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Quarterly Report
March 31, 2022
State Street Variable Insurance Series Funds, Inc.
State Street Variable Insurance Series Funds, Inc.
Quarterly Report
March 31, 2022
Table of Contents
Page | |
Schedules of Investments (Unaudited) | |
1 | |
4 | |
12 | |
14 | |
20 | |
34 | |
115 | |
117 |
State Street U.S. Equity V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Common Stock - 98.2% † | |||
Aerospace & Defense - 0.6% | |||
Raytheon Technologies Corp. | 1,709 | $169,311 | |
Apparel Retail - 1.1% | |||
Ross Stores Inc. | 3,158 | 285,673 | |
Application Software - 3.2% | |||
Adobe Inc. (a) | 302 | 137,597 | |
Intuit Inc. | 109 | 52,411 | |
salesforce.com Inc. (a) | 1,927 | 409,141 | |
Splunk Inc. (a) | 1,670 | 248,179 | |
847,328 | |||
Asset Management & Custody Banks - 0.1% | |||
Blackstone Inc. | 305 | 38,717 | |
Auto Parts & Equipment - 0.8% | |||
Magna International Inc. | 3,258 | 209,522 | |
Automobile Manufacturers - 0.7% | |||
Ford Motor Co. | 10,651 | 180,108 | |
Automotive Retail - 0.7% | |||
O'Reilly Automotive Inc. (a) | 253 | 173,295 | |
Biotechnology - 1.3% | |||
BioMarin Pharmaceutical Inc. (a) | 1,311 | 101,078 | |
Vertex Pharmaceuticals Inc. (a) | 958 | 250,009 | |
351,087 | |||
Building Products - 0.7% | |||
Allegion PLC | 560 | 61,477 | |
Trane Technologies PLC | 832 | 127,046 | |
188,523 | |||
Cable & Satellite - 1.4% | |||
Charter Communications Inc., Class A (a) | 132 | 72,008 | |
Comcast Corp., Class A | 6,468 | 302,832 | |
374,840 | |||
Communications Equipment - 0.2% | |||
Cisco Systems Inc. | 1,008 | 56,206 | |
Construction Materials - 0.3% | |||
Martin Marietta Materials Inc. | 187 | 71,974 | |
Data Processing & Outsourced Services - 5.8% | |||
Fidelity National Information Services Inc. | 3,023 | 303,570 | |
Mastercard Inc., Class A | 1,398 | 499,617 | |
PayPal Holdings Inc. (a) | 1,041 | 120,392 | |
Visa Inc., Class A | 2,778 | 616,077 | |
1,539,656 | |||
Diversified Banks - 1.7% | |||
JPMorgan Chase & Co. | 3,207 | 437,178 | |
Diversified Support Services - 0.4% | |||
Cintas Corp. | 254 | 108,049 | |
Electric Utilities - 1.0% | |||
NextEra Energy Inc. | 3,132 | 265,312 | |
Electronic Components - 1.3% | |||
Amphenol Corp., Class A | 3,147 | 237,126 |
Number of Shares | Fair Value | ||
Corning Inc. | 2,558 | $94,416 | |
331,542 | |||
Environmental & Facilities Services - 0.5% | |||
Waste Management Inc. | 811 | 128,544 | |
Financial Exchanges & Data - 1.2% | |||
CME Group Inc. | 536 | 127,493 | |
S&P Global Inc. | 487 | 199,758 | |
327,251 | |||
Footwear - 0.1% | |||
NIKE Inc., Class B | 199 | 26,777 | |
Healthcare Equipment - 3.4% | |||
Becton Dickinson & Co. | 449 | 119,434 | |
Boston Scientific Corp. (a) | 7,063 | 312,820 | |
Edwards Lifesciences Corp. (a) | 751 | 88,408 | |
Medtronic PLC | 1,963 | 217,795 | |
Zimmer Biomet Holdings Inc. | 1,217 | 155,654 | |
894,111 | |||
Healthcare Services - 0.6% | |||
Cigna Corp. | 704 | 168,685 | |
Home Improvement Retail - 1.7% | |||
Lowe's Companies Inc. | 1,844 | 372,838 | |
The Home Depot Inc. | 251 | 75,132 | |
447,970 | |||
Hotels, Resorts & Cruise Lines - 1.1% | |||
Marriott International Inc., Class A (a) | 1,640 | 288,230 | |
Household Products - 1.2% | |||
Colgate-Palmolive Co. | 1,146 | 86,901 | |
The Procter & Gamble Co. | 1,575 | 240,660 | |
327,561 | |||
Hypermarkets & Super Centers - 0.7% | |||
Walmart Inc. | 1,178 | 175,428 | |
Industrial Conglomerates - 1.4% | |||
Honeywell International Inc. | 1,834 | 356,860 | |
Industrial Gases - 1.3% | |||
Air Products & Chemicals Inc. | 1,366 | 341,377 | |
Industrial Machinery - 1.4% | |||
Parker-Hannifin Corp. | 1,036 | 293,975 | |
Xylem Inc. | 746 | 63,604 | |
357,579 | |||
Insurance Brokers - 0.3% | |||
Marsh & McLennan Companies Inc. | 456 | 77,712 | |
Integrated Oil & Gas - 0.8% | |||
Chevron Corp. | 1,367 | 222,589 | |
Interactive Home Entertainment - 0.2% | |||
Activision Blizzard Inc. | 794 | 63,607 | |
Interactive Media & Services - 7.1% | |||
Alphabet Inc., Class C (a) | 134 | 374,261 | |
Alphabet Inc., Class A (a) | 370 | 1,029,100 |
See Notes to Schedule of Investments.
State Street U.S. Equity V.I.S. Fund | 1 |
State Street U.S. Equity V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Meta Platforms Inc., Class A (a) | 2,087 | $464,065 | |
1,867,426 | |||
Internet & Direct Marketing Retail - 5.0% | |||
Amazon.com Inc. (a) | 402 | 1,310,500 | |
Investment Banking & Brokerage - 1.4% | |||
The Charles Schwab Corp. | 4,398 | 370,795 | |
IT Consulting & Other Services - 0.4% | |||
Accenture PLC, Class A | 296 | 99,820 | |
Life & Health Insurance - 0.1% | |||
Lincoln National Corp. | 575 | 37,582 | |
Life Sciences Tools & Services - 0.8% | |||
IQVIA Holdings Inc. (a) | 934 | 215,950 | |
Managed Healthcare - 2.7% | |||
Humana Inc. | 360 | 156,661 | |
UnitedHealth Group Inc. | 1,081 | 551,278 | |
707,939 | |||
Movies & Entertainment - 2.1% | |||
Netflix Inc. (a) | 749 | 280,568 | |
The Walt Disney Co. (a) | 1,943 | 266,502 | |
547,070 | |||
Multi-Line Insurance - 0.3% | |||
American International Group Inc. | 1,387 | 87,062 | |
Multi-Sector Holdings - 1.4% | |||
Berkshire Hathaway Inc., Class B (a) | 1,050 | 370,556 | |
Multi-Utilities - 0.8% | |||
Sempra Energy | 1,303 | 219,060 | |
Oil & Gas Equipment & Services - 0.6% | |||
Schlumberger N.V. | 3,832 | 158,300 | |
Oil & Gas Exploration & Production - 2.4% | |||
ConocoPhillips | 4,414 | 441,400 | |
Pioneer Natural Resources Co. | 720 | 180,022 | |
621,422 | |||
Packaged Foods & Meats - 0.6% | |||
Mondelez International Inc., Class A | 2,588 | 162,475 | |
Personal Products - 0.3% | |||
The Estee Lauder Companies Inc., Class A | 239 | 65,084 | |
Pharmaceuticals - 5.0% | |||
AstraZeneca PLC ADR | 1,386 | 91,947 | |
Bristol-Myers Squibb Co. | 2,128 | 155,408 | |
Elanco Animal Health Inc. (a) | 2,503 | 65,303 | |
Johnson & Johnson | 3,285 | 582,200 | |
Merck & Company Inc. | 5,091 | 417,717 | |
1,312,575 | |||
Property & Casualty Insurance - 1.3% | |||
Chubb Ltd. | 1,555 | 332,615 | |
Railroads - 0.7% | |||
Union Pacific Corp. | 706 | 192,886 |
Number of Shares | Fair Value | ||
Regional Banks - 3.0% | |||
First Republic Bank | 2,010 | $325,821 | |
Regions Financial Corp. | 12,151 | 270,481 | |
SVB Financial Group (a) | 336 | 187,975 | |
784,277 | |||
Restaurants - 0.6% | |||
McDonald's Corp. | 651 | 160,979 | |
Semiconductor Equipment - 1.4% | |||
Applied Materials Inc. | 2,854 | 376,157 | |
Semiconductors - 5.2% | |||
Advanced Micro Devices Inc. (a) | 1,962 | 214,525 | |
NVIDIA Corp. | 1,189 | 324,431 | |
QUALCOMM Inc. | 3,143 | 480,313 | |
Texas Instruments Inc. | 1,884 | 345,676 | |
1,364,945 | |||
Soft Drinks - 1.0% | |||
Monster Beverage Corp. (a) | 803 | 64,160 | |
PepsiCo Inc. | 1,199 | 200,688 | |
264,848 | |||
Specialized REITs - 1.2% | |||
American Tower Corp. | 1,261 | 316,788 | |
Specialty Chemicals - 0.7% | |||
DuPont de Nemours Inc. | 939 | 69,092 | |
Ecolab Inc. | 258 | 45,552 | |
PPG Industries Inc. | 503 | 65,928 | |
180,572 | |||
Systems Software - 7.4% | |||
Microsoft Corp. | 5,427 | 1,673,199 | |
Oracle Corp. | 1,118 | 92,492 | |
ServiceNow Inc. (a) | 353 | 196,582 | |
1,962,273 | |||
Technology Hardware, Storage & Peripherals - 5.8% | |||
Apple Inc. | 8,773 | 1,531,854 | |
Trading Companies & Distributors - 1.3% | |||
United Rentals Inc. (a) | 965 | 342,778 | |
Trucking - 0.1% | |||
Lyft Inc., Class A (a) | 712 | 27,341 | |
Wireless Telecommunication Services - 0.3% | |||
T-Mobile US Inc. (a) | 519 | 66,614 | |
Total Common Stock (Cost $15,883,844) | 25,891,145 | ||
Short-Term Investments - 1.8% | |||
State Street Institutional U.S. Government Money Market Fund - Class G Shares 0.29% (b)(c) (Cost $473,105) | 473,105 | 473,105 | |
Total Investments (Cost $16,356,949) | 26,364,250 | ||
Liabilities in Excess of Other Assets, net - (0.0)%* | (9,133) | ||
NET ASSETS - 100.0% | $26,355,117 |
See Notes to Schedule of Investments.
2 | State Street U.S. Equity V.I.S. Fund |
State Street U.S. Equity V.I.S. Fund
Schedule of Investments
March 31, 2022
Other Information:
The Fund had the following long futures contracts open at March 31, 2022: |
Description | Expiration Date | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
S&P 500 E-Mini Index Futures | June 2022 | 1 | $213,102 | $226,537 | $13,435 |
The views expressed in this document reflect our judgment as of the publication date and are subject to change at any time without notice. The securities cited may not be representative of the Fund’s future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund’s summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.
(a) | Non-income producing security. |
(b) | Sponsored by SSGA Funds Management, Inc., the Fund’s investment adviser and administrator, and an affiliate of State Street Bank & Trust Co., the Fund’s sub-administrator, custodian and accounting agent. |
(c) | Coupon amount represents effective yield. |
† | Percentages are based on net assets as of March 31, 2022. |
* | Less than 0.05%. |
Abbreviations: |
ADR - American Depositary Receipt |
REIT - Real Estate Investment Trust |
The following table presents the Fund’s investments measured at fair value on a recurring basis at March 31, 2022:
Investments | Level 1 | Level 2 | Level 3 | Total | ||||
Investments in Securities | ||||||||
Common Stock | $25,891,145 | $— | $— | $25,891,145 | ||||
Short-Term Investments | 473,105 | — | — | 473,105 | ||||
Total Investments in Securities | $26,364,250 | $— | $— | $26,364,250 | ||||
Other Financial Instruments | ||||||||
Long Futures Contracts - Unrealized Appreciation | 13,435 | — | — | 13,435 | ||||
Total Other Financial Instruments | $13,435 | $— | $— | $13,435 |
Affiliate Table |
Number of Shares Held at 12/31/21 | Value at 12/31/21 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Number of Shares Held at 3/31/22 | Value at 3/31/22 | Dividend Income | |||||||||
State Street Institutional U.S. Government Money Market Fund - Class G Shares | 742,013 | $742,013 | $1,702,304 | $1,971,212 | $— | $— | 473,105 | $473,105 | $94 |
See Notes to Schedule of Investments.
State Street U.S. Equity V.I.S. Fund | 3 |
State Street S&P 500 Index V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Common Stock - 99.5% † | |||
Advertising - 0.1% | |||
Omnicom Group Inc. | 1,023 | $86,832 | |
The Interpublic Group of Companies Inc. | 2,061 | 73,063 | |
159,895 | |||
Aerospace & Defense - 1.6% | |||
General Dynamics Corp. | 1,156 | 278,804 | |
Howmet Aerospace Inc. | 1,808 | 64,980 | |
Huntington Ingalls Industries Inc. | 200 | 39,888 | |
L3Harris Technologies Inc. | 984 | 244,494 | |
Lockheed Martin Corp. | 1,215 | 536,301 | |
Northrop Grumman Corp. | 733 | 327,812 | |
Raytheon Technologies Corp. | 7,483 | 741,341 | |
Textron Inc. | 1,136 | 84,496 | |
The Boeing Co. (a) | 2,748 | 526,242 | |
TransDigm Group Inc. (a) | 270 | 175,916 | |
3,020,274 | |||
Agricultural & Farm Machinery - 0.3% | |||
Deere & Co. | 1,406 | 584,137 | |
Agricultural Products - 0.1% | |||
Archer-Daniels-Midland Co. | 2,806 | 253,270 | |
Air Freight & Logistics - 0.6% | |||
CH Robinson Worldwide Inc. | 652 | 70,227 | |
Expeditors International of Washington Inc. | 832 | 85,829 | |
FedEx Corp. | 1,222 | 282,758 | |
United Parcel Service Inc., Class B | 3,656 | 784,066 | |
1,222,880 | |||
Airlines - 0.2% | |||
Alaska Air Group Inc. (a) | 700 | 40,607 | |
American Airlines Group Inc. (a) | 3,511 | 64,076 | |
Delta Air Lines Inc. (a) | 3,299 | 130,541 | |
Southwest Airlines Co. (a) | 2,970 | 136,026 | |
United Airlines Holdings Inc. (a) | 1,624 | 75,289 | |
446,539 | |||
Alternative Carriers - 0.0% * | |||
Lumen Technologies Inc. | 4,737 | 53,386 | |
Apparel Retail - 0.3% | |||
Ross Stores Inc. | 1,832 | 165,723 | |
The TJX Companies Inc. | 5,925 | 358,936 | |
524,659 | |||
Apparel, Accessories & Luxury Goods - 0.1% | |||
PVH Corp. | 407 | 31,180 | |
Ralph Lauren Corp. | 270 | 30,629 | |
Tapestry Inc. | 1,189 | 44,171 | |
Under Armour Inc., Class A (a) | 973 | 16,561 | |
Under Armour Inc., Class C (a) | 1,012 | 15,747 | |
VF Corp. | 1,741 | 98,993 | |
237,281 | |||
Application Software - 2.1% | |||
Adobe Inc. (a) | 2,353 | 1,072,074 | |
ANSYS Inc. (a) | 422 | 134,048 | |
Autodesk Inc. (a) | 1,103 | 236,428 |
Number of Shares | Fair Value | ||
Cadence Design Systems Inc. (a) | 1,390 | $228,599 | |
Ceridian HCM Holding Inc. (a) | 666 | 45,528 | |
Citrix Systems Inc. | 584 | 58,926 | |
Intuit Inc. | 1,420 | 682,793 | |
Paycom Software Inc. (a) | 250 | 86,595 | |
PTC Inc. (a) | 500 | 53,860 | |
salesforce.com Inc. (a) | 4,939 | 1,048,648 | |
Synopsys Inc. (a) | 769 | 256,285 | |
Tyler Technologies Inc. (a) | 200 | 88,978 | |
3,992,762 | |||
Asset Management & Custody Banks - 0.8% | |||
Ameriprise Financial Inc. | 576 | 173,007 | |
BlackRock Inc. | 715 | 546,382 | |
Franklin Resources Inc. | 1,491 | 41,629 | |
Invesco Ltd. | 2,050 | 47,273 | |
Northern Trust Corp. | 1,071 | 124,718 | |
State Street Corp. (b) | 1,835 | 159,865 | |
T Rowe Price Group Inc. | 1,149 | 173,717 | |
The Bank of New York Mellon Corp. | 3,617 | 179,512 | |
1,446,103 | |||
Auto Parts & Equipment - 0.1% | |||
Aptiv PLC (a) | 1,387 | 166,038 | |
BorgWarner Inc. | 1,236 | 48,080 | |
214,118 | |||
Automobile Manufacturers - 2.7% | |||
Ford Motor Co. | 19,724 | 333,533 | |
General Motors Co. (a) | 7,286 | 318,689 | |
Tesla Inc. (a) | 4,198 | 4,523,765 | |
5,175,987 | |||
Automotive Retail - 0.3% | |||
Advance Auto Parts Inc. | 304 | 62,916 | |
AutoZone Inc. (a) | 103 | 210,592 | |
CarMax Inc. (a) | 834 | 80,464 | |
O'Reilly Automotive Inc. (a) | 330 | 226,037 | |
580,009 | |||
Biotechnology - 1.9% | |||
AbbVie Inc. | 8,865 | 1,437,105 | |
Amgen Inc. | 2,804 | 678,063 | |
Biogen Inc. (a) | 757 | 159,424 | |
Gilead Sciences Inc. | 6,290 | 373,940 | |
Incyte Corp. (a) | 968 | 76,879 | |
Moderna Inc. (a) | 1,769 | 304,728 | |
Regeneron Pharmaceuticals Inc. (a) | 535 | 373,655 | |
Vertex Pharmaceuticals Inc. (a) | 1,277 | 333,259 | |
3,737,053 | |||
Brewers - 0.0% * | |||
Molson Coors Beverage Co., Class B | 1,078 | 57,544 | |
Broadcasting - 0.1% | |||
Discovery Inc., Class A (a) | 806 | 20,086 | |
Discovery Inc., Class C (a) | 1,640 | 40,951 | |
Fox Corp., Class A | 1,530 | 60,358 | |
Fox Corp., Class B | 740 | 26,847 | |
Paramount Global, Class B | 2,936 | 111,010 | |
259,252 |
See Notes to Schedule of Investments.
4 | State Street S&P 500 Index V.I.S. Fund |
State Street S&P 500 Index V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Building Products - 0.4% | |||
A O Smith Corp. | 607 | $38,781 | |
Allegion PLC | 398 | 43,692 | |
Carrier Global Corp. | 4,167 | 191,140 | |
Fortune Brands Home & Security Inc. | 700 | 51,996 | |
Johnson Controls International PLC | 3,454 | 226,479 | |
Masco Corp. | 1,282 | 65,382 | |
Trane Technologies PLC | 1,158 | 176,827 | |
794,297 | |||
Cable & Satellite - 0.7% | |||
Charter Communications Inc., Class A (a) | 609 | 332,221 | |
Comcast Corp., Class A | 22,685 | 1,062,112 | |
DISH Network Corp., Class A (a) | 1,098 | 34,752 | |
1,429,085 | |||
Casinos & Gaming - 0.2% | |||
Caesars Entertainment Inc. (a) | 1,071 | 82,853 | |
Las Vegas Sands Corp. (a) | 1,739 | 67,595 | |
MGM Resorts International | 1,997 | 83,754 | |
Penn National Gaming Inc. (a) | 755 | 32,027 | |
Wynn Resorts Ltd. (a) | 481 | 38,355 | |
304,584 | |||
Commodity Chemicals - 0.2% | |||
Dow Inc. | 3,689 | 235,063 | |
LyondellBasell Industries N.V., Class A | 1,338 | 137,573 | |
372,636 | |||
Communications Equipment - 0.9% | |||
Arista Networks Inc. (a) | 1,128 | 156,770 | |
Cisco Systems Inc. | 21,149 | 1,179,268 | |
F5 Inc. (a) | 311 | 64,984 | |
Juniper Networks Inc. | 1,508 | 56,037 | |
Motorola Solutions Inc. | 847 | 205,143 | |
1,662,202 | |||
Computer & Electronics Retail - 0.1% | |||
Best Buy Company Inc. | 1,117 | 101,535 | |
Construction & Engineering - 0.1% | |||
Quanta Services Inc. | 715 | 94,101 | |
Construction Machinery & Heavy Trucks - 0.5% | |||
Caterpillar Inc. | 2,689 | 599,163 | |
Cummins Inc. | 742 | 152,191 | |
PACCAR Inc. | 1,742 | 153,418 | |
Westinghouse Air Brake Technologies Corp. | 888 | 85,399 | |
990,171 | |||
Construction Materials - 0.1% | |||
Martin Marietta Materials Inc. | 327 | 125,859 | |
Vulcan Materials Co. | 695 | 127,672 | |
253,531 | |||
Consumer Electronics - 0.1% | |||
Garmin Ltd. | 800 | 94,888 | |
Consumer Finance - 0.6% | |||
American Express Co. | 3,084 | 576,708 | |
Capital One Financial Corp. | 2,070 | 271,770 |
Number of Shares | Fair Value | ||
Discover Financial Services | 1,411 | $155,478 | |
Synchrony Financial | 2,466 | 85,842 | |
1,089,798 | |||
Copper - 0.2% | |||
Freeport-McMoRan Inc. | 7,362 | 366,186 | |
Data Processing & Outsourced Services - 3.0% | |||
Automatic Data Processing Inc. | 2,106 | 479,199 | |
Broadridge Financial Solutions Inc. | 562 | 87,509 | |
Fidelity National Information Services Inc. | 3,054 | 306,683 | |
Fiserv Inc. (a) | 2,980 | 302,172 | |
FleetCor Technologies Inc. (a) | 388 | 96,635 | |
Global Payments Inc. | 1,396 | 191,029 | |
Jack Henry & Associates Inc. | 349 | 68,770 | |
Mastercard Inc., Class A | 4,328 | 1,546,741 | |
Paychex Inc. | 1,610 | 219,717 | |
PayPal Holdings Inc. (a) | 5,807 | 671,580 | |
Visa Inc., Class A | 8,316 | 1,844,239 | |
5,814,274 | |||
Distillers & Vintners - 0.1% | |||
Brown-Forman Corp., Class B | 994 | 66,618 | |
Constellation Brands Inc., Class A | 801 | 184,486 | |
251,104 | |||
Distributors - 0.1% | |||
Genuine Parts Co. | 679 | 85,567 | |
LKQ Corp. | 1,382 | 62,757 | |
Pool Corp. | 200 | 84,570 | |
232,894 | |||
Diversified Banks - 2.8% | |||
Bank of America Corp. | 35,646 | 1,469,328 | |
Citigroup Inc. | 9,951 | 531,383 | |
JPMorgan Chase & Co. | 14,819 | 2,020,126 | |
U.S. Bancorp | 6,772 | 359,932 | |
Wells Fargo & Co. | 19,485 | 944,243 | |
5,325,012 | |||
Diversified Support Services - 0.2% | |||
Cintas Corp. | 448 | 190,575 | |
Copart Inc. (a) | 1,066 | 133,751 | |
324,326 | |||
Drug Retail - 0.1% | |||
Walgreens Boots Alliance Inc. | 3,593 | 160,859 | |
Electric Utilities - 1.7% | |||
Alliant Energy Corp. | 1,156 | 72,227 | |
American Electric Power Company Inc. | 2,466 | 246,033 | |
Constellation Energy Corp. | 1,611 | 90,619 | |
Duke Energy Corp. | 3,857 | 430,673 | |
Edison International | 1,870 | 131,087 | |
Entergy Corp. | 1,036 | 120,953 | |
Evergy Inc. | 1,088 | 74,354 | |
Eversource Energy | 1,739 | 153,362 | |
Exelon Corp. | 4,912 | 233,958 | |
FirstEnergy Corp. | 2,859 | 131,114 | |
NextEra Energy Inc. | 9,839 | 833,462 | |
NRG Energy Inc. | 1,262 | 48,410 | |
Pinnacle West Capital Corp. | 489 | 38,191 |
See Notes to Schedule of Investments.
State Street S&P 500 Index V.I.S. Fund | 5 |
State Street S&P 500 Index V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
PPL Corp. | 3,931 | $112,269 | |
The Southern Co. | 5,314 | 385,318 | |
Xcel Energy Inc. | 2,701 | 194,931 | |
3,296,961 | |||
Electrical Components & Equipment - 0.5% | |||
AMETEK Inc. | 1,193 | 158,884 | |
Eaton Corporation PLC | 1,999 | 303,368 | |
Emerson Electric Co. | 2,930 | 287,286 | |
Generac Holdings Inc. (a) | 324 | 96,312 | |
Rockwell Automation Inc. | 584 | 163,538 | |
1,009,388 | |||
Electronic Components - 0.2% | |||
Amphenol Corp., Class A | 3,003 | 226,276 | |
Corning Inc. | 3,647 | 134,611 | |
360,887 | |||
Electronic Equipment & Instruments - 0.2% | |||
Keysight Technologies Inc. (a) | 950 | 150,072 | |
Teledyne Technologies Inc. (a) | 223 | 105,396 | |
Trimble Inc. (a) | 1,259 | 90,824 | |
Zebra Technologies Corp., Class A (a) | 276 | 114,181 | |
460,473 | |||
Electronic Manufacturing Services - 0.1% | |||
IPG Photonics Corp. (a) | 179 | 19,647 | |
TE Connectivity Ltd. | 1,592 | 208,520 | |
228,167 | |||
Environmental & Facilities Services - 0.3% | |||
Republic Services Inc. | 1,047 | 138,727 | |
Rollins Inc. | 1,200 | 42,060 | |
Waste Management Inc. | 1,906 | 302,101 | |
482,888 | |||
Fertilizers & Agricultural Chemicals - 0.3% | |||
CF Industries Holdings Inc. | 1,106 | 113,984 | |
Corteva Inc. | 3,558 | 204,514 | |
FMC Corp. | 653 | 85,915 | |
The Mosaic Co. | 1,910 | 127,015 | |
531,428 | |||
Financial Exchanges & Data - 1.2% | |||
Cboe Global Markets Inc. | 577 | 66,020 | |
CME Group Inc. | 1,802 | 428,624 | |
FactSet Research Systems Inc. | 200 | 86,830 | |
Intercontinental Exchange Inc. | 2,804 | 370,464 | |
MarketAxess Holdings Inc. | 206 | 70,081 | |
Moody's Corp. | 821 | 277,014 | |
MSCI Inc. | 402 | 202,158 | |
Nasdaq Inc. | 576 | 102,643 | |
S&P Global Inc. | 1,776 | 728,480 | |
2,332,314 | |||
Food Distributors - 0.1% | |||
Sysco Corp. | 2,545 | 207,799 | |
Food Retail - 0.1% | |||
The Kroger Co. | 3,256 | 186,797 | |
Footwear - 0.5% | |||
NIKE Inc., Class B | 6,400 | 861,184 |
Number of Shares | Fair Value | ||
Gas Utilities - 0.0% * | |||
Atmos Energy Corp. | 700 | $83,643 | |
General Merchandise Stores - 0.5% | |||
Dollar General Corp. | 1,141 | 254,021 | |
Dollar Tree Inc. (a) | 1,149 | 184,012 | |
Target Corp. | 2,403 | 509,965 | |
947,998 | |||
Gold - 0.2% | |||
Newmont Corp. | 3,999 | 317,721 | |
Health Care REITs - 0.2% | |||
Healthpeak Properties Inc. | 2,669 | 91,627 | |
Ventas Inc. | 1,922 | 118,703 | |
Welltower Inc. | 2,144 | 206,124 | |
416,454 | |||
Healthcare Distributors - 0.3% | |||
AmerisourceBergen Corp. | 755 | 116,806 | |
Cardinal Health Inc. | 1,453 | 82,385 | |
Henry Schein Inc. (a) | 663 | 57,807 | |
McKesson Corp. | 751 | 229,904 | |
486,902 | |||
Healthcare Equipment - 2.7% | |||
Abbott Laboratories | 8,867 | 1,049,498 | |
ABIOMED Inc. (a) | 238 | 78,835 | |
Baxter International Inc. | 2,481 | 192,377 | |
Becton Dickinson & Co. | 1,428 | 379,848 | |
Boston Scientific Corp. (a) | 7,146 | 316,496 | |
Dexcom Inc. (a) | 473 | 241,987 | |
Edwards Lifesciences Corp. (a) | 3,131 | 368,581 | |
Hologic Inc. (a) | 1,277 | 98,099 | |
IDEXX Laboratories Inc. (a) | 425 | 232,501 | |
Intuitive Surgical Inc. (a) | 1,794 | 541,214 | |
Medtronic PLC | 6,742 | 748,025 | |
ResMed Inc. | 733 | 177,760 | |
STERIS PLC | 500 | 120,885 | |
Stryker Corp. | 1,684 | 450,218 | |
Teleflex Inc. | 222 | 78,772 | |
Zimmer Biomet Holdings Inc. | 1,087 | 139,027 | |
5,214,123 | |||
Healthcare Facilities - 0.2% | |||
HCA Healthcare Inc. | 1,178 | 295,230 | |
Universal Health Services Inc., Class B | 364 | 52,762 | |
347,992 | |||
Healthcare Services - 0.7% | |||
Cigna Corp. | 1,609 | 385,533 | |
CVS Health Corp. | 6,567 | 664,646 | |
DaVita Inc. (a) | 358 | 40,493 | |
Laboratory Corporation of America Holdings (a) | 493 | 129,984 | |
Quest Diagnostics Inc. | 618 | 84,580 | |
1,305,236 | |||
Healthcare Supplies - 0.2% | |||
Align Technology Inc. (a) | 364 | 158,704 | |
DENTSPLY SIRONA Inc. | 977 | 48,088 | |
The Cooper Companies Inc. | 257 | 107,321 | |
314,113 |
See Notes to Schedule of Investments.
