 | |||
EQRx, Inc. (a) | 96,100 | 213,342 | |||
Erasca, Inc. (a) | 27,800 | 54,766 | |||
Exact Sciences Corp. (a) | 58,629 | 3,999,670 | |||
Exelixis, Inc. (a) | 104,208 | 2,276,945 | |||
Fate Therapeutics, Inc. (a) (b) | 29,489 | 62,517 | |||
Fennec Pharmaceuticals, Inc. (a) | 5,600 | 42,056 | |||
FibroGen, Inc. (a) (b) | 26,908 | 23,219 | |||
Foghorn Therapeutics, Inc. (a) (b) | 8,000 | 40,000 | |||
Genelux Corp. (a) | 6,100 | 149,389 | |||
Generation Bio Co. (a) (b) | 14,100 | 53,439 | |||
Geron Corp. (a) | 154,283 | 327,080 | |||
Graphite Bio, Inc. (a) (b) | 8,600 | 21,328 | |||
Gritstone bio, Inc. (a) | 27,000 | 46,440 | |||
Gtx, Inc. CVR (a) (b) | 85 | 161 | |||
Halozyme Therapeutics, Inc. (a) | 41,058 | 1,568,416 | |||
Heron Therapeutics, Inc. (a) (b) | 31,817 | 32,772 | |||
HilleVax, Inc. (a) | 6,300 | 84,735 | |||
Horizon Therapeutics PLC (a) | 73,764 | 8,533,757 | |||
Humacyte, Inc. (a) (b) | 18,800 | 55,084 | |||
Icosavax, Inc. (a) (b) | 8,300 | 64,325 | |||
Ideaya Biosciences, Inc. (a) | 17,000 | 458,660 | |||
IGM Biosciences, Inc. (a) (b) | 4,900 | 40,915 | |||
Immuneering Corp. Class A (a) (b) | 7,500 | 57,600 | |||
ImmunityBio, Inc. (a) (b) | 36,700 | 62,023 | |||
ImmunoGen, Inc. (a) | 77,576 | 1,231,131 | |||
Immunovant, Inc. (a) | 18,100 | 694,859 | |||
Inhibrx, Inc. (a) (b) | 11,600 | 212,860 | |||
Inozyme Pharma, Inc. (a) (b) | 10,400 | 43,680 | |||
Insmed, Inc. (a) (b) | 42,166 | 1,064,692 | |||
Intellia Therapeutics, Inc. (a) | 28,900 | 913,818 | |||
Intercept Pharmaceuticals, Inc. (a) | 14,087 | 261,173 | |||
Ionis Pharmaceuticals, Inc. (a) | 47,112 | 2,137,000 | |||
Iovance Biotherapeutics, Inc. (a) | 76,400 | 347,620 | |||
Ironwood Pharmaceuticals, Inc. (a) | 42,678 | 410,989 | |||
iTeos Therapeutics, Inc. (a) | 6,800 | 74,460 | |||
Janux Therapeutics, Inc. (a) (b) | 4,800 | 48,384 | |||
KalVista Pharmaceuticals, Inc. (a) (b) | 7,200 | 69,336 | |||
Karuna Therapeutics, Inc. (a) | 11,524 | 1,948,593 | |||
Karyopharm Therapeutics, Inc. (a) (b) | 30,200 | 40,468 | |||
Keros Therapeutics, Inc. (a) | 6,747 | 215,094 | |||
Kezar Life Sciences, Inc. (a) (b) | 22,030 | 26,216 | |||
Kiniksa Pharmaceuticals Ltd. Class A (a) | 9,725 | 168,923 | |||
Kodiak Sciences, Inc. (a) | 9,135 | 16,443 | |||
Krystal Biotech, Inc. (a) | 6,767 | 784,972 | |||
Kura Oncology, Inc. (a) | 24,900 | 227,088 | |||
Kymera Therapeutics, Inc. (a) (b) | 11,500 | 159,850 |
See accompanying notes to Schedule of
Investments.
159
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Larimar Therapeutics, Inc. (a) | 7,900 | $31,205 | |||
Lexicon Pharmaceuticals, Inc. (a) (b) | 22,721 | 24,766 | |||
Lineage Cell Therapeutics, Inc. (a) (b) | 39,700 | 46,846 | |||
Lyell Immunopharma, Inc. (a) (b) | 53,000 | 77,910 | |||
MacroGenics, Inc. (a) (b) | 19,234 | 89,631 | |||
Madrigal Pharmaceuticals, Inc. (a) | 4,259 | 621,984 | |||
MannKind Corp. (a) (b) | 78,600 | 324,618 | |||
MeiraGTx Holdings PLC (a) (b) | 13,900 | 68,249 | |||
Merrimack Pharmaceuticals, Inc. (a) | 6,700 | 82,611 | |||
Mersana Therapeutics, Inc. (a) | 34,600 | 43,942 | |||
MiMedx Group, Inc. (a) | 37,700 | 274,833 | |||
Mineralys Therapeutics, Inc. (a) | 3,600 | 34,236 | |||
Mirati Therapeutics, Inc. (a) | 14,611 | 636,455 | |||
Mirum Pharmaceuticals, Inc. (a) | 8,100 | 255,960 | |||
Monte Rosa Therapeutics, Inc. (a) (b) | 8,200 | 39,278 | |||
Morphic Holding, Inc. (a) (b) | 11,300 | 258,883 | |||
Myriad Genetics, Inc. (a) | 25,195 | 404,128 | |||
Natera, Inc. (a) | 34,149 | 1,511,093 | |||
Neurocrine Biosciences, Inc. (a) | 31,422 | 3,534,975 | |||
Nkarta, Inc. (a) (b) | 7,900 | 10,981 | |||
Novavax, Inc. (a) (b) | 27,693 | 200,497 | |||
Nurix Therapeutics, Inc. (a) (b) | 13,100 | 102,966 | |||
Nuvalent, Inc. Class A (a) | 7,400 | 340,178 | |||
Nuvectis Pharma, Inc. (a) (b) | 2,100 | 27,069 | |||
Ocean Biomedical, Inc. (a) | 2,400 | 9,360 | |||
Olema Pharmaceuticals, Inc. (a) | 8,300 | 102,505 | |||
Omega Therapeutics, Inc. (a) (b) | 7,500 | 16,125 | |||
Organogenesis Holdings, Inc. (a) | 19,798 | 62,958 | |||
ORIC Pharmaceuticals, Inc. (a) | 12,000 | 72,600 | |||
Outlook Therapeutics, Inc. (a) (b) | 66,500 | 14,697 | |||
Ovid therapeutics, Inc. (a) | 18,300 | 70,272 | |||
PDS Biotechnology Corp. (a) (b) | 8,600 | 43,430 | |||
PepGen, Inc. (a) (b) | 4,200 | 21,336 | |||
PMV Pharmaceuticals, Inc. (a) (b) | 11,100 | 68,154 | |||
Point Biopharma Global, Inc. (a) | 26,900 | 179,423 | |||
Poseida Therapeutics, Inc. (a) | 20,900 | 49,742 | |||
Precigen, Inc. (a) (b) | 66,041 | 93,778 | |||
Prelude Therapeutics, Inc. (a) | 3,400 | 10,506 | |||
Prime Medicine, Inc. (a) (b) | 12,300 | 117,342 | |||
ProKidney Corp. (a) (b) | 19,000 | 87,020 | |||
Protagonist Therapeutics, Inc. (a) | 18,902 | 315,285 | |||
Protalix BioTherapeutics, Inc. (a) | 17,300 | 28,718 | |||
Prothena Corp. PLC (a) | 12,900 | 622,425 | |||
PTC Therapeutics, Inc. (a) | 23,000 | 515,430 | |||
Rallybio Corp. (a) | 10,300 | 34,711 |
Security Description | Shares | Value | |||
RAPT Therapeutics, Inc. (a) | 10,000 | $166,200 | |||
Recursion Pharmaceuticals, Inc. Class A (a) (b) | 43,600 | 333,540 | |||
REGENXBIO, Inc. (a) | 15,600 | 256,776 | |||
Relay Therapeutics, Inc. (a) (b) | 27,400 | 230,434 | |||
Reneo Pharmaceuticals, Inc. (a) (b) | 4,400 | 33,506 | |||
Replimune Group, Inc. (a) | 12,500 | 213,875 | |||
REVOLUTION Medicines, Inc. (a) | 33,058 | 915,046 | |||
Rhythm Pharmaceuticals, Inc. (a) (b) | 15,800 | 362,215 | |||
Rigel Pharmaceuticals, Inc. (a) (b) | 81,889 | 88,440 | |||
Rocket Pharmaceuticals, Inc. (a) | 18,500 | 379,065 | |||
Roivant Sciences Ltd. (a) | 114,500 | 1,337,360 | |||
Sage Therapeutics, Inc. (a) | 16,872 | 347,226 | |||
Sana Biotechnology, Inc. (a) (b) | 28,200 | 109,134 | |||
Sangamo Therapeutics, Inc. (a) | 44,065 | 26,430 | |||
Sarepta Therapeutics, Inc. (a) | 29,452 | 3,570,172 | |||
Savara, Inc. (a) (b) | 26,100 | 98,658 | |||
Scholar Rock Holding Corp. (a) (b) | 16,100 | 114,310 | |||
Seagen, Inc. (a) | 46,138 | 9,788,177 | |||
Selecta Biosciences, Inc. (a) (b) | 35,700 | 37,842 | |||
Seres Therapeutics, Inc. (a) (b) | 30,746 | 73,176 | |||
Sorrento Therapeutics, Inc. (a) | 23,024 | 2,164 | |||
SpringWorks Therapeutics, Inc. (a) (b) | 18,100 | 418,472 | |||
Stoke Therapeutics, Inc. (a) (b) | 6,300 | 24,822 | |||
Summit Therapeutics, Inc. (a) (b) | 35,700 | 66,759 | |||
Sutro Biopharma, Inc. (a) | 16,500 | 57,255 | |||
Syndax Pharmaceuticals, Inc. (a) | 19,820 | 287,786 | |||
Tango Therapeutics, Inc. (a) (b) | 13,600 | 153,136 | |||
Tenaya Therapeutics, Inc. (a) | 20,700 | 52,785 | |||
TG Therapeutics, Inc. (a) | 43,745 | 365,708 | |||
Tobira Therapeutics, Inc. CVR (a) | 200 | 906 | |||
Travere Therapeutics, Inc. (a) | 22,398 | 200,238 | |||
Twist Bioscience Corp. (a) | 17,812 | 360,871 | |||
Tyra Biosciences, Inc. (a) (b) | 4,207 | 57,930 | |||
Ultragenyx Pharmaceutical, Inc. (a) | 23,576 | 840,484 | |||
United Therapeutics Corp. (a) | 14,621 | 3,302,445 | |||
UroGen Pharma Ltd. (a) | 6,000 | 84,060 | |||
Vanda Pharmaceuticals, Inc. (a) | 22,551 | 97,420 | |||
Vaxcyte, Inc. (a) | 30,400 | 1,549,792 | |||
Vaxxinity, Inc. Class A (a) (b) | 13,100 | 17,947 | |||
Vera Therapeutics, Inc. (a) | 10,800 | 148,068 | |||
Veracyte, Inc. (a) | 23,987 | 535,630 | |||
Vericel Corp. (a) | 14,773 | 495,191 | |||
Verve Therapeutics, Inc. (a) | 15,400 | 204,204 | |||
Vigil Neuroscience, Inc. (a) | 4,900 | 26,411 | |||
Viking Therapeutics, Inc. (a) | 30,300 | 335,421 |
See accompanying notes to Schedule of
Investments.
160
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Vir Biotechnology, Inc. (a) | 24,639 | $230,867 | ||||
Viridian Therapeutics, Inc. (a) | 13,000 | 199,420 | ||||
Vor BioPharma, Inc. (a) | 11,600 | 24,592 | ||||
Voyager Therapeutics, Inc. (a) | 9,800 | 75,950 | ||||
X4 Pharmaceuticals, Inc. (a) | 37,900 | 41,311 | ||||
Xencor, Inc. (a) | 23,585 | 475,238 | ||||
XOMA Corp. (a) | 2,200 | 30,998 | ||||
Y-mAbs Therapeutics, Inc. (a) (b) | 12,100 | 65,945 | ||||
Zentalis Pharmaceuticals, Inc. (a) | 19,400 | 389,164 | ||||
Zura Bio Ltd. (a) | 3,900 | 25,740 | ||||
Zymeworks, Inc. (a) | 16,400 | 103,976 | ||||
104,951,998 | ||||||
BROADLINE RETAIL — 0.5% | ||||||
Big Lots, Inc. | 10,449 | 53,394 | ||||
ContextLogic, Inc. Class A (a) (b) | 7,503 | 33,088 | ||||
Coupang, Inc. (a) | 360,200 | 6,123,400 | ||||
Dillard's, Inc. Class A (b) | 1,152 | 381,093 | ||||
Kohl's Corp. (b) | 35,106 | 735,822 | ||||
Macy's, Inc. | 88,500 | 1,027,485 | ||||
Nordstrom, Inc. (b) | 38,300 | 572,202 | ||||
Ollie's Bargain Outlet Holdings, Inc. (a) | 19,869 | 1,533,490 | ||||
Savers Value Village, Inc. (a) | 8,600 | 160,562 | ||||
10,620,536 | ||||||
BUILDING PRODUCTS — 2.1% | ||||||
AAON, Inc. | 21,850 | 1,242,609 | ||||
Advanced Drainage Systems, Inc. | 22,300 | 2,538,409 | ||||
American Woodmark Corp. (a) | 5,056 | 382,284 | ||||
Apogee Enterprises, Inc. | 6,909 | 325,276 | ||||
Armstrong World Industries, Inc. | 14,795 | 1,065,240 | ||||
AZEK Co., Inc. (a) | 43,492 | 1,293,452 | ||||
AZZ, Inc. | 8,393 | 382,553 | ||||
Builders FirstSource, Inc. (a) | 41,141 | 5,121,643 | ||||
Carlisle Cos., Inc. | 16,138 | 4,183,938 | ||||
CSW Industrials, Inc. | 4,971 | 871,118 | ||||
Fortune Brands Innovations, Inc. | 40,600 | 2,523,696 | ||||
Gibraltar Industries, Inc. (a) | 9,500 | 641,345 | ||||
Griffon Corp. | 13,700 | 543,479 | ||||
Hayward Holdings, Inc. (a) (b) | 43,200 | 609,120 | ||||
Insteel Industries, Inc. | 6,587 | 213,814 | ||||
Janus International Group, Inc. (a) | 27,600 | 295,320 | ||||
JELD-WEN Holding, Inc. (a) | 26,609 | 355,496 | ||||
Lennox International, Inc. | 10,456 | 3,915,145 | ||||
Masonite International Corp. (a) | 7,093 | 661,209 | ||||
Masterbrand, Inc. (a) | 43,000 | 522,450 | ||||
Owens Corning | 29,281 | 3,994,221 | ||||
PGT Innovations, Inc. (a) | 18,554 | 514,873 | ||||
Quanex Building Products Corp. | 10,450 | 294,377 | ||||
Resideo Technologies, Inc. (a) | 47,177 | 745,397 |
Security Description | Shares | Value | ||||
Simpson Manufacturing Co., Inc. | 13,554 | $2,030,525 | ||||
Trex Co., Inc. (a) | 35,205 | 2,169,684 | ||||
UFP Industries, Inc. | 18,910 | 1,936,384 | ||||
Zurn Elkay Water Solutions Corp. Class C (b) | 47,790 | 1,339,076 | ||||
40,712,133 | ||||||
CAPITAL MARKETS — 3.6% | ||||||
Affiliated Managers Group, Inc. | 11,839 | 1,543,095 | ||||
AlTi Global, Inc. (a) (b) | 6,500 | 45,240 | ||||
Ares Management Corp. Class A | 52,930 | 5,444,909 | ||||
Artisan Partners Asset Management, Inc. Class A | 19,302 | 722,281 | ||||
AssetMark Financial Holdings, Inc. (a) | 6,600 | 165,528 | ||||
Avantax, Inc. (a) | 12,200 | 312,076 | ||||
B Riley Financial, Inc. (b) | 6,134 | 251,433 | ||||
Bakkt Holdings, Inc. (a) (b) | 22,900 | 26,793 | ||||
BGC Group, Inc. Class A | 97,900 | 516,912 | ||||
Blue Owl Capital, Inc. (b) | 146,500 | 1,898,640 | ||||
Brightsphere Investment Group, Inc. | 10,573 | 205,011 | ||||
Carlyle Group, Inc. (b) | 68,940 | 2,079,230 | ||||
Cohen & Steers, Inc. | 8,609 | 539,698 | ||||
Coinbase Global, Inc. Class A (a) | 54,900 | 4,121,892 | ||||
Diamond Hill Investment Group, Inc. | 768 | 129,462 | ||||
Donnelley Financial Solutions, Inc. (a) | 8,175 | 460,089 | ||||
Evercore, Inc. Class A | 11,441 | 1,577,485 | ||||
Forge Global Holdings, Inc. (a) | 33,800 | 68,614 | ||||
GCM Grosvenor, Inc. Class A (b) | 15,400 | 119,504 | ||||
Hamilton Lane, Inc. Class A | 11,704 | 1,058,510 | ||||
Houlihan Lokey, Inc. | 16,600 | 1,778,192 | ||||
Interactive Brokers Group, Inc. Class A | 32,675 | 2,828,348 | ||||
Janus Henderson Group PLC | 43,400 | 1,120,588 | ||||
Jefferies Financial Group, Inc. | 62,919 | 2,304,723 | ||||
KKR & Co., Inc. | 212,733 | 13,104,353 | ||||
Lazard Ltd. Class A | 36,002 | 1,116,422 | ||||
LPL Financial Holdings, Inc. | 25,606 | 6,085,266 | ||||
MarketWise, Inc. | 11,400 | 18,240 | ||||
Moelis & Co. Class A (b) | 21,500 | 970,295 | ||||
Morningstar, Inc. (b) | 8,397 | 1,966,913 | ||||
Open Lending Corp. Class A (a) | 34,200 | 250,344 | ||||
P10, Inc. Class A | 13,200 | 153,780 | ||||
Patria Investments Ltd. Class A | 16,700 | 243,486 | ||||
Perella Weinberg Partners (b) | 12,000 | 122,160 | ||||
Piper Sandler Cos. | 5,571 | 809,522 | ||||
PJT Partners, Inc. Class A | 7,572 | 601,520 | ||||
Robinhood Markets, Inc. Class A (a) | 216,100 | 2,119,941 |
See accompanying notes to Schedule of
Investments.
161
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Sculptor Capital Management, Inc. | 7,285 | $84,506 | ||||
SEI Investments Co. | 33,206 | 1,999,997 | ||||
Silvercrest Asset Management Group, Inc. Class A | 2,400 | 38,088 | ||||
StepStone Group, Inc. Class A | 16,826 | 531,365 | ||||
Stifel Financial Corp. | 33,016 | 2,028,503 | ||||
StoneX Group, Inc. (a) | 5,803 | 562,427 | ||||
TPG, Inc. (b) | 21,800 | 656,616 | ||||
Tradeweb Markets, Inc. Class A | 37,592 | 3,014,878 | ||||
Value Line, Inc. | 200 | 8,744 | ||||
Victory Capital Holdings, Inc. Class A | 8,600 | 286,724 | ||||
Virtu Financial, Inc. Class A | 28,197 | 486,962 | ||||
Virtus Investment Partners, Inc. | 2,127 | 429,633 | ||||
WisdomTree, Inc. | 44,999 | 314,993 | ||||
XP, Inc. Class A | 109,000 | 2,512,450 | ||||
69,836,381 | ||||||
CHEMICALS — 1.6% | ||||||
AdvanSix, Inc. | 7,700 | 239,316 | ||||
American Vanguard Corp. | 9,552 | 104,403 | ||||
Ashland, Inc. | 15,730 | 1,284,826 | ||||
Aspen Aerogels, Inc. (a) (b) | 16,600 | 142,760 | ||||
Avient Corp. | 27,846 | 983,521 | ||||
Axalta Coating Systems Ltd. (a) | 71,200 | 1,915,280 | ||||
Balchem Corp. | 10,186 | 1,263,471 | ||||
Cabot Corp. | 17,198 | 1,191,306 | ||||
Chase Corp. | 2,496 | 317,566 | ||||
Chemours Co. | 48,143 | 1,350,411 | ||||
Core Molding Technologies, Inc. (a) | 2,400 | 68,376 | ||||
Danimer Scientific, Inc. (a) (b) | 27,600 | 57,132 | ||||
Ecovyst, Inc. (a) | 28,350 | 278,964 | ||||
Element Solutions, Inc. | 73,100 | 1,433,491 | ||||
FutureFuel Corp. | 7,000 | 50,190 | ||||
Ginkgo Bioworks Holdings, Inc. (a) (b) | 509,300 | 921,833 | ||||
Hawkins, Inc. | 6,196 | 364,635 | ||||
HB Fuller Co. | 18,299 | 1,255,494 | ||||
Huntsman Corp. | 56,739 | 1,384,432 | ||||
Ingevity Corp. (a) | 11,938 | 568,368 | ||||
Innospec, Inc. | 8,095 | 827,309 | ||||
Intrepid Potash, Inc. (a) (b) | 3,690 | 92,840 | ||||
Koppers Holdings, Inc. | 6,630 | 262,217 | ||||
Kronos Worldwide, Inc. (b) | 5,800 | 44,950 | ||||
Livent Corp. (a) (b) | 58,842 | 1,083,281 | ||||
LSB Industries, Inc. (a) | 18,100 | 185,163 | ||||
Mativ Holdings, Inc. (b) | 16,621 | 237,016 | ||||
Minerals Technologies, Inc. | 9,992 | 547,162 | ||||
NewMarket Corp. | 2,023 | 920,546 | ||||
Olin Corp. | 41,747 | 2,086,515 | ||||
Origin Materials, Inc. (a) (b) | 42,700 | 54,656 | ||||
Orion SA | 17,600 | 374,528 | ||||
Perimeter Solutions SA (a) (b) | 52,000 | 236,080 | ||||
PureCycle Technologies, Inc. (a) (b) | 36,400 | 204,204 |
Security Description | Shares | Value | ||||
Quaker Chemical Corp. (b) | 4,407 | $705,120 | ||||
Rayonier Advanced Materials, Inc. (a) | 21,100 | 74,694 | ||||
RPM International, Inc. | 41,664 | 3,950,164 | ||||
Scotts Miracle-Gro Co. (b) | 13,244 | 684,450 | ||||
Sensient Technologies Corp. | 14,719 | 860,767 | ||||
Stepan Co. | 6,878 | 515,644 | ||||
Trinseo PLC | 11,416 | 93,269 | ||||
Tronox Holdings PLC (b) | 38,569 | 518,367 | ||||
Valhi, Inc. (b) | 2,100 | 27,846 | ||||
Westlake Corp. | 10,296 | 1,283,602 | ||||
31,046,165 | ||||||
COMMERCIAL SERVICES & SUPPLIES — 1.2% | ||||||
ABM Industries, Inc. | 21,100 | 844,211 | ||||
ACCO Brands Corp. | 28,442 | 163,257 | ||||
ACV Auctions, Inc. Class A (a) | 42,700 | 648,186 | ||||
Aris Water Solutions, Inc. Class A (b) | 8,700 | 86,826 | ||||
BrightView Holdings, Inc. (a) | 12,700 | 98,425 | ||||
Brink's Co. | 14,514 | 1,054,297 | ||||
Casella Waste Systems, Inc. Class A (a) | 18,300 | 1,396,290 | ||||
CECO Environmental Corp. (a) | 9,100 | 145,327 | ||||
Cimpress PLC (a) (b) | 5,533 | 387,365 | ||||
Clean Harbors, Inc. (a) | 16,453 | 2,753,574 | ||||
CompX International, Inc. | 300 | 5,577 | ||||
CoreCivic, Inc. REIT (a) | 35,025 | 394,031 | ||||
Deluxe Corp. | 13,076 | 247,006 | ||||
Driven Brands Holdings, Inc. (a) | 23,800 | 299,642 | ||||
Ennis, Inc. | 8,397 | 178,184 | ||||
Enviri Corp. (a) | 23,825 | 172,017 | ||||
GEO Group, Inc. (a) (b) | 36,280 | 296,770 | ||||
Healthcare Services Group, Inc. | 22,465 | 234,310 | ||||
Heritage-Crystal Clean, Inc. (a) | 5,934 | 269,107 | ||||
HNI Corp. | 14,211 | 492,127 | ||||
Interface, Inc. | 20,462 | 200,732 | ||||
LanzaTech Global, Inc. (a) (b) | 6,000 | 28,020 | ||||
Li-Cycle Holdings Corp. (a) (b) | 48,400 | 171,820 | ||||
Liquidity Services, Inc. (a) | 6,824 | 120,239 | ||||
Matthews International Corp. Class A | 9,231 | 359,178 | ||||
MillerKnoll, Inc. | 25,434 | 621,861 | ||||
Montrose Environmental Group, Inc. (a) | 8,900 | 260,414 | ||||
MSA Safety, Inc. | 11,873 | 1,871,779 | ||||
NL Industries, Inc. | 1,831 | 8,697 | ||||
OPENLANE, Inc. (a) | 35,992 | 537,001 | ||||
Performant Financial Corp. (a) | 20,700 | 46,782 | ||||
Pitney Bowes, Inc. | 50,564 | 152,703 | ||||
Quad/Graphics, Inc. (a) (b) | 8,200 | 41,246 | ||||
RB Global, Inc. (b) | 59,898 | 3,743,625 | ||||
SP Plus Corp. (a) | 6,100 | 220,210 | ||||
Steelcase, Inc. Class A | 28,600 | 319,462 | ||||
Stericycle, Inc. (a) | 29,894 | 1,336,561 | ||||
Tetra Tech, Inc. | 17,195 | 2,614,156 | ||||
UniFirst Corp. | 4,805 | 783,263 |
See accompanying notes to Schedule of
Investments.
162
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Viad Corp. (a) | 7,954 | $208,395 | ||||
VSE Corp. (b) | 4,380 | 220,927 | ||||
24,033,600 | ||||||
COMMUNICATIONS EQUIPMENT — 0.5% | ||||||
ADTRAN Holdings, Inc. (b) | 24,537 | 201,940 | ||||
Aviat Networks, Inc. (a) | 3,200 | 99,840 | ||||
Calix, Inc. (a) | 19,000 | 870,960 | ||||
Cambium Networks Corp. (a) | 4,300 | 31,519 | ||||
Ciena Corp. (a) | 47,797 | 2,258,886 | ||||
Clearfield, Inc. (a) (b) | 4,600 | 131,836 | ||||
CommScope Holding Co., Inc. (a) | 66,955 | 224,969 | ||||
Comtech Telecommunications Corp. | 7,198 | 62,982 | ||||
Digi International, Inc. (a) | 10,770 | 290,790 | ||||
DZS, Inc. (a) | 8,960 | 18,816 | ||||
Extreme Networks, Inc. (a) | 40,900 | 990,189 | ||||
Harmonic, Inc. (a) (b) | 34,200 | 329,346 | ||||
Infinera Corp. (a) (b) | 59,500 | 248,710 | ||||
KVH Industries, Inc. (a) | 5,800 | 29,580 | ||||
Lumentum Holdings, Inc. (a) | 22,182 | 1,002,183 | ||||
NETGEAR, Inc. (a) | 11,189 | 140,870 | ||||
NetScout Systems, Inc. (a) | 21,607 | 605,428 | ||||
Ribbon Communications, Inc. (a) | 27,000 | 72,360 | ||||
Ubiquiti, Inc. (b) | 1,507 | 218,967 | ||||
Viasat, Inc. (a) (b) | 38,611 | 712,759 | ||||
Viavi Solutions, Inc. (a) | 73,058 | 667,750 | ||||
9,210,680 | ||||||
CONSTRUCTION & ENGINEERING — 1.3% | ||||||
AECOM | 42,104 | 3,496,316 | ||||
Ameresco, Inc. Class A (a) (b) | 10,600 | 408,736 | ||||
API Group Corp. (a) (b) | 66,423 | 1,722,348 | ||||
Arcosa, Inc. | 15,586 | 1,120,633 | ||||
Argan, Inc. | 5,088 | 231,606 | ||||
Bowman Consulting Group Ltd. (a) | 3,100 | 86,893 | ||||
Comfort Systems USA, Inc. | 11,325 | 1,929,893 | ||||
Concrete Pumping Holdings, Inc. (a) | 8,456 | 72,553 | ||||
Construction Partners, Inc. Class A (a) | 13,298 | 486,175 | ||||
Dycom Industries, Inc. (a) | 9,352 | 832,328 | ||||
EMCOR Group, Inc. | 15,353 | 3,230,118 | ||||
Eneti, Inc. | 10,300 | 103,824 | ||||
Fluor Corp. (a) | 45,309 | 1,662,840 | ||||
Granite Construction, Inc. | 14,279 | 542,888 | ||||
Great Lakes Dredge & Dock Corp. (a) (b) | 21,250 | 169,363 | ||||
IES Holdings, Inc. (a) | 2,600 | 171,262 | ||||
INNOVATE Corp. (a) (b) | 14,100 | 22,842 | ||||
Limbach Holdings, Inc. (a) | 2,800 | 88,844 | ||||
MasTec, Inc. (a) | 20,153 | 1,450,411 | ||||
MDU Resources Group, Inc. | 64,237 | 1,257,760 | ||||
MYR Group, Inc. (a) | 5,148 | 693,745 |
Security Description | Shares | Value | ||||
Northwest Pipe Co. (a) (b) | 4,001 | $120,710 | ||||
Primoris Services Corp. | 16,354 | 535,266 | ||||
Sterling Infrastructure, Inc. (a) | 9,700 | 712,756 | ||||
Tutor Perini Corp. (a) | 12,100 | 94,743 | ||||
Valmont Industries, Inc. | 6,774 | 1,627,183 | ||||
WillScot Mobile Mini Holdings Corp. (a) | 64,013 | 2,662,301 | ||||
25,534,337 | ||||||
CONSTRUCTION MATERIALS — 0.2% | ||||||
Eagle Materials, Inc. | 11,244 | 1,872,351 | ||||
Knife River Corp. (a) | 17,984 | 878,158 | ||||
Summit Materials, Inc. Class A (a) | 37,963 | 1,182,168 | ||||
U.S. Lime & Minerals, Inc. | 781 | 156,981 | ||||
4,089,658 | ||||||
CONSUMER FINANCE — 0.7% | ||||||
Ally Financial, Inc. | 88,212 | 2,353,496 | ||||
Atlanticus Holdings Corp. (a) | 1,000 | 30,310 | ||||
Bread Financial Holdings, Inc. | 16,610 | 568,062 | ||||
Consumer Portfolio Services, Inc. (a) | 2,200 | 19,954 | ||||
Credit Acceptance Corp. (a) | 2,109 | 970,393 | ||||
Encore Capital Group, Inc. (a) | 7,151 | 341,532 | ||||
Enova International, Inc. (a) | 9,800 | 498,526 | ||||
FirstCash Holdings, Inc. | 11,815 | 1,185,990 | ||||
Green Dot Corp. Class A (a) | 16,600 | 231,238 | ||||
LendingClub Corp. (a) | 33,006 | 201,337 | ||||
LendingTree, Inc. (a) | 3,736 | 57,908 | ||||
Navient Corp. | 28,504 | 490,839 | ||||
Nelnet, Inc. Class A | 4,742 | 423,555 | ||||
NerdWallet, Inc. Class A (a) | 10,300 | 91,567 | ||||
OneMain Holdings, Inc. | 37,444 | 1,501,130 | ||||
OppFi, Inc. (a) | 7,300 | 18,396 | ||||
PRA Group, Inc. (a) (b) | 11,972 | 229,982 | ||||
PROG Holdings, Inc. (a) | 14,674 | 487,323 | ||||
Regional Management Corp. | 3,000 | 83,040 | ||||
SLM Corp. | 77,612 | 1,057,075 | ||||
SoFi Technologies, Inc. (a) (b) | 299,700 | 2,394,603 | ||||
Upstart Holdings, Inc. (a) (b) | 23,703 | 676,484 | ||||
World Acceptance Corp. (a) (b) | 1,428 | 181,442 | ||||
14,094,182 | ||||||
CONSUMER STAPLES DISTRIBUTION & RETAIL — 1.0% | ||||||
Albertsons Cos., Inc. Class A | 136,600 | 3,107,650 | ||||
Andersons, Inc. | 9,885 | 509,176 | ||||
BJ's Wholesale Club Holdings, Inc. (a) | 42,800 | 3,054,636 | ||||
Casey's General Stores, Inc. | 11,975 | 3,251,452 | ||||
Chefs' Warehouse, Inc. (a) | 10,400 | 220,272 | ||||
Grocery Outlet Holding Corp. (a) | 30,745 | 886,993 | ||||
HF Foods Group, Inc. (a) (b) | 10,300 | 40,891 | ||||
Ingles Markets, Inc. Class A | 4,356 | 328,137 | ||||
Natural Grocers by Vitamin Cottage, Inc. Class C | 3,000 | 38,730 |
See accompanying notes to Schedule of
Investments.
163
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Performance Food Group Co. (a) | 49,794 | $2,930,875 | ||||
PriceSmart, Inc. | 8,391 | 624,542 | ||||
SpartanNash Co. | 10,409 | 228,998 | ||||
Sprouts Farmers Market, Inc. (a) (b) | 32,175 | 1,377,090 | ||||
U.S. Foods Holding Corp. (a) | 73,654 | 2,924,064 | ||||
United Natural Foods, Inc. (a) | 19,899 | 281,372 | ||||
Village Super Market, Inc. Class A | 7,679 | 173,853 | ||||
Weis Markets, Inc. | 5,415 | 341,145 | ||||
20,319,876 | ||||||
CONTAINERS & PACKAGING — 0.8% | ||||||
AptarGroup, Inc. | 21,375 | 2,672,730 | ||||
Ardagh Group SA (a) (b) | 3,500 | 27,388 | ||||
Ardagh Metal Packaging SA (b) | 58,100 | 181,853 | ||||
Berry Global Group, Inc. | 38,287 | 2,370,348 | ||||
Crown Holdings, Inc. | 34,910 | 3,088,837 | ||||
Graphic Packaging Holding Co. | 98,167 | 2,187,161 | ||||
Greif, Inc. Class A | 7,600 | 507,756 | ||||
Greif, Inc. Class B | 1,542 | 102,636 | ||||
Myers Industries, Inc. | 11,495 | 206,105 | ||||
O-I Glass, Inc. (a) | 48,828 | 816,892 | ||||
Pactiv Evergreen, Inc. | 12,300 | 99,999 | ||||
Ranpak Holdings Corp. (a) | 12,400 | 67,456 | ||||
Silgan Holdings, Inc. | 27,168 | 1,171,212 | ||||
Sonoco Products Co. | 31,278 | 1,699,959 | ||||
TriMas Corp. | 12,706 | 314,601 | ||||
15,514,933 | ||||||
DISTRIBUTORS — 0.0% (d) | ||||||
Weyco Group, Inc. (b) | 1,400 | 35,490 | ||||
DIVERSIFIED CONSUMER SERVICES — 0.8% | ||||||
2U, Inc. (a) (b) | 23,627 | 58,359 | ||||
ADT, Inc. | 66,049 | 396,294 | ||||
Adtalem Global Education, Inc. (a) | 14,674 | 628,781 | ||||
Bright Horizons Family Solutions, Inc. (a) | 18,702 | 1,523,465 | ||||
Carriage Services, Inc. | 4,796 | 135,487 | ||||
Chegg, Inc. (a) | 38,657 | 344,820 | ||||
Coursera, Inc. (a) | 42,400 | 792,456 | ||||
Duolingo, Inc. (a) (b) | 9,300 | 1,542,591 | ||||
European Wax Center, Inc. Class A (a) (b) | 9,600 | 155,520 | ||||
Frontdoor, Inc. (a) | 26,311 | 804,853 | ||||
Graham Holdings Co. Class B | 1,203 | 701,349 | ||||
Grand Canyon Education, Inc. (a) | 9,678 | 1,131,165 | ||||
H&R Block, Inc. | 49,126 | 2,115,366 | ||||
Laureate Education, Inc. | 42,970 | 605,877 | ||||
Lincoln Educational Services Corp. (a) | 7,300 | 61,685 | ||||
Mister Car Wash, Inc. (a) (b) | 26,200 | 144,362 | ||||
Nerdy, Inc. (a) | 17,300 | 64,010 | ||||
OneSpaWorld Holdings Ltd. (a) | 27,100 | 304,062 |
Security Description | Shares | Value | ||||
Perdoceo Education Corp. | 21,212 | $362,725 | ||||
Rover Group, Inc. (a) | 27,800 | 174,028 | ||||
Service Corp. International | 47,283 | 2,701,751 | ||||
Strategic Education, Inc. | 7,546 | 567,836 | ||||
Stride, Inc. (a) | 13,605 | 612,633 | ||||
Udemy, Inc. (a) | 28,600 | 271,700 | ||||
Universal Technical Institute, Inc. (a) | 9,600 | 80,448 | ||||
WW International, Inc. (a) (b) | 17,500 | 193,725 | ||||
16,475,348 | ||||||
DIVERSIFIED REITs — 0.4% | ||||||
Alexander & Baldwin, Inc. REIT | 21,138 | 353,639 | ||||
Alpine Income Property Trust, Inc. REIT (b) | 4,000 | 65,440 | ||||
American Assets Trust, Inc. REIT | 14,217 | 276,521 | ||||
Armada Hoffler Properties, Inc. REIT | 23,600 | 241,664 | ||||
Broadstone Net Lease, Inc. REIT | 61,019 | 872,572 | ||||
CTO Realty Growth, Inc. REIT (b) | 9,035 | 146,457 | ||||
Empire State Realty Trust, Inc. Class A REIT | 41,124 | 330,637 | ||||
Essential Properties Realty Trust, Inc. REIT (b) | 53,213 | 1,150,997 | ||||
Gladstone Commercial Corp. REIT (b) | 13,830 | 168,173 | ||||
Global Net Lease, Inc. REIT | 65,874 | 633,049 | ||||
NexPoint Diversified Real Estate Trust REIT (b) | 9,508 | 82,815 | ||||
One Liberty Properties, Inc. REIT | 3,938 | 74,310 | ||||
Star Holdings (a) (b) | 5,029 | 62,963 | ||||
WP Carey, Inc. REIT | 69,767 | 3,772,999 | ||||
8,232,236 | ||||||
DIVERSIFIED TELECOMMUNICATION SERVICES — 0.3% | ||||||
Anterix, Inc. (a) | 5,707 | 179,086 | ||||
AST SpaceMobile, Inc. (a) (b) | 29,300 | 111,340 | ||||
ATN International, Inc. | 3,557 | 112,259 | ||||
Bandwidth, Inc. Class A (a) | 6,602 | 74,404 | ||||
Charge Enterprises, Inc. (a) | 54,700 | 27,197 | ||||
Cogent Communications Holdings, Inc. | 13,496 | 835,402 | ||||
Consolidated Communications Holdings, Inc. (a) | 20,249 | 69,252 | ||||
EchoStar Corp. Class A (a) | 10,941 | 183,262 | ||||
Frontier Communications Parent, Inc. (a) | 79,200 | 1,239,480 | ||||
GCI Liberty, Inc. (a) (e) | 16,346 | — | ||||
Globalstar, Inc. (a) (b) | 220,400 | 288,724 | ||||
IDT Corp. Class B (a) | 4,700 | 103,635 | ||||
Iridium Communications, Inc. | 40,575 | 1,845,757 | ||||
Liberty Latin America Ltd. Class A (a) | 18,488 | 150,862 |
See accompanying notes to Schedule of
Investments.
164
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Liberty Latin America Ltd. Class C (a) (b) | 44,300 | $361,488 | ||||
Lumen Technologies, Inc. (a) (b) | 338,000 | 479,960 | ||||
Ooma, Inc. (a) | 6,500 | 84,565 | ||||
6,146,673 | ||||||
ELECTRIC UTILITIES — 0.5% | ||||||
ALLETE, Inc. | 18,462 | 974,793 | ||||
Avangrid, Inc. (b) | 23,309 | 703,232 | ||||
Genie Energy Ltd. Class B | 6,100 | 89,853 | ||||
Hawaiian Electric Industries, Inc. | 34,883 | 429,410 | ||||
IDACORP, Inc. | 16,338 | 1,530,054 | ||||
MGE Energy, Inc. | 11,662 | 798,964 | ||||
OGE Energy Corp. | 64,438 | 2,147,718 | ||||
Otter Tail Corp. (b) | 13,176 | 1,000,322 | ||||
PNM Resources, Inc. | 27,654 | 1,233,645 | ||||
Portland General Electric Co. | 31,058 | 1,257,228 | ||||
10,165,219 | ||||||
ELECTRICAL EQUIPMENT — 1.7% | ||||||
Acuity Brands, Inc. (b) | 10,182 | 1,734,096 | ||||
Allient, Inc. | 4,343 | 134,286 | ||||
Array Technologies, Inc. (a) | 48,900 | 1,085,091 | ||||
Atkore, Inc. (a) | 12,500 | 1,864,875 | ||||
Babcock & Wilcox Enterprises, Inc. (a) (b) | 16,500 | 69,465 | ||||
Blink Charging Co. (a) (b) | 21,000 | 64,260 | ||||
Bloom Energy Corp. Class A (a) (b) | 60,576 | 803,238 | ||||
ChargePoint Holdings, Inc. (a) (b) | 100,400 | 498,988 | ||||
Dragonfly Energy Holdings Corp. (a) | 6,000 | 9,240 | ||||
Encore Wire Corp. | 5,134 | 936,750 | ||||
Energy Vault Holdings, Inc. (a) (b) | 31,900 | 81,345 | ||||
EnerSys | 12,841 | 1,215,657 | ||||
Enovix Corp. (a) (b) | 43,500 | 545,925 | ||||
Eos Energy Enterprises, Inc. (a) (b) | 33,100 | 71,165 | ||||
ESS Tech, Inc. (a) (b) | 25,600 | 48,128 | ||||
Fluence Energy, Inc. (a) (b) | 12,400 | 285,076 | ||||
FTC Solar, Inc. (a) (b) | 15,400 | 19,712 | ||||
FuelCell Energy, Inc. (a) (b) | 129,877 | 166,243 | ||||
GrafTech International Ltd. (b) | 64,050 | 245,311 | ||||
Hubbell, Inc. | 17,347 | 5,436,723 | ||||
LSI Industries, Inc. | 8,100 | 128,628 | ||||
NEXTracker, Inc. Class A (a) | 16,200 | 650,592 | ||||
NuScale Power Corp. (a) (b) | 15,300 | 74,970 | ||||
nVent Electric PLC | 53,300 | 2,824,367 | ||||
Plug Power, Inc. (a) (b) | 174,088 | 1,323,069 | ||||
Powell Industries, Inc. | 2,735 | 226,731 | ||||
Preformed Line Products Co. | 800 | 130,064 | ||||
Regal Rexnord Corp. | 21,445 | 3,064,062 | ||||
Sensata Technologies Holding PLC | 49,847 | 1,885,213 | ||||
SES AI Corp. (a) (b) | 38,400 | 87,168 |
Security Description | Shares | Value | ||||
Shoals Technologies Group, Inc. Class A (a) | 55,500 | $1,012,875 | ||||
SKYX Platforms Corp. (a) (b) | 17,500 | 24,850 | ||||
Stem, Inc. (a) (b) | 48,400 | 205,216 | ||||
SunPower Corp. (a) (b) | 29,555 | 182,354 | ||||
Sunrun, Inc. (a) (b) | 68,089 | 855,198 | ||||
Thermon Group Holdings, Inc. (a) | 11,780 | 323,597 | ||||
TPI Composites, Inc. (a) (b) | 13,100 | 34,715 | ||||
Vertiv Holdings Co. | 112,900 | 4,199,880 | ||||
Vicor Corp. (a) | 6,776 | 399,039 | ||||
32,948,162 | ||||||
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 2.1% | ||||||
908 Devices, Inc. (a) (b) | 10,400 | 69,264 | ||||
Advanced Energy Industries, Inc. (b) | 12,154 | 1,253,321 | ||||
Aeva Technologies, Inc. (a) (b) | 31,500 | 24,094 | ||||
Akoustis Technologies, Inc. (a) (b) | 20,000 | 15,058 | ||||
Arlo Technologies, Inc. (a) | 28,817 | 296,815 | ||||
Arrow Electronics, Inc. (a) | 18,894 | 2,366,285 | ||||
Avnet, Inc. | 28,997 | 1,397,365 | ||||
Badger Meter, Inc. | 9,376 | 1,348,925 | ||||
Bel Fuse, Inc. Class B | 3,200 | 152,704 | ||||
Belden, Inc. | 13,963 | 1,348,128 | ||||
Benchmark Electronics, Inc. | 10,031 | 243,352 | ||||
Climb Global Solutions, Inc. | 1,300 | 55,913 | ||||
Cognex Corp. | 56,171 | 2,383,897 | ||||
Coherent Corp. (a) | 38,614 | 1,260,361 | ||||
CTS Corp. | 11,187 | 466,945 | ||||
Daktronics, Inc. (a) | 12,000 | 107,040 | ||||
ePlus, Inc. (a) | 8,236 | 523,151 | ||||
Evolv Technologies Holdings, Inc. (a) | 35,500 | 172,530 | ||||
Fabrinet (a) | 11,700 | 1,949,454 | ||||
FARO Technologies, Inc. (a) | 6,088 | 92,720 | ||||
Insight Enterprises, Inc. (a) (b) | 9,178 | 1,335,399 | ||||
IPG Photonics Corp. (a) | 9,700 | 984,938 | ||||
Iteris, Inc. (a) | 13,100 | 54,234 | ||||
Itron, Inc. (a) | 14,699 | 890,465 | ||||
Jabil, Inc. | 41,167 | 5,223,681 | ||||
Kimball Electronics, Inc. (a) | 8,044 | 220,245 | ||||
Knowles Corp. (a) | 27,668 | 409,763 | ||||
Lightwave Logic, Inc. (a) (b) | 38,500 | 172,095 | ||||
Littelfuse, Inc. | 7,899 | 1,953,581 | ||||
Luna Innovations, Inc. (a) | 9,900 | 58,014 | ||||
Methode Electronics, Inc. | 12,180 | 278,313 | ||||
MicroVision, Inc. (a) (b) | 56,200 | 123,078 | ||||
Mirion Technologies, Inc. (a) (b) | 63,400 | 473,598 | ||||
Napco Security Technologies, Inc. | 10,456 | 232,646 | ||||
National Instruments Corp. | 42,782 | 2,550,663 | ||||
nLight, Inc. (a) | 14,688 | 152,755 | ||||
Novanta, Inc. (a) | 11,326 | 1,624,601 | ||||
OSI Systems, Inc. (a) | 5,139 | 606,608 |
See accompanying notes to Schedule of
Investments.
165
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
PAR Technology Corp. (a) (b) | 8,900 | $343,006 | ||||
PC Connection, Inc. | 3,660 | 195,371 | ||||
Plexus Corp. (a) | 8,900 | 827,522 | ||||
Richardson Electronics Ltd. | 3,700 | 40,441 | ||||
Rogers Corp. (a) | 5,695 | 748,722 | ||||
Sanmina Corp. (a) | 18,375 | 997,395 | ||||
ScanSource, Inc. (a) | 7,909 | 239,722 | ||||
SmartRent, Inc. (a) (b) | 58,900 | 153,729 | ||||
TD SYNNEX Corp. | 13,284 | 1,326,540 | ||||
TTM Technologies, Inc. (a) | 32,500 | 418,600 | ||||
Vishay Intertechnology, Inc. | 40,845 | 1,009,688 | ||||
Vishay Precision Group, Inc. (a) | 3,900 | 130,962 | ||||
Vontier Corp. | 49,700 | 1,536,724 | ||||
Vuzix Corp. (a) (b) | 22,700 | 82,401 | ||||
40,922,822 | ||||||
ENERGY EQUIPMENT & SERVICES — 1.4% | ||||||
Archrock, Inc. | 46,142 | 581,389 | ||||
Atlas Energy Solutions, Inc. Class A | 5,000 | 111,150 | ||||
Borr Drilling Ltd. (a) | 69,400 | 492,740 | ||||
Bristow Group, Inc. (a) | 6,933 | 195,303 | ||||
Cactus, Inc. Class A | 20,743 | 1,041,506 | ||||
ChampionX Corp. | 62,100 | 2,212,002 | ||||
Core Laboratories, Inc. (b) | 14,400 | 345,744 | ||||
Diamond Offshore Drilling, Inc. (a) | 32,600 | 478,568 | ||||
DMC Global, Inc. (a) | 6,000 | 146,820 | ||||
Dril-Quip, Inc. (a) | 10,275 | 289,447 | ||||
Expro Group Holdings NV (a) | 28,783 | 668,629 | ||||
Forum Energy Technologies, Inc. (a) | 3,000 | 72,060 | ||||
Helix Energy Solutions Group, Inc. (a) | 47,709 | 532,910 | ||||
Helmerich & Payne, Inc. (b) | 31,500 | 1,328,040 | ||||
KLX Energy Services Holdings, Inc. (a) | 3,900 | 46,215 | ||||
Kodiak Gas Services, Inc. (a) | 4,800 | 85,824 | ||||
Liberty Energy, Inc. | 53,100 | 983,412 | ||||
Mammoth Energy Services, Inc. (a) (b) | 7,200 | 33,408 | ||||
Nabors Industries Ltd. (a) | 2,927 | 360,431 | ||||
Newpark Resources, Inc. (a) | 28,900 | 199,699 | ||||
Noble Corp. PLC (b) | 35,400 | 1,793,010 | ||||
NOV, Inc. | 126,400 | 2,641,760 | ||||
Oceaneering International, Inc. (a) | 31,881 | 819,979 | ||||
Oil States International, Inc. (a) | 20,666 | 172,974 | ||||
Patterson-UTI Energy, Inc. | 113,150 | 1,565,996 | ||||
ProFrac Holding Corp. Class A (a) (b) | 9,000 | 97,920 | ||||
ProPetro Holding Corp. (a) | 30,499 | 324,204 | ||||
Ranger Energy Services, Inc. | 6,100 | 86,498 | ||||
RPC, Inc. (b) | 28,110 | 251,303 | ||||
SEACOR Marine Holdings, Inc. (a) | 7,400 | 102,712 | ||||
Seadrill Ltd. (a) | 16,500 | 739,035 |
Security Description | Shares | Value | ||||
Select Water Solutions, Inc. Class A | 28,492 | $226,511 | ||||
Solaris Oilfield Infrastructure, Inc. Class A | 11,200 | 119,392 | ||||
TechnipFMC PLC | 143,500 | 2,918,790 | ||||
TETRA Technologies, Inc. (a) | 41,200 | 262,856 | ||||
Tidewater, Inc. (a) | 15,625 | 1,110,469 | ||||
U.S. Silica Holdings, Inc. (a) | 23,488 | 329,772 | ||||
Valaris Ltd. (a) | 19,600 | 1,469,608 | ||||
Weatherford International PLC (a) | 22,800 | 2,059,524 | ||||
27,297,610 | ||||||
ENTERTAINMENT — 1.3% | ||||||
AMC Entertainment Holdings, Inc. Class A (a) (b) | 19,175 | 153,208 | ||||
Atlanta Braves Holdings, Inc. Class A (a) | 4,938 | 192,928 | ||||
Atlanta Braves Holdings, Inc. Class C (a) | 14,257 | 509,403 | ||||
Cinemark Holdings, Inc. (a) (b) | 34,038 | 624,597 | ||||
IMAX Corp. (a) | 14,333 | 276,914 | ||||
Liberty Media Corp.-Liberty Formula One Class A (a) | 7,801 | 441,069 | ||||
Liberty Media Corp.-Liberty Formula One Class C (a) | 63,386 | 3,948,948 | ||||
Liberty Media Corp.-Liberty Live Class A (a) (b) | 7,359 | 234,899 | ||||
Liberty Media Corp.-Liberty Live Class C (a) | 14,933 | 479,349 | ||||
Lions Gate Entertainment Corp. Class A (a) (b) | 17,124 | 145,212 | ||||
Lions Gate Entertainment Corp. Class B (a) | 37,089 | 291,890 | ||||
Loop Media, Inc. (a) | 11,200 | 5,566 | ||||
Madison Square Garden Entertainment Corp. (a) | 13,426 | 441,850 | ||||
Madison Square Garden Sports Corp. | 6,073 | 1,070,670 | ||||
Marcus Corp. (b) | 6,137 | 95,123 | ||||
Playstudios, Inc. (a) | 24,300 | 77,274 | ||||
Playtika Holding Corp. (a) | 7,281 | 70,116 | ||||
Reservoir Media, Inc. (a) (b) | 6,200 | 37,820 | ||||
ROBLOX Corp. Class A (a) (b) | 152,100 | 4,404,816 | ||||
Roku, Inc. (a) | 40,423 | 2,853,460 | ||||
Skillz, Inc. (a) (b) | 248 | 1,265 | ||||
Sphere Entertainment Co. (a) (b) | 8,126 | 301,962 | ||||
Spotify Technology SA (a) | 46,256 | 7,153,028 | ||||
TKO Group Holdings, Inc. (b) | 13,942 | 1,171,964 | ||||
Vivid Seats, Inc. Class A (a) | 7,500 | 48,150 | ||||
25,031,481 | ||||||
FINANCIAL SERVICES — 3.0% | ||||||
Acacia Research Corp. (a) (b) | 11,700 | 42,705 | ||||
Affirm Holdings, Inc. (a) (b) | 71,700 | 1,525,059 | ||||
Alerus Financial Corp. | 5,605 | 101,899 | ||||
A-Mark Precious Metals, Inc. (b) | 5,800 | 170,114 |
See accompanying notes to Schedule of
Investments.