6 | State Street S&P 500 Index V.I.S. Fund |
State Street S&P 500 Index V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Healthcare Technology - 0.1% | |||
Cerner Corp. | 1,430 | $133,791 | |
Home Building - 0.2% | |||
D.R. Horton Inc. | 1,680 | 125,177 | |
Lennar Corp., Class A | 1,244 | 100,975 | |
NVR Inc. (a) | 17 | 75,944 | |
PulteGroup Inc. | 1,305 | 54,679 | |
356,775 | |||
Home Furnishings - 0.0% * | |||
Mohawk Industries Inc. (a) | 275 | 34,155 | |
Home Improvement Retail - 1.2% | |||
Lowe's Companies Inc. | 3,370 | 681,380 | |
The Home Depot Inc. | 5,236 | 1,567,292 | |
2,248,672 | |||
Hotel & Resort REITs - 0.0% * | |||
Host Hotels & Resorts Inc. | 3,617 | 70,278 | |
Hotels, Resorts & Cruise Lines - 0.7% | |||
Booking Holdings Inc. (a) | 206 | 483,781 | |
Carnival Corp. (a) | 4,167 | 84,257 | |
Expedia Group Inc. (a) | 753 | 147,340 | |
Hilton Worldwide Holdings Inc. (a) | 1,415 | 214,712 | |
Marriott International Inc., Class A (a) | 1,382 | 242,886 | |
Norwegian Cruise Line Holdings Ltd. (a) | 2,096 | 45,860 | |
Royal Caribbean Cruises Ltd. (a) | 1,156 | 96,850 | |
1,315,686 | |||
Household Appliances - 0.0% * | |||
Whirlpool Corp. | 313 | 54,080 | |
Household Products - 1.3% | |||
Church & Dwight Company Inc. | 1,223 | 121,542 | |
Colgate-Palmolive Co. | 4,145 | 314,315 | |
Kimberly-Clark Corp. | 1,702 | 209,618 | |
The Clorox Co. | 617 | 85,782 | |
The Procter & Gamble Co. | 12,020 | 1,836,656 | |
2,567,913 | |||
Housewares & Specialties - 0.0% * | |||
Newell Brands Inc. | 1,635 | 35,005 | |
Human Resource & Employment Services - 0.0% * | |||
Robert Half International Inc. | 575 | 65,653 | |
Hypermarkets & Super Centers - 1.2% | |||
Costco Wholesale Corp. | 2,224 | 1,280,690 | |
Walmart Inc. | 7,094 | 1,056,439 | |
2,337,129 | |||
Independent Power Producers & Energy Traders - 0.0% * | |||
The AES Corp. | 3,256 | 83,777 | |
Industrial Conglomerates - 1.0% | |||
3M Co. | 2,825 | 420,586 | |
General Electric Co. | 5,461 | 499,682 | |
Honeywell International Inc. | 3,430 | 667,409 | |
Roper Technologies Inc. | 517 | 244,143 | |
1,831,820 |
Number of Shares | Fair Value | ||
Industrial Gases - 0.6% | |||
Air Products & Chemicals Inc. | 1,112 | $277,900 | |
Linde PLC (a) | 2,570 | 820,935 | |
1,098,835 | |||
Industrial Machinery - 0.7% | |||
Dover Corp. | 706 | 110,771 | |
Fortive Corp. | 1,849 | 112,660 | |
IDEX Corp. | 411 | 78,801 | |
Illinois Tool Works Inc. | 1,432 | 299,861 | |
Ingersoll Rand Inc. | 1,949 | 98,132 | |
Nordson Corp. | 300 | 68,124 | |
Otis Worldwide Corp. | 2,190 | 168,521 | |
Parker-Hannifin Corp. | 644 | 182,741 | |
Pentair PLC | 953 | 51,662 | |
Snap-on Inc. | 282 | 57,945 | |
Stanley Black & Decker Inc. | 818 | 114,348 | |
Xylem Inc. | 895 | 76,308 | |
1,419,874 | |||
Industrial REITs - 0.4% | |||
Duke Realty Corp. | 1,853 | 107,585 | |
Prologis Inc. | 3,711 | 599,252 | |
706,837 | |||
Insurance Brokers - 0.6% | |||
Aon PLC, Class A | 1,077 | 350,704 | |
Arthur J Gallagher & Co. | 1,027 | 179,314 | |
Brown & Brown Inc. | 1,145 | 82,749 | |
Marsh & McLennan Companies Inc. | 2,496 | 425,368 | |
Willis Towers Watson PLC | 612 | 144,567 | |
1,182,702 | |||
Integrated Oil & Gas - 1.9% | |||
Chevron Corp. | 9,666 | 1,573,915 | |
Exxon Mobil Corp. | 21,229 | 1,753,303 | |
Occidental Petroleum Corp. | 4,349 | 246,762 | |
3,573,980 | |||
Integrated Telecommunication Services - 1.0% | |||
AT&T Inc. | 35,809 | 846,167 | |
Verizon Communications Inc. | 21,051 | 1,072,338 | |
1,918,505 | |||
Interactive Home Entertainment - 0.3% | |||
Activision Blizzard Inc. | 3,928 | 314,672 | |
Electronic Arts Inc. | 1,378 | 174,331 | |
Take-Two Interactive Software Inc. (a) | 579 | 89,015 | |
578,018 | |||
Interactive Media & Services - 5.7% | |||
Alphabet Inc., Class C (a) | 1,393 | 3,890,635 | |
Alphabet Inc., Class A (a) | 1,508 | 4,194,276 | |
Match Group Inc. (a) | 1,443 | 156,912 | |
Meta Platforms Inc., Class A (a) | 11,579 | 2,574,706 | |
Twitter Inc. (a) | 4,151 | 160,602 | |
10,977,131 | |||
Internet & Direct Marketing Retail - 3.8% | |||
Amazon.com Inc. (a) | 2,194 | 7,152,330 | |
eBay Inc. | 3,036 | 173,842 |
See Notes to Schedule of Investments.
State Street S&P 500 Index V.I.S. Fund | 7 |
State Street S&P 500 Index V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Etsy Inc. (a) | 600 | $74,568 | |
7,400,740 | |||
Internet Services & Infrastructure - 0.1% | |||
Akamai Technologies Inc. (a) | 794 | 94,796 | |
VeriSign Inc. (a) | 498 | 110,785 | |
205,581 | |||
Investment Banking & Brokerage - 1.0% | |||
Morgan Stanley | 7,101 | 620,627 | |
Raymond James Financial Inc. | 937 | 102,986 | |
The Charles Schwab Corp. | 7,539 | 635,613 | |
The Goldman Sachs Group Inc. | 1,702 | 561,830 | |
1,921,056 | |||
IT Consulting & Other Services - 1.1% | |||
Accenture PLC, Class A | 3,169 | 1,068,682 | |
Cognizant Technology Solutions Corp., Class A | 2,568 | 230,273 | |
DXC Technology Co. (a) | 1,457 | 47,542 | |
EPAM Systems Inc. (a) | 300 | 88,983 | |
Gartner Inc. (a) | 412 | 122,553 | |
International Business Machines Corp. | 4,497 | 584,700 | |
2,142,733 | |||
Leisure Products - 0.0% * | |||
Hasbro Inc. | 692 | 56,689 | |
Life & Health Insurance - 0.5% | |||
Aflac Inc. | 2,938 | 189,178 | |
Globe Life Inc. | 457 | 45,974 | |
Lincoln National Corp. | 863 | 56,406 | |
MetLife Inc. | 3,495 | 245,629 | |
Principal Financial Group Inc. | 1,311 | 96,240 | |
Prudential Financial Inc. | 1,905 | 225,114 | |
858,541 | |||
Life Sciences Tools & Services - 1.8% | |||
Agilent Technologies Inc. | 1,542 | 204,053 | |
Bio-Rad Laboratories Inc., Class A (a) | 100 | 56,323 | |
Bio-Techne Corp. | 200 | 86,608 | |
Charles River Laboratories International Inc. (a) | 272 | 77,240 | |
Danaher Corp. | 3,191 | 936,016 | |
Illumina Inc. (a) | 784 | 273,930 | |
IQVIA Holdings Inc. (a) | 934 | 215,950 | |
Mettler-Toledo International Inc. (a) | 115 | 157,917 | |
PerkinElmer Inc. | 651 | 113,573 | |
Thermo Fisher Scientific Inc. | 1,976 | 1,167,124 | |
Waters Corp. (a) | 315 | 97,773 | |
West Pharmaceutical Services Inc. | 382 | 156,891 | |
3,543,398 | |||
Managed Healthcare - 1.9% | |||
Anthem Inc. | 1,217 | 597,815 | |
Centene Corp. (a) | 2,926 | 246,340 | |
Humana Inc. | 645 | 280,685 | |
Molina Healthcare Inc. (a) | 300 | 100,077 | |
UnitedHealth Group Inc. | 4,723 | 2,408,588 | |
3,633,505 |
Number of Shares | Fair Value | ||
Metal & Glass Containers - 0.1% | |||
Ball Corp. | 1,658 | $149,220 | |
Movies & Entertainment - 1.1% | |||
Live Nation Entertainment Inc. (a) | 639 | 75,172 | |
Netflix Inc. (a) | 2,226 | 833,837 | |
The Walt Disney Co. (a) | 9,130 | 1,252,271 | |
2,161,280 | |||
Multi-Line Insurance - 0.2% | |||
American International Group Inc. | 4,164 | 261,374 | |
Assurant Inc. | 252 | 45,821 | |
The Hartford Financial Services Group Inc. | 1,755 | 126,027 | |
433,222 | |||
Multi-Sector Holdings - 1.7% | |||
Berkshire Hathaway Inc., Class B (a) | 9,183 | 3,240,773 | |
Multi-Utilities - 0.8% | |||
Ameren Corp. | 1,242 | 116,450 | |
CenterPoint Energy Inc. | 2,964 | 90,817 | |
CMS Energy Corp. | 1,449 | 101,343 | |
Consolidated Edison Inc. | 1,720 | 162,850 | |
Dominion Energy Inc. | 4,062 | 345,148 | |
DTE Energy Co. | 999 | 132,078 | |
NiSource Inc. | 2,025 | 64,395 | |
Public Service Enterprise Group Inc. | 2,607 | 182,490 | |
Sempra Energy | 1,601 | 269,160 | |
WEC Energy Group Inc. | 1,635 | 163,189 | |
1,627,920 | |||
Office REITs - 0.1% | |||
Alexandria Real Estate Equities Inc. | 700 | 140,875 | |
Boston Properties Inc. | 678 | 87,326 | |
Vornado Realty Trust | 811 | 36,755 | |
264,956 | |||
Oil & Gas Equipment & Services - 0.3% | |||
Baker Hughes Co. | 4,506 | 164,064 | |
Halliburton Co. | 4,615 | 174,770 | |
Schlumberger N.V. | 7,104 | 293,466 | |
632,300 | |||
Oil & Gas Exploration & Production - 1.1% | |||
APA Corp. | 1,822 | 75,303 | |
ConocoPhillips | 6,530 | 653,000 | |
Coterra Energy Inc. | 4,280 | 115,432 | |
Devon Energy Corp. | 3,246 | 191,936 | |
Diamondback Energy Inc. | 854 | 117,066 | |
EOG Resources Inc. | 2,934 | 349,821 | |
Hess Corp. | 1,421 | 152,104 | |
Marathon Oil Corp. | 3,639 | 91,375 | |
Pioneer Natural Resources Co. | 1,139 | 284,784 | |
2,030,821 | |||
Oil & Gas Refining & Marketing - 0.3% | |||
Marathon Petroleum Corp. | 2,827 | 241,708 | |
Phillips 66 | 2,327 | 201,030 | |
Valero Energy Corp. | 1,988 | 201,862 | |
644,600 |
See Notes to Schedule of Investments.
8 | State Street S&P 500 Index V.I.S. Fund |
State Street S&P 500 Index V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Oil & Gas Storage & Transportation - 0.3% | |||
Kinder Morgan Inc. | 9,505 | $179,740 | |
ONEOK Inc. | 2,165 | 152,914 | |
The Williams Companies Inc. | 5,955 | 198,956 | |
531,610 | |||
Packaged Foods & Meats - 0.8% | |||
Campbell Soup Co. | 1,076 | 47,957 | |
Conagra Brands Inc. | 2,363 | 79,326 | |
General Mills Inc. | 2,956 | 200,180 | |
Hormel Foods Corp. | 1,297 | 66,848 | |
Kellogg Co. | 1,286 | 82,934 | |
Lamb Weston Holdings Inc. | 868 | 52,002 | |
McCormick & Company Inc. | 1,210 | 120,758 | |
Mondelez International Inc., Class A | 6,962 | 437,074 | |
The Hershey Co. | 729 | 157,923 | |
The J M Smucker Co. | 559 | 75,694 | |
The Kraft Heinz Co. | 3,660 | 144,168 | |
Tyson Foods Inc., Class A | 1,466 | 131,398 | |
1,596,262 | |||
Paper Packaging - 0.2% | |||
Amcor PLC | 7,904 | 89,552 | |
Avery Dennison Corp. | 438 | 76,199 | |
International Paper Co. | 1,996 | 92,115 | |
Packaging Corporation of America | 498 | 77,743 | |
Sealed Air Corp. | 764 | 51,158 | |
Westrock Co. | 1,358 | 63,867 | |
450,634 | |||
Personal Products - 0.2% | |||
The Estee Lauder Companies Inc., Class A | 1,165 | 317,253 | |
Pharmaceuticals - 3.9% | |||
Bristol-Myers Squibb Co. | 10,930 | 798,218 | |
Catalent Inc. (a) | 902 | 100,032 | |
Eli Lilly & Co. | 3,981 | 1,140,039 | |
Johnson & Johnson | 13,201 | 2,339,613 | |
Merck & Company Inc. | 12,666 | 1,039,245 | |
Organon & Co. | 1,403 | 49,007 | |
Pfizer Inc. | 28,146 | 1,457,118 | |
Viatris Inc. | 6,235 | 67,837 | |
Zoetis Inc. | 2,373 | 447,524 | |
7,438,633 | |||
Property & Casualty Insurance - 0.7% | |||
Chubb Ltd. | 2,160 | 462,024 | |
Cincinnati Financial Corp. | 723 | 98,299 | |
Loews Corp. | 1,024 | 66,376 | |
The Allstate Corp. | 1,382 | 191,421 | |
The Progressive Corp. | 2,877 | 327,949 | |
The Travelers Companies Inc. | 1,210 | 221,103 | |
WR Berkley Corp. | 1,017 | 67,722 | |
1,434,894 | |||
Publishing - 0.0% * | |||
News Corp., Class A | 2,096 | 46,426 | |
News Corp., Class B | 748 | 16,845 | |
63,271 | |||
Railroads - 0.8% | |||
CSX Corp. | 10,965 | 410,639 | |
Norfolk Southern Corp. | 1,202 | 342,834 |
Number of Shares | Fair Value | ||
Union Pacific Corp. | 3,194 | $872,633 | |
1,626,106 | |||
Real Estate Services - 0.1% | |||
CBRE Group Inc., Class A (a) | 1,725 | 157,872 | |
Regional Banks - 1.0% | |||
Citizens Financial Group Inc. | 2,100 | 95,193 | |
Comerica Inc. | 648 | 58,599 | |
Fifth Third Bancorp | 3,525 | 151,716 | |
First Republic Bank | 899 | 145,728 | |
Huntington Bancshares Inc. | 7,457 | 109,021 | |
KeyCorp | 4,800 | 107,424 | |
M&T Bank Corp. | 618 | 104,751 | |
People's United Financial Inc. | 2,459 | 49,155 | |
Regions Financial Corp. | 4,494 | 100,036 | |
Signature Bank | 300 | 88,047 | |
SVB Financial Group (a) | 300 | 167,835 | |
The PNC Financial Services Group Inc. | 2,079 | 383,472 | |
Truist Financial Corp. | 6,694 | 379,550 | |
Zions Bancorp NA | 700 | 45,892 | |
1,986,419 | |||
Reinsurance - 0.0% * | |||
Everest Re Group Ltd. | 200 | 60,276 | |
Research & Consulting Services - 0.3% | |||
Equifax Inc. | 590 | 139,889 | |
Jacobs Engineering Group Inc. | 664 | 91,506 | |
Leidos Holdings Inc. | 645 | 69,673 | |
Nielsen Holdings PLC | 1,799 | 49,004 | |
Verisk Analytics Inc. | 795 | 170,631 | |
520,703 | |||
Residential REITs - 0.3% | |||
AvalonBay Communities Inc. | 720 | 178,826 | |
Equity Residential | 1,730 | 155,562 | |
Essex Property Trust Inc. | 337 | 116,427 | |
Mid-America Apartment Communities Inc. | 600 | 125,670 | |
UDR Inc. | 1,498 | 85,940 | |
662,425 | |||
Restaurants - 1.0% | |||
Chipotle Mexican Grill Inc. (a) | 142 | 224,648 | |
Darden Restaurants Inc. | 608 | 80,834 | |
Domino's Pizza Inc. | 182 | 74,076 | |
McDonald's Corp. | 3,747 | 926,558 | |
Starbucks Corp. | 5,768 | 524,715 | |
Yum! Brands Inc. | 1,428 | 169,261 | |
2,000,092 | |||
Retail REITs - 0.3% | |||
Federal Realty Investment Trust | 394 | 48,096 | |
Kimco Realty Corp. | 3,332 | 82,300 | |
Realty Income Corp. | 2,900 | 200,970 | |
Regency Centers Corp. | 820 | 58,499 | |
Simon Property Group Inc. | 1,670 | 219,705 | |
609,570 | |||
Semiconductor Equipment - 0.8% | |||
Applied Materials Inc. | 4,448 | 586,247 | |
Enphase Energy Inc. (a) | 700 | 141,246 | |
KLA Corp. | 756 | 276,741 |
See Notes to Schedule of Investments.
State Street S&P 500 Index V.I.S. Fund | 9 |
State Street S&P 500 Index V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Lam Research Corp. | 700 | $376,327 | |
SolarEdge Technologies Inc. (a) | 271 | 87,362 | |
Teradyne Inc. | 836 | 98,840 | |
1,566,763 | |||
Semiconductors - 5.2% | |||
Advanced Micro Devices Inc. (a) | 8,198 | 896,369 | |
Analog Devices Inc. | 2,634 | 435,084 | |
Broadcom Inc. | 2,070 | 1,303,438 | |
Intel Corp. | 20,419 | 1,011,966 | |
Microchip Technology Inc. | 2,788 | 209,490 | |
Micron Technology Inc. | 5,615 | 437,352 | |
Monolithic Power Systems Inc. | 206 | 100,050 | |
NVIDIA Corp. | 12,536 | 3,420,573 | |
NXP Semiconductors N.V. | 1,334 | 246,897 | |
Qorvo Inc. (a) | 600 | 74,460 | |
QUALCOMM Inc. | 5,651 | 863,586 | |
Skyworks Solutions Inc. | 794 | 105,824 | |
Texas Instruments Inc. | 4,631 | 849,696 | |
9,954,785 | |||
Soft Drinks - 1.3% | |||
Monster Beverage Corp. (a) | 1,937 | 154,766 | |
PepsiCo Inc. | 6,937 | 1,161,115 | |
The Coca-Cola Co. | 19,494 | 1,208,628 | |
2,524,509 | |||
Specialized REITs - 1.2% | |||
American Tower Corp. | 2,284 | 573,787 | |
Crown Castle International Corp. | 2,167 | 400,028 | |
Digital Realty Trust Inc. | 1,455 | 206,319 | |
Equinix Inc. | 452 | 335,212 | |
Extra Space Storage Inc. | 664 | 136,518 | |
Iron Mountain Inc. | 1,483 | 82,173 | |
Public Storage | 749 | 292,320 | |
SBA Communications Corp. | 539 | 185,470 | |
Weyerhaeuser Co. | 3,747 | 142,011 | |
2,353,838 | |||
Specialty Chemicals - 0.7% | |||
Albemarle Corp. | 610 | 134,901 | |
Celanese Corp. | 526 | 75,150 | |
DuPont de Nemours Inc. | 2,529 | 186,084 | |
Eastman Chemical Co. | 693 | 77,657 | |
Ecolab Inc. | 1,247 | 220,170 | |
International Flavors & Fragrances Inc. | 1,299 | 170,598 | |
PPG Industries Inc. | 1,224 | 160,430 | |
The Sherwin-Williams Co. | 1,210 | 302,040 | |
1,327,030 | |||
Specialty Stores - 0.2% | |||
Bath & Body Works Inc. | 1,292 | 61,757 | |
Tractor Supply Co. | 587 | 136,988 | |
Ulta Beauty Inc. (a) | 271 | 107,918 | |
306,663 | |||
Steel - 0.1% | |||
Nucor Corp. | 1,364 | 202,759 |
Number of Shares | Fair Value | ||
Systems Software - 6.8% | |||
Fortinet Inc. (a) | 680 | $232,383 | |
Microsoft Corp. | 37,593 | 11,590,298 | |
NortonLifeLock Inc. | 2,772 | 73,513 | |
Oracle Corp. | 7,901 | 653,650 | |
ServiceNow Inc. (a) | 1,003 | 558,561 | |
13,108,405 | |||
Technology Distributors - 0.1% | |||
CDW Corp. | 700 | 125,223 | |
Technology Hardware, Storage & Peripherals - 7.3% | |||
Apple Inc. | 77,743 | 13,574,705 | |
Hewlett Packard Enterprise Co. | 6,633 | 110,837 | |
HP Inc. | 5,429 | 197,073 | |
NetApp Inc. | 1,158 | 96,114 | |
Seagate Technology Holdings PLC | 1,002 | 90,080 | |
Western Digital Corp. (a) | 1,658 | 82,320 | |
14,151,129 | |||
Tobacco - 0.6% | |||
Altria Group Inc. | 9,070 | 473,908 | |
Philip Morris International Inc. | 7,726 | 725,780 | |
1,199,688 | |||
Trading Companies & Distributors - 0.2% | |||
Fastenal Co. | 2,965 | 176,121 | |
United Rentals Inc. (a) | 363 | 128,941 | |
WW Grainger Inc. | 207 | 106,769 | |
411,831 | |||
Trucking - 0.1% | |||
JB Hunt Transport Services Inc. | 452 | 90,757 | |
Old Dominion Freight Line Inc. | 476 | 142,172 | |
232,929 | |||
Water Utilities - 0.1% | |||
American Water Works Company Inc. | 921 | 152,453 | |
Wireless Telecommunication Services - 0.2% | |||
T-Mobile US Inc. (a) | 2,926 | 375,552 | |
Total Common Stock (Cost $55,540,691) | 192,006,628 | ||
Short-Term Investments - 0.5% | |||
State Street Institutional Liquid Reserves Fund - Premier Class 0.37% (c)(d) (Cost $1,076,207) | 1,076,524 | 1,076,416 | |
Total Investments (Cost $56,616,898) | 193,083,044 | ||
Liabilities in Excess of Other Assets, net - (0.0)%* | (84,836) | ||
NET ASSETS - 100.0% | $192,998,208 |
See Notes to Schedule of Investments.
10 | State Street S&P 500 Index V.I.S. Fund |
State Street S&P 500 Index V.I.S. Fund
Schedule of Investments
March 31, 2022
Other Information:
The Fund had the following long futures contracts open at March 31, 2022: |
Description | Expiration Date | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
S&P 500 E-Mini Index Futures | June 2022 | 6 | $1,264,103 | $1,359,225 | $95,122 |
The views expressed in this document reflect our judgment as of the publication date and are subject to change at any time without notice. The securities cited may not be representative of the Fund’s future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund’s summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.
(a) | Non-income producing security. |
(b) | State Street Corporation is the parent company of SSGA Funds Management, Inc., the Fund's investment adviser and administrator, and State Street Bank & Trust Co., the Fund’s sub-administrator, custodian and accounting agent. |
(c) | Sponsored by SSGA Funds Management, Inc., the Fund’s investment adviser and administrator, and an affiliate of State Street Bank & Trust Co., the Fund’s sub-administrator, custodian and accounting agent. |
(d) | Coupon amount represents effective yield. |
† | Percentages are based on net assets as of March 31, 2022. |
* | Less than 0.05%. |
Abbreviations: |
REIT - Real Estate Investment Trust |
The following table presents the Fund’s investments measured at fair value on a recurring basis at March 31, 2022:
Investments | Level 1 | Level 2 | Level 3 | Total | ||||
Investments in Securities | ||||||||
Common Stock | $192,006,628 | $— | $— | $192,006,628 | ||||
Short-Term Investments | 1,076,416 | — | — | 1,076,416 | ||||
Total Investments in Securities | $193,083,044 | $— | $— | $193,083,044 | ||||
Other Financial Instruments | ||||||||
Long Futures Contracts - Unrealized Appreciation | 95,122 | — | — | 95,122 | ||||
Total Other Financial Instruments | $95,122 | $— | $— | $95,122 |
Affiliate Table |
Number of Shares Held at 12/31/21 | Value at 12/31/21 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Number of Shares Held at 3/31/22 | Value at 3/31/22 | Dividend Income | |||||||||
State Street Corp. | 1,906 | $177,258 | $1,369 | $7,156 | $3,578 | $(15,184) | 1,835 | $159,865 | $— | ||||||||
State Street Institutional Liquid Reserves Fund, Premier Class | 741,439 | 741,513 | 12,738,048 | 12,402,840 | (305) | — | 1,076,524 | 1,076,416 | 456 | ||||||||
TOTAL | $918,771 | $12,739,417 | $12,409,996 | $3,273 | $(15,184) | $1,236,281 | $456 |
See Notes to Schedule of Investments.
State Street S&P 500 Index V.I.S. Fund | 11 |
State Street Premier Growth Equity V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Common Stock - 98.8% † | |||
Apparel Retail - 1.9% | |||
Ross Stores Inc. | 7,763 | $702,241 | |
Application Software - 5.0% | |||
Adobe Inc. (a) | 824 | 375,431 | |
salesforce.com Inc. (a) | 3,345 | 710,210 | |
Splunk Inc. (a) | 4,990 | 741,564 | |
1,827,205 | |||
Biotechnology - 2.4% | |||
BioMarin Pharmaceutical Inc. (a) | 5,063 | 390,357 | |
Vertex Pharmaceuticals Inc. (a) | 1,867 | 487,231 | |
877,588 | |||
Cable & Satellite - 1.4% | |||
Charter Communications Inc., Class A (a) | 956 | 521,517 | |
Data Processing & Outsourced Services - 10.4% | |||
Fidelity National Information Services Inc. | 4,458 | 447,673 | |
Mastercard Inc., Class A | 2,956 | 1,056,415 | |
PayPal Holdings Inc. (a) | 6,382 | 738,078 | |
Visa Inc., Class A | 7,021 | 1,557,047 | |
3,799,213 | |||
Financial Exchanges & Data - 1.5% | |||
S&P Global Inc. | 1,313 | 538,566 | |
Healthcare Equipment - 1.5% | |||
Boston Scientific Corp. (a) | 12,534 | 555,131 | |
Home Improvement Retail - 2.2% | |||
Lowe's Companies Inc. | 3,959 | 800,470 | |
Industrial Conglomerates - 1.1% | |||
Honeywell International Inc. | 2,012 | 391,495 | |
Industrial Machinery - 1.7% | |||
Parker-Hannifin Corp. | 2,241 | 635,906 | |
Interactive Media & Services - 12.9% | |||
Alphabet Inc., Class C (a) | 847 | 2,365,663 | |
Alphabet Inc., Class A (a) | 308 | 856,656 | |
Meta Platforms Inc., Class A (a) | 6,729 | 1,496,260 | |
4,718,579 | |||
Internet & Direct Marketing Retail - 9.9% | |||
Alibaba Group Holding Ltd. ADR (a) | 2,775 | 301,920 | |
Amazon.com Inc. (a) | 936 | 3,051,313 | |
Chewy Inc., Class A (a) | 6,656 | 271,432 | |
3,624,665 | |||
Investment Banking & Brokerage - 1.7% | |||
The Charles Schwab Corp. | 7,224 | 609,056 |
Number of Shares | Fair Value | ||
Managed Healthcare - 1.7% | |||
UnitedHealth Group Inc. | 1,228 | $626,243 | |
Movies & Entertainment - 2.3% | |||
Netflix Inc. (a) | 1,296 | 485,469 | |
The Walt Disney Co. (a) | 2,552 | 350,032 | |
835,501 | |||
Pharmaceuticals - 1.3% | |||
Elanco Animal Health Inc. (a) | 17,770 | 463,619 | |
Regional Banks - 1.1% | |||
First Republic Bank | 2,567 | 416,111 | |
Semiconductor Equipment - 2.1% | |||
Applied Materials Inc. | 5,723 | 754,292 | |
Semiconductors - 7.0% | |||
Advanced Micro Devices Inc. (a) | 6,203 | 678,236 | |
NVIDIA Corp. | 2,735 | 746,272 | |
QUALCOMM Inc. | 7,591 | 1,160,057 | |
2,584,565 | |||
Soft Drinks - 1.0% | |||
Monster Beverage Corp. (a) | 4,749 | 379,445 | |
Specialized REITs - 1.7% | |||
American Tower Corp. | 2,473 | 621,267 | |
Systems Software - 13.7% | |||
Microsoft Corp. | 13,863 | 4,274,102 | |
ServiceNow Inc. (a) | 1,346 | 749,574 | |
5,023,676 | |||
Technology Hardware, Storage & Peripherals - 10.6% | |||
Apple Inc. | 22,365 | 3,905,153 | |
Trading Companies & Distributors - 1.7% | |||
United Rentals Inc. (a) | 1,796 | 637,957 | |
Trucking - 1.0% | |||
Lyft Inc., Class A (a) | 9,816 | 376,934 | |
Total Common Stock (Cost $19,052,614) | 36,226,395 | ||
Short-Term Investments - 1.4% | |||
State Street Institutional U.S. Government Money Market Fund - Class G Shares 0.29% (b)(c) (Cost $526,875) | 526,875 | 526,875 | |
Total Investments (Cost $19,579,489) | 36,753,270 | ||
Liabilities in Excess of Other Assets, net - (0.2)% | (76,109) | ||
NET ASSETS - 100.0% | $36,677,161 |
Other Information:
The Fund had the following long futures contracts open at March 31, 2022: |
Description | Expiration Date | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
S&P 500 E-Mini Index Futures | June 2022 | 1 | $208,195 | $226,537 | $18,342 |
See Notes to Schedule of Investments.
12 | State Street Premier Growth Equity V.I.S. Fund |
State Street Premier Growth Equity V.I.S. Fund
Schedule of Investments
March 31, 2022
The views expressed in this document reflect our judgment as of the publication date and are subject to change at any time without notice. The securities cited may not be representative of the Fund’s future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund’s summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.
(a) | Non-income producing security. |
(b) | Sponsored by SSGA Funds Management, Inc., the Fund’s investment adviser and administrator, and an affiliate of State Street Bank & Trust Co., the Fund’s sub-administrator, custodian and accounting agent. |
(c) | Coupon amount represents effective yield. |
† | Percentages are based on net assets as of March 31, 2022. |
Abbreviations: |
ADR - American Depositary Receipt |
REIT - Real Estate Investment Trust |
The following table presents the Fund’s investments measured at fair value on a recurring basis at March 31, 2022:
Investments | Level 1 | Level 2 | Level 3 | Total | ||||
Investments in Securities | ||||||||
Common Stock | $36,226,395 | $— | $— | $36,226,395 | ||||
Short-Term Investments | 526,875 | — | — | 526,875 | ||||
Total Investments in Securities | $36,753,270 | $— | $— | $36,753,270 | ||||
Other Financial Instruments | ||||||||
Long Futures Contracts - Unrealized Appreciation | 18,342 | — | — | 18,342 | ||||
Total Other Financial Instruments | $18,342 | $— | $— | $18,342 |
Affiliate Table |
Number of Shares Held at 12/31/21 | Value at 12/31/21 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Number of Shares Held at 3/31/22 | Value at 3/31/22 | Dividend Income | |||||||||
State Street Institutional U.S. Government Money Market Fund - Class G Shares | 820,187 | $820,187 | $1,310,276 | $1,603,588 | $— | $— | 526,875 | $526,875 | $103 |
See Notes to Schedule of Investments.
State Street Premier Growth Equity V.I.S. Fund | 13 |
State Street Small-Cap Equity V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Common Stock - 95.3% † | |||
Aerospace & Defense - 0.3% | |||
Woodward Inc. | 646 | $80,692 | |
Agricultural & Farm Machinery - 0.9% | |||
AGCO Corp. | 2,025 | 295,711 | |
Agricultural Products - 1.4% | |||
Darling Ingredients Inc. (a) | 5,484 | 440,804 | |
Aluminum - 0.1% | |||
Alcoa Corp. | 267 | 24,038 | |
Apparel Retail - 0.4% | |||
American Eagle Outfitters Inc. | 3,184 | 53,491 | |
The Buckle Inc. | 2,231 | 73,712 | |
127,203 | |||
Application Software - 6.0% | |||
ACI Worldwide Inc. (a) | 3,933 | 123,850 | |
Alarm.com Holdings Inc. (a) | 950 | 63,137 | |
Altair Engineering Inc., Class A (a) | 1,474 | 94,926 | |
Asana Inc., Class A (a) | 1,115 | 44,567 | |
Avalara Inc. (a) | 250 | 24,878 | |
Blackbaud Inc. (a) | 2,793 | 167,217 | |
Blackline Inc. (a) | 2,837 | 207,725 | |
Envestnet Inc. (a) | 1,120 | 83,373 | |
Model N Inc. (a) | 1,137 | 30,585 | |
New Relic Inc. (a) | 3,020 | 201,978 | |
Paylocity Holding Corp. (a) | 351 | 72,225 | |
Pegasystems Inc. | 654 | 52,745 | |
PROS Holdings Inc. (a) | 675 | 22,484 | |
Q2 Holdings Inc. (a) | 2,870 | 176,935 | |
SPS Commerce Inc. (a) | 720 | 94,464 | |
Sumo Logic Inc. (a) | 4,905 | 57,241 | |
The Descartes Systems Group Inc. (a) | 609 | 44,615 | |
Vertex Inc., Class A (a) | 2,781 | 42,661 | |
Workiva Inc. (a) | 2,021 | 238,478 | |
Yext Inc. (a) | 7,440 | 51,262 | |
1,895,346 | |||
Auto Parts & Equipment - 1.1% | |||
Dana Inc. | 2,451 | 43,064 | |
Dorman Products Inc. (a) | 2,656 | 252,400 | |
Gentex Corp. | 1,084 | 31,620 | |
LCI Industries | 297 | 30,832 | |
357,916 | |||
Automobile Manufacturers - 0.7% | |||
Thor Industries Inc. | 2,767 | 217,763 | |
Automotive Retail - 1.3% | |||
America's Car-Mart Inc. (a) | 422 | 33,996 | |
Group 1 Automotive Inc. | 741 | 124,362 | |
Monro Inc. | 829 | 36,758 | |
Murphy USA Inc. | 1,125 | 224,955 | |
420,071 | |||
Biotechnology - 0.9% | |||
Avid Bioservices Inc. (a) | 3,017 | 61,456 | |
Emergent BioSolutions Inc. (a) | 1,813 | 74,442 | |
Halozyme Therapeutics Inc. (a) | 876 | 34,935 | |
Heron Therapeutics Inc. (a) | 10,505 | 60,088 |
Number of Shares | Fair Value | ||
Veracyte Inc. (a) | 2,170 | $59,827 | |
290,748 | |||
Building Products - 1.0% | |||
CSW Industrials Inc. | 870 | 102,303 | |
Gibraltar Industries Inc. (a) | 2,828 | 121,463 | |
Insteel Industries Inc. | 843 | 31,182 | |
UFP Industries Inc. | 849 | 65,509 | |
320,457 | |||
Commodity Chemicals - 0.6% | |||
Hawkins Inc. | 969 | 44,477 | |
Koppers Holdings Inc. | 4,721 | 129,922 | |
174,399 | |||
Communications Equipment - 0.5% | |||
Cambium Networks Corp. (a) | 1,364 | 32,245 | |
Extreme Networks Inc. (a) | 3,336 | 40,732 | |
Lumentum Holdings Inc. (a) | 137 | 13,371 | |
Plantronics Inc. (a) | 1,734 | 68,320 | |
154,668 | |||
Computer & Electronics Retail - 0.1% | |||
Rent-A-Center Inc. | 1,095 | 27,583 | |
Construction & Engineering - 1.6% | |||
Dycom Industries Inc. (a) | 3,432 | 326,932 | |
IES Holdings Inc. (a) | 538 | 21,628 | |
Valmont Industries Inc. | 354 | 84,464 | |
WillScot Mobile Mini Holdings Corp. (a) | 1,677 | 65,621 | |
498,645 | |||
Construction Machinery & Heavy Trucks - 0.8% | |||
Alamo Group Inc. | 513 | 73,764 | |
Astec Industries Inc. | 945 | 40,635 | |
The Greenbrier Companies Inc. | 1,337 | 68,869 | |
The Manitowoc Company Inc. (a) | 1,224 | 18,458 | |
Wabash National Corp. | 2,798 | 41,522 | |
243,248 | |||
Construction Materials - 0.1% | |||
Eagle Materials Inc. | 266 | 34,144 | |
Consumer Finance - 0.3% | |||
PRA Group Inc. (a) | 798 | 35,974 | |
PROG Holdings Inc. (a) | 2,140 | 61,568 | |
97,542 | |||
Data Processing & Outsourced Services - 0.7% | |||
CSG Systems International Inc. | 2,025 | 128,729 | |
Verra Mobility Corp. (a) | 6,262 | 101,946 | |
230,675 | |||
Distillers & Vintners - 1.6% | |||
MGP Ingredients Inc. | 5,841 | 499,931 | |
Distributors - 0.5% | |||
LKQ Corp. | 3,678 | 167,018 | |
Diversified Metals & Mining - 0.3% | |||
Compass Minerals International Inc. | 1,162 | 72,962 |
See Notes to Schedule of Investments.
14 | State Street Small-Cap Equity V.I.S. Fund |
State Street Small-Cap Equity V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Materion Corp. | 300 | $25,722 | |
98,684 | |||
Diversified REITs - 0.3% | |||
Alpine Income Property Trust Inc. | 1,919 | 36,077 | |
American Assets Trust Inc. | 1,350 | 51,151 | |
Essential Properties Realty Trust Inc. | 892 | 22,568 | |
109,796 | |||
Diversified Support Services - 2.0% | |||
Healthcare Services Group Inc. | 5,311 | 98,625 | |
IAA Inc. (a) | 2,509 | 95,969 | |
Matthews International Corp., Class A | 1,870 | 60,513 | |
Ritchie Bros Auctioneers Inc. | 5,984 | 353,236 | |
UniFirst Corp. | 179 | 32,986 | |
641,329 | |||
Education Services - 0.6% | |||
Grand Canyon Education Inc. (a) | 906 | 87,982 | |
Stride Inc. (a) | 2,656 | 96,492 | |
184,474 | |||
Electric Utilities - 0.9% | |||
ALLETE Inc. | 349 | 23,376 | |
IDACORP Inc. | 2,120 | 244,563 | |
267,939 | |||
Electrical Components & Equipment - 0.4% | |||
Acuity Brands Inc. | 161 | 30,477 | |
Atkore Inc. (a) | 246 | 24,216 | |
Regal Rexnord Corp. | 421 | 62,637 | |
117,330 | |||
Electronic Components - 1.2% | |||
Belden Inc. | 2,795 | 154,843 | |
II-VI Inc. (a) | 761 | 55,165 | |
Littelfuse Inc. | 612 | 152,639 | |
362,647 | |||
Electronic Equipment & Instruments - 0.6% | |||
National Instruments Corp. | 3,348 | 135,895 | |
Novanta Inc. (a) | 390 | 55,493 | |
191,388 | |||
Electronic Manufacturing Services - 0.3% | |||
Methode Electronics Inc. | 825 | 35,681 | |
Plexus Corp. (a) | 538 | 44,014 | |
79,695 | |||
Environmental & Facilities Services - 0.7% | |||
Clean Harbors Inc. (a) | 1,339 | 149,486 | |
Montrose Environmental Group Inc. (a) | 1,090 | 57,694 | |
207,180 | |||
Food Distributors - 0.4% | |||
Performance Food Group Co. (a) | 2,280 | 116,075 | |
Footwear - 0.6% | |||
Deckers Outdoor Corp. (a) | 308 | 84,321 |
Number of Shares | Fair Value | ||
Wolverine World Wide Inc. | 4,480 | $101,069 | |
185,390 | |||
General Merchandise Stores - 0.1% | |||
Ollie's Bargain Outlet Holdings Inc. (a) | 494 | 21,222 | |
Health Care REITs - 0.2% | |||
Community Healthcare Trust Inc. | 1,198 | 50,568 | |
Healthcare Distributors - 0.6% | |||
AdaptHealth Corp. (a) | 4,871 | 78,082 | |
Covetrus Inc. (a) | 6,509 | 109,286 | |
187,368 | |||
Healthcare Equipment - 4.3% | |||
AtriCure Inc. (a) | 1,550 | 101,789 | |
Axonics Inc. (a) | 1,160 | 72,616 | |
Cardiovascular Systems Inc. (a) | 4,080 | 92,208 | |
CONMED Corp. | 1,640 | 243,622 | |
Glaukos Corp. (a) | 503 | 29,083 | |
Globus Medical Inc., Class A (a) | 2,010 | 148,298 | |
Heska Corp. (a) | 270 | 37,336 | |
Integra LifeSciences Holdings Corp. (a) | 3,350 | 215,271 | |
LeMaitre Vascular Inc. | 567 | 26,348 | |
Masimo Corp. (a) | 165 | 24,014 | |
Outset Medical Inc. (a) | 2,450 | 111,230 | |
Penumbra Inc. (a) | 555 | 123,282 | |
SI-BONE Inc. (a) | 2,250 | 50,850 | |
Tactile Systems Technology Inc. (a) | 2,030 | 40,925 | |
Vapotherm Inc. (a) | 1,740 | 24,186 | |
1,341,058 | |||
Healthcare Facilities - 1.2% | |||
Acadia Healthcare Company Inc. (a) | 2,679 | 175,555 | |
Hanger Inc. (a) | 3,516 | 64,448 | |
The Ensign Group Inc. | 888 | 79,929 | |
The Pennat Group Inc. (a) | 1,165 | 21,704 | |
U.S. Physical Therapy Inc. | 343 | 34,111 | |
375,747 | |||
Healthcare Services - 1.5% | |||
Addus HomeCare Corp. (a) | 573 | 53,455 | |
Amedisys Inc. (a) | 545 | 93,898 | |
AMN Healthcare Services Inc. (a) | 959 | 100,053 | |
Castle Biosciences Inc. (a) | 1,483 | 66,527 | |
Chemed Corp. | 90 | 45,590 | |
MEDNAX Inc. (a) | 2,239 | 52,572 | |
Oak Street Health Inc. (a) | 948 | 25,482 | |
Privia Health Group Inc. (a) | 1,625 | 43,436 | |
481,013 | |||
Healthcare Supplies - 0.7% | |||
BioLife Solutions Inc. (a) | 2,022 | 45,960 | |
ICU Medical Inc. (a) | 178 | 39,630 | |
Neogen Corp. (a) | 985 | 30,378 | |
OrthoPediatrics Corp. (a) | 468 | 25,267 | |
Pulmonx Corp. (a) | 2,620 | 65,002 | |
UFP Technologies Inc. (a) | 186 | 12,308 | |
218,545 |
See Notes to Schedule of Investments.
State Street Small-Cap Equity V.I.S. Fund | 15 |
State Street Small-Cap Equity V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Healthcare Technology - 1.5% | |||
Certara Inc. (a) | 1,373 | $29,492 | |
Health Catalyst Inc. (a) | 977 | 25,529 | |
Inspire Medical Systems Inc. (a) | 840 | 215,620 | |
NextGen Healthcare Inc. (a) | 2,653 | 55,474 | |
Omnicell Inc. (a) | 882 | 114,210 | |
Phreesia Inc. (a) | 795 | 20,956 | |
461,281 | |||
Home Building - 0.7% | |||
Cavco Industries Inc. (a) | 228 | 54,914 | |
Green Brick Partners Inc. (a) | 1,615 | 31,912 | |
Taylor Morrison Home Corp. (a) | 3,275 | 89,146 | |
TopBuild Corp. (a) | 210 | 38,092 | |
214,064 | |||
Home Furnishing Retail - 0.2% | |||
The Aaron's Company Inc. | 3,476 | 69,798 | |
Home Furnishings - 0.1% | |||
La-Z-Boy Inc. | 1,516 | 39,977 | |
Home Improvement Retail - 0.1% | |||
Floor & Decor Holdings Inc., Class A (a) | 336 | 27,216 | |
Hotel & Resort REITs - 0.5% | |||
RLJ Lodging Trust | 7,987 | 112,457 | |
Sunstone Hotel Investors Inc. (a) | 2,807 | 33,066 | |
145,523 | |||
Household Appliances - 0.5% | |||
Helen of Troy Ltd. (a) | 240 | 47,001 | |
Traeger Inc. (a) | 16,945 | 126,071 | |
173,072 | |||
Household Products - 0.3% | |||
Central Garden & Pet Co., Class A (a) | 2,020 | 82,376 | |
Industrial Machinery - 7.7% | |||
Albany International Corp., Class A | 610 | 51,435 | |
Altra Industrial Motion Corp. (b) | 7,234 | 281,620 | |
Barnes Group Inc. | 6,120 | 245,963 | |
Chart Industries Inc. (a) | 140 | 24,048 | |
Crane Co. | 2,600 | 281,528 | |
Enerpac Tool Group Corp. | 12,666 | 277,259 | |
ESCO Technologies Inc. | 1,180 | 82,506 | |
Evoqua Water Technologies Corp. (a) | 5,230 | 245,705 | |
John Bean Technologies Corp. | 1,990 | 235,755 | |
Kadant Inc. | 206 | 40,003 | |
Kornit Digital Ltd. (a) | 690 | 57,056 | |
Mueller Industries Inc. | 2,473 | 133,962 | |
Proto Labs Inc. (a) | 186 | 9,839 | |
RBC Bearings Inc. (a) | 360 | 69,797 | |
Standex International Corp. | 760 | 75,939 | |
The Timken Co. | 5,147 | 312,423 | |
2,424,838 | |||
Industrial REITs - 0.8% | |||
EastGroup Properties Inc. | 1,098 | 223,201 |
Number of Shares | Fair Value | ||
Innovative Industrial Properties Inc. | 95 | $19,513 | |
242,714 | |||
Insurance Brokers - 0.4% | |||
BRP Group Inc., Class A (a) | 3,820 | 102,491 | |
Goosehead Insurance Inc., Class A | 348 | 27,342 | |
129,833 | |||
Interactive Media & Services - 0.0% * | |||
Vimeo Inc. (a) | 1,008 | 11,975 | |
Internet & Direct Marketing Retail - 0.4% | |||
Fiverr International Ltd. (a) | 341 | 25,940 | |
Overstock.com Inc. (a) | 810 | 35,644 | |
Porch Group Inc. (a) | 2,120 | 14,723 | |
Revolve Group Inc. (a) | 893 | 47,945 | |
ThredUp Inc., Class A (a) | 2,058 | 15,847 | |
140,099 | |||
Internet Services & Infrastructure - 0.2% | |||
Squarespace Inc., Class A (a) | 1,074 | 27,516 | |
Switch Inc., Class A | 1,329 | 40,960 | |
68,476 | |||
Investment Banking & Brokerage - 1.0% | |||
Piper Sandler Cos. | 452 | 59,325 | |
Raymond James Financial Inc. | 1,739 | 191,133 | |
Stifel Financial Corp. | 1,063 | 72,178 | |
322,636 | |||
IT Consulting & Other Services - 0.9% | |||
Globant S.A. (a) | 369 | 96,704 | |
Grid Dynamics Holdings Inc. (a) | 1,733 | 24,401 | |
Perficient Inc. (a) | 166 | 18,275 | |
Unisys Corp. (a) | 6,625 | 143,166 | |
282,546 | |||
Leisure Products - 1.6% | |||
Malibu Boats Inc., Class A (a) | 3,539 | 205,297 | |
Polaris Inc. | 2,692 | 283,522 | |
488,819 | |||
Life & Health Insurance - 0.4% | |||
American Equity Investment Life Holding Co. | 1,435 | 57,271 | |
Trupanion Inc. (a) | 678 | 60,423 | |
117,694 | |||
Life Sciences Tools & Services - 2.8% | |||
Azenta Inc. | 1,184 | 98,130 | |
Bruker Corp. | 2,280 | 146,604 | |
ICON PLC (a) | 645 | 156,877 | |
Medpace Holdings Inc. (a) | 268 | 43,842 | |
Repligen Corp. (a) | 964 | 181,319 | |
Syneos Health Inc. (a) | 2,937 | 237,750 | |
864,522 | |||
Managed Healthcare - 0.1% | |||
Progyny Inc. (a) | 741 | 38,087 | |
Marine - 0.2% | |||
Kirby Corp. (a) | 700 | 50,533 |
See Notes to Schedule of Investments.
16 | State Street Small-Cap Equity V.I.S. Fund |
State Street Small-Cap Equity V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Metal & Glass Containers - 0.4% | |||
TriMas Corp. | 3,950 | $126,756 | |
Multi-Line Insurance - 0.2% | |||
Horace Mann Educators Corp. | 1,891 | 79,101 | |
Multi-Utilities - 0.1% | |||
Avista Corp. | 932 | 42,080 | |
Office REITs - 0.9% | |||
Corporate Office Properties Trust | 1,166 | 33,278 | |
Cousins Properties Inc. | 3,856 | 155,358 | |
Easterly Government Properties Inc. | 4,425 | 93,544 | |
282,180 | |||
Office Services & Supplies - 0.9% | |||
HNI Corp. | 439 | 16,265 | |
MSA Safety Inc. | 2,016 | 267,523 | |
283,788 | |||
Oil & Gas Drilling - 0.2% | |||
Helmerich & Payne Inc. | 1,407 | 60,191 | |
Oil & Gas Equipment & Services - 0.5% | |||
ChampionX Corp. (a) | 2,353 | 57,601 | |
Oil States International Inc. (a) | 13,428 | 93,325 | |
150,926 | |||
Oil & Gas Exploration & Production - 1.6% | |||
Denbury Inc. (a) | 561 | 44,078 | |
Northern Oil & Gas Inc. | 3,560 | 100,357 | |
PDC Energy Inc. | 4,253 | 309,108 | |
Southwestern Energy Co. (a) | 6,696 | 48,010 | |
501,553 | |||
Oil & Gas Refining & Marketing - 0.1% | |||
HF Sinclair Corp. (a) | 909 | 36,224 | |
Packaged Foods & Meats - 3.7% | |||
Calavo Growers Inc. | 1,001 | 36,487 | |
Freshpet Inc. (a) | 475 | 48,754 | |
Hostess Brands Inc. (a) | 7,480 | 164,111 | |
J&J Snack Foods Corp. | 680 | 105,468 | |
Lancaster Colony Corp. | 1,220 | 181,963 | |
Sanderson Farms Inc. | 1,644 | 308,234 | |
The Simply Good Foods Co. (a) | 5,440 | 206,448 | |
Utz Brands Inc. | 6,680 | 98,730 | |
1,150,195 | |||
Personal Products - 0.4% | |||
BellRing Brands Inc. (a) | 904 | 20,864 | |
elf Beauty Inc. (a) | 3,520 | 90,922 | |
The Honest Company Inc. (a) | 2,930 | 15,265 | |
127,051 | |||
Property & Casualty Insurance - 1.8% | |||
AMERISAFE Inc. | 1,121 | 55,680 | |
Argo Group International Holdings Ltd. | 3,095 | 127,762 | |
James River Group Holdings Ltd. | 2,220 | 54,923 | |
Palomar Holdings Inc. (a) | 950 | 60,790 | |
RLI Corp. | 966 | 106,868 |
Number of Shares | Fair Value | ||
Selective Insurance Group Inc. | 1,730 | $154,593 | |
560,616 | |||
Publishing - 1.0% | |||
John Wiley & Sons Inc., Class A | 5,956 | 315,847 | |
Regional Banks - 7.8% | |||
1st Source Corp. | 1,007 | 46,574 | |
Bank OZK | 1,254 | 53,546 | |
BankUnited Inc. | 1,138 | 50,027 | |
Banner Corp. | 412 | 24,114 | |
Cadence Bank | 1,636 | 47,869 | |
Community Bank System Inc. | 1,120 | 78,568 | |
Cullen/Frost Bankers Inc. | 965 | 133,566 | |
CVB Financial Corp. | 3,630 | 84,252 | |
Enterprise Financial Services Corp. | 965 | 45,654 | |
Equity Bancshares Inc., Class A | 903 | 29,176 | |
FB Financial Corp. | 520 | 23,098 | |
First Interstate BancSystem Inc., Class A | 1,906 | 70,084 | |
Fulton Financial Corp. | 5,461 | 90,762 | |
German American Bancorp Inc. | 1,590 | 60,404 | |
HomeStreet Inc. | 951 | 45,058 | |
Independent Bank Corp. | 3,407 | 278,318 | |
Meta Financial Group Inc. | 691 | 37,950 | |
National Bank Holdings Corp., Class A | 886 | 35,688 | |
Origin Bancorp Inc. | 1,350 | 57,092 | |
PacWest Bancorp | 1,511 | 65,169 | |
Peapack-Gladstone Financial Corp. | 1,064 | 36,974 | |
Pinnacle Financial Partners Inc. | 507 | 46,685 | |
Prosperity Bancshares Inc. | 3,151 | 218,616 | |
Renasant Corp. | 3,812 | 127,511 | |
Sandy Spring Bancorp Inc. | 933 | 41,910 | |
Stock Yards Bancorp Inc. | 880 | 46,552 | |
Texas Capital Bancshares Inc. (a) | 855 | 49,000 | |
UMB Financial Corp. | 1,600 | 155,456 | |
United Community Banks Inc. | 1,117 | 38,872 | |
Washington Trust Bancorp Inc. | 600 | 31,500 | |
Westamerica BanCorp | 1,655 | 100,128 | |
Western Alliance Bancorp | 1,498 | 124,064 | |
Wintrust Financial Corp. | 699 | 64,958 | |
2,439,195 | |||
Research & Consulting Services - 0.4% | |||
Exponent Inc. | 508 | 54,889 | |
Resources Connection Inc. | 4,689 | 80,370 | |
135,259 | |||
Residential REITs - 0.3% | |||
NexPoint Residential Trust Inc. | 1,115 | 100,696 | |
Restaurants - 1.1% | |||
Brinker International Inc. (a) | 1,045 | 39,877 | |
Shake Shack Inc., Class A (a) | 930 | 63,147 | |
Texas Roadhouse Inc. | 1,014 | 84,902 | |
The Cheesecake Factory Inc. (a) | 1,877 | 74,686 | |
Wingstop Inc. | 820 | 96,227 | |
358,839 |
See Notes to Schedule of Investments.
State Street Small-Cap Equity V.I.S. Fund | 17 |
State Street Small-Cap Equity V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Retail REITs - 0.3% | |||
Kite Realty Group Trust | 2,777 | $63,232 | |
The Macerich Co. | 1,294 | 20,238 | |
83,470 | |||
Security & Alarm Services - 1.0% | |||
The Brink's Co. | 4,571 | 310,828 | |
Semiconductor Equipment - 1.4% | |||
CMC Materials Inc. | 1,495 | 277,173 | |
Ichor Holdings Ltd. (a) | 1,011 | 36,012 | |
Onto Innovation Inc. (a) | 1,550 | 134,679 | |
447,864 | |||
Semiconductors - 1.0% | |||
Diodes Inc. (a) | 470 | 40,885 | |
MaxLinear Inc. (a) | 653 | 38,103 | |
Power Integrations Inc. | 597 | 55,330 | |
Semtech Corp. (a) | 2,144 | 148,665 | |
SMART Global Holdings Inc. (a) | 1,607 | 41,509 | |
324,492 | |||
Soft Drinks - 0.3% | |||
Primo Water Corp. | 6,361 | 90,644 | |
Zevia PBC, Class A (a) | 2,210 | 10,100 | |
100,744 | |||
Specialized Consumer Services - 0.2% | |||
European Wax Center Inc., Class A (a) | 690 | 20,396 | |
OneSpaWorld Holdings Ltd. (a) | 4,127 | 42,096 | |
62,492 | |||
Specialized REITs - 0.2% | |||
National Storage Affiliates Trust | 529 | 33,200 | |
PotlatchDeltic Corp. | 671 | 35,382 | |
68,582 | |||
Specialty Chemicals - 3.8% | |||
Avient Corp. | 4,036 | 193,728 | |
Chase Corp. | 170 | 14,775 | |
Danimer Scientific Inc. (a) | 1,987 | 11,644 | |
HB Fuller Co. | 377 | 24,908 | |
Ingevity Corp. (a) | 5,547 | 355,396 | |
Innospec Inc. | 1,130 | 104,582 | |
Quaker Chemical Corp. | 597 | 103,168 | |
Sensient Technologies Corp. | 1,180 | 99,061 | |
Stepan Co. | 2,851 | 281,707 | |
1,188,969 | |||
Specialty Stores - 0.7% | |||
Dick's Sporting Goods Inc. | 334 | 33,407 | |
Five Below Inc. (a) | 469 | 74,275 |
Number of Shares | Fair Value | ||
National Vision Holdings Inc. (a) | 917 | $39,954 | |
Sally Beauty Holdings Inc. (a) | 5,180 | 80,963 | |
228,599 | |||
Steel - 0.6% | |||
Carpenter Technology Corp. | 806 | 33,836 | |
Commercial Metals Co. | 2,529 | 105,257 | |
Steel Dynamics Inc. | 417 | 34,790 | |
173,883 | |||
Systems Software - 1.6% | |||
Ping Identity Holding Corp. (a) | 5,070 | 139,070 | |
Sailpoint Technologies Holdings Inc. (a) | 3,490 | 178,618 | |
Tenable Holdings Inc. (a) | 3,080 | 177,993 | |
495,681 | |||
Technology Hardware, Storage & Peripherals - 1.0% | |||
Corsair Gaming Inc. (a) | 1,713 | 36,247 | |
Pure Storage Inc., Class A (a) | 7,850 | 277,184 | |
313,431 | |||
Thrifts & Mortgage Finance - 0.8% | |||
Flagstar Bancorp Inc. | 493 | 20,903 | |
Washington Federal Inc. | 887 | 29,112 | |
WSFS Financial Corp. | 4,134 | 192,727 | |
242,742 | |||
Trading Companies & Distributors - 2.2% | |||
Applied Industrial Technologies Inc. | 2,456 | 252,133 | |
Boise Cascade Co. | 416 | 28,899 | |
McGrath RentCorp. | 419 | 35,607 | |
Transcat Inc. (a) | 485 | 39,353 | |
Univar Solutions Inc. (a) | 10,129 | 325,546 | |
681,538 | |||
Trucking - 0.6% | |||
Marten Transport Ltd. | 2,117 | 37,598 | |
Saia Inc. (a) | 633 | 154,338 | |
191,936 | |||
Total Common Stock (Cost $22,235,063) | 29,897,877 | ||
Short-Term Investments - 4.4% | |||
State Street Institutional U.S. Government Money Market Fund - Class G Shares 0.29% (b)(c)(d) (Cost $1,387,522) | 1,387,522 | 1,387,522 | |
Total Investments (Cost $23,622,585) | 31,285,399 | ||
Other Assets and Liabilities, net - 0.3% | 106,499 | ||
NET ASSETS - 100.0% | $31,391,898 |
Other Information:
The Fund had the following long futures contracts open at March 31, 2022: |
Description | Expiration Date | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
E-Mini Russell 2000 Index Futures | June 2022 | 5 | $498,751 | $516,600 | $17,849 |
See Notes to Schedule of Investments.
18 | State Street Small-Cap Equity V.I.S. Fund |
State Street Small-Cap Equity V.I.S. Fund
Schedule of Investments
March 31, 2022
The views expressed in this document reflect our judgment as of the publication date and are subject to change at any time without notice. The securities cited may not be representative of the Fund’s future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund’s summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.
(a) | Non-income producing security. |
(b) | At March 31, 2022, all or a portion of this security was pledged to cover collateral requirements for futures. |
(c) | Sponsored by SSGA Funds Management, Inc., the Fund’s investment adviser and administrator, and an affiliate of State Street Bank & Trust Co., the Fund’s sub-administrator, custodian and accounting agent. |
(d) | Coupon amount represents effective yield. |
† | Percentages are based on net assets as of March 31, 2022. |
* | Less than 0.05%. |
Abbreviations: |
REIT - Real Estate Investment Trust |
The following table presents the Fund’s investments measured at fair value on a recurring basis at March 31, 2022:
Investments | Level 1 | Level 2 | Level 3 | Total | ||||
Investments in Securities | ||||||||
Common Stock | $29,897,877 | $— | $— | $29,897,877 | ||||
Short-Term Investments | 1,387,522 | — | — | 1,387,522 | ||||
Total Investments in Securities | $31,285,399 | $— | $— | $31,285,399 | ||||
Other Financial Instruments | ||||||||
Long Futures Contracts - Unrealized Appreciation | 17,849 | — | — | 17,849 | ||||
Total Other Financial Instruments | $17,849 | $— | $— | $17,849 |
Affiliate Table |
Number of Shares Held at 12/31/21 | Value at 12/31/21 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Number of Shares Held at 3/31/22 | Value at 3/31/22 | Dividend Income | |||||||||
State Street Institutional U.S. Government Money Market Fund - Class G Shares | 1,150,765 | $1,150,765 | $4,455,011 | $4,218,254 | $— | $— | 1,387,522 | $1,387,522 | $216 |
See Notes to Schedule of Investments.