166
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Apollo Global Management, Inc. | 171,805 | $15,421,217 | |||
AvidXchange Holdings, Inc. (a) (b) | 45,600 | 432,288 | |||
Banco Latinoamericano de Comercio Exterior SA Class E | 8,900 | 188,680 | |||
Block, Inc. (a) | 178,737 | 7,910,900 | |||
Cannae Holdings, Inc. (a) | 22,000 | 410,080 | |||
Cantaloupe, Inc. (a) (b) | 20,700 | 129,375 | |||
Cass Information Systems, Inc. | 3,836 | 142,891 | |||
Compass Diversified Holdings (b) | 19,300 | 362,261 | |||
Corebridge Financial, Inc. | 50,500 | 997,375 | |||
Enact Holdings, Inc. | 9,000 | 245,070 | |||
Equitable Holdings, Inc. | 116,946 | 3,320,097 | |||
Essent Group Ltd. | 33,644 | 1,591,025 | |||
Euronet Worldwide, Inc. (a) | 15,512 | 1,231,342 | |||
EVERTEC, Inc. | 21,300 | 791,934 | |||
Federal Agricultural Mortgage Corp. Class C | 2,932 | 452,408 | |||
Finance of America Cos., Inc. Class A (a) | 15,900 | 20,352 | |||
Flywire Corp. (a) | 31,200 | 994,968 | |||
I3 Verticals, Inc. Class A (a) (b) | 6,600 | 139,524 | |||
International Money Express, Inc. (a) | 9,800 | 165,914 | |||
Jackson Financial, Inc. Class A (b) | 26,700 | 1,020,474 | |||
Marqeta, Inc. Class A (a) | 156,400 | 935,272 | |||
Merchants Bancorp | 4,550 | 126,126 | |||
MGIC Investment Corp. | 91,789 | 1,531,958 | |||
Mr Cooper Group, Inc. (a) | 21,360 | 1,144,041 | |||
NMI Holdings, Inc. Class A (a) | 25,665 | 695,265 | |||
Ocwen Financial Corp. (a) | 2,000 | 51,760 | |||
Pagseguro Digital Ltd. Class A (a) (b) | 65,600 | 564,816 | |||
Payoneer Global, Inc. (a) | 89,200 | 545,904 | |||
Paysafe Ltd. (a) (b) | 10,117 | 121,303 | |||
Paysign, Inc. (a) (b) | 10,000 | 19,500 | |||
PennyMac Financial Services, Inc. | 8,397 | 559,240 | |||
Priority Technology Holdings, Inc. (a) | 6,265 | 20,299 | |||
Radian Group, Inc. | 50,654 | 1,271,922 | |||
Remitly Global, Inc. (a) | 42,900 | 1,081,938 | |||
Repay Holdings Corp. (a) | 24,200 | 183,678 | |||
Rocket Cos., Inc. Class A (a) (b) | 41,400 | 338,652 | |||
Security National Financial Corp. Class A (a) | 3,885 | 30,458 | |||
Shift4 Payments, Inc. Class A (a) (b) | 17,600 | 974,512 | |||
StoneCo Ltd. Class A (a) (b) | 94,760 | 1,011,089 | |||
SWK Holdings Corp. (a) | 1,400 | 22,050 | |||
TFS Financial Corp. (b) | 17,417 | 205,869 | |||
Toast, Inc. Class A (a) (b) | 116,800 | 2,187,664 | |||
UWM Holdings Corp. (b) | 28,600 | 138,710 | |||
Velocity Financial, Inc. (a) (b) | 1,900 | 21,470 |
Security Description | Shares | Value | ||||
Voya Financial, Inc. | 31,562 | $2,097,295 | ||||
Walker & Dunlop, Inc. | 10,340 | 767,642 | ||||
Waterstone Financial, Inc. | 7,200 | 78,840 | ||||
Western Union Co. | 121,700 | 1,604,006 | ||||
WEX, Inc. (a) | 13,857 | 2,606,363 | ||||
58,745,594 | ||||||
FOOD PRODUCTS — 0.9% | ||||||
Alico, Inc. (b) | 1,600 | 39,936 | ||||
B&G Foods, Inc. | 22,100 | 218,569 | ||||
Benson Hill, Inc. (a) (b) | 50,900 | 16,873 | ||||
Beyond Meat, Inc. (a) (b) | 18,662 | 179,528 | ||||
BRC, Inc. Class A (a) (b) | 9,900 | 35,541 | ||||
Calavo Growers, Inc. | 5,381 | 135,763 | ||||
Cal-Maine Foods, Inc. | 12,662 | 613,094 | ||||
Darling Ingredients, Inc. (a) | 51,305 | 2,678,121 | ||||
Dole PLC (b) | 22,000 | 254,760 | ||||
Flowers Foods, Inc. | 60,831 | 1,349,232 | ||||
Forafric Global PLC (a) | 3,800 | 42,902 | ||||
Fresh Del Monte Produce, Inc. | 10,547 | 272,534 | ||||
Freshpet, Inc. (a) | 14,842 | 977,791 | ||||
Hain Celestial Group, Inc. (a) | 29,601 | 306,962 | ||||
Hostess Brands, Inc. (a) | 42,400 | 1,412,344 | ||||
Ingredion, Inc. | 21,257 | 2,091,689 | ||||
J & J Snack Foods Corp. | 4,791 | 784,047 | ||||
John B Sanfilippo & Son, Inc. | 2,770 | 273,676 | ||||
Lancaster Colony Corp. | 6,266 | 1,034,078 | ||||
Limoneira Co. | 5,400 | 82,728 | ||||
Mission Produce, Inc. (a) (b) | 15,300 | 148,104 | ||||
Pilgrim's Pride Corp. (a) | 12,721 | 290,420 | ||||
Post Holdings, Inc. (a) (b) | 17,213 | 1,475,843 | ||||
Seaboard Corp. | 79 | 296,487 | ||||
Seneca Foods Corp. Class A (a) (b) | 2,249 | 121,064 | ||||
Simply Good Foods Co. (a) | 28,500 | 983,820 | ||||
Sovos Brands, Inc. (a) | 16,800 | 378,840 | ||||
SunOpta, Inc. (a) (b) | 29,600 | 99,752 | ||||
TreeHouse Foods, Inc. (a) | 15,981 | 696,452 | ||||
Utz Brands, Inc. (b) | 21,300 | 286,059 | ||||
Vital Farms, Inc. (a) | 10,000 | 115,800 | ||||
Westrock Coffee Co. (a) (b) | 8,700 | 77,082 | ||||
17,769,891 | ||||||
GAS UTILITIES — 0.5% | ||||||
Brookfield Infrastructure Corp. Class A (b) | 34,872 | 1,232,376 | ||||
Chesapeake Utilities Corp. | 5,721 | 559,228 | ||||
National Fuel Gas Co. | 28,770 | 1,493,451 | ||||
New Jersey Resources Corp. | 30,444 | 1,236,940 | ||||
Northwest Natural Holding Co. | 11,682 | 445,785 | ||||
ONE Gas, Inc. | 17,621 | 1,203,162 | ||||
RGC Resources, Inc. | 2,200 | 38,060 | ||||
Southwest Gas Holdings, Inc. | 19,739 | 1,192,433 | ||||
Spire, Inc. | 16,139 | 913,144 | ||||
UGI Corp. | 70,935 | 1,631,505 | ||||
9,946,084 |
See accompanying notes to Schedule of
Investments.
167
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
GROUND TRANSPORTATION — 2.6% | ||||||
ArcBest Corp. | 7,767 | $789,516 | ||||
Avis Budget Group, Inc. (a) (b) | 6,672 | 1,198,892 | ||||
Covenant Logistics Group, Inc. | 2,645 | 115,983 | ||||
Daseke, Inc. (a) | 13,564 | 69,583 | ||||
FTAI Infrastructure, Inc. (b) | 30,500 | 98,210 | ||||
Heartland Express, Inc. | 13,955 | 204,999 | ||||
Hertz Global Holdings, Inc. (a) (b) | 44,300 | 542,675 | ||||
Knight-Swift Transportation Holdings, Inc. | 50,316 | 2,523,347 | ||||
Landstar System, Inc. | 11,758 | 2,080,461 | ||||
Lyft, Inc. Class A (a) (b) | 110,810 | 1,167,937 | ||||
Marten Transport Ltd. | 17,548 | 345,871 | ||||
PAM Transportation Services, Inc. (a) | 2,700 | 58,185 | ||||
RXO, Inc. (a) | 37,890 | 747,570 | ||||
Ryder System, Inc. | 14,339 | 1,533,556 | ||||
Saia, Inc. (a) | 8,555 | 3,410,451 | ||||
Schneider National, Inc. Class B | 20,800 | 575,952 | ||||
TuSimple Holdings, Inc. Class A (a) | 60,500 | 94,380 | ||||
Uber Technologies, Inc. (a) | 637,972 | 29,340,332 | ||||
U-Haul Holding Co. (a) (b) (c) | 6,044 | 329,821 | ||||
U-Haul Holding Co. (c) | 28,996 | 1,519,101 | ||||
Universal Logistics Holdings, Inc. (b) | 2,829 | 71,234 | ||||
Werner Enterprises, Inc. | 19,900 | 775,105 | ||||
XPO, Inc. (a) | 36,690 | 2,739,275 | ||||
50,332,436 | ||||||
HEALTH CARE EQUIPMENT & SUPPLIES — 1.9% | ||||||
Accuray, Inc. (a) (b) | 28,700 | 78,064 | ||||
Alphatec Holdings, Inc. (a) (b) | 26,500 | 343,705 | ||||
AngioDynamics, Inc. (a) | 12,497 | 91,353 | ||||
Artivion, Inc. (a) | 14,492 | 219,699 | ||||
AtriCure, Inc. (a) | 14,700 | 643,860 | ||||
Atrion Corp. | 468 | 193,364 | ||||
Avanos Medical, Inc. (a) | 15,800 | 319,476 | ||||
Axogen, Inc. (a) | 14,400 | 72,000 | ||||
Axonics, Inc. (a) (b) | 15,963 | 895,844 | ||||
Beyond Air, Inc. (a) (b) | 7,900 | 18,249 | ||||
Butterfly Network, Inc. (a) (b) | 39,200 | 46,256 | ||||
Cerus Corp. (a) (b) | 54,809 | 88,791 | ||||
ClearPoint Neuro, Inc. (a) (b) | 7,100 | 35,571 | ||||
CONMED Corp. | 10,100 | 1,018,585 | ||||
Cutera, Inc. (a) (b) | 5,700 | 34,314 | ||||
CVRx, Inc. (a) | 3,400 | 51,578 | ||||
Embecta Corp. | 18,300 | 275,415 | ||||
Enovis Corp. (a) | 17,075 | 900,365 | ||||
Envista Holdings Corp. (a) | 51,968 | 1,448,868 | ||||
Glaukos Corp. (a) | 14,716 | 1,107,379 | ||||
Globus Medical, Inc. Class A (a) | 39,542 | 1,963,260 | ||||
Haemonetics Corp. (a) | 15,893 | 1,423,695 | ||||
ICU Medical, Inc. (a) (b) | 6,480 | 771,185 | ||||
Inari Medical, Inc. (a) (b) | 17,039 | 1,114,351 | ||||
Inmode Ltd. (a) (b) | 25,000 | 761,500 |
Security Description | Shares | Value | |||
Inogen, Inc. (a) | 5,692 | $29,712 | |||
Inspire Medical Systems, Inc. (a) | 9,409 | 1,867,122 | |||
Integer Holdings Corp. (a) | 10,683 | 837,868 | |||
Integra LifeSciences Holdings Corp. (a) | 22,893 | 874,284 | |||
iRadimed Corp. | 2,100 | 93,177 | |||
iRhythm Technologies, Inc. (a) | 9,626 | 907,347 | |||
KORU Medical Systems, Inc. (a) (b) | 10,800 | 29,160 | |||
Lantheus Holdings, Inc. (a) | 21,661 | 1,505,006 | |||
LeMaitre Vascular, Inc. | 5,951 | 324,210 | |||
LivaNova PLC (a) | 17,150 | 906,892 | |||
Masimo Corp. (a) | 14,509 | 1,272,149 | |||
Merit Medical Systems, Inc. (a) | 18,300 | 1,263,066 | |||
Nano-X Imaging Ltd. (a) (b) | 15,300 | 100,368 | |||
Neogen Corp. (a) | 69,142 | 1,281,893 | |||
Nevro Corp. (a) | 11,609 | 223,125 | |||
Novocure Ltd. (a) (b) | 33,855 | 546,758 | |||
Omnicell, Inc. (a) | 13,966 | 629,029 | |||
OraSure Technologies, Inc. (a) | 23,400 | 138,762 | |||
Orchestra BioMed Holdings, Inc. (a) (b) | 5,400 | 47,088 | |||
Orthofix Medical, Inc. (a) | 12,265 | 157,728 | |||
OrthoPediatrics Corp. (a) | 4,668 | 149,376 | |||
Outset Medical, Inc. (a) (b) | 15,000 | 163,200 | |||
Paragon 28, Inc. (a) (b) | 15,000 | 188,250 | |||
Penumbra, Inc. (a) | 11,816 | 2,858,408 | |||
PROCEPT BioRobotics Corp. (a) | 11,200 | 367,472 | |||
Pulmonx Corp. (a) | 12,100 | 124,993 | |||
Pulse Biosciences, Inc. (a) (b) | 5,000 | 20,150 | |||
QuidelOrtho Corp. (a) | 17,325 | 1,265,418 | |||
RxSight, Inc. (a) | 8,200 | 228,698 | |||
Sanara Medtech, Inc. (a) (b) | 1,200 | 37,356 | |||
Semler Scientific, Inc. (a) | 1,500 | 38,055 | |||
Shockwave Medical, Inc. (a) | 11,770 | 2,343,407 | |||
SI-BONE, Inc. (a) | 10,260 | 217,922 | |||
Sight Sciences, Inc. (a) (b) | 6,000 | 20,220 | |||
Silk Road Medical, Inc. (a) | 11,469 | 171,920 | |||
STAAR Surgical Co. (a) | 15,869 | 637,616 | |||
Surmodics, Inc. (a) | 4,581 | 147,004 | |||
Tactile Systems Technology, Inc. (a) | 6,900 | 96,945 | |||
Tandem Diabetes Care, Inc. (a) | 20,592 | 427,696 | |||
Tela Bio, Inc. (a) | 4,900 | 39,200 | |||
TransMedics Group, Inc. (a) (b) | 9,800 | 536,550 | |||
Treace Medical Concepts, Inc. (a) | 13,300 | 174,363 | |||
UFP Technologies, Inc. (a) | 2,200 | 355,190 | |||
Utah Medical Products, Inc. | 936 | 80,496 | |||
Varex Imaging Corp. (a) | 12,408 | 233,146 | |||
Vicarious Surgical, Inc. (a) | 13,000 | 7,679 | |||
Zimvie, Inc. (a) | 9,500 | 89,395 | |||
Zynex, Inc. (a) (b) | 7,870 | 62,960 | |||
38,034,556 |
See accompanying notes to Schedule of
Investments.
168
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
HEALTH CARE PROVIDERS & SERVICES — 1.6% | ||||||
23andMe Holding Co. Class A (a) (b) | 80,000 | $78,216 | ||||
Acadia Healthcare Co., Inc. (a) | 28,782 | 2,023,662 | ||||
Accolade, Inc. (a) | 21,800 | 230,644 | ||||
AdaptHealth Corp. (a) (b) | 31,800 | 289,380 | ||||
Addus HomeCare Corp. (a) | 4,816 | 410,275 | ||||
Agiliti, Inc. (a) | 8,100 | 52,569 | ||||
agilon health, Inc. (a) (b) | 95,900 | 1,703,184 | ||||
AirSculpt Technologies, Inc. (a) (b) | 2,700 | 18,468 | ||||
Alignment Healthcare, Inc. (a) (b) | 29,800 | 206,812 | ||||
Amedisys, Inc. (a) | 10,406 | 971,920 | ||||
AMN Healthcare Services, Inc. (a) | 12,548 | 1,068,839 | ||||
Apollo Medical Holdings, Inc. (a) (b) | 14,573 | 449,577 | ||||
Aveanna Healthcare Holdings, Inc. (a) (b) | 26,800 | 31,892 | ||||
Brookdale Senior Living, Inc. (a) | 61,041 | 252,710 | ||||
Cano Health, Inc. (a) (b) | 75,000 | 19,020 | ||||
CareMax, Inc. (a) (b) | 33,500 | 71,020 | ||||
Castle Biosciences, Inc. (a) (b) | 7,700 | 130,053 | ||||
Chemed Corp. | 4,765 | 2,476,370 | ||||
Community Health Systems, Inc. (a) | 38,567 | 111,844 | ||||
CorVel Corp. (a) | 3,000 | 589,950 | ||||
Cross Country Healthcare, Inc. (a) | 11,058 | 274,128 | ||||
DocGo, Inc. (a) (b) | 25,500 | 135,915 | ||||
Encompass Health Corp. | 31,703 | 2,129,173 | ||||
Enhabit, Inc. (a) | 15,251 | 171,574 | ||||
Ensign Group, Inc. | 17,270 | 1,604,901 | ||||
Fulgent Genetics, Inc. (a) (b) | 6,271 | 167,687 | ||||
Guardant Health, Inc. (a) | 36,551 | 1,083,372 | ||||
HealthEquity, Inc. (a) | 26,763 | 1,955,037 | ||||
Hims & Hers Health, Inc. (a) | 38,400 | 241,536 | ||||
InfuSystem Holdings, Inc. (a) | 5,600 | 53,984 | ||||
Innovage Holding Corp. (a) | 11,100 | 66,489 | ||||
Invitae Corp. (a) (b) | 87,000 | 52,652 | ||||
Joint Corp. (a) | 3,350 | 30,117 | ||||
LifeStance Health Group, Inc. (a) (b) | 32,100 | 220,527 | ||||
ModivCare, Inc. (a) | 3,754 | 118,289 | ||||
National HealthCare Corp. | 4,441 | 284,135 | ||||
National Research Corp. (b) | 4,700 | 208,539 | ||||
NeoGenomics, Inc. (a) | 40,929 | 503,427 | ||||
OmniAb, Inc. (a) (e) | 3,212 | — | ||||
OPKO Health, Inc. (a) (b) | 125,318 | 200,509 | ||||
Option Care Health, Inc. (a) | 53,407 | 1,727,716 | ||||
Owens & Minor, Inc. (a) | 22,719 | 367,139 | ||||
P3 Health Partners, Inc. (a) | 10,400 | 15,288 | ||||
Patterson Cos., Inc. | 28,300 | 838,812 | ||||
Pediatrix Medical Group, Inc. (a) | 26,474 | 336,485 | ||||
Pennant Group, Inc. (a) | 7,917 | 88,116 | ||||
PetIQ, Inc. (a) | 7,826 | 154,172 |
Security Description | Shares | Value | ||||
Premier, Inc. Class A | 39,445 | $848,068 | ||||
Privia Health Group, Inc. (a) | 36,900 | 848,700 | ||||
Progyny, Inc. (a) | 25,300 | 860,706 | ||||
Quipt Home Medical Corp. (a) | 12,400 | 63,116 | ||||
R1 RCM, Inc. (a) | 50,087 | 754,811 | ||||
RadNet, Inc. (a) | 19,576 | 551,847 | ||||
Select Medical Holdings Corp. | 33,734 | 852,458 | ||||
Surgery Partners, Inc. (a) (b) | 20,995 | 614,104 | ||||
Tenet Healthcare Corp. (a) | 32,622 | 2,149,464 | ||||
U.S. Physical Therapy, Inc. | 4,922 | 451,495 | ||||
Viemed Healthcare, Inc. (a) | 10,500 | 70,665 | ||||
32,281,558 | ||||||
HEALTH CARE REITs — 0.5% | ||||||
CareTrust REIT, Inc. (b) | 31,728 | 650,424 | ||||
Community Healthcare Trust, Inc. REIT | 8,647 | 256,816 | ||||
Diversified Healthcare Trust REIT (b) | 73,977 | 143,515 | ||||
Global Medical REIT, Inc. | 19,400 | 174,018 | ||||
Healthcare Realty Trust, Inc. REIT | 122,699 | 1,873,614 | ||||
LTC Properties, Inc. REIT | 12,324 | 395,970 | ||||
Medical Properties Trust, Inc. REIT (b) | 192,161 | 1,047,277 | ||||
National Health Investors, Inc. REIT | 13,845 | 711,079 | ||||
Omega Healthcare Investors, Inc. REIT | 75,307 | 2,497,180 | ||||
Physicians Realty Trust REIT | 74,431 | 907,314 | ||||
Sabra Health Care REIT, Inc. | 73,355 | 1,022,569 | ||||
Universal Health Realty Income Trust REIT | 3,888 | 157,192 | ||||
9,836,968 | ||||||
HEALTH CARE TECHNOLOGY — 0.8% | ||||||
American Well Corp. Class A (a) | 63,600 | 74,412 | ||||
Certara, Inc. (a) | 38,200 | 555,428 | ||||
Computer Programs & Systems, Inc. (a) | 3,904 | 62,230 | ||||
Definitive Healthcare Corp. (a) (b) | 13,500 | 107,865 | ||||
Doximity, Inc. Class A (a) (b) | 38,900 | 825,458 | ||||
Evolent Health, Inc. Class A (a) | 35,765 | 973,881 | ||||
Health Catalyst, Inc. (a) | 19,300 | 195,316 | ||||
HealthStream, Inc. | 6,399 | 138,090 | ||||
Multiplan Corp. (a) (b) | 123,800 | 207,984 | ||||
NextGen Healthcare, Inc. (a) | 17,300 | 410,529 | ||||
OptimizeRx Corp. (a) (b) | 4,396 | 34,201 | ||||
Phreesia, Inc. (a) | 16,000 | 298,880 | ||||
Schrodinger, Inc. (a) | 17,508 | 494,951 | ||||
Sharecare, Inc. (a) (b) | 91,500 | 86,047 | ||||
Simulations Plus, Inc. | 5,097 | 212,545 | ||||
Teladoc Health, Inc. (a) (b) | 55,704 | 1,035,537 | ||||
Veeva Systems, Inc. Class A (a) | 47,767 | 9,718,196 | ||||
Veradigm, Inc. (a) | 34,712 | 456,116 | ||||
15,887,666 |
See accompanying notes to Schedule of
Investments.
169
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
HOTEL & RESORT REITs — 0.4% | ||||||
Apple Hospitality REIT, Inc. | 68,900 | $1,056,926 | ||||
Braemar Hotels & Resorts, Inc. REIT | 26,200 | 72,574 | ||||
Chatham Lodging Trust REIT | 14,560 | 139,339 | ||||
DiamondRock Hospitality Co. REIT | 68,100 | 546,843 | ||||
Hersha Hospitality Trust Class A REIT | 10,976 | 108,223 | ||||
Park Hotels & Resorts, Inc. REIT | 68,134 | 839,411 | ||||
Pebblebrook Hotel Trust REIT (b) | 38,457 | 522,631 | ||||
RLJ Lodging Trust REIT | 54,055 | 529,198 | ||||
Ryman Hospitality Properties, Inc. REIT | 18,627 | 1,551,257 | ||||
Service Properties Trust REIT | 50,374 | 387,376 | ||||
Summit Hotel Properties, Inc. REIT | 31,200 | 180,960 | ||||
Sunstone Hotel Investors, Inc. REIT | 68,219 | 637,848 | ||||
Xenia Hotels & Resorts, Inc. REIT | 36,100 | 425,258 | ||||
6,997,844 | ||||||
HOTELS, RESTAURANTS & LEISURE — 2.6% | ||||||
Accel Entertainment, Inc. (a) | 18,500 | 202,575 | ||||
Aramark | 75,340 | 2,614,298 | ||||
Bally's Corp. (a) (b) | 10,165 | 133,263 | ||||
Biglari Holdings, Inc. Class B (a) | 284 | 47,144 | ||||
BJ's Restaurants, Inc. (a) | 7,606 | 178,437 | ||||
Bloomin' Brands, Inc. | 28,493 | 700,643 | ||||
Bluegreen Vacations Holding Corp. (b) | 3,200 | 117,376 | ||||
Bowlero Corp. Class A (a) (b) | 9,000 | 86,580 | ||||
Boyd Gaming Corp. | 23,398 | 1,423,300 | ||||
Brinker International, Inc. (a) (b) | 14,030 | 443,208 | ||||
Carrols Restaurant Group, Inc. (a) | 11,300 | 74,467 | ||||
Cava Group, Inc. (a) (b) | 5,400 | 165,402 | ||||
Century Casinos, Inc. (a) | 9,361 | 48,022 | ||||
Cheesecake Factory, Inc. (b) | 15,555 | 471,316 | ||||
Choice Hotels International, Inc. (b) | 9,756 | 1,195,207 | ||||
Churchill Downs, Inc. | 22,916 | 2,659,173 | ||||
Chuy's Holdings, Inc. (a) | 6,053 | 215,366 | ||||
Cracker Barrel Old Country Store, Inc. (b) | 6,808 | 457,498 | ||||
Dave & Buster's Entertainment, Inc. (a) | 12,116 | 449,140 | ||||
Denny's Corp. (a) | 17,341 | 146,878 | ||||
Dine Brands Global, Inc. | 4,630 | 228,953 | ||||
DoorDash, Inc. Class A (a) | 99,389 | 7,898,444 | ||||
DraftKings, Inc. Class A (a) | 137,523 | 4,048,677 | ||||
El Pollo Loco Holdings, Inc. | 6,500 | 58,175 | ||||
Everi Holdings, Inc. (a) | 25,995 | 343,654 | ||||
Fiesta Restaurant Group, Inc. (a) | 5,400 | 45,684 |
Security Description | Shares | Value | |||
First Watch Restaurant Group, Inc. (a) | 7,700 | $133,133 | |||
Full House Resorts, Inc. (a) | 8,500 | 36,295 | |||
Global Business Travel Group I (a) | 9,900 | 54,450 | |||
Golden Entertainment, Inc. | 6,425 | 219,606 | |||
Hilton Grand Vacations, Inc. (a) | 25,071 | 1,020,390 | |||
Hyatt Hotels Corp. Class A (b) | 15,059 | 1,597,459 | |||
Inspired Entertainment, Inc. (a) (b) | 5,200 | 62,192 | |||
International Game Technology PLC (b) | 34,935 | 1,059,229 | |||
Jack in the Box, Inc. | 6,697 | 462,495 | |||
Krispy Kreme, Inc. (b) | 26,800 | 334,196 | |||
Kura Sushi USA, Inc. Class A (a) (b) | 1,800 | 119,016 | |||
Life Time Group Holdings, Inc. (a) | 13,600 | 206,856 | |||
Light & Wonder, Inc. (a) (b) | 28,764 | 2,051,736 | |||
Lindblad Expeditions Holdings, Inc. (a) | 11,889 | 85,601 | |||
Marriott Vacations Worldwide Corp. (b) | 11,740 | 1,181,396 | |||
Monarch Casino & Resort, Inc. | 4,100 | 254,610 | |||
Mondee Holdings, Inc. (a) (b) | 14,000 | 49,980 | |||
Nathan's Famous, Inc. | 900 | 63,594 | |||
Noodles & Co. (a) (b) | 12,300 | 30,258 | |||
ONE Group Hospitality, Inc. (a) (b) | 5,300 | 29,150 | |||
Papa John's International, Inc. (b) | 10,488 | 715,491 | |||
Penn Entertainment, Inc. (a) (b) | 49,500 | 1,136,025 | |||
Planet Fitness, Inc. Class A (a) | 27,543 | 1,354,565 | |||
PlayAGS, Inc. (a) | 11,400 | 74,328 | |||
Portillo's, Inc. Class A (a) | 15,400 | 237,006 | |||
Potbelly Corp. (a) (b) | 8,000 | 62,400 | |||
RCI Hospitality Holdings, Inc. | 2,900 | 175,914 | |||
Red Robin Gourmet Burgers, Inc. (a) (b) | 4,900 | 39,396 | |||
Red Rock Resorts, Inc. Class A (b) | 16,786 | 688,226 | |||
Rush Street Interactive, Inc. (a) | 17,700 | 81,774 | |||
Sabre Corp. (a) (b) | 103,735 | 465,770 | |||
SeaWorld Entertainment, Inc. (a) | 12,417 | 574,286 | |||
Shake Shack, Inc. Class A (a) | 11,730 | 681,161 | |||
Six Flags Entertainment Corp. (a) | 23,795 | 559,420 | |||
Super Group SGHC Ltd. (a) | 42,000 | 154,980 | |||
Sweetgreen, Inc. Class A (a) (b) | 29,600 | 347,800 | |||
Target Hospitality Corp. (a) (b) | 9,900 | 157,212 | |||
Texas Roadhouse, Inc. | 22,477 | 2,160,040 | |||
Travel & Leisure Co. | 23,000 | 844,790 | |||
Vail Resorts, Inc. (b) | 12,590 | 2,793,595 | |||
Wendy's Co. | 54,858 | 1,119,652 | |||
Wingstop, Inc. | 9,665 | 1,738,154 |
See accompanying notes to Schedule of
Investments.
170
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Wyndham Hotels & Resorts, Inc. | 27,016 | $1,878,693 | ||||
Xponential Fitness, Inc. Class A (a) (b) | 7,400 | 114,700 | ||||
51,659,900 | ||||||
HOUSEHOLD DURABLES — 1.2% | ||||||
Beazer Homes USA, Inc. (a) | 8,996 | 224,090 | ||||
Cavco Industries, Inc. (a) | 2,776 | 737,472 | ||||
Century Communities, Inc. | 8,751 | 584,392 | ||||
Cricut, Inc. Class A (b) | 14,700 | 136,563 | ||||
Dream Finders Homes, Inc. Class A (a) (b) | 7,500 | 166,725 | ||||
Ethan Allen Interiors, Inc. | 7,100 | 212,290 | ||||
GoPro, Inc. Class A (a) (b) | 43,122 | 135,403 | ||||
Green Brick Partners, Inc. (a) | 8,602 | 357,069 | ||||
Helen of Troy Ltd. (a) (b) | 7,564 | 881,660 | ||||
Hooker Furnishings Corp. | 5,400 | 105,030 | ||||
Hovnanian Enterprises, Inc. Class A (a) | 1,500 | 152,490 | ||||
Installed Building Products, Inc. | 7,514 | 938,424 | ||||
iRobot Corp. (a) | 8,443 | 319,990 | ||||
KB Home | 22,500 | 1,041,300 | ||||
Landsea Homes Corp. (a) | 3,800 | 34,162 | ||||
La-Z-Boy, Inc. | 14,333 | 442,603 | ||||
Legacy Housing Corp. (a) | 3,920 | 76,087 | ||||
Leggett & Platt, Inc. | 42,900 | 1,090,089 | ||||
LGI Homes, Inc. (a) | 6,825 | 679,019 | ||||
Lovesac Co. (a) (b) | 5,187 | 103,325 | ||||
M/I Homes, Inc. (a) | 8,291 | 696,776 | ||||
MDC Holdings, Inc. | 18,155 | 748,531 | ||||
Meritage Homes Corp. | 11,467 | 1,403,446 | ||||
Newell Brands, Inc. | 125,800 | 1,135,974 | ||||
Purple Innovation, Inc. (b) | 18,696 | 31,970 | ||||
Skyline Champion Corp. (a) | 17,337 | 1,104,714 | ||||
Snap One Holdings Corp. (a) (b) | 4,200 | 38,808 | ||||
Sonos, Inc. (a) (b) | 39,430 | 509,041 | ||||
Taylor Morrison Home Corp. (a) | 35,458 | 1,510,865 | ||||
Tempur Sealy International, Inc. | 54,368 | 2,356,309 | ||||
Toll Brothers, Inc. | 35,284 | 2,609,605 | ||||
TopBuild Corp. (a) | 10,274 | 2,584,938 | ||||
Traeger, Inc. (a) | 9,400 | 25,662 | ||||
Tri Pointe Homes, Inc. (a) | 31,983 | 874,735 | ||||
United Homes Group, Inc. (a) (b) | 1,900 | 10,640 | ||||
Vizio Holding Corp. Class A (a) | 26,300 | 142,283 | ||||
VOXX International Corp. (a) | 4,300 | 34,314 | ||||
24,236,794 | ||||||
HOUSEHOLD PRODUCTS — 0.2% | ||||||
Central Garden & Pet Co. (a) (b) | 4,000 | 176,560 | ||||
Central Garden & Pet Co. Class A (a) | 11,382 | 456,305 | ||||
Energizer Holdings, Inc. (b) | 23,058 | 738,778 | ||||
Oil-Dri Corp. of America | 1,500 | 92,625 |
Security Description | Shares | Value | ||||
Reynolds Consumer Products, Inc. | 17,300 | $443,399 | ||||
Spectrum Brands Holdings, Inc. | 13,069 | 1,023,956 | ||||
WD-40 Co. (b) | 4,353 | 884,704 | ||||
3,816,327 | ||||||
INDEPENDENT POWER AND RENEWABLE ELECTRICITY PRODUCERS — 0.4% | ||||||
Altus Power, Inc. (a) (b) | 21,700 | 113,925 | ||||
Brookfield Renewable Corp. Class A (b) | 43,679 | 1,045,675 | ||||
Clearway Energy, Inc. Class A | 18,326 | 365,054 | ||||
Clearway Energy, Inc. Class C | 22,800 | 482,448 | ||||
Montauk Renewables, Inc. (a) (b) | 21,000 | 191,310 | ||||
Ormat Technologies, Inc. | 16,992 | 1,188,081 | ||||
Sunnova Energy International, Inc. (a) (b) | 31,000 | 324,570 | ||||
Vistra Corp. | 119,307 | 3,958,606 | ||||
7,669,669 | ||||||
INDUSTRIAL CONGLOMERATES — 0.0% (d) | ||||||
Brookfield Business Corp. Class A (b) | 8,400 | 151,872 | ||||
INDUSTRIAL REITs — 0.8% | ||||||
Americold Realty Trust, Inc. REIT | 88,166 | 2,681,128 | ||||
EastGroup Properties, Inc. REIT | 14,058 | 2,341,079 | ||||
First Industrial Realty Trust, Inc. REIT | 42,415 | 2,018,530 | ||||
Innovative Industrial Properties, Inc. REIT (b) | 8,733 | 660,739 | ||||
LXP Industrial Trust REIT | 93,500 | 832,150 | ||||
Plymouth Industrial REIT, Inc. | 13,200 | 276,540 | ||||
Rexford Industrial Realty, Inc. REIT | 66,643 | 3,288,832 | ||||
STAG Industrial, Inc. REIT | 57,450 | 1,982,599 | ||||
Terreno Realty Corp. REIT | 26,224 | 1,489,523 | ||||
15,571,120 | ||||||
INSURANCE — 2.9% | ||||||
Ambac Financial Group, Inc. (a) | 13,194 | 159,120 | ||||
American Coastal Insurance Corp. Class C (a) (b) | 6,000 | 44,160 | ||||
American Equity Investment Life Holding Co. (a) | 24,672 | 1,323,406 | ||||
American Financial Group, Inc. | 23,419 | 2,615,200 | ||||
AMERISAFE, Inc. | 6,534 | 327,157 | ||||
Argo Group International Holdings Ltd. (b) | 9,860 | 294,222 | ||||
Assured Guaranty Ltd. | 18,519 | 1,120,770 | ||||
Axis Capital Holdings Ltd. | 25,199 | 1,420,468 | ||||
Brighthouse Financial, Inc. (a) | 21,673 | 1,060,677 | ||||
BRP Group, Inc. Class A (a) | 19,505 | 453,101 | ||||
CNA Financial Corp. | 9,091 | 357,731 | ||||
CNO Financial Group, Inc. | 36,079 | 856,155 | ||||
Crawford & Co. Class A | 4,000 | 37,360 | ||||
Donegal Group, Inc. Class A (b) | 7,739 | 110,319 |
See accompanying notes to Schedule of
Investments.
171
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
eHealth, Inc. (a) | 8,207 | $60,732 | |||
Employers Holdings, Inc. | 9,600 | 383,520 | |||
Enstar Group Ltd. (a) | 3,865 | 935,330 | |||
F&G Annuities & Life, Inc. (b) | 7,050 | 197,823 | |||
Fidelis Insurance Holdings Ltd. (a) | 4,900 | 71,932 | |||
Fidelity National Financial, Inc. | 84,536 | 3,491,337 | |||
First American Financial Corp. | 32,514 | 1,836,716 | |||
Genworth Financial, Inc. Class A (a) | 151,182 | 885,927 | |||
GoHealth, Inc. Class A (a) (b) | 1,200 | 17,388 | |||
Goosehead Insurance, Inc. Class A (a) | 6,619 | 493,314 | |||
Greenlight Capital Re Ltd. Class A (a) | 8,996 | 96,617 | |||
Hanover Insurance Group, Inc. | 11,335 | 1,257,958 | |||
HCI Group, Inc. (b) | 1,773 | 96,256 | |||
Hippo Holdings, Inc. (a) (b) | 4,735 | 37,738 | |||
Horace Mann Educators Corp. | 12,700 | 373,126 | |||
Investors Title Co. | 343 | 50,795 | |||
James River Group Holdings Ltd. | 11,400 | 174,990 | |||
Kemper Corp. | 19,607 | 824,082 | |||
Kingsway Financial Services, Inc. (a) (b) | 3,300 | 24,915 | |||
Kinsale Capital Group, Inc. | 7,049 | 2,919,202 | |||
Lemonade, Inc. (a) (b) | 15,000 | 174,300 | |||
Lincoln National Corp. | 55,900 | 1,380,171 | |||
Maiden Holdings Ltd. (a) | 27,900 | 49,104 | |||
Markel Group, Inc. (a) | 4,335 | 6,383,244 | |||
MBIA, Inc. (a) | 13,397 | 96,592 | |||
Mercury General Corp. | 8,037 | 225,277 | |||
National Western Life Group, Inc. Class A (b) | 680 | 297,493 | |||
NI Holdings, Inc. (a) | 1,900 | 24,453 | |||
Old Republic International Corp. | 85,862 | 2,313,122 | |||
Oscar Health, Inc. Class A (a) | 48,400 | 269,588 | |||
Palomar Holdings, Inc. (a) | 7,510 | 381,133 | |||
Primerica, Inc. | 12,064 | 2,340,537 | |||
ProAssurance Corp. | 16,305 | 308,001 | |||
Reinsurance Group of America, Inc. | 21,446 | 3,113,745 | |||
RenaissanceRe Holdings Ltd. | 16,275 | 3,221,148 | |||
RLI Corp. | 13,078 | 1,777,169 | |||
Ryan Specialty Holdings, Inc. (a) | 30,600 | 1,481,040 | |||
Safety Insurance Group, Inc. | 4,368 | 297,854 | |||
Selective Insurance Group, Inc. | 19,098 | 1,970,341 | |||
Selectquote, Inc. (a) (b) | 41,703 | 48,793 | |||
SiriusPoint Ltd. (a) | 31,600 | 321,372 | |||
Skyward Specialty Insurance Group, Inc. (a) | 8,000 | 218,880 | |||
Stewart Information Services Corp. | 8,165 | 357,627 | |||
Tiptree, Inc. | 9,300 | 155,868 | |||
Trupanion, Inc. (a) (b) | 12,600 | 355,320 | |||
United Fire Group, Inc. | 6,463 | 127,644 |
Security Description | Shares | Value | ||||
Universal Insurance Holdings, Inc. | 8,817 | $123,614 | ||||
Unum Group | 64,100 | 3,153,079 | ||||
White Mountains Insurance Group Ltd. | 851 | 1,272,832 | ||||
56,648,885 | ||||||
INTERACTIVE MEDIA & SERVICES — 0.7% | ||||||
Bumble, Inc. Class A (a) | 32,000 | 477,440 | ||||
Cargurus, Inc. (a) | 30,100 | 527,352 | ||||
Cars.com, Inc. (a) | 22,600 | 381,036 | ||||
DHI Group, Inc. (a) | 17,000 | 52,020 | ||||
Eventbrite, Inc. Class A (a) (b) | 22,893 | 225,725 | ||||
EverQuote, Inc. Class A (a) (b) | 6,135 | 44,356 | ||||
fuboTV, Inc. (a) (b) | 94,100 | 251,247 | ||||
Grindr, Inc. (a) | 14,400 | 82,800 | ||||
IAC, Inc. (a) | 24,837 | 1,251,536 | ||||
MediaAlpha, Inc. Class A (a) (b) | 5,803 | 47,933 | ||||
Nextdoor Holdings, Inc. (a) (b) | 44,800 | 81,536 | ||||
Outbrain, Inc. (a) (b) | 9,700 | 47,239 | ||||
Pinterest, Inc. Class A (a) | 195,609 | 5,287,311 | ||||
QuinStreet, Inc. (a) | 15,398 | 138,120 | ||||
Shutterstock, Inc. | 7,750 | 294,888 | ||||
System1, Inc. (a) (b) | 7,600 | 9,196 | ||||
TripAdvisor, Inc. (a) | 36,900 | 611,802 | ||||
TrueCar, Inc. (a) | 28,866 | 59,753 | ||||
Vimeo, Inc. (a) | 42,723 | 151,239 | ||||
Yelp, Inc. (a) | 21,691 | 902,129 | ||||
Ziff Davis, Inc. (a) | 15,106 | 962,101 | ||||
ZipRecruiter, Inc. Class A (a) | 22,100 | 264,979 | ||||
ZoomInfo Technologies, Inc. (a) | 102,200 | 1,676,080 | ||||
13,827,818 | ||||||
IT SERVICES — 2.6% | ||||||
Amdocs Ltd. | 39,235 | 3,314,965 | ||||
BigBear.ai Holdings, Inc. (a) (b) | 8,300 | 12,533 | ||||
BigCommerce Holdings, Inc. Class 1 (a) | 21,700 | 214,179 | ||||
Brightcove, Inc. (a) | 13,571 | 44,649 | ||||
Cloudflare, Inc. Class A (a) | 94,595 | 5,963,269 | ||||
DigitalOcean Holdings, Inc. (a) (b) | 20,500 | 492,615 | ||||
Fastly, Inc. Class A (a) | 38,643 | 740,786 | ||||
Globant SA (a) (b) | 13,594 | 2,689,573 | ||||
GoDaddy, Inc. Class A (a) | 50,292 | 3,745,748 | ||||
Grid Dynamics Holdings, Inc. (a) | 16,900 | 205,842 | ||||
Hackett Group, Inc. | 8,590 | 202,638 | ||||
Information Services Group, Inc. | 8,400 | 36,792 | ||||
Kyndryl Holdings, Inc. (a) | 73,800 | 1,114,380 | ||||
MongoDB, Inc. (a) | 21,578 | 7,462,967 | ||||
Okta, Inc. (a) | 49,375 | 4,024,556 | ||||
Perficient, Inc. (a) | 10,649 | 616,151 | ||||
Rackspace Technology, Inc. (a) (b) | 21,400 | 50,290 | ||||
Snowflake, Inc. Class A (a) | 101,892 | 15,566,041 | ||||
Squarespace, Inc. Class A (a) | 13,900 | 402,683 |
See accompanying notes to Schedule of
Investments.
172
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Thoughtworks Holding, Inc. (a) (b) | 29,700 | $121,176 | ||||
Tucows, Inc. Class A (a) (b) | 2,876 | 58,699 | ||||
Twilio, Inc. Class A (a) | 55,724 | 3,261,526 | ||||
Unisys Corp. (a) | 20,300 | 70,035 | ||||
50,412,093 | ||||||
LEISURE EQUIPMENT & PRODUCTS — 0.6% | ||||||
Acushnet Holdings Corp. (b) | 10,072 | 534,219 | ||||
AMMO, Inc. (a) (b) | 22,700 | 45,854 | ||||
Brunswick Corp. | 23,426 | 1,850,654 | ||||
Clarus Corp. (b) | 9,465 | 71,555 | ||||
Escalade, Inc. | 3,100 | 47,461 | ||||
Funko, Inc. Class A (a) (b) | 11,750 | 89,888 | ||||
JAKKS Pacific, Inc. (a) | 2,200 | 40,898 | ||||
Johnson Outdoors, Inc. Class A | 1,380 | 75,472 | ||||
Latham Group, Inc. (a) (b) | 13,300 | 37,240 | ||||
Malibu Boats, Inc. Class A (a) | 6,265 | 307,110 | ||||
Marine Products Corp. (b) | 2,380 | 33,820 | ||||
MasterCraft Boat Holdings, Inc. (a) | 5,665 | 125,876 | ||||
Mattel, Inc. (a) | 114,339 | 2,518,888 | ||||
Peloton Interactive, Inc. Class A (a) (b) | 103,503 | 522,690 | ||||
Polaris, Inc. | 17,403 | 1,812,348 | ||||
Smith & Wesson Brands, Inc. (b) | 15,026 | 193,986 | ||||
Solo Brands, Inc. Class A (a) | 7,100 | 36,210 | ||||
Sturm Ruger & Co., Inc. | 5,485 | 285,878 | ||||
Topgolf Callaway Brands Corp. (a) | 44,841 | 620,599 | ||||
Vista Outdoor, Inc. (a) (b) | 17,821 | 590,232 | ||||
YETI Holdings, Inc. (a) (b) | 28,134 | 1,356,622 | ||||
11,197,500 | ||||||
LIFE SCIENCES TOOLS & SERVICES — 1.4% | ||||||
10X Genomics, Inc. Class A (a) | 30,345 | 1,251,731 | ||||
Adaptive Biotechnologies Corp. (a) (b) | 37,600 | 204,920 | ||||
Akoya Biosciences, Inc. (a) (b) | 6,000 | 27,900 | ||||
Avantor, Inc. (a) | 223,951 | 4,720,887 | ||||
Azenta, Inc. (a) | 21,341 | 1,071,105 | ||||
BioLife Solutions, Inc. (a) | 10,820 | 149,424 | ||||
Bruker Corp. | 34,497 | 2,149,163 | ||||
Codexis, Inc. (a) (b) | 17,921 | 33,871 | ||||
CryoPort, Inc. (a) (b) | 13,700 | 187,827 | ||||
Cytek Biosciences, Inc. (a) (b) | 37,200 | 205,344 | ||||
Fortrea Holdings, Inc. (a) | 29,400 | 840,546 | ||||
Harvard Bioscience, Inc. (a) | 12,000 | 51,600 | ||||
ICON PLC (a) | 26,700 | 6,574,875 | ||||
Maravai LifeSciences Holdings, Inc. Class A (a) | 35,500 | 355,000 | ||||
MaxCyte, Inc. (a) | 24,600 | 76,752 | ||||
Medpace Holdings, Inc. (a) | 7,601 | 1,840,430 | ||||
Mesa Laboratories, Inc. (b) | 1,598 | 167,902 | ||||
NanoString Technologies, Inc. (a) (b) | 24,000 | 41,280 |
Security Description | Shares | Value | ||||
Nautilus Biotechnology, Inc. (a) (b) | 16,300 | $51,508 | ||||
OmniAb, Inc. (a) | 29,656 | 153,915 | ||||
Pacific Biosciences of California, Inc. (a) (b) | 79,121 | 660,660 | ||||
QIAGEN NV (a) | 74,861 | 3,031,871 | ||||
Quanterix Corp. (a) | 11,400 | 309,396 | ||||
Quantum-Si, Inc. (a) (b) | 33,700 | 55,942 | ||||
Repligen Corp. (a) | 18,017 | 2,864,883 | ||||
Seer, Inc. (a) | 19,500 | 43,095 | ||||
SomaLogic, Inc. (a) (b) | 49,300 | 117,827 | ||||
Sotera Health Co. (a) (b) | 31,100 | 465,878 | ||||
27,705,532 | ||||||
MACHINERY — 3.2% | ||||||
374Water, Inc. (a) (b) | 18,200 | 22,568 | ||||
3D Systems Corp. (a) (b) | 42,365 | 208,012 | ||||
AGCO Corp. | 20,221 | 2,391,740 | ||||
Alamo Group, Inc. | 3,189 | 551,251 | ||||
Albany International Corp. Class A | 9,871 | 851,670 | ||||
Allison Transmission Holdings, Inc. | 29,559 | 1,745,755 | ||||
Astec Industries, Inc. | 7,206 | 339,475 | ||||
Barnes Group, Inc. | 15,414 | 523,614 | ||||
Blue Bird Corp. (a) | 5,322 | 113,625 | ||||
Chart Industries, Inc. (a) (b) | 13,670 | 2,311,870 | ||||
CIRCOR International, Inc. (a) | 6,647 | 370,570 | ||||
CNH Industrial NV (b) | 319,400 | 3,864,740 | ||||
Columbus McKinnon Corp. | 8,848 | 308,884 | ||||
Commercial Vehicle Group, Inc. (a) | 9,900 | 76,824 | ||||
Crane Co. | 15,748 | 1,399,052 | ||||
Crane NXT Co. | 15,748 | 875,116 | ||||
Desktop Metal, Inc. Class A (a) | 87,881 | 128,306 | ||||
Donaldson Co., Inc. | 38,886 | 2,319,161 | ||||
Douglas Dynamics, Inc. | 8,473 | 255,715 | ||||
Energy Recovery, Inc. (a) | 17,600 | 373,296 | ||||
Enerpac Tool Group Corp. | 17,391 | 459,644 | ||||
EnPro Industries, Inc. | 6,545 | 793,189 | ||||
Esab Corp. | 18,175 | 1,276,248 | ||||
ESCO Technologies, Inc. | 7,928 | 828,000 | ||||
Federal Signal Corp. | 19,100 | 1,140,843 | ||||
Flowserve Corp. | 42,500 | 1,690,225 | ||||
Franklin Electric Co., Inc. | 14,515 | 1,295,173 | ||||
Gates Industrial Corp. PLC (a) | 36,700 | 426,087 | ||||
Gencor Industries, Inc. (a) | 5,900 | 83,367 | ||||
Gorman-Rupp Co. | 7,100 | 233,590 | ||||
Graco, Inc. | 53,882 | 3,926,920 | ||||
Greenbrier Cos., Inc. | 10,094 | 403,760 | ||||
Helios Technologies, Inc. | 10,248 | 568,559 | ||||
Hillenbrand, Inc. | 22,268 | 942,159 | ||||
Hillman Solutions Corp. (a) | 63,800 | 526,350 | ||||
Hyliion Holdings Corp. (a) (b) | 41,500 | 48,970 | ||||
Hyster-Yale Materials Handling, Inc. | 3,589 | 159,998 | ||||
ITT, Inc. | 26,488 | 2,593,440 |
See accompanying notes to Schedule of
Investments.
173
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
John Bean Technologies Corp. | 10,276 | $1,080,419 | ||||
Kadant, Inc. | 3,790 | 854,835 | ||||
Kennametal, Inc. | 27,517 | 684,623 | ||||
Lincoln Electric Holdings, Inc. | 18,605 | 3,382,203 | ||||
Lindsay Corp. | 3,575 | 420,706 | ||||
Luxfer Holdings PLC | 8,531 | 111,330 | ||||
Manitowoc Co., Inc. (a) | 12,075 | 181,729 | ||||
Mayville Engineering Co., Inc. (a) (b) | 3,400 | 37,298 | ||||
Microvast Holdings, Inc. (a) (b) | 31,800 | 60,102 | ||||
Middleby Corp. (a) | 17,127 | 2,192,256 | ||||
Miller Industries, Inc. | 3,965 | 155,468 | ||||
Mueller Industries, Inc. | 17,984 | 1,351,677 | ||||
Mueller Water Products, Inc. Class A | 48,722 | 617,795 | ||||
Nikola Corp. (a) (b) | 211,700 | 332,369 | ||||
Omega Flex, Inc. (b) | 1,351 | 106,364 | ||||
Oshkosh Corp. | 21,042 | 2,008,038 | ||||
Park-Ohio Holdings Corp. | 2,600 | 51,766 | ||||
Proto Labs, Inc. (a) | 9,285 | 245,124 | ||||
RBC Bearings, Inc. (a) (b) | 9,322 | 2,182,560 | ||||
REV Group, Inc. | 9,500 | 152,000 | ||||
Shyft Group, Inc. | 11,329 | 169,595 | ||||
SPX Technologies, Inc. (a) | 14,089 | 1,146,845 | ||||
Standex International Corp. | 3,619 | 527,252 | ||||
Tennant Co. | 6,024 | 446,680 | ||||
Terex Corp. | 21,392 | 1,232,607 | ||||
Timken Co. | 19,858 | 1,459,364 | ||||
Titan International, Inc. (a) | 16,000 | 214,880 | ||||
Toro Co. | 33,674 | 2,798,309 | ||||
Trinity Industries, Inc. | 27,769 | 676,175 | ||||
Velo3D, Inc. (a) | 29,600 | 46,176 | ||||
Wabash National Corp. | 14,487 | 305,965 | ||||
Watts Water Technologies, Inc. Class A | 8,622 | 1,490,054 | ||||
63,150,330 | ||||||
MARINE TRANSPORTATION — 0.2% | ||||||
Costamare, Inc. | 13,200 | 126,984 | ||||
Eagle Bulk Shipping, Inc. (b) | 4,223 | 177,493 | ||||
Genco Shipping & Trading Ltd. (b) | 13,800 | 193,062 | ||||
Golden Ocean Group Ltd. | 37,600 | 296,288 | ||||
Himalaya Shipping Ltd. (a) | 8,400 | 40,572 | ||||
Kirby Corp. (a) | 18,964 | 1,570,219 | ||||
Matson, Inc. | 11,482 | 1,018,683 | ||||
Pangaea Logistics Solutions Ltd. | 11,200 | 65,856 | ||||
Safe Bulkers, Inc. (b) | 24,860 | 80,546 | ||||
3,569,703 | ||||||
MEDIA — 1.4% | ||||||
Advantage Solutions, Inc. (a) (b) | 24,200 | 68,728 | ||||
AMC Networks, Inc. Class A (a) | 10,120 | 119,214 | ||||
Boston Omaha Corp. Class A (a) | 7,065 | 115,795 | ||||
Cable One, Inc. | 1,792 | 1,103,227 |
Security Description | Shares | Value | ||||
Cardlytics, Inc. (a) | 10,465 | $172,673 | ||||
Clear Channel Outdoor Holdings, Inc. (a) (b) | 115,300 | 182,174 | ||||
Daily Journal Corp. (a) | 327 | 96,138 | ||||
DISH Network Corp. Class A (a) (b) | 85,300 | 499,858 | ||||
Emerald Holding, Inc. (a) | 4,800 | 21,696 | ||||
Entravision Communications Corp. Class A | 14,400 | 52,560 | ||||
EW Scripps Co. Class A (a) | 19,340 | 105,983 | ||||
Gambling.com Group Ltd. (a) | 2,900 | 37,932 | ||||
Gannett Co., Inc. (a) (b) | 45,814 | 112,244 | ||||
Gray Television, Inc. | 27,677 | 191,525 | ||||
iHeartMedia, Inc. Class A (a) | 34,000 | 107,440 | ||||
Integral Ad Science Holding Corp. (a) | 16,500 | 196,185 | ||||
John Wiley & Sons, Inc. Class A | 13,440 | 499,565 | ||||
Liberty Broadband Corp. Class A (a) | 5,164 | 469,459 | ||||
Liberty Broadband Corp. Class C (a) | 39,032 | 3,564,402 | ||||
Liberty Media Corp.-Liberty SiriusXM Class A (a) | 22,904 | 582,907 | ||||
Liberty Media Corp.-Liberty SiriusXM Class C (a) | 51,443 | 1,309,739 | ||||
Magnite, Inc. (a) | 42,827 | 322,916 | ||||
New York Times Co. Class A | 52,102 | 2,146,602 | ||||
Nexstar Media Group, Inc. | 10,998 | 1,576,783 | ||||
PubMatic, Inc. Class A (a) (b) | 13,900 | 168,190 | ||||
Scholastic Corp. | 9,329 | 355,808 | ||||
Sinclair, Inc. (b) | 12,162 | 136,458 | ||||
Sirius XM Holdings, Inc. (b) | 214,738 | 970,616 | ||||
Stagwell, Inc. (a) | 24,600 | 115,374 | ||||
TechTarget, Inc. (a) | 8,300 | 251,988 | ||||
TEGNA, Inc. | 68,983 | 1,005,082 | ||||
Thryv Holdings, Inc. (a) | 9,900 | 185,823 | ||||
Townsquare Media, Inc. Class A | 3,600 | 31,392 | ||||
Trade Desk, Inc. Class A (a) | 144,876 | 11,322,059 | ||||
Urban One, Inc. (a) (c) | 3,900 | 19,617 | ||||
Urban One, Inc. (a) (c) | 5,100 | 25,602 | ||||
WideOpenWest, Inc. (a) | 14,936 | 114,260 | ||||
28,358,014 | ||||||
METALS & MINING — 1.6% | ||||||
5E Advanced Materials, Inc. (a) (b) | 12,700 | 28,702 | ||||
Alcoa Corp. | 58,205 | 1,691,437 | ||||
Alpha Metallurgical Resources, Inc. | 4,000 | 1,038,920 | ||||
Arch Resources, Inc. | 5,994 | 1,022,936 | ||||
ATI, Inc. (a) | 41,537 | 1,709,248 | ||||
Caledonia Mining Corp. PLC | 5,100 | 50,286 | ||||
Carpenter Technology Corp. | 15,555 | 1,045,452 | ||||
Century Aluminum Co. (a) | 16,000 | 115,040 | ||||
Cleveland-Cliffs, Inc. (a) | 164,402 | 2,569,603 | ||||
Coeur Mining, Inc. (a) | 113,342 | 251,619 | ||||
Commercial Metals Co. | 36,947 | 1,825,551 |
See accompanying notes to Schedule of
Investments.
174
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Compass Minerals International, Inc. | 11,114 | $310,636 | ||||
Constellium SE (a) | 39,600 | 720,720 | ||||
Contango ORE, Inc. (a) (b) | 1,100 | 19,954 | ||||
Dakota Gold Corp. (a) | 23,800 | 61,404 | ||||
Ferroglobe PLC (a) (e) | 2,200 | — | ||||
Haynes International, Inc. | 3,800 | 176,776 | ||||
Hecla Mining Co. | 198,116 | 774,634 | ||||
i-80 Gold Corp. (a) (b) | 59,400 | 90,882 | ||||
Ivanhoe Electric, Inc. (a) | 17,200 | 204,680 | ||||
Kaiser Aluminum Corp. (b) | 5,233 | 393,836 | ||||
Materion Corp. | 6,555 | 668,020 | ||||
MP Materials Corp. (a) (b) | 34,500 | 658,950 | ||||
Novagold Resources, Inc. (a) (b) | 74,700 | 286,848 | ||||
Olympic Steel, Inc. | 3,200 | 179,872 | ||||
Perpetua Resources Corp. (a) | 11,600 | 37,816 | ||||
Piedmont Lithium, Inc. (a) | 5,300 | 210,410 | ||||
PolyMet Mining Corp. (a) | 9,600 | 19,968 | ||||
Ramaco Resources, Inc. Class A | 7,000 | 76,930 | ||||
Ramaco Resources, Inc. Class B | 1,400 | 16,702 | ||||
Reliance Steel & Aluminum Co. | 19,066 | 4,999,677 | ||||
Royal Gold, Inc. | 21,055 | 2,238,778 | ||||
Ryerson Holding Corp. | 7,100 | 206,539 | ||||
Schnitzer Steel Industries, Inc. Class A | 8,572 | 238,730 | ||||
Southern Copper Corp. | 27,969 | 2,105,786 | ||||
SSR Mining, Inc. (b) | 66,600 | 885,114 | ||||
SunCoke Energy, Inc. | 25,000 | 253,750 | ||||
TimkenSteel Corp. (a) | 14,414 | 313,072 | ||||
Tredegar Corp. | 11,107 | 60,089 | ||||
U.S. Steel Corp. | 71,076 | 2,308,549 | ||||
Warrior Met Coal, Inc. | 16,838 | 860,085 | ||||
Worthington Industries, Inc. | 9,772 | 604,105 | ||||
31,332,106 | ||||||
MORTGAGE REAL ESTATE INVESTMENT TRUST (REITs) — 0.9% | ||||||
AFC Gamma, Inc. REIT (b) | 6,300 | 73,962 | ||||
AGNC Investment Corp. REIT (b) | 192,079 | 1,813,226 | ||||
Angel Oak Mortgage REIT, Inc. | 8,280 | 70,628 | ||||
Annaly Capital Management, Inc. REIT | 158,825 | 2,987,498 | ||||
Apollo Commercial Real Estate Finance, Inc. REIT | 51,749 | 524,217 | ||||
Arbor Realty Trust, Inc. REIT (b) | 57,300 | 869,814 | ||||
Ares Commercial Real Estate Corp. REIT (b) | 16,000 | 152,320 | ||||
ARMOUR Residential REIT, Inc. (b) | 73,300 | 311,525 | ||||
Blackstone Mortgage Trust, Inc. Class A REIT (b) | 55,166 | 1,199,861 | ||||
BrightSpire Capital, Inc. REIT (b) | 40,000 | 250,400 |
Security Description | Shares | Value | ||||
Chicago Atlantic Real Estate Finance, Inc. REIT (b) | 5,900 | $86,848 | ||||
Chimera Investment Corp. REIT (b) | 71,645 | 391,182 | ||||
Claros Mortgage Trust, Inc. REIT (b) | 27,200 | 301,376 | ||||
Dynex Capital, Inc. REIT (b) | 20,200 | 241,188 | ||||
Ellington Financial, Inc. REIT (b) | 19,105 | 238,239 | ||||
Franklin BSP Realty Trust, Inc. REIT | 26,134 | 346,014 | ||||
Granite Point Mortgage Trust, Inc. REIT | 12,834 | 62,630 | ||||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT (b) | 32,745 | 694,194 | ||||
Invesco Mortgage Capital, Inc. REIT (b) | 12,901 | 129,139 | ||||
KKR Real Estate Finance Trust, Inc. REIT | 22,400 | 265,888 | ||||
Ladder Capital Corp. REIT | 35,739 | 366,682 | ||||
MFA Financial, Inc. REIT | 32,634 | 313,613 | ||||
New York Mortgage Trust, Inc. REIT | 33,871 | 287,565 | ||||
Nexpoint Real Estate Finance, Inc. REIT | 1,500 | 24,540 | ||||
Orchid Island Capital, Inc. REIT (b) | 16,720 | 142,287 | ||||
PennyMac Mortgage Investment Trust REIT | 26,624 | 330,138 | ||||
Ready Capital Corp. REIT (b) | 50,375 | 509,291 | ||||
Redwood Trust, Inc. REIT (b) | 35,100 | 250,263 | ||||
Rithm Capital Corp. REIT | 159,711 | 1,483,715 | ||||
TPG RE Finance Trust, Inc. REIT (b) | 22,752 | 153,121 | ||||
Two Harbors Investment Corp. REIT | 29,889 | 395,730 | ||||
Starwood Property Trust, Inc. REIT (b) | 94,604 | 1,830,588 | ||||
17,097,682 | ||||||
MULTI-UTILITIES — 0.1% | ||||||
Avista Corp. | 23,700 | 767,169 | ||||
Black Hills Corp. | 21,305 | 1,077,820 | ||||
Northwestern Energy Group, Inc. | 18,955 | 910,977 | ||||
Unitil Corp. | 4,738 | 202,360 | ||||
2,958,326 | ||||||
OFFICE REITs — 0.5% | ||||||
Brandywine Realty Trust REIT | 53,300 | 241,982 | ||||
City Office REIT, Inc. | 11,300 | 48,025 | ||||
COPT Defense Properties REIT | 34,400 | 819,752 | ||||
Cousins Properties, Inc. REIT | 51,129 | 1,041,498 | ||||
Douglas Emmett, Inc. REIT (b) | 55,237 | 704,824 | ||||
Easterly Government Properties, Inc. REIT | 27,000 | 308,610 | ||||
Equity Commonwealth REIT | 35,381 | 649,949 |
See accompanying notes to Schedule of
Investments.
175
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Highwoods Properties, Inc. REIT | 36,470 | $751,647 | ||||
Hudson Pacific Properties, Inc. REIT (b) | 44,637 | 296,836 | ||||
JBG SMITH Properties REIT (b) | 34,222 | 494,850 | ||||
Kilroy Realty Corp. REIT | 37,463 | 1,184,205 | ||||
Office Properties Income Trust REIT (b) | 14,127 | 57,921 | ||||
Orion Office REIT, Inc. | 14,000 | 72,940 | ||||
Paramount Group, Inc. REIT | 62,453 | 288,533 | ||||
Peakstone Realty Trust REIT (b) | 11,800 | 196,352 | ||||
Piedmont Office Realty Trust, Inc. Class A REIT | 41,205 | 231,572 | ||||
Postal Realty Trust, Inc. Class A REIT (b) | 8,100 | 109,350 | ||||
SL Green Realty Corp. REIT (b) | 21,133 | 788,261 | ||||
Vornado Realty Trust REIT (b) | 57,700 | 1,308,636 | ||||
9,595,743 | ||||||
OIL, GAS & CONSUMABLE FUELS — 3.9% | ||||||
Amplify Energy Corp. (a) (b) | 13,400 | 98,490 | ||||
Antero Midstream Corp. | 108,700 | 1,302,226 | ||||
Antero Resources Corp. (a) | 91,674 | 2,326,686 | ||||
Ardmore Shipping Corp. | 13,000 | 169,130 | ||||
Berry Corp. | 25,000 | 205,000 | ||||
California Resources Corp. | 22,900 | 1,282,629 | ||||
Callon Petroleum Co. (a) | 19,000 | 743,280 | ||||
Centrus Energy Corp. Class A (a) (b) | 4,000 | 227,040 | ||||
Cheniere Energy, Inc. | 79,659 | 13,220,208 | ||||
Chesapeake Energy Corp. (b) | 41,143 | 3,547,761 | ||||
Chord Energy Corp. | 13,444 | 2,178,869 | ||||
Civitas Resources, Inc. (b) | 22,046 | 1,782,860 | ||||
Clean Energy Fuels Corp. (a) | 50,300 | 192,649 | ||||
CNX Resources Corp. (a) (b) | 52,381 | 1,182,763 | ||||
Comstock Resources, Inc. (b) | 30,000 | 330,900 | ||||
CONSOL Energy, Inc. | 10,925 | 1,146,142 | ||||
Crescent Energy Co. Class A | 13,279 | 167,847 | ||||
CVR Energy, Inc. | 9,000 | 306,270 | ||||
Delek U.S. Holdings, Inc. | 20,404 | 579,678 | ||||
Denbury, Inc. (a) | 16,400 | 1,607,364 | ||||
DHT Holdings, Inc. | 44,871 | 462,171 | ||||
Dorian LPG Ltd. | 9,558 | 274,601 | ||||
DT Midstream, Inc. | 31,000 | 1,640,520 | ||||
Earthstone Energy, Inc. Class A (a) | 19,085 | 386,280 | ||||
Empire Petroleum Corp. (a) (b) | 6,700 | 64,521 | ||||
Encore Energy Corp. (a) | 43,600 | 142,136 | ||||
Energy Fuels, Inc. (a) (b) | 52,001 | 427,448 | ||||
Enviva, Inc. (b) | 9,200 | 68,724 | ||||
Equitrans Midstream Corp. | 138,340 | 1,296,246 | ||||
Evolution Petroleum Corp. (b) | 9,700 | 66,348 | ||||
Excelerate Energy, Inc. Class A | 5,300 | 90,312 | ||||
FLEX LNG Ltd. (b) | 8,700 | 262,392 | ||||
Gevo, Inc. (a) (b) | 86,300 | 102,697 | ||||
Golar LNG Ltd. (b) | 32,455 | 787,358 |
Security Description | Shares | Value | ||||
Granite Ridge Resources, Inc. | 8,000 | $48,800 | ||||
Green Plains, Inc. (a) | 18,738 | 564,014 | ||||
Gulfport Energy Corp. (a) | 3,400 | 403,444 | ||||
Hallador Energy Co. (a) | 7,000 | 100,940 | ||||
HF Sinclair Corp. | 45,500 | 2,590,315 | ||||
HighPeak Energy, Inc. (b) | 4,600 | 77,648 | ||||
International Seaways, Inc. | 12,518 | 563,310 | ||||
Kinetik Holdings, Inc. (b) | 5,900 | 199,125 | ||||
Kosmos Energy Ltd. (a) | 146,800 | 1,200,824 | ||||
Magnolia Oil & Gas Corp. Class A (b) | 58,800 | 1,347,108 | ||||
Matador Resources Co. | 35,702 | 2,123,555 | ||||
Murphy Oil Corp. | 48,500 | 2,199,475 | ||||
NACCO Industries, Inc. Class A | 1,500 | 52,605 | ||||
New Fortress Energy, Inc. (b) | 21,500 | 704,770 | ||||
NextDecade Corp. (a) (b) | 11,700 | 59,904 | ||||
Nordic American Tankers Ltd. | 64,540 | 265,905 | ||||
Northern Oil & Gas, Inc. (b) | 26,400 | 1,062,072 | ||||
Overseas Shipholding Group, Inc. Class A (a) | 28,100 | 123,359 | ||||
Ovintiv, Inc. | 82,767 | 3,937,226 | ||||
Par Pacific Holdings, Inc. (a) | 17,389 | 624,961 | ||||
PBF Energy, Inc. Class A | 35,852 | 1,919,158 | ||||
Peabody Energy Corp. | 39,803 | 1,034,480 | ||||
Permian Resources Corp. (b) | 90,300 | 1,260,588 | ||||
PrimeEnergy Resources Corp. (a) | 512 | 59,387 | ||||
Range Resources Corp. | 75,472 | 2,446,047 | ||||
REX American Resources Corp. (a) | 5,005 | 203,804 | ||||
Riley Exploration Permian, Inc. | 2,700 | 85,833 | ||||
Ring Energy, Inc. (a) (b) | 36,900 | 71,955 | ||||
SandRidge Energy, Inc. | 10,600 | 165,996 | ||||
Scorpio Tankers, Inc. | 16,199 | 876,690 | ||||
SFL Corp. Ltd. | 40,600 | 452,690 | ||||
SilverBow Resources, Inc. (a) (b) | 5,000 | 178,850 | ||||
Sitio Royalties Corp. Class A | 26,208 | 634,496 | ||||
SM Energy Co. | 38,556 | 1,528,745 | ||||
Southwestern Energy Co. (a) | 353,949 | 2,282,971 | ||||
Talos Energy, Inc. (a) (b) | 34,700 | 570,468 | ||||
Teekay Corp. (a) | 22,800 | 140,676 | ||||
Teekay Tankers Ltd. Class A | 7,800 | 324,714 | ||||
Tellurian, Inc. (a) (b) | 169,327 | 196,419 | ||||
Texas Pacific Land Corp. | 1,881 | 3,430,116 | ||||
Uranium Energy Corp. (a) (b) | 119,400 | 614,910 | ||||
VAALCO Energy, Inc. | 31,100 | 136,529 | ||||
Vertex Energy, Inc. (a) | 22,700 | 101,015 | ||||
Vital Energy, Inc. (a) (b) | 5,100 | 282,642 | ||||
Vitesse Energy, Inc. | 7,451 | 170,553 | ||||
W&T Offshore, Inc. (a) | 35,000 | 153,300 | ||||
World Kinect Corp. | 20,235 | 453,871 | ||||
76,695,809 | ||||||
PAPER & FOREST PRODUCTS — 0.1% | ||||||
Clearwater Paper Corp. (a) | 6,007 | 217,754 | ||||
Glatfelter Corp. (a) | 11,100 | 22,200 |
See accompanying notes to Schedule of
Investments.
176
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Louisiana-Pacific Corp. | 20,718 | $1,145,084 | ||||
Sylvamo Corp. (b) | 11,200 | 492,128 | ||||
1,877,166 | ||||||
PASSENGER AIRLINES — 0.2% | ||||||
Allegiant Travel Co. | 4,850 | 372,771 | ||||
Blade Air Mobility, Inc. (a) (b) | 17,200 | 44,548 | ||||
Frontier Group Holdings, Inc. (a) (b) | 10,500 | 50,820 | ||||
Hawaiian Holdings, Inc. (a) (b) | 14,045 | 88,905 | ||||
JetBlue Airways Corp. (a) | 102,336 | 470,746 | ||||
Joby Aviation, Inc. (a) (b) | 91,700 | 591,465 | ||||
SkyWest, Inc. (a) | 15,003 | 629,226 | ||||
Spirit Airlines, Inc. (b) | 34,069 | 562,138 | ||||
Sun Country Airlines Holdings, Inc. (a) (b) | 11,200 | 166,208 | ||||
2,976,827 | ||||||
PERSONAL CARE PRODUCTS — 0.4% | ||||||
Beauty Health Co. (a) (b) | 28,900 | 173,978 | ||||
BellRing Brands, Inc. (a) | 41,722 | 1,720,198 | ||||
Coty, Inc. Class A (a) | 117,200 | 1,285,684 | ||||
Edgewell Personal Care Co. | 16,579 | 612,760 | ||||
elf Beauty, Inc. (a) | 17,300 | 1,900,059 | ||||
Herbalife Ltd. (a) (b) | 30,776 | 430,556 | ||||
Inter Parfums, Inc. | 5,970 | 802,010 | ||||
Medifast, Inc. | 3,726 | 278,891 | ||||
Nature's Sunshine Products, Inc. (a) | 4,800 | 79,536 | ||||
Nu Skin Enterprises, Inc. Class A | 15,758 | 334,227 | ||||
Olaplex Holdings, Inc. (a) (b) | 40,900 | 79,755 | ||||
Thorne HealthTech, Inc. (a) | 4,300 | 43,817 | ||||
USANA Health Sciences, Inc. (a) | 3,304 | 193,648 | ||||
Waldencast PLC Class A (a) (b) | 12,400 | 116,808 | ||||
8,051,927 | ||||||
PHARMACEUTICALS — 1.1% | ||||||
Aclaris Therapeutics, Inc. (a) (b) | 19,737 | 135,198 | ||||
Amneal Pharmaceuticals, Inc. (a) | 38,190 | 161,162 | ||||
Amphastar Pharmaceuticals, Inc. (a) | 12,227 | 562,320 | ||||
Amylyx Pharmaceuticals, Inc. (a) | 15,700 | 287,467 | ||||
ANI Pharmaceuticals, Inc. (a) | 4,933 | 286,410 | ||||
Arvinas, Inc. (a) | 15,696 | 308,269 | ||||
Assertio Holdings, Inc. (a) (b) | 24,500 | 62,720 | ||||
Atea Pharmaceuticals, Inc. (a) (b) | 21,600 | 64,800 | ||||
Axsome Therapeutics, Inc. (a) (b) | 11,500 | 803,735 | ||||
Biote Corp. Class A (a) | 4,300 | 22,016 | ||||
Bright Green Corp. (a) | 18,200 | 7,205 | ||||
Cara Therapeutics, Inc. (a) (b) | 11,300 | 18,984 | ||||
Cassava Sciences, Inc. (a) (b) | 12,800 | 212,992 |
Security Description | Shares | Value | |||
Citius Pharmaceuticals, Inc. (a) (b) | 37,800 | $25,870 | |||
Collegium Pharmaceutical, Inc. (a) | 11,767 | 262,993 | |||
Corcept Therapeutics, Inc. (a) | 25,384 | 691,587 | |||
CorMedix, Inc. (a) (b) | 13,700 | 50,690 | |||
Cymabay Therapeutics, Inc. (a) (b) | 34,300 | 511,413 | |||
Edgewise Therapeutics, Inc. (a) | 12,141 | 69,568 | |||
Elanco Animal Health, Inc. (a) | 159,456 | 1,792,285 | |||
Enliven Therapeutics, Inc. (a) (b) | 7,200 | 98,352 | |||
Evolus, Inc. (a) (b) | 11,800 | 107,852 | |||
Eyenovia, Inc. (a) (b) | 8,600 | 14,276 | |||
EyePoint Pharmaceuticals, Inc. (a) (b) | 8,900 | 71,111 | |||
Harmony Biosciences Holdings, Inc. (a) | 10,100 | 330,977 | |||
Harrow, Inc. (a) (b) | 8,700 | 125,019 | |||
Ikena Oncology, Inc. (a) | 6,500 | 28,145 | |||
Innoviva, Inc. (a) | 22,853 | 296,861 | |||
Intra-Cellular Therapies, Inc. (a) | 30,425 | 1,584,838 | |||
Jazz Pharmaceuticals PLC (a) | 19,906 | 2,576,633 | |||
Jounce Therapeutics, Inc. (a) (b) | 20,900 | 627 | |||
Ligand Pharmaceuticals, Inc. (a) | 5,036 | 301,757 | |||
Liquidia Corp. (a) | 14,300 | 90,662 | |||
Longboard Pharmaceuticals, Inc. (a) | 4,800 | 26,688 | |||
Marinus Pharmaceuticals, Inc. (a) (b) | 15,300 | 123,165 | |||
NGM Biopharmaceuticals, Inc. (a) | 9,760 | 10,443 | |||
Nuvation Bio, Inc. (a) | 32,000 | 42,880 | |||
Ocular Therapeutix, Inc. (a) (b) | 23,400 | 73,476 | |||
Omeros Corp. (a) (b) | 18,700 | 54,604 | |||
Optinose, Inc. (a) (b) | 22,400 | 27,552 | |||
Pacira BioSciences, Inc. (a) | 15,137 | 464,403 | |||
Perrigo Co. PLC | 43,000 | 1,373,850 | |||
Phathom Pharmaceuticals, Inc. (a) (b) | 10,700 | 110,959 | |||
Phibro Animal Health Corp. Class A | 4,900 | 62,573 | |||
Pliant Therapeutics, Inc. (a) (b) | 17,400 | 301,716 | |||
Prestige Consumer Healthcare, Inc. (a) | 15,716 | 898,798 | |||
Revance Therapeutics, Inc. (a) (b) | 27,774 | 318,568 | |||
Royalty Pharma PLC Class A | 122,542 | 3,325,790 | |||
Scilex Holding Co. (a) | 19,081 | 26,713 | |||
scPharmaceuticals, Inc. (a) (b) | 8,900 | 63,368 | |||
SIGA Technologies, Inc. (b) | 13,300 | 69,825 | |||
Supernus Pharmaceuticals, Inc. (a) | 16,300 | 449,391 | |||
Taro Pharmaceutical Industries Ltd. (a) | 2,500 | 94,275 |
See accompanying notes to Schedule of
Investments.
177
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Tarsus Pharmaceuticals, Inc. (a) (b) | 6,900 | $122,613 | ||||
Terns Pharmaceuticals, Inc. (a) (b) | 13,200 | 66,396 | ||||
Theravance Biopharma, Inc. (a) (b) | 19,804 | 170,909 | ||||
Theseus Pharmaceuticals, Inc. (a) | 5,500 | 14,795 | ||||
Third Harmonic Bio, Inc. (a) | 5,100 | 32,589 | ||||
Trevi Therapeutics, Inc. (a) | 12,800 | 27,904 | ||||
Ventyx Biosciences, Inc. (a) (b) | 14,800 | 514,004 | ||||
Verrica Pharmaceuticals, Inc. (a) (b) | 6,400 | 24,864 | ||||
WaVe Life Sciences Ltd. (a) | 18,200 | 104,650 | ||||
Xeris Biopharma Holdings, Inc. (a) (b) | 42,700 | 79,422 | ||||
Zevra Therapeutics, Inc. (a) (b) | 10,700 | 51,574 | ||||
21,093,551 | ||||||
PROFESSIONAL SERVICES — 2.4% | ||||||
Alight, Inc. Class A (a) | 126,000 | 893,340 | ||||
ASGN, Inc. (a) | 15,335 | 1,252,563 | ||||
Barrett Business Services, Inc. | 2,239 | 202,047 | ||||
Blacksky Technology, Inc. (a) (b) | 36,400 | 42,588 | ||||
Booz Allen Hamilton Holding Corp. | 42,552 | 4,649,657 | ||||
CACI International, Inc. Class A (a) | 7,271 | 2,282,585 | ||||
CBIZ, Inc. (a) | 17,700 | 918,630 | ||||
Clarivate PLC (a) (b) | 156,400 | 1,049,444 | ||||
Concentrix Corp. | 14,274 | 1,143,490 | ||||
Conduent, Inc. (a) | 60,900 | 211,932 | ||||
CRA International, Inc. | 2,145 | 216,130 | ||||
CSG Systems International, Inc. | 9,992 | 510,791 | ||||
Dun & Bradstreet Holdings, Inc. | 90,362 | 902,716 | ||||
ExlService Holdings, Inc. (a) | 51,585 | 1,446,443 | ||||
Exponent, Inc. | 16,109 | 1,378,930 | ||||
First Advantage Corp. | 19,000 | 262,010 | ||||
FiscalNote Holdings, Inc. (a) | 19,200 | 39,936 | ||||
Forrester Research, Inc. (a) | 3,000 | 86,700 | ||||
Franklin Covey Co. (a) | 3,883 | 166,658 | ||||
FTI Consulting, Inc. (a) | 10,808 | 1,928,255 | ||||
Genpact Ltd. | 57,953 | 2,097,899 | ||||
Heidrick & Struggles International, Inc. | 5,300 | 132,606 | ||||
HireQuest, Inc. | 1,600 | 24,688 | ||||
HireRight Holdings Corp. (a) | 6,500 | 61,815 | ||||
Huron Consulting Group, Inc. (a) | 6,031 | 628,189 | ||||
IBEX Holdings Ltd. (a) | 2,600 | 40,170 | ||||
ICF International, Inc. | 6,112 | 738,391 | ||||
Innodata, Inc. (a) (b) | 7,800 | 66,534 | ||||
Insperity, Inc. | 12,010 | 1,172,176 | ||||
KBR, Inc. | 43,526 | 2,565,422 | ||||
Kelly Services, Inc. Class A | 10,895 | 198,180 | ||||
Kforce, Inc. (b) | 6,054 | 361,182 |
Security Description | Shares | Value | ||||
Korn Ferry | 17,057 | $809,184 | ||||
Legalzoom.com, Inc. (a) | 32,300 | 353,362 | ||||
ManpowerGroup, Inc. | 16,235 | 1,190,350 | ||||
Maximus, Inc. | 19,207 | 1,434,379 | ||||
Mistras Group, Inc. (a) | 6,400 | 34,880 | ||||
NV5 Global, Inc. (a) | 4,344 | 418,023 | ||||
Paylocity Holding Corp. (a) | 13,597 | 2,470,575 | ||||
Planet Labs PBC (a) (b) | 60,200 | 156,520 | ||||
Resources Connection, Inc. | 8,800 | 131,208 | ||||
Science Applications International Corp. | 17,182 | 1,813,388 | ||||
Skillsoft Corp. (a) (b) | 28,900 | 25,617 | ||||
SS&C Technologies Holdings, Inc. | 72,081 | 3,787,136 | ||||
Sterling Check Corp. (a) (b) | 10,600 | 133,772 | ||||
TransUnion | 63,062 | 4,527,221 | ||||
TriNet Group, Inc. (a) | 12,404 | 1,444,818 | ||||
TrueBlue, Inc. (a) | 9,407 | 138,001 | ||||
TTEC Holdings, Inc. | 6,107 | 160,126 | ||||
Upwork, Inc. (a) | 40,124 | 455,809 | ||||
Verra Mobility Corp. (a) (b) | 44,881 | 839,275 | ||||
Willdan Group, Inc. (a) | 3,471 | 70,913 | ||||
48,066,654 | ||||||
REAL ESTATE MANAGEMENT & DEVELOPMENT — 0.6% | ||||||
American Realty Investors, Inc. (a) | 300 | 4,386 | ||||
Anywhere Real Estate, Inc. (a) | 36,995 | 237,878 | ||||
Compass, Inc. Class A (a) (b) | 100,300 | 290,870 | ||||
Cushman & Wakefield PLC (a) | 54,706 | 416,860 | ||||
DigitalBridge Group, Inc. (b) | 53,229 | 935,766 | ||||
Douglas Elliman, Inc. | 29,902 | 67,578 | ||||
eXp World Holdings, Inc. (b) | 23,800 | 386,512 | ||||
Forestar Group, Inc. (a) | 6,506 | 175,272 | ||||
FRP Holdings, Inc. (a) | 1,889 | 101,949 | ||||
Howard Hughes Holdings, Inc. (a) | 10,938 | 810,834 | ||||
Jones Lang LaSalle, Inc. (a) | 15,207 | 2,146,924 | ||||
Kennedy-Wilson Holdings, Inc. | 38,857 | 572,752 | ||||
Marcus & Millichap, Inc. (b) | 7,446 | 218,466 | ||||
Maui Land & Pineapple Co., Inc. (a) (b) | 3,156 | 41,817 | ||||
Newmark Group, Inc. Class A | 44,912 | 288,784 | ||||
Opendoor Technologies, Inc. (a) (b) | 174,700 | 461,208 | ||||
RE/MAX Holdings, Inc. Class A | 6,500 | 84,110 | ||||
Redfin Corp. (a) (b) | 34,200 | 240,768 | ||||
RMR Group, Inc. Class A | 6,107 | 149,744 | ||||
St. Joe Co. | 11,200 | 608,496 | ||||
Stratus Properties, Inc. (a) (b) | 1,400 | 38,360 | ||||
Tejon Ranch Co. (a) | 5,400 | 87,588 | ||||
Transcontinental Realty Investors, Inc. REIT (a) (b) | 500 | 15,310 | ||||
Zillow Group, Inc. Class A (a) | 18,712 | 838,110 | ||||
Zillow Group, Inc. Class C (a) (b) | 50,114 | 2,313,262 | ||||
11,533,604 |
See accompanying notes to Schedule of
Investments.
178
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
RESIDENTIAL REITs — 0.9% | ||||||
American Homes 4 Rent Class A REIT | 110,216 | $3,713,177 | ||||
Apartment Income REIT Corp. | 51,600 | 1,584,120 | ||||
Apartment Investment & Management Co. Class A REIT (a) | 47,700 | 324,360 | ||||
BRT Apartments Corp. REIT | 3,000 | 51,810 | ||||
Centerspace REIT | 4,465 | 269,061 | ||||
Clipper Realty, Inc. REIT | 2,693 | 13,950 | ||||
Elme Communities REIT | 29,202 | 398,315 | ||||
Equity LifeStyle Properties, Inc. REIT | 57,272 | 3,648,799 | ||||
Independence Realty Trust, Inc. REIT | 78,073 | 1,098,487 | ||||
NexPoint Residential Trust, Inc. REIT | 7,548 | 242,895 | ||||
Sun Communities, Inc. REIT | 40,221 | 4,759,753 | ||||
UMH Properties, Inc. REIT | 18,800 | 263,576 | ||||
Veris Residential, Inc. REIT | 26,847 | 442,975 | ||||
16,811,278 | ||||||
RETAIL REITs — 0.8% | ||||||
Acadia Realty Trust REIT | 28,747 | 412,520 | ||||
Agree Realty Corp. REIT | 29,356 | 1,621,625 | ||||
Alexander's, Inc. REIT | 802 | 146,149 | ||||
Brixmor Property Group, Inc. REIT | 95,548 | 1,985,488 | ||||
CBL & Associates Properties, Inc. REIT | 7,500 | 157,350 | ||||
Getty Realty Corp. REIT | 13,674 | 379,180 | ||||
InvenTrust Properties Corp. REIT | 22,900 | 545,249 | ||||
Kite Realty Group Trust REIT | 68,752 | 1,472,668 | ||||
Macerich Co. REIT | 71,758 | 782,880 | ||||
NETSTREIT Corp. (b) | 20,500 | 319,390 | ||||
NNN REIT, Inc. | 58,063 | 2,051,946 | ||||
Phillips Edison & Co., Inc. REIT (b) | 37,800 | 1,267,812 | ||||
Retail Opportunity Investments Corp. REIT | 47,000 | 581,860 | ||||
RPT Realty REIT | 26,600 | 280,896 | ||||
Saul Centers, Inc. REIT | 3,600 | 126,972 | ||||
SITE Centers Corp. REIT | 58,701 | 723,783 | ||||
Spirit Realty Capital, Inc. REIT | 45,048 | 1,510,459 | ||||
Tanger Factory Outlet Centers, Inc. REIT | 31,887 | 720,646 | ||||
Urban Edge Properties REIT | 35,400 | 540,204 | ||||
Whitestone REIT | 15,200 | 146,376 | ||||
15,773,453 | ||||||
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 2.8% | ||||||
ACM Research, Inc. Class A (a) | 16,100 | 291,490 | ||||
Aehr Test Systems (a) (b) | 8,200 | 374,740 | ||||
Allegro MicroSystems, Inc. (a) | 24,100 | 769,754 | ||||
Alpha & Omega Semiconductor Ltd. (a) (b) | 6,587 | 196,556 |
Security Description | Shares | Value | ||||
Ambarella, Inc. (a) | 12,229 | $648,504 | ||||
Amkor Technology, Inc. | 32,735 | 739,811 | ||||
Atomera, Inc. (a) (b) | 7,000 | 43,820 | ||||
Axcelis Technologies, Inc. (a) | 10,485 | 1,709,579 | ||||
CEVA, Inc. (a) | 7,071 | 137,107 | ||||
Cirrus Logic, Inc. (a) | 17,740 | 1,312,050 | ||||
Cohu, Inc. (a) | 14,391 | 495,626 | ||||
Credo Technology Group Holding Ltd. (a) | 32,400 | 494,100 | ||||
Diodes, Inc. (a) | 14,792 | 1,166,201 | ||||
Entegris, Inc. | 49,015 | 4,602,999 | ||||
FormFactor, Inc. (a) | 25,546 | 892,577 | ||||
GLOBALFOUNDRIES, Inc. (a) (b) | 25,700 | 1,495,483 | ||||
Ichor Holdings Ltd. (a) | 9,399 | 290,993 | ||||
Impinj, Inc. (a) (b) | 7,652 | 421,089 | ||||
indie Semiconductor, Inc. Class A (a) (b) | 42,100 | 265,230 | ||||
inTEST Corp. (a) | 3,300 | 50,061 | ||||
Kulicke & Soffa Industries, Inc. (b) | 18,300 | 889,929 | ||||
Lattice Semiconductor Corp. (a) | 44,225 | 3,800,254 | ||||
MACOM Technology Solutions Holdings, Inc. (a) | 17,152 | 1,399,260 | ||||
Marvell Technology, Inc. | 280,791 | 15,199,217 | ||||
Maxeon Solar Technologies Ltd. (a) (b) | 10,700 | 124,013 | ||||
MaxLinear, Inc. (a) | 24,996 | 556,161 | ||||
MKS Instruments, Inc. | 21,475 | 1,858,446 | ||||
Navitas Semiconductor Corp. (a) (b) | 36,700 | 255,065 | ||||
NVE Corp. (b) | 1,500 | 123,210 | ||||
Onto Innovation, Inc. (a) | 15,657 | 1,996,581 | ||||
PDF Solutions, Inc. (a) | 9,629 | 311,980 | ||||
Photronics, Inc. (a) | 18,693 | 377,785 | ||||
Power Integrations, Inc. | 17,822 | 1,359,997 | ||||
Rambus, Inc. (a) | 35,001 | 1,952,706 | ||||
Semtech Corp. (a) | 20,700 | 533,025 | ||||
Silicon Laboratories, Inc. (a) | 10,067 | 1,166,665 | ||||
SiTime Corp. (a) (b) | 5,735 | 655,224 | ||||
SkyWater Technology, Inc. (a) | 4,700 | 28,294 | ||||
SMART Global Holdings, Inc. (a) | 16,180 | 393,983 | ||||
Synaptics, Inc. (a) | 12,590 | 1,126,050 | ||||
Transphorm, Inc. (a) | 7,500 | 16,650 | ||||
Ultra Clean Holdings, Inc. (a) | 14,098 | 418,288 | ||||
Universal Display Corp. | 15,086 | 2,368,351 | ||||
Veeco Instruments, Inc. (a) | 15,608 | 438,741 | ||||
Wolfspeed, Inc. (a) (b) | 39,901 | 1,520,228 | ||||
55,267,873 | ||||||
SOFTWARE — 9.5% | ||||||
8x8, Inc. (a) (b) | 38,600 | 97,272 | ||||
A10 Networks, Inc. | 20,500 | 308,115 | ||||
ACI Worldwide, Inc. (a) | 33,486 | 755,444 | ||||
Adeia, Inc. | 33,636 | 359,232 | ||||
Agilysys, Inc. (a) | 6,457 | 427,195 |
See accompanying notes to Schedule of
Investments.
179
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Alarm.com Holdings, Inc. (a) | 15,400 | $941,556 | |||
Alkami Technology, Inc. (a) (b) | 15,600 | 284,232 | |||
Altair Engineering, Inc. Class A (a) | 16,853 | 1,054,324 | |||
Alteryx, Inc. Class A (a) (b) | 20,222 | 762,167 | |||
American Software, Inc. Class A | 9,800 | 112,308 | |||
Amplitude, Inc. Class A (a) (b) | 20,100 | 232,557 | |||
Appfolio, Inc. Class A (a) | 6,164 | 1,125,731 | |||
Appian Corp. Class A (a) | 12,582 | 573,865 | |||
Applied Digital Corp. (a) (b) | 22,800 | 142,272 | |||
AppLovin Corp. Class A (a) (b) | 69,400 | 2,773,224 | |||
Asana, Inc. Class A (a) (b) | 24,600 | 450,426 | |||
Aspen Technology, Inc. (a) | 8,962 | 1,830,578 | |||
Asure Software, Inc. (a) | 5,800 | 54,868 | |||
Atlassian Corp. Class A (a) | 47,612 | 9,594,294 | |||
Aurora Innovation, Inc. (a) (b) | 108,300 | 254,505 | |||
AvePoint, Inc. (a) (b) | 54,900 | 368,928 | |||
Bentley Systems, Inc. Class B | 63,300 | 3,175,128 | |||
Bill Holdings, Inc. (a) (b) | 33,708 | 3,659,678 | |||
Bit Digital, Inc. (a) (b) | 26,300 | 56,282 | |||
Blackbaud, Inc. (a) | 13,433 | 944,609 | |||
BlackLine, Inc. (a) | 17,762 | 985,258 | |||
Box, Inc. Class A (a) | 44,627 | 1,080,420 | |||
Braze, Inc. Class A (a) (b) | 16,900 | 789,737 | |||
C3.ai, Inc. Class A (a) (b) | 20,000 | 510,400 | |||
CCC Intelligent Solutions Holdings, Inc. (a) (b) | 65,900 | 879,765 | |||
Cerence, Inc. (a) | 12,479 | 254,197 | |||
Cipher Mining, Inc. (a) (b) | 12,900 | 30,057 | |||
Cleanspark, Inc. (a) | 36,200 | 137,922 | |||
Clear Secure, Inc. Class A (b) | 25,900 | 493,136 | |||
CommVault Systems, Inc. (a) | 13,520 | 914,087 | |||
Confluent, Inc. Class A (a) | 61,100 | 1,809,171 | |||
Consensus Cloud Solutions, Inc. (a) | 6,268 | 157,828 | |||
CoreCard Corp. (a) (b) | 2,200 | 44,000 | |||
Couchbase, Inc. (a) | 12,100 | 207,636 | |||
Crowdstrike Holdings, Inc. Class A (a) | 69,406 | 11,617,176 | |||
CS Disco, Inc. (a) (b) | 7,700 | 51,128 | |||
Datadog, Inc. Class A (a) | 90,162 | 8,212,857 | |||
Digimarc Corp. (a) (b) | 5,167 | 167,876 | |||
Digital Turbine, Inc. (a) (b) | 33,386 | 201,985 | |||
DocuSign, Inc. (a) | 66,449 | 2,790,858 | |||
Dolby Laboratories, Inc. Class A | 19,124 | 1,515,768 | |||
Domo, Inc. Class B (a) (b) | 11,144 | 109,323 | |||
DoubleVerify Holdings, Inc. (a) (b) | 40,800 | 1,140,360 | |||
Dropbox, Inc. Class A (a) | 83,142 | 2,263,957 | |||
Dynatrace, Inc. (a) | 77,200 | 3,607,556 | |||
E2open Parent Holdings, Inc. (a) (b) | 63,900 | 290,106 | |||
Ebix, Inc. (b) | 9,298 | 91,864 | |||
eGain Corp. (a) | 4,894 | 30,000 | |||
Elastic NV (a) (b) | 26,120 | 2,121,989 | |||
Enfusion, Inc. Class A (a) (b) | 13,500 | 121,095 | |||
EngageSmart, Inc. (a) | 13,800 | 248,262 |
Security Description | Shares | Value | |||
Envestnet, Inc. (a) | 15,399 | $678,018 | |||
Everbridge, Inc. (a) | 12,414 | 278,322 | |||
EverCommerce, Inc. (a) | 6,100 | 61,183 | |||
Expensify, Inc. Class A (a) | 17,000 | 55,250 | |||
Five9, Inc. (a) | 23,296 | 1,497,933 | |||
Freshworks, Inc. Class A (a) | 51,900 | 1,033,848 | |||
Gitlab, Inc. Class A (a) (b) | 28,700 | 1,297,814 | |||
Guidewire Software, Inc. (a) | 27,674 | 2,490,660 | |||
HashiCorp, Inc. Class A (a) | 31,900 | 728,277 | |||
HubSpot, Inc. (a) | 15,104 | 7,438,720 | |||
Informatica, Inc. Class A (a) | 13,900 | 292,873 | |||
Instructure Holdings, Inc. (a) (b) | 7,000 | 177,800 | |||
Intapp, Inc. (a) (b) | 8,300 | 278,216 | |||
InterDigital, Inc. (b) | 8,373 | 671,850 | |||
Jamf Holding Corp. (a) (b) | 22,700 | 400,882 | |||
Kaltura, Inc. (a) (b) | 25,500 | 44,115 | |||
LivePerson, Inc. (a) | 23,200 | 90,248 | |||
LiveRamp Holdings, Inc. (a) | 21,001 | 605,669 | |||
LiveVox Holdings, Inc. (a) (b) | 11,400 | 38,076 | |||
Manhattan Associates, Inc. (a) | 20,028 | 3,958,734 | |||
Marathon Digital Holdings, Inc. (a) (b) | 56,100 | 476,850 | |||
Matterport, Inc. (a) | 86,600 | 187,922 | |||
MeridianLink, Inc. (a) (b) | 9,200 | 156,952 | |||
MicroStrategy, Inc. Class A (a) (b) | 3,535 | 1,160,470 | |||
Mitek Systems, Inc. (a) (b) | 13,161 | 141,086 | |||
Model N, Inc. (a) | 11,156 | 272,318 | |||
N-able, Inc. (a) | 22,452 | 289,631 | |||
nCino, Inc. (a) | 23,000 | 731,400 | |||
NCR Corp. (a) | 40,567 | 1,094,092 | |||
New Relic, Inc. (a) | 18,231 | 1,560,938 | |||
NextNav, Inc. (a) | 17,600 | 90,464 | |||
Nutanix, Inc. Class A (a) | 76,247 | 2,659,495 | |||
Olo, Inc. Class A (a) | 28,800 | 174,528 | |||
ON24, Inc. | 10,000 | 63,300 | |||
OneSpan, Inc. (a) (b) | 12,697 | 136,493 | |||
PagerDuty, Inc. (a) | 28,398 | 638,671 | |||
Palantir Technologies, Inc. Class A (a) | 616,300 | 9,860,800 | |||
Paycor HCM, Inc. (a) (b) | 19,400 | 442,902 | |||
Pegasystems, Inc. | 13,536 | 587,598 | |||
PowerSchool Holdings, Inc. Class A (a) (b) | 16,900 | 382,954 | |||
Procore Technologies, Inc. (a) | 25,600 | 1,672,192 | |||
Progress Software Corp. | 13,438 | 706,570 | |||
PROS Holdings, Inc. (a) (b) | 13,600 | 470,832 | |||
Q2 Holdings, Inc. (a) | 19,738 | 636,945 | |||
Qualys, Inc. (a) | 11,795 | 1,799,327 | |||
Rapid7, Inc. (a) | 19,025 | 870,965 | |||
Red Violet, Inc. (a) (b) | 2,800 | 56,028 | |||
Rimini Street, Inc. (a) | 16,300 | 35,860 | |||
RingCentral, Inc. Class A (a) (b) | 28,378 | 840,840 | |||
Riot Platforms, Inc. (a) (b) | 54,914 | 512,348 | |||
Sapiens International Corp. NV | 10,300 | 292,829 |
See accompanying notes to Schedule of
Investments.
180
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
SEMrush Holdings, Inc. Class A (a) | 9,600 | $81,600 | ||||
SentinelOne, Inc. Class A (a) (b) | 75,700 | 1,276,302 | ||||
Smartsheet, Inc. Class A (a) | 41,055 | 1,661,085 | ||||
SolarWinds Corp. (a) | 18,151 | 171,345 | ||||
SoundHound AI, Inc. Class A (a) (b) | 43,100 | 86,631 | ||||
SoundThinking, Inc. (a) (b) | 2,600 | 46,540 | ||||
Splunk, Inc. (a) | 50,503 | 7,386,064 | ||||
Sprinklr, Inc. Class A (a) | 32,900 | 455,336 | ||||
Sprout Social, Inc. Class A (a) (b) | 15,047 | 750,544 | ||||
SPS Commerce, Inc. (a) | 11,697 | 1,995,625 | ||||
Tenable Holdings, Inc. (a) | 36,700 | 1,644,160 | ||||
Teradata Corp. (a) | 32,475 | 1,462,025 | ||||
Terawulf, Inc. (a) (b) | 44,900 | 56,574 | ||||
UiPath, Inc. Class A (a) (b) | 123,000 | 2,104,530 | ||||
Unity Software, Inc. (a) (b) | 94,100 | 2,953,799 | ||||
Varonis Systems, Inc. (a) | 34,379 | 1,049,935 | ||||
Verint Systems, Inc. (a) | 20,329 | 467,364 | ||||
Veritone, Inc. (a) (b) | 10,700 | 27,606 | ||||
Viant Technology, Inc. Class A (a) | 2,900 | 16,240 | ||||
VMware, Inc. Class A (a) | 68,893 | 11,469,307 | ||||
Weave Communications, Inc. (a) | 10,200 | 83,130 | ||||
Workday, Inc. Class A (a) | 65,294 | 14,028,416 | ||||
Workiva, Inc. (a) (b) | 15,600 | 1,580,904 | ||||
Xperi, Inc. (a) | 12,514 | 123,388 | ||||
Yext, Inc. (a) | 34,807 | 220,328 | ||||
Zeta Global Holdings Corp. Class A (a) (b) | 45,800 | 382,430 | ||||
Zoom Video Communications, Inc. Class A (a) | 82,125 | 5,743,822 | ||||
Zscaler, Inc. (a) | 28,729 | 4,469,945 | ||||
Zuora, Inc. Class A (a) | 41,900 | 345,256 | ||||
186,476,883 | ||||||
SPECIALIZED REITs — 0.8% | ||||||
CubeSmart REIT | 72,088 | 2,748,715 | ||||
EPR Properties REIT | 23,749 | 986,534 | ||||
Farmland Partners, Inc. REIT (b) | 15,700 | 161,082 | ||||
Four Corners Property Trust, Inc. REIT | 27,809 | 617,082 | ||||
Gaming & Leisure Properties, Inc. REIT | 81,864 | 3,728,905 | ||||
Gladstone Land Corp. REIT (b) | 8,900 | 126,647 | ||||
Lamar Advertising Co. Class A REIT | 28,755 | 2,400,180 | ||||
National Storage Affiliates Trust REIT | 26,010 | 825,557 | ||||
Outfront Media, Inc. REIT | 45,467 | 459,217 | ||||
PotlatchDeltic Corp. REIT | 25,056 | 1,137,292 | ||||
Rayonier, Inc. REIT | 47,727 | 1,358,310 | ||||
Safehold, Inc. REIT (b) | 14,436 | 256,961 |
Security Description | Shares | Value | ||||
Uniti Group, Inc. REIT | 79,970 | $377,458 | ||||
15,183,940 | ||||||
SPECIALTY RETAIL — 2.5% | ||||||
1-800-Flowers.com, Inc. Class A (a) (b) | 7,100 | 49,700 | ||||
Aaron's Co., Inc. | 10,248 | 107,297 | ||||
Abercrombie & Fitch Co. Class A (a) | 15,942 | 898,651 | ||||
Academy Sports & Outdoors, Inc. | 24,000 | 1,134,480 | ||||
Advance Auto Parts, Inc. | 19,500 | 1,090,635 | ||||
American Eagle Outfitters, Inc. | 57,028 | 947,235 | ||||
America's Car-Mart, Inc. (a) (b) | 2,151 | 195,719 | ||||
Arko Corp. | 27,300 | 195,195 | ||||
Asbury Automotive Group, Inc. (a) | 6,702 | 1,541,929 | ||||
AutoNation, Inc. (a) | 9,769 | 1,479,027 | ||||
BARK, Inc. (a) (b) | 37,400 | 44,880 | ||||
Big 5 Sporting Goods Corp. | 5,100 | 35,751 | ||||
Boot Barn Holdings, Inc. (a) | 9,500 | 771,305 | ||||
Buckle, Inc. | 9,987 | 333,466 | ||||
Build-A-Bear Workshop, Inc. | 3,900 | 114,699 | ||||
Burlington Stores, Inc. (a) | 21,514 | 2,910,844 | ||||
Caleres, Inc. (b) | 10,790 | 310,320 | ||||
Camping World Holdings, Inc. Class A (b) | 13,627 | 278,127 | ||||
CarParts.com, Inc. (a) | 13,400 | 55,208 | ||||
Carvana Co. (a) | 30,895 | 1,296,972 | ||||
Cato Corp. Class A | 11,000 | 84,260 | ||||
Chico's FAS, Inc. (a) | 37,153 | 277,904 | ||||
Children's Place, Inc. (a) | 3,642 | 98,443 | ||||
Designer Brands, Inc. Class A (b) | 14,956 | 189,343 | ||||
Destination XL Group, Inc. (a) (b) | 16,100 | 72,128 | ||||
Dick's Sporting Goods, Inc. | 19,582 | 2,126,214 | ||||
Duluth Holdings, Inc. Class B (a) | 2,696 | 16,203 | ||||
EVgo, Inc. (a) (b) | 34,400 | 116,272 | ||||
Five Below, Inc. (a) | 17,724 | 2,851,792 | ||||
Floor & Decor Holdings, Inc. Class A (a) (b) | 34,056 | 3,082,068 | ||||
Foot Locker, Inc. (b) | 25,831 | 448,168 | ||||
GameStop Corp. Class A (a) (b) | 87,324 | 1,437,353 | ||||
Gap, Inc. (b) | 64,200 | 682,446 | ||||
Genesco, Inc. (a) | 4,305 | 132,680 | ||||
Group 1 Automotive, Inc. | 4,508 | 1,211,345 | ||||
GrowGeneration Corp. (a) (b) | 16,400 | 47,888 | ||||
Guess?, Inc. | 8,900 | 192,596 | ||||
Haverty Furniture Cos., Inc. | 4,805 | 138,288 | ||||
Hibbett, Inc. | 4,034 | 191,655 | ||||
J Jill, Inc. (a) | 1,400 | 41,440 | ||||
Lands' End, Inc. (a) | 4,700 | 35,109 | ||||
Lazydays Holdings, Inc. (a) (b) | 3,900 | 29,640 | ||||
Leslie's, Inc. (a) (b) | 57,471 | 325,286 | ||||
Lithia Motors, Inc. | 8,729 | 2,577,936 |
See accompanying notes to Schedule of
Investments.