State Street Small-Cap Equity V.I.S. Fund | 19 |
State Street Income V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Bonds and Notes - 98.1% † | |||
U.S. Treasuries - 39.1% | |||
U.S. Treasury Bonds | |||
1.13%, 05/15/40 (a) | $169,000 | $133,114 | |
1.88%, 02/15/41 | 217,000 | 193,096 | |
1.88%, 02/15/51 (a) | 97,000 | 84,693 | |
2.25%, 08/15/46 (a) | 261,000 | 244,035 | |
3.00%, 08/15/48 (a) | 303,000 | 330,317 | |
4.75%, 02/15/37 (a) | 250,000 | 326,133 | |
U.S. Treasury Notes | |||
0.25%, 07/31/25 (a) | 451,900 | 418,925 | |
0.63%, 10/15/24 (a) | 85,000 | 81,142 | |
0.75%, 12/31/23 | 437,000 | 425,682 | |
0.75%, 01/31/28 (a) | 693,000 | 628,519 | |
1.13%, 01/15/25 | 227,000 | 218,612 | |
1.25%, 11/30/26 | 581,000 | 549,635 | |
1.50%, 02/29/24 | 262,000 | 258,203 | |
1.63%, 05/15/31 (a) | 1,085,000 | 1,021,934 | |
1.75%, 01/31/29 | 80,000 | 76,613 | |
4,990,653 | |||
Agency Mortgage Backed - 23.2% | |||
Federal Home Loan Mortgage Corp. | |||
3.00%, 04/01/43 - 10/01/49 (a) | 353,187 | 349,306 | |
4.50%, 06/01/33 - 02/01/35 (a) | 2,266 | 2,403 | |
5.00%, 07/01/35 (a) | 18,951 | 20,401 | |
5.50%, 01/01/38 (a) | 19,503 | 21,344 | |
6.00%, 04/01/29 - 11/01/37 (a) | 62,009 | 67,255 | |
6.50%, 02/01/29 (a) | 24 | 27 | |
6.93%, 06/01/26 (a)(b) | 60,000 | 69,815 | |
7.00%, 12/01/29 - 08/01/36 (a) | 14,587 | 16,068 | |
7.50%, 01/01/30 - 09/01/33 (a) | 1,572 | 1,668 | |
8.00%, 11/01/30 (a) | 3,112 | 3,387 | |
8.50%, 04/01/30 (a) | 2,664 | 3,169 | |
Federal National Mortgage Assoc. | |||
2.50%, 02/01/51 - 03/01/51 (a) | 522,563 | 500,032 | |
3.00%, 03/01/50 (a) | 62,279 | 61,261 | |
3.50%, 08/01/45 - 01/01/48 (a) | 124,035 | 125,510 | |
4.00%, 01/01/41 - 01/01/50 (a) | 198,381 | 205,142 | |
4.50%, 07/01/33 - 12/01/48 (a) | 85,122 | 89,591 | |
5.00%, 03/01/34 - 08/01/35 (a) | 20,811 | 22,373 | |
5.50%, 12/01/32 - 01/01/39 (a) | 72,315 | 78,300 | |
6.00%, 02/01/33 - 07/01/35 (a) | 89,457 | 97,610 | |
6.50%, 01/01/29 - 08/01/34 (a) | 13,483 | 14,479 | |
7.00%, 10/01/32 - 02/01/34 (a) | 4,529 | 4,869 | |
7.50%, 11/01/22 - 03/01/33 (a) | 7,886 | 8,404 | |
8.00%, 08/01/25 - 10/01/31 (a) | 4,013 | 4,301 | |
9.00%, 12/01/22 (a) | 10 | 10 | |
Federal National Mortgage Assoc. 1.60% + 12 month USD LIBOR | |||
1.85%, 04/01/37 (a)(c) | 755 | 774 |
Principal Amount | Fair Value | ||
Federal National Mortgage Assoc. TBA | |||
3.00%, 04/01/52 (d) | $539,309 | $527,341 | |
3.50%, 05/01/52 (d) | 112,500 | 112,240 | |
Government National Mortgage Assoc. | |||
3.00%, 12/20/42 - 05/20/45 (a) | 302,108 | 303,224 | |
3.50%, 08/20/48 (a) | 57,512 | 58,224 | |
4.00%, 01/20/41 - 04/20/43 (a) | 53,471 | 55,990 | |
4.50%, 08/15/33 - 03/20/41 (a) | 42,076 | 45,180 | |
6.00%, 04/15/27 - 04/15/34 (a) | 48,064 | 52,382 | |
6.50%, 03/15/24 - 08/15/34 (a) | 19,162 | 20,781 | |
7.00%, 01/15/28 - 10/15/36 (a) | 16,411 | 17,399 | |
Government National Mortgage Assoc. 1.50% + 1 year CMT Rate | |||
1.75%, 12/20/24 (a)(c) | 263 | 262 | |
2.00%, 02/20/23 - 02/20/26 (a)(c) | 317 | 317 | |
2,960,839 | |||
Agency Collateralized Mortgage Obligations - 1.0% | |||
Federal Home Loan Mortgage Corp. | |||
0.10%, 09/25/43 (c)(e) | 296,939 | 842 | |
2.51%, 07/25/29 (a) | 55,000 | 53,923 | |
4.05%, 09/25/28 (a)(c) | 31,000 | 33,186 | |
Federal Home Loan Mortgage Corp. REMIC | |||
3.50%, 11/15/30 (e) | 4,417 | 86 | |
5.50%, 06/15/33 (e) | 9,345 | 1,566 | |
7.50%, 07/15/27 (e) | 783 | 96 | |
Federal Home Loan Mortgage Corp. STRIPS | |||
0.00%, 08/01/27 (f) | 104 | 98 | |
8.00%, 02/01/23 - 07/01/24 (e) | 153 | 10 | |
Federal National Mortgage Assoc. REMIC | |||
1.12%, 12/25/42 (c)(e) | 16,057 | 522 | |
5.00%, 09/25/40 (e) | 5,440 | 544 | |
Federal National Mortgage Assoc. REMIC 6.00% - 1 month USD LIBOR | |||
5.54%, 07/25/38 (c)(e) | 3,056 | 388 | |
Federal National Mortgage Assoc. REMIC 6.55% - 1 month USD LIBOR | |||
6.09%, 11/25/41 (c)(e) | 148,260 | 25,687 | |
Federal National Mortgage Assoc. STRIPS | |||
0.00%, 12/25/34 (f) | 7,970 | 6,766 | |
4.50%, 08/25/35 - 01/25/36 (e) | 8,914 | 1,264 | |
5.00%, 03/25/38 - 05/25/38 (e) | 5,580 | 1,038 | |
5.50%, 12/25/33 (e) | 2,491 | 477 | |
6.00%, 01/25/35 (e) | 4,479 | 791 | |
7.50%, 11/25/23 (e) | 443 | 16 | |
8.00%, 08/25/23 - 07/25/24 (e) | 284 | 18 | |
127,318 |
20 |
State Street Income V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Asset Backed - 0.4% | |||
Ford Credit Auto Owner Trust 2020-B | |||
0.56%, 10/15/24 | $47,349 | $46,991 | |
46,991 | |||
Corporate Notes - 27.3% | |||
3M Co. | |||
3.13%, 09/19/46 (a) | 2,000 | 1,802 | |
7-Eleven Inc. | |||
0.95%, 02/10/26 (a)(g) | 7,000 | 6,364 | |
Abbott Laboratories | |||
3.75%, 11/30/26 (a) | 6,000 | 6,227 | |
4.90%, 11/30/46 (a) | 8,000 | 9,766 | |
AbbVie Inc. | |||
2.60%, 11/21/24 (a) | 7,000 | 6,951 | |
2.95%, 11/21/26 (a) | 5,000 | 4,960 | |
3.20%, 05/14/26 - 11/21/29 (a) | 12,000 | 11,916 | |
3.25%, 10/01/22 (a) | 6,000 | 6,024 | |
4.05%, 11/21/39 (a) | 3,000 | 3,095 | |
4.25%, 11/21/49 (a) | 5,000 | 5,217 | |
4.40%, 11/06/42 | 2,000 | 2,120 | |
4.63%, 10/01/42 (a) | 2,000 | 2,138 | |
4.88%, 11/14/48 (a) | 3,000 | 3,404 | |
Advance Auto Parts Inc. | |||
3.90%, 04/15/30 (a) | 7,000 | 6,994 | |
AEP Texas Inc. | |||
3.45%, 05/15/51 (a) | 8,000 | 7,149 | |
Aetna Inc. | |||
3.50%, 11/15/24 (a) | 4,000 | 4,043 | |
Aircastle Ltd. | |||
4.25%, 06/15/26 (a) | 5,000 | 4,931 | |
Alexandria Real Estate Equities Inc. | |||
1.88%, 02/01/33 (a) | 5,000 | 4,225 | |
2.95%, 03/15/34 | 5,000 | 4,708 | |
3.55%, 03/15/52 | 5,000 | 4,651 | |
4.70%, 07/01/30 (a) | 3,000 | 3,243 | |
Ally Financial Inc. | |||
2.20%, 11/02/28 (a) | 5,000 | 4,519 | |
5.75%, 11/20/25 (a) | 3,000 | 3,159 | |
Altria Group Inc. | |||
3.40%, 02/04/41 (a) | 6,000 | 4,896 | |
4.00%, 02/04/61 (a) | 2,000 | 1,679 | |
4.25%, 08/09/42 (a) | 2,000 | 1,804 | |
4.45%, 05/06/50 (a) | 3,000 | 2,725 | |
4.50%, 05/02/43 (a) | 3,000 | 2,765 | |
Amazon.com Inc. | |||
1.50%, 06/03/30 (a) | 2,000 | 1,790 | |
2.50%, 06/03/50 (a) | 3,000 | 2,513 | |
2.70%, 06/03/60 (a) | 3,000 | 2,488 | |
2.88%, 05/12/41 (a) | 4,000 | 3,691 | |
3.15%, 08/22/27 (a) | 2,000 | 2,029 | |
3.25%, 05/12/61 (a) | 5,000 | 4,689 | |
4.05%, 08/22/47 (a) | 3,000 | 3,268 | |
Ameren Corp. | |||
3.65%, 02/15/26 (a) | 5,000 | 5,059 | |
American Electric Power Company Inc. | |||
2.30%, 03/01/30 (a) | 3,000 | 2,726 | |
3.25%, 03/01/50 (a) | 3,000 | 2,578 | |
American International Group Inc. | |||
4.25%, 03/15/29 (a) | 3,000 | 3,148 | |
4.50%, 07/16/44 (a) | 3,000 | 3,245 |
Principal Amount | Fair Value | ||
American Tower Corp. | |||
1.50%, 01/31/28 (a) | $6,000 | $5,304 | |
2.90%, 01/15/30 (a) | 6,000 | 5,591 | |
3.70%, 10/15/49 (a) | 3,000 | 2,681 | |
3.80%, 08/15/29 (a) | 6,000 | 5,979 | |
American Water Capital Corp. | |||
2.95%, 09/01/27 (a) | 8,000 | 7,930 | |
Amgen Inc. | |||
2.45%, 02/21/30 (a) | 2,000 | 1,881 | |
3.00%, 01/15/52 (a) | 4,000 | 3,394 | |
3.15%, 02/21/40 (a) | 5,000 | 4,565 | |
Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc. | |||
4.70%, 02/01/36 (a) | 7,000 | 7,608 | |
4.90%, 02/01/46 (a) | 8,000 | 8,889 | |
Anheuser-Busch InBev Worldwide Inc. | |||
3.50%, 06/01/30 (a) | 5,000 | 5,077 | |
4.35%, 06/01/40 (a) | 5,000 | 5,212 | |
4.38%, 04/15/38 (a) | 8,000 | 8,401 | |
4.50%, 06/01/50 (a) | 3,000 | 3,220 | |
4.75%, 04/15/58 (a) | 6,000 | 6,497 | |
5.55%, 01/23/49 (a) | 2,000 | 2,429 | |
Anthem Inc. | |||
2.88%, 09/15/29 (a) | 3,000 | 2,902 | |
3.30%, 01/15/23 (a) | 6,000 | 6,058 | |
3.60%, 03/15/51 (a) | 3,000 | 2,889 | |
3.70%, 09/15/49 (a) | 3,000 | 2,926 | |
Aon Corp./Aon Global Holdings PLC | |||
2.90%, 08/23/51 (a) | 6,000 | 4,949 | |
Apollo Management Holdings LP | |||
2.65%, 06/05/30 (a)(g) | 6,000 | 5,581 | |
Apollo Management Holdings LP (4.95% fixed rate until 12/17/24; 3.27% + 5 year CMT Rate thereafter) | |||
4.95%, 01/14/50 (a)(c)(g) | 7,000 | 6,798 | |
Apple Inc. | |||
2.20%, 09/11/29 (a) | 5,000 | 4,765 | |
2.65%, 02/08/51 (a) | 5,000 | 4,323 | |
2.80%, 02/08/61 (a) | 2,000 | 1,714 | |
2.95%, 09/11/49 (a) | 3,000 | 2,755 | |
3.45%, 02/09/45 (a) | 6,000 | 5,953 | |
Applied Materials Inc. | |||
4.35%, 04/01/47 (a) | 4,000 | 4,554 | |
Aptiv PLC | |||
4.40%, 10/01/46 (a) | 5,000 | 4,849 | |
Archer-Daniels-Midland Co. | |||
2.50%, 08/11/26 (a) | 4,000 | 3,930 | |
Ares Capital Corp. | |||
2.88%, 06/15/28 (a) | 5,000 | 4,433 | |
Arthur J Gallagher & Co. | |||
3.50%, 05/20/51 (a) | 5,000 | 4,500 | |
Ascension Health | |||
4.85%, 11/15/53 (a) | 7,000 | 8,723 | |
Astrazeneca Finance LLC | |||
1.75%, 05/28/28 (a) | 8,000 | 7,389 | |
AstraZeneca PLC | |||
3.00%, 05/28/51 (a) | 5,000 | 4,623 | |
4.00%, 01/17/29 (a) | 3,000 | 3,162 | |
4.38%, 08/17/48 (a) | 2,000 | 2,276 | |
AT&T Inc. | |||
2.30%, 06/01/27 (a) | 9,000 | 8,589 | |
2.75%, 06/01/31 (a) | 6,000 | 5,620 |
21 |
State Street Income V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
3.30%, 02/01/52 (a) | $5,000 | $4,273 | |
3.85%, 06/01/60 (a) | 4,000 | 3,601 | |
4.35%, 03/01/29 (a) | 2,000 | 2,112 | |
4.50%, 05/15/35 (a) | 5,000 | 5,304 | |
4.55%, 03/09/49 (a) | 2,000 | 2,103 | |
4.75%, 05/15/46 (a) | 2,000 | 2,181 | |
4.80%, 06/15/44 (a) | 2,000 | 2,125 | |
5.25%, 03/01/37 (a) | 3,000 | 3,415 | |
5.35%, 12/15/43 (a) | 6,000 | 6,652 | |
5.45%, 03/01/47 (a) | 2,000 | 2,387 | |
Athene Holding Ltd. | |||
4.13%, 01/12/28 (a) | 4,000 | 4,027 | |
6.15%, 04/03/30 (a) | 7,000 | 7,885 | |
Avangrid Inc. | |||
3.15%, 12/01/24 (a) | 6,000 | 5,989 | |
Bain Capital Specialty Finance Inc. | |||
2.95%, 03/10/26 (a) | 8,000 | 7,507 | |
Bank of America Corp. | |||
4.18%, 11/25/27 (a) | 6,000 | 6,122 | |
4.25%, 10/22/26 (a) | 6,000 | 6,183 | |
Bank of America Corp. (2.09% fixed rate until 06/14/28; 1.06% + SOFR thereafter) | |||
2.09%, 06/14/29 (a)(c) | 5,000 | 4,569 | |
Bank of America Corp. (2.97% fixed rate until 07/21/51; 1.56% + SOFR thereafter) | |||
2.97%, 07/21/52 (a)(c) | 6,000 | 5,127 | |
Bank of America Corp. (3.37% fixed rate until 01/23/25; 0.81% + 3 month USD LIBOR thereafter) | |||
3.37%, 01/23/26 (a)(c) | 2,000 | 2,000 | |
Bank of America Corp. (3.71% fixed rate until 04/24/27; 1.51% + 3 month USD LIBOR thereafter) | |||
3.71%, 04/24/28 (a)(c) | 6,000 | 6,048 | |
Bank of America Corp. (3.85% fixed rate until 03/08/32; 2.00% + 5 year CMT Rate thereafter) | |||
3.85%, 03/08/37 (c) | 6,000 | 5,749 | |
Bank of America Corp. (3.95% fixed rate until 01/23/48; 1.19% + 3 month USD LIBOR thereafter) | |||
3.95%, 01/23/49 (a)(c) | 6,000 | 6,087 | |
Bank of America Corp. (4.30% fixed rate until 01/28/25; 2.66% + 3 month USD LIBOR thereafter) | |||
4.30%, 12/31/99 (a)(c) | 7,000 | 6,647 | |
Barrick North America Finance LLC | |||
5.70%, 05/30/41 (a) | 3,000 | 3,644 | |
BAT Capital Corp. | |||
2.73%, 03/25/31 (a) | 4,000 | 3,529 | |
4.39%, 08/15/37 (a) | 5,000 | 4,653 | |
4.54%, 08/15/47 (a) | 2,000 | 1,785 | |
4.70%, 04/02/27 (a) | 5,000 | 5,123 | |
4.91%, 04/02/30 (a) | 4,000 | 4,116 | |
BAT International Finance PLC | |||
1.67%, 03/25/26 (a) | 5,000 | 4,596 | |
Baxter International Inc. | |||
1.92%, 02/01/27 (g) | 11,000 | 10,287 | |
2.27%, 12/01/28 (g) | 11,000 | 10,191 | |
3.13%, 12/01/51 (g) | 3,000 | 2,576 |
Principal Amount | Fair Value | ||
Becton Dickinson & Co. | |||
3.70%, 06/06/27 (a) | $7,000 | $7,105 | |
4.67%, 06/06/47 (a) | 3,000 | 3,280 | |
4.69%, 12/15/44 (a) | 2,000 | 2,156 | |
Berkshire Hathaway Energy Co. | |||
3.25%, 04/15/28 (a) | 2,000 | 1,999 | |
3.70%, 07/15/30 (a) | 3,000 | 3,086 | |
3.80%, 07/15/48 (a) | 3,000 | 2,957 | |
4.25%, 10/15/50 (a) | 2,000 | 2,127 | |
6.13%, 04/01/36 (a) | 3,000 | 3,701 | |
Berkshire Hathaway Finance Corp. | |||
2.85%, 10/15/50 (a) | 2,000 | 1,734 | |
3.85%, 03/15/52 | 6,000 | 6,134 | |
4.25%, 01/15/49 (a) | 4,000 | 4,357 | |
Berry Global Inc. | |||
4.88%, 07/15/26 (a)(g) | 8,000 | 8,095 | |
Biogen Inc. | |||
2.25%, 05/01/30 (a) | 3,000 | 2,688 | |
Block Financial LLC | |||
2.50%, 07/15/28 (a) | 5,000 | 4,580 | |
3.88%, 08/15/30 (a) | 3,000 | 2,938 | |
Boardwalk Pipelines LP | |||
4.80%, 05/03/29 (a) | 6,000 | 6,239 | |
BP Capital Markets America Inc. | |||
3.00%, 02/24/50 (a) | 4,000 | 3,464 | |
3.02%, 01/16/27 (a) | 4,000 | 3,983 | |
3.38%, 02/08/61 (a) | 5,000 | 4,449 | |
BP Capital Markets PLC (4.88% fixed rate until 06/22/30; 4.40% + 5 year CMT Rate thereafter) | |||
4.88%, 12/31/99 (a)(c) | 7,000 | 7,015 | |
Bristol-Myers Squibb Co. | |||
1.45%, 11/13/30 (a) | 2,000 | 1,747 | |
2.35%, 11/13/40 (a) | 2,000 | 1,686 | |
2.95%, 03/15/32 | 5,000 | 4,900 | |
3.20%, 06/15/26 (a) | 2,000 | 2,030 | |
3.40%, 07/26/29 (a) | 2,000 | 2,035 | |
4.13%, 06/15/39 (a) | 3,000 | 3,214 | |
4.25%, 10/26/49 (a) | 3,000 | 3,284 | |
4.55%, 02/20/48 (a) | 2,000 | 2,274 | |
Brixmor Operating Partnership LP | |||
2.25%, 04/01/28 (a) | 8,000 | 7,316 | |
Broadcom Inc. | |||
3.14%, 11/15/35 (a)(g) | 3,000 | 2,645 | |
3.42%, 04/15/33 (a)(g) | 4,000 | 3,733 | |
3.47%, 04/15/34 (a)(g) | 2,000 | 1,852 | |
4.15%, 11/15/30 (a) | 4,000 | 4,052 | |
4.30%, 11/15/32 (a) | 4,000 | 4,056 | |
Brown-Forman Corp. | |||
4.00%, 04/15/38 (a) | 2,000 | 2,064 | |
Brunswick Corp. | |||
2.40%, 08/18/31 (a) | 5,000 | 4,242 | |
Bunge Limited Finance Corp. | |||
3.75%, 09/25/27 (a) | 3,000 | 3,018 | |
Burlington Northern Santa Fe LLC | |||
4.15%, 12/15/48 (a) | 4,000 | 4,325 | |
4.55%, 09/01/44 (a) | 7,000 | 7,769 | |
Canadian Natural Resources Ltd. | |||
3.85%, 06/01/27 (a) | 5,000 | 5,059 | |
4.95%, 06/01/47 (a) | 4,000 | 4,436 |
22 |
State Street Income V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Canadian Pacific Railway Co. | |||
1.75%, 12/02/26 | $5,000 | $4,720 | |
2.45%, 12/02/31 | 5,000 | 4,637 | |
Cantor Fitzgerald LP | |||
4.88%, 05/01/24 (a)(g) | 7,000 | 7,204 | |
Capital One Financial Corp. | |||
3.75%, 07/28/26 (a) | 7,000 | 7,049 | |
Cardinal Health Inc. | |||
3.08%, 06/15/24 (a) | 4,000 | 4,006 | |
Carlisle Companies Inc. | |||
2.20%, 03/01/32 (a) | 7,000 | 6,097 | |
Carrier Global Corp. | |||
2.72%, 02/15/30 (a) | 3,000 | 2,820 | |
3.58%, 04/05/50 (a) | 3,000 | 2,745 | |
Caterpillar Inc. | |||
3.25%, 09/19/49 (a) | 5,000 | 4,852 | |
Cenovus Energy Inc. | |||
2.65%, 01/15/32 (a) | 5,000 | 4,526 | |
3.75%, 02/15/52 (a) | 5,000 | 4,495 | |
Centene Corp. | |||
3.00%, 10/15/30 (a) | 3,000 | 2,764 | |
3.38%, 02/15/30 (a) | 14,000 | 13,187 | |
4.25%, 12/15/27 (a) | 23,000 | 23,089 | |
CenterPoint Energy Inc. | |||
2.65%, 06/01/31 (a) | 5,000 | 4,631 | |
Charter Communications Operating LLC/Charter Communications Operating Capital | |||
3.50%, 06/01/41 (a) | 4,000 | 3,346 | |
3.70%, 04/01/51 (a) | 4,000 | 3,254 | |
4.80%, 03/01/50 (a) | 7,000 | 6,670 | |
4.91%, 07/23/25 (a) | 5,000 | 5,177 | |
5.05%, 03/30/29 (a) | 8,000 | 8,472 | |
5.75%, 04/01/48 (a) | 5,000 | 5,341 | |
Cheniere Corpus Christi Holdings LLC | |||
5.88%, 03/31/25 (a) | 7,000 | 7,409 | |
Chevron USA Inc. | |||
3.85%, 01/15/28 (a) | 4,000 | 4,164 | |
3.90%, 11/15/24 (a) | 4,000 | 4,123 | |
Chubb INA Holdings Inc. | |||
4.35%, 11/03/45 (a) | 6,000 | 6,558 | |
Church & Dwight Company Inc. | |||
2.30%, 12/15/31 | 5,000 | 4,566 | |
Cigna Corp. | |||
2.40%, 03/15/30 (a) | 3,000 | 2,777 | |
3.25%, 04/15/25 (a) | 7,000 | 7,028 | |
3.40%, 03/01/27 (a) | 5,000 | 5,043 | |
3.75%, 07/15/23 (a) | 2,000 | 2,030 | |
3.88%, 10/15/47 (a) | 2,000 | 1,945 | |
4.13%, 11/15/25 (a) | 5,000 | 5,157 | |
4.38%, 10/15/28 (a) | 3,000 | 3,156 | |
4.80%, 08/15/38 (a) | 3,000 | 3,298 | |
Cisco Systems Inc. | |||
5.90%, 02/15/39 (a) | 3,000 | 3,923 | |
Citigroup Inc. | |||
4.13%, 07/25/28 (a) | 3,000 | 3,047 | |
4.45%, 09/29/27 (a) | 4,000 | 4,124 | |
4.65%, 07/23/48 (a) | 6,000 | 6,786 | |
Citigroup Inc. (2.98% fixed rate until 11/05/29; 1.42% + SOFR thereafter) | |||
2.98%, 11/05/30 (a)(c) | 6,000 | 5,707 |
Principal Amount | Fair Value | ||
Citigroup Inc. (3.88% fixed rate until 01/24/38; 1.17% + 3 month USD LIBOR thereafter) | |||
3.88%, 01/24/39 (a)(c) | $6,000 | $6,020 | |
Citigroup Inc. (4.70% fixed rate until 01/30/25; 3.23% + SOFR thereafter) | |||
4.70%, 12/31/99 (a)(c) | 6,000 | 5,739 | |
CME Group Inc. | |||
3.75%, 06/15/28 (a) | 2,000 | 2,061 | |
CMS Energy Corp. | |||
4.88%, 03/01/44 (a) | 7,000 | 7,711 | |
CNH Industrial Capital LLC | |||
1.95%, 07/02/23 (a) | 7,000 | 6,932 | |
CNOOC Petroleum North America ULC | |||
6.40%, 05/15/37 (a) | 7,000 | 8,200 | |
Comcast Corp. | |||
2.80%, 01/15/51 (a) | 3,000 | 2,524 | |
2.94%, 11/01/56 (a)(g) | 2,000 | 1,668 | |
2.99%, 11/01/63 (a)(g) | 3,000 | 2,459 | |
3.20%, 07/15/36 (a) | 5,000 | 4,785 | |
3.25%, 11/01/39 (a) | 5,000 | 4,732 | |
3.97%, 11/01/47 (a) | 3,000 | 3,066 | |
4.15%, 10/15/28 (a) | 5,000 | 5,256 | |
CommonSpirit Health | |||
4.35%, 11/01/42 | 16,000 | 16,165 | |
Conagra Brands Inc. | |||
5.30%, 11/01/38 (a) | 3,000 | 3,294 | |
5.40%, 11/01/48 (a) | 2,000 | 2,287 | |
ConocoPhillips Co. | |||
4.30%, 11/15/44 (a) | 4,000 | 4,333 | |
Consolidated Edison Company of New York Inc. | |||
3.35%, 04/01/30 (a) | 3,000 | 2,989 | |
3.88%, 06/15/47 (a) | 2,000 | 1,944 | |
3.95%, 04/01/50 (a) | 3,000 | 3,101 | |
Constellation Brands Inc. | |||
3.15%, 08/01/29 (a) | 4,000 | 3,862 | |
3.70%, 12/06/26 (a) | 4,000 | 4,047 | |
4.50%, 05/09/47 (a) | 4,000 | 4,093 | |
Continental Resources Inc. | |||
2.88%, 04/01/32 (g) | 5,000 | 4,448 | |
3.80%, 06/01/24 (a) | 12,000 | 12,077 | |
4.50%, 04/15/23 (a) | 7,000 | 7,097 | |
Corebridge Financial Inc. | |||
3.90%, 04/05/32 | 15,000 | 14,978 | |
Corning Inc. | |||
4.38%, 11/15/57 (a) | 2,000 | 2,021 | |
Corporate Office Properties LP | |||
2.00%, 01/15/29 (a) | 5,000 | 4,414 | |
2.25%, 03/15/26 (a) | 5,000 | 4,773 | |
2.75%, 04/15/31 (a) | 3,000 | 2,702 | |
Crown Castle International Corp. | |||
2.90%, 03/15/27 | 10,000 | 9,668 | |
5.20%, 02/15/49 (a) | 4,000 | 4,461 | |
CSX Corp. | |||
4.50%, 03/15/49 - 08/01/54 (a) | 10,000 | 11,020 | |
CubeSmart LP | |||
2.50%, 02/15/32 | 5,000 | 4,478 | |
4.38%, 02/15/29 (a) | 5,000 | 5,245 | |
CVS Health Corp. | |||
3.00%, 08/15/26 (a) | 4,000 | 3,976 |
23 |
State Street Income V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
3.25%, 08/15/29 (a) | $3,000 | $2,967 | |
3.63%, 04/01/27 (a) | 3,000 | 3,049 | |
3.75%, 04/01/30 (a) | 3,000 | 3,052 | |
4.25%, 04/01/50 (a) | 3,000 | 3,123 | |
4.78%, 03/25/38 (a) | 3,000 | 3,275 | |
5.00%, 12/01/24 (a) | 6,000 | 6,273 | |
5.13%, 07/20/45 (a) | 2,000 | 2,263 | |
5.30%, 12/05/43 (a) | 4,000 | 4,624 | |
Danaher Corp. | |||
2.80%, 12/10/51 | 9,000 | 7,650 | |
Dell International LLC/EMC Corp. | |||