181
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
MarineMax, Inc. (a) | 6,876 | $225,670 | ||||
Monro, Inc. | 10,598 | 294,306 | ||||
Murphy USA, Inc. | 6,370 | 2,176,820 | ||||
National Vision Holdings, Inc. (a) | 24,625 | 398,433 | ||||
ODP Corp. (a) | 10,518 | 485,406 | ||||
OneWater Marine, Inc. Class A (a) (b) | 3,200 | 81,984 | ||||
Overstock.com, Inc. (a) (b) | 13,682 | 216,449 | ||||
Penske Automotive Group, Inc. | 6,489 | 1,084,052 | ||||
Petco Health & Wellness Co., Inc. (a) (b) | 28,900 | 118,201 | ||||
PetMed Express, Inc. | 5,768 | 59,122 | ||||
Rent the Runway, Inc. Class A (a) (b) | 12,300 | 8,371 | ||||
Revolve Group, Inc. (a) (b) | 13,400 | 182,374 | ||||
RH (a) (b) | 5,560 | 1,469,842 | ||||
Sally Beauty Holdings, Inc. (a) | 35,048 | 293,702 | ||||
Shoe Carnival, Inc. (b) | 5,500 | 132,165 | ||||
Signet Jewelers Ltd. (b) | 14,600 | 1,048,426 | ||||
Sleep Number Corp. (a) | 6,817 | 167,630 | ||||
Sonic Automotive, Inc. Class A | 5,436 | 259,623 | ||||
Sportsman's Warehouse Holdings, Inc. (a) (b) | 12,570 | 56,439 | ||||
Stitch Fix, Inc. Class A (a) | 27,246 | 93,999 | ||||
ThredUp, Inc. Class A (a) (b) | 23,500 | 94,235 | ||||
Tile Shop Holdings, Inc. (a) (b) | 8,200 | 45,018 | ||||
Tilly's, Inc. Class A (a) | 12,537 | 101,800 | ||||
Torrid Holdings, Inc. (a) (b) | 11,400 | 25,194 | ||||
Upbound Group, Inc. (b) | 17,254 | 508,130 | ||||
Urban Outfitters, Inc. (a) | 20,250 | 661,973 | ||||
Valvoline, Inc. | 53,841 | 1,735,834 | ||||
Victoria's Secret & Co. (a) | 25,800 | 430,344 | ||||
Warby Parker, Inc. Class A (a) | 26,100 | 343,476 | ||||
Wayfair, Inc. Class A (a) (b) | 26,970 | 1,633,573 | ||||
Williams-Sonoma, Inc. (b) | 20,780 | 3,229,212 | ||||
Winmark Corp. | 874 | 326,116 | ||||
Zumiez, Inc. (a) | 4,000 | 71,200 | ||||
48,257,016 | ||||||
TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS — 0.5% | ||||||
Avid Technology, Inc. (a) | 11,297 | 303,550 | ||||
CompoSecure, Inc. (a) (b) | 6,200 | 39,990 | ||||
Corsair Gaming, Inc. (a) | 13,200 | 191,796 | ||||
CPI Card Group, Inc. (a) (b) | 1,300 | 24,076 | ||||
Eastman Kodak Co. (a) (b) | 16,600 | 69,886 | ||||
Immersion Corp. | 9,600 | 63,456 | ||||
Intevac, Inc. (a) | 7,900 | 24,569 | ||||
IonQ, Inc. (a) (b) | 52,200 | 776,736 | ||||
Pure Storage, Inc. Class A (a) | 92,575 | 3,297,522 | ||||
Super Micro Computer, Inc. (a) | 14,715 | 4,035,147 | ||||
Turtle Beach Corp. (a) | 3,300 | 29,948 | ||||
Xerox Holdings Corp. (b) | 37,200 | 583,668 | ||||
9,440,344 |
Security Description | Shares | Value | ||||
TEXTILES, APPAREL & LUXURY GOODS — 1.6% | ||||||
Allbirds, Inc. Class A (a) (b) | 55,700 | $61,827 | ||||
Capri Holdings Ltd. (a) | 37,591 | 1,977,663 | ||||
Carter's, Inc. | 11,460 | 792,459 | ||||
Columbia Sportswear Co. (b) | 12,820 | 949,962 | ||||
Crocs, Inc. (a) | 19,620 | 1,731,073 | ||||
Deckers Outdoor Corp. (a) | 8,440 | 4,338,920 | ||||
Figs, Inc. Class A (a) (b) | 39,600 | 233,640 | ||||
Fossil Group, Inc. (a) | 17,900 | 36,874 | ||||
G-III Apparel Group Ltd. (a) | 14,781 | 368,343 | ||||
Hanesbrands, Inc. (b) | 118,400 | 468,864 | ||||
Kontoor Brands, Inc. (b) | 18,000 | 790,380 | ||||
Lululemon Athletica, Inc. (a) | 36,604 | 14,114,868 | ||||
Movado Group, Inc. | 4,161 | 113,803 | ||||
Oxford Industries, Inc. | 4,630 | 445,082 | ||||
PVH Corp. | 20,000 | 1,530,200 | ||||
Rocky Brands, Inc. | 1,905 | 28,003 | ||||
Skechers USA, Inc. Class A (a) | 43,534 | 2,130,989 | ||||
Steven Madden Ltd. (b) | 23,213 | 737,477 | ||||
Under Armour, Inc. Class A (a) | 57,300 | 392,505 | ||||
Under Armour, Inc. Class C (a) (b) | 72,300 | 461,274 | ||||
Vera Bradley, Inc. (a) | 8,100 | 53,541 | ||||
Wolverine World Wide, Inc. | 24,180 | 194,891 | ||||
31,952,638 | ||||||
TOBACCO — 0.0% (d) | ||||||
Ispire Technology, Inc. (a) | 800 | 7,320 | ||||
Turning Point Brands, Inc. | 5,300 | 122,377 | ||||
Universal Corp. | 7,841 | 370,174 | ||||
Vector Group Ltd. | 43,996 | 468,117 | ||||
967,988 | ||||||
TRADING COMPANIES & DISTRIBUTORS — 2.0% | ||||||
Air Lease Corp. | 33,056 | 1,302,737 | ||||
Alta Equipment Group, Inc. (b) | 8,200 | 98,892 | ||||
Applied Industrial Technologies, Inc. | 12,401 | 1,917,319 | ||||
Beacon Roofing Supply, Inc. (a) | 17,103 | 1,319,838 | ||||
BlueLinx Holdings, Inc. (a) | 2,800 | 229,852 | ||||
Boise Cascade Co. | 12,701 | 1,308,711 | ||||
Core & Main, Inc. Class A (a) | 36,600 | 1,055,910 | ||||
Custom Truck One Source, Inc. (a) (b) | 17,400 | 107,880 | ||||
Distribution Solutions Group, Inc. (a) | 2,990 | 77,740 | ||||
DXP Enterprises, Inc. (a) | 5,000 | 174,700 | ||||
EVI Industries, Inc. (a) | 1,500 | 37,230 | ||||
Ferguson PLC | 68,100 | 11,200,407 | ||||
FTAI Aviation Ltd. | 32,000 | 1,137,600 | ||||
GATX Corp. | 11,131 | 1,211,387 | ||||
Global Industrial Co. | 4,100 | 137,350 | ||||
GMS, Inc. (a) | 12,900 | 825,213 | ||||
H&E Equipment Services, Inc. | 10,300 | 444,857 | ||||
Herc Holdings, Inc. | 9,238 | 1,098,768 | ||||
Hudson Technologies, Inc. (a) (b) | 14,200 | 188,860 |
See accompanying notes to Schedule of
Investments.
182
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Karat Packaging, Inc. | 1,700 | $39,202 | ||||
McGrath RentCorp | 7,800 | 781,872 | ||||
MRC Global, Inc. (a) | 25,300 | 259,325 | ||||
MSC Industrial Direct Co., Inc. Class A | 14,499 | 1,423,077 | ||||
NOW, Inc. (a) | 33,219 | 394,310 | ||||
Rush Enterprises, Inc. Class A | 19,575 | 799,247 | ||||
Rush Enterprises, Inc. Class B | 2,850 | 129,076 | ||||
SiteOne Landscape Supply, Inc. (a) | 14,633 | 2,391,764 | ||||
Textainer Group Holdings Ltd. | 13,965 | 520,196 | ||||
Titan Machinery, Inc. (a) | 6,500 | 172,770 | ||||
Transcat, Inc. (a) | 2,300 | 225,331 | ||||
Triton International Ltd. (a) | 17,531 | 1,442,186 | ||||
Veritiv Corp. | 4,191 | 707,860 | ||||
Watsco, Inc. (b) | 10,703 | 4,042,737 | ||||
WESCO International, Inc. | 14,408 | 2,072,159 | ||||
Willis Lease Finance Corp. (a) | 1,200 | 50,760 | ||||
Xometry, Inc. Class A (a) (b) | 11,200 | 190,176 | ||||
39,517,299 | ||||||
WATER UTILITIES — 0.3% | ||||||
American States Water Co. | 12,701 | 999,315 | ||||
Artesian Resources Corp. Class A | 2,851 | 119,713 | ||||
Cadiz, Inc. (a) | 12,500 | 41,375 | ||||
California Water Service Group | 18,689 | 884,177 | ||||
Consolidated Water Co. Ltd. (b) | 4,600 | 130,824 | ||||
Essential Utilities, Inc. | 77,939 | 2,675,646 | ||||
Global Water Resources, Inc. | 3,800 | 37,050 | ||||
Middlesex Water Co. | 5,823 | 385,774 | ||||
Pure Cycle Corp. (a) | 7,800 | 74,880 | ||||
SJW Group | 10,187 | 612,340 | ||||
York Water Co. | 4,800 | 179,951 | ||||
6,141,045 | ||||||
WIRELESS TELECOMMUNICATION SERVICES — 0.1% | ||||||
Gogo, Inc. (a) | 19,610 | 233,947 | ||||
Shenandoah Telecommunications Co. | 16,450 | 339,035 | ||||
Spok Holdings, Inc. | 5,500 | 78,485 | ||||
Telephone & Data Systems, Inc. | 32,500 | 595,075 | ||||
Tingo Group, Inc. (a) (b) | 37,600 | 38,540 | ||||
1,285,082 | ||||||
TOTAL COMMON STOCKS (Cost $1,931,400,246) | 1,952,407,609 |
Security Description | Shares | Value | ||||
SHORT-TERM INVESTMENTS — 6.9% | ||||||
State Street Institutional Liquid Reserves Fund, Premier Class 5.45% (f) (g) | 19,181,567 | $19,185,403 | ||||
State Street Navigator Securities Lending Portfolio II (h) (i) | 115,607,832 | 115,607,832 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost $134,792,687) | 134,793,235 | |||||
TOTAL INVESTMENTS — 106.2% (Cost $2,066,192,933) | 2,087,200,844 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (6.2)% | (122,168,318) | |||||
NET ASSETS — 100.0% | $1,965,032,526 |
(a) | Non-income producing security. |
(b) | All or a portion of the shares of the security are on loan at September 30, 2023. |
(c) | Reflects separate holdings of the issuer's common stock traded on different securities exchanges. |
(d) | Amount is less than 0.05% of net assets. |
(e) | Fair valued as determined in good faith by the Trust's Oversight Committee in accordance with policy and procedures approved by the Board of Trustees. Security value is determined based on Level 3 inputs. As of September 30, 2023, total aggregate fair value of the securities is $0, representing 0.00% of the Fund's net assets. |
(f) | The Portfolio invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(g) | The rate shown is the annualized seven-day yield at September 30, 2023. |
(h) | The Portfolio invested in an affiliated entity. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(i) | Investment of cash collateral for securities loaned. |
REIT | Real Estate Investment Trust |
At September 30, 2023,
open futures contracts were as follows:
Description | Number of Contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
E-mini Russell 2000 Index (long) | 89 | 12/15/2023 | $8,351,534 | $8,003,770 | $(347,764) | |||||
E-mini S&P MidCap 400 Index (long) | 34 | 12/15/2023 | 8,927,734 | 8,569,360 | (358,374) |
See accompanying notes to Schedule of
Investments.
183
STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Description | Number of Contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
$(706,138) |
The following table summarizes the
value of the Portfolio’s investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks | $1,950,956,792 | $1,450,817 | $0(a) | $1,952,407,609 | ||||
Short-Term Investments | 134,793,235 | — | — | 134,793,235 | ||||
TOTAL INVESTMENTS | $2,085,750,027 | $1,450,817 | $0 | $2,087,200,844 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Depreciation | $(706,138) | $— | $— | $(706,138) | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS: | $(706,138) | $— | $— | $(706,138) |
(a) | Fund held Level 3 securities that were valued at $0 at September 30, 2023. |
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier Class | 15,355,219 | $15,358,290 | $283,331,676 | $279,506,520 | $247 | $1,710 | 19,181,567 | $19,185,403 | $790,967 | ||||||||
State Street Navigator Securities Lending Portfolio II | 81,374,120 | 81,374,120 | 550,542,183 | 516,308,471 | — | — | 115,607,832 | 115,607,832 | 1,877,788 | ||||||||
Total | $96,732,410 | $833,873,859 | $795,814,991 | $247 | $1,710 | $134,793,235 | $2,668,755 |
See accompanying notes to Schedule of
Investments.
184
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
COMMON STOCKS — 94.1% | ||||||
BRAZIL — 5.2% | ||||||
Ambev SA | 411,785 | $1,078,579 | ||||
Atacadao SA | 58,300 | 103,666 | ||||
B3 SA - Brasil Bolsa Balcao | 507,276 | 1,245,589 | ||||
Banco Bradesco SA | 138,723 | 350,882 | ||||
Banco Bradesco SA Preference Shares | 463,143 | 1,323,213 | ||||
Banco BTG Pactual SA | 102,548 | 636,571 | ||||
Banco BTG Pactual SA Preference Shares | 8 | 13 | ||||
Banco do Brasil SA | 74,798 | 705,061 | ||||
Banco Santander Brasil SA | 31,900 | 166,026 | ||||
BB Seguridade Participacoes SA | 60,637 | 378,103 | ||||
CCR SA | 86,269 | 222,170 | ||||
Centrais Eletricas Brasileiras SA | 105,557 | 777,991 | ||||
Centrais Eletricas Brasileiras SA Class B, Preference Shares | 21,700 | 174,937 | ||||
Cia de Saneamento Basico do Estado de Sao Paulo SABESP | 29,600 | 360,922 | ||||
Cia Energetica de Minas Gerais Preference Shares | 120,460 | 298,671 | ||||
Cia Siderurgica Nacional SA | 61,200 | 148,439 | ||||
Cosan SA | 105,600 | 361,621 | ||||
CPFL Energia SA | 19,700 | 132,286 | ||||
Energisa SA | 19,000 | 177,466 | ||||
Eneva SA (a) | 74,300 | 179,025 | ||||
Engie Brasil Energia SA | 18,787 | 155,507 | ||||
Equatorial Energia SA | 87,596 | 561,082 | ||||
Gerdau SA Preference Shares | 100,465 | 484,340 | ||||
Hapvida Participacoes e Investimentos SA (a)(b) | 459,963 | 431,916 | ||||
Hypera SA | 32,500 | 241,159 | ||||
Itau Unibanco Holding SA Preference Shares | 422,361 | 2,296,101 | ||||
Itausa SA Preference Shares | 450,204 | 814,023 | ||||
Klabin SA | 65,907 | 313,523 | ||||
Localiza Rent a Car SA | 77,811 | 910,376 | ||||
Lojas Renner SA | 83,455 | 223,427 | ||||
Magazine Luiza SA (a) | 261,476 | 110,751 | ||||
Natura & Co. Holding SA (a) | 77,690 | 225,998 | ||||
Petroleo Brasileiro SA | 324,314 | 2,455,098 | ||||
Petroleo Brasileiro SA Preference Shares | 414,998 | 2,872,119 | ||||
PRIO SA (a) | 69,600 | 654,117 | ||||
Raia Drogasil SA | 112,000 | 618,045 | ||||
Rede D'Or Sao Luiz SA (b) | 49,600 | 251,805 | ||||
Rumo SA | 112,700 | 513,828 | ||||
Sendas Distribuidora SA | 118,600 | 288,136 | ||||
Suzano SA | 69,524 | 753,968 | ||||
Telefonica Brasil SA | 36,255 | 312,773 | ||||
TIM SA | 73,000 | 217,168 | ||||
TOTVS SA | 45,293 | 244,328 |
Security Description | Shares | Value | ||||
Ultrapar Participacoes SA | 62,564 | $234,371 | ||||
Vale SA | 296,728 | 4,006,409 | ||||
Vibra Energia SA | 101,000 | 381,787 | ||||
WEG SA | 146,260 | 1,059,868 | ||||
30,453,254 | ||||||
CHILE — 0.5% | ||||||
Banco de Chile | 3,941,364 | 399,232 | ||||
Banco de Credito e Inversiones SA | 6,134 | 156,249 | ||||
Banco Santander Chile | 5,698,457 | 262,486 | ||||
Cencosud SA | 114,982 | 216,874 | ||||
Cia Cervecerias Unidas SA | 12,400 | 78,393 | ||||
Cia Sud Americana de Vapores SA | 1,359,500 | 81,112 | ||||
Empresas CMPC SA | 96,713 | 177,122 | ||||
Empresas Copec SA | 33,665 | 237,409 | ||||
Enel Americas SA (a) | 1,852,638 | 211,529 | ||||
Enel Chile SA | 2,430,866 | 146,938 | ||||
Falabella SA | 77,013 | 171,190 | ||||
Sociedad Quimica y Minera de Chile SA Class B, Preference Shares | 12,432 | 735,497 | ||||
2,874,031 | ||||||
CHINA — 26.4% | ||||||
360 Security Technology, Inc. Class A (a) | 15,100 | 20,373 | ||||
37 Interactive Entertainment Network Technology Group Co. Ltd. Class A | 3,500 | 10,424 | ||||
3SBio, Inc. (b) | 160,800 | 134,482 | ||||
AAC Technologies Holdings, Inc. | 66,500 | 113,779 | ||||
Advanced Micro-Fabrication Equipment, Inc. China Class A | 1,731 | 35,769 | ||||
AECC Aero-Engine Control Co. Ltd. Class A | 3,700 | 10,903 | ||||
AECC Aviation Power Co. Ltd. Class A | 7,100 | 36,203 | ||||
Agricultural Bank of China Ltd. Class A | 206,100 | 101,837 | ||||
Agricultural Bank of China Ltd. Class H | 2,542,500 | 947,937 | ||||
Aier Eye Hospital Group Co. Ltd. Class A | 21,436 | 52,871 | ||||
Air China Ltd. Class A (a) | 26,500 | 29,389 | ||||
Air China Ltd. Class H (a) | 166,000 | 112,124 | ||||
Airtac International Group | 12,650 | 383,648 | ||||
Akeso, Inc. (a)(b)(c) | 43,000 | 197,654 | ||||
Alibaba Group Holding Ltd. (a) | 1,431,256 | 15,643,241 | ||||
Alibaba Health Information Technology Ltd. (a)(c) | 472,500 | 294,413 | ||||
Aluminum Corp. of China Ltd. Class A | 29,300 | 25,255 | ||||
Aluminum Corp. of China Ltd. Class H | 360,000 | 201,332 |
See accompanying notes to Schedule of
Investments.
185
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Angel Yeast Co. Ltd. Class A | 3,300 | $15,219 | |||
Anhui Conch Cement Co. Ltd. Class A | 8,900 | 31,797 | |||
Anhui Conch Cement Co. Ltd. Class H | 106,500 | 283,525 | |||
Anhui Gujing Distillery Co. Ltd. Class A | 1,200 | 44,767 | |||
Anhui Gujing Distillery Co. Ltd. Class B | 9,900 | 165,593 | |||
Anhui Honglu Steel Construction Group Co. Ltd. Class A | 1,560 | 6,066 | |||
Anhui Kouzi Distillery Co. Ltd. Class A | 1,500 | 10,654 | |||
Anhui Yingjia Distillery Co. Ltd. Class A | 1,100 | 11,105 | |||
Anjoy Foods Group Co. Ltd. Class A | 800 | 13,616 | |||
ANTA Sports Products Ltd. | 111,200 | 1,251,592 | |||
Apeloa Pharmaceutical Co. Ltd. Class A | 3,800 | 9,383 | |||
Asymchem Laboratories Tianjin Co. Ltd. Class A | 840 | 17,490 | |||
Autohome, Inc. ADR | 5,800 | 176,030 | |||
Avary Holding Shenzhen Co. Ltd. Class A | 5,400 | 15,090 | |||
AVIC Industry-Finance Holdings Co. Ltd. Class A | 10,400 | 4,996 | |||
AviChina Industry & Technology Co. Ltd. Class H | 218,000 | 103,546 | |||
Avicopter PLC Class A | 2,300 | 11,949 | |||
Baidu, Inc. Class A (a) | 196,600 | 3,348,690 | |||
Bank of Beijing Co. Ltd. Class A | 64,640 | 41,078 | |||
Bank of Changsha Co. Ltd. Class A | 4,200 | 4,721 | |||
Bank of Chengdu Co. Ltd. Class A | 6,200 | 11,709 | |||
Bank of China Ltd. Class A | 76,900 | 39,792 | |||
Bank of China Ltd. Class H | 6,924,000 | 2,422,386 | |||
Bank of Communications Co. Ltd. Class A | 95,812 | 75,747 | |||
Bank of Communications Co. Ltd. Class H | 760,000 | 459,968 | |||
Bank of Hangzhou Co. Ltd. Class A | 14,000 | 21,445 | |||
Bank of Jiangsu Co. Ltd. Class A | 43,336 | 42,707 | |||
Bank of Nanjing Co. Ltd. Class A | 22,440 | 24,794 | |||
Bank of Ningbo Co. Ltd. Class A | 17,500 | 64,540 | |||
Bank of Shanghai Co. Ltd. Class A | 41,408 | 35,067 | |||
Baoshan Iron & Steel Co. Ltd. Class A | 49,700 | 41,543 | |||
BeiGene Ltd. (a) | 60,200 | 827,074 |
Security Description | Shares | Value | |||
Beijing Capital International Airport Co. Ltd. Class H (a) | 168,000 | $77,867 | |||
Beijing Dabeinong Technology Group Co. Ltd. Class A | 6,000 | 5,559 | |||
Beijing Easpring Material Technology Co. Ltd. Class A | 1,100 | 6,356 | |||
Beijing Enlight Media Co. Ltd. Class A | 12,900 | 15,227 | |||
Beijing Enterprises Holdings Ltd. | 45,000 | 155,136 | |||
Beijing Enterprises Water Group Ltd. | 374,000 | 81,659 | |||
Beijing Kingsoft Office Software, Inc. Class A | 1,002 | 50,996 | |||
Beijing New Building Materials PLC Class A | 2,800 | 11,549 | |||
Beijing Oriental Yuhong Waterproof Technology Co. Ltd. Class A | 2,900 | 10,620 | |||
Beijing Roborock Technology Co. Ltd. Class A | 299 | 12,121 | |||
Beijing Shiji Information Technology Co. Ltd. Class A (a) | 10,192 | 16,017 | |||
Beijing Tiantan Biological Products Corp. Ltd. Class A | 3,800 | 13,368 | |||
Beijing Tongrentang Co. Ltd. Class A | 3,400 | 25,564 | |||
Beijing United Information Technology Co. Ltd. Class A | 1,828 | 8,337 | |||
Beijing Wantai Biological Pharmacy Enterprise Co. Ltd. Class A | 1,785 | 11,755 | |||
Beijing-Shanghai High Speed Railway Co. Ltd. Class A | 82,300 | 57,949 | |||
Bethel Automotive Safety Systems Co. Ltd. Class A | 900 | 9,079 | |||
Betta Pharmaceuticals Co. Ltd. Class A | 1,600 | 12,579 | |||
BGI Genomics Co. Ltd. Class A | 1,600 | 11,457 | |||
Bilibili, Inc. Class Z (a)(c) | 17,200 | 237,844 | |||
Bloomage Biotechnology Corp. Ltd. Class A | 1,241 | 14,775 | |||
BOC Aviation Ltd. (b) | 19,000 | 132,580 | |||
BOC International China Co. Ltd. Class A | 5,900 | 9,216 | |||
BOE Technology Group Co. Ltd. Class A | 79,600 | 42,172 | |||
Bosideng International Holdings Ltd. | 332,000 | 142,858 | |||
BYD Co. Ltd. Class A | 4,100 | 133,201 | |||
BYD Co. Ltd. Class H | 91,000 | 2,811,852 | |||
BYD Electronic International Co. Ltd. | 69,500 | 316,803 | |||
By-health Co. Ltd. Class A | 6,300 | 16,421 | |||
C&D International Investment Group Ltd. | 64,404 | 156,737 |
See accompanying notes to Schedule of
Investments.
186
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Caitong Securities Co. Ltd. Class A | 16,900 | $18,278 | |||
Cambricon Technologies Corp. Ltd. Class A (a) | 949 | 16,145 | |||
Canmax Technologies Co. Ltd. Class A | 1,430 | 5,044 | |||
CECEP Solar Energy Co. Ltd. Class A | 16,300 | 12,954 | |||
CECEP Wind-Power Corp. Class A | 15,970 | 7,168 | |||
CETC Cyberspace Security Technology Co. Ltd. Class A | 1,100 | 3,590 | |||
CGN Power Co. Ltd. Class H (b) | 951,700 | 246,679 | |||
Changchun High & New Technology Industry Group, Inc. Class A, NVDR | 800 | 15,263 | |||
Changjiang Securities Co. Ltd. Class A | 19,700 | 15,764 | |||
Changzhou Xingyu Automotive Lighting Systems Co. Ltd. Class A | 1,100 | 22,949 | |||
Chaozhou Three-Circle Group Co. Ltd. Class A | 3,700 | 15,743 | |||
Chengxin Lithium Group Co. Ltd. Class A | 1,700 | 5,217 | |||
China Baoan Group Co. Ltd. Class A | 10,000 | 14,302 | |||
China Cinda Asset Management Co. Ltd. Class H | 792,481 | 79,938 | |||
China CITIC Bank Corp. Ltd. Class H | 774,000 | 359,731 | |||
China Coal Energy Co. Ltd. Class H | 185,000 | 145,036 | |||
China Communications Services Corp. Ltd. Class H | 204,000 | 85,696 | |||
China Conch Venture Holdings Ltd. | 132,500 | 113,013 | |||
China Construction Bank Corp. Class A | 19,900 | 17,208 | |||
China Construction Bank Corp. Class H | 8,382,500 | 4,730,766 | |||
China CSSC Holdings Ltd. Class A | 12,900 | 49,399 | |||
China Eastern Airlines Corp. Ltd. Class A (a) | 39,000 | 23,553 | |||
China Energy Engineering Corp. Ltd. Class A | 65,100 | 20,194 | |||
China Everbright Bank Co. Ltd. Class A | 92,500 | 38,977 | |||
China Everbright Bank Co. Ltd. Class H | 300,000 | 90,017 | |||
China Everbright Environment Group Ltd. | 349,222 | 120,393 | |||
China Feihe Ltd. (b) | 324,000 | 191,127 | |||
China Galaxy Securities Co. Ltd. Class A | 14,200 | 21,420 |
Security Description | Shares | Value | |||
China Galaxy Securities Co. Ltd. Class H | 322,000 | $166,101 | |||
China Gas Holdings Ltd. | 232,600 | 219,477 | |||
China Great Wall Securities Co. Ltd. Class A | 8,300 | 9,455 | |||
China Greatwall Technology Group Co. Ltd. Class A | 3,600 | 5,183 | |||
China Hongqiao Group Ltd. | 202,000 | 197,826 | |||
China International Capital Corp. Ltd. Class A | 4,400 | 22,623 | |||
China International Capital Corp. Ltd. Class H (b) | 130,400 | 239,093 | |||
China Jinmao Holdings Group Ltd. | 524,236 | 67,606 | |||
China Jushi Co. Ltd. Class A | 12,829 | 23,771 | |||
China Life Insurance Co. Ltd. Class A | 6,400 | 31,852 | |||
China Life Insurance Co. Ltd. Class H | 648,000 | 1,009,417 | |||
China Literature Ltd. (a)(b) | 37,600 | 137,546 | |||
China Longyuan Power Group Corp. Ltd. Class H | 289,000 | 251,662 | |||
China Medical System Holdings Ltd. | 124,000 | 187,777 | |||
China Meidong Auto Holdings Ltd. | 52,000 | 28,484 | |||
China Mengniu Dairy Co. Ltd. | 275,000 | 921,717 | |||
China Merchants Bank Co. Ltd. Class A | 47,100 | 213,140 | |||
China Merchants Bank Co. Ltd. Class H | 340,000 | 1,419,588 | |||
China Merchants Energy Shipping Co. Ltd. Class A | 20,000 | 17,651 | |||
China Merchants Port Holdings Co. Ltd. | 119,455 | 148,712 | |||
China Merchants Securities Co. Ltd. Class A | 19,650 | 37,705 | |||
China Merchants Shekou Industrial Zone Holdings Co. Ltd. Class A | 19,012 | 32,331 | |||
China Minsheng Banking Corp. Ltd. Class A | 79,800 | 42,059 | |||
China Minsheng Banking Corp. Ltd. Class H (c) | 564,200 | 193,065 | |||
China National Building Material Co. Ltd. Class H | 334,000 | 175,277 | |||
China National Chemical Engineering Co. Ltd. Class A | 21,200 | 22,638 | |||
China National Nuclear Power Co. Ltd. Class A | 45,400 | 45,489 | |||
China National Software & Service Co. Ltd. Class A | 2,000 | 10,401 | |||
China Northern Rare Earth Group High-Tech Co. Ltd. Class A | 8,900 | 26,618 | |||
China Oilfield Services Ltd. Class H | 154,000 | 184,835 |
See accompanying notes to Schedule of
Investments.
187
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Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
China Overseas Land & Investment Ltd. | 333,000 | $690,504 | |||
China Overseas Property Holdings Ltd. | 120,000 | 135,447 | |||
China Pacific Insurance Group Co. Ltd. Class A | 16,800 | 65,925 | |||
China Pacific Insurance Group Co. Ltd. Class H | 229,000 | 573,096 | |||
China Petroleum & Chemical Corp. Class A | 74,100 | 61,735 | |||
China Petroleum & Chemical Corp. Class H | 2,160,000 | 1,180,411 | |||
China Power International Development Ltd. (c) | 455,000 | 165,574 | |||
China Railway Group Ltd. Class A | 57,600 | 53,918 | |||
China Railway Group Ltd. Class H | 363,000 | 187,251 | |||
China Railway Signal & Communication Corp. Ltd. Class A | 7,185 | 5,207 | |||
China Rare Earth Resources & Technology Co. Ltd. Class A | 700 | 2,766 | |||
China Resources Beer Holdings Co. Ltd. | 141,333 | 775,073 | |||
China Resources Cement Holdings Ltd. (c) | 221,000 | 56,718 | |||
China Resources Gas Group Ltd. | 80,000 | 234,427 | |||
China Resources Land Ltd. | 280,000 | 1,115,445 | |||
China Resources Microelectronics Ltd. Class A | 2,921 | 21,686 | |||
China Resources Mixc Lifestyle Services Ltd. (b) | 59,200 | 238,861 | |||
China Resources Pharmaceutical Group Ltd. (b) | 143,000 | 94,946 | |||
China Resources Power Holdings Co. Ltd. | 166,000 | 316,661 | |||
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. Class A | 1,900 | 13,070 | |||
China Ruyi Holdings Ltd. (a)(c) | 528,000 | 136,857 | |||
China Shenhua Energy Co. Ltd. Class A | 17,400 | 74,513 | |||
China Shenhua Energy Co. Ltd. Class H | 294,000 | 953,491 | |||
China Southern Airlines Co. Ltd. Class A (a) | 30,700 | 25,788 | |||
China Southern Airlines Co. Ltd. Class H (a) | 178,000 | 86,593 | |||
China State Construction Engineering Corp. Ltd. Class A | 91,500 | 69,450 | |||
China State Construction International Holdings Ltd. | 174,000 | 183,068 | |||
China Taiping Insurance Holdings Co. Ltd. | 129,200 | 128,675 |
Security Description | Shares | Value | |||
China Three Gorges Renewables Group Co. Ltd. Class A | 64,600 | $42,382 | |||
China Tourism Group Duty Free Corp. Ltd. Class A | 4,900 | 71,270 | |||
China Tourism Group Duty Free Corp. Ltd. Class H (b) | 7,100 | 94,191 | |||
China Tower Corp. Ltd. Class H (b) | 3,846,000 | 368,304 | |||
China Traditional Chinese Medicine Holdings Co. Ltd. | 254,000 | 118,376 | |||
China United Network Communications Ltd. Class A | 82,100 | 55,329 | |||
China Vanke Co. Ltd. Class A | 23,400 | 42,010 | |||
China Vanke Co. Ltd. Class H | 192,700 | 212,584 | |||
China Yangtze Power Co. Ltd. Class A | 56,905 | 173,704 | |||
China Zhenhua Group Science & Technology Co. Ltd. Class A | 1,099 | 12,214 | |||
China Zheshang Bank Co. Ltd. Class A | 45,110 | 15,850 | |||
Chinasoft International Ltd. | 228,000 | 162,444 | |||
Chongqing Brewery Co. Ltd. Class A | 900 | 10,532 | |||
Chongqing Changan Automobile Co. Ltd. Class A | 21,494 | 39,650 | |||
Chongqing Fuling Zhacai Group Co. Ltd. Class A | 5,070 | 10,974 | |||
Chongqing Rural Commercial Bank Co. Ltd. Class A | 28,400 | 15,592 | |||
Chongqing Zhifei Biological Products Co. Ltd. Class A | 6,750 | 45,091 | |||
Chow Tai Fook Jewellery Group Ltd. | 173,000 | 260,654 | |||
CITIC Ltd. | 506,000 | 465,177 | |||
CITIC Securities Co. Ltd. Class A | 26,930 | 80,061 | |||
CITIC Securities Co. Ltd. Class H | 158,725 | 321,834 | |||
CMOC Group Ltd. Class A | 45,300 | 36,746 | |||
CMOC Group Ltd. Class H | 324,000 | 208,089 | |||
CNGR Advanced Material Co. Ltd. Class A | 800 | 5,562 | |||
CNNC Hua Yuan Titanium Dioxide Co. Ltd. Class A | 7,275 | 4,613 | |||
CNPC Capital Co. Ltd. Class A | 14,400 | 13,084 | |||
Contemporary Amperex Technology Co. Ltd. Class A | 10,080 | 280,897 | |||
COSCO SHIPPING Development Co. Ltd. Class A | 45,600 | 14,896 | |||
COSCO SHIPPING Energy Transportation Co. Ltd. Class A | 6,300 | 11,691 |
See accompanying notes to Schedule of
Investments.
188
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
COSCO SHIPPING Energy Transportation Co. Ltd. Class H (c) | 118,000 | $128,971 | |||
COSCO SHIPPING Holdings Co. Ltd. Class A | 28,700 | 38,644 | |||
COSCO SHIPPING Holdings Co. Ltd. Class H | 258,474 | 265,014 | |||
COSCO SHIPPING Ports Ltd. | 116,508 | 76,166 | |||
Country Garden Holdings Co. Ltd. (a)(c) | 1,143,193 | 132,830 | |||
Country Garden Services Holdings Co. Ltd. (c) | 196,000 | 202,210 | |||
CRRC Corp. Ltd. Class A | 67,800 | 54,346 | |||
CRRC Corp. Ltd. Class H | 401,000 | 193,540 | |||
CSC Financial Co. Ltd. Class A | 11,500 | 38,845 | |||
CSPC Pharmaceutical Group Ltd. | 778,240 | 570,376 | |||
Daqin Railway Co. Ltd. Class A | 33,200 | 33,219 | |||
Daqo New Energy Corp. ADR (a) | 4,900 | 148,323 | |||
DaShenLin Pharmaceutical Group Co. Ltd. Class A | 3,801 | 13,121 | |||
DHC Software Co. Ltd. Class A | 4,400 | 3,925 | |||
Do-Fluoride New Materials Co. Ltd. Class A | 1,540 | 3,393 | |||
Dong-E-E-Jiao Co. Ltd. Class A | 2,700 | 18,181 | |||
Dongfang Electric Corp. Ltd. Class A | 5,600 | 12,021 | |||
Dongfeng Motor Group Co. Ltd. Class H | 220,000 | 86,799 | |||
Dongxing Securities Co. Ltd. Class A | 11,600 | 12,944 | |||
Dongyue Group Ltd. | 134,000 | 100,776 | |||
East Buy Holding Ltd. (a)(b)(c) | 37,000 | 174,563 | |||
East Money Information Co. Ltd. Class A | 38,979 | 81,320 | |||
Eastroc Beverage Group Co. Ltd. Class A | 600 | 15,060 | |||
Ecovacs Robotics Co. Ltd. Class A | 1,000 | 6,657 | |||
ENN Energy Holdings Ltd. | 68,900 | 571,832 | |||
ENN Natural Gas Co. Ltd. Class A | 4,000 | 9,564 | |||
Eoptolink Technology, Inc.Ltd. Class A | 1,600 | 10,102 | |||
Eve Energy Co. Ltd. Class A | 4,981 | 30,847 | |||
Everbright Securities Co. Ltd. Class A | 7,899 | 18,062 | |||
Everdisplay Optronics Shanghai Co. Ltd. Class A (a) | 26,377 | 9,522 | |||
Fangda Carbon New Material Co. Ltd. Class A (a) | 17,360 | 13,772 | |||
Far East Horizon Ltd. (c) | 109,000 | 78,495 | |||
FAW Jiefang Group Co. Ltd. Class A (a) | 14,500 | 17,275 | |||
First Capital Securities Co. Ltd. Class A | 14,100 | 11,399 |
Security Description | Shares | Value | |||
Flat Glass Group Co. Ltd. Class A | 3,400 | $13,216 | |||
Flat Glass Group Co. Ltd. Class H (c) | 40,000 | 89,889 | |||
Focus Media Information Technology Co. Ltd. Class A | 37,600 | 36,899 | |||
Foshan Haitian Flavouring & Food Co. Ltd. Class A | 11,394 | 59,412 | |||
Fosun International Ltd. | 227,000 | 143,472 | |||
Founder Securities Co. Ltd. Class A | 18,800 | 19,095 | |||
Foxconn Industrial Internet Co. Ltd. Class A | 25,200 | 68,138 | |||
Fujian Sunner Development Co. Ltd. Class A | 4,100 | 10,805 | |||
Fuyao Glass Industry Group Co. Ltd. Class A | 5,000 | 25,337 | |||
Fuyao Glass Industry Group Co. Ltd. Class H (b) | 52,056 | 238,617 | |||
Ganfeng Lithium Group Co. Ltd. Class A | 4,620 | 28,282 | |||
Ganfeng Lithium Group Co. Ltd. Class H (b)(c) | 33,999 | 139,567 | |||
G-bits Network Technology Xiamen Co. Ltd. Class A | 300 | 15,055 | |||
GCL Technology Holdings Ltd. | 1,760,000 | 328,096 | |||
GD Power Development Co. Ltd. Class A | 49,800 | 25,154 | |||
GDS Holdings Ltd. ADR (a)(c) | 15 | 164 | |||
GDS Holdings Ltd. Class A (a) | 79,400 | 109,491 | |||
Geely Automobile Holdings Ltd. | 525,000 | 619,394 | |||
GEM Co. Ltd. Class A | 16,700 | 13,959 | |||
Gemdale Corp. Class A | 7,600 | 7,114 | |||
Genscript Biotech Corp. (a) | 100,000 | 263,667 | |||
GF Securities Co. Ltd. Class A | 15,700 | 31,612 | |||
GF Securities Co. Ltd. Class H | 87,000 | 116,861 | |||
GigaDevice Semiconductor, Inc. Class A | 2,092 | 28,312 | |||
Ginlong Technologies Co. Ltd. Class A | 950 | 10,237 | |||
GoerTek, Inc. Class A | 10,600 | 22,958 | |||
Goldwind Science & Technology Co. Ltd. Class A | 7,100 | 8,995 | |||
Gongniu Group Co. Ltd. Class A | 1,000 | 14,236 | |||
Gotion High-tech Co. Ltd. Class A (a) | 6,100 | 19,424 | |||
Great Wall Motor Co. Ltd. Class A | 6,400 | 22,549 | |||
Great Wall Motor Co. Ltd. Class H (c) | 198,000 | 236,128 | |||
Gree Electric Appliances, Inc. of Zhuhai Class A | 7,500 | 37,367 | |||
Greenland Holdings Corp. Ltd. Class A (a) | 26,700 | 10,041 | |||
Greentown China Holdings Ltd. | 81,500 | 84,603 | |||
GRG Banking Equipment Co. Ltd. Class A | 10,600 | 17,604 |
See accompanying notes to Schedule of
Investments.
189
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Guangdong Haid Group Co. Ltd. Class A | 5,100 | $31,675 | |||
Guangdong Investment Ltd. | 250,000 | 190,887 | |||
Guanghui Energy Co. Ltd. Class A | 13,500 | 14,156 | |||
Guangzhou Automobile Group Co. Ltd. Class A | 17,300 | 23,769 | |||
Guangzhou Automobile Group Co. Ltd. Class H | 270,800 | 133,812 | |||
Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. Class A | 2,300 | 9,919 | |||
Guangzhou Haige Communications Group, Inc. Co. Class A | 9,200 | 14,231 | |||
Guangzhou Kingmed Diagnostics Group Co. Ltd. Class A | 1,700 | 14,551 | |||
Guangzhou Shiyuan Electronic Technology Co. Ltd. Class A | 2,200 | 15,306 | |||
Guangzhou Tinci Materials Technology Co. Ltd. Class A | 5,420 | 20,108 | |||
Guangzhou Yuexiu Capital Holdings Group Co. Ltd. Class A | 15,255 | 14,008 | |||
Guolian Securities Co. Ltd. Class A (a) | 7,800 | 11,348 | |||
Guosen Securities Co. Ltd. Class A | 20,600 | 26,041 | |||
Guotai Junan Securities Co. Ltd. Class A | 15,700 | 31,332 | |||
Guoyuan Securities Co. Ltd. Class A | 18,720 | 17,395 | |||
H World Group Ltd. ADR (a) | 18,100 | 713,683 | |||
Haidilao International Holding Ltd. (b)(c) | 145,000 | 388,797 | |||
Haier Smart Home Co. Ltd. Class A | 13,400 | 43,405 | |||
Haier Smart Home Co. Ltd. Class H | 212,000 | 667,250 | |||
Hainan Airlines Holding Co. Ltd. Class A (a) | 98,500 | 20,009 | |||
Hainan Airport Infrastructure Co. Ltd. Class A (a) | 26,000 | 14,167 | |||
Haitian International Holdings Ltd. | 56,000 | 118,695 | |||
Haitong Securities Co. Ltd. Class A | 28,000 | 38,239 | |||
Haitong Securities Co. Ltd. Class H | 231,600 | 138,986 | |||
Hangzhou Binjiang Real Estate Group Co. Ltd. Class A | 7,100 | 9,346 | |||
Hangzhou First Applied Material Co. Ltd. Class A | 3,735 | 14,641 | |||
Hangzhou Oxygen Plant Group Co. Ltd. Class A | 2,400 | 10,696 | |||
Hangzhou Robam Appliances Co. Ltd. Class A | 1,000 | 3,699 |
Security Description | Shares | Value | |||
Hangzhou Silan Microelectronics Co. Ltd. Class A | 3,200 | $10,699 | |||
Hangzhou Tigermed Consulting Co. Ltd. Class A | 600 | 5,485 | |||
Hansoh Pharmaceutical Group Co. Ltd. (b) | 102,000 | 138,833 | |||
Hebei Yangyuan Zhihui Beverage Co. Ltd. Class A | 2,900 | 9,728 | |||
Heilongjiang Agriculture Co. Ltd. Class A | 7,600 | 13,728 | |||
Henan Shenhuo Coal & Power Co. Ltd. Class A | 8,800 | 20,630 | |||
Henan Shuanghui Investment & Development Co. Ltd. Class A | 8,297 | 30,053 | |||
Hengan International Group Co. Ltd. | 55,000 | 175,214 | |||
Hengli Petrochemical Co. Ltd. Class A (a) | 14,400 | 28,461 | |||
Hengtong Optic-electric Co. Ltd. Class A | 4,300 | 8,334 | |||
Hengyi Petrochemical Co. Ltd. Class A (a) | 16,510 | 16,656 | |||
Hesteel Co. Ltd. Class A | 42,500 | 13,242 | |||
Hithink RoyalFlush Information Network Co. Ltd. Class A | 1,000 | 20,514 | |||
Hongfa Technology Co. Ltd. Class A | 140 | 645 | |||
Hoshine Silicon Industry Co. Ltd. Class A | 900 | 7,462 | |||
Hoyuan Green Energy Co. Ltd. Class A | 1,760 | 10,117 | |||
Hua Hong Semiconductor Ltd. (a)(b)(c) | 50,800 | 128,689 | |||
Huadian Power International Corp. Ltd. Class A | 27,200 | 19,227 | |||
Huadong Medicine Co. Ltd. Class A | 4,060 | 23,538 | |||
Huafon Chemical Co. Ltd. Class A | 14,900 | 14,459 | |||
Huagong Tech Co. Ltd. Class A | 2,300 | 10,629 | |||
Huaibei Mining Holdings Co. Ltd. Class A | 10,100 | 19,338 | |||
Hualan Biological Engineering, Inc. Class A | 4,810 | 14,656 | |||
Huaneng Power International, Inc. Class A (a) | 17,800 | 19,227 | |||
Huaneng Power International, Inc. Class H (a)(c) | 368,000 | 178,553 | |||
Huatai Securities Co. Ltd. Class A | 15,418 | 33,457 | |||
Huatai Securities Co. Ltd. Class H (b) | 117,500 | 150,028 | |||
Huaxi Securities Co. Ltd. Class A | 10,400 | 11,876 | |||
Huaxia Bank Co. Ltd. Class A | 35,100 | 27,557 |
See accompanying notes to Schedule of
Investments.
190
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Huayu Automotive Systems Co. Ltd. Class A | 7,300 | $18,807 | |||
Hubei Xingfa Chemicals Group Co. Ltd. Class A | 2,100 | 5,698 | |||
Huizhou Desay Sv Automotive Co. Ltd. Class A | 1,000 | 19,715 | |||
Humanwell Healthcare Group Co. Ltd. Class A | 4,400 | 14,609 | |||
Hunan Valin Steel Co. Ltd. Class A | 26,500 | 21,751 | |||
Hundsun Technologies, Inc. Class A | 3,671 | 16,350 | |||
Hygeia Healthcare Holdings Co. Ltd. Class C (b)(c) | 31,400 | 176,007 | |||
IEIT Systems Co. Ltd. Class A | 1,848 | 9,540 | |||
Iflytek Co. Ltd. Class A | 5,550 | 38,591 | |||
Imeik Technology Development Co. Ltd. Class A | 600 | 32,140 | |||
Industrial & Commercial Bank of China Ltd. Class A | 154,642 | 99,334 | |||
Industrial & Commercial Bank of China Ltd. Class H | 5,674,000 | 2,731,281 | |||
Industrial Bank Co. Ltd. Class A | 51,799 | 115,816 | |||
Industrial Securities Co. Ltd. Class A | 24,600 | 21,677 | |||
Ingenic Semiconductor Co. Ltd. Class A | 1,900 | 19,222 | |||
Inner Mongolia BaoTou Steel Union Co. Ltd. Class A (a) | 133,700 | 31,564 | |||
Inner Mongolia Dian Tou Energy Corp. Ltd. Class A | 5,100 | 9,632 | |||
Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. Class A | 33,800 | 18,974 | |||
Inner Mongolia Yili Industrial Group Co. Ltd. Class A | 15,900 | 57,898 | |||
Inner Mongolia Yitai Coal Co. Ltd. Class B (a) | 93,500 | 130,806 | |||
Inner Mongolia Yuan Xing Energy Co. Ltd. Class A | 5,400 | 5,240 | |||
Innovent Biologics, Inc. (a)(b) | 100,000 | 488,390 | |||
iQIYI, Inc. ADR (a)(c) | 40,000 | 189,600 | |||
JA Solar Technology Co. Ltd. Class A | 7,280 | 25,560 | |||
Jason Furniture Hangzhou Co. Ltd. Class A | 2,600 | 14,449 | |||
JCET Group Co. Ltd. Class A | 5,900 | 24,699 | |||
JD Health International, Inc. (a)(b)(c) | 96,750 | 501,548 | |||
JD Logistics, Inc. (a)(b) | 169,400 | 215,215 | |||
JD.com, Inc. Class A | 204,572 | 3,006,472 | |||
Jiangsu Eastern Shenghong Co. Ltd. Class A | 15,100 | 23,938 | |||
Jiangsu Expressway Co. Ltd. Class H | 106,000 | 95,689 | |||
Jiangsu Hengli Hydraulic Co. Ltd. Class A | 2,664 | 23,365 |
Security Description | Shares | Value | |||
Jiangsu Hengrui Pharmaceuticals Co. Ltd. Class A | 14,344 | $88,477 | |||
Jiangsu King's Luck Brewery JSC Ltd. Class A | 2,700 | 21,742 | |||
Jiangsu Pacific Quartz Co. Ltd. Class A | 800 | 11,713 | |||
Jiangsu Yanghe Brewery Joint-Stock Co. Ltd. Class A | 3,500 | 62,162 | |||
Jiangsu Yangnong Chemical Co. Ltd. Class A | 520 | 4,925 | |||
Jiangsu Yoke Technology Co. Ltd. Class A | 1,200 | 10,640 | |||
Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. Class A | 3,200 | 15,127 | |||
Jiangsu Zhongtian Technology Co. Ltd. Class A | 8,400 | 17,121 | |||
Jiangxi Copper Co. Ltd. Class A | 5,100 | 13,482 | |||
Jiangxi Copper Co. Ltd. Class H | 102,000 | 159,932 | |||
Jiangxi Special Electric Motor Co. Ltd. Class A (a) | 6,900 | 8,410 | |||
Jinduicheng Molybdenum Co. Ltd. Class A | 7,400 | 11,274 | |||
Jinko Solar Co. Ltd. Class A | 15,328 | 21,249 | |||
JiuGui Liquor Co. Ltd. Class A | 700 | 8,475 | |||
Jiumaojiu International Holdings Ltd. (b)(c) | 83,000 | 112,972 | |||
Joincare Pharmaceutical Group Industry Co. Ltd. Class A | 8,600 | 14,625 | |||
Jointown Pharmaceutical Group Co. Ltd. Class A | 11,175 | 16,611 | |||
Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd. Class A (a) | 1,600 | 7,585 | |||
JOYY, Inc. ADR | 4,200 | 160,062 | |||
Juewei Food Co. Ltd. Class A | 2,300 | 11,863 | |||
Juneyao Airlines Co. Ltd. Class A (a) | 5,000 | 9,814 | |||
Kanzhun Ltd. ADR (a) | 19,100 | 289,747 | |||
KE Holdings, Inc. ADR | 57,400 | 890,848 | |||
Kingboard Holdings Ltd. | 60,500 | 135,803 | |||
Kingdee International Software Group Co. Ltd. (a) | 237,000 | 291,717 | |||
Kingsoft Corp. Ltd. | 82,600 | 299,526 | |||
Kuaishou Technology (a)(b) | 202,300 | 1,623,442 | |||
Kuang-Chi Technologies Co. Ltd. Class A | 7,100 | 14,072 | |||
Kunlun Energy Co. Ltd. | 336,000 | 289,587 | |||
Kunlun Tech Co. Ltd. Class A (a) | 2,700 | 14,208 | |||
Kweichow Moutai Co. Ltd. Class A | 2,899 | 715,643 | |||
LB Group Co. Ltd. Class A | 8,200 | 20,675 | |||
Lenovo Group Ltd. | 632,000 | 651,218 |
See accompanying notes to Schedule of
Investments.