4.00%, 07/15/24 (a) | 6,000 | 6,129 | |
5.45%, 06/15/23 (a) | 2,000 | 2,060 | |
6.02%, 06/15/26 (a) | 3,000 | 3,255 | |
Devon Energy Corp. | |||
5.00%, 06/15/45 (a) | 4,000 | 4,357 | |
DH Europe Finance II Sarl | |||
2.60%, 11/15/29 (a) | 2,000 | 1,905 | |
3.25%, 11/15/39 (a) | 3,000 | 2,856 | |
3.40%, 11/15/49 (a) | 3,000 | 2,833 | |
Diamondback Energy Inc. | |||
3.13%, 03/24/31 (a) | 4,000 | 3,821 | |
3.50%, 12/01/29 (a) | 3,000 | 2,971 | |
4.40%, 03/24/51 (a) | 3,000 | 3,042 | |
Digital Realty Trust LP | |||
3.60%, 07/01/29 (a) | 8,000 | 7,946 | |
Discovery Communications LLC | |||
2.95%, 03/20/23 (a) | 5,000 | 5,017 | |
3.95%, 03/20/28 (a) | 6,000 | 5,997 | |
4.95%, 05/15/42 (a) | 2,000 | 1,993 | |
5.00%, 09/20/37 (a) | 3,000 | 3,099 | |
Dollar General Corp. | |||
3.50%, 04/03/30 (a) | 4,000 | 3,985 | |
4.13%, 04/03/50 (a) | 4,000 | 3,991 | |
Dollar Tree Inc. | |||
4.00%, 05/15/25 (a) | 7,000 | 7,170 | |
Dominion Energy Inc. | |||
3.07%, 08/15/24 (a)(b) | 5,000 | 4,988 | |
3.38%, 04/01/30 (a) | 6,000 | 5,910 | |
Dover Corp. | |||
2.95%, 11/04/29 (a) | 3,000 | 2,919 | |
DTE Energy Co. | |||
2.85%, 10/01/26 (a) | 7,000 | 6,848 | |
Duke Energy Carolinas LLC | |||
3.95%, 03/15/48 (a) | 3,000 | 3,099 | |
Duke Energy Corp. | |||
2.55%, 06/15/31 (a) | 6,000 | 5,501 | |
3.30%, 06/15/41 (a) | 7,000 | 6,337 | |
3.50%, 06/15/51 (a) | 7,000 | 6,381 | |
3.75%, 09/01/46 (a) | 5,000 | 4,713 | |
Duke Energy Corp. (4.88% fixed rate until 09/16/24; 3.39% + 5 year CMT Rate thereafter) | |||
4.88%, 12/31/99 (a)(c) | 9,000 | 9,091 | |
Duke Energy Progress LLC | |||
4.15%, 12/01/44 (a) | 9,000 | 9,310 | |
Duke Realty LP | |||
3.05%, 03/01/50 (a) | 5,000 | 4,266 | |
3.25%, 06/30/26 (a) | 4,000 | 3,980 | |
Duquesne Light Holdings Inc. | |||
3.62%, 08/01/27 (a)(g) | 7,000 | 6,909 | |
Eastman Chemical Co. | |||
4.65%, 10/15/44 (a) | 4,000 | 4,123 |
Principal Amount | Fair Value | ||
Eaton Corp. | |||
3.10%, 09/15/27 (a) | $2,000 | $2,002 | |
Edison International | |||
4.95%, 04/15/25 (a) | 8,000 | 8,215 | |
EI du Pont de Nemours & Co. | |||
2.30%, 07/15/30 (a) | 6,000 | 5,586 | |
Electronic Arts Inc. | |||
1.85%, 02/15/31 (a) | 3,000 | 2,641 | |
Emera US Finance LP | |||
2.64%, 06/15/31 | 8,000 | 7,192 | |
Emerson Electric Co. | |||
1.80%, 10/15/27 (a) | 2,000 | 1,875 | |
2.75%, 10/15/50 (a) | 2,000 | 1,698 | |
Empower Finance 2020 LP | |||
1.36%, 09/17/27 (a)(g) | 8,000 | 7,221 | |
1.78%, 03/17/31 (a)(g) | 8,000 | 6,946 | |
Enbridge Energy Partners LP | |||
5.50%, 09/15/40 (a) | 2,000 | 2,262 | |
Enbridge Inc. | |||
1.60%, 10/04/26 (a) | 7,000 | 6,480 | |
Enbridge Inc. (5.75% fixed rate until 07/15/30; 5.31% + 5 year CMT Rate thereafter) | |||
5.75%, 07/15/80 (a)(c) | 9,000 | 9,318 | |
Energy Transfer LP | |||
4.50%, 04/15/24 (a) | 2,000 | 2,039 | |
4.95%, 06/15/28 (a) | 4,000 | 4,199 | |
5.30%, 04/01/44 - 04/15/47 (a) | 7,000 | 7,164 | |
5.35%, 05/15/45 (a) | 4,000 | 4,123 | |
6.50%, 02/01/42 (a) | 4,000 | 4,601 | |
Energy Transfer LP (6.75% fixed rate until 05/15/25; 5.13% + 5 year CMT Rate thereafter) | |||
6.75%, 12/31/99 (a)(c) | 19,000 | 18,480 | |
Energy Transfer LP/Regency Energy Finance Corp. | |||
4.50%, 11/01/23 (a) | 4,000 | 4,063 | |
Enstar Group Ltd. | |||
3.10%, 09/01/31 (a) | 5,000 | 4,477 | |
Enterprise Products Operating LLC | |||
4.25%, 02/15/48 (a) | 6,000 | 6,026 | |
Enterprise Products Operating LLC (5.25% fixed rate until 08/16/27; 3.03% + 3 month USD LIBOR thereafter) | |||
5.25%, 08/16/77 (a)(c) | 5,000 | 4,687 | |
EOG Resources Inc. | |||
4.95%, 04/15/50 (a) | 3,000 | 3,684 | |
5.10%, 01/15/36 (a) | 2,000 | 2,205 | |
Equinix Inc. | |||
1.25%, 07/15/25 (a) | 7,000 | 6,529 | |
2.15%, 07/15/30 (a) | 6,000 | 5,269 | |
Equinor ASA | |||
3.25%, 11/18/49 (a) | 4,000 | 3,767 | |
ERP Operating LP | |||
4.50%, 07/01/44 (a) | 8,000 | 8,770 | |
Everest Reinsurance Holdings Inc. | |||
3.13%, 10/15/52 (a) | 5,000 | 4,159 | |
Eversource Energy | |||
3.45%, 01/15/50 (a) | 5,000 | 4,567 | |
Exelon Corp. | |||
3.50%, 06/01/22 (a) | 7,000 | 7,009 | |
4.05%, 04/15/30 (a) | 5,000 | 5,162 |
24 |
State Street Income V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
4.45%, 04/15/46 (a) | $5,000 | $5,226 | |
4.70%, 04/15/50 (a) | 4,000 | 4,402 | |
Exxon Mobil Corp. | |||
2.61%, 10/15/30 (a) | 6,000 | 5,773 | |
3.45%, 04/15/51 (a) | 6,000 | 5,803 | |
FedEx Corp. | |||
4.10%, 02/01/45 (a) | 8,000 | 7,823 | |
Fidelity National Information Services Inc. | |||
1.15%, 03/01/26 (a) | 4,000 | 3,676 | |
1.65%, 03/01/28 (a) | 3,000 | 2,688 | |
FirstEnergy Transmission LLC | |||
4.55%, 04/01/49 (a)(g) | 7,000 | 6,729 | |
Fiserv Inc. | |||
3.50%, 07/01/29 (a) | 3,000 | 2,952 | |
4.40%, 07/01/49 (a) | 3,000 | 3,091 | |
Florida Power & Light Co. | |||
2.85%, 04/01/25 (a) | 7,000 | 7,007 | |
4.13%, 02/01/42 (a) | 6,000 | 6,349 | |
Flowers Foods Inc. | |||
2.40%, 03/15/31 (a) | 3,000 | 2,690 | |
Flowserve Corp. | |||
2.80%, 01/15/32 (a) | 7,000 | 6,209 | |
Ford Motor Co. | |||
4.35%, 12/08/26 (a) | 6,000 | 6,035 | |
Fox Corp. | |||
3.50%, 04/08/30 (a) | 4,000 | 3,966 | |
Freeport-McMoRan Inc. | |||
4.25%, 03/01/30 | 5,000 | 5,034 | |
GA Global Funding Trust | |||
1.63%, 01/15/26 (a)(g) | 5,000 | 4,667 | |
General Dynamics Corp. | |||
4.25%, 04/01/50 (a) | 5,000 | 5,620 | |
General Mills Inc. | |||
3.00%, 02/01/51 | 5,000 | 4,322 | |
General Motors Co. | |||
5.20%, 04/01/45 (a) | 3,000 | 3,037 | |
5.40%, 04/01/48 (a) | 2,000 | 2,095 | |
6.13%, 10/01/25 (a) | 6,000 | 6,448 | |
6.80%, 10/01/27 (a) | 3,000 | 3,386 | |
General Motors Financial Company Inc. | |||
1.25%, 01/08/26 (a) | 2,000 | 1,827 | |
2.35%, 01/08/31 (a) | 4,000 | 3,456 | |
3.45%, 04/10/22 (a) | 6,000 | 6,001 | |
5.25%, 03/01/26 (a) | 8,000 | 8,385 | |
Genuine Parts Co. | |||
2.75%, 02/01/32 | 5,000 | 4,590 | |
Georgia-Pacific LLC | |||
1.75%, 09/30/25 (a)(g) | 6,000 | 5,706 | |
3.60%, 03/01/25 (a)(g) | 9,000 | 9,098 | |
Gilead Sciences Inc. | |||
2.60%, 10/01/40 (a) | 2,000 | 1,681 | |
2.80%, 10/01/50 (a) | 4,000 | 3,288 | |
3.50%, 02/01/25 (a) | 4,000 | 4,056 | |
3.65%, 03/01/26 (a) | 2,000 | 2,037 | |
4.15%, 03/01/47 (a) | 5,000 | 5,137 | |
GlaxoSmithKline Capital Inc. | |||
3.38%, 05/15/23 (a) | 7,000 | 7,092 | |
3.63%, 05/15/25 (a) | 6,000 | 6,129 | |
GlaxoSmithKline Capital PLC | |||
3.38%, 06/01/29 (a) | 5,000 | 5,099 | |
Glencore Funding LLC | |||
3.88%, 04/27/51 (a)(g) | 4,000 | 3,682 |
Principal Amount | Fair Value | ||
Graphic Packaging International LLC | |||
1.51%, 04/15/26 (a)(g) | $6,000 | $5,515 | |
Gray Oak Pipeline LLC | |||
2.00%, 09/15/23 (a)(g) | 7,000 | 6,897 | |
2.60%, 10/15/25 (a)(g) | 8,000 | 7,677 | |
Halliburton Co. | |||
5.00%, 11/15/45 (a) | 4,000 | 4,341 | |
HCA Inc. | |||
3.13%, 03/15/27 | 10,000 | 9,771 | |
3.50%, 09/01/30 (a) | 11,000 | 10,619 | |
3.63%, 03/15/32 | 9,000 | 8,820 | |
4.38%, 03/15/42 | 5,000 | 4,942 | |
5.38%, 02/01/25 (a) | 21,000 | 21,889 | |
Health Care Service Corp. | |||
2.20%, 06/01/30 (a)(g) | 5,000 | 4,554 | |
3.20%, 06/01/50 (a)(g) | 4,000 | 3,513 | |
Healthcare Trust of America Holdings LP | |||
2.00%, 03/15/31 (a) | 5,000 | 4,331 | |
Helmerich & Payne Inc. | |||
2.90%, 09/29/31 (a)(g) | 5,000 | 4,588 | |
Hess Corp. | |||
5.60%, 02/15/41 (a) | 2,000 | 2,251 | |
5.80%, 04/01/47 (a) | 2,000 | 2,370 | |
Hewlett Packard Enterprise Co. | |||
6.35%, 10/15/45 (a) | 3,000 | 3,516 | |
Highwoods Realty LP | |||
4.13%, 03/15/28 (a) | 5,000 | 5,077 | |
4.20%, 04/15/29 (a) | 6,000 | 6,114 | |
Honeywell International Inc. | |||
1.75%, 09/01/31 (a) | 7,000 | 6,272 | |
2.70%, 08/15/29 (a) | 2,000 | 1,964 | |
Hormel Foods Corp. | |||
1.80%, 06/11/30 (a) | 7,000 | 6,272 | |
Humana Inc. | |||
1.35%, 02/03/27 (a) | 5,000 | 4,542 | |
2.15%, 02/03/32 (a) | 5,000 | 4,389 | |
Huntington Bancshares Inc. | |||
2.55%, 02/04/30 (a) | 7,000 | 6,605 | |
Hyundai Capital America | |||
1.30%, 01/08/26 (a)(g) | 8,000 | 7,313 | |
3.10%, 04/05/22 (a)(g) | 7,000 | 7,000 | |
Indiana Michigan Power Co. | |||
3.25%, 05/01/51 (a) | 5,000 | 4,483 | |
Ingredion Inc. | |||
3.90%, 06/01/50 (a) | 2,000 | 1,947 | |
Intel Corp. | |||
2.00%, 08/12/31 (a) | 6,000 | 5,447 | |
2.45%, 11/15/29 (a) | 8,000 | 7,634 | |
2.60%, 05/19/26 (a) | 6,000 | 5,952 | |
2.80%, 08/12/41 (a) | 5,000 | 4,442 | |
2.88%, 05/11/24 (a) | 3,000 | 3,024 | |
3.10%, 02/15/60 (a) | 5,000 | 4,353 | |
Intercontinental Exchange Inc. | |||
1.85%, 09/15/32 (a) | 2,000 | 1,733 | |
2.65%, 09/15/40 (a) | 2,000 | 1,716 | |
Interstate Power & Light Co. | |||
3.40%, 08/15/25 (a) | 8,000 | 8,010 | |
ITC Holdings Corp. | |||
2.95%, 05/14/30 (a)(g) | 6,000 | 5,702 | |
Jabil Inc. | |||
3.95%, 01/12/28 (a) | 2,000 | 2,005 | |
John Deere Capital Corp. | |||
2.45%, 01/09/30 (a) | 9,000 | 8,621 |
25 |
State Street Income V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Johnson & Johnson | |||
3.63%, 03/03/37 (a) | $3,000 | $3,109 | |
Johnson Controls International PLC | |||
4.50%, 02/15/47 (a) | 3,000 | 3,163 | |
JPMorgan Chase & Co. (2.96% fixed rate until 05/13/30; 2.52% + SOFR thereafter) | |||
2.96%, 05/13/31 (a)(c) | 5,000 | 4,688 | |
JPMorgan Chase & Co. (3.16% fixed rate until 04/22/41; 1.46% + SOFR thereafter) | |||
3.16%, 04/22/42 (a)(c) | 4,000 | 3,625 | |
JPMorgan Chase & Co. (3.88% fixed rate until 07/24/37; 1.36% + 3 month USD LIBOR thereafter) | |||
3.88%, 07/24/38 (a)(c) | 2,000 | 2,032 | |
JPMorgan Chase & Co. (3.90% fixed rate until 01/23/48; 1.22% + 3 month USD LIBOR thereafter) | |||
3.90%, 01/23/49 (a)(c) | 4,000 | 4,050 | |
JPMorgan Chase & Co. (4.01% fixed rate until 04/23/28; 1.12% + 3 month USD LIBOR thereafter) | |||
4.01%, 04/23/29 (a)(c) | 4,000 | 4,084 | |
JPMorgan Chase & Co. (4.03% fixed rate until 07/24/47; 1.46% + 3 month USD LIBOR thereafter) | |||
4.03%, 07/24/48 (a)(c) | 5,000 | 5,174 | |
JPMorgan Chase & Co. (4.49% fixed rate until 03/24/30; 3.79% + SOFR thereafter) | |||
4.49%, 03/24/31 (a)(c) | 4,000 | 4,245 | |
JPMorgan Chase & Co. (4.60% fixed rate until 02/01/25; 3.13% + SOFR thereafter) | |||
4.60%, 12/31/99 (a)(c) | 6,000 | 5,783 | |
JPMorgan Chase & Co. (6.10% fixed rate until 10/01/24; 3.33% + 3 month USD LIBOR thereafter) | |||
6.10%, 10/29/49 (a)(c) | 7,000 | 7,175 | |
Kaiser Foundation Hospitals | |||
3.00%, 06/01/51 (a) | 5,000 | 4,409 | |
Kansas City Southern/old | |||
3.50%, 05/01/50 (a) | 3,000 | 2,795 | |
Keurig Dr Pepper Inc. | |||
3.20%, 05/01/30 (a) | 3,000 | 2,917 | |
3.80%, 05/01/50 (a) | 2,000 | 1,896 | |
Kinder Morgan Energy Partners LP | |||
4.70%, 11/01/42 (a) | 2,000 | 1,992 | |
5.00%, 03/01/43 (a) | 2,000 | 2,059 | |
6.38%, 03/01/41 (a) | 4,000 | 4,706 | |
Kinder Morgan Inc. | |||
1.75%, 11/15/26 (a) | 10,000 | 9,296 | |
5.05%, 02/15/46 (a) | 8,000 | 8,485 | |
KLA Corp. | |||
3.30%, 03/01/50 (a) | 3,000 | 2,825 | |
4.65%, 11/01/24 (a) | 6,000 | 6,219 | |
Kraft Heinz Foods Co. | |||
5.20%, 07/15/45 | 4,000 | 4,328 | |
L3Harris Technologies Inc. | |||
3.85%, 12/15/26 (a) | 4,000 | 4,070 |
Principal Amount | Fair Value | ||
Lear Corp. | |||
4.25%, 05/15/29 (a) | $5,000 | $5,066 | |
Leidos Inc. | |||
3.63%, 05/15/25 (a) | 5,000 | 5,016 | |
4.38%, 05/15/30 (a) | 7,000 | 7,140 | |
Liberty Mutual Group Inc. | |||
3.95%, 05/15/60 (a)(g) | 3,000 | 2,736 | |
Life Storage LP | |||
2.20%, 10/15/30 (a) | 8,000 | 7,069 | |
Lincoln National Corp. | |||
4.35%, 03/01/48 (a) | 5,000 | 5,051 | |
Lockheed Martin Corp. | |||
4.50%, 05/15/36 (a) | 5,000 | 5,518 | |
Lowe's Companies Inc. | |||
1.30%, 04/15/28 (a) | 3,000 | 2,676 | |
1.70%, 09/15/28 - 10/15/30 (a) | 6,000 | 5,339 | |
3.00%, 10/15/50 (a) | 5,000 | 4,251 | |
4.05%, 05/03/47 (a) | 4,000 | 3,998 | |
LYB International Finance III LLC | |||
3.63%, 04/01/51 (a) | 3,000 | 2,705 | |
Marsh & McLennan Companies Inc. | |||
2.38%, 12/15/31 | 3,000 | 2,750 | |
Marvell Technology Inc. | |||
1.65%, 04/15/26 (a) | 9,000 | 8,372 | |
2.45%, 04/15/28 (a) | 8,000 | 7,378 | |
Masco Corp. | |||
3.50%, 11/15/27 (a) | 2,000 | 1,988 | |
McCormick & Company Inc. | |||
1.85%, 02/15/31 (a) | 3,000 | 2,614 | |
3.25%, 11/15/25 (a) | 9,000 | 9,010 | |
McDonald's Corp. | |||
3.60%, 07/01/30 (a) | 7,000 | 7,122 | |
3.63%, 09/01/49 (a) | 3,000 | 2,870 | |
4.88%, 12/09/45 (a) | 7,000 | 7,827 | |
Medtronic Inc. | |||
4.63%, 03/15/45 (a) | 2,000 | 2,325 | |
Memorial Sloan-Kettering Cancer Center | |||
4.13%, 07/01/52 (a) | 7,000 | 7,447 | |
Merck & Company Inc. | |||
1.70%, 06/10/27 | 10,000 | 9,474 | |
1.90%, 12/10/28 | 10,000 | 9,420 | |
2.15%, 12/10/31 | 5,000 | 4,633 | |
2.45%, 06/24/50 (a) | 3,000 | 2,498 | |
2.75%, 02/10/25 (a) | 7,000 | 7,022 | |
2.75%, 12/10/51 | 3,000 | 2,615 | |
4.00%, 03/07/49 (a) | 2,000 | 2,161 | |
MetLife Inc. | |||
4.72%, 12/15/44 (a) | 5,000 | 5,483 | |
Microchip Technology Inc. | |||
2.67%, 09/01/23 (a) | 8,000 | 7,977 | |
Micron Technology Inc. | |||
3.37%, 11/01/41 (a) | 5,000 | 4,457 | |
3.48%, 11/01/51 (a) | 3,000 | 2,616 | |
Microsoft Corp. | |||
2.40%, 08/08/26 (a) | 4,000 | 3,967 | |
2.68%, 06/01/60 (a) | 3,000 | 2,592 | |
2.92%, 03/17/52 (a) | 7,000 | 6,540 | |
3.04%, 03/17/62 (a) | 5,000 | 4,677 | |
3.45%, 08/08/36 (a) | 3,000 | 3,114 | |
3.50%, 02/12/35 (a) | 3,000 | 3,138 | |
Mid-America Apartments LP | |||
2.88%, 09/15/51 (a) | 5,000 | 4,213 |
26 |
State Street Income V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Molson Coors Beverage Co. | |||
4.20%, 07/15/46 (a) | $4,000 | $3,865 | |
Morgan Stanley (1.51% fixed rate until 07/20/26; 0.86% + SOFR thereafter) | |||
1.51%, 07/20/27 (a)(c) | 6,000 | 5,530 | |
Morgan Stanley (2.48% fixed rate until 09/16/31; 1.36% + SOFR thereafter) | |||
2.48%, 09/16/36 (a)(c) | 10,000 | 8,585 | |
Morgan Stanley (2.80% fixed rate until 01/25/51; 1.43% + SOFR thereafter) | |||
2.80%, 01/25/52 (a)(c) | 5,000 | 4,181 | |
Morgan Stanley (3.62% fixed rate until 04/01/30; 3.12% + SOFR thereafter) | |||
3.62%, 04/01/31 (a)(c) | 6,000 | 5,983 | |
Morgan Stanley (3.97% fixed rate until 07/22/37; 1.46% + 3 month USD LIBOR thereafter) | |||
3.97%, 07/22/38 (a)(c) | 7,000 | 7,053 | |
MPLX LP | |||
2.65%, 08/15/30 (a) | 3,000 | 2,755 | |
Mylan Inc. | |||
5.20%, 04/15/48 (a) | 3,000 | 2,952 | |
National Retail Properties Inc. | |||
4.00%, 11/15/25 (a) | 4,000 | 4,093 | |
Newmont Corp. | |||
4.88%, 03/15/42 (a) | 5,000 | 5,644 | |
NextEra Energy Capital Holdings Inc. (5.65% fixed rate until 05/01/29; 3.16% + 3 month USD LIBOR thereafter) | |||
5.65%, 05/01/79 (a)(c) | 5,000 | 5,155 | |
NGPL PipeCo LLC | |||
3.25%, 07/15/31 (a)(g) | 8,000 | 7,415 | |
NIKE Inc. | |||
3.38%, 03/27/50 (a) | 2,000 | 1,986 | |
NiSource Inc. | |||
3.60%, 05/01/30 (a) | 5,000 | 4,962 | |
3.95%, 03/30/48 (a) | 2,000 | 1,911 | |
Norfolk Southern Corp. | |||
3.95%, 10/01/42 (a) | 4,000 | 4,038 | |
NOV Inc. | |||
3.60%, 12/01/29 (a) | 5,000 | 4,917 | |
Novant Health Inc. | |||
3.32%, 11/01/61 (a) | 5,000 | 4,435 | |
Novartis Capital Corp. | |||
2.20%, 08/14/30 (a) | 4,000 | 3,758 | |
3.00%, 11/20/25 (a) | 3,000 | 3,017 | |
Nutrien Ltd. | |||
4.90%, 06/01/43 (a) | 4,000 | 4,383 | |
NVIDIA Corp. | |||
2.85%, 04/01/30 (a) | 6,000 | 5,906 | |
3.50%, 04/01/50 (a) | 2,000 | 2,020 | |
NXP BV/NXP Funding LLC/NXP USA Inc. | |||
3.25%, 11/30/51 (g) | 5,000 | 4,231 | |
Oklahoma Gas & Electric Co. | |||
3.25%, 04/01/30 (a) | 3,000 | 2,960 | |
Oncor Electric Delivery Company LLC | |||
3.80%, 09/30/47 (a) | 2,000 | 2,022 | |
ONEOK Inc. | |||
4.35%, 03/15/29 (a) | 4,000 | 4,084 |
Principal Amount | Fair Value | ||
Oracle Corp. | |||
2.95%, 04/01/30 (a) | $7,000 | $6,478 | |
3.60%, 04/01/50 (a) | 4,000 | 3,315 | |
3.65%, 03/25/41 (a) | 5,000 | 4,357 | |
3.80%, 11/15/37 (a) | 3,000 | 2,717 | |
3.95%, 03/25/51 (a) | 5,000 | 4,376 | |
4.00%, 07/15/46 - 11/15/47 (a) | 9,000 | 7,980 | |
4.10%, 03/25/61 (a) | 5,000 | 4,303 | |
Otis Worldwide Corp. | |||
2.06%, 04/05/25 (a) | 5,000 | 4,872 | |
2.57%, 02/15/30 (a) | 3,000 | 2,804 | |
3.36%, 02/15/50 (a) | 3,000 | 2,656 | |
Ovintiv Exploration Inc. | |||
5.63%, 07/01/24 (a) | 6,000 | 6,307 | |
Owens Corning | |||
4.40%, 01/30/48 (a) | 3,000 | 2,998 | |
Pacific Gas & Electric Co. | |||
2.10%, 08/01/27 (a) | 3,000 | 2,697 | |
2.50%, 02/01/31 (a) | 4,000 | 3,442 | |
3.00%, 06/15/28 (a) | 5,000 | 4,656 | |
3.30%, 08/01/40 (a) | 4,000 | 3,280 | |
3.50%, 08/01/50 (a) | 3,000 | 2,389 | |
4.30%, 03/15/45 (a) | 5,000 | 4,284 | |
PacifiCorp | |||
2.70%, 09/15/30 (a) | 3,000 | 2,871 | |
2.90%, 06/15/52 (a) | 8,000 | 7,023 | |
6.25%, 10/15/37 (a) | 2,000 | 2,495 | |
Paramount Global | |||
2.90%, 01/15/27 (a) | 5,000 | 4,883 | |
3.70%, 06/01/28 (a) | 2,000 | 1,989 | |
5.25%, 04/01/44 (a) | 3,000 | 3,127 | |
Parker-Hannifin Corp. | |||
3.25%, 06/14/29 (a) | 3,000 | 2,960 | |
PartnerRe Finance B LLC (4.50% fixed rate until 01/10/30; 3.82% + 5 year CMT Rate thereafter) | |||
4.50%, 10/01/50 (a)(c) | 4,000 | 3,846 | |
PayPal Holdings Inc. | |||
2.65%, 10/01/26 (a) | 6,000 | 5,905 | |
3.25%, 06/01/50 (a) | 2,000 | 1,837 | |
PepsiCo Inc. | |||
1.63%, 05/01/30 (a) | 3,000 | 2,700 | |
2.75%, 10/21/51 (a) | 7,000 | 6,260 | |
Petroleos Mexicanos | |||
5.35%, 02/12/28 (a) | 10,000 | 9,520 | |
6.70%, 02/16/32 | 10,000 | 9,515 | |
7.69%, 01/23/50 (a) | 10,000 | 8,742 | |
Pfizer Inc. | |||
2.70%, 05/28/50 (a) | 6,000 | 5,319 | |
3.45%, 03/15/29 (a) | 2,000 | 2,059 | |
3.60%, 09/15/28 (a) | 5,000 | 5,205 | |
3.90%, 03/15/39 (a) | 3,000 | 3,192 | |
4.40%, 05/15/44 (a) | 2,000 | 2,251 | |
Philip Morris International Inc. | |||
1.50%, 05/01/25 (a) | 4,000 | 3,819 | |
2.10%, 05/01/30 (a) | 3,000 | 2,701 | |
4.13%, 03/04/43 (a) | 2,000 | 1,903 | |
Phillips 66 | |||
2.15%, 12/15/30 (a) | 8,000 | 7,124 | |
3.30%, 03/15/52 | 5,000 | 4,402 | |
Phillips 66 Partners LP | |||
3.15%, 12/15/29 (a) | 8,000 | 7,724 | |
3.75%, 03/01/28 (a) | 3,000 | 2,999 | |
4.68%, 02/15/45 (a) | 4,000 | 4,281 |
27 |
State Street Income V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Pioneer Natural Resources Co. | |||
1.13%, 01/15/26 (a) | $9,000 | $8,353 | |
2.15%, 01/15/31 (a) | 5,000 | 4,502 | |
Plains All American Pipeline LP/PAA Finance Corp. | |||
3.55%, 12/15/29 (a) | 3,000 | 2,900 | |
Precision Castparts Corp. | |||
4.38%, 06/15/45 (a) | 6,000 | 6,476 | |
Prospect Capital Corp. | |||
3.36%, 11/15/26 (a) | 7,000 | 6,414 | |
Prudential Financial Inc. | |||
3.94%, 12/07/49 (a) | 5,000 | 5,074 | |
Prudential Financial Inc. (5.70% fixed rate until 09/15/28; 2.67% + 3 month USD LIBOR thereafter) | |||
5.70%, 09/15/48 (a)(c) | 7,000 | 7,175 | |