191
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Lens Technology Co. Ltd. Class A | 9,100 | $15,338 | |||
Lepu Medical Technology Beijing Co. Ltd. Class A | 5,300 | 11,952 | |||
Li Auto, Inc. Class A (a) | 97,900 | 1,728,783 | |||
Li Ning Co. Ltd. | 206,500 | 868,783 | |||
Liaoning Port Co. Ltd. Class A | 42,900 | 9,244 | |||
Lingyi iTech Guangdong Co. Class A | 10,200 | 8,008 | |||
Livzon Pharmaceutical Group, Inc. Class A | 2,700 | 13,689 | |||
Longfor Group Holdings Ltd. (b) | 163,378 | 293,719 | |||
LONGi Green Energy Technology Co. Ltd. Class A | 19,024 | 71,231 | |||
Lufax Holding Ltd. ADR | 64,000 | 67,840 | |||
Luxi Chemical Group Co. Ltd. Class A | 4,600 | 7,147 | |||
Luxshare Precision Industry Co. Ltd. Class A | 15,571 | 63,731 | |||
Luzhou Laojiao Co. Ltd. Class A | 3,600 | 107,050 | |||
Mango Excellent Media Co. Ltd. Class A | 3,540 | 13,755 | |||
Maxscend Microelectronics Co. Ltd. Class A | 1,184 | 18,965 | |||
Meinian Onehealth Healthcare Holdings Co. Ltd. Class A (a) | 15,000 | 14,000 | |||
Meituan Class B (a)(b) | 442,230 | 6,470,956 | |||
Metallurgical Corp. of China Ltd. Class A | 43,900 | 22,113 | |||
Microport Scientific Corp. (a)(c) | 72,349 | 109,375 | |||
Ming Yang Smart Energy Group Ltd. Class A | 4,600 | 9,963 | |||
MINISO Group Holding Ltd. ADR | 8,100 | 209,790 | |||
Minth Group Ltd. | 64,000 | 164,661 | |||
Montage Technology Co. Ltd. Class A | 3,180 | 21,692 | |||
Muyuan Foods Co. Ltd. Class A | 12,976 | 67,482 | |||
Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. Class A | 5,272 | 9,183 | |||
Nanjing Securities Co. Ltd. Class A | 8,400 | 9,350 | |||
NARI Technology Co. Ltd. Class A | 18,741 | 57,079 | |||
National Silicon Industry Group Co. Ltd. Class A (a) | 6,226 | 16,894 | |||
NAURA Technology Group Co. Ltd. Class A | 1,500 | 49,679 | |||
NavInfo Co. Ltd. Class A (a) | 2,400 | 3,337 | |||
NetEase, Inc. | 167,325 | 3,407,667 | |||
NetEase, Inc. ADR | 560 | 56,090 | |||
New China Life Insurance Co. Ltd. Class A | 4,400 | 22,242 |
Security Description | Shares | Value | |||
New China Life Insurance Co. Ltd. Class H | 71,100 | $171,399 | |||
New Hope Liuhe Co. Ltd. Class A (a) | 10,100 | 15,249 | |||
New Oriental Education & Technology Group, Inc. (a) | 129,700 | 789,940 | |||
Ninestar Corp. Class A | 3,800 | 13,488 | |||
Ningbo Deye Technology Co. Ltd. Class A | 900 | 9,566 | |||
Ningbo Joyson Electronic Corp. Class A | 6,700 | 16,010 | |||
Ningbo Orient Wires & Cables Co. Ltd. Class A | 2,500 | 13,660 | |||
Ningbo Ronbay New Energy Technology Co. Ltd. Class A | 879 | 5,064 | |||
Ningbo Shanshan Co. Ltd. Class A | 4,200 | 8,013 | |||
Ningbo Tuopu Group Co. Ltd. Class A | 2,600 | 26,454 | |||
Ningxia Baofeng Energy Group Co. Ltd. Class A | 16,000 | 31,404 | |||
NIO, Inc. ADR (a) | 120,700 | 1,091,128 | |||
Nongfu Spring Co. Ltd. Class H (b) | 153,400 | 881,401 | |||
North Industries Group Red Arrow Co. Ltd. Class A | 2,200 | 4,457 | |||
Offshore Oil Engineering Co. Ltd. Class A | 6,200 | 5,514 | |||
Oppein Home Group, Inc. Class A | 1,680 | 22,111 | |||
Orient Securities Co. Ltd. Class A | 15,292 | 20,107 | |||
Ovctek China, Inc. Class A | 3,160 | 11,138 | |||
Pangang Group Vanadium Titanium & Resources Co. Ltd. Class A (a) | 21,100 | 10,658 | |||
PDD Holdings, Inc. ADR (a) | 52,100 | 5,109,447 | |||
People.cn Co. Ltd. Class A | 2,500 | 13,156 | |||
People's Insurance Co. Group of China Ltd. Class A | 19,600 | 15,872 | |||
People's Insurance Co. Group of China Ltd. Class H | 755,000 | 270,887 | |||
Perfect World Co. Ltd. Class A | 4,800 | 8,696 | |||
PetroChina Co. Ltd. Class A | 53,100 | 58,160 | |||
PetroChina Co. Ltd. Class H | 1,838,000 | 1,384,628 | |||
Pharmaron Beijing Co. Ltd. Class A | 4,275 | 18,248 | |||
PICC Property & Casualty Co. Ltd. Class H | 601,000 | 771,984 | |||
Ping An Bank Co. Ltd. Class A | 45,800 | 70,406 | |||
Ping An Healthcare & Technology Co. Ltd. (a)(b)(c) | 45,800 | 106,900 | |||
Ping An Insurance Group Co. of China Ltd. Class A | 24,600 | 163,083 | |||
Ping An Insurance Group Co. of China Ltd. Class H | 584,000 | 3,344,344 | |||
Piotech, Inc. Class A | 426 | 13,928 |
See accompanying notes to Schedule of
Investments.
192
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Poly Developments & Holdings Group Co. Ltd. Class A | 31,500 | $55,081 | |||
Pop Mart International Group Ltd. (b) | 40,400 | 119,418 | |||
Postal Savings Bank of China Co. Ltd. Class A | 59,800 | 40,793 | |||
Postal Savings Bank of China Co. Ltd. Class H (b) | 689,000 | 348,377 | |||
Power Construction Corp. of China Ltd. Class A | 46,500 | 34,145 | |||
Pylon Technologies Co. Ltd. Class A | 554 | 9,938 | |||
Qi An Xin Technology Group, Inc. Class A (a) | 1,561 | 11,025 | |||
Qifu Technology, Inc. ADR | 9,900 | 152,064 | |||
Qinghai Salt Lake Industry Co. Ltd. Class A (a) | 12,600 | 29,677 | |||
Raytron Technology Co. Ltd. Class A | 1,060 | 6,940 | |||
Riyue Heavy Industry Co. Ltd. Class A | 2,400 | 5,231 | |||
Rongsheng Petrochemical Co. Ltd. Class A | 29,255 | 47,823 | |||
SAIC Motor Corp. Ltd. Class A | 17,400 | 35,346 | |||
Sailun Group Co. Ltd. Class A | 7,600 | 13,154 | |||
Sanan Optoelectronics Co. Ltd. Class A | 11,500 | 24,339 | |||
Sangfor Technologies, Inc. Class A (a) | 750 | 9,605 | |||
Sany Heavy Equipment International Holdings Co. Ltd. | 97,000 | 153,330 | |||
Sany Heavy Industry Co. Ltd. Class A | 19,455 | 42,431 | |||
Satellite Chemical Co. Ltd. Class A | 7,186 | 15,120 | |||
SDIC Capital Co. Ltd. Class A | 14,600 | 13,807 | |||
SDIC Power Holdings Co. Ltd. Class A | 17,100 | 27,625 | |||
Seazen Holdings Co. Ltd. Class A (a) | 4,200 | 7,638 | |||
Seres Group Co. Ltd. Class A (a) | 3,400 | 26,003 | |||
SF Holding Co. Ltd. Class A | 11,800 | 66,080 | |||
SG Micro Corp. Class A | 877 | 9,361 | |||
Shaanxi Coal Industry Co. Ltd. Class A | 23,200 | 58,782 | |||
Shan Xi Hua Yang Group New Energy Co. Ltd. Class A | 13,800 | 15,948 | |||
Shandong Buchang Pharmaceuticals Co. Ltd. Class A | 4,600 | 11,314 | |||
Shandong Gold Mining Co. Ltd. Class A | 8,128 | 28,013 | |||
Shandong Gold Mining Co. Ltd. Class H (b) | 66,500 | 125,836 | |||
Shandong Hualu Hengsheng Chemical Co. Ltd. Class A | 4,250 | 18,725 |
Security Description | Shares | Value | |||
Shandong Linglong Tyre Co. Ltd. Class A | 4,800 | $13,387 | |||
Shandong Nanshan Aluminum Co. Ltd. Class A | 28,089 | 12,106 | |||
Shandong Sun Paper Industry JSC Ltd. Class A | 10,500 | 17,669 | |||
Shandong Weigao Group Medical Polymer Co. Ltd. Class H | 214,800 | 188,694 | |||
Shanghai Aiko Solar Energy Co. Ltd. Class A | 4,200 | 12,861 | |||
Shanghai Bairun Investment Holding Group Co. Ltd. Class A | 3,332 | 13,185 | |||
Shanghai Baosight Software Co. Ltd. Class A | 5,600 | 34,726 | |||
Shanghai Baosight Software Co. Ltd. Class B | 53,232 | 112,053 | |||
Shanghai Construction Group Co. Ltd. Class A | 21,900 | 8,266 | |||
Shanghai Electric Group Co. Ltd. Class A (a) | 41,000 | 26,336 | |||
Shanghai Fosun Pharmaceutical Group Co. Ltd. Class A | 4,820 | 18,921 | |||
Shanghai Fosun Pharmaceutical Group Co. Ltd. Class H | 47,000 | 110,421 | |||
Shanghai Friendess Electronic Technology Corp. Ltd. Class A | 185 | 6,333 | |||
Shanghai International Airport Co. Ltd. Class A (a) | 2,968 | 15,435 | |||
Shanghai International Port Group Co. Ltd. Class A | 16,300 | 11,522 | |||
Shanghai Jinjiang International Hotels Co. Ltd. Class A | 2,700 | 13,934 | |||
Shanghai Junshi Biosciences Co. Ltd. Class A (a) | 2,405 | 12,709 | |||
Shanghai Lingang Holdings Corp. Ltd. Class A | 6,900 | 10,768 | |||
Shanghai M&G Stationery, Inc. Class A | 1,600 | 8,016 | |||
Shanghai Pharmaceuticals Holding Co. Ltd. Class A | 8,600 | 21,341 | |||
Shanghai Pharmaceuticals Holding Co. Ltd. Class H | 67,100 | 104,696 | |||
Shanghai Pudong Development Bank Co. Ltd. Class A | 63,700 | 62,076 | |||
Shanghai Putailai New Energy Technology Co. Ltd. Class A | 6,554 | 26,348 | |||
Shanghai RAAS Blood Products Co. Ltd. Class A | 18,500 | 17,673 | |||
Shanghai Rural Commercial Bank Co. Ltd. Class A | 22,000 | 18,238 | |||
Shanghai Yuyuan Tourist Mart Group Co. Ltd. Class A | 13,000 | 13,275 |
See accompanying notes to Schedule of
Investments.
193
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Shanxi Coal International Energy Group Co. Ltd. Class A | 4,500 | $11,643 | |||
Shanxi Coking Coal Energy Group Co. Ltd. Class A | 13,200 | 18,226 | |||
Shanxi Lu'an Environmental Energy Development Co. Ltd. Class A | 9,600 | 25,022 | |||
Shanxi Meijin Energy Co. Ltd. Class A (a) | 16,200 | 15,609 | |||
Shanxi Securities Co. Ltd. Class A | 15,700 | 12,391 | |||
Shanxi Taigang Stainless Steel Co. Ltd. Class A | 22,800 | 12,643 | |||
Shanxi Xinghuacun Fen Wine Factory Co. Ltd. Class A | 2,980 | 97,960 | |||
Shede Spirits Co. Ltd. Class A | 800 | 13,725 | |||
Shenergy Co. Ltd. Class A | 11,200 | 9,762 | |||
Shenghe Resources Holding Co. Ltd. Class A | 4,400 | 6,565 | |||
Shengyi Technology Co. Ltd. Class A | 6,000 | 12,649 | |||
Shennan Circuits Co. Ltd. Class A | 960 | 8,772 | |||
Shenwan Hongyuan Group Co. Ltd. Class A | 65,700 | 39,046 | |||
Shenzhen Capchem Technology Co. Ltd. Class A | 1,000 | 6,014 | |||
Shenzhen Dynanonic Co. Ltd. Class A | 960 | 10,088 | |||
Shenzhen Energy Group Co. Ltd. Class A | 12,700 | 11,121 | |||
Shenzhen Inovance Technology Co. Ltd. Class A | 3,350 | 30,572 | |||
Shenzhen International Holdings Ltd. | 118,057 | 72,807 | |||
Shenzhen Kangtai Biological Products Co. Ltd. Class A (a) | 3,918 | 15,740 | |||
Shenzhen Kedali Industry Co. Ltd. Class A | 300 | 3,960 | |||
Shenzhen Mindray Bio-Medical Electronics Co. Ltd. Class A | 2,700 | 99,988 | |||
Shenzhen New Industries Biomedical Engineering Co. Ltd. Class A | 1,200 | 10,462 | |||
Shenzhen Overseas Chinese Town Co. Ltd. Class A (a) | 20,200 | 11,728 | |||
Shenzhen Salubris Pharmaceuticals Co. Ltd. Class A | 3,600 | 14,651 | |||
Shenzhen SC New Energy Technology Corp. Class A | 500 | 5,212 | |||
Shenzhen Senior Technology Material Co. Ltd. Class A | 1,292 | 2,318 | |||
Shenzhen Sunlord Electronics Co. Ltd. Class A | 2,000 | 7,895 | |||
Shenzhen Transsion Holdings Co. Ltd. Class A | 1,976 | 39,527 |
Security Description | Shares | Value | |||
Shenzhou International Group Holdings Ltd. | 71,900 | $688,535 | |||
Shijiazhuang Yiling Pharmaceutical Co. Ltd. Class A | 5,400 | 17,388 | |||
Sichuan Chuantou Energy Co. Ltd. Class A | 10,000 | 20,314 | |||
Sichuan Hebang Biotechnology Co. Ltd. Class A | 11,800 | 3,790 | |||
Sichuan Kelun Pharmaceutical Co. Ltd. Class A | 5,200 | 20,805 | |||
Sichuan New Energy Power Co. Ltd. Class A (a) | 1,500 | 2,450 | |||
Sichuan Road & Bridge Group Co. Ltd. Class A | 13,300 | 15,827 | |||
Sichuan Swellfun Co. Ltd. Class A | 1,600 | 13,247 | |||
Sichuan Yahua Industrial Group Co. Ltd. Class A | 1,600 | 3,290 | |||
Sieyuan Electric Co. Ltd. Class A | 1,200 | 8,512 | |||
Silergy Corp. | 28,000 | 264,122 | |||
Sinolink Securities Co. Ltd. Class A | 8,500 | 10,838 | |||
Sinoma Science & Technology Co. Ltd. Class A | 6,300 | 17,778 | |||
Sinomine Resource Group Co. Ltd. Class A | 2,380 | 11,894 | |||
Sinopec Shanghai Petrochemical Co. Ltd. Class A (a) | 24,500 | 10,424 | |||
Sinopharm Group Co. Ltd. Class H | 116,400 | 337,376 | |||
Sinotruk Hong Kong Ltd. | 58,000 | 111,677 | |||
Skshu Paint Co. Ltd. Class A (a) | 952 | 8,955 | |||
Smoore International Holdings Ltd. (b)(c) | 167,000 | 151,608 | |||
Songcheng Performance Development Co. Ltd. Class A | 3,940 | 6,608 | |||
SooChow Securities Co. Ltd. Class A | 15,600 | 18,050 | |||
Southwest Securities Co. Ltd. Class A | 29,900 | 16,908 | |||
Spring Airlines Co. Ltd. Class A (a) | 2,200 | 16,520 | |||
StarPower Semiconductor Ltd. Class A | 600 | 14,794 | |||
Sungrow Power Supply Co. Ltd. Class A | 3,600 | 44,228 | |||
Sunny Optical Technology Group Co. Ltd. | 62,000 | 433,027 | |||
Sunresin New Materials Co. Ltd. Class A | 1,100 | 8,817 | |||
Sunwoda Electronic Co. Ltd. Class A | 6,200 | 14,381 |
See accompanying notes to Schedule of
Investments.
194
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
SUPCON Technology Co. Ltd. Class A | 1,654 | $10,851 | |||
Suzhou Dongshan Precision Manufacturing Co. Ltd. Class A | 2,700 | 6,426 | |||
Suzhou Maxwell Technologies Co. Ltd. Class A | 921 | 16,006 | |||
Suzhou TFC Optical Communication Co. Ltd. Class A | 900 | 11,735 | |||
TAL Education Group ADR (a) | 37,800 | 344,358 | |||
TBEA Co. Ltd. Class A | 12,073 | 24,558 | |||
TCL Technology Group Corp. Class A (a) | 33,220 | 18,603 | |||
TCL Zhonghuan Renewable Energy Technology Co. Ltd. Class A | 11,250 | 36,101 | |||
Tencent Holdings Ltd. | 584,200 | 22,840,330 | |||
Tencent Music Entertainment Group ADR (a) | 65,500 | 417,890 | |||
Thunder Software Technology Co. Ltd. Class A | 1,400 | 14,713 | |||
Tianjin 712 Communication & Broadcasting Co. Ltd. Class A | 2,500 | 8,674 | |||
Tianma Microelectronics Co. Ltd. Class A (a) | 8,800 | 11,136 | |||
Tianqi Lithium Corp. Class A | 3,600 | 27,142 | |||
Tianshan Aluminum Group Co. Ltd. Class A | 3,000 | 2,697 | |||
Tianshui Huatian Technology Co. Ltd. Class A | 9,100 | 11,216 | |||
Tingyi Cayman Islands Holding Corp. | 170,000 | 237,466 | |||
Titan Wind Energy Suzhou Co. Ltd. Class A (a) | 3,000 | 5,316 | |||
Tongcheng Travel Holdings Ltd. (a) | 106,000 | 232,793 | |||
TongFu Microelectronics Co. Ltd. Class A | 6,300 | 16,576 | |||
Tongkun Group Co. Ltd. Class A (a) | 7,400 | 14,981 | |||
Tongling Nonferrous Metals Group Co. Ltd. Class A | 42,200 | 18,477 | |||
Tongwei Co. Ltd. Class A | 12,100 | 53,577 | |||
Topchoice Medical Corp. Class A (a) | 1,100 | 13,316 | |||
Topsports International Holdings Ltd. (b) | 165,000 | 125,354 | |||
TravelSky Technology Ltd. Class H | 86,000 | 149,119 | |||
Trina Solar Co. Ltd. Class A | 6,219 | 26,094 | |||
Trip.com Group Ltd. (a) | 47,867 | 1,706,425 | |||
Tsingtao Brewery Co. Ltd. Class A | 1,500 | 18,006 | |||
Tsingtao Brewery Co. Ltd. Class H | 54,000 | 441,965 |
Security Description | Shares | Value | |||
Unigroup Guoxin Microelectronics Co. Ltd. Class A (a) | 2,379 | $28,473 | |||
Uni-President China Holdings Ltd. | 113,000 | 79,355 | |||
Unisplendour Corp. Ltd. Class A (a) | 5,360 | 17,340 | |||
Verisilicon Microelectronics Shanghai Co. Ltd. Class A (a) | 1,138 | 9,364 | |||
Vipshop Holdings Ltd. ADR (a) | 29,188 | 467,300 | |||
Walvax Biotechnology Co. Ltd. Class A | 4,400 | 14,216 | |||
Wanda Film Holding Co. Ltd. Class A (a) | 5,000 | 9,251 | |||
Wanhua Chemical Group Co. Ltd. Class A | 7,700 | 93,342 | |||
Want Want China Holdings Ltd. | 411,000 | 268,163 | |||
Weibo Corp. ADR | 6,560 | 82,262 | |||
Weichai Power Co. Ltd. Class A | 19,400 | 33,364 | |||
Weichai Power Co. Ltd. Class H | 175,000 | 238,194 | |||
Weihai Guangwei Composites Co. Ltd. Class A | 1,280 | 4,823 | |||
Wens Foodstuffs Group Co. Ltd. Class A | 14,240 | 33,969 | |||
Western Mining Co. Ltd. Class A | 5,400 | 9,524 | |||
Western Securities Co. Ltd. Class A | 14,600 | 13,226 | |||
Western Superconducting Technologies Co. Ltd. Class A | 1,083 | 6,802 | |||
Will Semiconductor Co. Ltd. Shanghai Class A | 3,375 | 43,108 | |||
Wingtech Technology Co. Ltd. Class A (a) | 3,000 | 17,973 | |||
Wintime Energy Group Co. Ltd. Class A (a) | 50,600 | 9,654 | |||
Wuchan Zhongda Group Co. Ltd. Class A | 20,300 | 13,207 | |||
Wuhan Guide Infrared Co. Ltd. Class A | 13,249 | 13,857 | |||
Wuliangye Yibin Co. Ltd. Class A | 8,700 | 186,401 | |||
WUS Printed Circuit Kunshan Co. Ltd. Class A | 4,180 | 12,914 | |||
WuXi AppTec Co. Ltd. Class A | 6,333 | 74,910 | |||
WuXi AppTec Co. Ltd. Class H (b)(c) | 31,091 | 372,170 | |||
Wuxi Biologics Cayman, Inc. (a)(b) | 332,000 | 1,935,149 | |||
XCMG Construction Machinery Co. Ltd. Class A | 35,100 | 30,688 | |||
Xiamen C & D, Inc. Class A | 11,400 | 15,522 | |||
Xiamen Faratronic Co. Ltd. Class A | 400 | 5,322 |
See accompanying notes to Schedule of
Investments.
195
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Xiamen Tungsten Co. Ltd. Class A | 4,600 | $10,828 | |||
Xiaomi Corp. Class B (a)(b) | 1,333,900 | 2,101,716 | |||
Xinjiang Daqo New Energy Co. Ltd. Class A | 4,059 | 22,524 | |||
Xinyi Solar Holdings Ltd. | 424,089 | 317,315 | |||
XPeng, Inc. Class A (a)(c) | 89,700 | 801,154 | |||
Xtep International Holdings Ltd. | 118,013 | 109,396 | |||
Yadea Group Holdings Ltd. (b) | 106,000 | 196,791 | |||
Yankuang Energy Group Co. Ltd. Class A | 9,150 | 25,431 | |||
Yankuang Energy Group Co. Ltd. Class H (c) | 198,000 | 374,164 | |||
Yantai Jereh Oilfield Services Group Co. Ltd. Class A | 3,700 | 16,195 | |||
Yealink Network Technology Corp. Ltd. Class A | 3,500 | 17,121 | |||
Yifeng Pharmacy Chain Co. Ltd. Class A | 1,783 | 8,582 | |||
Yihai International Holding Ltd. | 43,000 | 74,120 | |||
Yihai Kerry Arawana Holdings Co. Ltd. Class A | 2,900 | 13,685 | |||
Yintai Gold Co. Ltd. Class A | 11,060 | 21,602 | |||
Yonghui Superstores Co. Ltd. Class A (a) | 20,700 | 9,120 | |||
YongXing Special Materials Technology Co. Ltd. Class A | 1,040 | 6,483 | |||
Yonyou Network Technology Co. Ltd. Class A | 6,878 | 15,690 | |||
Youngor Group Co. Ltd. Class A | 5,400 | 5,270 | |||
YTO Express Group Co. Ltd. Class A | 9,900 | 20,423 | |||
Yuan Longping High-tech Agriculture Co. Ltd. Class A (a) | 4,200 | 8,647 | |||
Yuexiu Property Co. Ltd. | 137,220 | 158,212 | |||
Yum China Holdings, Inc. | 36,400 | 2,028,208 | |||
Yunda Holding Co. Ltd. Class A | 9,360 | 12,667 | |||
Yunnan Aluminium Co. Ltd. Class A | 5,200 | 10,777 | |||
Yunnan Baiyao Group Co. Ltd. Class A | 4,778 | 34,954 | |||
Yunnan Botanee Bio-Technology Group Co. Ltd. Class A | 1,100 | 14,088 | |||
Yunnan Energy New Material Co. Ltd. Class A | 2,400 | 19,732 | |||
Yunnan Tin Co. Ltd. Class A | 1,400 | 2,754 | |||
Yunnan Yuntianhua Co. Ltd. Class A | 7,000 | 16,420 | |||
Yutong Bus Co. Ltd. Class A | 5,000 | 9,079 | |||
Zai Lab Ltd. ADR (a)(c) | 7,974 | 193,848 | |||
Zangge Mining Co. Ltd. Class A | 5,900 | 18,480 | |||
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. Class A | 1,600 | 60,438 |
Security Description | Shares | Value | |||
Zhaojin Mining Industry Co. Ltd. Class H | 113,500 | $158,254 | |||
Zhefu Holding Group Co. Ltd. Class A | 13,200 | 7,030 | |||
Zhejiang Century Huatong Group Co. Ltd. Class A (a) | 18,300 | 12,132 | |||
Zhejiang China Commodities City Group Co. Ltd. Class A | 13,400 | 16,626 | |||
Zhejiang Chint Electrics Co. Ltd. Class A | 5,100 | 16,303 | |||
Zhejiang Dahua Technology Co. Ltd. Class A | 7,500 | 22,925 | |||
Zhejiang Dingli Machinery Co. Ltd. Class A | 1,960 | 14,191 | |||
Zhejiang Expressway Co. Ltd. Class H (c) | 118,000 | 87,989 | |||
Zhejiang Huahai Pharmaceutical Co. Ltd. Class A | 5,830 | 13,563 | |||
Zhejiang Huayou Cobalt Co. Ltd. Class A | 3,880 | 19,976 | |||
Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. Class A | 3,100 | 20,300 | |||
Zhejiang Jiuzhou Pharmaceutical Co. Ltd. Class A | 1,300 | 5,171 | |||
Zhejiang Juhua Co. Ltd. Class A | 8,700 | 18,174 | |||
Zhejiang Longsheng Group Co. Ltd. Class A | 7,400 | 9,436 | |||
Zhejiang NHU Co. Ltd. Class A | 6,516 | 14,524 | |||
Zhejiang Sanhua Intelligent Controls Co. Ltd. Class A | 4,100 | 16,713 | |||
Zhejiang Supor Co. Ltd. Class A | 1,300 | 8,650 | |||
Zhejiang Weiming Environment Protection Co. Ltd. Class A | 4,330 | 10,519 | |||
Zhejiang Weixing New Building Materials Co. Ltd. Class A | 5,100 | 12,775 | |||
Zhejiang Zheneng Electric Power Co. Ltd. Class A (a) | 25,500 | 14,875 | |||
Zheshang Securities Co. Ltd. Class A | 11,100 | 15,357 | |||
ZhongAn Online P&C Insurance Co. Ltd. Class H (a)(b) | 60,400 | 178,149 | |||
Zhongji Innolight Co. Ltd. Class A | 2,200 | 34,967 | |||
Zhongjin Gold Corp. Ltd. Class A | 11,000 | 16,517 | |||
Zhongsheng Group Holdings Ltd. | 73,000 | 205,526 | |||
Zhongtai Securities Co. Ltd. Class A | 14,300 | 13,935 | |||
Zhuzhou CRRC Times Electric Co. Ltd. Class H | 44,600 | 154,326 | |||
Zhuzhou Kibing Group Co. Ltd. Class A | 3,400 | 3,827 |
See accompanying notes to Schedule of
Investments.
196
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Zijin Mining Group Co. Ltd. Class A | 47,800 | $79,582 | ||||
Zijin Mining Group Co. Ltd. Class H | 474,000 | 725,055 | ||||
Zoomlion Heavy Industry Science & Technology Co. Ltd. Class A | 17,400 | 16,359 | ||||
ZTE Corp. Class A | 8,700 | 39,024 | ||||
ZTE Corp. Class H | 67,800 | 204,737 | ||||
ZTO Express Cayman, Inc. ADR | 37,300 | 901,541 | ||||
155,002,152 | ||||||
COLOMBIA — 0.1% | ||||||
Bancolombia SA | 22,213 | 169,152 | ||||
Bancolombia SA Preference Shares | 39,408 | 263,761 | ||||
Interconexion Electrica SA ESP | 37,571 | 138,548 | ||||
571,461 | ||||||
CZECH REPUBLIC — 0.2% | ||||||
CEZ AS (c) | 14,034 | 597,867 | ||||
Komercni Banka AS | 6,542 | 191,107 | ||||
Moneta Money Bank AS (b) | 28,900 | 105,278 | ||||
894,252 | ||||||
EGYPT — 0.1% | ||||||
Commercial International Bank Egypt SAE | 217,684 | 422,687 | ||||
Eastern Co. SAE | 85,861 | 66,911 | ||||
EFG Holding S.A.E. (a) | 97,556 | 46,568 | ||||
536,166 | ||||||
GREECE — 0.4% | ||||||
Alpha Services & Holdings SA (a) | 193,129 | 257,332 | ||||
Eurobank Ergasias Services & Holdings SA Class A (a) | 225,049 | 347,637 | ||||
FF Group (a)(d) | 3,869 | — | ||||
Hellenic Telecommunications Organization SA | 16,864 | 246,753 | ||||
JUMBO SA | 9,988 | 274,945 | ||||
Motor Oil Hellas Corinth Refineries SA | 5,601 | 141,966 | ||||
Mytilineos SA | 9,195 | 339,564 | ||||
National Bank of Greece SA (a) | 47,467 | 268,365 | ||||
OPAP SA | 15,661 | 262,976 | ||||
Piraeus Financial Holdings SA (a) | 58,697 | 174,629 | ||||
Public Power Corp. SA (a) | 18,846 | 189,555 | ||||
2,503,722 | ||||||
HONG KONG — 0.1% | ||||||
China Huishan Dairy Holdings Co. Ltd. (a)(d) | 406,100 | — | ||||
Kingboard Laminates Holdings Ltd. | 85,800 | 60,692 | ||||
Nine Dragons Paper Holdings Ltd. (a) | 149,000 | 83,710 |
Security Description | Shares | Value | ||||
Orient Overseas International Ltd. (c) | 12,000 | $160,115 | ||||
Sino Biopharmaceutical Ltd. | 897,000 | 324,127 | ||||
Vinda International Holdings Ltd. (c) | 36,000 | 86,508 | ||||
715,152 | ||||||
HUNGARY — 0.2% | ||||||
MOL Hungarian Oil & Gas PLC | 39,282 | 299,239 | ||||
OTP Bank Nyrt | 20,703 | 750,729 | ||||
Richter Gedeon Nyrt | 12,089 | 293,839 | ||||
1,343,807 | ||||||
INDIA — 15.2% | ||||||
ABB India Ltd. | 4,571 | 225,588 | ||||
Adani Enterprises Ltd. | 14,834 | 431,205 | ||||
Adani Green Energy Ltd. (a) | 27,420 | 325,954 | ||||
Adani Ports & Special Economic Zone Ltd. | 45,798 | 455,078 | ||||
Adani Power Ltd. (a) | 66,438 | 301,983 | ||||
Ambuja Cements Ltd. | 51,484 | 263,368 | ||||
Apollo Hospitals Enterprise Ltd. | 8,743 | 540,928 | ||||
Ashok Leyland Ltd. | 125,757 | 268,047 | ||||
Asian Paints Ltd. | 33,424 | 1,272,319 | ||||
Astral Ltd. | 10,341 | 238,155 | ||||
AU Small Finance Bank Ltd. (b) | 15,039 | 129,217 | ||||
Aurobindo Pharma Ltd. | 23,142 | 254,812 | ||||
Avenue Supermarts Ltd. (a)(b) | 14,092 | 623,745 | ||||
Axis Bank Ltd. | 198,645 | 2,479,915 | ||||
Bajaj Auto Ltd. | 5,879 | 358,490 | ||||
Bajaj Finance Ltd. | 23,766 | 2,235,399 | ||||
Bajaj Finserv Ltd. | 33,179 | 615,404 | ||||
Bajaj Holdings & Investment Ltd. | 2,278 | 195,001 | ||||
Balkrishna Industries Ltd. | 6,591 | 203,013 | ||||
Bandhan Bank Ltd. (b) | 61,945 | 187,682 | ||||
Bank of Baroda | 88,256 | 227,385 | ||||
Berger Paints India Ltd. (e) | 25,401 | 174,002 | ||||
Berger Paints India Ltd. (a)(e) | 4,136 | 28,334 | ||||
Bharat Electronics Ltd. | 317,228 | 528,323 | ||||
Bharat Forge Ltd. | 21,930 | 288,276 | ||||
Bharat Petroleum Corp. Ltd. | 65,658 | 274,045 | ||||
Bharti Airtel Ltd. | 194,712 | 2,172,188 | ||||
Britannia Industries Ltd. | 9,419 | 514,629 | ||||
CG Power & Industrial Solutions Ltd. | 52,289 | 278,442 | ||||
Cholamandalam Investment & Finance Co. Ltd. | 35,683 | 523,184 | ||||
Cipla Ltd. | 45,734 | 653,258 | ||||
Coal India Ltd. | 133,495 | 474,556 | ||||
Colgate-Palmolive India Ltd. | 10,542 | 254,603 | ||||
Container Corp. of India Ltd. | 23,574 | 203,317 | ||||
Cummins India Ltd. | 11,855 | 242,164 | ||||
Dabur India Ltd. | 53,731 | 356,907 | ||||
Divi's Laboratories Ltd. | 10,364 | 469,911 | ||||
DLF Ltd. | 53,543 | 342,312 |
See accompanying notes to Schedule of
Investments.
197
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Dr Reddy's Laboratories Ltd. | 9,404 | $632,699 | |||
Eicher Motors Ltd. | 11,874 | 492,877 | |||
GAIL India Ltd. | 198,709 | 297,676 | |||
Godrej Consumer Products Ltd. (a) | 35,499 | 423,895 | |||
Godrej Properties Ltd. (a) | 10,768 | 201,521 | |||
Grasim Industries Ltd. | 22,866 | 534,854 | |||
Havells India Ltd. | 21,706 | 363,055 | |||
HCL Technologies Ltd. | 82,551 | 1,227,510 | |||
HDFC Asset Management Co. Ltd. (b) | 7,293 | 232,509 | |||
HDFC Bank Ltd. | 243,086 | 4,467,926 | |||
HDFC Life Insurance Co. Ltd. (b) | 84,097 | 645,504 | |||
Hero MotoCorp Ltd. | 9,513 | 350,231 | |||
Hindalco Industries Ltd. | 106,922 | 634,325 | |||
Hindustan Aeronautics Ltd. | 14,474 | 336,074 | |||
Hindustan Petroleum Corp. Ltd. (a) | 51,745 | 158,866 | |||
Hindustan Unilever Ltd. | 71,678 | 2,128,211 | |||
ICICI Bank Ltd. | 451,310 | 5,173,357 | |||
ICICI Lombard General Insurance Co. Ltd. (b) | 20,831 | 328,502 | |||
ICICI Prudential Life Insurance Co. Ltd. (b) | 30,982 | 211,245 | |||
IDFC First Bank Ltd. (a) | 278,446 | 320,222 | |||
Indian Hotels Co. Ltd. | 73,820 | 365,450 | |||
Indian Oil Corp. Ltd. | 244,019 | 267,259 | |||
Indian Railway Catering & Tourism Corp. Ltd. | 20,594 | 168,849 | |||
Indraprastha Gas Ltd. | 27,005 | 147,917 | |||
Info Edge India Ltd. | 6,139 | 307,929 | |||
Infosys Ltd. | 289,391 | 5,002,409 | |||
InterGlobe Aviation Ltd. (a)(b) | 11,687 | 335,124 | |||
ITC Ltd. | 259,959 | 1,391,185 | |||
Jindal Steel & Power Ltd. | 30,528 | 257,833 | |||
Jio Financial Services Ltd. (a) | 265,805 | 740,043 | |||
JSW Steel Ltd. | 52,458 | 492,481 | |||
Jubilant Foodworks Ltd. | 34,024 | 218,424 | |||
Kotak Mahindra Bank Ltd. | 95,265 | 1,991,197 | |||
Larsen & Toubro Ltd. | 60,014 | 2,185,123 | |||
LTIMindtree Ltd. (b) | 7,702 | 483,209 | |||
Lupin Ltd. | 18,173 | 256,320 | |||
Mahindra & Mahindra Ltd. | 81,278 | 1,521,248 | |||
Marico Ltd. | 44,713 | 302,417 | |||
Maruti Suzuki India Ltd. | 11,847 | 1,513,751 | |||
Max Healthcare Institute Ltd. | 67,419 | 460,657 | |||
Mphasis Ltd. | 6,873 | 196,702 | |||
MRF Ltd. | 163 | 210,608 | |||
Muthoot Finance Ltd. | 10,959 | 165,227 | |||
Nestle India Ltd. | 2,937 | 796,023 | |||
NTPC Ltd. | 379,799 | 1,123,052 | |||
Oil & Natural Gas Corp. Ltd. | 273,164 | 631,090 | |||
Page Industries Ltd. | 529 | 248,307 | |||
Petronet LNG Ltd. | 63,818 | 184,404 | |||
PI Industries Ltd. | 7,271 | 302,341 | |||
Pidilite Industries Ltd. | 13,227 | 388,569 |
Security Description | Shares | Value | ||||
Power Finance Corp. Ltd. (e) | 90,504 | $274,538 | ||||
Power Finance Corp. Ltd. (a)(e) | 22,626 | 68,634 | ||||
Power Grid Corp. of India Ltd. | 404,890 | 973,933 | ||||
REC Ltd. | 101,562 | 351,499 | ||||
Reliance Industries Ltd. | 265,367 | 7,493,693 | ||||
Samvardhana Motherson International Ltd. | 208,404 | 240,926 | ||||
SBI Cards & Payment Services Ltd. | 24,281 | 231,315 | ||||
SBI Life Insurance Co. Ltd. (b) | 39,149 | 615,418 | ||||
Shree Cement Ltd. | 771 | 236,431 | ||||
Shriram Finance Ltd. | 24,675 | 570,319 | ||||
Siemens Ltd. | 7,712 | 341,063 | ||||
Sona Blw Precision Forgings Ltd. (b) | 35,056 | 246,283 | ||||
SRF Ltd. | 12,843 | 347,888 | ||||
State Bank of India | 155,461 | 1,120,542 | ||||
Sun Pharmaceutical Industries Ltd. | 83,573 | 1,166,069 | ||||
Supreme Industries Ltd. | 5,443 | 270,147 | ||||
Tata Consultancy Services Ltd. | 79,733 | 3,388,025 | ||||
Tata Consumer Products Ltd. | 48,400 | 511,095 | ||||
Tata Elxsi Ltd. | 2,960 | 257,611 | ||||
Tata Motors Ltd. | 144,624 | 1,097,551 | ||||
Tata Power Co. Ltd. | 124,499 | 393,251 | ||||
Tata Steel Ltd. | 638,303 | 990,800 | ||||
Tech Mahindra Ltd. | 46,577 | 685,856 | ||||
Titan Co. Ltd. | 30,933 | 1,172,933 | ||||
Torrent Pharmaceuticals Ltd. | 8,665 | 201,293 | ||||
Trent Ltd. | 15,691 | 393,053 | ||||
Tube Investments of India Ltd. | 9,200 | 331,069 | ||||
TVS Motor Co. Ltd. | 20,705 | 379,436 | ||||
UltraTech Cement Ltd. | 10,056 | 999,633 | ||||
United Spirits Ltd. (a) | 25,139 | 304,924 | ||||
UPL Ltd. | 38,566 | 286,199 | ||||
Varun Beverages Ltd. | 39,415 | 448,871 | ||||
Vedanta Ltd. | 63,328 | 169,719 | ||||
Wipro Ltd. | 112,338 | 549,303 | ||||
Yes Bank Ltd. (a) | 1,127,881 | 234,293 | ||||
Zomato Ltd. (a) | 370,283 | 452,591 | ||||
89,223,550 | ||||||
INDONESIA — 1.9% | ||||||
Adaro Energy Indonesia Tbk PT | 1,237,500 | 228,203 | ||||
Aneka Tambang Tbk | 795,800 | 93,457 | ||||
Astra International Tbk PT | 1,761,500 | 709,501 | ||||
Bank Central Asia Tbk PT | 4,835,200 | 2,760,960 | ||||
Bank Mandiri Persero Tbk PT | 3,251,900 | 1,267,725 | ||||
Bank Negara Indonesia Persero Tbk PT | 646,600 | 431,973 | ||||
Bank Rakyat Indonesia Persero Tbk PT | 5,944,613 | 2,009,745 | ||||
Barito Pacific Tbk PT | 2,509,627 | 211,098 | ||||
Charoen Pokphand Indonesia Tbk PT (a) | 629,900 | 221,107 |
See accompanying notes to Schedule of
Investments.
198
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
GoTo Gojek Tokopedia Tbk PT (a) | 72,032,000 | $396,164 | ||||
Indah Kiat Pulp & Paper Tbk PT | 249,600 | 179,266 | ||||
Indofood CBP Sukses Makmur Tbk PT | 208,300 | 149,267 | ||||
Indofood Sukses Makmur Tbk PT | 402,900 | 172,709 | ||||
Kalbe Farma Tbk PT | 1,820,700 | 206,750 | ||||
Merdeka Copper Gold Tbk PT (a) | 1,029,424 | 191,830 | ||||
Sarana Menara Nusantara Tbk PT | 1,853,000 | 115,101 | ||||
Semen Indonesia Persero Tbk PT | 301,884 | 125,500 | ||||
Sumber Alfaria Trijaya Tbk PT | 1,433,600 | 274,568 | ||||
Telkom Indonesia Persero Tbk PT | 4,314,800 | 1,046,943 | ||||
Unilever Indonesia Tbk PT | 656,200 | 158,796 | ||||
United Tractors Tbk PT | 127,500 | 233,056 | ||||
Vale Indonesia Tbk PT | 220,300 | 80,537 | ||||
11,264,256 | ||||||
KUWAIT — 0.8% | ||||||
Agility Public Warehousing Co. KSC (a) | 139,954 | 252,691 | ||||
Boubyan Bank KSCP | 120,898 | 236,280 | ||||
Gulf Bank KSCP | 150,339 | 127,938 | ||||
Kuwait Finance House KSCP | 707,795 | 1,678,737 | ||||
Mabanee Co. KPSC | 54,229 | 144,763 | ||||
Mobile Telecommunications Co. KSCP | 166,774 | 262,802 | ||||
National Bank of Kuwait SAKP | 656,630 | 1,924,953 | ||||
4,628,164 | ||||||
LUXEMBOURG — 0.0% (f) | ||||||
Reinet Investments SCA | 12,325 | 271,976 | ||||
MALAYSIA — 1.3% | ||||||
AMMB Holdings Bhd | 140,900 | 111,034 | ||||
Axiata Group Bhd | 253,693 | 134,539 | ||||
CELCOMDIGI Bhd | 306,800 | 285,547 | ||||
CIMB Group Holdings Bhd | 556,236 | 643,280 | ||||
Dialog Group Bhd | 289,300 | 130,625 | ||||
Gamuda Bhd | 171,046 | 161,383 | ||||
Genting Bhd | 181,500 | 161,196 | ||||
Genting Malaysia Bhd | 251,800 | 134,072 | ||||
Hong Leong Bank Bhd | 58,600 | 243,374 | ||||
Hong Leong Financial Group Bhd | 21,200 | 79,919 | ||||
IHH Healthcare Bhd | 188,300 | 234,611 | ||||
Inari Amertron Bhd | 221,800 | 136,994 | ||||
IOI Corp. Bhd | 215,900 | 183,011 | ||||
Kuala Lumpur Kepong Bhd | 42,412 | 193,305 | ||||
Malayan Banking Bhd | 472,177 | 883,965 | ||||
Malaysia Airports Holdings Bhd | 72,680 | 110,369 | ||||
Maxis Bhd | 201,800 | 173,638 | ||||
MISC Bhd | 115,000 | 173,409 |
Security Description | Shares | Value | ||||
MR DIY Group M Bhd (b) | 217,850 | $70,061 | ||||
Nestle Malaysia Bhd | 6,000 | 161,653 | ||||
Petronas Chemicals Group Bhd | 242,300 | 371,042 | ||||
Petronas Dagangan Bhd | 26,800 | 127,743 | ||||
Petronas Gas Bhd | 68,300 | 244,965 | ||||
PPB Group Bhd | 55,020 | 181,398 | ||||
Press Metal Aluminium Holdings Bhd | 320,900 | 321,908 | ||||
Public Bank Bhd | 1,267,900 | 1,096,358 | ||||
QL Resources Bhd | 99,200 | 115,357 | ||||
RHB Bank Bhd | 134,965 | 156,085 | ||||
Sime Darby Bhd | 229,569 | 108,055 | ||||
Sime Darby Plantation Bhd | 176,436 | 160,832 | ||||
Telekom Malaysia Bhd | 101,861 | 106,303 | ||||
Tenaga Nasional Bhd | 224,600 | 477,877 | ||||
7,873,908 | ||||||
MEXICO — 2.5% | ||||||
Alfa SAB de CV Class A | 269,000 | 175,531 | ||||
America Movil SAB de CV | 1,651,221 | 1,433,779 | ||||
Arca Continental SAB de CV | 46,000 | 418,959 | ||||
Banco del Bajio SA (b) | 66,600 | 210,050 | ||||
Cemex SAB de CV Series CPO (a) | 1,307,917 | 855,713 | ||||
Coca-Cola Femsa SAB de CV | 45,535 | 358,390 | ||||
Fibra Uno Administracion SA de CV REIT | 248,958 | 416,160 | ||||
Fomento Economico Mexicano SAB de CV | 169,580 | 1,857,247 | ||||
Gruma SAB de CV Class B | 16,125 | 276,951 | ||||
Grupo Aeroportuario del Pacifico SAB de CV Class B | 34,200 | 563,699 | ||||
Grupo Aeroportuario del Sureste SAB de CV Class B (c) | 16,835 | 413,220 | ||||
Grupo Bimbo SAB de CV Class A | 115,815 | 559,932 | ||||
Grupo Carso SAB de CV Series A1 (c) | 48,941 | 359,514 | ||||
Grupo Financiero Banorte SAB de CV Class O | 226,203 | 1,901,805 | ||||
Grupo Financiero Inbursa SAB de CV Class O (a) | 157,526 | 310,638 | ||||
Grupo Mexico SAB de CV Class B | 271,436 | 1,288,417 | ||||
Grupo Televisa SAB Series CPO (c) | 204,829 | 124,817 | ||||
Industrias Penoles SAB de CV (a)(c) | 16,595 | 196,187 | ||||
Kimberly-Clark de Mexico SAB de CV Class A | 130,389 | 260,350 | ||||
Operadora De Sites Mexicanos SAB de CV Class A (c) | 118,200 | 98,486 | ||||
Orbia Advance Corp. SAB de CV | 86,410 | 180,045 | ||||
Promotora y Operadora de Infraestructura SAB de CV | 17,330 | 155,335 |
See accompanying notes to Schedule of
Investments.
199
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Southern Copper Corp. | 7,367 | $554,661 | ||||
Wal-Mart de Mexico SAB de CV | 456,594 | 1,723,541 | ||||
14,693,427 | ||||||
PERU — 0.2% | ||||||
Cia de Minas Buenaventura SAA ADR | 19,900 | 169,548 | ||||
Credicorp Ltd. | 5,900 | 755,023 | ||||
924,571 | ||||||
PHILIPPINES — 0.6% | ||||||
Aboitiz Equity Ventures, Inc. | 144,350 | 127,954 | ||||
Ayala Corp. | 21,175 | 233,548 | ||||
Ayala Land, Inc. | 576,700 | 300,195 | ||||
Bank of the Philippine Islands | 172,411 | 341,311 | ||||
BDO Unibank, Inc. | 205,728 | 515,993 | ||||
International Container Terminal Services, Inc. | 87,920 | 321,992 | ||||
JG Summit Holdings, Inc. | 240,050 | 161,657 | ||||
Jollibee Foods Corp. | 41,070 | 166,527 | ||||
Manila Electric Co. | 24,760 | 161,052 | ||||
Metropolitan Bank & Trust Co. | 165,807 | 158,257 | ||||
PLDT, Inc. | 6,896 | 143,342 | ||||
SM Investments Corp. | 21,170 | 315,627 | ||||
SM Prime Holdings, Inc. | 877,900 | 470,171 | ||||
Universal Robina Corp. | 73,980 | 155,476 | ||||
3,573,102 | ||||||
POLAND — 0.7% | ||||||
Allegro.eu SA (a)(b) | 41,791 | 308,618 | ||||
Bank Polska Kasa Opieki SA | 15,939 | 368,619 | ||||
Budimex SA | 1,080 | 107,504 | ||||
CD Projekt SA | 5,643 | 161,855 | ||||
Cyfrowy Polsat SA (a) | 24,124 | 66,789 | ||||
Dino Polska SA (a)(b) | 4,256 | 346,131 | ||||
KGHM Polska Miedz SA | 12,123 | 310,917 | ||||
LPP SA | 95 | 282,929 | ||||
mBank SA (a) | 1,336 | 120,989 | ||||
ORLEN SA | 50,518 | 679,352 | ||||
PGE Polska Grupa Energetyczna SA (a) | 79,882 | 137,216 | ||||
Powszechna Kasa Oszczednosci Bank Polski SA (a) | 76,086 | 605,195 | ||||
Powszechny Zaklad Ubezpieczen SA | 52,500 | 497,572 | ||||
Santander Bank Polska SA (a) | 3,093 | 255,090 | ||||
4,248,776 | ||||||
QATAR — 0.9% | ||||||
Barwa Real Estate Co. | 175,564 | 124,438 | ||||
Commercial Bank PSQC | 280,937 | 416,775 | ||||
Dukhan Bank | 151,529 | 165,267 | ||||
Industries Qatar QSC | 131,144 | 493,952 | ||||
Masraf Al Rayan QSC | 483,170 | 295,875 | ||||
Mesaieed Petrochemical Holding Co. | 365,628 | 186,330 |
Security Description | Shares | Value | ||||
Ooredoo QPSC | 69,799 | $204,987 | ||||
Qatar Electricity & Water Co. QSC | 37,815 | 182,426 | ||||
Qatar Fuel QSC | 51,448 | 233,212 | ||||
Qatar Gas Transport Co. Ltd. | 208,491 | 213,073 | ||||
Qatar International Islamic Bank QSC | 84,863 | 223,814 | ||||
Qatar Islamic Bank SAQ | 142,607 | 727,139 | ||||
Qatar National Bank QPSC | 402,533 | 1,703,024 | ||||
5,170,312 | ||||||
ROMANIA — 0.0% (f) | ||||||
NEPI Rockcastle NV (a) | 41,159 | 227,430 | ||||
RUSSIA — 0.0% | ||||||
Alrosa PJSC (a)(d) | 14,460 | — | ||||
Alrosa PJSC (d) | 293,625 | — | ||||
Gazprom PJSC (a)(d) | 1,420,638 | — | ||||
Inter RAO UES PJSC (a)(d) | 4,533,728 | — | ||||
LUKOIL PJSC (d) | 49,922 | — | ||||
MMC Norilsk Nickel PJSC (a)(d) | 7,572 | — | ||||
Mobile TeleSystems PJSC (d) | 13,301 | — | ||||
Mobile TeleSystems PJSC ADR (a)(d) | 48,094 | — | ||||
Moscow Exchange MICEX-Rates PJSC (d) | 172,751 | — | ||||
Novatek PJSC (d) | 91,850 | — | ||||
Novatek PJSC GDR (a)(d) | 1,745 | — | ||||
Novolipetsk Steel PJSC (a)(d) | 181,543 | — | ||||
Ozon Holdings PLC ADR (a)(c)(d) | 6,064 | — | ||||
Ozon Holdings PLC ADR (a)(d) | 1,150 | — | ||||
PhosAgro PJSC (a)(d) | 106 | — | ||||
PhosAgro PJSC GDR (a)(d) | 16,519 | — | ||||
Polymetal International PLC (a)(d) | 1,547 | — | ||||
Polyus PJSC (a)(d) | 4,021 | — | ||||
Rosneft Oil Co. PJSC (d) | 140,958 | — | ||||
Sberbank of Russia PJSC (d) | 1,296,064 | — | ||||
Severstal PAO (a)(d) | 25,372 | — | ||||
Surgutneftegas PJSC (d) | 874,000 | — | ||||
Tatneft PJSC (d) | 170,112 | — | ||||
TCS Group Holding PLC GDR (a)(d) | 14,424 | — | ||||
United Co. RUSAL International PJSC (d) | 365,310 | — | ||||
VK Co. Ltd. GDR (a)(d) | 12,460 | — | ||||
VTB Bank PJSC (a)(d) | 380,650,000 | — | ||||
X5 Retail Group NV GDR (a)(d) | 14,639 | — | ||||
Yandex NV Class A (a)(d) | 36,719 | — | ||||
— | ||||||
SAUDI ARABIA — 4.0% | ||||||
ACWA Power Co. | 8,284 | 432,042 | ||||
Advanced Petrochemical Co. | 11,514 | 123,108 | ||||
Al Rajhi Bank | 170,837 | 3,092,917 |
See accompanying notes to Schedule of
Investments.
200
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Alinma Bank | 84,503 | $752,550 | |||
Almarai Co. JSC | 21,970 | 372,566 | |||
Arab National Bank | 57,993 | 371,111 | |||
Arabian Internet & Communications Services Co. | 2,047 | 174,438 | |||
Bank AlBilad | 43,061 | 485,670 | |||
Bank Al-Jazira (a) | 35,310 | 158,170 | |||
Banque Saudi Fransi | 51,903 | 505,129 | |||
Bupa Arabia for Cooperative Insurance Co. | 6,437 | 356,996 | |||
Co. for Cooperative Insurance | 6,406 | 215,216 | |||
Dallah Healthcare Co. | 2,883 | 109,618 | |||
Dar Al Arkan Real Estate Development Co. (a) | 45,221 | 190,026 | |||
Dr Sulaiman Al Habib Medical Services Group Co. | 7,689 | 483,016 | |||
Elm Co. | 2,109 | 438,619 | |||
Etihad Etisalat Co. | 33,157 | 393,858 | |||
Jarir Marketing Co. | 52,660 | 203,594 | |||
Mobile Telecommunications Co. Saudi Arabia | 39,062 | 137,065 | |||
Mouwasat Medical Services Co. | 8,380 | 230,143 | |||
Nahdi Medical Co. | 3,611 | 138,838 | |||
National Industrialization Co. Class C (a) | 28,902 | 97,870 | |||
Power & Water Utility Co. for Jubail & Yanbu | 6,342 | 105,856 | |||
Rabigh Refining & Petrochemical Co. (a) | 35,112 | 101,485 | |||
Riyad Bank | 128,128 | 948,033 | |||
SABIC Agri-Nutrients Co. | 20,106 | 713,007 | |||
Sahara International Petrochemical Co. | 30,796 | 310,386 | |||
Saudi Arabian Mining Co. (a) | 112,624 | 1,211,689 | |||
Saudi Arabian Oil Co. (b) | 232,025 | 2,165,307 | |||
Saudi Aramco Base Oil Co. | 4,617 | 183,181 | |||
Saudi Awwal Bank | 86,826 | 798,703 | |||
Saudi Basic Industries Corp. | 78,446 | 1,725,605 | |||
Saudi Electricity Co. | 71,586 | 363,804 | |||
Saudi Industrial Investment Group | 33,087 | 209,614 | |||
Saudi Investment Bank | 43,061 | 181,409 | |||
Saudi Kayan Petrochemical Co. (a) | 66,046 | 220,127 | |||
Saudi National Bank | 256,256 | 2,241,117 | |||
Saudi Research & Media Group (a) | 3,314 | 145,268 | |||
Saudi Tadawul Group Holding Co. | 4,098 | 210,885 | |||
Saudi Telecom Co. | 174,324 | 1,747,679 | |||
Savola Group | 22,336 | 214,698 | |||
Yanbu National Petrochemical Co. | 23,680 | 262,659 | |||
23,523,072 |
Security Description | Shares | Value | ||||
SOUTH AFRICA — 2.8% | ||||||
Absa Group Ltd. | 73,712 | $684,049 | ||||
African Rainbow Minerals Ltd. | 10,373 | 93,652 | ||||
Anglo American Platinum Ltd. | 5,734 | 214,868 | ||||
Aspen Pharmacare Holdings Ltd. (c) | 32,834 | 299,454 | ||||
Bid Corp. Ltd. (c) | 29,163 | 653,634 | ||||
Bidvest Group Ltd. (c) | 25,057 | 362,806 | ||||
Capitec Bank Holdings Ltd. (c) | 7,570 | 689,651 | ||||
Clicks Group Ltd. | 21,102 | 289,714 | ||||
Discovery Ltd. (a) | 45,991 | 334,837 | ||||
Exxaro Resources Ltd. (c) | 22,050 | 201,757 | ||||
FirstRand Ltd. | 440,041 | 1,491,609 | ||||
Gold Fields Ltd. | 77,832 | 848,206 | ||||
Growthpoint Properties Ltd. REIT | 309,015 | 173,047 | ||||
Harmony Gold Mining Co. Ltd. | 50,576 | 190,659 | ||||
Impala Platinum Holdings Ltd. (c) | 74,367 | 390,242 | ||||
Kumba Iron Ore Ltd. | 5,444 | 131,420 | ||||
MTN Group Ltd. | 147,715 | 884,828 | ||||
Naspers Ltd. Class N | 17,082 | 2,743,317 | ||||
Nedbank Group Ltd. | 37,802 | 405,983 | ||||
Northam Platinum Holdings Ltd. | 31,623 | 192,732 | ||||
Old Mutual Ltd. | 417,397 | 267,196 | ||||
OUTsurance Group Ltd. | 77,446 | 175,780 | ||||
Pepkor Holdings Ltd. (b) | 185,963 | 170,274 | ||||
Remgro Ltd. | 45,848 | 361,393 | ||||
Sanlam Ltd. | 154,695 | 539,233 | ||||
Sasol Ltd. | 49,640 | 687,763 | ||||
Shoprite Holdings Ltd. (c) | 43,656 | 555,774 | ||||
Sibanye Stillwater Ltd. (c) | 245,433 | 380,798 | ||||
Standard Bank Group Ltd. | 116,965 | 1,140,631 | ||||
Vodacom Group Ltd. | 53,974 | 302,997 | ||||
Woolworths Holdings Ltd. (c) | 82,593 | 297,371 | ||||
16,155,675 | ||||||
SOUTH KOREA — 11.8% | ||||||
Amorepacific Corp. | 2,500 | 226,026 | ||||
BGF retail Co. Ltd. | 677 | 70,740 | ||||
Celltrion Healthcare Co. Ltd. | 9,287 | 433,586 | ||||
Celltrion Pharm, Inc. (a) | 1,731 | 85,690 | ||||
Celltrion, Inc. | 9,561 | 986,284 | ||||
CJ CheilJedang Corp. | 741 | 168,584 | ||||
CosmoAM&T Co. Ltd. (a) | 2,109 | 233,500 | ||||
Coway Co. Ltd. | 5,088 | 155,724 | ||||
DB Insurance Co. Ltd. | 3,969 | 262,953 | ||||
Doosan Bobcat, Inc. | 4,806 | 181,641 | ||||
Doosan Enerbility Co. Ltd. (a) | 38,805 | 472,481 | ||||
Ecopro BM Co. Ltd. | 4,256 | 797,961 | ||||
Ecopro Co. Ltd. (c) | 1,741 | 1,162,473 | ||||
F&F Co. Ltd. | 1,596 | 133,650 | ||||
GS Holdings Corp. | 4,194 | 124,011 | ||||
Hana Financial Group, Inc. | 25,748 | 809,991 | ||||
Hankook Tire & Technology Co. Ltd. | 6,379 | 187,200 |
See accompanying notes to Schedule of
Investments.