Public Service Company of Colorado | |||
3.70%, 06/15/28 (a) | 5,000 | 5,125 | |
Public Service Electric & Gas Co. | |||
2.38%, 05/15/23 (a) | 8,000 | 8,017 | |
PVH Corp. | |||
4.63%, 07/10/25 (a) | 7,000 | 7,139 | |
QUALCOMM Inc. | |||
1.30%, 05/20/28 (a) | 3,000 | 2,711 | |
4.30%, 05/20/47 (a) | 3,000 | 3,377 | |
Quanta Services Inc. | |||
2.35%, 01/15/32 (a) | 5,000 | 4,349 | |
3.05%, 10/01/41 (a) | 5,000 | 4,123 | |
Raytheon Technologies Corp. | |||
1.90%, 09/01/31 (a) | 7,000 | 6,203 | |
2.82%, 09/01/51 (a) | 5,000 | 4,222 | |
3.95%, 08/16/25 (a) | 2,000 | 2,064 | |
4.15%, 05/15/45 (a) | 3,000 | 3,094 | |
4.45%, 11/16/38 (a) | 2,000 | 2,170 | |
Realty Income Corp. | |||
2.85%, 12/15/32 | 5,000 | 4,724 | |
3.00%, 01/15/27 (a) | 5,000 | 4,931 | |
3.25%, 01/15/31 (a) | 5,000 | 4,917 | |
Regeneron Pharmaceuticals Inc. | |||
1.75%, 09/15/30 (a) | 6,000 | 5,197 | |
Reynolds American Inc. | |||
4.45%, 06/12/25 (a) | 4,000 | 4,084 | |
Rio Tinto Finance Ltd. | |||
2.75%, 11/02/51 (a) | 6,000 | 5,197 | |
Rio Tinto Finance USA PLC | |||
4.13%, 08/21/42 (a) | 4,000 | 4,295 | |
Rockwell Automation Inc. | |||
4.20%, 03/01/49 (a) | 2,000 | 2,132 | |
Rogers Communications Inc. | |||
5.00%, 03/15/44 (a) | 2,000 | 2,135 | |
Roper Technologies Inc. | |||
2.95%, 09/15/29 (a) | 2,000 | 1,929 | |
Ross Stores Inc. | |||
4.70%, 04/15/27 (a) | 3,000 | 3,165 | |
Royalty Pharma PLC | |||
0.75%, 09/02/23 (a) | 5,000 | 4,860 | |
1.20%, 09/02/25 (a) | 5,000 | 4,626 | |
1.75%, 09/02/27 (a) | 3,000 | 2,723 | |
2.15%, 09/02/31 (a) | 5,000 | 4,298 | |
2.20%, 09/02/30 (a) | 3,000 | 2,627 |
Principal Amount | Fair Value | ||
RPM International Inc. | |||
3.75%, 03/15/27 (a) | $2,000 | $2,031 | |
Ryder System Inc. | |||
2.90%, 12/01/26 (a) | 7,000 | 6,811 | |
Sabine Pass Liquefaction LLC | |||
4.20%, 03/15/28 (a) | 2,000 | 2,058 | |
4.50%, 05/15/30 (a) | 3,000 | 3,144 | |
5.00%, 03/15/27 (a) | 2,000 | 2,117 | |
5.88%, 06/30/26 (a) | 7,000 | 7,574 | |
Salesforce.com Inc. | |||
1.95%, 07/15/31 (a) | 8,000 | 7,307 | |
2.70%, 07/15/41 (a) | 5,000 | 4,432 | |
Schlumberger Holdings Corp. | |||
3.90%, 05/17/28 (a)(g) | 4,000 | 4,043 | |
Sealed Air Corp. | |||
1.57%, 10/15/26 (a)(g) | 12,000 | 10,945 | |
Selective Insurance Group Inc. | |||
5.38%, 03/01/49 (a) | 3,000 | 3,303 | |
Sempra Energy | |||
3.80%, 02/01/38 (a) | 2,000 | 1,968 | |
4.00%, 02/01/48 (a) | 4,000 | 3,966 | |
Sempra Energy (4.13% fixed rate until 01/04/27; 2.87% + 5 year CMT Rate thereafter) | |||
4.13%, 04/01/52 (c) | 7,000 | 6,519 | |
Shell International Finance BV | |||
3.75%, 09/12/46 (a) | 6,000 | 6,064 | |
4.13%, 05/11/35 (a) | 7,000 | 7,400 | |
Shire Acquisitions Investments Ireland DAC | |||
2.88%, 09/23/23 (a) | 2,000 | 2,008 | |
3.20%, 09/23/26 (a) | 3,000 | 3,005 | |
Simon Property Group LP | |||
3.38%, 06/15/27 (a) | 4,000 | 4,007 | |
SLM Corp. | |||
3.13%, 11/02/26 (a) | 9,000 | 8,351 | |
Sonoco Products Co. | |||
2.85%, 02/01/32 | 5,000 | 4,672 | |
Southern California Edison Co. | |||
4.00%, 04/01/47 (a) | 9,000 | 8,673 | |
4.20%, 03/01/29 (a) | 8,000 | 8,281 | |
Southern Company Gas Capital Corp. | |||
3.95%, 10/01/46 (a) | 4,000 | 3,798 | |
4.40%, 05/30/47 (a) | 2,000 | 2,014 | |
Southwest Airlines Co. | |||
2.63%, 02/10/30 (a) | 7,000 | 6,441 | |
Southwestern Electric Power Co. | |||
2.75%, 10/01/26 (a) | 5,000 | 4,891 | |
Spectra Energy Partners LP | |||
3.38%, 10/15/26 (a) | 2,000 | 1,997 | |
4.50%, 03/15/45 (a) | 3,000 | 3,062 | |
Spirit Realty LP | |||
4.00%, 07/15/29 (a) | 8,000 | 8,088 | |
Stanley Black & Decker Inc. | |||
3.00%, 05/15/32 | 5,000 | 4,830 | |
Starbucks Corp. | |||
4.00%, 11/15/28 (a) | 4,000 | 4,135 | |
Stryker Corp. | |||
1.95%, 06/15/30 (a) | 7,000 | 6,280 | |
Suncor Energy Inc. | |||
4.00%, 11/15/47 (a) | 3,000 | 2,995 | |
Sysco Corp. | |||
3.25%, 07/15/27 (a) | 2,000 | 1,991 |
28 |
State Street Income V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Tampa Electric Co. | |||
2.40%, 03/15/31 (a) | $8,000 | $7,368 | |
3.45%, 03/15/51 (a) | 5,000 | 4,663 | |
4.35%, 05/15/44 (a) | 6,000 | 6,223 | |
Targa Resources Partners LP/Targa Resources Partners Finance Corp. | |||
5.00%, 01/15/28 | 10,000 | 10,143 | |
Target Corp. | |||
2.50%, 04/15/26 (a) | 3,000 | 2,981 | |
Teck Resources Ltd. | |||
5.40%, 02/01/43 (a) | 2,000 | 2,170 | |
Texas Instruments Inc. | |||
3.88%, 03/15/39 (a) | 4,000 | 4,244 | |
The Allstate Corp. | |||
4.20%, 12/15/46 (a) | 3,000 | 3,197 | |
The Allstate Corp. (5.75% fixed rate until 08/15/23; 2.94% + 3 month USD LIBOR thereafter) | |||
5.75%, 08/15/53 (a)(c) | 9,000 | 8,970 | |
The Bank of New York Mellon Corp. (4.63% fixed rate until 09/20/26; 3.13% + 3 month USD LIBOR thereafter) | |||
4.63%, 12/29/49 (a)(c) | 5,000 | 4,936 | |
The Bank of Nova Scotia (4.65% fixed rate until 10/12/22; 2.65% + 3 month USD LIBOR thereafter) | |||
4.65%, 12/31/99 (a)(c) | 8,000 | 7,743 | |
The Boeing Co. | |||
2.70%, 02/01/27 (a) | 6,000 | 5,762 | |
2.95%, 02/01/30 (a) | 6,000 | 5,560 | |
3.25%, 03/01/28 (a) | 3,000 | 2,886 | |
3.75%, 02/01/50 (a) | 2,000 | 1,789 | |
5.04%, 05/01/27 (a) | 7,000 | 7,363 | |
5.15%, 05/01/30 (a) | 7,000 | 7,455 | |
5.81%, 05/01/50 (a) | 5,000 | 5,770 | |
The Charles Schwab Corp. | |||
2.45%, 03/03/27 | 5,000 | 4,855 | |
The Charles Schwab Corp. (4.00% fixed rate until 12/01/30; 3.08% + 10 year CMT Rate thereafter) | |||
4.00%, 12/31/99 (a)(c) | 8,000 | 7,267 | |
The Cleveland Electric Illuminating Co. | |||
4.55%, 11/15/30 (a)(g) | 6,000 | 6,342 | |
The Clorox Co. | |||
1.80%, 05/15/30 (a) | 6,000 | 5,268 | |
The Coca-Cola Co. | |||
2.60%, 06/01/50 (a) | 3,000 | 2,566 | |
2.75%, 06/01/60 (a) | 3,000 | 2,547 | |
The Dow Chemical Co. | |||
2.10%, 11/15/30 (a) | 7,000 | 6,303 | |
3.60%, 11/15/50 (a) | 3,000 | 2,793 | |
4.25%, 10/01/34 (a) | 3,000 | 3,101 | |
The Estee Lauder Companies Inc. | |||
2.38%, 12/01/29 (a) | 3,000 | 2,858 | |
The George Washington University | |||
4.13%, 09/15/48 (a) | 8,000 | 8,479 | |
The Goldman Sachs Group Inc. | |||
3.50%, 04/01/25 - 11/16/26 (a) | 12,000 | 12,070 | |
3.85%, 01/26/27 (a) | 6,000 | 6,070 |
Principal Amount | Fair Value | ||
4.25%, 10/21/25 (a) | $2,000 | $2,054 | |
5.15%, 05/22/45 (a) | 5,000 | 5,611 | |
The Goldman Sachs Group Inc. (1.99% fixed rate until 01/27/31; 1.09% + SOFR thereafter) | |||
1.99%, 01/27/32 (a)(c) | 8,000 | 6,929 | |
The Goldman Sachs Group Inc. (2.38% fixed rate until 07/21/31; 1.25% + SOFR thereafter) | |||
2.38%, 07/21/32 (a)(c) | 5,000 | 4,443 | |
The Goldman Sachs Group Inc. (2.91% fixed rate until 06/05/22; 1.05% + 3 month USD LIBOR thereafter) | |||
2.91%, 06/05/23 (a)(c) | 8,000 | 8,008 | |
The Goldman Sachs Group Inc. (2.91% fixed rate until 07/21/41; 1.47% + SOFR thereafter) | |||
2.91%, 07/21/42 (a)(c) | 5,000 | 4,302 | |
The Goldman Sachs Group Inc. (3.21% fixed rate until 04/22/41; 1.51% + SOFR thereafter) | |||
3.21%, 04/22/42 (a)(c) | 5,000 | 4,490 | |
The Goldman Sachs Group Inc. (3.81% fixed rate until 04/23/28; 1.16% + 3 month USD LIBOR thereafter) | |||
3.81%, 04/23/29 (a)(c) | 4,000 | 4,027 | |
The Goldman Sachs Group Inc. (4.02% fixed rate until 10/31/37; 1.37% + 3 month USD LIBOR thereafter) | |||
4.02%, 10/31/38 (a)(c) | 2,000 | 2,015 | |
The Goldman Sachs Group Inc. (4.22% fixed rate until 05/01/28; 1.30% + 3 month USD LIBOR thereafter) | |||
4.22%, 05/01/29 (a)(c) | 4,000 | 4,097 | |
The Hartford Financial Services Group Inc. (2.63% fixed rate until 05/02/22; 2.13% + 3 month USD LIBOR thereafter) | |||
2.63%, 02/12/47 (a)(c)(g) | 6,000 | 5,281 | |
The Home Depot Inc. | |||
2.70%, 04/15/30 (a) | 2,000 | 1,937 | |
3.35%, 04/15/50 (a) | 3,000 | 2,853 | |
3.50%, 09/15/56 (a) | 5,000 | 4,878 | |
3.90%, 12/06/28 (a) | 4,000 | 4,191 | |
4.50%, 12/06/48 (a) | 2,000 | 2,257 | |
The Northwestern Mutual Life Insurance Co. | |||
3.45%, 03/30/51 (a)(g) | 8,000 | 7,283 | |
The Progressive Corp. | |||
2.50%, 03/15/27 | 5,000 | 4,895 | |
3.00%, 03/15/32 | 5,000 | 4,864 | |
The Toronto-Dominion Bank | |||
3.20%, 03/10/32 | 11,000 | 10,832 | |
The Toronto-Dominion Bank (3.63% fixed rate until 09/15/26; 2.21% + USD 5 year Swap Rate thereafter) | |||
3.63%, 09/15/31 (a)(c) | 8,000 | 8,030 | |
The Travelers Companies Inc. | |||
2.55%, 04/27/50 (a) | 4,000 | 3,244 |
29 |
State Street Income V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
The Walt Disney Co. | |||
2.65%, 01/13/31 (a) | $6,000 | $5,732 | |
3.38%, 11/15/26 (a) | 3,000 | 3,040 | |
3.60%, 01/13/51 (a) | 2,000 | 1,976 | |
4.75%, 11/15/46 (a) | 2,000 | 2,295 | |
6.65%, 11/15/37 (a) | 4,000 | 5,340 | |
The Williams Companies Inc. | |||
3.75%, 06/15/27 (a) | 3,000 | 3,038 | |
4.85%, 03/01/48 (a) | 5,000 | 5,338 | |
4.90%, 01/15/45 (a) | 4,000 | 4,181 | |
5.40%, 03/04/44 (a) | 2,000 | 2,202 | |
Thermo Fisher Scientific Inc. | |||
2.80%, 10/15/41 (a) | 5,000 | 4,468 | |
Time Warner Cable LLC | |||
6.55%, 05/01/37 (a) | 3,000 | 3,454 | |
T-Mobile USA Inc. | |||
3.50%, 04/15/25 (a) | 7,000 | 7,042 | |
3.75%, 04/15/27 (a) | 6,000 | 6,043 | |
3.88%, 04/15/30 (a) | 9,000 | 9,038 | |
Total Capital International S.A. | |||
3.46%, 02/19/29 (a) | 5,000 | 5,078 | |
Trane Technologies Luxembourg Finance S.A. | |||
3.55%, 11/01/24 (a) | 7,000 | 7,076 | |
3.80%, 03/21/29 (a) | 4,000 | 4,068 | |
TransCanada PipeLines Ltd. | |||
4.25%, 05/15/28 (a) | 7,000 | 7,281 | |
Transcanada Trust (5.63% fixed rate until 05/20/25; 3.53% + 3 month USD LIBOR thereafter) | |||
5.63%, 05/20/75 (a)(c) | 9,000 | 9,045 | |
Transcontinental Gas Pipe Line Company LLC | |||
4.00%, 03/15/28 (a) | 4,000 | 4,085 | |
Truist Financial Corp. (4.80% fixed rate until 09/01/24; 3.00% + 5 year CMT Rate thereafter) | |||
4.80%, 12/31/99 (a)(c) | 9,000 | 8,839 | |
TWDC Enterprises 18 Corp. | |||
4.13%, 06/01/44 (a) | 4,000 | 4,212 | |
Tyco Electronics Group S.A. | |||
3.13%, 08/15/27 (a) | 3,000 | 2,990 | |
Tyson Foods Inc. | |||
4.00%, 03/01/26 (a) | 5,000 | 5,118 | |
UDR Inc. | |||
2.10%, 08/01/32 (a) | 5,000 | 4,325 | |
3.00%, 08/15/31 (a) | 5,000 | 4,750 | |
Union Pacific Corp. | |||
3.55%, 05/20/61 (a) | 4,000 | 3,805 | |
3.80%, 04/06/71 (a) | 5,000 | 4,957 | |
4.10%, 09/15/67 (a) | 5,000 | 5,206 | |
UnitedHealth Group Inc. | |||
2.00%, 05/15/30 (a) | 8,000 | 7,385 | |
4.45%, 12/15/48 (a) | 4,000 | 4,508 | |
4.75%, 07/15/45 (a) | 6,000 | 6,955 | |
Utah Acquisition Sub Inc. | |||
3.95%, 06/15/26 (a) | 2,000 | 1,987 | |
Valero Energy Corp. | |||
2.85%, 04/15/25 (a) | 2,000 | 1,976 | |
4.00%, 04/01/29 (a) | 2,000 | 2,043 | |
Ventas Realty LP | |||
3.25%, 10/15/26 (a) | 7,000 | 6,943 | |
Verizon Communications Inc. | |||
2.10%, 03/22/28 (a) | 8,000 | 7,468 | |
2.36%, 03/15/32 (a)(g) | 8,000 | 7,233 |
Principal Amount | Fair Value | ||
3.00%, 03/22/27 (a) | $4,000 | $3,953 | |
3.40%, 03/22/41 (a) | 4,000 | 3,765 | |
3.55%, 03/22/51 (a) | 3,000 | 2,830 | |
3.70%, 03/22/61 (a) | 3,000 | 2,814 | |
4.40%, 11/01/34 (a) | 5,000 | 5,321 | |
Virginia Electric & Power Co. | |||
4.00%, 11/15/46 (a) | 5,000 | 5,142 | |
Visa Inc. | |||
2.70%, 04/15/40 (a) | 4,000 | 3,630 | |
Vistra Operations Company LLC | |||
3.55%, 07/15/24 (a)(g) | 6,000 | 5,947 | |
Vodafone Group PLC | |||
4.38%, 05/30/28 (a) | 5,000 | 5,242 | |
5.25%, 05/30/48 (a) | 2,000 | 2,251 | |
Vontier Corp. | |||
2.40%, 04/01/28 | 8,000 | 7,048 | |
2.95%, 04/01/31 | 6,000 | 5,327 | |
Vornado Realty LP | |||
2.15%, 06/01/26 (a) | 4,000 | 3,746 | |
3.40%, 06/01/31 (a) | 5,000 | 4,683 | |
Vulcan Materials Co. | |||
3.90%, 04/01/27 (a) | 2,000 | 2,050 | |
Walmart Inc. | |||
1.80%, 09/22/31 (a) | 5,000 | 4,551 | |
2.50%, 09/22/41 (a) | 5,000 | 4,453 | |
Waste Connections Inc. | |||
2.20%, 01/15/32 (a) | 5,000 | 4,476 | |
2.95%, 01/15/52 (a) | 5,000 | 4,280 | |
WEC Energy Group Inc. | |||
3.55%, 06/15/25 (a) | 2,000 | 2,004 | |
Wells Fargo & Co. | |||
4.15%, 01/24/29 (a) | 7,000 | 7,265 | |
4.75%, 12/07/46 (a) | 2,000 | 2,185 | |
Wells Fargo & Co. (2.19% fixed rate until 04/30/25; 2.00% + SOFR thereafter) | |||
2.19%, 04/30/26 (a)(c) | 8,000 | 7,724 | |
Wells Fargo & Co. (2.39% fixed rate until 06/02/27; 2.10% + SOFR thereafter) | |||
2.39%, 06/02/28 (a)(c) | 13,000 | 12,302 | |
Wells Fargo & Co. (3.07% fixed rate until 04/30/40; 2.53% + SOFR thereafter) | |||
3.07%, 04/30/41 (a)(c) | 7,000 | 6,309 | |
Wells Fargo & Co. (5.88% fixed rate until 06/15/25; 3.99% + 3 month USD LIBOR thereafter) | |||
5.88%, 12/29/49 (a)(c) | 7,000 | 7,309 | |
Westlake Corp. | |||
2.88%, 08/15/41 (a) | 3,000 | 2,519 | |
3.13%, 08/15/51 (a) | 3,000 | 2,488 | |
3.38%, 08/15/61 (a) | 2,000 | 1,620 | |
Westpac Banking Corp. (2.89% fixed rate until 02/04/25; 1.35% + 5 year CMT Rate thereafter) | |||
2.89%, 02/04/30 (a)(c) | 7,000 | 6,756 | |
Westpac Banking Corp. (4.11% fixed rate until 07/24/29; 2.00% + 5 year CMT Rate thereafter) | |||
4.11%, 07/24/34 (a)(c) | 5,000 | 4,935 | |
Weyerhaeuser Co. | |||
4.00%, 03/09/52 | 5,000 | 4,978 | |
Willis North America Inc. | |||
3.88%, 09/15/49 (a) | 4,000 | 3,653 |
30 |
State Street Income V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Workday Inc. | |||
3.50%, 04/01/27 | $5,000 | $5,010 | |
3.70%, 04/01/29 | 10,000 | 10,016 | |
WPP Finance 2010 | |||
3.75%, 09/19/24 (a) | 8,000 | 8,090 | |
Xcel Energy Inc. | |||
3.40%, 06/01/30 (a) | 3,000 | 2,997 | |
Yamana Gold Inc. | |||
2.63%, 08/15/31 | 6,000 | 5,366 | |
Zoetis Inc. | |||
3.00%, 09/12/27 (a) | 3,000 | 2,976 | |
3.90%, 08/20/28 (a) | 4,000 | 4,111 | |
3,484,409 | |||
Non-Agency Collateralized Mortgage Obligations - 5.9% | |||
BANK 2017-BNK7 | |||
3.18%, 09/15/60 (a) | 158,000 | 155,816 | |
BANK 2018-BNK15 | |||
4.41%, 11/15/61 (a)(c) | 66,000 | 69,930 | |
Cantor Commercial Real Estate Lending 2019-CF3 | |||
3.01%, 01/15/53 (a) | 34,000 | 33,036 | |
CD 2019-CD8 Mortgage Trust | |||
2.91%, 08/15/57 (a) | 63,000 | 60,868 | |
Citigroup Commercial Mortgage Trust 2015-GC35 | |||
4.46%, 11/10/48 (a)(c) | 33,000 | 31,007 | |
Citigroup Commercial Mortgage Trust 2016-P6 | |||
4.03%, 12/10/49 (a)(c) | 31,273 | 31,640 | |
COMM 2014-CR14 Mortgage Trust | |||
4.53%, 02/10/47 (a)(c) | 25,000 | 25,413 | |
GS Mortgage Securities Trust 2015-GS1 | |||
4.42%, 11/10/48 (a)(c) | 25,000 | 21,188 | |
GS Mortgage Securities Trust 2018-GS9 | |||
4.14%, 03/10/51 (a)(c) | 25,000 | 25,440 | |
GS Mortgage Securities Trust 2019-GC42 | |||
2.75%, 09/01/52 (a) | 105,000 | 100,254 | |
GS Mortgage Securities Trust 2019-GSA1 | |||
3.05%, 11/10/52 (a) | 56,000 | 54,608 | |
JPMBB Commercial Mortgage Securities Trust 2013-C12 | |||
4.03%, 07/15/45 (a)(c) | 15,000 | 15,127 | |
JPMBB Commercial Mortgage Securities Trust 2015-C32 | |||
4.65%, 11/15/48 (a)(c) | 20,000 | 15,697 | |
MASTR Alternative Loan Trust 2003-5 | |||
5.00%, 08/25/18 (e) | 724 | 8 | |
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 | |||
0.86%, 03/15/48 (a)(c)(e) | 328,071 | 5,697 | |
Wells Fargo Commercial Mortgage Trust 2014-LC16 | |||
4.32%, 08/15/50 (a) | 28,250 | 25,696 | |
WFRBS Commercial Mortgage Trust 2013-C17 | |||
4.26%, 12/15/46 (a) | 25,000 | 25,414 |
Principal Amount | Fair Value | ||
WFRBS Commercial Mortgage Trust 2014-LC14 | |||
4.35%, 03/15/47 (a)(c) | $58,000 | $58,831 | |
755,670 | |||
Sovereign Bonds - 0.5% | |||
Government of Mexico | |||
4.75%, 03/08/44 (a) | 20,000 | 19,721 | |
Government of Peru | |||
1.86%, 12/01/32 (a) | 10,000 | 8,577 | |
2.78%, 12/01/60 (a) | 15,000 | 11,775 | |
5.63%, 11/18/50 (a) | 11,000 | 13,960 | |
Government of Uruguay | |||
5.10%, 06/18/50 (a) | 14,040 | 16,638 | |
70,671 | |||
Municipal Bonds and Notes - 0.7% | |||
American Municipal Power Inc. | |||
6.27%, 02/15/50 | 15,000 | 18,907 | |
Board of Regents of the University of Texas System | |||
3.35%, 08/15/47 | 10,000 | 9,788 | |
Port Authority of New York & New Jersey | |||
4.46%, 10/01/62 | 25,000 | 27,775 | |
State of California | |||
4.60%, 04/01/38 | 15,000 | 16,410 | |
State of Illinois | |||
5.10%, 06/01/33 | 10,000 | 10,634 | |
83,514 | |||
Total Bonds and Notes (Cost $12,965,618) | 12,520,065 |
Number of Shares | ||
Domestic Equity - 0.2% | ||
Preferred Stock - 0.2% | ||
Wells Fargo & Co. 5.85%, (5.85% fixed rate until 09/15/23; 3.09% + 3 month USD LIBOR thereafter) (Cost $23,300) (c) | 932 | 23,579 |
Total Investments in Securities (Cost $12,988,918) | 12,543,644 | |
Short-Term Investments - 6.6% | ||
State Street Institutional U.S. Government Money Market Fund - Class G Shares 0.29% (h)(i) (Cost $848,154) | 848,154 | 848,154 |
Total Investments (Cost $13,837,072) | 13,391,798 | |
Liabilities in Excess of Other Assets, net - (4.9)% | (627,102) | |
NET ASSETS - 100.0% | $12,764,696 |
31 |
State Street Income V.I.S. Fund
Schedule of Investments
March 31, 2022
Other Information:
Centrally Cleared Credit Default Swaps |
Reference Entity | Counterparty | Notional Amount (000s omitted) | Contract Annual Fixed Rate/ Payment Frequency | Termination Date | Market Value | Unamortized Upfront Payments Received (Paid) | Unrealized Appreciation (Depreciation) | |||||||
Sell Protection | ||||||||||||||
Markit CDX North America High Yield Index | Intercontinental Exchange | $278 | 1.00%/ Quarterly | 12/20/26 | $(4,791) | $(5,238) | $447 | |||||||
Buy Protection | ||||||||||||||
Markit CDX North America High Yield Index | Intercontinental Exchange | 280 | 5.00%/ Quarterly | 06/20/27 | 15,526 | 14,496 | 1,030 | |||||||
$1,477 |
The Fund had the following long futures contracts open at March 31, 2022: |
Description | Expiration Date | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
2 Yr. U.S. Treasury Notes Futures | June 2022 | 7 | $1,503,005 | $1,483,453 | $(19,552) |
The Fund had the following short futures contracts open at March 31, 2022: |
Description | Expiration date | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
10 Yr. U.S. Treasury Notes Futures | June 2022 | 1 | $(127,061) | $(122,875) | $4,186 | |||||
U.S. Long Bond Futures | June 2022 | 1 | (155,068) | (150,062) | 5,006 | |||||
10 Yr. U.S. Treasury Ultra Futures | June 2022 | 7 | (966,999) | (948,282) | 18,717 | |||||
5 Yr. U.S. Treasury Notes Futures | June 2022 | 1 | (119,143) | (114,687) | 4,456 | |||||
$32,365 | ||||||||||
The views expressed in this document reflect our judgment as of the publication date and are subject to change at any time without notice. The securities cited may not be representative of the Fund’s future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund’s summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.
(a) | At March 31, 2022, all or a portion of this security was pledged to cover collateral requirements for futures, swaps and/or TBAs. |
(b) | Step coupon bond. |
(c) | Variable Rate Security - Interest rate shown is rate in effect at March 31, 2022. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above. |
(d) | Settlement is on a delayed delivery or when-issued basis with final maturity to be announced ("TBA") in the future. |
(e) | Interest only security. These securities represent the right to receive the monthly interest payments on an underlying pool of mortgages. Payments of principal on the pool reduce the value of the "interest only" holding. |
(f) | Principal only security. These securities represent the right to receive the monthly principal payments on an underlying pool of mortgages. No payments of interest on the pool are passed through to the "principal only" holder. |
32 |
State Street Income V.I.S. Fund
Schedule of Investments
March 31, 2022
(g) | Pursuant to Rule 144A of the Securities Act of 1933, as amended, these securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2022, these securities amounted to $239,074 or 1.87% of the net assets of the State Street Income V.I.S. Fund. These securities have been determined to be liquid using procedures established by the Fund's Board of Directors. |
(h) | Sponsored by SSGA Funds Management, Inc., the Fund’s investment adviser and administrator, and an affiliate of State Street Bank & Trust Co., the Fund’s sub-administrator, custodian and accounting agent. |
(i) | Coupon amount represents effective yield. |
† | Percentages are based on net assets as of March 31, 2022. |
Abbreviations: |
CMT - Constant Maturity Treasury |
LIBOR - London Interbank Offered Rate |
REMIC - Real Estate Mortgage Investment Conduit |
SOFR - Secured Overnight Financing Rate |
STRIPS - Separate Trading of Registered Interest and Principal of Security |
TBA - To Be Announced |
The following table presents the Fund’s investments measured at fair value on a recurring basis at March 31, 2022:
Investments | Level 1 | Level 2 | Level 3 | Total | ||||
Investments in Securities | ||||||||
U.S. Treasuries | $— | $4,990,653 | $— | $4,990,653 | ||||
Agency Mortgage Backed | — | 2,960,839 | — | 2,960,839 | ||||
Agency Collateralized Mortgage Obligations | — | 127,318 | — | 127,318 | ||||
Asset Backed | — | 46,991 | — | 46,991 | ||||
Corporate Notes | — | 3,484,409 | — | 3,484,409 | ||||
Non-Agency Collateralized Mortgage Obligations | — | 755,670 | — | 755,670 | ||||
Sovereign Bonds | — | 70,671 | — | 70,671 | ||||
Municipal Bonds and Notes | — | 83,514 | — | 83,514 | ||||
Preferred Stock | 23,579 | — | — | 23,579 | ||||
Short-Term Investments | 848,154 | — | — | 848,154 | ||||
Total Investments in Securities | $871,733 | $12,520,065 | $— | $13,391,798 | ||||
Other Financial Instruments | ||||||||
Credit Default Swap Contracts - Unrealized Appreciation | — | 1,477 | — | 1,477 | ||||
Long Futures Contracts - Unrealized Depreciation | (19,552) | — | — | (19,552) | ||||
Short Futures Contracts - Unrealized Appreciation | 32,365 | — | — | 32,365 | ||||
Total Other Financial Instruments | $12,813 | $1,477 | $— | $14,290 |
Affiliate Table |
Number of Shares Held at 12/31/21 | Value at 12/31/21 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Number of Shares Held at 3/31/22 | Value at 3/31/22 | Dividend Income | |||||||||
State Street Institutional U.S. Government Money Market Fund - Class G Shares | 1,652,318 | $1,652,318 | $2,504,367 | $3,308,531 | $— | $— | 848,154 | $848,154 | $239 |
33 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Domestic Equity - 38.3% † | |||
Common Stock - 38.3% | |||
Advertising - 0.1% | |||
Advantage Solutions Inc. (a) | 2,502 | $15,963 | |
Boston Omaha Corp., Class A (a) | 991 | 25,142 | |
Cardlytics Inc. (a) | 1,525 | 83,845 | |
Clear Channel Outdoor Holdings Inc. (a) | 17,207 | 59,536 | |
comScore Inc. (a) | 2,198 | 6,396 | |
Emerald Holding Inc. (a) | 1,433 | 4,872 | |
Fluent Inc. (a) | 400 | 832 | |
Integral Ad Science Holding Corp. (a) | 1,482 | 20,452 | |
Loyalty Ventures Inc. (a) | 280 | 4,628 | |
Magnite Inc. (a) | 6,127 | 80,938 | |
National CineMedia Inc. | 1,943 | 4,935 | |
Omnicom Group Inc. | 2,627 | 222,980 | |
Stagwell Inc. (a) | 2,534 | 18,346 | |
TechTarget Inc. (a) | 1,229 | 99,893 | |
The Interpublic Group of Companies Inc. | 4,942 | 175,194 | |
Thryv Holdings Inc. (a) | 261 | 7,339 | |
831,291 | |||
Aerospace & Defense - 0.6% | |||
AAR Corp. (a) | 1,606 | 77,779 | |
Aerojet Rocketdyne Holdings Inc. (a) | 3,507 | 138,001 | |
Aerovironment Inc. (a) | 1,059 | 99,694 | |
AerSale Corp. (a) | 496 | 7,797 | |
Astronics Corp. (a) | 752 | 9,723 | |
Axon Enterprise Inc. (a) | 900 | 123,957 | |
BWX Technologies Inc. | 1,000 | 53,860 | |
Byrna Technologies Inc. (a) | 603 | 4,927 | |
Cadre Holdings Inc. | 347 | 8,522 | |
Curtiss-Wright Corp. | 400 | 60,064 | |
Ducommun Inc. (a) | 528 | 27,662 | |
General Dynamics Corp. | 3,115 | 751,276 | |
HEICO Corp. | 500 | 76,770 | |
HEICO Corp., Class A | 1,100 | 139,513 | |
Hexcel Corp. | 800 | 47,576 | |
Howmet Aerospace Inc. | 4,897 | 175,998 | |
Huntington Ingalls Industries Inc. | 500 | 99,720 | |
Kaman Corp. | 1,311 | 57,002 | |
Kratos Defense & Security Solutions Inc. (a) | 5,753 | 117,821 | |
L3Harris Technologies Inc. | 2,480 | 616,206 | |
Lockheed Martin Corp. | 3,014 | 1,330,380 | |
Maxar Technologies Inc. | 3,402 | 134,243 | |
Mercury Systems Inc. (a) | 800 | 51,560 | |
Moog Inc., Class A | 1,358 | 119,232 | |
National Presto Industries Inc. | 253 | 19,468 | |
Northrop Grumman Corp. | 1,780 | 796,052 | |
Park Aerospace Corp. | 558 | 7,282 | |
Parsons Corp. (a) | 1,255 | 48,569 | |
Raytheon Technologies Corp. | 18,786 | 1,861,129 | |
Spirit AeroSystems Holdings Inc., Class A | 1,100 | 53,779 | |
Textron Inc. | 2,771 | 206,107 | |
The Boeing Co. (a) | 6,746 | 1,291,859 | |
TransDigm Group Inc. (a) | 632 | 411,773 | |
Triumph Group Inc. (a) | 3,012 | 76,143 | |
Vectrus Inc. (a) | 472 | 16,926 | |
Virgin Galactic Holdings Inc. (a) | 2,100 | 20,748 |
Number of Shares | Fair Value | ||
Woodward Inc. | 600 | $74,946 | |
9,214,064 | |||
Agricultural & Farm Machinery - 0.1% | |||
AGCO Corp. | 823 | 120,183 | |
AgEagle Aerial Systems Inc. (a) | 3,400 | 4,046 | |
Deere & Co. | 3,509 | 1,457,849 | |
Hydrofarm Holdings Group Inc. (a) | 1,893 | 28,679 | |
Lindsay Corp. | 515 | 80,860 | |
The Toro Co. | 1,368 | 116,950 | |
Titan International Inc. (a) | 2,480 | 36,531 | |
1,845,098 | |||
Agricultural Products - 0.1% | |||
AppHarvest Inc. (a) | 2,400 | 12,900 | |
Archer-Daniels-Midland Co. | 6,772 | 611,241 | |
Bunge Ltd. | 1,737 | 192,477 | |
Darling Ingredients Inc. (a) | 2,100 | 168,798 | |
Fresh Del Monte Produce Inc. | 1,604 | 41,560 | |
Ingredion Inc. | 944 | 82,269 | |
Limoneira Co. | 441 | 6,474 | |
1,115,719 | |||
Air Freight & Logistics - 0.2% | |||
Air Transport Services Group Inc. (a) | 2,778 | 92,924 | |
Atlas Air Worldwide Holdings Inc. (a) | 1,351 | 116,686 | |
CH Robinson Worldwide Inc. | 1,469 | 158,226 | |
Expeditors International of Washington Inc. | 2,101 | 216,739 | |
FedEx Corp. | 3,072 | 710,830 | |
Forward Air Corp. | 1,258 | 123,007 | |
GXO Logistics Inc. (a) | 1,273 | 90,816 | |
Hub Group Inc., Class A (a) | 1,552 | 119,830 | |
Radiant Logistics Inc. (a) | 1,883 | 11,995 | |
United Parcel Service Inc., Class B | 8,892 | 1,906,978 | |
3,548,031 | |||
Airlines - 0.1% | |||
Alaska Air Group Inc. (a) | 1,621 | 94,034 | |
Allegiant Travel Co. (a) | 721 | 117,083 | |
American Airlines Group Inc. (a) | 7,000 | 127,750 | |
Delta Air Lines Inc. (a) | 7,857 | 310,902 | |
Frontier Group Holdings Inc. (a) | 1,243 | 14,083 | |
Hawaiian Holdings Inc. (a) | 2,421 | 47,694 | |
JetBlue Airways Corp. (a) | 3,200 | 47,840 | |
Mesa Air Group Inc. (a) | 1,100 | 4,840 | |
SkyWest Inc. (a) | 2,359 | 68,057 | |
Southwest Airlines Co. (a) | 7,262 | 332,600 | |
Spirit Airlines Inc. (a) | 4,627 | 101,192 | |
Sun Country Airlines Holdings Inc. (a) | 1,550 | 40,579 | |
United Airlines Holdings Inc. (a) | 4,066 | 188,500 | |
1,495,154 | |||
Alternative Carriers - 0.0% * | |||
Anterix Inc. (a) | 479 | 27,734 | |
Bandwidth Inc., Class A (a) | 919 | 29,766 | |
Cogent Communications Holdings Inc. | 1,999 | 132,634 | |
EchoStar Corp., Class A (a) | 1,783 | 43,398 |
See Notes to Schedule of Investments.
34 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Globalstar Inc. (a) | 29,230 | $42,968 | |
Iridium Communications Inc. (a) | 5,433 | 219,059 | |
Liberty Latin America Ltd., Class A (a) | 1,695 | 16,441 | |
Liberty Latin America Ltd., Class C (a) | 7,302 | 70,026 | |
Lumen Technologies Inc. | 13,154 | 148,246 | |
730,272 | |||
Aluminum - 0.0% * | |||
Alcoa Corp. | 2,358 | 212,291 | |
Arconic Corp. (a) | 5,010 | 128,356 | |
Century Aluminum Co. (a) | 2,431 | 63,960 | |
Kaiser Aluminum Corp. | 747 | 70,337 | |
United Co. RUSAL International PJSC (a)** | 55,670 | — | |
474,944 | |||
Apparel Retail - 0.1% | |||
Abercrombie & Fitch Co., Class A (a) | 2,574 | 82,342 | |
American Eagle Outfitters Inc. | 7,133 | 119,834 | |
Boot Barn Holdings Inc. (a) | 1,372 | 130,052 | |
Burlington Stores Inc. (a) | 835 | 152,112 | |
Caleres Inc. | 1,774 | 34,291 | |
Chico's FAS Inc. (a) | 5,052 | 24,250 | |
Citi Trends Inc. (a) | 368 | 11,270 | |
Designer Brands Inc., Class A (a) | 2,889 | 39,030 | |
Foot Locker Inc. | 615 | 18,241 | |
Genesco Inc. (a) | 659 | 41,919 | |
Guess? Inc. | 1,938 | 42,345 | |
Ross Stores Inc. | 4,285 | 387,621 | |
Shoe Carnival Inc. | 734 | 21,403 | |
The Buckle Inc. | 1,416 | 46,785 | |
The Cato Corp., Class A | 912 | 13,370 | |
The Children's Place Inc. (a) | 673 | 33,179 | |
The Gap Inc. | 3,147 | 44,310 | |
The TJX Companies Inc. | 14,653 | 887,679 | |
Tilly's Inc., Class A | 852 | 7,975 | |
Torrid Holdings Inc. (a) | 662 | 4,012 | |
Urban Outfitters Inc. (a) | 3,232 | 81,156 | |
Victoria's Secret & Co. (a) | 739 | 37,955 | |
Zumiez Inc. (a) | 896 | 34,236 | |
2,295,367 | |||
Apparel, Accessories & Luxury Goods - 0.1% | |||
Carter's Inc. | 400 | 36,796 | |
Columbia Sportswear Co. | 500 | 45,265 | |
Fossil Group Inc. (a) | 1,977 | 19,058 | |
G-III Apparel Group Ltd. (a) | 2,099 | 56,778 | |
Hanesbrands Inc. | 3,800 | 56,582 | |
Kontoor Brands Inc. | 2,436 | 100,729 | |
Movado Group Inc. | 759 | 29,639 | |
Oxford Industries Inc. | 760 | 68,780 | |
PLBY Group Inc. (a) | 963 | 12,606 | |
PVH Corp. | 800 | 61,288 | |
Ralph Lauren Corp. | 500 | 56,720 | |
Superior Group of Companies Inc. | 394 | 7,033 | |
Tapestry Inc. | 3,574 | 132,774 | |
Under Armour Inc., Class A (a) | 2,700 | 45,954 | |
Under Armour Inc., Class C (a) | 1,400 | 21,784 | |
Vera Bradley Inc. (a) | 908 | 6,964 |
Number of Shares | Fair Value | ||
VF Corp. | 4,200 | $238,812 | |
997,562 | |||
Application Software - 1.2% | |||
8x8 Inc. (a) | 5,346 | 67,306 | |
ACI Worldwide Inc. (a) | 5,427 | 170,896 | |
Adobe Inc. (a) | 5,886 | 2,681,779 | |
Agilysys Inc. (a) | 1,017 | 40,558 | |
Alarm.com Holdings Inc. (a) | 2,213 | 147,076 | |
Alkami Technology Inc. (a) | 1,011 | 14,467 | |
Altair Engineering Inc., Class A (a) | 2,166 | 139,490 | |
Alteryx Inc., Class A (a) | 800 | 57,224 | |
American Software Inc., Class A | 1,516 | 31,593 | |
Anaplan Inc. (a) | 1,600 | 104,080 | |
ANSYS Inc. (a) | 1,071 | 340,203 | |
Appfolio Inc., Class A (a) | 895 | 101,323 | |
Asana Inc., Class A (a) | 3,333 | 133,220 | |
Aspen Technology Inc. (a) | 864 | 142,880 | |
Autodesk Inc. (a) | 2,674 | 573,172 | |
Avalara Inc. (a) | 1,123 | 111,750 | |
Avaya Holdings Corp. (a) | 3,926 | 49,742 | |
AvidXchange Holdings Inc. (a) | 1,214 | 9,773 | |
Benefitfocus Inc. (a) | 1,198 | 15,119 | |
Bentley Systems Inc., Class B | 1,500 | 66,270 | |
Bill.com Holdings Inc. (a) | 1,192 | 270,334 | |
Black Knight Inc. (a) | 2,024 | 117,372 | |
Blackbaud Inc. (a) | 2,244 | 134,348 | |
Blackline Inc. (a) | 2,534 | 185,539 | |
Bottomline Technologies de Inc. (a) | 2,034 | 115,287 | |
Box Inc., Class A (a) | 6,283 | 182,584 | |
BTRS Holdings Inc., Class A (a) | 4,373 | 32,710 | |
C3.ai Inc., Class A (a) | 800 | 18,160 | |
Cadence Design Systems Inc. (a) | 3,351 | 551,105 | |
CDK Global Inc. | 1,300 | 63,284 | |
Cerence Inc. (a) | 1,796 | 64,836 | |
Ceridian HCM Holding Inc. (a) | 1,705 | 116,554 | |
ChannelAdvisor Corp. (a) | 1,227 | 20,331 | |
Citrix Systems Inc. | 1,572 | 158,615 | |
Cleanspark Inc. (a) | 1,600 | 19,792 | |
Consensus Cloud Solutions Inc. (a) | 766 | 46,060 | |
Couchbase Inc. (a) | 1,081 | 18,831 | |
Coupa Software Inc. (a) | 959 | 97,463 | |
CS Disco Inc. (a) | 718 | 24,390 | |
Datadog Inc., Class A (a) | 3,096 | 468,951 | |
Digimarc Corp. (a) | 410 | 10,812 | |
Digital Turbine Inc. (a) | 4,248 | 186,105 | |
DocuSign Inc. (a) | 2,389 | 255,910 | |
Domo Inc., Class B (a) | 1,331 | 67,309 | |
DoubleVerify Holdings Inc. (a) | 600 | 15,102 | |
Dropbox Inc., Class A (a) | 4,200 | 97,650 | |
Duck Creek Technologies Inc. (a) | 1,100 | 24,332 | |
Dynatrace Inc. (a) | 2,700 | 127,170 | |
E2open Parent Holdings Inc. (a) | 9,367 | 82,523 | |
Ebix Inc. | 1,279 | 42,399 | |
eGain Corp. (a) | 700 | 8,106 | |
Elastic N.V. (a) | 1,000 | 88,950 | |
Enfusion Inc., Class A (a) | 759 | 9,654 | |
EngageSmart Inc. (a) | 560 | 11,934 | |
Envestnet Inc. (a) | 2,499 | 186,026 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 35 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Everbridge Inc. (a) | 500 | $21,820 | |
EverCommerce Inc. (a) | 1,380 | 18,216 | |
Fair Isaac Corp. (a) | 350 | 163,261 | |
Five9 Inc. (a) | 900 | 99,360 | |
GTY Technology Holdings Inc. (a) | 1,668 | 5,388 | |
Guidewire Software Inc. (a) | 900 | 85,158 | |
HubSpot Inc. (a) | 558 | 265,016 | |
Informatica Inc., Class A (a) | 400 | 7,896 | |
Instructure Holdings Inc. (a) | 419 | 8,405 | |
Intapp Inc. (a) | 501 | 12,029 | |
Intelligent Systems Corp. (a) | 348 | 9,535 | |
InterDigital Inc. | 1,455 | 92,829 | |
Intuit Inc. | 3,271 | 1,572,828 | |
Jamf Holding Corp. (a) | 800 | 27,848 | |
Kaltura Inc. (a) | 200 | 358 | |
LivePerson Inc. (a) | 3,104 | 75,800 | |
Manhattan Associates Inc. (a) | 831 | 115,268 | |
Marathon Digital Holdings Inc. (a) | 4,485 | 125,356 | |
MeridianLink Inc. (a) | 1,043 | 18,878 | |
MicroStrategy Inc., Class A (a) | 433 | 210,577 | |
Mimecast Ltd. (a) | 2,842 | 226,109 | |
Mitek Systems Inc. (a) | 1,803 | 26,450 | |
Model N Inc. (a) | 1,697 | 45,649 | |
Momentive Global Inc. (a) | 6,109 | 99,332 | |
nCino Inc. (a) | 700 | 28,686 | |
NCR Corp. (a) | 1,400 | 56,266 | |
New Relic Inc. (a) | 500 | 33,440 | |
Nutanix Inc., Class A (a) | 2,900 | 77,778 | |
ON24 Inc. (a) | 1,066 | 14,018 | |
PagerDuty Inc. (a) | 3,853 | 131,734 | |
Palantir Technologies Inc., Class A (a) | 20,729 | 284,609 | |
Paycom Software Inc. (a) | 635 | 219,951 | |
Paycor HCM Inc. (a) | 500 | 14,555 | |
Paylocity Holding Corp. (a) | 500 | 102,885 | |
Pegasystems Inc. | 400 | 32,260 | |
Procore Technologies Inc. (a) | 700 | 40,572 | |
PROS Holdings Inc. (a) | 1,896 | 63,156 | |
PTC Inc. (a) | 1,348 | 145,207 | |
Q2 Holdings Inc. (a) | 2,559 | 157,762 | |
Rekor Systems Inc. (a) | 1,600 | 7,296 | |
Rimini Street Inc. (a) | 1,614 | 9,361 | |
RingCentral Inc., Class A (a) | 900 | 105,489 | |
Riot Blockchain Inc. (a) | 4,945 | 104,686 | |
salesforce.com Inc. (a) | 11,521 | 2,446,139 | |
ShotSpotter Inc. (a) | 283 | 7,845 | |
Smartsheet Inc., Class A (a) | 1,400 | 76,692 | |
Smith Micro Software Inc. (a) | 2,071 | 7,808 | |
Splunk Inc. (a) | 2,010 | 298,706 | |
Sprout Social Inc., Class A (a) | 2,120 | 169,854 | |
SPS Commerce Inc. (a) | 1,660 | 217,792 | |
SS&C Technologies Holdings Inc. | 2,900 | 217,558 | |
Stronghold Digital Mining Inc., Class A (a) | 447 | 2,615 | |
Sumo Logic Inc. (a) | 4,181 | 48,792 | |
Synopsys Inc. (a) | 1,844 | 614,550 | |
The Trade Desk Inc., Class A (a) | 5,311 | 367,787 | |
Tyler Technologies Inc. (a) | 504 | 224,224 | |
Unity Software Inc. (a) | 1,898 | 188,301 | |
Upland Software Inc. (a) | 1,044 | 18,385 | |
Verint Systems Inc. (a) | 3,016 | 155,927 | |
Veritone Inc. (a) | 1,210 | 22,119 |
Number of Shares | Fair Value | ||
Viant Technology Inc., Class A (a) | 600 | $3,930 | |
VirnetX Holding Corp. (a) | 3,900 | 6,357 | |
Vonage Holdings Corp. (a) | 11,280 | 228,871 | |
Workday Inc., Class A (a) | 2,310 | 553,153 | |
Workiva Inc. (a) | 1,969 | 232,342 | |
Yext Inc. (a) | 5,429 | 37,406 | |
Zendesk Inc. (a) | 1,506 | 181,157 | |
Zoom Video Communications Inc., Class A (a) | 2,674 | 313,473 | |
20,523,309 | |||
Asset Management & Custody Banks - 0.4% | |||
Affiliated Managers Group Inc. | 600 | 84,570 | |
Ameriprise Financial Inc. | 1,367 | 410,592 | |
Ares Management Corp., Class A | 1,822 | 148,001 | |
Artisan Partners Asset Management Inc., Class A | 2,752 | 108,291 | |
AssetMark Financial Holdings Inc. (a) | 580 | 12,905 | |
BlackRock Inc. | 1,801 | 1,376,270 | |
Blackstone Inc. | 8,612 | 1,093,207 | |
Blucora Inc. (a) | 2,320 | 45,356 | |
Brightsphere Investment Group Inc. | 1,486 | 36,036 | |
Cohen & Steers Inc. | 1,170 | 100,491 | |
Diamond Hill Investment Group Inc. | 126 | 23,600 | |
Federated Hermes Inc. | 4,361 | 148,536 | |
Focus Financial Partners Inc., Class A (a) | 2,991 | 136,808 | |
Franklin Resources Inc. | 4,000 | 111,680 | |
GAMCO Investors Inc., Class A | 288 | 6,368 | |
GCM Grosvenor Inc., Class A | 2,182 | 21,187 | |
Hamilton Lane Inc., Class A | 1,635 | 126,369 | |
Invesco Ltd. | 3,500 | 80,710 | |
KKR & Company Inc. | 6,805 | 397,888 | |
Northern Trust Corp. | 2,532 | 294,852 | |
Pzena Investment Management Inc., Class A | 914 | 7,330 | |
Sculptor Capital Management Inc. | 782 | 10,893 | |
SEI Investments Co. | 1,500 | 90,315 | |
State Street Corp. (b) | 4,461 | 388,642 | |
StepStone Group Inc., Class A | 1,917 | 63,376 | |
T Rowe Price Group Inc. | 2,757 | 416,831 | |
The Bank of New York Mellon Corp. | 9,206 | 456,894 | |
The Carlyle Group Inc. | 2,151 | 105,206 | |
Virtus Investment Partners Inc. | 345 | 82,797 | |
WisdomTree Investments Inc. | 6,483 | 38,055 | |
6,424,056 | |||
Auto Parts & Equipment - 0.1% | |||
American Axle & Manufacturing Holdings Inc. (a) | 5,395 | 41,865 | |
BorgWarner Inc. | 3,086 | 120,045 | |
Cooper-Standard Holdings Inc. (a) | 530 | 4,648 | |
Dana Inc. | 6,824 | 119,898 | |
Dorman Products Inc. (a) | 1,238 | 117,647 | |
Fox Factory Holding Corp. (a) | 1,943 | 190,317 | |
Gentex Corp. | 2,558 | 74,617 | |
Gentherm Inc. (a) | 1,562 | 114,088 | |
LCI Industries | 1,161 | 120,523 |
See Notes to Schedule of Investments.
36 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Lear Corp. | 800 | $114,072 | |
Modine Manufacturing Co. (a) | 2,100 | 18,921 | |
Motorcar Parts of America Inc. (a) | 565 | 10,074 | |
Patrick Industries Inc. | 1,073 | 64,702 | |
QuantumScape Corp. (a) | 3,000 | 59,970 | |
Standard Motor Products Inc. | 998 | 43,054 | |
Stoneridge Inc. (a) | 1,080 | 22,421 | |
Tenneco Inc., Class A (a) | 3,224 | 59,064 | |
Visteon Corp. (a) | 1,301 | 141,978 | |
XL Fleet Corp. (a) | 5,509 | 10,963 | |
XPEL Inc. (a) | 855 | 44,982 | |
1,493,849 | |||
Automobile Manufacturers - 0.8% | |||
Canoo Inc. (a) | 3,867 | 21,346 | |
Fisker Inc. (a) | 7,690 | 99,201 | |
Ford Motor Co. | 49,491 | 836,893 | |
General Motors Co. (a) | 17,427 | 762,257 | |
Lordstown Motors Corp., Class A (a) | 5,541 | 18,895 | |
Rivian Automotive Inc., Class A (a) | 2,000 | 100,480 | |
Tesla Inc. (a) | 10,334 | 11,135,918 | |
Thor Industries Inc. | 634 | 49,896 | |
Winnebago Industries Inc. | 1,522 | 82,233 | |
Workhorse Group Inc. (a) | 5,916 | 29,580 | |
13,136,699 | |||
Automotive Retail - 0.2% | |||
Advance Auto Parts Inc. | 798 | 165,154 | |
America's Car-Mart Inc. (a) | 291 | 23,443 | |
Arko Corp. | 3,833 | 34,880 | |
Asbury Automotive Group Inc. (a) | 1,065 | 170,613 | |
AutoNation Inc. (a) | 382 | 38,040 | |
AutoZone Inc. (a) | 255 | 521,368 | |
Camping World Holdings Inc., Class A | 1,979 | 55,313 | |
CarLotz Inc. (a) | 2,186 | 2,995 | |
CarMax Inc. (a) | 2,100 | 202,608 | |
Carvana Co. (a) | 1,013 | 120,841 | |
Group 1 Automotive Inc. | 766 | 128,558 | |
Lazydays Holdings Inc. (a) | 406 | 8,193 | |
Lithia Motors Inc., Class A | 400 | 120,048 | |
Monro Inc. | 1,568 | 69,525 | |
Murphy USA Inc. | 1,073 | 214,557 | |
OneWater Marine Inc., Class A | 503 | 17,328 | |
O'Reilly Automotive Inc. (a) | 810 | 554,818 | |
Penske Automotive Group Inc. | 270 | 25,304 | |
Shift Technologies Inc. (a) | 3,000 | 6,600 | |
Sonic Automotive Inc., Class A | 1,028 | 43,700 | |
TravelCenters of America Inc. (a) | 611 | 26,249 | |
Vroom Inc. (a) | 1,500 | 3,990 | |
2,554,125 | |||
Biotechnology - 1.2% | |||
2seventy bio Inc. (a) | 732 | 12,488 | |
4D Molecular Therapeutics Inc. (a) | 1,200 | 18,144 | |
89bio Inc. (a) | 560 | 2,111 | |
AbbVie Inc. | 21,972 | 3,561,881 | |
ACADIA Pharmaceuticals Inc. (a) | 5,606 | 135,777 | |
Acumen Pharmaceuticals Inc. (a) | 1,301 | 5,087 |
Number of Shares | Fair Value | ||
Adagio Therapeutics Inc. (a) | 1,100 | $5,016 | |
Adicet Bio Inc. (a) | 718 | 14,338 | |
Adverum Biotechnologies Inc. (a) | 2,646 | 3,466 | |
Aeglea BioTherapeutics Inc. (a) | 1,275 | 2,933 | |
Aerovate Therapeutics Inc. (a) | 437 | 8,010 | |
Agenus Inc. (a) | 10,581 | 26,029 | |
Agios Pharmaceuticals Inc. (a) | 2,561 | 74,551 | |
Akebia Therapeutics Inc. (a) | 6,056 | 4,348 | |
Akero Therapeutics Inc. (a) | 1,100 | 15,609 | |
Akouos Inc. (a) | 730 | 3,468 | |
Albireo Pharma Inc. (a) | 824 | 24,580 | |
Aldeyra Therapeutics Inc. (a) | 2,400 | 10,668 | |
Alector Inc. (a) | 2,800 | 39,900 | |
Aligos Therapeutics Inc. (a) | 1,300 | 2,795 | |
Allakos Inc. (a) | 1,613 | 9,194 | |
Allogene Therapeutics Inc. (a) | 2,483 | 22,620 | |
Allovir Inc. (a) | 1,229 | 8,296 | |
Alnylam Pharmaceuticals Inc. (a) | 1,481 | 241,833 | |
Alpine Immune Sciences Inc. (a) | 639 | 5,732 | |
Altimmune Inc. (a) | 1,600 | 9,744 | |
ALX Oncology Holdings Inc. (a) | 756 | 12,776 | |
Amgen Inc. | 6,929 | 1,675,571 | |
Amicus Therapeutics Inc. (a) | 12,349 | 116,945 | |
AnaptysBio Inc. (a) | 805 | 19,916 | |
Anavex Life Sciences Corp. (a) | 3,231 | 39,774 | |
Anika Therapeutics Inc. (a) | 709 | 17,803 | |
Annexon Inc. (a) | 1,050 | 2,867 | |
Apellis Pharmaceuticals Inc. (a) | 3,346 | 170,010 | |
Applied Molecular Transport Inc. (a) | 1,024 | 7,700 | |
Applied Therapeutics Inc. (a) | 1,000 | 2,110 | |
AquaBounty Technologies Inc. (a) | 3,200 | 5,984 | |
Arcturus Therapeutics Holdings Inc. (a) | 891 | 24,021 | |
Arcus Biosciences Inc. (a) | 2,117 | 66,813 | |
Arcutis Biotherapeutics Inc. (a) | 1,360 | 26,194 | |
Ardelyx Inc. (a) | 4,600 | 4,922 | |
Arrowhead Pharmaceuticals Inc. (a) | 4,734 | 217,717 | |
Atara Biotherapeutics Inc. (a) | 3,460 | 32,143 | |
Athenex Inc. (a) | 4,400 | 3,650 | |
Athersys Inc. (a) | 6,676 | 4,042 | |
Atossa Genetics Inc. (a) | 5,700 | 7,125 | |
Atreca Inc., Class A (a) | 1,800 | 5,706 | |
Aura Biosciences Inc. (a) | 332 | 7,304 | |
Avalo Therapeutics Inc. (a) | 3,683 | 2,669 | |
Avid Bioservices Inc. (a) | 2,871 | 58,482 | |
Avidity Biosciences Inc. (a) | 1,820 | 33,615 | |
Avita Therapeutics Inc. (a) | 1,200 | 10,176 | |
Avrobio Inc. (a) | 2,200 | 2,904 | |
Beam Therapeutics Inc. (a) | 2,395 | 137,234 | |
Beyondspring Inc. (a) | 828 | 1,822 | |
BioAtla Inc. (a) | 700 | 3,500 | |
BioCryst Pharmaceuticals Inc. (a) | 8,424 | 136,974 | |
Biogen Inc. (a) | 1,792 | 377,395 | |
Biohaven Pharmaceutical Holding Company Ltd. (a) | 2,562 | 303,776 | |
BioMarin Pharmaceutical Inc. (a) | 2,289 | 176,482 | |
Biomea Fusion Inc. (a) | 1,040 | 4,638 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 37 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Bioxcel Therapeutics Inc. (a) | 797 | $16,665 | |
Black Diamond Therapeutics Inc. (a) | 1,100 | 3,047 | |
Bluebird Bio Inc. (a) | 2,242 | 10,874 | |
Blueprint Medicines Corp. (a) | 2,737 | 174,840 | |
Bolt Biotherapeutics Inc. (a) | 800 | 2,192 | |
Bridgebio Pharma Inc. (a) | 5,078 | 51,542 | |
Brooklyn ImmunoTherapeutics Inc. (a) | 1,300 | 2,665 | |
C4 Therapeutics Inc. (a) | 1,850 | 44,881 | |
Cardiff Oncology Inc. (a) | 1,071 | 2,656 | |
CareDx Inc. (a) | 2,385 | 88,221 | |
Caribou Biosciences Inc. (a) | 2,339 | 21,472 | |
Catalyst Pharmaceuticals Inc. (a) | 3,980 | 32,994 | |
Celcuity Inc. (a) | 276 | 2,581 | |
Celldex Therapeutics Inc. (a) | 2,176 | 74,115 | |
CEL-SCI Corp. (a) | 1,183 | 4,649 | |
Century Therapeutics Inc. (a) | 566 | 7,126 | |
Cerevel Therapeutics Holdings Inc. (a) | 1,930 | 67,569 | |
ChemoCentryx Inc. (a) | 2,556 | 64,079 | |
Chimerix Inc. (a) | 2,592 | 11,871 | |
Chinook Therapeutics Inc. (a) | 1,577 | 25,800 | |
Clene Inc. (a) | 1,600 | 6,304 | |
Clovis Oncology Inc. (a) | 5,000 | 10,100 | |
Codiak Biosciences Inc. (a) | 1,000 | 6,270 | |
Cogent Biosciences Inc. (a) | 1,105 | 8,276 | |
Coherus Biosciences Inc. (a) | 3,122 | 40,305 | |
Contra Aduro Biotech | 4,580 | 595 | |
Cortexyme Inc. (a) | 1,000 | 6,190 | |
Crinetics Pharmaceuticals Inc. (a) | 2,203 | 48,356 | |
Cue Biopharma Inc. (a) | 1,475 | 7,198 | |
Cullinan Oncology Inc. (a) | 1,061 | 11,109 | |
Curis Inc. (a) | 4,200 | 9,996 | |
Cyteir Therapeutics Inc. (a) | 470 | 1,772 | |
Cytokinetics Inc. (a) | 3,714 | 136,712 | |
CytomX Therapeutics Inc. (a) | 2,232 | 5,959 | |
Day One Biopharmaceuticals Inc. (a) | 386 | 3,829 | |
Deciphera Pharmaceuticals Inc. (a) | 1,367 | 12,672 | |
Denali Therapeutics Inc. (a) | 4,262 | 137,109 | |
DermTech Inc. (a) | 844 | 12,390 | |
Design Therapeutics Inc. (a) | 929 | 15,003 | |
Dynavax Technologies Corp. (a) | 5,123 | 55,533 | |
Dyne Therapeutics Inc. (a) | 1,200 | 11,568 | |
Eagle Pharmaceuticals Inc. (a) | 555 | 27,467 | |
Editas Medicine Inc. (a) | 3,249 | 61,796 | |
Eiger BioPharmaceuticals Inc. (a) | 983 | 8,159 | |
Emergent BioSolutions Inc. (a) | 2,303 | 94,561 | |
Enanta Pharmaceuticals Inc. (a) | 912 | 64,916 | |
Entrada Therapeutics Inc. (a) | 503 | 4,723 | |
Epizyme Inc. (a) | 2,859 | 3,288 | |
Erasca Inc. (a) | 2,940 | 25,284 | |
Evelo Biosciences Inc. (a) | 897 | 3,041 | |
Exact Sciences Corp. (a) | 2,300 | 160,816 | |
Exagen Inc. (a) | 594 | 4,770 | |
Exelixis Inc. (a) | 3,600 | 81,612 | |
Fate Therapeutics Inc. (a) | 3,803 | 147,442 | |
FibroGen Inc. (a) | 4,092 | 49,186 | |
Finch Therapeutics Group Inc. (a) | 349 | 1,755 | |
Foghorn Therapeutics Inc. (a) | 666 | 10,143 |
Number of Shares | Fair Value | ||
Forma Therapeutics Holdings Inc. (a) | 1,401 | $13,029 | |
Forte Biosciences Inc. (a) | 600 | 876 | |
Fortress Biotech Inc. (a) | 4,058 | 5,519 | |
Frequency Therapeutics Inc. (a) | 1,030 | 2,184 | |
G1 Therapeutics Inc. (a) | 1,402 | 10,655 | |
Generation Bio Co. (a) | 2,181 | 16,009 | |
Geron Corp. (a) | 9,345 | 12,709 | |
Gilead Sciences Inc. | 15,855 | 942,580 | |
Global Blood Therapeutics Inc. (a) | 2,917 | 101,045 | |
Gossamer Bio Inc. (a) | 2,628 | 22,811 | |
Graphite Bio Inc. (a) | 779 | 3,973 | |
Greenwich Lifesciences Inc. (a) | 107 | 2,099 | |
Gritstone Oncology Inc. (a) | 1,800 | 7,416 | |
GT Biopharma Inc. (a) | 1,400 | 4,032 | |
Halozyme Therapeutics Inc. (a) | 6,368 | 253,956 | |
Harpoon Therapeutics Inc. (a) | 900 | 4,473 | |
Heron Therapeutics Inc. (a) | 4,526 | 25,889 | |
Homology Medicines Inc. (a) | 2,100 | 6,384 | |
Hookipa Pharma Inc. (a) | 1,300 | 2,964 | |
Horizon Therapeutics PLC (a) | 2,709 | 285,014 | |
Humanigen Inc. (a) | 2,200 | 6,622 | |
iBio Inc. (a) | 12,800 | 5,481 | |
Icosavax Inc. (a) | 600 | 4,224 | |
Ideaya Biosciences Inc. (a) | 1,376 | 15,397 | |
IGM Biosciences Inc. (a) | 400 | 10,692 | |
Imago Biosciences Inc. (a) | 923 | 17,786 | |
Immuneering Corp., Class A (a) | 284 | 1,837 | |
Immunic Inc. (a) | 632 | 7,142 | |
ImmunityBio Inc. (a) | 2,413 | 13,537 | |
ImmunoGen Inc. (a) | 9,403 | 44,758 | |
Immunovant Inc. (a) | 1,341 | 7,389 | |
Incyte Corp. (a) | 2,346 | 186,319 | |
Infinity Pharmaceuticals Inc. (a) | 5,800 | 6,612 | |
Inhibrx Inc. (a) | 1,355 | 30,189 | |
Inovio Pharmaceuticals Inc. (a) | 9,964 | 35,771 | |
Inozyme Pharma Inc. (a) | 397 | 1,624 | |
Insmed Inc. (a) | 5,533 | 130,026 | |
Instil Bio Inc. (a) | 2,644 | 28,423 | |
Intellia Therapeutics Inc. (a) | 3,208 | 233,125 | |
Intercept Pharmaceuticals Inc. (a) | 879 | 14,301 | |
Ionis Pharmaceuticals Inc. (a) | 2,200 | 81,488 | |
Iovance Biotherapeutics Inc. (a) | 2,100 | 34,965 | |
Ironwood Pharmaceuticals Inc. (a) | 6,918 | 87,028 | |
iTeos Therapeutics Inc. (a) | 972 | 31,279 | |
IVERIC bio Inc. (a) | 5,419 | 91,202 | |
Janux Therapeutics Inc. (a) | 439 | 6,295 | |
Jounce Therapeutics Inc. (a) | 1,127 | 7,652 | |
KalVista Pharmaceuticals Inc. (a) | 778 | 11,468 | |
Karuna Therapeutics Inc. (a) | 1,042 | 132,115 | |
Karyopharm Therapeutics Inc. (a) | 2,939 | 21,660 | |
Keros Therapeutics Inc. (a) | 748 | 40,676 | |
Kezar Life Sciences Inc. (a) | 1,254 | 20,841 | |
Kiniksa Pharmaceuticals Ltd., Class A (a) | 1,011 | 10,049 | |
Kinnate Biopharma Inc. (a) | 1,248 | 14,052 | |
Kodiak Sciences Inc. (a) | 1,311 | 10,121 |
See Notes to Schedule of Investments.