201
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Hanmi Pharm Co. Ltd. | 627 | $138,931 | |||
Hanmi Semiconductor Co. Ltd. | 3,721 | 145,321 | |||
Hanon Systems | 16,636 | 116,134 | |||
Hanwha Aerospace Co. Ltd. | 3,068 | 237,819 | |||
Hanwha Ocean Co. Ltd. (a) | 5,029 | 115,346 | |||
Hanwha Solutions Corp. (a) | 8,922 | 196,702 | |||
HD Hyundai Co. Ltd. | 3,962 | 194,665 | |||
HD Hyundai Heavy Industries Co. Ltd. (a) | 2,024 | 181,791 | |||
HD Korea Shipbuilding & Offshore Engineering Co. Ltd. (a) | 3,677 | 302,465 | |||
HLB, Inc. (a) | 10,322 | 229,480 | |||
HMM Co. Ltd. | 21,151 | 254,865 | |||
Hotel Shilla Co. Ltd. | 2,673 | 167,781 | |||
HYBE Co. Ltd. (a) | 1,612 | 284,316 | |||
Hyundai Engineering & Construction Co. Ltd. | 6,978 | 187,455 | |||
Hyundai Glovis Co. Ltd. | 1,681 | 229,714 | |||
Hyundai Mipo Dockyard Co. Ltd. (a) | 2,203 | 135,504 | |||
Hyundai Mobis Co. Ltd. | 5,335 | 950,843 | |||
Hyundai Motor Co. | 11,984 | 1,697,156 | |||
Hyundai Motor Co. Preference Shares (e) | 3,089 | 242,423 | |||
Hyundai Motor Co. Preference Shares (e) | 2,076 | 161,692 | |||
Hyundai Steel Co. | 7,396 | 208,550 | |||
Industrial Bank of Korea | 24,620 | 204,528 | |||
JYP Entertainment Corp. | 2,423 | 201,647 | |||
Kakao Corp. | 27,170 | 884,928 | |||
Kakao Games Corp. (a) | 3,480 | 65,634 | |||
KakaoBank Corp. | 14,287 | 247,222 | |||
Kakaopay Corp. (a) | 2,445 | 73,836 | |||
Kangwon Land, Inc. | 9,107 | 101,909 | |||
KB Financial Group, Inc. | 33,412 | 1,369,263 | |||
Kia Corp. | 22,778 | 1,374,040 | |||
Korea Aerospace Industries Ltd. | 6,247 | 225,918 | |||
Korea Electric Power Corp. (a) | 22,221 | 296,741 | |||
Korea Investment Holdings Co. Ltd. | 3,541 | 139,341 | |||
Korea Zinc Co. Ltd. | 680 | 254,987 | |||
Korean Air Lines Co. Ltd. | 15,918 | 256,571 | |||
Krafton, Inc. (a) | 2,561 | 285,821 | |||
KT Corp. | 5,953 | 146,244 | |||
KT&G Corp. | 8,946 | 572,136 | |||
Kumho Petrochemical Co. Ltd. | 1,617 | 160,693 | |||
L&F Co. Ltd. | 2,147 | 275,893 | |||
LG Chem Ltd. | 4,307 | 1,584,723 | |||
LG Chem Ltd. Preference Shares | 695 | 160,694 | |||
LG Corp. | 8,200 | 509,234 | |||
LG Display Co. Ltd. (a) | 19,841 | 192,764 | |||
LG Electronics, Inc. | 9,260 | 692,407 | |||
LG Energy Solution Ltd. (a) | 4,079 | 1,440,376 | |||
LG H&H Co. Ltd. | 811 | 268,350 |
Security Description | Shares | Value | ||||
LG Innotek Co. Ltd. | 1,228 | $222,503 | ||||
LG Uplus Corp. | 18,332 | 140,744 | ||||
Lotte Chemical Corp. | 1,636 | 166,219 | ||||
Lotte Energy Materials Corp. | 2,005 | 59,137 | ||||
Meritz Financial Group, Inc. | 9,005 | 368,368 | ||||
Mirae Asset Securities Co. Ltd. | 25,277 | 120,822 | ||||
NAVER Corp. | 11,439 | 1,708,136 | ||||
NCSoft Corp. | 1,220 | 201,163 | ||||
Netmarble Corp. (a)(b) | 1,975 | 61,618 | ||||
NH Investment & Securities Co. Ltd. Class C | 13,998 | 106,017 | ||||
Orion Corp. | 2,042 | 194,152 | ||||
Pan Ocean Co. Ltd. | 25,577 | 94,014 | ||||
Pearl Abyss Corp. (a) | 2,568 | 88,683 | ||||
POSCO Future M Co. Ltd. | 2,696 | 718,254 | ||||
POSCO Holdings, Inc. | 6,266 | 2,484,297 | ||||
Posco International Corp. | 4,520 | 239,164 | ||||
Samsung Biologics Co. Ltd. (a)(b) | 1,549 | 781,732 | ||||
Samsung C&T Corp. | 7,309 | 582,813 | ||||
Samsung Electro-Mechanics Co. Ltd. | 4,866 | 495,471 | ||||
Samsung Electronics Co. Ltd. | 416,270 | 21,100,391 | ||||
Samsung Electronics Co. Ltd. Preference Shares | 71,724 | 2,896,812 | ||||
Samsung Engineering Co. Ltd. (a) | 13,558 | 303,935 | ||||
Samsung Fire & Marine Insurance Co. Ltd. | 2,672 | 515,826 | ||||
Samsung Heavy Industries Co. Ltd. (a) | 57,527 | 334,231 | ||||
Samsung Life Insurance Co. Ltd. | 6,928 | 360,930 | ||||
Samsung SDI Co. Ltd. | 4,795 | 1,819,357 | ||||
Samsung SDS Co. Ltd. | 3,372 | 337,850 | ||||
Samsung Securities Co. Ltd. | 5,657 | 154,065 | ||||
Shinhan Financial Group Co. Ltd. | 38,403 | 1,013,152 | ||||
SK Biopharmaceuticals Co. Ltd. (a) | 2,666 | 170,305 | ||||
SK Bioscience Co. Ltd. (a) | 2,195 | 110,124 | ||||
SK Hynix, Inc. | 47,591 | 4,045,270 | ||||
SK IE Technology Co. Ltd. (a)(b) | 2,258 | 123,827 | ||||
SK Innovation Co. Ltd. (a) | 5,182 | 571,425 | ||||
SK Square Co. Ltd. (a) | 8,566 | 269,473 | ||||
SK, Inc. | 3,173 | 343,777 | ||||
SKC Co. Ltd. | 1,618 | 91,008 | ||||
S-Oil Corp. | 3,879 | 227,669 | ||||
Woori Financial Group, Inc. | 53,032 | 481,823 | ||||
Yuhan Corp. | 4,823 | 270,923 | ||||
69,232,828 | ||||||
TAIWAN — 14.1% | ||||||
Accton Technology Corp. | 44,000 | 671,985 | ||||
Acer, Inc. | 250,000 | 281,129 | ||||
Advantech Co. Ltd. | 40,697 | 434,952 |
See accompanying notes to Schedule of
Investments.
202
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
ASE Technology Holding Co. Ltd. | 266,307 | $903,351 | |||
Asia Cement Corp. | 199,000 | 245,047 | |||
Asustek Computer, Inc. | 61,000 | 693,515 | |||
AUO Corp. | 567,200 | 288,164 | |||
Catcher Technology Co. Ltd. | 49,000 | 277,025 | |||
Cathay Financial Holding Co. Ltd. | 830,634 | 1,146,350 | |||
Chailease Holding Co. Ltd. | 133,682 | 749,568 | |||
Chang Hwa Commercial Bank Ltd. | 472,875 | 252,694 | |||
Cheng Shin Rubber Industry Co. Ltd. | 170,000 | 223,819 | |||
China Airlines Ltd. | 260,000 | 170,753 | |||
China Development Financial Holding Corp. (a) | 1,393,826 | 509,507 | |||
China Steel Corp. | 1,028,000 | 804,108 | |||
Chunghwa Telecom Co. Ltd. | 331,000 | 1,189,449 | |||
Compal Electronics, Inc. | 363,000 | 345,227 | |||
CTBC Financial Holding Co. Ltd. | 1,536,040 | 1,165,812 | |||
Delta Electronics, Inc. | 170,000 | 1,708,926 | |||
E Ink Holdings, Inc. | 74,000 | 411,487 | |||
E.Sun Financial Holding Co. Ltd. | 1,227,150 | 921,869 | |||
Eclat Textile Co. Ltd. | 15,550 | 234,595 | |||
eMemory Technology, Inc. | 6,000 | 374,530 | |||
Eva Airways Corp. | 223,000 | 205,519 | |||
Evergreen Marine Corp. Taiwan Ltd. | 88,300 | 317,306 | |||
Far Eastern New Century Corp. | 252,000 | 224,439 | |||
Far EasTone Telecommunications Co. Ltd. | 138,000 | 310,794 | |||
Feng TAY Enterprise Co. Ltd. | 42,204 | 239,257 | |||
First Financial Holding Co. Ltd. | 947,736 | 779,492 | |||
Formosa Chemicals & Fibre Corp. | 306,000 | 582,984 | |||
Formosa Petrochemical Corp. | 99,000 | 247,189 | |||
Formosa Plastics Corp. | 333,000 | 823,203 | |||
Fubon Financial Holding Co. Ltd. | 680,554 | 1,279,708 | |||
Giant Manufacturing Co. Ltd. | 27,051 | 149,583 | |||
Gigabyte Technology Co. Ltd. | 44,000 | 383,699 | |||
Global Unichip Corp. | 8,000 | 338,285 | |||
Globalwafers Co. Ltd. | 19,000 | 266,926 | |||
Hon Hai Precision Industry Co. Ltd. | 1,087,800 | 3,504,630 | |||
Hotai Motor Co. Ltd. | 26,520 | 538,114 | |||
Hua Nan Financial Holdings Co. Ltd. Class C | 770,251 | 489,154 | |||
Innolux Corp. (a) | 747,868 | 304,657 | |||
Inventec Corp. | 231,000 | 350,645 | |||
Largan Precision Co. Ltd. | 9,000 | 595,251 | |||
Lite-On Technology Corp. | 174,958 | 658,521 | |||
MediaTek, Inc. | 132,000 | 3,005,530 |
Security Description | Shares | Value | |||
Mega Financial Holding Co. Ltd. | 979,750 | $1,144,238 | |||
Micro-Star International Co. Ltd. | 61,000 | 309,908 | |||
momo.com, Inc. | 7,600 | 118,189 | |||
Nan Ya Plastics Corp. | 414,000 | 854,150 | |||
Nan Ya Printed Circuit Board Corp. | 19,000 | 156,859 | |||
Nanya Technology Corp. | 107,000 | 217,444 | |||
Nien Made Enterprise Co. Ltd. | 16,000 | 153,653 | |||
Novatek Microelectronics Corp. | 50,000 | 655,194 | |||
Pegatron Corp. | 173,000 | 410,520 | |||
PharmaEssentia Corp. (a) | 20,000 | 208,175 | |||
Pou Chen Corp. | 188,000 | 166,856 | |||
Powerchip Semiconductor Manufacturing Corp. | 259,000 | 213,022 | |||
President Chain Store Corp. | 50,000 | 406,592 | |||
Quanta Computer, Inc. | 236,000 | 1,750,964 | |||
Realtek Semiconductor Corp. | 42,000 | 513,933 | |||
Ruentex Development Co. Ltd. | 143,636 | 156,627 | |||
Shanghai Commercial & Savings Bank Ltd. | 333,813 | 447,249 | |||
Shin Kong Financial Holding Co. Ltd. (a) | 1,139,741 | 327,300 | |||
SinoPac Financial Holdings Co. Ltd. | 913,335 | 492,311 | |||
Synnex Technology International Corp. | 107,700 | 213,862 | |||
Taishin Financial Holding Co. Ltd. | 975,909 | 541,156 | |||
Taiwan Business Bank | 532,480 | 217,739 | |||
Taiwan Cement Corp. | 561,655 | 578,524 | |||
Taiwan Cooperative Financial Holding Co. Ltd. | 896,320 | 710,825 | |||
Taiwan High Speed Rail Corp. | 167,000 | 154,943 | |||
Taiwan Mobile Co. Ltd. | 150,000 | 439,584 | |||
Taiwan Semiconductor Manufacturing Co. Ltd. | 2,147,000 | 34,785,118 | |||
Unimicron Technology Corp. | 119,000 | 639,597 | |||
Uni-President Enterprises Corp. | 421,000 | 914,239 | |||
United Microelectronics Corp. | 981,000 | 1,373,622 | |||
Vanguard International Semiconductor Corp. | 77,000 | 162,203 | |||
Voltronic Power Technology Corp. | 6,000 | 294,605 | |||
Walsin Lihwa Corp. | 246,115 | 280,573 | |||
Wan Hai Lines Ltd. | 66,470 | 99,456 | |||
Winbond Electronics Corp. | 258,000 | 202,209 | |||
Wistron Corp. | 227,000 | 713,759 | |||
Wiwynn Corp. | 8,000 | 370,502 | |||
WPG Holdings Ltd. | 137,880 | 258,841 | |||
Yageo Corp. | 29,871 | 485,813 | |||
Yang Ming Marine Transport Corp. | 151,000 | 212,604 | |||
Yuanta Financial Holding Co. Ltd. | 882,895 | 685,136 |
See accompanying notes to Schedule of
Investments.
203
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Zhen Ding Technology Holding Ltd. | 57,000 | $173,752 | ||||
82,810,594 | ||||||
THAILAND — 1.8% | ||||||
Advanced Info Service PCL | 103,400 | 647,448 | ||||
Airports of Thailand PCL (a) | 372,900 | 714,309 | ||||
Asset World Corp. PCL | 724,900 | 77,641 | ||||
B Grimm Power PCL | 85,100 | 67,192 | ||||
Bangkok Dusit Medical Services PCL Class F | 968,000 | 711,129 | ||||
Bangkok Expressway & Metro PCL | 702,399 | 160,107 | ||||
Banpu PCL | 653,100 | 143,489 | ||||
Berli Jucker PCL | 91,400 | 77,186 | ||||
BTS Group Holdings PCL | 728,284 | 150,007 | ||||
Bumrungrad Hospital PCL | 51,600 | 379,782 | ||||
Central Pattana PCL | 174,800 | 303,635 | ||||
Central Retail Corp. PCL | 154,158 | 164,054 | ||||
Charoen Pokphand Foods PCL | 352,800 | 200,562 | ||||
CP ALL PCL | 508,300 | 844,549 | ||||
CP Axtra PCL | 193,000 | 170,937 | ||||
Delta Electronics Thailand PCL | 271,300 | 616,549 | ||||
Electricity Generating PCL | 19,900 | 66,128 | ||||
Energy Absolute PCL | 142,281 | 199,281 | ||||
Global Power Synergy PCL Class F | 64,558 | 79,340 | ||||
Gulf Energy Development PCL | 253,860 | 317,216 | ||||
Home Product Center PCL | 509,500 | 174,906 | ||||
Indorama Ventures PCL | 154,900 | 110,605 | ||||
Intouch Holdings PCL Class F | 87,700 | 177,628 | ||||
Kasikornbank PCL | 50,500 | 174,748 | ||||
Krung Thai Bank PCL | 319,600 | 166,767 | ||||
Krungthai Card PCL | 82,100 | 99,208 | ||||
Krungthai Card PCL NVDR | 7,800 | 9,425 | ||||
Land & Houses PCL | 718,253 | 153,859 | ||||
Minor International PCL | 290,395 | 249,223 | ||||
Muangthai Capital PCL | 67,400 | 66,637 | ||||
Osotspa PCL | 123,300 | 84,655 | ||||
PTT Exploration & Production PCL | 120,700 | 566,830 | ||||
PTT Global Chemical PCL | 192,300 | 182,200 | ||||
PTT Oil & Retail Business PCL | 257,100 | 132,036 | ||||
PTT PCL | 869,900 | 800,320 | ||||
Ratch Group PCL | 91,300 | 78,983 | ||||
SCB X PCL | 72,000 | 202,678 | ||||
SCG Packaging PCL | 108,800 | 114,290 | ||||
Siam Cement PCL | 67,854 | 560,908 | ||||
Thai Oil PCL | 111,540 | 154,693 | ||||
TMBThanachart Bank PCL | 2,036,500 | 96,197 | ||||
True Corp. PCL | 945,274 | 184,317 | ||||
10,631,654 | ||||||
TURKEY — 0.7% | ||||||
Akbank TAS | 268,878 | 328,166 | ||||
Aselsan Elektronik Sanayi Ve Ticaret AS | 126,226 | 187,854 |
Security Description | Shares | Value | ||||
BIM Birlesik Magazalar AS | 39,334 | $394,129 | ||||
Eregli Demir ve Celik Fabrikalari TAS (a) | 119,396 | 193,891 | ||||
Ford Otomotiv Sanayi AS | 6,027 | 185,768 | ||||
Haci Omer Sabanci Holding AS | 87,011 | 189,479 | ||||
Hektas Ticaret TAS (a) | 106,564 | 104,562 | ||||
KOC Holding AS | 65,705 | 351,593 | ||||
Koza Altin Isletmeleri AS | 84,000 | 88,182 | ||||
Pegasus Hava Tasimaciligi AS (a) | 4,232 | 127,230 | ||||
Sasa Polyester Sanayi AS (a) | 90,215 | 161,837 | ||||
Tofas Turk Otomobil Fabrikasi AS | 11,399 | 122,867 | ||||
Turk Hava Yollari AO (a) | 47,798 | 422,798 | ||||
Turkcell Iletisim Hizmetleri AS (a) | 103,374 | 200,979 | ||||
Turkiye Is Bankasi AS Class C | 298,721 | 280,470 | ||||
Turkiye Petrol Rafinerileri AS | 83,972 | 487,016 | ||||
Turkiye Sise ve Cam Fabrikalari AS | 118,629 | 236,479 | ||||
Yapi ve Kredi Bankasi AS | 294,505 | 198,306 | ||||
4,261,606 | ||||||
UNITED ARAB EMIRATES — 1.4% | ||||||
Abu Dhabi Commercial Bank PJSC | 254,389 | 599,084 | ||||
Abu Dhabi Islamic Bank PJSC | 125,857 | 385,824 | ||||
Abu Dhabi National Oil Co. for Distribution PJSC | 270,180 | 275,840 | ||||
Aldar Properties PJSC | 334,361 | 524,338 | ||||
Americana Restaurants International PLC | 216,227 | 241,361 | ||||
Dubai Islamic Bank PJSC | 250,943 | 399,672 | ||||
Emaar Properties PJSC | 577,300 | 1,263,661 | ||||
Emirates NBD Bank PJSC | 164,772 | 798,503 | ||||
Emirates Telecommunications Group Co. PJSC | 303,211 | 1,687,326 | ||||
First Abu Dhabi Bank PJSC | 385,156 | 1,426,096 | ||||
Multiply Group PJSC (a) | 338,917 | 369,085 | ||||
7,970,790 | ||||||
UNITED KINGDOM — 0.1% | ||||||
Anglogold Ashanti PLC | 36,499 | 590,357 | ||||
Pepco Group NV (a) | 15,035 | 69,715 | ||||
660,072 | ||||||
UNITED STATES — 0.1% | ||||||
JBS SA | 67,100 | 241,979 | ||||
Legend Biotech Corp. ADR (a) | 5,200 | 349,284 | ||||
Parade Technologies Ltd. | 7,000 | 213,380 | ||||
804,643 | ||||||
TOTAL COMMON STOCKS (Cost $472,643,182) | 553,044,403 |
See accompanying notes
to Schedule of Investments.
204
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
PREFERRED STOCKS — 0.0% (f) | ||||||
BRAZIL — 0.0% (f) | ||||||
Itausa SA(a) (Cost $8,155) | 6,168 | $11,152 | ||||
RUSSIA — 0.0% | ||||||
Surgutneftegas PJSC Preference Shares (d) (Cost $464,774) | 807,200 | — | ||||
TOTAL PREFERRED STOCKS (Cost $472,929) | 11,152 | |||||
RIGHTS — 0.0% (f) | ||||||
BRAZIL — 0.0% (f) | ||||||
Localiza Rent a Car SA (expiring 11/30/23) (a) | 570 | 1,822 | ||||
CHILE — 0.0% (f) | ||||||
Banco de Credito e Inversiones SA (expiring 10/21/23) (a) | 903 | 752 | ||||
SOUTH KOREA — 0.0% (f) | ||||||
CosmoAM&T Co. Ltd. (expiring 11/07/23) (a) | 104 | 2,050 | ||||
Hanwha Ocean Co. Ltd. (expiring 11/09/23) (a) | 1,202 | 8,106 | ||||
10,156 | ||||||
TOTAL RIGHTS (Cost $0) | 12,730 | |||||
WARRANTS — 2.6% | ||||||
SWITZERLAND — 2.6% | ||||||
MSCI CHINA A INCLUSION Net Return USD Index (expiring 8/31/27) (a) | 5,200 | 6,418,168 | ||||
UBS AG (expiring 06/04/27) (a) | 4,202 | 4,942,493 | ||||
UBS AG (expiring 11/26/27) (a) | 3,600 | 4,119,804 | ||||
TOTAL WARRANTS (Cost $15,894,439) | 15,480,465 | |||||
SHORT-TERM INVESTMENTS — 4.0% | ||||||
State Street Institutional Liquid Reserves Fund, Premier Class 5.45% (g)(h) | 19,597,970 | 19,601,890 |
Security Description | Shares | Value | ||||
State Street Navigator Securities Lending Portfolio II (g)(i) | 3,658,085 | $3,658,085 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost $23,260,330) | 23,259,975 | |||||
TOTAL INVESTMENTS — 100.7% (Cost $512,270,880) | 591,808,725 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (0.7)% | (3,981,135) | |||||
NET ASSETS — 100.0% | $587,827,590 |
(a) | Non-income producing security. |
(b) | Securities purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 4.9% of net assets as of September 30, 2023, are considered liquid and may be resold in transactions exempt from registration, normally to qualified institutional buyers. |
(c) | All or a portion of the shares of the security are on loan at September 30, 2023. |
(d) | Fair valued as determined in good faith by the Trust's Oversight Committee in accordance with policy and procedures approved by the Board of Trustees. Security value is determined based on Level 3 inputs. As of September 30, 2023, total aggregate fair value of the securities is $0, representing 0.00% of the Fund's net assets. |
(e) | Reflects separate holdings of the issuer's common stock traded on different securities exchanges. |
(f) | Amount is less than 0.05% of net assets. |
(g) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(h) | The rate shown is the annualized seven-day yield at September 30, 2023. |
(i) | Investment of cash collateral for securities loaned. |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
NVDR | Non-Voting Depositary Receipt |
REIT | Real Estate Investment Trust |
At September 30, 2023,
open futures contracts were as follows:
Description | Number of Contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
E-mini MSCI Emerging Markets (long) | 459 | 12/15/2023 | $22,383,715 | $21,928,725 | $(454,990) |
See accompanying notes to Schedule of
Investments.
205
STATE STREET EMERGING MARKETS EQUITY INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
The following table summarizes
the value of the Fund's investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks | $542,421,774 | $10,622,229 | $0(a) | $553,044,003 | ||||
Preferred Stocks | 11,552 | — | 0(a) | 11,552 | ||||
Rights | 2,574 | 10,156 | — | 12,730 | ||||
Warrants | — | 15,480,465 | — | 15,480,465 | ||||
Short-Term Investments | 23,259,975 | — | — | 23,259,975 | ||||
TOTAL INVESTMENTS | $565,695,875 | $26,112,850 | $0 | $591,808,725 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Depreciation | $(454,990) | $— | $— | $(454,990) | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS: | $(454,990) | $— | $— | $(454,990) |
(a) | The Fund held Level 3 securities that were valued at $0 at September 30, 2023. |
Top Five Sectors as of September 30,
2023
Description | % of Net Assets | |
Financials | 23.7% | |
Information Technology | 19.2 | |
Consumer Discretionary | 13.1 | |
Communication Services | 9.2 | |
Materials | 7.4 | |
TOTAL | 72.6% |
(The top five
sectors are expressed as a percentage of net assets and may change over time.)
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier Class | 3,947,839 | $3,948,629 | $106,076,931 | $90,421,529 | $(1,514) | $(627) | 19,597,970 | $19,601,890 | $439,139 | ||||||||
State Street Navigator Securities Lending Portfolio II | 4,286,913 | 4,286,913 | 31,883,628 | 32,512,456 | — | — | 3,658,085 | 3,658,085 | 17,767 | ||||||||
Total | $8,235,542 | $137,960,559 | $122,933,985 | $(1,514) | $(627) | $23,259,975 | $456,906 |
See accompanying notes to Schedule of
Investments.
206
STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY
INDEX FUND
Schedule of Investments
September 30, 2023 (Unaudited)
State Street Hedged International
Developed Equity Index Fund is a feeder fund that invests substantially all of its investable assets in a master fund, the State Street International Developed Equity Index Portfolio, a separate series of State Street
Master Funds.
The portfolio of investments for
the State Street International Developed Equity Index Portfolio follows the portfolio of investments for the State Street Hedged International Developed Equity Index Fund.
Security Description | Shares | Value | ||||
MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 93.2% | ||||||
UNITED STATES — 93.2% | ||||||
State Street International Developed Equity Portfolio(a) (Cost $2,155,734,901) | $2,785,903,101 | |||||
SHORT-TERM INVESTMENT — 4.0% | ||||||
State Street Institutional Liquid Reserves Fund, Premier Class 5.45% (b)(c) (Cost $119,644,202) | 119,621,664 | 119,645,588 | ||||
TOTAL INVESTMENTS — 97.2% (Cost $2,275,379,103) | 2,905,548,689 | |||||
OTHER ASSETS IN EXCESS OF LIABILITIES — 2.8% | 83,632,930 | |||||
NET ASSETS — 100.0% | $2,989,181,619 |
(a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(c) | The rate shown is the annualized seven-day yield at September 30, 2023. |
At September 30, 2023,
open forward foreign currency exchange contracts were as follows:
Counterparty | Amount Sold | Amount Bought | Settlement Date | Net Unrealized Appreciation/ (Depreciation) | ||||
Bank of America N.A. | USD817,939 | ILS3,103,000 | 10/03/2023 | $(2,861) | ||||
Bank of Montreal | USD22,189,657 | EUR20,932,000 | 11/02/2023 | (561) | ||||
Barclays Capital PLC | USD3,188,344 | DKK22,212,000 | 10/03/2023 | (34,664) | ||||
Barclays Capital PLC | USD433,741,418 | GBP355,365,547 | 10/03/2023 | (120) | ||||
Barclays Capital PLC | USD2,263,464 | HKD17,696,000 | 10/03/2023 | (3,972) | ||||
Barclays Capital PLC | USD377,140 | ILS1,439,000 | 10/03/2023 | 848 | ||||
Barclays Capital PLC | USD707,641 | NOK7,607,000 | 10/03/2023 | 7,246 | ||||
Barclays Capital PLC | USD647,226 | NOK6,989,000 | 10/03/2023 | 9,583 | ||||
Barclays Capital PLC | USD3,739,738 | SEK40,893,000 | 10/03/2023 | 24,276 | ||||
Barclays Capital PLC | GBP381,597,547 | USD483,599,334 | 10/03/2023 | 17,840,577 | ||||
Barclays Capital PLC | CHF805,000 | USD912,126 | 10/03/2023 | 32,152 | ||||
Barclays Capital PLC | GBP355,365,547 | USD433,819,243 | 11/02/2023 | (2,130) | ||||
BNP Paribas S.A. | USD7,892,268 | AUD12,247,000 | 10/03/2023 | 11,944 | ||||
BNP Paribas S.A. | USD7,250,622 | AUD11,253,000 | 10/03/2023 | 12,063 | ||||
BNP Paribas S.A. | USD223,949,717 | AUD346,999,050 | 10/03/2023 | 3,428 | ||||
BNP Paribas S.A. | USD10,750,924 | CHF9,621,000 | 10/03/2023 | (233,871) |
See accompanying notes to Schedule of
Investments.
207
STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY
INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Counterparty | Amount Sold | Amount Bought | Settlement Date | Net Unrealized Appreciation/ (Depreciation) | ||||
BNP Paribas S.A. | USD3,461,587 | DKK24,175,000 | 10/03/2023 | $(29,198) | ||||
BNP Paribas S.A. | USD97,270,923 | DKK685,098,566 | 10/03/2023 | — | ||||
BNP Paribas S.A. | USD15,552,621 | GBP12,543,000 | 10/03/2023 | (243,267) | ||||
BNP Paribas S.A. | USD4,632,523 | HKD36,276,000 | 10/03/2023 | (667) | ||||
BNP Paribas S.A. | USD69,699,021 | HKD545,813,035 | 10/03/2023 | (7,565) | ||||
BNP Paribas S.A. | USD11,665,924 | ILS44,412,174 | 10/03/2023 | — | ||||
BNP Paribas S.A. | USD20,260,836 | NOK215,592,520 | 10/03/2023 | — | ||||
BNP Paribas S.A. | USD6,545,408 | NZD10,893,581 | 10/03/2023 | — | ||||
BNP Paribas S.A. | USD3,212,854 | SEK35,823,000 | 10/03/2023 | 84,489 | ||||
BNP Paribas S.A. | USD93,443,377 | SEK1,015,187,531 | 10/03/2023 | — | ||||
BNP Paribas S.A. | USD38,635,284 | SGD52,733,299 | 10/03/2023 | — | ||||
BNP Paribas S.A. | NOK8,982,000 | USD845,179 | 10/03/2023 | 1,073 | ||||
BNP Paribas S.A. | JPY104,053,809,610 | USD717,929,359 | 10/03/2023 | 20,634,606 | ||||
BNP Paribas S.A. | SEK6,768,000 | USD623,722 | 11/02/2023 | 1 | ||||
BNP Paribas S.A. | NOK19,391,000 | USD1,823,737 | 11/02/2023 | (85) | ||||
BNP Paribas S.A. | GBP25,668,000 | USD31,334,108 | 11/02/2023 | (744) | ||||
BNP Paribas S.A. | NOK215,592,520 | USD20,276,938 | 11/02/2023 | (635) | ||||
BNP Paribas S.A. | NZD10,893,581 | USD6,545,299 | 11/02/2023 | (212) | ||||
BNP Paribas S.A. | SEK1,015,187,531 | USD93,555,324 | 11/02/2023 | (1,727) | ||||
BNP Paribas S.A. | DKK685,098,566 | USD97,418,229 | 11/02/2023 | (3,991) | ||||
BNP Paribas S.A. | SGD52,733,299 | USD38,683,749 | 11/02/2023 | (2,551) | ||||
BNP Paribas S.A. | ILS44,412,174 | USD11,681,266 | 11/02/2023 | (714) | ||||
BNP Paribas S.A. | HKD545,813,035 | USD69,734,463 | 11/02/2023 | 1,675 | ||||
BNP Paribas S.A. | AUD346,999,050 | USD224,170,061 | 11/02/2023 | (10,584) | ||||
Citibank N.A. | USD297,973,952 | CHF272,586,571 | 10/03/2023 | — | ||||
Citibank N.A. | NOK221,206,520 | USD20,813,978 | 10/03/2023 | 25,552 | ||||
Citibank N.A. | HKD619,045,035 | USD79,043,003 | 10/03/2023 | 1,009 | ||||
Citibank N.A. | DKK663,117,566 | USD96,722,176 | 10/03/2023 | 2,572,135 | ||||
Citibank N.A. | SEK1,124,817,531 | USD102,863,972 | 10/03/2023 | (670,346) | ||||
Citibank N.A. | NZD10,893,581 | USD6,484,654 | 10/03/2023 | (60,753) | ||||
Citibank N.A. | SGD56,294,299 | USD41,734,878 | 10/03/2023 | 490,612 | ||||
Citibank N.A. | AUD371,363,050 | USD240,753,923 | 10/03/2023 | 1,076,255 | ||||
Citibank N.A. | ILS50,521,174 | USD13,315,106 | 10/03/2023 | 44,506 | ||||
Citibank N.A. | CHF272,586,571 | USD298,908,777 | 11/02/2023 | (12,142) | ||||
Goldman Sachs Bank USA | USD412,115 | ILS1,567,000 | 10/03/2023 | (505) | ||||
HSBC Bank USA | EUR505,360,157 | USD549,226,935 | 10/03/2023 | 14,176,848 | ||||
JP Morgan Chase Bank, N.A. | USD715,785 | AUD1,114,000 | 10/03/2023 | 3,190 | ||||
JP Morgan Chase Bank, N.A. | USD2,148,686 | CHF1,892,000 | 10/03/2023 | (80,475) | ||||
JP Morgan Chase Bank, N.A. | USD9,868,818 | CHF8,839,000 | 10/03/2023 | (206,597) | ||||
JP Morgan Chase Bank, N.A. | USD3,260,626 | EUR3,037,000 | 10/03/2023 | (45,202) | ||||
JP Morgan Chase Bank, N.A. | USD35,638,108 | EUR33,378,000 | 10/03/2023 | (299,149) | ||||
JP Morgan Chase Bank, N.A. | USD32,811,994 | EUR30,668,000 | 10/03/2023 | (342,248) | ||||
JP Morgan Chase Bank, N.A. | USD2,628,372 | GBP2,074,000 | 10/03/2023 | (96,952) | ||||
JP Morgan Chase Bank, N.A. | USD1,423,720 | GBP1,141,000 | 10/03/2023 | (31,073) | ||||
JP Morgan Chase Bank, N.A. | USD14,282,475 | GBP11,524,000 | 10/03/2023 | (216,860) |
See accompanying notes to Schedule of
Investments.
208
STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY
INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Counterparty | Amount Sold | Amount Bought | Settlement Date | Net Unrealized Appreciation/ (Depreciation) | ||||
JP Morgan Chase Bank, N.A. | USD2,205,935 | JPY323,563,000 | 10/03/2023 | $(37,646) | ||||
JP Morgan Chase Bank, N.A. | USD24,103,579 | JPY3,555,686,000 | 10/03/2023 | (275,896) | ||||
JP Morgan Chase Bank, N.A. | USD22,173,642 | JPY3,266,942,000 | 10/03/2023 | (280,916) | ||||
JP Morgan Chase Bank, N.A. | USD675,077,169 | JPY100,738,390,610 | 10/03/2023 | — | ||||
JP Morgan Chase Bank, N.A. | USD2,952,308 | SEK32,914,000 | 10/03/2023 | 77,276 | ||||
JP Morgan Chase Bank, N.A. | JPY297,691,000 | USD2,046,100 | 10/03/2023 | 51,186 | ||||
JP Morgan Chase Bank, N.A. | USD775,283 | AUD1,200,000 | 11/02/2023 | (16) | ||||
JP Morgan Chase Bank, N.A. | USD626,115 | NZD1,042,000 | 11/02/2023 | (19) | ||||
JP Morgan Chase Bank, N.A. | JPY6,240,508,000 | USD42,018,671 | 11/02/2023 | (1,634) | ||||
JP Morgan Chase Bank, N.A. | JPY100,738,390,610 | USD678,306,769 | 11/02/2023 | (12,670) | ||||
Morgan Stanley Bank, N.A. | USD502,438 | AUD775,000 | 10/03/2023 | (2,253) | ||||
Royal Bank of Canada | USD983,189 | CHF875,000 | 10/03/2023 | (26,696) | ||||
Royal Bank of Canada | USD815,124 | EUR750,000 | 10/03/2023 | (21,061) | ||||
Royal Bank of Canada | CHF2,302,000 | USD2,524,430 | 11/02/2023 | 36 | ||||
Royal Bank of Canada | ILS1,745,000 | USD458,947 | 11/02/2023 | (51) | ||||
Royal Bank of Canada | DKK14,771,000 | USD2,100,571 | 11/02/2023 | 109 | ||||
Societe Generale | USD2,796,528 | HKD21,887,000 | 11/02/2023 | (257) | ||||
Societe Generale | SGD1,310,000 | USD961,059 | 11/02/2023 | 14 | ||||
Standard Chartered Bank | USD2,460,246 | HKD19,260,000 | 10/03/2023 | (1,057) | ||||
Standard Chartered Bank | USD1,251,558 | SGD1,705,000 | 10/03/2023 | (2,382) | ||||
Standard Chartered Bank | CHF293,008,571 | USD332,737,419 | 10/03/2023 | 12,439,462 | ||||
Toronto-Dominion Bank | USD500,620,046 | EUR472,840,657 | 10/03/2023 | 19 | ||||
Toronto-Dominion Bank | EUR472,840,657 | USD501,228,592 | 11/02/2023 | (9,081) | ||||
UBS AG | USD1,362,806 | SGD1,856,000 | 10/03/2023 | (2,999) | ||||
UBS AG | DKK68,368,000 | USD9,972,296 | 10/03/2023 | 265,345 | ||||
UBS AG | EUR2,794,000 | USD3,020,473 | 10/03/2023 | 62,326 | ||||
UBS AG | AUD1,025,000 | USD661,521 | 10/03/2023 | (14) | ||||
UBS AG | GBP1,050,000 | USD1,323,532 | 10/03/2023 | 41,955 | ||||
Westpac Banking Corp. | USD500,620,046 | EUR472,840,657 | 10/03/2023 | 19 | ||||
Westpac Banking Corp. | JPY3,533,081,000 | USD24,377,659 | 10/03/2023 | 701,459 | ||||
Westpac Banking Corp. | EUR505,360,157 | USD549,228,956 | 10/03/2023 | 14,178,870 | ||||
Westpac Banking Corp. | EUR472,840,657 | USD501,234,739 | 11/02/2023 | (2,934) | ||||
Total | $81,552,141 | |||||||
AUD | Australian Dollar |
CHF | Swiss Franc |
DKK | Danish Krone |
GBP | British Pound |
HKD | Hong Kong Dollar |
ILS | Israeli New Shekel |
JPY | Japanese Yen |
NOK | Norwegian Krone |
NZD | New Zealand Dollar |
SEK | Swedish Krona |
SGD | Singapore Dollar |
See accompanying notes to Schedule of
Investments.
209
STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY
INDEX FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
At September 30, 2023, open
futures contracts were as follows:
Description | Number of Contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
MSCI EAFE Index (long) | 2,005 | 12/15/2023 | $210,888,091 | $204,660,375 | $(6,227,716) |
The following table summarizes the
value of the Fund's investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Mutual Funds and Exchange Traded Products | $2,785,903,101 | $— | $— | $2,785,903,101 | ||||
Short-Term Investment | 119,645,588 | — | — | 119,645,588 | ||||
TOTAL INVESTMENTS | $2,905,548,689 | $— | $— | $2,905,548,689 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Forward Foreign Currency Exchange Contracts - Unrealized Appreciation | $— | $84,872,144 | $— | $84,872,144 | ||||
Forward Foreign Currency Exchange Contracts - Unrealized Depreciation | — | (3,320,003) | — | (3,320,003) | ||||
Futures Contracts - Unrealized Depreciation | (6,227,716) | — | — | (6,227,716) | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS: | $(6,227,716) | $81,552,141 | $— | $75,324,425 |
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier Class | 140,920,876 | $140,949,060 | $1,409,960,771 | $1,431,169,647 | $(87,041) | $(7,555) | 119,621,664 | $119,645,588 | $4,512,729 |
See accompanying notes to Schedule of
Investments.
210
STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX
PORTFOLIO
Schedule of Investments
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
COMMON STOCKS — 97.6% | ||||||
AUSTRALIA — 7.6% | ||||||
Ampol Ltd. | 49,395 | $1,077,528 | ||||
ANZ Group Holdings Ltd. | 549,178 | 9,094,915 | ||||
APA Group Stapled Security | 248,561 | 1,331,496 | ||||
Aristocrat Leisure Ltd. | 113,084 | 2,981,413 | ||||
ASX Ltd. | 38,835 | 1,431,662 | ||||
Aurizon Holdings Ltd. | 303,097 | 682,709 | ||||
BHP Group Ltd. | 931,498 | 26,602,600 | ||||
BlueScope Steel Ltd. | 77,666 | 974,442 | ||||
Brambles Ltd. | 247,634 | 2,288,665 | ||||
Cochlear Ltd. | 12,354 | 2,035,735 | ||||
Coles Group Ltd. | 238,660 | 2,396,724 | ||||
Commonwealth Bank of Australia | 307,910 | 19,866,546 | ||||
Computershare Ltd. | 111,558 | 1,869,108 | ||||
Dexus REIT | 210,234 | 990,500 | ||||
EBOS Group Ltd. | 28,220 | 579,895 | ||||
Endeavour Group Ltd. | 257,884 | 877,130 | ||||
Flutter Entertainment PLC (a) | 32,097 | 5,263,920 | ||||
Fortescue Metals Group Ltd. | 305,805 | 4,128,907 | ||||
Glencore PLC | 1,927,329 | 11,053,931 | ||||
Goodman Group REIT | 307,022 | 4,250,360 | ||||
GPT Group REIT | 374,436 | 942,478 | ||||
IDP Education Ltd. | 55,630 | 767,619 | ||||
IGO Ltd. | 142,222 | 1,162,062 | ||||
Insurance Australia Group Ltd. | 427,533 | 1,567,281 | ||||
Lendlease Corp. Ltd. Stapled Security | 153,833 | 712,858 | ||||
Lottery Corp. Ltd. | 457,734 | 1,394,389 | ||||
Macquarie Group Ltd. | 66,965 | 7,249,157 | ||||
Medibank Pvt Ltd. | 500,318 | 1,110,794 | ||||
Mineral Resources Ltd. | 35,609 | 1,554,276 | ||||
Mirvac Group REIT | 826,462 | 1,136,139 | ||||
National Australia Bank Ltd. | 574,623 | 10,780,947 | ||||
Newcrest Mining Ltd. | 159,853 | 2,529,706 | ||||
Northern Star Resources Ltd. | 231,701 | 1,564,186 | ||||
Orica Ltd. | 80,428 | 809,249 | ||||
Origin Energy Ltd. | 302,404 | 1,713,606 | ||||
Pilbara Minerals Ltd. (b) | 527,481 | 1,463,876 | ||||
Qantas Airways Ltd. (a) | 166,782 | 557,581 | ||||
QBE Insurance Group Ltd. | 266,554 | 2,702,653 | ||||
Ramsay Health Care Ltd. | 34,130 | 1,142,566 | ||||
REA Group Ltd. (b) | 9,983 | 994,288 | ||||
Reece Ltd. (b) | 48,540 | 583,635 | ||||
Rio Tinto Ltd. | 67,327 | 4,934,070 | ||||
Rio Tinto PLC | 206,335 | 13,030,311 | ||||
Santos Ltd. | 582,104 | 2,967,950 | ||||
Scentre Group REIT | 907,362 | 1,440,604 | ||||
SEEK Ltd. | 70,304 | 1,001,408 | ||||
Sonic Healthcare Ltd. | 85,913 | 1,652,358 | ||||
South32 Ltd. | 869,994 | 1,903,465 | ||||
Stockland REIT | 495,880 | 1,254,560 | ||||
Suncorp Group Ltd. | 237,470 | 2,141,086 | ||||
Telstra Group Ltd. | 712,168 | 1,769,588 |
Security Description | Shares | Value | ||||
Transurban Group Stapled Security | 558,358 | $4,573,022 | ||||
Treasury Wine Estates Ltd. | 142,024 | 1,130,196 | ||||
Vicinity Ltd. REIT | 773,415 | 846,079 | ||||
Washington H Soul Pattinson & Co. Ltd. | 40,775 | 857,644 | ||||
Wesfarmers Ltd. | 206,823 | 7,055,940 | ||||
Westpac Banking Corp. | 641,216 | 8,752,731 | ||||
WiseTech Global Ltd. | 32,570 | 1,367,395 | ||||
Woodside Energy Group Ltd. | 346,772 | 8,166,703 | ||||
Woolworths Group Ltd. | 221,376 | 5,332,134 | ||||
212,394,776 | ||||||
AUSTRIA — 0.2% | ||||||
Erste Group Bank AG | 61,012 | 2,120,056 | ||||
Mondi PLC | 84,316 | 1,412,465 | ||||
OMV AG | 26,979 | 1,294,521 | ||||
Verbund AG | 14,269 | 1,164,018 | ||||
voestalpine AG | 22,739 | 622,096 | ||||
6,613,156 | ||||||
BELGIUM — 0.8% | ||||||
Ageas SA | 27,483 | 1,135,680 | ||||
Anheuser-Busch InBev SA | 158,728 | 8,824,478 | ||||
D'ieteren Group | 4,423 | 748,788 | ||||
Elia Group SA | 5,712 | 560,308 | ||||
Groupe Bruxelles Lambert NV | 16,553 | 1,236,598 | ||||
KBC Group NV | 44,822 | 2,806,506 | ||||
Lotus Bakeries NV | 91 | 740,903 | ||||
Sofina SA | 3,290 | 668,095 | ||||
Solvay SA | 14,831 | 1,646,388 | ||||
UCB SA | 22,368 | 1,836,312 | ||||
Umicore SA | 44,743 | 1,063,494 | ||||
Warehouses De Pauw CVA REIT | 34,859 | 865,099 | ||||
22,132,649 | ||||||
BRAZIL — 0.1% | ||||||
Yara International ASA | 33,994 | 1,294,800 | ||||
BURKINA FASO — 0.0% (c) | ||||||
Endeavour Mining PLC | 36,440 | 705,403 | ||||
CHILE — 0.1% | ||||||
Antofagasta PLC | 72,829 | 1,270,258 | ||||
CHINA — 0.5% | ||||||
BOC Hong Kong Holdings Ltd. | 700,000 | 1,917,172 | ||||
Budweiser Brewing Co. APAC Ltd. (d) | 304,800 | 601,672 | ||||
ESR Group Ltd. (d) | 461,400 | 648,046 | ||||
Prosus NV | 283,084 | 8,368,048 | ||||
SITC International Holdings Co. Ltd. | 243,000 | 408,317 | ||||
Wilmar International Ltd. | 385,400 | 1,053,222 | ||||
Xinyi Glass Holdings Ltd. | 376,010 | 486,825 | ||||
13,483,302 |
See accompanying notes to Schedule of
Investments.
211
STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
DENMARK — 3.2% | ||||||
AP Moller - Maersk AS Class A | 572 | $1,017,600 | ||||
AP Moller - Maersk AS Class B | 847 | 1,531,484 | ||||
Carlsberg AS Class B | 17,557 | 2,222,045 | ||||
Chr Hansen Holding AS | 21,609 | 1,326,632 | ||||
Coloplast AS Class B | 24,427 | 2,592,802 | ||||
Danske Bank AS | 131,572 | 3,070,175 | ||||
Demant AS (a) | 21,378 | 888,119 | ||||
DSV AS | 33,884 | 6,345,553 | ||||
Genmab AS (a) | 11,952 | 4,255,965 | ||||
Novo Nordisk AS Class B | 601,118 | 54,955,117 | ||||
Novozymes AS Class B | 38,456 | 1,554,467 | ||||
Orsted AS (d) | 36,095 | 1,973,561 | ||||
Pandora AS | 14,798 | 1,537,116 | ||||
ROCKWOOL AS Class B | 2,140 | 520,325 | ||||
Tryg AS | 71,797 | 1,318,569 | ||||
Vestas Wind Systems AS (a) | 182,192 | 3,920,522 | ||||
89,030,052 | ||||||
FINLAND — 1.1% | ||||||
Elisa Oyj | 28,435 | 1,321,333 | ||||
Fortum Oyj (b) | 91,577 | 1,066,044 | ||||
Kesko Oyj Class B | 45,946 | 825,511 | ||||
Kone Oyj Class B | 60,748 | 2,567,533 | ||||
Metso Oyj | 131,475 | 1,385,588 | ||||
Neste Oyj (b) | 75,796 | 2,578,401 | ||||
Nokia Oyj | 966,058 | 3,649,400 | ||||
Nordea Bank Abp | 586,434 | 6,483,906 | ||||
Orion Oyj Class B | 20,582 | 811,068 | ||||
Sampo Oyj Class A | 82,888 | 3,596,310 | ||||
Stora Enso Oyj Class R | 100,547 | 1,265,740 | ||||
UPM-Kymmene Oyj | 102,326 | 3,517,724 | ||||
Wartsila Oyj Abp | 80,245 | 913,738 | ||||
29,982,296 | ||||||
FRANCE — 10.0% | ||||||
Accor SA | 31,897 | 1,078,644 | ||||
Adevinta ASA (a) | 69,043 | 687,131 | ||||
Aeroports de Paris SA | 6,344 | 751,600 | ||||
Air Liquide SA | 96,137 | 16,269,323 | ||||
Airbus SE | 108,748 | 14,620,090 | ||||
Alstom SA | 49,576 | 1,186,242 | ||||
Amundi SA (d) | 11,496 | 649,344 | ||||
Arkema SA | 11,768 | 1,165,699 | ||||
AXA SA | 335,739 | 10,016,967 | ||||
BioMerieux | 7,880 | 766,050 | ||||
BNP Paribas SA | 192,225 | 12,298,606 | ||||
Bollore SE | 159,608 | 860,134 | ||||
Bouygues SA | 38,117 | 1,337,410 | ||||
Bureau Veritas SA | 58,836 | 1,464,499 | ||||
Capgemini SE | 29,955 | 5,258,323 | ||||
Carrefour SA | 105,660 | 1,821,763 | ||||
Cie de Saint-Gobain SA | 83,947 | 5,055,431 |
Security Description | Shares | Value | ||||
Cie Generale des Etablissements Michelin SCA | 122,510 | $3,770,596 | ||||
Covivio SA REIT | 11,869 | 529,041 | ||||
Credit Agricole SA | 216,406 | 2,678,869 | ||||
Danone SA | 117,306 | 6,490,574 | ||||
Dassault Aviation SA | 4,479 | 845,998 | ||||
Dassault Systemes SE | 121,383 | 4,535,911 | ||||
Edenred SE | 47,543 | 2,983,927 | ||||
Eiffage SA | 14,427 | 1,375,324 | ||||
Engie SA | 331,638 | 5,101,799 | ||||
EssilorLuxottica SA | 53,935 | 9,431,244 | ||||
Eurazeo SE | 9,467 | 565,809 | ||||
Gecina SA REIT | 8,880 | 909,615 | ||||
Getlink SE | 70,174 | 1,122,624 | ||||
Hermes International SCA | 5,799 | 10,620,438 | ||||
Ipsen SA | 7,159 | 941,385 | ||||
Kering SA | 13,563 | 6,202,009 | ||||
Klepierre SA REIT | 43,119 | 1,060,502 | ||||
La Francaise des Jeux SAEM (d) | 18,489 | 602,917 | ||||
Legrand SA | 48,327 | 4,466,810 | ||||
L'Oreal SA | 44,294 | 18,439,615 | ||||
LVMH Moet Hennessy Louis Vuitton SE | 50,829 | 38,553,213 | ||||
Orange SA | 336,315 | 3,866,958 | ||||
Pernod Ricard SA | 37,266 | 6,228,032 | ||||
Publicis Groupe SA | 43,731 | 3,322,502 | ||||
Remy Cointreau SA | 4,103 | 502,390 | ||||
Renault SA | 38,533 | 1,585,976 | ||||
Safran SA | 62,525 | 9,839,722 | ||||
Sartorius Stedim Biotech | 5,561 | 1,330,622 | ||||
SEB SA | 4,806 | 451,082 | ||||
Societe Generale SA | 131,149 | 3,199,891 | ||||
Sodexo SA | 17,688 | 1,826,274 | ||||
Teleperformance SE | 11,251 | 1,422,292 | ||||
Thales SA | 20,371 | 2,870,674 | ||||
TotalEnergies SE | 413,476 | 27,277,307 | ||||
Unibail-Rodamco-Westfield REIT (a) | 24,164 | 1,196,035 | ||||
Valeo SE | 44,887 | 776,069 | ||||
Veolia Environnement SA | 122,651 | 3,561,971 | ||||
Vinci SA | 97,290 | 10,817,668 | ||||
Vivendi SE | 133,656 | 1,173,953 | ||||
Wendel SE | 6,032 | 479,298 | ||||
Worldline SA (a)(d) | 48,632 | 1,372,185 | ||||
279,616,377 | ||||||
GERMANY — 7.9% | ||||||
adidas AG | 29,433 | 5,192,244 | ||||
Allianz SE | 74,051 | 17,695,218 | ||||
BASF SE | 163,110 | 7,417,152 | ||||
Bayer AG | 179,672 | 8,645,851 | ||||
Bayerische Motoren Werke AG | 54,710 | 5,582,736 | ||||
Bayerische Motoren Werke AG Preference Shares | 11,599 | 1,084,363 |
See accompanying notes to Schedule of
Investments.
212
STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Bechtle AG | 15,089 | $706,755 | |||
Beiersdorf AG | 19,114 | 2,471,943 | |||
Brenntag SE | 26,021 | 2,024,354 | |||
Carl Zeiss Meditec AG | 8,085 | 708,939 | |||
Commerzbank AG | 188,234 | 2,150,369 | |||
Continental AG | 19,127 | 1,351,938 | |||
Covestro AG (a)(d) | 34,156 | 1,846,466 | |||
Daimler Truck Holding AG | 88,738 | 3,083,484 | |||
Deutsche Bank AG | 371,474 | 4,109,965 | |||
Deutsche Boerse AG | 34,569 | 5,991,409 | |||
Deutsche Lufthansa AG (a) | 121,904 | 968,768 | |||
Deutsche Post AG | 180,940 | 7,382,159 | |||
Deutsche Telekom AG | 594,062 | 12,496,240 | |||
E.ON SE | 407,343 | 4,830,273 | |||
Evonik Industries AG | 39,982 | 733,384 | |||
Fresenius Medical Care AG & Co. KGaA | 40,959 | 1,771,041 | |||
Fresenius SE & Co. KGaA | 75,174 | 2,344,735 | |||
GEA Group AG | 27,860 | 1,031,207 | |||
Hannover Rueck SE | 10,747 | 2,365,567 | |||
Heidelberg Materials AG | 25,629 | 1,994,943 | |||
HelloFresh SE (a) | 30,626 | 916,987 | |||
Henkel AG & Co. KGaA | 21,411 | 1,353,787 | |||
Henkel AG & Co. KGaA Preference Shares | 32,026 | 2,287,402 | |||
Infineon Technologies AG | 238,477 | 7,916,747 | |||
Knorr-Bremse AG | 14,406 | 917,887 | |||
LEG Immobilien SE (a) | 12,550 | 868,193 | |||
Mercedes-Benz Group AG | 146,836 | 10,243,432 | |||
Merck KGaA | 23,350 | 3,909,755 | |||
MTU Aero Engines AG | 10,149 | 1,845,497 | |||
Muenchener Rueckversicherungs-Gesellschaft AG | 24,963 | 9,755,157 | |||
Nemetschek SE | 11,865 | 727,093 | |||
Porsche Automobil Holding SE Preference Shares | 30,863 | 1,524,345 | |||
Puma SE | 19,231 | 1,197,216 | |||
Rational AG | 1,075 | 682,894 | |||
Rheinmetall AG | 7,727 | 1,995,337 | |||
RWE AG | 114,470 | 4,260,008 | |||
SAP SE | 192,003 | 24,967,241 | |||
Sartorius AG Preference Shares | 5,144 | 1,752,590 | |||
Scout24 SE (d) | 13,225 | 919,369 | |||
Siemens AG | 139,615 | 20,052,907 | |||
Siemens Energy AG (a) | 104,622 | 1,371,315 | |||
Siemens Healthineers AG (d) | 53,831 | 2,735,691 | |||
Symrise AG | 23,628 | 2,259,458 | |||
Talanx AG | 12,433 | 789,806 | |||
Telefonica Deutschland Holding AG | 172,355 | 309,305 | |||
Volkswagen AG | 5,740 | 757,830 | |||
Volkswagen AG Preference Shares | 37,317 | 4,304,151 | |||
Vonovia SE | 131,783 | 3,182,571 | |||
Wacker Chemie AG | 3,583 | 514,588 |
Security Description | Shares | Value | ||||
Zalando SE (a)(d) | 44,998 | $1,006,668 | ||||
221,306,730 | ||||||
HONG KONG — 2.1% | ||||||
AIA Group Ltd. | 2,120,800 | 17,290,050 | ||||
CK Asset Holdings Ltd. | 348,399 | 1,835,002 | ||||
CK Infrastructure Holdings Ltd. | 136,000 | 643,373 | ||||
CLP Holdings Ltd. | 292,000 | 2,160,588 | ||||
Futu Holdings Ltd. ADR (a)(b) | 10,900 | 630,129 | ||||
Hang Lung Properties Ltd. | 381,000 | 521,501 | ||||
Hang Seng Bank Ltd. | 144,300 | 1,795,493 | ||||
Henderson Land Development Co. Ltd. | 259,436 | 684,047 | ||||
HKT Trust & HKT Ltd. Stapled Security | 811,000 | 847,052 | ||||
Hong Kong & China Gas Co. Ltd. | 2,101,995 | 1,465,413 | ||||
Hong Kong Exchanges & Clearing Ltd. | 220,030 | 8,220,379 | ||||
Hongkong Land Holdings Ltd. | 238,600 | 851,802 | ||||
Jardine Matheson Holdings Ltd. | 27,600 | 1,281,192 | ||||
Link REIT | 483,291 | 2,369,603 | ||||
MTR Corp. Ltd. | 265,512 | 1,050,949 | ||||
New World Development Co. Ltd. | 259,269 | 504,512 | ||||
Power Assets Holdings Ltd. | 286,000 | 1,384,015 | ||||
Prudential PLC | 500,292 | 5,427,290 | ||||
Sino Land Co. Ltd. | 630,456 | 710,806 | ||||
Sun Hung Kai Properties Ltd. | 278,500 | 2,979,922 | ||||
Swire Pacific Ltd. Class A | 84,500 | 570,213 | ||||
Swire Properties Ltd. | 232,200 | 484,451 | ||||
Techtronic Industries Co. Ltd. | 262,500 | 2,547,291 | ||||
WH Group Ltd. (d) | 1,376,266 | 722,237 | ||||
Wharf Real Estate Investment Co. Ltd. | 313,000 | 1,208,942 | ||||
58,186,252 | ||||||
IRELAND — 0.4% | ||||||
AerCap Holdings NV (a) | 27,100 | 1,698,357 | ||||
AIB Group PLC | 288,957 | 1,303,275 | ||||
Bank of Ireland Group PLC | 186,033 | 1,829,781 | ||||
Kerry Group PLC Class A | 28,467 | 2,386,441 | ||||
Kingspan Group PLC | 27,408 | 2,059,133 | ||||
Smurfit Kappa Group PLC | 49,767 | 1,662,922 | ||||
10,939,909 | ||||||
ISRAEL — 0.6% | ||||||
Azrieli Group Ltd. | 7,326 | 376,018 | ||||
Bank Hapoalim BM | 224,312 | 1,996,830 | ||||
Bank Leumi Le-Israel BM | 272,570 | 2,256,023 | ||||
Check Point Software Technologies Ltd. (a) | 17,310 | 2,307,077 | ||||
Elbit Systems Ltd. | 5,637 | 1,122,514 | ||||
Global-e Online Ltd. (a)(b) | 20,000 | 794,800 | ||||
ICL Group Ltd. | 150,007 | 830,220 |
See accompanying notes to Schedule of
Investments.
213
STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Israel Discount Bank Ltd. Class A | 250,161 | $1,352,987 | ||||
Mizrahi Tefahot Bank Ltd. | 30,625 | 1,110,930 | ||||
Nice Ltd. (a) | 11,219 | 1,901,071 | ||||
Teva Pharmaceutical Industries Ltd. ADR (a) | 206,728 | 2,108,626 | ||||
Wix.com Ltd. (a) | 11,400 | 1,046,520 | ||||
17,203,616 | ||||||
ITALY — 2.2% | ||||||
Amplifon SpA | 25,292 | 752,995 | ||||
Assicurazioni Generali SpA | 182,926 | 3,750,476 | ||||
Coca-Cola HBC AG | 38,928 | 1,068,580 | ||||
Davide Campari-Milano NV | 102,147 | 1,207,474 | ||||
DiaSorin SpA | 5,558 | 508,541 | ||||
Enel SpA | 1,487,641 | 9,166,733 | ||||
Eni SpA | 430,716 | 6,957,050 | ||||
Ferrari NV | 22,971 | 6,802,457 | ||||
FinecoBank Banca Fineco SpA | 105,986 | 1,292,129 | ||||
Infrastrutture Wireless Italiane SpA (d) | 73,441 | 875,918 | ||||
Intesa Sanpaolo SpA | 2,834,912 | 7,323,570 | ||||
Mediobanca Banca di Credito Finanziario SpA (b) | 101,803 | 1,350,533 | ||||
Moncler SpA | 36,651 | 2,137,338 | ||||
Nexi SpA (a)(d) | 105,114 | 644,143 | ||||
Poste Italiane SpA (d) | 103,120 | 1,088,289 | ||||
Prysmian SpA | 51,718 | 2,088,958 | ||||
Recordati Industria Chimica e Farmaceutica SpA | 22,306 | 1,055,893 | ||||
Snam SpA | 379,104 | 1,785,723 | ||||
Telecom Italia SpA (a)(b) | 1,880,790 | 589,620 | ||||
Terna - Rete Elettrica Nazionale | 249,409 | 1,882,232 | ||||
UniCredit SpA | 336,393 | 8,095,428 | ||||
60,424,080 | ||||||
JAPAN — 22.4% | ||||||
Advantest Corp. (b) | 138,400 | 3,877,704 | ||||
Aeon Co. Ltd. | 116,500 | 2,312,825 | ||||
AGC, Inc. | 33,300 | 1,170,214 | ||||
Aisin Corp. | 27,700 | 1,048,785 | ||||
Ajinomoto Co., Inc. | 81,000 | 3,128,725 | ||||
ANA Holdings, Inc. (a)(b) | 35,300 | 741,128 | ||||
Asahi Group Holdings Ltd. | 86,700 | 3,247,800 | ||||
Asahi Intecc Co. Ltd. | 42,900 | 772,761 | ||||
Asahi Kasei Corp. | 218,600 | 1,376,861 | ||||
Astellas Pharma, Inc. | 328,200 | 4,561,480 | ||||
Azbil Corp. | 19,700 | 604,367 | ||||
Bandai Namco Holdings, Inc. | 113,500 | 2,313,734 | ||||
BayCurrent Consulting, Inc. | 23,800 | 797,135 | ||||
Bridgestone Corp. | 103,200 | 4,031,180 | ||||
Brother Industries Ltd. | 49,800 | 803,775 | ||||
Canon, Inc. (b) | 181,100 | 4,375,041 | ||||
Capcom Co. Ltd. | 33,700 | 1,216,113 | ||||
Central Japan Railway Co. | 129,500 | 3,154,515 |
Security Description | Shares | Value | |||
Chiba Bank Ltd. | 99,200 | $722,935 | |||
Chubu Electric Power Co., Inc. | 127,700 | 1,631,924 | |||
Chugai Pharmaceutical Co. Ltd. | 121,200 | 3,755,596 | |||
Concordia Financial Group Ltd. | 178,100 | 813,370 | |||
CyberAgent, Inc. | 97,100 | 524,656 | |||
Dai Nippon Printing Co. Ltd. | 44,800 | 1,167,847 | |||
Daifuku Co. Ltd. | 54,900 | 1,040,975 | |||
Dai-ichi Life Holdings, Inc. | 169,400 | 3,515,710 | |||
Daiichi Sankyo Co. Ltd. | 338,200 | 9,305,741 | |||
Daikin Industries Ltd. | 48,200 | 7,582,476 | |||
Daito Trust Construction Co. Ltd. | 12,100 | 1,277,098 | |||
Daiwa House Industry Co. Ltd. | 114,200 | 3,072,629 | |||
Daiwa House REIT Investment Corp. | 390 | 689,442 | |||
Daiwa Securities Group, Inc. | 270,200 | 1,562,805 | |||
Denso Corp. | 314,800 | 5,065,068 | |||
Dentsu Group, Inc. | 34,600 | 1,020,204 | |||
Disco Corp. | 16,500 | 3,049,556 | |||
East Japan Railway Co. | 54,300 | 3,112,994 | |||
Eisai Co. Ltd. | 45,100 | 2,509,703 | |||
ENEOS Holdings, Inc. | 539,400 | 2,132,297 | |||
FANUC Corp. | 172,800 | 4,508,027 | |||
Fast Retailing Co. Ltd. | 31,900 | 6,966,802 | |||
Fuji Electric Co. Ltd. | 21,600 | 976,469 | |||
FUJIFILM Holdings Corp. | 67,400 | 3,910,532 | |||
Fujitsu Ltd. | 31,800 | 3,750,578 | |||
GLP J-REIT | 898 | 804,574 | |||
GMO Payment Gateway, Inc. | 9,300 | 509,607 | |||
Hakuhodo DY Holdings, Inc. (b) | 55,500 | 457,278 | |||
Hamamatsu Photonics KK | 28,600 | 1,207,247 | |||
Hankyu Hanshin Holdings, Inc. | 45,100 | 1,541,666 | |||
Hikari Tsushin, Inc. | 4,000 | 610,488 | |||
Hirose Electric Co. Ltd. | 6,810 | 790,412 | |||
Hitachi Construction Machinery Co. Ltd. | 23,300 | 709,813 | |||
Hitachi Ltd. | 171,800 | 10,678,137 | |||
Honda Motor Co. Ltd. | 844,800 | 9,522,222 | |||
Hoshizaki Corp. | 20,300 | 706,708 | |||
Hoya Corp. | 64,600 | 6,634,244 | |||
Hulic Co. Ltd. | 74,500 | 669,489 | |||
Ibiden Co. Ltd. | 19,300 | 1,030,023 | |||
Idemitsu Kosan Co. Ltd. | 38,240 | 881,013 | |||
Iida Group Holdings Co. Ltd. | 35,900 | 598,193 | |||
Inpex Corp. | 173,500 | 2,622,992 | |||
Isuzu Motors Ltd. | 115,600 | 1,456,765 | |||
ITOCHU Corp. (b) | 217,100 | 7,864,919 | |||
Japan Airlines Co. Ltd. | 25,500 | 496,927 | |||
Japan Exchange Group, Inc. | 87,900 | 1,634,006 | |||
Japan Metropolitan Fund Invest REIT | 1,232 | 800,831 |
See accompanying notes to Schedule of
Investments.
214
STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Japan Post Bank Co. Ltd. | 279,800 | $2,439,402 | |||
Japan Post Holdings Co. Ltd. | 404,800 | 3,248,437 | |||
Japan Post Insurance Co. Ltd. | 42,100 | 711,094 | |||
Japan Real Estate Investment Corp. REIT | 248 | 968,899 | |||
Japan Tobacco, Inc. | 217,500 | 5,013,905 | |||
JFE Holdings, Inc. | 97,400 | 1,430,078 | |||
JSR Corp. (b) | 35,100 | 944,860 | |||
Kajima Corp. | 77,000 | 1,255,684 | |||
Kansai Electric Power Co., Inc. | 124,400 | 1,731,888 | |||
Kao Corp. | 83,700 | 3,113,545 | |||
Kawasaki Kisen Kaisha Ltd. (b) | 27,100 | 926,912 | |||
KDDI Corp. | 273,300 | 8,382,604 | |||
Keio Corp. (b) | 20,500 | 706,390 | |||
Keisei Electric Railway Co. Ltd. | 24,800 | 860,875 | |||
Keyence Corp. | 35,700 | 13,277,601 | |||
Kikkoman Corp. | 23,600 | 1,240,532 | |||
Kintetsu Group Holdings Co. Ltd. | 36,200 | 1,028,082 | |||
Kirin Holdings Co. Ltd. | 137,400 | 1,927,145 | |||
Kobayashi Pharmaceutical Co. Ltd. | 9,800 | 438,365 | |||
Kobe Bussan Co. Ltd. | 32,500 | 763,578 | |||
Koei Tecmo Holdings Co. Ltd. | 26,540 | 378,025 | |||
Koito Manufacturing Co. Ltd. | 45,400 | 686,514 | |||
Komatsu Ltd. | 167,700 | 4,543,549 | |||
Konami Group Corp. | 21,000 | 1,109,915 | |||
Kose Corp. | 6,200 | 451,004 | |||
Kubota Corp. | 181,500 | 2,680,690 | |||
Kurita Water Industries Ltd. | 18,300 | 639,412 | |||
Kyocera Corp. | 57,500 | 2,923,455 | |||
Kyowa Kirin Co. Ltd. | 49,000 | 855,058 | |||
Lasertec Corp. | 13,300 | 2,073,989 | |||
Lixil Corp. | 59,800 | 697,884 | |||
M3, Inc. | 89,400 | 1,627,143 | |||
Makita Corp. | 43,400 | 1,073,766 | |||
Marubeni Corp. | 261,200 | 4,081,879 | |||
MatsukiyoCocokara & Co. | 62,400 | 1,120,879 | |||
Mazda Motor Corp. | 104,900 | 1,192,581 | |||
McDonald's Holdings Co. Japan Ltd. (b) | 14,600 | 558,660 | |||
MEIJI Holdings Co. Ltd. | 44,200 | 1,100,668 | |||
MINEBEA MITSUMI, Inc. | 66,500 | 1,088,020 | |||
MISUMI Group, Inc. | 52,300 | 818,891 | |||
Mitsubishi Chemical Group Corp. | 254,800 | 1,609,650 | |||
Mitsubishi Corp. | 210,500 | 10,054,910 | |||
Mitsubishi Electric Corp. | 349,900 | 4,335,501 | |||
Mitsubishi Estate Co. Ltd. | 201,400 | 2,638,546 | |||
Mitsubishi HC Capital, Inc. | 159,200 | 1,062,578 | |||
Mitsubishi Heavy Industries Ltd. | 57,600 | 3,221,508 |
Security Description | Shares | Value | |||
Mitsubishi UFJ Financial Group, Inc. | 2,096,700 | $17,823,179 | |||
Mitsui & Co. Ltd. | 240,000 | 8,721,863 | |||
Mitsui Chemicals, Inc. | 35,100 | 911,930 | |||
Mitsui Fudosan Co. Ltd. | 160,400 | 3,540,677 | |||
Mitsui OSK Lines Ltd. (b) | 60,500 | 1,666,309 | |||
Mizuho Financial Group, Inc. | 440,240 | 7,496,397 | |||
MonotaRO Co. Ltd. | 53,900 | 578,100 | |||
MS&AD Insurance Group Holdings, Inc. | 81,700 | 3,008,487 | |||
Murata Manufacturing Co. Ltd. | 313,500 | 5,743,736 | |||
NEC Corp. | 43,800 | 2,424,740 | |||
Nexon Co. Ltd. | 67,400 | 1,207,532 | |||
NGK Insulators Ltd. | 43,300 | 575,109 | |||
NIDEC Corp. | 75,300 | 3,497,432 | |||
Nintendo Co. Ltd. | 189,700 | 7,919,792 | |||
Nippon Building Fund, Inc. REIT | 310 | 1,258,904 | |||
NIPPON EXPRESS HOLDINGS, Inc. | 16,100 | 841,872 | |||
Nippon Paint Holdings Co. Ltd. | 186,100 | 1,254,593 | |||
Nippon Prologis REIT, Inc. | 470 | 879,370 | |||
Nippon Sanso Holdings Corp. | 32,400 | 769,697 | |||
Nippon Steel Corp. (b) | 154,200 | 3,621,853 | |||
Nippon Telegraph & Telephone Corp. | 5,440,400 | 6,438,429 | |||
Nippon Yusen KK (b) | 86,300 | 2,247,357 | |||
Nissan Chemical Corp. | 21,400 | 911,929 | |||
Nissan Motor Co. Ltd. | 409,100 | 1,810,211 | |||
Nissin Foods Holdings Co. Ltd. | 11,900 | 990,836 | |||
Nitori Holdings Co. Ltd. | 14,100 | 1,578,898 | |||
Nitto Denko Corp. (b) | 25,000 | 1,643,156 | |||
Nomura Holdings, Inc. | 534,100 | 2,144,274 | |||
Nomura Real Estate Holdings, Inc. | 21,700 | 545,754 | |||
Nomura Real Estate Master Fund, Inc. REIT | 899 | 1,008,495 | |||
Nomura Research Institute Ltd. | 74,200 | 1,935,739 | |||
NTT Data Group Corp. | 110,400 | 1,482,974 | |||
Obayashi Corp. | 110,800 | 977,505 | |||
Obic Co. Ltd. | 12,400 | 1,885,033 | |||
Odakyu Electric Railway Co. Ltd. | 66,800 | 1,000,265 | |||
Oji Holdings Corp. | 162,700 | 685,799 | |||
Olympus Corp. | 227,300 | 2,957,299 | |||
Omron Corp. (b) | 34,900 | 1,559,245 | |||
Ono Pharmaceutical Co. Ltd. | 67,300 | 1,293,459 | |||
Open House Group Co. Ltd. | 14,000 | 476,033 | |||
Oracle Corp. | 6,900 | 513,252 | |||
Oriental Land Co. Ltd. | 198,900 | 6,543,140 | |||
ORIX Corp. | 212,000 | 3,967,941 | |||
Osaka Gas Co. Ltd. | 64,100 | 1,057,559 | |||
Otsuka Corp. | 22,600 | 958,976 |
See accompanying notes to Schedule of
Investments.
215
STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Otsuka Holdings Co. Ltd. | 69,800 | $2,485,156 | |||
Pan Pacific International Holdings Corp. | 66,300 | 1,394,199 | |||
Panasonic Holdings Corp. | 400,100 | 4,509,755 | |||
Persol Holdings Co. Ltd. | 414,000 | 675,273 | |||
Rakuten Group, Inc. (b) | 293,700 | 1,206,684 | |||
Recruit Holdings Co. Ltd. | 263,500 | 8,138,526 | |||
Renesas Electronics Corp. (a) | 229,400 | 3,513,444 | |||
Resona Holdings, Inc. | 380,500 | 2,112,033 | |||
Ricoh Co. Ltd. | 104,000 | 899,394 | |||
Rohm Co. Ltd. | 64,400 | 1,215,713 | |||
SBI Holdings, Inc. | 43,100 | 909,223 | |||
SCSK Corp. | 30,900 | 540,245 | |||
Secom Co. Ltd. | 37,500 | 2,548,166 | |||
Seiko Epson Corp. (b) | 57,900 | 911,617 | |||
Sekisui Chemical Co. Ltd. | 72,500 | 1,046,021 | |||
Sekisui House Ltd. | 106,000 | 2,114,672 | |||
Seven & i Holdings Co. Ltd. | 136,900 | 5,371,416 | |||
SG Holdings Co. Ltd. | 62,100 | 796,927 | |||
Sharp Corp. (a) | 43,600 | 272,308 | |||
Shimadzu Corp. | 46,800 | 1,245,700 | |||
Shimano, Inc. | 15,200 | 2,053,999 | |||
Shimizu Corp. | 113,000 | 787,157 | |||
Shin-Etsu Chemical Co. Ltd. | 333,400 | 9,703,174 | |||
Shionogi & Co. Ltd. | 46,300 | 2,074,463 | |||
Shiseido Co. Ltd. | 71,600 | 2,519,015 | |||
Shizuoka Financial Group, Inc. | 96,100 | 785,029 | |||
SMC Corp. | 10,400 | 4,668,065 | |||
SoftBank Corp. | 522,900 | 5,923,689 | |||
SoftBank Group Corp. | 188,000 | 7,981,102 | |||
Sompo Holdings, Inc. | 52,600 | 2,267,554 | |||
Sony Group Corp. | 231,600 | 18,996,710 | |||
Square Enix Holdings Co. Ltd. | 16,100 | 552,940 | |||
Subaru Corp. | 109,300 | 2,128,503 | |||
SUMCO Corp. | 67,300 | 878,993 | |||
Sumitomo Chemical Co. Ltd. | 247,000 | 673,674 | |||
Sumitomo Corp. | 188,900 | 3,777,367 | |||
Sumitomo Electric Industries Ltd. | 133,200 | 1,608,040 | |||
Sumitomo Metal Mining Co. Ltd. | 49,900 | 1,471,001 | |||
Sumitomo Mitsui Financial Group, Inc. | 232,600 | 11,451,916 | |||
Sumitomo Mitsui Trust Holdings, Inc. | 62,600 | 2,362,209 | |||
Sumitomo Realty & Development Co. Ltd. | 56,800 | 1,479,141 | |||
Suntory Beverage & Food Ltd. | 27,500 | 838,499 | |||
Suzuki Motor Corp. | 65,900 | 2,656,756 | |||
Sysmex Corp. | 31,600 | 1,510,490 | |||
T&D Holdings, Inc. | 92,500 | 1,529,837 | |||
Taisei Corp. | 35,400 | 1,248,044 |
Security Description | Shares | Value | ||||
Takeda Pharmaceutical Co. Ltd. | 289,217 | $8,994,847 | ||||
TDK Corp. | 69,400 | 2,577,415 | ||||
Terumo Corp. | 121,300 | 3,221,390 | ||||
TIS, Inc. | 37,000 | 816,492 | ||||
Tobu Railway Co. Ltd. | 33,400 | 859,928 | ||||
Toho Co. Ltd. | 21,600 | 738,504 | ||||
Tokio Marine Holdings, Inc. | 328,800 | 7,634,726 | ||||
Tokyo Electric Power Co. Holdings, Inc. (a) | 274,000 | 1,228,019 | ||||
Tokyo Electron Ltd. | 86,400 | 11,834,585 | ||||
Tokyo Gas Co. Ltd. | 68,500 | 1,556,599 | ||||
Tokyu Corp. | 97,600 | 1,127,575 | ||||
TOPPAN, Inc. | 42,100 | 1,008,594 | ||||
Toray Industries, Inc. | 240,500 | 1,253,872 | ||||
Toshiba Corp. (a) | 16,000 | 493,537 | ||||
Tosoh Corp. | 48,000 | 616,948 | ||||
TOTO Ltd. | 25,200 | 652,354 | ||||
Toyota Industries Corp. | 25,900 | 2,043,709 | ||||
Toyota Motor Corp. | 1,951,500 | 35,015,187 | ||||
Toyota Tsusho Corp. | 37,800 | 2,227,851 | ||||
Trend Micro, Inc. | 24,500 | 930,581 | ||||
Unicharm Corp. | 77,100 | 2,733,698 | ||||
USS Co. Ltd. | 47,000 | 778,740 | ||||
Welcia Holdings Co. Ltd. | 21,500 | 372,225 | ||||
West Japan Railway Co. | 38,600 | 1,599,873 | ||||
Yakult Honsha Co. Ltd. | 51,400 | 1,251,373 | ||||
Yamaha Corp. | 29,600 | 810,492 | ||||
Yamaha Motor Co. Ltd. | 59,300 | 1,562,126 | ||||
Yamato Holdings Co. Ltd. | 44,200 | 721,240 | ||||
Yaskawa Electric Corp. | 42,100 | 1,522,061 | ||||
Yokogawa Electric Corp. | 49,500 | 958,155 | ||||
Z Holdings Corp. | 530,500 | 1,477,117 | ||||
Zensho Holdings Co. Ltd. | 20,200 | 879,609 | ||||
ZOZO, Inc. | 26,100 | 479,673 | ||||
622,629,746 | ||||||
JORDAN — 0.0% (c) | ||||||
Hikma Pharmaceuticals PLC | 36,364 | 926,739 | ||||
LUXEMBOURG — 0.1% | ||||||
ArcelorMittal SA | 91,115 | 2,293,527 | ||||
Eurofins Scientific SE | 25,158 | 1,425,028 | ||||
3,718,555 | ||||||
MACAU — 0.1% | ||||||
Galaxy Entertainment Group Ltd. | 416,000 | 2,504,440 | ||||
Sands China Ltd. (a) | 452,000 | 1,385,114 | ||||
3,889,554 | ||||||
NETHERLANDS — 5.3% | ||||||
ABN AMRO Bank NV GDR (d) | 80,041 | 1,138,951 | ||||
Adyen NV (a)(d) | 3,894 | 2,909,441 | ||||
Aegon NV | 316,542 | 1,535,606 | ||||
Akzo Nobel NV | 30,352 | 2,200,617 | ||||
Argenx SE (a) | 10,160 | 4,954,628 |
See accompanying notes to Schedule of
Investments.
216
STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
ASM International NV | 8,474 | $3,566,309 | ||||
ASML Holding NV | 74,229 | 43,939,645 | ||||
ASR Nederland NV | 27,541 | 1,035,729 | ||||
BE Semiconductor Industries NV | 13,407 | 1,320,104 | ||||
Euronext NV (d) | 17,399 | 1,215,799 | ||||
EXOR NV (b) | 20,230 | 1,797,870 | ||||
Ferrovial SE | 97,502 | 2,990,580 | ||||
Heineken Holding NV | 25,583 | 1,933,941 | ||||
Heineken NV | 52,210 | 4,613,447 | ||||
IMCD NV | 10,647 | 1,352,701 | ||||
ING Groep NV | 661,579 | 8,790,607 | ||||
JDE Peet's NV | 20,587 | 575,863 | ||||
Koninklijke Ahold Delhaize NV | 176,453 | 5,328,096 | ||||
Koninklijke KPN NV | 624,242 | 2,061,398 | ||||
Koninklijke Philips NV | 167,349 | 3,360,410 | ||||
NN Group NV (b) | 48,761 | 1,571,487 | ||||
OCI NV (a) | 24,942 | 696,890 | ||||
Randstad NV | 18,830 | 1,044,261 | ||||
Shell PLC | 1,234,051 | 39,252,107 | ||||
Universal Music Group NV (b) | 147,795 | 3,869,700 | ||||
Wolters Kluwer NV | 46,809 | 5,681,943 | ||||
148,738,130 | ||||||
NEW ZEALAND — 0.3% | ||||||
Auckland International Airport Ltd. | 246,939 | 1,173,633 | ||||
Fisher & Paykel Healthcare Corp. Ltd. Class C | 100,258 | 1,299,979 | ||||
Mercury NZ Ltd. | 161,761 | 592,884 | ||||
Meridian Energy Ltd. | 225,767 | 697,252 | ||||
Spark New Zealand Ltd. | 365,301 | 1,055,752 | ||||
Xero Ltd. (a) | 28,504 | 2,068,316 | ||||
6,887,816 | ||||||
NORWAY — 0.7% | ||||||
Aker BP ASA | 63,294 | 1,760,670 | ||||
DNB Bank ASA | 166,507 | 3,373,688 | ||||
Equinor ASA | 163,596 | 5,398,698 | ||||
Gjensidige Forsikring ASA | 46,488 | 688,090 | ||||
Kongsberg Gruppen ASA | 17,362 | 719,878 | ||||
Mowi ASA | 81,658 | 1,454,609 | ||||
Norsk Hydro ASA | 244,766 | 1,545,767 | ||||
Orkla ASA | 127,517 | 958,458 | ||||
Salmar ASA | 14,872 | 759,473 | ||||
Telenor ASA | 121,103 | 1,382,786 | ||||
18,042,117 | ||||||
PORTUGAL — 0.2% | ||||||
EDP - Energias de Portugal SA | 559,621 | 2,332,075 | ||||
Galp Energia SGPS SA | 97,676 | 1,451,939 | ||||
Jeronimo Martins SGPS SA | 58,822 | 1,324,026 | ||||
5,108,040 |
Security Description | Shares | Value | ||||
SINGAPORE — 1.6% | ||||||
CapitaLand Ascendas REIT | 684,715 | $1,379,564 | ||||
CapitaLand Integrated Commercial Trust REIT | 1,086,189 | 1,472,232 | ||||
CapitaLand Investment Ltd. | 514,482 | 1,168,506 | ||||
City Developments Ltd. | 91,600 | 443,605 | ||||
DBS Group Holdings Ltd. | 330,657 | 8,149,536 | ||||
Genting Singapore Ltd. | 1,255,700 | 777,395 | ||||
Grab Holdings Ltd. Class A (a) | 366,700 | 1,298,118 | ||||
Jardine Cycle & Carriage Ltd. | 22,800 | 533,375 | ||||
Keppel Corp. Ltd. | 284,500 | 1,417,393 | ||||
Mapletree Logistics Trust REIT | 683,004 | 840,682 | ||||
Mapletree Pan Asia Commercial Trust REIT | 465,100 | 487,283 | ||||
Oversea-Chinese Banking Corp. Ltd. | 615,466 | 5,776,335 | ||||
Sea Ltd. ADR (a) | 65,100 | 2,861,145 | ||||
Seatrium Ltd. (a) | 9,634,821 | 945,905 | ||||
Sembcorp Industries Ltd. | 198,600 | 740,621 | ||||
Singapore Airlines Ltd. (b) | 281,049 | 1,330,190 | ||||
Singapore Exchange Ltd. | 167,000 | 1,192,945 | ||||
Singapore Technologies Engineering Ltd. | 302,100 | 865,419 | ||||
Singapore Telecommunications Ltd. | 1,574,400 | 2,791,449 | ||||
STMicroelectronics NV | 124,171 | 5,388,136 | ||||
United Overseas Bank Ltd. | 229,190 | 4,785,636 | ||||
UOL Group Ltd. | 106,632 | 501,559 | ||||
45,147,029 | ||||||
SOUTH AFRICA — 0.2% | ||||||
Anglo American PLC | 231,170 | 6,392,209 | ||||
SOUTH KOREA — 0.0% (c) | ||||||
Delivery Hero SE (a)(d) | 35,875 | 1,031,989 | ||||
SPAIN — 2.5% | ||||||
Acciona SA | 4,395 | 561,642 | ||||
ACS Actividades de Construccion y Servicios SA | 41,790 | 1,507,433 | ||||
Aena SME SA (d) | 14,182 | 2,141,167 | ||||
Amadeus IT Group SA | 81,827 | 4,962,415 | ||||
Banco Bilbao Vizcaya Argentaria SA | 1,089,341 | 8,892,250 | ||||
Banco Santander SA | 2,962,606 | 11,350,001 | ||||
CaixaBank SA | 787,105 | 3,155,053 | ||||
Cellnex Telecom SA (a)(d) | 102,025 | 3,561,386 | ||||
Corp. ACCIONA Energias Renovables SA (b) | 10,385 | 268,281 | ||||
EDP Renovaveis SA | 53,726 | 882,531 | ||||
Enagas SA | 53,522 | 888,529 | ||||
Endesa SA | 54,532 | 1,112,857 | ||||
Grifols SA (a) | 51,836 | 674,766 | ||||
Iberdrola SA | 1,115,790 | 12,516,326 | ||||
Industria de Diseno Textil SA | 199,024 | 7,436,191 | ||||
Naturgy Energy Group SA (b) | 25,173 | 686,553 |
See accompanying notes to Schedule of
Investments.
217
STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
Redeia Corp. SA | 82,554 | $1,301,883 | ||||
Repsol SA | 230,441 | 3,798,760 | ||||
Telefonica SA | 934,737 | 3,827,977 | ||||
69,526,001 | ||||||
SWEDEN — 2.9% | ||||||
Alfa Laval AB | 54,344 | 1,879,796 | ||||
Assa Abloy AB Class B | 180,956 | 3,967,501 | ||||
Atlas Copco AB Class A | 489,215 | 6,630,669 | ||||
Atlas Copco AB Class B | 280,733 | 3,312,712 | ||||
Beijer Ref AB | 66,109 | 702,821 | ||||
Boliden AB | 51,466 | 1,489,616 | ||||
Epiroc AB Class A | 124,832 | 2,389,965 | ||||
Epiroc AB Class B | 71,132 | 1,147,100 | ||||
EQT AB | 70,952 | 1,416,532 | ||||
Essity AB Class B | 116,597 | 2,531,731 | ||||
Evolution AB (d) | 35,210 | 3,585,754 | ||||
Fastighets AB Balder Class B (a)(b) | 128,686 | 583,956 | ||||
Getinge AB Class B | 45,194 | 801,613 | ||||
H & M Hennes & Mauritz AB Class B | 129,023 | 1,846,240 | ||||
Hexagon AB Class B | 372,917 | 3,205,297 | ||||
Holmen AB Class B | 21,157 | 829,205 | ||||
Husqvarna AB Class B (b) | 69,019 | 531,990 | ||||
Industrivarden AB Class A | 27,593 | 733,497 | ||||
Industrivarden AB Class C (b) | 32,804 | 871,416 | ||||
Indutrade AB | 53,245 | 993,424 | ||||
Investment AB Latour Class B | 33,191 | 588,867 | ||||
Investor AB Class B | 314,873 | 6,080,554 | ||||
L E Lundbergforetagen AB Class B | 16,895 | 710,684 | ||||
Lifco AB Class B | 48,109 | 849,996 | ||||
Nibe Industrier AB Class B | 302,073 | 1,996,359 | ||||
Saab AB Class B | 15,719 | 805,613 | ||||
Sagax AB Class B | 40,834 | 783,665 | ||||
Sandvik AB | 192,072 | 3,564,157 | ||||
Securitas AB Class B | 85,873 | 684,980 | ||||
Skandinaviska Enskilda Banken AB Class A | 285,370 | 3,431,784 | ||||
Skanska AB Class B | 68,771 | 1,139,410 | ||||
SKF AB Class B | 62,384 | 1,045,935 | ||||
Svenska Cellulosa AB SCA Class B | 105,201 | 1,452,007 | ||||
Svenska Handelsbanken AB Class A | 258,965 | 2,325,493 | ||||
Swedbank AB Class A | 162,999 | 3,020,167 | ||||
Swedish Orphan Biovitrum AB (a) | 43,258 | 889,512 | ||||
Tele2 AB Class B | 102,295 | 787,913 | ||||
Telefonaktiebolaget LM Ericsson Class B (b) | 523,662 | 2,570,543 | ||||
Telia Co. AB (b) | 465,670 | 967,413 | ||||
Volvo AB Class A | 41,104 | 860,353 | ||||
Volvo AB Class B | 274,179 | 5,693,450 |
Security Description | Shares | Value | ||||
Volvo Car AB Class B | 106,078 | $433,912 | ||||
80,133,602 | ||||||
SWITZERLAND — 6.0% | ||||||
ABB Ltd. | 292,807 | 10,498,546 | ||||
Adecco Group AG | 27,484 | 1,134,451 | ||||
Alcon, Inc. | 91,168 | 7,069,805 | ||||
Bachem Holding AG | 5,589 | 415,448 | ||||
Baloise Holding AG | 9,114 | 1,324,060 | ||||
Banque Cantonale Vaudoise (b) | 5,007 | 525,713 | ||||
Barry Callebaut AG | 659 | 1,050,308 | ||||
BKW AG | 3,766 | 664,855 | ||||
Chocoladefabriken Lindt & Spruengli AG (e) | 189 | 2,105,280 | ||||
Chocoladefabriken Lindt & Spruengli AG (e) | 19 | 2,085,264 | ||||
Cie Financiere Richemont SA Class A | 95,647 | 11,710,170 | ||||
Clariant AG | 36,220 | 574,104 | ||||
DSM-Firmenich AG | 33,293 | 2,824,499 | ||||
Dufry AG (a) | 19,349 | 738,384 | ||||
EMS-Chemie Holding AG | 1,465 | 997,699 | ||||
Geberit AG | 5,998 | 3,009,491 | ||||
Givaudan SA | 1,677 | 5,488,564 | ||||
Helvetia Holding AG | 7,286 | 1,022,652 | ||||
Julius Baer Group Ltd. | 36,744 | 2,364,180 | ||||
Kuehne & Nagel International AG | 9,734 | 2,777,191 | ||||
Logitech International SA | 32,387 | 2,240,325 | ||||
Lonza Group AG | 13,582 | 6,318,867 | ||||
Novartis AG | 377,265 | 38,712,140 | ||||
Partners Group Holding AG | 4,113 | 4,651,179 | ||||
Schindler Holding AG (e) | 7,626 | 1,525,533 | ||||
Schindler Holding AG (e) | 4,669 | 902,360 | ||||
SGS SA | 28,790 | 2,423,924 | ||||
SIG Group AG | 53,078 | 1,313,605 | ||||
Sika AG | 26,682 | 6,798,835 | ||||
Sonova Holding AG | 9,247 | 2,200,560 | ||||
Straumann Holding AG | 21,313 | 2,730,524 | ||||
Swatch Group AG | 9,691 | 475,122 | ||||
Swatch Group AG Bearer Shares | 5,857 | 1,507,147 | ||||
Swiss Life Holding AG | 5,312 | 3,319,129 | ||||
Swiss Prime Site AG | 13,270 | 1,217,770 | ||||
Swisscom AG | 4,954 | 2,947,056 | ||||
Temenos AG | 13,590 | 957,005 | ||||
UBS Group AG | 603,428 | 14,966,967 | ||||
VAT Group AG (d) | 5,043 | 1,813,672 | ||||
Zurich Insurance Group AG | 27,575 | 12,663,159 | ||||
168,065,543 | ||||||
UNITED KINGDOM — 11.2% | ||||||
3i Group PLC | 176,230 | 4,458,970 | ||||
abrdn PLC | 364,238 | 692,419 | ||||
Admiral Group PLC | 38,462 | 1,115,877 | ||||
Ashtead Group PLC | 79,513 | 4,854,419 |
See accompanying notes to Schedule of
Investments.
218
STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Associated British Foods PLC | 60,943 | $1,538,260 | |||
AstraZeneca PLC | 285,266 | 38,655,090 | |||
Auto Trader Group PLC (d) | 181,317 | 1,366,788 | |||
Aviva PLC | 487,167 | 2,317,796 | |||
BAE Systems PLC | 555,844 | 6,769,427 | |||
Barclays PLC | 2,825,521 | 5,481,346 | |||
Barratt Developments PLC | 200,006 | 1,076,801 | |||
Berkeley Group Holdings PLC | 19,641 | 984,564 | |||
BP PLC | 3,187,882 | 20,676,606 | |||
British American Tobacco PLC | 389,375 | 12,247,232 | |||
BT Group PLC (b) | 1,133,037 | 1,613,877 | |||
Bunzl PLC | 64,006 | 2,285,864 | |||
Burberry Group PLC | 72,606 | 1,691,298 | |||
Centrica PLC | 985,151 | 1,857,147 | |||
CK Hutchison Holdings Ltd. | 513,500 | 2,747,199 | |||
CNH Industrial NV | 195,155 | 2,384,399 | |||
Coca-Cola Europacific Partners PLC | 38,200 | 2,386,736 | |||
Compass Group PLC | 316,468 | 7,725,298 | |||
Croda International PLC | 24,415 | 1,464,656 | |||
DCC PLC | 19,766 | 1,111,939 | |||
Diageo PLC | 412,362 | 15,270,374 | |||
Entain PLC | 111,995 | 1,275,095 | |||
Halma PLC | 66,910 | 1,583,114 | |||
Hargreaves Lansdown PLC | 60,927 | 574,986 | |||
HSBC Holdings PLC | 3,635,130 | 28,613,289 | |||
Imperial Brands PLC | 155,432 | 3,162,507 | |||
Informa PLC | 269,740 | 2,470,550 | |||
InterContinental Hotels Group PLC | 29,956 | 2,220,824 | |||
Intertek Group PLC | 29,942 | 1,502,759 | |||
J Sainsbury PLC | 297,317 | 917,386 | |||
JD Sports Fashion PLC | 501,204 | 915,781 | |||
Johnson Matthey PLC | 35,096 | 697,377 | |||
Kingfisher PLC | 397,479 | 1,083,324 | |||
Land Securities Group PLC REIT | 118,233 | 851,136 | |||
Legal & General Group PLC | 1,072,068 | 2,911,440 | |||
Lloyds Banking Group PLC | 11,720,854 | 6,347,521 | |||
London Stock Exchange Group PLC | 79,305 | 7,970,157 | |||
M&G PLC | 469,732 | 1,131,183 | |||
Melrose Industries PLC | 235,209 | 1,346,999 | |||
National Grid PLC | 672,455 | 8,043,494 | |||
NatWest Group PLC | 1,072,242 | 3,084,664 | |||
Next PLC | 23,179 | 2,064,120 | |||
Ocado Group PLC (a) | 98,394 | 721,049 | |||
Pearson PLC | 118,312 | 1,254,019 | |||
Persimmon PLC | 69,777 | 917,667 | |||
Phoenix Group Holdings PLC | 145,994 | 859,246 | |||
Reckitt Benckiser Group PLC | 131,186 | 9,277,296 | |||
RELX PLC | 346,834 | 11,747,355 | |||
Rentokil Initial PLC | 453,330 | 3,376,308 |
Security Description | Shares | Value | ||||
Rolls-Royce Holdings PLC (a) | 1,522,490 | $4,104,929 | ||||
Sage Group PLC | 182,516 | 2,203,194 | ||||
Schroders PLC | 159,095 | 790,715 | ||||
Segro PLC REIT | 205,293 | 1,802,603 | ||||
Severn Trent PLC | 46,869 | 1,352,921 | ||||
Smith & Nephew PLC | 154,764 | 1,932,418 | ||||
Smiths Group PLC | 69,123 | 1,366,341 | ||||
Spirax-Sarco Engineering PLC | 13,830 | 1,608,008 | ||||
SSE PLC | 196,963 | 3,870,490 | ||||
St. James's Place PLC | 111,737 | 1,134,959 | ||||
Standard Chartered PLC | 428,224 | 3,961,828 | ||||
Taylor Wimpey PLC | 592,911 | 848,873 | ||||
Tesco PLC | 1,296,601 | 4,181,139 | ||||
Unilever PLC | 462,262 | 22,918,362 | ||||
United Utilities Group PLC | 127,120 | 1,471,192 | ||||
Vodafone Group PLC | 4,154,501 | 3,895,369 | ||||
Whitbread PLC | 37,255 | 1,575,135 | ||||
Wise PLC Class A (a) | 120,682 | 1,009,878 | ||||
WPP PLC | 202,958 | 1,815,790 | ||||
311,539,172 | ||||||
UNITED STATES — 7.3% | ||||||
CRH PLC | 133,863 | 7,421,012 | ||||
CSL Ltd. | 88,495 | 14,324,357 | ||||
CyberArk Software Ltd. (a) | 8,300 | 1,359,291 | ||||
Experian PLC | 167,264 | 5,493,785 | ||||
GSK PLC | 750,780 | 13,672,155 | ||||
Haleon PLC | 1,001,226 | 4,165,344 | ||||
Holcim AG | 94,831 | 6,093,317 | ||||
James Hardie Industries PLC CDI (a) | 83,188 | 2,189,996 | ||||
Monday.com Ltd. (a) | 3,800 | 605,036 | ||||
Nestle SA | 491,807 | 55,771,817 | ||||
QIAGEN NV (a) | 42,852 | 1,736,293 | ||||
Roche Holding AG | 129,303 | 35,400,018 | ||||
Roche Holding AG Bearer Shares (b) | 6,283 | 1,850,285 | ||||
Sanofi | 208,807 | 22,434,632 | ||||
Schneider Electric SE | 99,883 | 16,600,812 | ||||
Stellantis NV | 403,704 | 7,783,348 | ||||
Swiss Re AG | 54,813 | 5,651,467 | ||||
Tenaris SA | 81,925 | 1,299,770 | ||||
203,852,735 | ||||||
TOTAL COMMON STOCKS (Cost $2,090,275,590) | 2,720,212,633 |
PREFERRED STOCKS — 0.1% | |||
GERMANY — 0.1% | |||
Dr Ing hc F Porsche AG (d) (Cost $1,819,542) | 21,677 | 2,042,597 |
See accompanying notes to Schedule of
Investments.
219
STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
SHORT-TERM INVESTMENTS — 2.8% | ||||||
State Street Institutional Liquid Reserves Fund, Premier Class 5.45% (f)(g) | 38,515,683 | $38,523,386 | ||||
State Street Navigator Securities Lending Portfolio II (h)(i) | 40,353,155 | 40,353,155 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost $78,876,541) | 78,876,541 | |||||
TOTAL INVESTMENTS — 100.5% (Cost $2,170,971,673) | 2,801,131,771 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (0.5)% | (15,213,285) | |||||
NET ASSETS — 100.0% | $2,785,918,486 |
(a) | Non-income producing security. |
(b) | All or a portion of the shares of the security are on loan at September 30, 2023. |
(c) | Amount is less than 0.05% of net assets. |
(d) | Securities purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 1.3% of net assets as of September 30, 2023, are considered liquid and may be resold in transactions exempt from registration, normally to qualified institutional buyers. |
(e) | Reflects separate holdings of the issuer's common stock traded on different securities exchanges. |
(f) | The Portfolio invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(g) | The rate shown is the annualized seven-day yield at September 30, 2023. |
(h) | The Portfolio invested in an affiliated entity. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(i) | Investment of cash collateral for securities loaned. |
ADR | American Depositary Receipt |
CDI | CREST Depository Interest |
GDR | Global Depositary Receipt |
REIT | Real Estate Investment Trust |
At September 30, 2023,
open futures contracts were as follows:
Description | Number of Contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
MSCI EAFE Index (long) | 630 | 12/15/2023 | $66,614,286 | $64,307,250 | $(2,307,036) |
The following table
summarizes the value of the Portfolio’s investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks | $2,720,212,633 | $— | $— | $2,720,212,633 | ||||
Preferred Stocks | 2,042,597 | — | — | 2,042,597 | ||||
Short-Term Investments | 78,876,541 | — | — | 78,876,541 | ||||
TOTAL INVESTMENTS | $2,801,131,771 | $— | $— | $2,801,131,771 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Depreciation | $(2,307,036) | $— | $— | $(2,307,036) | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS: | $(2,307,036) | $— | $— | $(2,307,036) |
See accompanying notes to
Schedule of Investments.
220
STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX
PORTFOLIO
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Sector Breakdown as of September 30, 2023
% of Net Assets | ||
Financials | 18.6% | |
Industrials | 15.5 | |
Health Care | 13.1 | |
Consumer Discretionary | 11.8 | |
Consumer Staples | 9.5 | |
Information Technology | 7.5 | |
Materials | 7.3 | |
Energy | 4.7 | |
Communication Services | 4.1 | |
Utilities | 3.3 | |
Real Estate | 2.3 | |
Short-Term Investments | 2.8 | |
Liabilities in Excess of Other Assets | (0.5) | |
TOTAL | 100.0% |
(The Fund's sector breakdown is
expressed as a percentage of net assets and may change over time.)
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
State Street Institutional Liquid Reserves Fund, Premier Class | 150,126,647 | $150,156,673 | $879,790,958 | $991,418,368 | $(9,708) | $3,831 | 38,515,683 | $38,523,386 | $2,878,406 | ||||||||
State Street Navigator Securities Lending Portfolio II | 36,982,799 | 36,982,799 | 241,754,476 | 238,384,120 | — | — | 40,353,155 | 40,353,155 | 366,385 | ||||||||
Total | $187,139,472 | $1,121,545,434 | $1,229,802,488 | $(9,708) | $3,831 | $78,876,541 | $3,244,791 |
See accompanying notes to Schedule of
Investments.
221
STATE STREET TARGET RETIREMENT FUND
Schedule of Investments
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.8% | ||||||
DOMESTIC EQUITY — 18.5% | ||||||
State Street Equity 500 Index II Portfolio | 251,192 | $98,864,196 | ||||
State Street Small/Mid Cap Equity Index Portfolio | 74,746 | 18,773,115 | ||||
117,637,311 | ||||||
DOMESTIC FIXED INCOME — 46.8% | ||||||
SPDR Bloomberg High Yield Bond ETF (a) | 493,375 | 44,601,100 | ||||
SPDR Portfolio Short Term Corporate Bond ETF (a) | 867,482 | 25,434,572 | ||||
SPDR Portfolio Short Term Treasury ETF (a) | 3,498,563 | 100,478,729 | ||||
State Street Aggregate Bond Index Portfolio | 1,498,331 | 127,223,341 | ||||
297,737,742 | ||||||
INFLATION LINKED — 18.0% | ||||||
SPDR Bloomberg 1-10 Year TIPS ETF (a) | 6,330,569 | 114,456,688 | ||||
INTERNATIONAL EQUITY — 11.5% | ||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 694,941 | 73,496,913 | ||||
REAL ESTATE — 5.0% | ||||||
SPDR Dow Jones Global Real Estate ETF (a) | 840,997 | 32,126,085 | ||||
TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS (Cost $684,496,639) | 635,454,739 | |||||
SHORT-TERM INVESTMENTS — 22.9% | ||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.33% (b)(c) | 963,089 | 963,089 |
Security Description | Shares | Value | |||
State Street Navigator Securities Lending Portfolio II (d)(e) | 144,560,499 | $144,560,499 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $145,523,588) | $145,523,588 | ||||
TOTAL INVESTMENTS — 122.7% (Cost $830,020,227) | 780,978,327 | ||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (22.7)% | (144,674,393) | ||||
NET ASSETS — 100.0% | $636,303,934 |
The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | |
(a) | All or a portion of the shares of the security are on loan at September 30, 2023. |
(b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(c) | The rate shown is the annualized seven-day yield at September 30, 2023. |
(d) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(e) | Investment of cash collateral for securities loaned. |
The following table
summarizes the value of the Fund's investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Mutual Funds and Exchange Traded Products | $635,454,739 | $— | $— | $635,454,739 | ||||
Short-Term Investments | 145,523,588 | — | — | 145,523,588 | ||||
TOTAL INVESTMENTS | $780,978,327 | $— | $— | $780,978,327 |
See accompanying notes to Schedule of
Investments.
222
STATE STREET TARGET RETIREMENT FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
SPDR Bloomberg 1-10 Year TIPS ETF | 5,817,678 | $107,336,159 | $15,769,010 | $6,165,821 | $(379,773) | $(2,102,887) | 6,330,569 | $114,456,688 | $3,044,978 | ||||||||
SPDR Bloomberg High Yield Bond ETF | 470,311 | 42,327,990 | 5,097,031 | 2,977,670 | (591,656) | 745,405 | 493,375 | 44,601,100 | 1,961,485 | ||||||||
SPDR Dow Jones Global Real Estate ETF | 739,733 | 30,255,080 | 6,192,418 | 2,174,575 | 411,557 | (2,558,395) | 840,997 | 32,126,085 | 832,615 | ||||||||
SPDR Portfolio Short Term Corporate Bond ETF | 811,155 | 23,831,734 | 4,049,467 | 2,380,394 | 100,170 | (166,405) | 867,482 | 25,434,572 | 649,638 | ||||||||
SPDR Portfolio Short Term Treasury ETF | 3,258,176 | 94,128,705 | 17,139,262 | 10,127,253 | (635,963) | (26,022) | 3,498,563 | 100,478,729 | 2,269,590 | ||||||||
State Street Aggregate Bond Index Portfolio | 1,360,309 | 119,108,667 | 18,268,434 | 6,080,755 | (959,157) | (3,113,848) | 1,498,331 | 127,223,341 | 2,614,841 | ||||||||
State Street Equity 500 Index II Portfolio | 270,595 | 94,183,377 | 8,150,000 | 16,060,396 | 7,190,089 | 5,401,126 | 251,192 | 98,864,196 | — | ||||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 686,917 | 68,932,082 | 7,566,567 | 6,781,353 | 1,738,728 | 2,040,889 | 694,941 | 73,496,913 | — | ||||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares | 2,262,531 | 2,262,531 | 83,801,002 | 85,100,444 | — | — | 963,089 | 963,089 | 64,081 | ||||||||
State Street Navigator Securities Lending Portfolio II | 5,800,100 | 5,800,100 | 992,275,418 | 853,515,019 | — | — | 144,560,499 | 144,560,499 | 129,896 | ||||||||
State Street Small/Mid Cap Equity Index Portfolio | 77,564 | 17,875,313 | 1,260,000 | 2,019,893 | 753,492 | 904,203 | 74,746 | 18,773,115 | — | ||||||||
Total | $606,041,738 | $1,159,568,609 | $993,383,573 | $7,627,487 | $1,124,066 | $780,978,327 | $11,567,124 |
See accompanying notes to Schedule of
Investments.
223
STATE STREET TARGET RETIREMENT 2020 FUND
Schedule of Investments
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.8% (a) | ||||||
DOMESTIC EQUITY — 20.4% | ||||||
State Street Equity 500 Index II Portfolio | 378,296 | $148,889,631 | ||||
State Street Small/Mid Cap Equity Index Portfolio | 115,640 | 29,044,111 | ||||
177,933,742 | ||||||
DOMESTIC FIXED INCOME — 43.6% | ||||||
SPDR Bloomberg High Yield Bond ETF (b) | 675,951 | 61,105,970 | ||||
SPDR Portfolio Short Term Corporate Bond ETF (b) | 944,860 | 27,703,295 | ||||
SPDR Portfolio Short Term Treasury ETF | 3,797,787 | 109,072,443 | ||||
State Street Aggregate Bond Index Portfolio | 2,152,569 | 182,774,668 | ||||
380,656,376 | ||||||
INFLATION LINKED — 18.0% | ||||||
SPDR Bloomberg 1-10 Year TIPS ETF (b) | 8,673,043 | 156,808,617 | ||||
INTERNATIONAL EQUITY — 12.8% | ||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 1,055,697 | 111,650,493 | ||||
REAL ESTATE — 5.0% | ||||||
SPDR Dow Jones Global Real Estate ETF (b) | 1,152,293 | 44,017,593 | ||||
TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS (Cost $933,421,995) | 871,066,821 | |||||
SHORT-TERM INVESTMENTS — 7.8% | ||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.33% (c)(d) | 1,442,243 | 1,442,243 |
Security Description | Shares | Value | |||
State Street Navigator Securities Lending Portfolio II (a)(e) | 66,056,653 | $66,056,653 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $67,498,896) | $67,498,896 | ||||
TOTAL INVESTMENTS — 107.6% (Cost $1,000,920,891) | 938,565,717 | ||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (7.6)% | (65,966,478) | ||||
NET ASSETS — 100.0% | $872,599,239 |
The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | |
(a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(b) | All or a portion of the shares of the security are on loan at September 30, 2023. |
(c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(d) | The rate shown is the annualized seven-day yield at September 30, 2023. |
(e) | Investment of cash collateral for securities loaned. |
The following table
summarizes the value of the Fund's investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Mutual Funds and Exchange Traded Products | $871,066,821 | $— | $— | $871,066,821 | ||||
Short-Term Investments | 67,498,896 | — | — | 67,498,896 | ||||
TOTAL INVESTMENTS | $938,565,717 | $— | $— | $938,565,717 |
See accompanying notes to Schedule of
Investments.
224
STATE STREET TARGET RETIREMENT 2020 FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
SPDR Bloomberg 1-10 Year TIPS ETF | 8,273,632 | $152,648,510 | $16,903,627 | $9,409,709 | $(239,455) | $(3,094,356) | 8,673,043 | $156,808,617 | $4,243,858 | ||||||||
SPDR Bloomberg High Yield Bond ETF | 668,138 | 60,132,420 | 5,944,009 | 5,213,509 | (425,045) | 668,095 | 675,951 | 61,105,970 | 2,736,250 | ||||||||
SPDR Dow Jones Global Real Estate ETF | 1,050,807 | 42,978,006 | 7,345,677 | 3,341,308 | (683,154) | (2,281,628) | 1,152,293 | 44,017,593 | 1,152,119 | ||||||||
SPDR Portfolio Short Term Corporate Bond ETF | 791,506 | 23,254,446 | 5,332,673 | 810,327 | (13,585) | (59,912) | 944,860 | 27,703,295 | 661,318 | ||||||||
SPDR Portfolio Short Term Treasury ETF | 3,157,513 | 91,220,551 | 31,240,872 | 12,684,431 | (769,808) | 65,259 | 3,797,787 | 109,072,443 | 2,299,966 | ||||||||
State Street Aggregate Bond Index Portfolio | 2,055,317 | 179,963,571 | 18,480,555 | 9,879,339 | (1,100,731) | (4,689,388) | 2,152,569 | 182,774,668 | 3,862,806 | ||||||||
State Street Equity 500 Index II Portfolio | 443,382 | 154,323,478 | 6,390,000 | 32,196,260 | 9,644,357 | 10,728,056 | 378,296 | 148,889,631 | — | ||||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 1,145,581 | 114,958,995 | 7,527,509 | 17,378,794 | 4,779,106 | 1,763,677 | 1,055,697 | 111,650,493 | — | ||||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares | 3,100,349 | 3,100,349 | 118,826,586 | 120,484,692 | — | — | 1,442,243 | 1,442,243 | 74,330 | ||||||||
State Street Navigator Securities Lending Portfolio II | 16,506,800 | 16,506,800 | 1,108,187,528 | 1,058,637,675 | — | — | 66,056,653 | 66,056,653 | 176,830 | ||||||||
State Street Small/Mid Cap Equity Index Portfolio | 133,335 | 30,728,464 | 690,000 | 5,173,473 | 480,390 | 2,318,730 | 115,640 | 29,044,111 | — | ||||||||
Total | $869,815,590 | $1,326,869,036 | $1,275,209,517 | $11,672,075 | $5,418,533 | $938,565,717 | $15,207,477 |
See accompanying notes to Schedule of
Investments.
225
STATE STREET TARGET RETIREMENT 2025 FUND
Schedule of Investments
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.8% | ||||||
DOMESTIC EQUITY — 28.0% | ||||||
State Street Equity 500 Index II Portfolio | 1,019,599 | $401,293,999 | ||||
State Street Small/Mid Cap Equity Index Portfolio | 352,117 | 88,437,598 | ||||
489,731,597 | ||||||
DOMESTIC FIXED INCOME — 33.2% | ||||||
SPDR Bloomberg High Yield Bond ETF (a) | 1,322,371 | 119,542,338 | ||||
SPDR Portfolio Long Term Treasury ETF (a) | 831,993 | 21,756,617 | ||||
SPDR Portfolio Short Term Corporate Bond ETF (a) | 562,677 | 16,497,690 | ||||
SPDR Portfolio Short Term Treasury ETF (a) | 2,181,164 | 62,643,030 | ||||
State Street Aggregate Bond Index Portfolio | 4,225,788 | 358,811,663 | ||||
579,251,338 | ||||||
INFLATION LINKED — 15.9% | ||||||
SPDR Bloomberg 1-10 Year TIPS ETF | 15,386,452 | 278,187,052 | ||||
INTERNATIONAL EQUITY — 18.3% | ||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 3,018,745 | 319,262,445 | ||||
REAL ESTATE — 4.4% | ||||||
SPDR Dow Jones Global Real Estate ETF | 2,016,061 | 77,013,530 | ||||
TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS (Cost $1,863,703,909) | 1,743,445,962 |
Security Description | Shares | Value | ||||
SHORT-TERM INVESTMENTS — 9.2% | ||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.33% (b)(c) | 4,435,716 | $4,435,716 | ||||
State Street Navigator Securities Lending Portfolio II (d)(e) | 156,244,091 | 156,244,091 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost $160,679,807) | $160,679,807 | |||||
TOTAL INVESTMENTS — 109.0% (Cost $2,024,383,716) | 1,904,125,769 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (9.0)% | (157,413,447) | |||||
NET ASSETS — 100.0% | $1,746,712,322 |
The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | |
(a) | All or a portion of the shares of the security are on loan at September 30, 2023. |
(b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(c) | The rate shown is the annualized seven-day yield at September 30, 2023. |
(d) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(e) | Investment of cash collateral for securities loaned. |
The following table
summarizes the value of the Fund's investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Mutual Funds and Exchange Traded Products | $1,743,445,962 | $— | $— | $1,743,445,962 | ||||
Short-Term Investments | 160,679,807 | — | — | 160,679,807 | ||||
TOTAL INVESTMENTS | $1,904,125,769 | $— | $— | $1,904,125,769 |
See accompanying notes to Schedule of
Investments.
226
STATE STREET TARGET RETIREMENT 2025 FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
SPDR Bloomberg 1-10 Year TIPS ETF | 12,920,261 | $238,378,816 | $53,800,917 | $7,886,706 | $(648,200) | $(5,457,775) | 15,386,452 | $278,187,052 | $— | ||||||||
SPDR Bloomberg High Yield Bond ETF | 1,230,174 | 110,715,660 | 16,941,321 | 8,486,438 | (616,273) | 988,068 | 1,322,371 | 119,542,338 | 5,237,689 | ||||||||
SPDR Dow Jones Global Real Estate ETF | 1,607,015 | 65,726,914 | 20,981,441 | 4,602,410 | (950,171) | (4,142,244) | 2,016,061 | 77,013,530 | — | ||||||||
SPDR Portfolio Intermediate Term Treasury ETF | 343,119 | 9,689,681 | 500,415 | 10,396,255 | (418,152) | 624,311 | — | — | 40,908 | ||||||||
SPDR Portfolio Long Term Treasury ETF | 779,970 | 22,642,529 | 7,734,016 | 5,759,821 | (3,256,629) | 396,522 | 831,993 | 21,756,617 | 565,133 | ||||||||
SPDR Portfolio Short Term Corporate Bond ETF | 396,337 | 11,644,381 | 5,104,176 | 200,311 | (13,242) | (37,314) | 562,677 | 16,497,690 | 363,185 | ||||||||
SPDR Portfolio Short Term Treasury ETF | 1,500,728 | 43,356,032 | 29,819,132 | 10,110,092 | (588,562) | 166,520 | 2,181,164 | 62,643,030 | 1,207,501 | ||||||||
State Street Aggregate Bond Index Portfolio | 3,782,953 | 331,235,396 | 53,387,047 | 14,177,529 | (1,863,549) | (9,769,702) | 4,225,788 | 358,811,663 | — | ||||||||
State Street Equity 500 Index II Portfolio | 1,128,439 | 392,764,383 | 25,902,049 | 70,312,219 | 20,649,929 | 32,289,857 | 1,019,599 | 401,293,999 | — | ||||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 3,126,177 | 313,711,813 | 29,002,669 | 41,095,311 | 6,038,424 | 11,604,850 | 3,018,745 | 319,262,445 | — | ||||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares | 5,745,254 | 5,745,254 | 226,694,372 | 228,003,910 | — | — | 4,435,716 | 4,435,716 | 161,688 | ||||||||
State Street Navigator Securities Lending Portfolio II | 28,517,300 | 28,517,300 | 1,464,986,614 | 1,337,259,823 | — | — | 156,244,091 | 156,244,091 | 315,216 | ||||||||
State Street Small/Mid Cap Equity Index Portfolio | 383,709 | 88,429,576 | 3,600,000 | 11,750,000 | 638,861 | 7,519,161 | 352,117 | 88,437,598 | — | ||||||||
Total | $1,662,557,735 | $1,938,454,169 | $1,750,040,825 | $18,972,436 | $34,182,254 | $1,904,125,769 | $7,891,320 |
See accompanying notes to Schedule of
Investments.
227
STATE STREET TARGET RETIREMENT 2030 FUND
Schedule of Investments
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.7% | ||||||
DOMESTIC EQUITY — 35.9% | ||||||
State Street Equity 500 Index II Portfolio | 1,748,666 | $688,240,088 | ||||
State Street Small/Mid Cap Equity Index Portfolio | 685,301 | 172,120,174 | ||||
860,360,262 | ||||||
DOMESTIC FIXED INCOME — 29.4% | ||||||
SPDR Bloomberg High Yield Bond ETF (a) | 1,563,502 | 141,340,581 | ||||
SPDR Portfolio Long Term Treasury ETF (a) | 5,526,334 | 144,513,634 | ||||
State Street Aggregate Bond Index Portfolio | 4,920,496 | 417,799,364 | ||||
703,653,579 | ||||||
INFLATION LINKED — 7.2% | ||||||
SPDR Bloomberg 1-10 Year TIPS ETF | 9,529,151 | 172,287,050 | ||||
INTERNATIONAL EQUITY — 25.3% | ||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 5,739,418 | 607,000,807 | ||||
REAL ESTATE — 1.9% | ||||||
SPDR Dow Jones Global Real Estate ETF (a) | 1,185,118 | 45,271,508 | ||||
TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS (Cost $2,512,518,827) | 2,388,573,206 | |||||
SHORT-TERM INVESTMENTS — 4.4% | ||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.33% (b)(c) | 5,866,639 | 5,866,639 |
Security Description | Shares | Value | |||
State Street Navigator Securities Lending Portfolio II (d)(e) | 98,969,257 | $98,969,257 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $104,835,896) | $104,835,896 | ||||
TOTAL INVESTMENTS — 104.1% (Cost $2,617,354,723) | 2,493,409,102 | ||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (4.1)% | (98,493,922) | ||||
NET ASSETS — 100.0% | $2,394,915,180 |
The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | |
(a) | All or a portion of the shares of the security are on loan at September 30, 2023. |
(b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(c) | The rate shown is the annualized seven-day yield at September 30, 2023. |
(d) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(e) | Investment of cash collateral for securities loaned. |
The following table
summarizes the value of the Fund's investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Mutual Funds and Exchange Traded Products | $2,388,573,206 | $— | $— | $2,388,573,206 | ||||
Short-Term Investments | 104,835,896 | — | — | 104,835,896 | ||||
TOTAL INVESTMENTS | $2,493,409,102 | $— | $— | $2,493,409,102 |
See accompanying notes to Schedule of
Investments.
228
STATE STREET TARGET RETIREMENT 2030 FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
SPDR Bloomberg 1-10 Year TIPS ETF | 6,335,035 | $116,881,396 | $65,144,330 | $5,797,537 | $(706,312) | $(3,234,827) | 9,529,151 | $172,287,050 | $— | ||||||||
SPDR Bloomberg High Yield Bond ETF | 1,292,315 | 116,308,350 | 30,525,676 | 5,629,093 | (856,536) | 992,184 | 1,563,502 | 141,340,581 | 5,886,438 | ||||||||
SPDR Dow Jones Global Real Estate ETF | 748,664 | 30,620,357 | 18,817,845 | 1,198,647 | 56,487 | (3,024,534) | 1,185,118 | 45,271,508 | — | ||||||||
SPDR Portfolio Intermediate Term Treasury ETF | 1,492,852 | 42,158,141 | 3,505,061 | 46,545,019 | (3,052,066) | 3,933,883 | — | — | 182,325 | ||||||||
SPDR Portfolio Long Term Treasury ETF | 3,251,670 | 94,395,980 | 82,893,288 | 15,360,109 | (7,655,146) | (9,760,379) | 5,526,334 | 144,513,634 | 2,856,414 | ||||||||
State Street Aggregate Bond Index Portfolio | 3,786,628 | 331,557,133 | 105,482,472 | 5,194,366 | (497,274) | (13,548,601) | 4,920,496 | 417,799,364 | — | ||||||||
State Street Equity 500 Index II Portfolio | 1,732,308 | 602,947,252 | 84,828,394 | 82,668,631 | 28,032,634 | 55,100,439 | 1,748,666 | 688,240,088 | — | ||||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 5,309,254 | 532,783,617 | 85,241,308 | 39,421,746 | 2,996,437 | 25,401,191 | 5,739,418 | 607,000,807 | — | ||||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares | 6,696,145 | 6,696,145 | 264,594,580 | 265,424,086 | — | — | 5,866,639 | 5,866,639 | 257,324 | ||||||||
State Street Navigator Securities Lending Portfolio II | 2,733,800 | 2,733,800 | 1,149,994,627 | 1,053,759,170 | — | — | 98,969,257 | 98,969,257 | 322,419 | ||||||||
State Street Small/Mid Cap Equity Index Portfolio | 668,792 | 154,129,682 | 18,524,725 | 14,700,001 | 672,774 | 13,492,994 | 685,301 | 172,120,174 | — | ||||||||
Total | $2,031,211,853 | $1,909,552,306 | $1,535,698,405 | $18,990,998 | $69,352,350 | $2,493,409,102 | $9,504,920 |
See accompanying notes to Schedule of
Investments.
229
STATE STREET TARGET RETIREMENT 2035 FUND
Schedule of Investments
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.7% (a) | ||||||
DOMESTIC EQUITY — 41.0% | ||||||
State Street Equity 500 Index II Portfolio | 1,817,406 | $715,294,468 | ||||
State Street Small/Mid Cap Equity Index Portfolio | 812,169 | 203,984,473 | ||||
919,278,941 | ||||||
DOMESTIC FIXED INCOME — 28.3% | ||||||
SPDR Bloomberg High Yield Bond ETF (b) | 1,021,985 | 92,387,444 | ||||
SPDR Portfolio Long Term Treasury ETF | 8,378,453 | 219,096,546 | ||||
State Street Aggregate Bond Index Portfolio | 3,815,037 | 323,934,793 | ||||
635,418,783 | ||||||
INTERNATIONAL EQUITY — 30.4% | ||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 6,440,250 | 681,120,868 | ||||
TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS (Cost $2,323,296,573) | 2,235,818,592 | |||||
SHORT-TERM INVESTMENTS — 3.5% | ||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.33% (c)(d) | 5,433,982 | $5,433,982 |
Security Description | Shares | Value | |||
State Street Navigator Securities Lending Portfolio II (a)(e) | 74,079,550 | $74,079,550 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $79,513,531) | $79,513,532 | ||||
TOTAL INVESTMENTS — 103.2% (Cost $2,402,810,104) | 2,315,332,124 | ||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (3.2)% | (72,173,917) | ||||
NET ASSETS — 100.0% | $2,243,158,207 |
The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | |
(a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(b) | All or a portion of the shares of the security are on loan at September 30, 2023. |
(c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(d) | The rate shown is the annualized seven-day yield at September 30, 2023. |
(e) | Investment of cash collateral for securities loaned. |
The following table
summarizes the value of the Fund's investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Mutual Funds and Exchange Traded Products | $2,235,818,592 | $— | $— | $2,235,818,592 | ||||
Short-Term Investments | 79,513,532 | — | — | 79,513,532 | ||||
TOTAL INVESTMENTS | $2,315,332,124 | $— | $— | $2,315,332,124 |
See accompanying notes to Schedule of
Investments.
230
STATE STREET TARGET RETIREMENT 2035 FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
SPDR Bloomberg High Yield Bond ETF | 792,819 | $71,353,710 | $24,511,316 | $3,484,543 | $(58,978) | $65,939 | 1,021,985 | $92,387,444 | $3,740,476 | ||||||||
SPDR Portfolio Intermediate Term Treasury ETF | 1,993,889 | 56,307,425 | 4,604,290 | 62,096,794 | (5,004,368) | 6,189,447 | — | — | 242,736 | ||||||||
SPDR Portfolio Long Term Treasury ETF | 4,399,864 | 127,728,052 | 129,786,993 | 12,318,259 | (6,591,884) | (19,508,356) | 8,378,453 | 219,096,546 | 4,085,728 | ||||||||
State Street Aggregate Bond Index Portfolio | 2,974,986 | 260,489,780 | 81,399,212 | 6,900,000 | (854,662) | (10,199,537) | 3,815,037 | 323,934,793 | 6,303,186 | ||||||||
State Street Equity 500 Index II Portfolio | 1,771,060 | 616,435,237 | 87,195,978 | 74,228,801 | 30,044,971 | 55,847,083 | 1,817,406 | 715,294,468 | — | ||||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 5,802,214 | 582,252,234 | 105,007,032 | 37,356,442 | 4,879,410 | 26,338,634 | 6,440,250 | 681,120,868 | — | ||||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares | 6,723,726 | 6,723,726 | 241,361,627 | 242,651,371 | — | — | 5,433,982 | 5,433,982 | 241,973 | ||||||||
State Street Navigator Securities Lending Portfolio II | — | — | 869,702,129 | 795,622,579 | — | — | 74,079,550 | 74,079,550 | 208,336 | ||||||||
State Street Small/Mid Cap Equity Index Portfolio | 780,015 | 179,762,155 | 23,114,378 | 15,700,000 | 1,942,178 | 14,865,762 | 812,169 | 203,984,473 | — | ||||||||
Total | $1,901,052,319 | $1,566,682,955 | $1,250,358,789 | $24,356,667 | $73,598,972 | $2,315,332,124 | $14,822,435 |
See accompanying notes to Schedule of
Investments.
231
STATE STREET TARGET RETIREMENT 2040 FUND
Schedule of Investments
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.6% (a) | ||||||
DOMESTIC EQUITY — 45.3% | ||||||
State Street Equity 500 Index II Portfolio | 1,785,978 | $702,925,169 | ||||
State Street Small/Mid Cap Equity Index Portfolio | 914,736 | 229,744,981 | ||||
932,670,150 | ||||||
DOMESTIC FIXED INCOME — 20.8% | ||||||
SPDR Bloomberg High Yield Bond ETF (b) | 164,726 | 14,891,230 | ||||
SPDR Portfolio Long Term Treasury ETF | 7,690,917 | 201,117,480 | ||||
State Street Aggregate Bond Index Portfolio | 2,511,366 | 213,240,133 | ||||
429,248,843 | ||||||
INTERNATIONAL EQUITY — 33.5% | ||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 6,532,728 | 690,901,304 | ||||
TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS (Cost $2,106,631,211) | 2,052,820,297 | |||||
SHORT-TERM INVESTMENTS — 0.8% | ||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.33% (c)(d) | 5,577,069 | $5,577,069 |
Security Description | Shares | Value | |||
State Street Navigator Securities Lending Portfolio II (a)(e) | 9,646,547 | $9,646,547 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $15,223,616) | $15,223,616 | ||||
TOTAL INVESTMENTS — 100.4% (Cost $2,121,854,827) | 2,068,043,913 | ||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (0.4)% | (7,238,017) | ||||
NET ASSETS — 100.0% | $2,060,805,896 |
The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | |
(a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(b) | All or a portion of the shares of the security are on loan at September 30, 2023. |
(c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(d) | The rate shown is the annualized seven-day yield at September 30, 2023. |
(e) | Investment of cash collateral for securities loaned. |
The following table
summarizes the value of the Fund's investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Mutual Funds and Exchange Traded Products | $2,052,820,297 | $— | $— | $2,052,820,297 | ||||
Short-Term Investments | 15,223,616 | — | — | 15,223,616 | ||||
TOTAL INVESTMENTS | $2,068,043,913 | $— | $— | $2,068,043,913 |
See accompanying notes to Schedule of
Investments.
232
STATE STREET TARGET RETIREMENT 2040 FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
SPDR Bloomberg High Yield Bond ETF | — | $— | $15,201,433 | $100,170 | $192 | $(210,225) | 164,726 | $14,891,230 | $251,391 | ||||||||
SPDR Portfolio Intermediate Term Treasury ETF | 1,774,889 | 50,122,865 | 4,603,528 | 55,773,543 | (4,142,196) | 5,189,346 | — | — | 217,996 | ||||||||
SPDR Portfolio Long Term Treasury ETF | 3,917,461 | 113,723,893 | 131,157,731 | 19,900,581 | (8,776,891) | (15,086,672) | 7,690,917 | 201,117,480 | 3,686,761 | ||||||||
State Street Aggregate Bond Index Portfolio | 1,924,772 | 168,533,020 | 55,109,444 | 3,100,001 | (444,826) | (6,857,504) | 2,511,366 | 213,240,133 | 4,108,641 | ||||||||
State Street Equity 500 Index II Portfolio | 1,684,296 | 586,236,239 | 101,777,263 | 66,541,943 | 25,990,022 | 55,463,588 | 1,785,978 | 702,925,169 | — | ||||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 5,704,461 | 572,442,667 | 120,391,418 | 31,610,467 | 4,059,855 | 25,617,831 | 6,532,728 | 690,901,304 | — | ||||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares | 5,519,088 | 5,519,088 | 221,044,696 | 220,986,715 | — | — | 5,577,069 | 5,577,069 | 217,904 | ||||||||
State Street Navigator Securities Lending Portfolio II | 8,617,679 | 8,617,679 | 400,891,102 | 399,862,234 | — | — | 9,646,547 | 9,646,547 | 27,632 | ||||||||
State Street Small/Mid Cap Equity Index Portfolio | 850,939 | 196,107,409 | 31,930,807 | 16,342,391 | 1,506,053 | 16,543,103 | 914,736 | 229,744,981 | — | ||||||||
Total | $1,701,302,860 | $1,082,107,422 | $814,218,045 | $18,192,209 | $80,659,467 | $2,068,043,913 | $8,510,325 |
See accompanying notes to Schedule of
Investments.
233
STATE STREET TARGET RETIREMENT 2045 FUND
Schedule of Investments
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.6% | ||||||
DOMESTIC EQUITY — 48.3% | ||||||
State Street Equity 500 Index II Portfolio | 1,626,415 | $640,124,487 | ||||
State Street Small/Mid Cap Equity Index Portfolio | 960,565 | 241,255,548 | ||||
881,380,035 | ||||||
DOMESTIC FIXED INCOME — 15.5% | ||||||
SPDR Portfolio Long Term Treasury ETF (a) | 6,801,280 | 177,853,472 | ||||
State Street Aggregate Bond Index Portfolio | 1,228,555 | 104,316,632 | ||||
282,170,104 | ||||||
INTERNATIONAL EQUITY — 35.8% | ||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 6,173,159 | 652,873,295 | ||||
TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS (Cost $1,855,862,031) | 1,816,423,434 | |||||
SHORT-TERM INVESTMENTS — 0.3% | ||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.33% (b)(c) | 5,027,938 | $5,027,938 |
Security Description | Shares | Value | |||
State Street Navigator Securities Lending Portfolio II (a)(d) | 1,418 | $1,418 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $5,029,356) | $5,029,356 | ||||
TOTAL INVESTMENTS — 99.9% (Cost $1,860,891,387) | 1,821,452,790 | ||||
OTHER ASSETS IN EXCESS OF LIABILITIES — 0.1% | 1,839,713 | ||||
NET ASSETS — 100.0% | $1,823,292,503 |
The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | |
(a) | All or a portion of the shares of the security are on loan at September 30, 2023. |
(b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(c) | The rate shown is the annualized seven-day yield at September 30, 2023. |
(d) | Investment of cash collateral for securities loaned. |
The following table
summarizes the value of the Fund's investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Mutual Funds and Exchange Traded Products | $1,816,423,434 | $— | $— | $1,816,423,434 | ||||
Short-Term Investments | 5,029,356 | — | — | 5,029,356 | ||||
TOTAL INVESTMENTS | $1,821,452,790 | $— | $— | $1,821,452,790 |
See accompanying notes to Schedule of
Investments.
234
STATE STREET TARGET RETIREMENT 2045 FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
SPDR Portfolio Intermediate Term Treasury ETF | 1,550,409 | $43,783,550 | $4,344,315 | $49,053,469 | $(3,331,771) | $4,257,375 | — | $— | $190,353 | ||||||||
SPDR Portfolio Long Term Treasury ETF | 3,411,025 | 99,022,056 | 107,156,855 | 7,036,776 | (3,558,457) | (17,730,206) | 6,801,280 | 177,853,472 | 3,261,028 | ||||||||
State Street Aggregate Bond Index Portfolio | 834,968 | 73,109,809 | 36,795,980 | 2,000,000 | (356,123) | (3,233,034) | 1,228,555 | 104,316,632 | 1,895,980 | ||||||||
State Street Equity 500 Index II Portfolio | 1,497,510 | 521,223,330 | 98,905,620 | 53,573,200 | 20,511,144 | 53,057,593 | 1,626,415 | 640,124,487 | — | ||||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 5,274,484 | 529,294,411 | 124,673,192 | 28,655,018 | 3,706,042 | 23,854,668 | 6,173,159 | 652,873,295 | — | ||||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares | 5,992,307 | 5,992,307 | 187,075,613 | 188,039,982 | — | — | 5,027,938 | 5,027,938 | 211,661 | ||||||||
State Street Navigator Securities Lending Portfolio II | 4,208,306 | 4,208,306 | 305,403,634 | 309,610,522 | — | — | 1,418 | 1,418 | 6,285 | ||||||||
State Street Small/Mid Cap Equity Index Portfolio | 873,245 | 201,248,112 | 36,824,404 | 15,700,000 | 1,446,443 | 17,436,589 | 960,565 | 241,255,548 | — | ||||||||
Total | $1,477,881,881 | $901,179,613 | $653,668,967 | $18,417,278 | $77,642,985 | $1,821,452,790 | $5,565,307 |
See accompanying notes to Schedule of
Investments.
235
STATE STREET TARGET RETIREMENT 2050 FUND
Schedule of Investments
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.6% (a) | ||||||
DOMESTIC EQUITY — 51.2% | ||||||
State Street Equity 500 Index II Portfolio | 1,348,710 | $530,825,121 | ||||
State Street Small/Mid Cap Equity Index Portfolio | 925,100 | 232,348,075 | ||||
763,173,196 | ||||||
DOMESTIC FIXED INCOME — 10.5% | ||||||
SPDR Portfolio Long Term Treasury ETF (b) | 5,560,775 | 145,414,266 | ||||
State Street Aggregate Bond Index Portfolio | 131,042 | 11,126,816 | ||||
156,541,082 | ||||||
INTERNATIONAL EQUITY — 37.9% | ||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 5,350,674 | 565,887,262 | ||||
TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS (Cost $1,514,893,744) | 1,485,601,540 | |||||
SHORT-TERM INVESTMENTS — 1.2% | ||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.33% (c)(d) | 5,713,712 | 5,713,712 | ||||
State Street Navigator Securities Lending Portfolio II (a)(e) | 12,478,875 | 12,478,875 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost $18,192,587) | $18,192,587 | |||||
TOTAL INVESTMENTS — 100.8% (Cost $1,533,086,331) | 1,503,794,127 | |||||
LIABILITIES IN EXCESS OF OTHER ASSETS — (0.8)% | (12,053,191) | |||||
NET ASSETS — 100.0% | $1,491,740,936 |
The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | |
(a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(b) | All or a portion of the shares of the security are on loan at September 30, 2023. |
(c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(d) | The rate shown is the annualized seven-day yield at September 30, 2023. |
(e) | Investment of cash collateral for securities loaned. |
The following table
summarizes the value of the Fund's investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Mutual Funds and Exchange Traded Products | $1,485,601,540 | $— | $— | $1,485,601,540 | ||||
Short-Term Investments | 18,192,587 | — | — | 18,192,587 | ||||
TOTAL INVESTMENTS | $1,503,794,127 | $— | $— | $1,503,794,127 |
See accompanying notes to Schedule of
Investments.
236
STATE STREET TARGET RETIREMENT 2050 FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
SPDR Portfolio Intermediate Term Treasury ETF | 1,195,512 | $33,761,259 | $4,179,634 | $38,655,137 | $(2,561,790) | $3,276,034 | — | $— | $149,535 | ||||||||
SPDR Portfolio Long Term Treasury ETF | 2,634,340 | 76,474,891 | 96,060,743 | 9,788,451 | (4,316,136) | (13,016,781) | 5,560,775 | 145,414,266 | 2,598,187 | ||||||||
State Street Aggregate Bond Index Portfolio | — | — | 11,485,921 | — | — | (359,105) | 131,042 | 11,126,816 | 85,921 | ||||||||
State Street Equity 500 Index II Portfolio | 1,171,429 | 407,727,733 | 101,698,638 | 36,656,232 | 11,593,942 | 46,461,040 | 1,348,710 | 530,825,121 | — | ||||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 4,317,162 | 433,227,206 | 130,795,150 | 19,820,947 | 1,646,150 | 20,039,703 | 5,350,674 | 565,887,262 | — | ||||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares | 4,200,301 | 4,200,301 | 185,626,299 | 184,112,888 | — | — | 5,713,712 | 5,713,712 | 180,262 | ||||||||
State Street Navigator Securities Lending Portfolio II | — | — | 161,863,535 | 149,384,660 | — | — | 12,478,875 | 12,478,875 | 2,754 | ||||||||
State Street Small/Mid Cap Equity Index Portfolio | 794,123 | 183,013,633 | 43,900,000 | 11,600,000 | 593,605 | 16,440,837 | 925,100 | 232,348,075 | — | ||||||||
Total | $1,138,405,023 | $735,609,920 | $450,018,315 | $6,955,771 | $72,841,728 | $1,503,794,127 | $3,016,659 |
See accompanying notes to Schedule of
Investments.
237
STATE STREET TARGET RETIREMENT 2055 FUND
Schedule of Investments
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.6% (a) | ||||||
DOMESTIC EQUITY — 51.6% | ||||||
State Street Equity 500 Index II Portfolio | 953,666 | $375,343,952 | ||||
State Street Small/Mid Cap Equity Index Portfolio | 669,174 | 168,069,750 | ||||
543,413,702 | ||||||
DOMESTIC FIXED INCOME — 9.7% | ||||||
SPDR Portfolio Long Term Treasury ETF | 3,925,089 | 102,641,077 | ||||
INTERNATIONAL EQUITY — 38.3% | ||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 3,813,702 | 403,337,093 | ||||
TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS (Cost $1,080,457,692) | 1,049,391,872 | |||||
SHORT-TERM INVESTMENT — 0.3% | ||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.33% (b)(c) (Cost $3,356,455) | 3,356,455 | 3,356,455 | ||||
TOTAL SHORT-TERM INVESTMENT (Cost $3,356,455) | $3,356,455 | |||||
TOTAL INVESTMENTS — 99.9% (Cost $1,083,814,147) | 1,052,748,327 | |||||
OTHER ASSETS IN EXCESS OF LIABILITIES — 0.1% | 951,352 | |||||
NET ASSETS — 100.0% | $1,053,699,679 |
The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | |
(a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(c) | The rate shown is the annualized seven-day yield at September 30, 2023. |
The following table
summarizes the value of the Fund's investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Mutual Funds and Exchange Traded Products | $1,049,391,872 | $— | $— | $1,049,391,872 | ||||
Short-Term Investment | 3,356,455 | — | — | 3,356,455 | ||||
TOTAL INVESTMENTS | $1,052,748,327 | $— | $— | $1,052,748,327 |
See accompanying notes to Schedule of
Investments.
238
STATE STREET TARGET RETIREMENT 2055 FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
SPDR Portfolio Intermediate Term Treasury ETF | 822,475 | $23,226,694 | $3,401,937 | $27,125,935 | $(1,474,139) | $1,971,443 | — | $— | $103,122 | ||||||||
SPDR Portfolio Long Term Treasury ETF | 1,807,688 | 52,477,182 | 66,009,683 | 3,488,682 | (1,676,089) | (10,681,017) | 3,925,089 | 102,641,077 | 1,826,830 | ||||||||
State Street Equity 500 Index II Portfolio | 801,715 | 279,044,897 | 82,628,343 | 26,923,838 | 7,450,944 | 33,143,606 | 953,666 | 375,343,952 | — | ||||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 2,956,344 | 296,669,141 | 106,335,449 | 14,442,349 | 1,232,659 | 13,542,193 | 3,813,702 | 403,337,093 | — | ||||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares | 3,350,884 | 3,350,884 | 134,128,679 | 134,123,108 | — | — | 3,356,455 | 3,356,455 | 130,749 | ||||||||
State Street Navigator Securities Lending Portfolio II | — | — | 86,606,652 | 86,606,652 | — | — | — | — | 2,039 | ||||||||
State Street Small/Mid Cap Equity Index Portfolio | 543,319 | 125,213,342 | 37,880,672 | 6,870,000 | 348,029 | 11,497,707 | 669,174 | 168,069,750 | — | ||||||||
Total | $779,982,140 | $516,991,415 | $299,580,564 | $5,881,404 | $49,473,932 | $1,052,748,327 | $2,062,740 |
See accompanying notes to Schedule of
Investments.
239
STATE STREET TARGET RETIREMENT 2060 FUND
Schedule of Investments
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.6% (a) | ||||||
DOMESTIC EQUITY — 51.6% | ||||||
State Street Equity 500 Index II Portfolio | 587,756 | $231,329,264 | ||||
State Street Small/Mid Cap Equity Index Portfolio | 412,498 | 103,602,960 | ||||
334,932,224 | ||||||
DOMESTIC FIXED INCOME — 9.7% | ||||||
SPDR Portfolio Long Term Treasury ETF | 2,419,461 | 63,268,905 | ||||
INTERNATIONAL EQUITY — 38.3% | ||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 2,351,430 | 248,687,194 | ||||
TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS (Cost $665,599,197) | 646,888,323 | |||||
SHORT-TERM INVESTMENT — 0.3% | ||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.33% (b)(c) (Cost $2,173,978) | 2,173,978 | 2,173,978 | ||||
TOTAL SHORT-TERM INVESTMENT (Cost $2,173,978) | $2,173,978 | |||||
TOTAL INVESTMENTS — 99.9% (Cost $667,773,175) | 649,062,301 | |||||
OTHER ASSETS IN EXCESS OF LIABILITIES — 0.1% | 791,766 | |||||
NET ASSETS — 100.0% | $649,854,067 |
The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | |
(a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(c) | The rate shown is the annualized seven-day yield at September 30, 2023. |
The following table
summarizes the value of the Fund's investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Mutual Funds and Exchange Traded Products | $646,888,323 | $— | $— | $646,888,323 | ||||
Short-Term Investment | 2,173,978 | — | — | 2,173,978 | ||||
TOTAL INVESTMENTS | $649,062,301 | $— | $— | $649,062,301 |
See accompanying notes to Schedule of
Investments.
240
STATE STREET TARGET RETIREMENT 2060 FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
SPDR Portfolio Intermediate Term Treasury ETF | 460,560 | $13,006,215 | $2,069,492 | $15,353,800 | $(711,167) | $989,260 | — | $— | $57,521 | ||||||||
SPDR Portfolio Long Term Treasury ETF | 1,011,237 | 29,356,210 | 45,299,295 | 3,871,725 | (1,783,557) | (5,731,318) | 2,419,461 | 63,268,905 | 1,061,971 | ||||||||
State Street Equity 500 Index II Portfolio | 448,144 | 155,980,834 | 65,147,009 | 12,298,147 | 3,683,955 | 18,815,613 | 587,756 | 231,329,264 | — | ||||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 1,652,550 | 165,833,406 | 80,634,471 | 5,293,225 | 84,666 | 7,427,876 | 2,351,430 | 248,687,194 | — | ||||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares | 2,404,245 | 2,404,245 | 102,661,587 | 102,891,854 | — | — | 2,173,978 | 2,173,978 | 89,503 | ||||||||
State Street Navigator Securities Lending Portfolio II | — | — | 93,531,072 | 93,531,072 | — | — | — | — | 4,499 | ||||||||
State Street Small/Mid Cap Equity Index Portfolio | 303,292 | 69,896,645 | 29,960,000 | 2,680,000 | (66,854) | 6,493,169 | 412,498 | 103,602,960 | — | ||||||||
Total | $436,477,555 | $419,302,926 | $235,919,823 | $1,207,043 | $27,994,600 | $649,062,301 | $1,213,494 |
See accompanying notes to Schedule of
Investments.
241
STATE STREET TARGET RETIREMENT 2065 FUND
Schedule of Investments
September 30, 2023 (Unaudited)
Security Description | Shares | Value | ||||
MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.3% (a) | ||||||
DOMESTIC EQUITY — 51.4% | ||||||
State Street Equity 500 Index II Portfolio | 146,501 | $57,659,837 | ||||
State Street Small/Mid Cap Equity Index Portfolio | 102,826 | 25,825,803 | ||||
83,485,640 | ||||||
DOMESTIC FIXED INCOME — 9.7% | ||||||
SPDR Portfolio Long Term Treasury ETF | 604,866 | 15,817,246 | ||||
INTERNATIONAL EQUITY — 38.2% | ||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 586,898 | 62,070,305 | ||||
TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS (Cost $165,832,927) | 161,373,191 | |||||
SHORT-TERM INVESTMENTS — 0.4% | ||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.33% (b)(c) | 718,956 | $718,956 | ||||
TOTAL SHORT-TERM INVESTMENTS (Cost $718,956) | $718,956 | |||||
TOTAL INVESTMENTS — 99.7% (Cost $166,551,883) | 162,092,147 | |||||
OTHER ASSETS IN EXCESS OF LIABILITIES — 0.3% | 474,844 | |||||
NET ASSETS — 100.0% | $162,566,991 |
The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | |
(a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2023 are shown in the Affiliate Table below. |
(c) | The rate shown is the annualized seven-day yield at September 30, 2023. |
The following table
summarizes the value of the Fund's investments according to the fair value hierarchy as of September 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Mutual Funds and Exchange Traded Products | $161,373,191 | $— | $— | $161,373,191 | ||||
Short-Term Investments | 718,956 | — | — | 718,956 | ||||
TOTAL INVESTMENTS | $162,092,147 | $— | $— | $162,092,147 |
See accompanying notes to Schedule of
Investments.
242
STATE STREET TARGET RETIREMENT 2065 FUND
Schedule of Investments (continued)
September 30, 2023 (Unaudited)
Affiliate Table
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
SPDR Portfolio Intermediate Term Treasury ETF | 98,768 | $2,789,209 | $674,472 | $3,523,483 | $(83,758) | $143,560 | — | $— | $12,673 | ||||||||
SPDR Portfolio Long Term Treasury ETF | 217,010 | 6,299,800 | 12,467,672 | 1,099,482 | (380,115) | (1,470,629) | 604,866 | 15,817,246 | 247,022 | ||||||||
State Street Equity 500 Index II Portfolio | 96,221 | 33,490,537 | 22,246,555 | 3,003,345 | 86,149 | 4,839,941 | 146,501 | 57,659,837 | — | ||||||||
State Street Global All Cap Equity ex-U.S. Index Portfolio | 354,823 | 35,606,453 | 25,990,419 | 939,755 | (151,307) | 1,564,494 | 586,898 | 62,070,305 | — | ||||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares | 466,771 | 466,771 | 27,384,985 | 27,132,800 | — | — | 718,956 | 718,956 | 23,554 | ||||||||
State Street Navigator Securities Lending Portfolio II | 2,361,615 | 2,361,615 | 25,638,206 | 27,999,821 | — | — | — | — | 1,065 | ||||||||
State Street Small/Mid Cap Equity Index Portfolio | 65,163 | 15,017,488 | 10,056,000 | 619,999 | (258,780) | 1,631,095 | 102,826 | 25,825,803 | — | ||||||||
Total | $96,031,873 | $124,458,309 | $64,318,685 | $(787,811) | $6,708,461 | $162,092,147 | $284,314 |
See accompanying notes to Schedule of
Investments.
243
STATE STREET INSTITUTIONAL INVESTMENT TRUST
NOTES TO SCHEDULES OF INVESTMENTS
September 30, 2023 (Unaudited)
Security Valuation
Each Portfolio’s or
Fund’s investments are valued at fair value each day that the New York Stock Exchange (“NYSE”) is open and, for financial reporting purposes, as of the report date should the reporting period end on
a day that the NYSE is not open. Fair value is generally defined as the price a fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the
measurement date. By its nature, a fair value price is a good faith estimate of the valuation in a current sale and may not reflect an actual market price. The investments of each Portfolio or Fund are valued pursuant
to the policy and procedures developed by the Oversight Committee (the “Committee”) and approved by the Board of Trustees of the State Street Institutional Investment Trust (the “Board”). The
Committee provides oversight of the valuation of investments for the Portfolios or Funds. The Board has responsibility for overseeing the determination of the fair value of investments.
State Street Equity 500 Index Fund,
State Street Aggregate Bond Index Fund, State Street Global All Cap Equity ex-U.S. Index Fund, State Street Small/Mid Cap Equity Index Fund and the State Street Hedged International Developed Equity Index Fund invest
as part of a master-feeder structure and record their investments in their corresponding Portfolio, State Street Equity 500 Index II Portfolio, State Street Aggregate Bond Index Portfolio, State Street Global All Cap
Equity ex-U.S. Index Portfolio, State Street Small/Mid Cap Equity Index Portfolio and the State Street International Developed Equity Index Portfolio at fair value (net asset value) each business day.
Valuation techniques used to value
each Portfolio’s or Fund’s investments by major category are as follows:
• Equity investments traded on a recognized securities exchange for which market quotations are readily available are valued at the last sale price or official closing price, as
applicable, on the primary market or exchange on which they trade. Equity investments traded on a recognized exchange for which there were no sales on that day are valued at the last published sale price or at fair
value.
• Rights and warrants are valued at the last reported sale price obtained from independent pricing services or brokers on the valuation date. If no price is obtained from pricing
services or brokers, valuation will be based upon the intrinsic value, pursuant to the valuation policy and procedures approved by the Board.
• Investments in registered investment companies (including money market funds) or other unitized pooled investment vehicles that are not traded on an exchange are valued at that
day’s published net asset value (“NAV”) per share or unit.
• Government and municipal fixed income securities are generally valued using quotations from independent pricing services or brokers. Certain government inflation-indexed securities
may require a calculated fair valuation as the cumulative inflation is contained within the price provided by the pricing service or broker. For these securities, the inflation component of the price is
“cleaned” from the pricing service or broker price utilizing the published inflation factors in order to ensure proper accrual of income.
• Debt obligations (including short-term investments) are valued using quotations from independent pricing services or brokers or are generally valued at the last reported evaluated
prices.
• Exchange-traded futures contracts are valued at the closing settlement price on the primary market on which they are traded most extensively. Exchange-traded futures contracts
traded on a recognized exchange for which there were no sales on that day are valued at the last reported sale price obtained from independent pricing services or brokers or at fair value.
• Forward foreign currency exchange contracts are valued based on that day’s prevailing forward exchange rate for the underlying currencies. The rates are obtained from
independent pricing services in accordance with the valuation policy and procedures approved by the Board.
In the event prices or quotations
are not readily available or that the application of these valuation methods results in a price for an investment that is deemed to be not representative of the fair value of such investment, fair value will be
determined in good faith by the Committee, in accordance with the valuation policy and procedures approved by the Board.
244
STATE STREET INSTITUTIONAL INVESTMENT TRUST
NOTES TO SCHEDULES OF INVESTMENTS (continued)
September 30, 2023 (Unaudited)
A “significant event”
is an event that the Board believes, with a reasonably high degree of certainty, has caused the closing market prices of a Fund’s or Portfolio's securities to no longer reflect their value at the time of the
Fund’s or Portfolio's NAV calculation. Fair value may be determined using an independent fair value service under valuation procedures approved by the Board. The independent fair value service takes into account
multiple factors including, but not limited to, movements in the U.S. securities markets, certain depositary receipts, futures contracts and foreign currency exchange rates that have occurred subsequent to the close
of foreign securities exchanges. The use of the independent fair value service or alternative fair valuation methods would result in the investments being classified within Level 2 of the fair value hierarchy. At
September 30, 2023, the independent fair value service was used for certain foreign securities in certain Funds/Portfolios, and these securities were classified within Level 2 of the fair value hierarchy.
Various inputs are used in
determining the value of the Portfolio's or Fund's investments.
The Portfolios or Funds value their
assets and liabilities at fair value using a fair value hierarchy consisting of three broad levels that prioritize the inputs to valuation techniques giving the highest priority to readily available unadjusted quoted
prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements) when market prices are not readily available or reliable. The
categorization of a value determined for an investment within the hierarchy is based upon the pricing transparency of the investment and is not necessarily an indication of the risk associated with investing in it.
The three levels of the fair value
hierarchy are as follows:
• Level 1 –
Unadjusted quoted prices in active markets for an identical asset or liability;
• Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability either directly or indirectly, including quoted prices for
similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not considered to be active, inputs other than quoted prices that are observable for
the asset or liability (such as exchange rates, financing terms, interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs;
and
• Level 3 – Unobservable inputs for the asset or liability, including the Committee’s assumptions used in determining the fair value of investments.
The value of each Portfolio's or
Fund's investments according to the fair value hierarchy as of September 30, 2023 is disclosed in each Portfolio's or Fund's respective Schedule of Investments.
Futures Contracts
Certain Portfolios or Funds may
enter into futures contracts to meet the Portfolios’ or Funds’ objectives. A futures contract is a standardized, exchange-traded agreement to buy or sell a financial instrument at a set price on a future
date. Upon entering into a futures contract, the Portfolio or Fund is required to deposit with the broker, cash or securities in an amount equal to the minimum initial margin requirements of the clearing house.
Securities deposited, if any, are designated on the Summary Schedule of Investments and cash deposited, if any, is shown as Cash at Broker on the Statement of Assets and Liabilities. Subsequent payments are made or
received by the Portfolio or Fund equal to the daily change in the contract value, accumulated, exchange rates, and or other transactional fees. The accumulation of those payments are recorded as variation margin
receivable or payable with a corresponding offset to unrealized gains or losses. The Portfolios or Funds recognize a realized gain or loss when the contract is closed.
For the period ended September 30,
2023, the State Street Equity 500 Index II Portfolio, State Street Global All Cap Equity ex-U.S. Index Portfolio, State Street Small/Mid Cap Equity Index Portfolio, State Street Emerging Markets Equity Index Fund and
the State Street International Developed Equity Index Portfolio each entered into futures contracts for cash equitization.
Losses may arise if the value of a
futures contract decreases due to unfavorable changes in the market rates or values of the underlying instrument during the term of the contract or if the counterparty does not perform under the contract. The use of
futures contracts also involves the risk that the movements in the price of the futures contracts do not correlate the movement of the assets underlying such contracts.
245
STATE STREET INSTITUTIONAL INVESTMENT TRUST
NOTES TO SCHEDULES OF INVESTMENTS (continued)
September 30, 2023 (Unaudited)
Forward Foreign Currency Exchange
Contracts
Certain Portfolios or Funds may
engage in forward foreign currency exchange contracts to acquire exposure to foreign currencies or to hedge the Portfolios’ or Funds’ investments against currency fluctuations. A forward foreign currency
exchange contract is a commitment to purchase or sell a foreign currency at the settlement date at a negotiated rate. Non-deliverable forward foreign currency exchange contracts are settled with the counterparty in
cash without the delivery of foreign currency. The contract is marked-to-market daily and the change in market value is recorded by the Portfolio or Fund as an unrealized gain or loss. When the contract is closed, the
Portfolio or Fund recognizes a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.
Certain risks may arise upon
entering into forward foreign currency exchange contracts from the potential inability of counterparties to meet the terms of their contracts and are generally limited to the amount of unrealized gains on appreciated
contracts, if any. Additionally, when utilizing forward foreign currency exchange contracts to hedge, the Portfolio or Fund gives up the opportunity to profit from favorable exchange rate movements during the term of
the contract.
For the period ended September 30,
2023, the State Street Hedged International Developed Equity Index Fund entered into forward foreign currency exchange contracts to offset the Fund’s exposure to the component currencies.
Other Transactions with Affiliates
The Portfolios or Fund may invest
in affiliated entities, including securities issued by State Street Corporation, affiliated funds, or entities deemed to be affiliates as a result of the Portfolios or Fund owning more than five percent of the
entity’s voting securities or outstanding shares. Amounts relating to these transactions during the period ended September 30, 2023, are disclosed in the Portfolio's or Funds' Schedule of Investments.
246