38 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Kronos Bio Inc. (a) | 1,253 | $9,059 | |
Krystal Biotech Inc. (a) | 853 | 56,759 | |
Kura Oncology Inc. (a) | 3,023 | 48,610 | |
Kymera Therapeutics Inc. (a) | 1,628 | 68,897 | |
Legend Biotech Corp. (a) | 900 | 32,706 | |
Lexicon Pharmaceuticals Inc. (a) | 3,100 | 6,479 | |
Ligand Pharmaceuticals Inc. (a) | 712 | 80,093 | |
Lineage Cell Therapeutics Inc. (a) | 6,100 | 9,394 | |
Lyell Immunopharma Inc. (a) | 6,822 | 34,451 | |
MacroGenics Inc. (a) | 2,931 | 25,822 | |
Madrigal Pharmaceuticals Inc. (a) | 559 | 54,849 | |
Magenta Therapeutics Inc. (a) | 1,500 | 4,350 | |
MannKind Corp. (a) | 11,831 | 43,538 | |
MEI Pharma Inc. (a) | 3,118 | 1,879 | |
MeiraGTx Holdings PLC (a) | 984 | 13,628 | |
Mersana Therapeutics Inc. (a) | 3,174 | 12,664 | |
MiMedx Group Inc. (a) | 5,406 | 25,462 | |
Mirati Therapeutics Inc. (a) | 500 | 41,110 | |
Moderna Inc. (a) | 4,208 | 724,870 | |
Molecular Templates Inc. (a) | 1,600 | 5,520 | |
Monte Rosa Therapeutics Inc. (a) | 1,329 | 18,633 | |
Morphic Holding Inc. (a) | 1,014 | 40,712 | |
Mustang Bio Inc. (a) | 3,206 | 3,238 | |
Myriad Genetics Inc. (a) | 3,732 | 94,046 | |
Natera Inc. (a) | 900 | 36,612 | |
Neoleukin Therapeutics Inc. (a) | 2,000 | 3,760 | |
Neurocrine Biosciences Inc. (a) | 1,000 | 93,750 | |
NexImmune Inc. (a) | 1,600 | 6,736 | |
Nkarta Inc. (a) | 500 | 5,690 | |
Novavax Inc. (a) | 800 | 58,920 | |
Nurix Therapeutics Inc. (a) | 1,134 | 15,887 | |
Nuvalent Inc., Class A (a) | 342 | 4,750 | |
Ocugen Inc. (a) | 6,252 | 20,632 | |
Olema Pharmaceuticals Inc. (a) | 1,047 | 4,460 | |
Omega Therapeutics Inc. (a) | 410 | 2,558 | |
Oncocyte Corp. (a) | 1,668 | 2,485 | |
Oncorus Inc. (a) | 1,500 | 2,670 | |
Oncternal Therapeutics Inc. (a) | 1,181 | 1,642 | |
OPKO Health Inc. (a) | 18,933 | 65,130 | |
Organogenesis Holdings Inc. (a) | 3,194 | 24,338 | |
ORIC Pharmaceuticals Inc. (a) | 1,400 | 7,476 | |
Outlook Therapeutics Inc. (a) | 2,613 | 4,651 | |
Oyster Point Pharma Inc. (a) | 512 | 5,960 | |
Passage Bio Inc. (a) | 1,700 | 5,270 | |
PMV Pharmaceuticals Inc. (a) | 1,286 | 26,775 | |
Poseida Therapeutics Inc. (a) | 846 | 3,790 | |
Praxis Precision Medicines Inc. (a) | 1,351 | 13,794 | |
Precigen Inc. (a) | 4,200 | 8,862 | |
Precision BioSciences Inc. (a) | 1,519 | 4,679 | |
Prelude Therapeutics Inc. (a) | 600 | 4,140 | |
Prometheus Biosciences Inc. (a) | 1,418 | 53,544 | |
Protagonist Therapeutics Inc. (a) | 2,126 | 50,344 | |
PTC Therapeutics Inc. (a) | 3,259 | 121,593 | |
Puma Biotechnology Inc. (a) | 1,900 | 5,472 | |
Pyxis Oncology Inc. (a) | 616 | 2,489 |
Number of Shares | Fair Value | ||
Radius Health Inc. (a) | 1,994 | $17,607 | |
Rallybio Corp. (a) | 346 | 2,415 | |
RAPT Therapeutics Inc. (a) | 900 | 19,791 | |
Recursion Pharmaceuticals Inc., Class A (a) | 5,518 | 39,509 | |
Regeneron Pharmaceuticals Inc. (a) | 1,263 | 882,104 | |
REGENXBIO Inc. (a) | 1,873 | 62,165 | |
Relay Therapeutics Inc. (a) | 3,301 | 98,799 | |
Replimune Group Inc. (a) | 1,004 | 17,048 | |
REVOLUTION Medicines Inc. (a) | 2,819 | 71,913 | |
Rhythm Pharmaceuticals Inc. (a) | 2,171 | 25,010 | |
Rigel Pharmaceuticals Inc. (a) | 8,313 | 24,856 | |
Rocket Pharmaceuticals Inc. (a) | 1,992 | 31,593 | |
Rubius Therapeutics Inc. (a) | 2,100 | 11,571 | |
Sage Therapeutics Inc. (a) | 800 | 26,480 | |
Sana Biotechnology Inc. (a) | 2,980 | 24,615 | |
Sangamo Therapeutics Inc. (a) | 5,724 | 33,256 | |
Sarepta Therapeutics Inc. (a) | 900 | 70,308 | |
Scholar Rock Holding Corp. (a) | 935 | 12,052 | |
Seagen Inc. (a) | 1,700 | 244,885 | |
Selecta Biosciences Inc. (a) | 4,600 | 5,658 | |
Sensei Biotherapeutics Inc. (a) | 500 | 1,155 | |
Seres Therapeutics Inc. (a) | 3,408 | 24,265 | |
Sesen Bio Inc. (a) | 8,400 | 5,063 | |
Shattuck Labs Inc. (a) | 1,500 | 6,390 | |
Silverback Therapeutics Inc. (a) | 800 | 2,808 | |
Solid Biosciences Inc. (a) | 4,800 | 5,760 | |
Sorrento Therapeutics Inc. (a) | 14,441 | 33,648 | |
Spectrum Pharmaceuticals Inc. (a) | 8,800 | 11,352 | |
Spero Therapeutics Inc. (a) | 725 | 6,308 | |
SpringWorks Therapeutics Inc. (a) | 1,376 | 77,661 | |
SQZ Biotechnologies Co. (a) | 717 | 3,449 | |
Stoke Therapeutics Inc. (a) | 800 | 16,840 | |
Summit Therapeutics Inc. (a) | 1,264 | 3,097 | |
Surface Oncology Inc. (a) | 1,500 | 4,410 | |
Sutro Biopharma Inc. (a) | 1,900 | 15,618 | |
Syndax Pharmaceuticals Inc. (a) | 2,157 | 37,489 | |
Syros Pharmaceuticals Inc. (a) | 2,900 | 3,451 | |
Talaris Therapeutics Inc. (a) | 1,022 | 10,056 | |
Taysha Gene Therapies Inc. (a) | 1,100 | 7,172 | |
TCR2 Therapeutics Inc. (a) | 1,700 | 4,692 | |
Tenaya Therapeutics Inc. (a) | 1,315 | 15,491 | |
TG Therapeutics Inc. (a) | 6,153 | 58,515 | |
Tonix Pharmaceuticals Holding Corp. (a) | 18,200 | 4,190 | |
Travere Therapeutics Inc. (a) | 2,791 | 71,924 | |
Trevena Inc. (a) | 10,100 | 5,554 | |
Turning Point Therapeutics Inc. (a) | 2,181 | 58,560 | |
Twist Bioscience Corp. (a) | 2,546 | 125,722 | |
Tyra Biosciences Inc. (a) | 583 | 6,238 | |
Ultragenyx Pharmaceutical Inc. (a) | 700 | 50,834 | |
United Therapeutics Corp. (a) | 611 | 109,620 | |
UroGen Pharma Ltd. (a) | 604 | 5,261 | |
Vanda Pharmaceuticals Inc. (a) | 2,651 | 29,983 | |
Vaxart Inc. (a) | 5,954 | 30,008 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 39 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Vaxcyte Inc. (a) | 1,927 | $46,537 | |
VBI Vaccines Inc. (a) | 5,803 | 9,633 | |
Vera Therapeutics Inc. (a) | 383 | 8,997 | |
Veracyte Inc. (a) | 3,179 | 87,645 | |
Verastem Inc. (a) | 8,267 | 11,656 | |
Vericel Corp. (a) | 2,191 | 83,740 | |
Vertex Pharmaceuticals Inc. (a) | 3,181 | 830,146 | |
Verve Therapeutics Inc. (a) | 1,676 | 38,246 | |
Viking Therapeutics Inc. (a) | 2,004 | 6,012 | |
Vincerx Pharma Inc. (a) | 713 | 2,852 | |
Vir Biotechnology Inc. (a) | 2,843 | 73,122 | |
Viracta Therapeutics Inc. (a) | 1,800 | 8,568 | |
VistaGen Therapeutics Inc. (a) | 5,909 | 7,327 | |
Vor BioPharma Inc. (a) | 700 | 4,228 | |
Werewolf Therapeutics Inc. (a) | 1,267 | 5,575 | |
XBiotech Inc. | 857 | 7,404 | |
Xencor Inc. (a) | 2,666 | 71,129 | |
Xilio Therapeutics Inc. (a) | 428 | 3,026 | |
XOMA Corp. (a) | 176 | 4,924 | |
Y-mAbs Therapeutics Inc. (a) | 1,129 | 13,413 | |
Zentalis Pharmaceuticals Inc. (a) | 1,720 | 79,361 | |
ZIOPHARM Oncology Inc. (a) | 6,732 | 4,392 | |
19,228,965 | |||
Brewers - 0.0% * | |||
Molson Coors Beverage Co., Class B | 2,400 | 128,112 | |
The Boston Beer Company Inc., Class A (a) | 114 | 44,286 | |
172,398 | |||
Broadcasting - 0.1% | |||
AMC Networks Inc., Class A (a) | 1,381 | 56,110 | |
Discovery Inc., Class A (a) | 2,400 | 59,808 | |
Discovery Inc., Class C (a) | 3,400 | 84,898 | |
Entercom Communications Corp. (a) | 5,877 | 16,985 | |
Entravision Co.mmunications Co.rp, Class A | 2,117 | 13,570 | |
Fox Corp., Class A | 4,200 | 165,690 | |
Fox Corp., Class B | 2,100 | 76,188 | |
Gray Television Inc. | 4,019 | 88,699 | |
Hemisphere Media Group Inc. (a) | 936 | 4,278 | |
iHeartMedia Inc., Class A (a) | 5,262 | 99,610 | |
Media General Inc. | 2,076 | 208 | |
Nexstar Broadcasting Group Inc., Class A | 524 | 98,763 | |
Paramount Global, Class B | 7,304 | 276,164 | |
Sinclair Broadcast Group Inc., Class A | 2,175 | 60,943 | |
TEGNA Inc. | 10,174 | 227,898 | |
The EW Scripps., Class A (a) | 2,714 | 56,424 | |
1,386,236 | |||
Building Products - 0.2% | |||
A O Smith Corp. | 1,806 | 115,385 | |
AAON Inc. | 1,969 | 109,732 | |
Advanced Drainage Systems Inc. | 800 | 95,048 | |
American Woodmark Corp. (a) | 789 | 38,622 | |
Apogee Enterprises Inc. | 1,181 | 56,050 | |
Armstrong World Industries Inc. | 500 | 45,005 | |
Builders FirstSource Inc. (a) | 2,500 | 161,350 |
Number of Shares | Fair Value | ||
Carlisle Companies Inc. | 700 | $172,144 | |
Carrier Global Corp. | 10,592 | 485,855 | |
Cornerstone Building Brands Inc. (a) | 2,591 | 63,013 | |
CSW Industrials Inc. | 699 | 82,196 | |
Fortune Brands Home & Security Inc. | 1,835 | 136,304 | |
Gibraltar Industries Inc. (a) | 1,548 | 66,487 | |
Griffon Corp. | 2,211 | 44,286 | |
Insteel Industries Inc. | 897 | 33,180 | |
JELD-WEN Holding Inc. (a) | 4,302 | 87,245 | |
Johnson Controls International PLC | 8,695 | 570,131 | |
Lennox International Inc. | 400 | 103,144 | |
Masco Corp. | 2,600 | 132,600 | |
Masonite International Corp. (a) | 1,119 | 99,524 | |
Owens Corning | 1,299 | 118,859 | |
PGT Innovations Inc. (a) | 2,732 | 49,121 | |
Quanex Building Products Corp. | 1,608 | 33,752 | |
Resideo Technologies Inc. (a) | 6,651 | 158,493 | |
Simpson Manufacturing Company Inc. | 2,004 | 218,516 | |
The AZEK Company Inc. (a) | 1,400 | 34,776 | |
Trex Company Inc. (a) | 1,496 | 97,734 | |
UFP Industries Inc. | 2,770 | 213,733 | |
View Inc. (a) | 4,911 | 9,036 | |
Zurn Water Solutions Corp. | 5,582 | 197,603 | |
3,828,924 | |||
Cable & Satellite - 0.3% | |||
Altice USA Inc., Class A (a) | 2,600 | 32,448 | |
Cable One Inc. | 71 | 103,961 | |
Charter Communications Inc., Class A (a) | 1,479 | 806,824 | |
Comcast Corp., Class A | 55,989 | 2,621,405 | |
DISH Network Corp., Class A (a) | 2,700 | 85,455 | |
Liberty Broadband Corp., Class A (a) | 300 | 39,318 | |
Liberty Broadband Corp., Class C (a) | 1,800 | 243,576 | |
Liberty Media Corp-Liberty SiriusXM, Class A (a) | 1,400 | 63,994 | |
Liberty Media Corp-Liberty SiriusXM, Class C (a) | 2,097 | 95,896 | |
Sirius XM Holdings Inc. | 12,500 | 82,750 | |
WideOpenWest Inc. (a) | 2,505 | 43,687 | |
4,219,314 | |||
Casinos & Gaming - 0.1% | |||
Accel Entertainment Inc. (a) | 2,707 | 32,971 | |
Bally's Corp. (a) | 1,555 | 47,801 | |
Boyd Gaming Corp. | 1,000 | 65,780 | |
Caesars Entertainment Inc. (a) | 2,559 | 197,964 | |
Century Casinos Inc. (a) | 1,057 | 12,631 | |
Churchill Downs Inc. | 400 | 88,712 | |
DraftKings Inc., Class A (a) | 4,400 | 85,668 | |
Esports Technologies Inc. (a) | 411 | 2,770 | |
Everi Holdings Inc. (a) | 4,025 | 84,525 | |
Full House Resorts Inc. (a) | 1,217 | 11,695 | |
Golden Entertainment Inc. (a) | 821 | 47,675 | |
Golden Nugget Online Gaming Inc. (a) | 1,700 | 12,087 | |
International Game Technology PLC | 4,692 | 115,799 | |
Las Vegas Sands Corp. (a) | 4,159 | 161,660 |
See Notes to Schedule of Investments.
40 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
MGM Resorts International | 5,100 | $213,894 | |
Monarch Casino & Resort Inc. (a) | 625 | 54,519 | |
Penn National Gaming Inc. (a) | 1,800 | 76,356 | |
PlayAGS Inc. (a) | 900 | 6,003 | |
Red Rock Resorts Inc., Class A | 2,469 | 119,895 | |
Rush Street Interactive Inc. (a) | 1,769 | 12,861 | |
Scientific Games Co.rp, Class A (a) | 4,423 | 259,851 | |
Wynn Resorts Ltd. (a) | 1,370 | 109,244 | |
1,820,361 | |||
Coal & Consumable Fuels - 0.0% * | |||
Arch Resources Inc. | 710 | 97,540 | |
Centrus Energy Corp., Class A (a) | 344 | 11,593 | |
CONSOL Energy Inc. (a) | 1,624 | 61,111 | |
Energy Fuels Inc. (a) | 7,309 | 66,877 | |
Peabody Energy Corp. (a) | 4,185 | 102,658 | |
Ur-Energy Inc. (a) | 6,886 | 11,018 | |
350,797 | |||
Commercial Printing - 0.0% * | |||
Brady Corp., Class A | 2,217 | 102,581 | |
Deluxe Corp. | 1,994 | 60,299 | |
Ennis Inc. | 1,022 | 18,876 | |
181,756 | |||
Commodity Chemicals - 0.1% | |||
AdvanSix Inc. | 1,297 | 66,264 | |
Cabot Corp. | 2,581 | 176,566 | |
Dow Inc. | 9,086 | 578,960 | |
Hawkins Inc. | 919 | 42,182 | |
Koppers Holdings Inc. | 863 | 23,750 | |
Kronos Worldwide Inc. | 773 | 11,997 | |
LyondellBasell Industries N.V., Class A | 3,234 | 332,520 | |
Olin Corp. | 1,590 | 83,125 | |
PureCycle Technologies Inc. (a) | 2,632 | 21,056 | |
Tredegar Corp. | 784 | 9,400 | |
Trinseo PLC | 1,832 | 87,789 | |
Valvoline Inc. | 2,100 | 66,276 | |
Westlake Chemical Corp. | 300 | 37,020 | |
Zymergen Inc. (a) | 2,793 | 8,072 | |
1,544,977 | |||
Communications Equipment - 0.3% | |||
ADTRAN Inc. | 2,300 | 42,435 | |
Arista Networks Inc. (a) | 2,953 | 410,408 | |
Aviat Networks Inc. (a) | 331 | 10,185 | |
CalAmp Corp. (a) | 1,181 | 8,633 | |
Calix Inc. (a) | 2,587 | 111,008 | |
Cambium Networks Corp. (a) | 500 | 11,820 | |
Casa Systems Inc. (a) | 975 | 4,407 | |
Ciena Corp. (a) | 1,979 | 119,987 | |
Cisco Systems Inc. | 52,456 | 2,924,947 | |
Clearfield Inc. (a) | 550 | 35,871 | |
CommScope Holding Company Inc. (a) | 2,900 | 22,852 | |
Comtech Telecommunications Corp. | 1,259 | 19,754 | |
Digi International Inc. (a) | 1,629 | 35,056 | |
DZS Inc. (a) | 487 | 6,755 | |
EMCORE Corp. (a) | 1,752 | 6,482 | |
Extreme Networks Inc. (a) | 6,007 | 73,345 |
Number of Shares | Fair Value | ||
F5 Inc. (a) | 800 | $167,160 | |
Harmonic Inc. (a) | 4,342 | 40,337 | |
Infinera Corp. (a) | 8,650 | 74,995 | |
Inseego Corp. (a) | 2,988 | 12,101 | |
Juniper Networks Inc. | 4,155 | 154,400 | |
KVH Industries Inc. (a) | 835 | 7,598 | |
Lumentum Holdings Inc. (a) | 1,000 | 97,600 | |
Motorola Solutions Inc. | 2,029 | 491,424 | |
NETGEAR Inc. (a) | 1,394 | 34,404 | |
NetScout Systems Inc. (a) | 3,297 | 105,768 | |
Plantronics Inc. (a) | 2,004 | 78,958 | |
Ribbon Communications Inc. (a) | 2,228 | 6,885 | |
Ubiquiti Inc. | 100 | 29,116 | |
ViaSat Inc. (a) | 900 | 43,920 | |
Viavi Solutions Inc. (a) | 10,579 | 170,110 | |
5,358,721 | |||
Computer & Electronics Retail - 0.0% * | |||
Best Buy Company Inc. | 3,038 | 276,154 | |
Conn's Inc. (a) | 771 | 11,881 | |
GameStop Corp., Class A (a) | 700 | 116,606 | |
Rent-A-Center Inc. | 3,102 | 78,140 | |
482,781 | |||
Construction & Engineering - 0.2% | |||
AECOM | 1,800 | 138,258 | |
Ameresco Inc., Class A (a) | 1,450 | 115,275 | |
API Group Corp. (a) | 9,281 | 195,179 | |
Arcosa Inc. | 2,271 | 130,015 | |
Argan Inc. | 619 | 25,125 | |
Comfort Systems USA Inc. | 1,669 | 148,558 | |
Concrete Pumping Holdings Inc. (a) | 842 | 5,641 | |
Construction Partners Inc., Class A (a) | 1,832 | 47,962 | |
Dycom Industries Inc. (a) | 1,380 | 131,459 | |
EMCOR Group Inc. | 2,452 | 276,169 | |
Fluor Corp. (a) | 6,636 | 190,387 | |
Granite Construction Inc. | 2,163 | 70,946 | |
Great Lakes Dredge & Dock Corp. (a) | 3,087 | 43,311 | |
IES Holdings Inc. (a) | 304 | 12,221 | |
Infrastructure and Energy Alternatives Inc. (a) | 938 | 11,115 | |
INNOVATE Corp. (a) | 2,489 | 9,184 | |
MasTec Inc. (a) | 800 | 69,680 | |
Matrix Service Co. (a) | 834 | 6,856 | |
MDU Resources Group Inc. | 2,300 | 61,295 | |
MYR Group Inc. (a) | 780 | 73,351 | |
Northwest Pipe Co. (a) | 285 | 7,253 | |
NV5 Global Inc. (a) | 622 | 82,913 | |
Primoris Services Corp. | 2,528 | 60,217 | |
Quanta Services Inc. | 1,838 | 241,899 | |
Sterling Construction Company Inc. (a) | 1,335 | 35,778 | |
Tutor Perini Corp. (a) | 1,476 | 15,941 | |
Valmont Industries Inc. | 200 | 47,720 | |
WillScot Mobile Mini Holdings Corp. (a) | 9,592 | 375,335 | |
2,629,043 | |||
Construction Machinery & Heavy Trucks - 0.2% | |||
Alamo Group Inc. | 470 | 67,581 | |
Allison Transmission Holdings Inc. | 1,100 | 43,186 | |
Astec Industries Inc. | 1,080 | 46,440 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 41 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Blue Bird Corp. (a) | 532 | $10,012 | |
Caterpillar Inc. | 6,715 | 1,496,236 | |
Commercial Vehicle Group Inc. (a) | 1,537 | 12,988 | |
Cummins Inc. | 1,758 | 360,583 | |
Douglas Dynamics Inc. | 1,082 | 37,426 | |
Federal Signal Corp. | 2,832 | 95,580 | |
Hyliion Holdings Corp. (a) | 5,742 | 25,437 | |
Ideanomics Inc. (a) | 15,685 | 17,567 | |
Meritor Inc. (a) | 3,184 | 113,255 | |
Miller Industries Inc. | 387 | 10,898 | |
Nikola Corp. (a) | 10,764 | 115,283 | |
Oshkosh Corp. | 900 | 90,585 | |
PACCAR Inc. | 4,170 | 367,252 | |
REV Group Inc. | 1,617 | 21,668 | |
Terex Corp. | 3,210 | 114,469 | |
The Greenbrier Companies Inc. | 1,504 | 77,471 | |
The Manitowoc Company Inc. (a) | 1,443 | 21,760 | |
The Shyft Group Inc. | 1,637 | 59,112 | |
Trinity Industries Inc. | 3,625 | 124,555 | |
Wabash National Corp. | 2,371 | 35,186 | |
Westinghouse Air Brake Technologies Corp. | 2,241 | 215,517 | |
3,580,047 | |||
Construction Materials - 0.1% | |||
Eagle Materials Inc. | 400 | 51,344 | |
Martin Marietta Materials Inc. | 767 | 295,210 | |
Summit Materials Inc., Class A (a) | 5,462 | 169,650 | |
U.S. Lime & Minerals Inc. | 80 | 9,283 | |
Vulcan Materials Co. | 1,631 | 299,615 | |
825,102 | |||
Consumer Electronics - 0.0% * | |||
GoPro Inc., Class A (a) | 6,131 | 52,297 | |
Snap One Holdings Corp. (a) | 450 | 6,638 | |
Sonos Inc. (a) | 5,632 | 158,935 | |
Universal Electronics Inc. (a) | 452 | 14,120 | |
VOXX International Corp. (a) | 507 | 5,055 | |
Vuzix Corp. (a) | 2,063 | 13,616 | |
250,661 | |||
Consumer Finance - 0.2% | |||
Ally Financial Inc. | 4,327 | 188,138 | |
American Express Co. | 7,557 | 1,413,159 | |
Atlanticus Holdings Corp. (a) | 172 | 8,908 | |
Capital One Financial Corp. | 5,110 | 670,892 | |
Credit Acceptance Corp. (a) | 121 | 66,595 | |
Curo Group Holdings Corp. | 621 | 8,104 | |
Discover Financial Services | 3,575 | 393,929 | |
Encore Capital Group Inc. (a) | 1,136 | 71,261 | |
Enova International Inc. (a) | 1,720 | 65,308 | |
Ezcorp Inc., Class A (a) | 1,880 | 11,355 | |
FirstCash Holdings Inc. | 1,863 | 131,043 | |
Green Dot Corp., Class A (a) | 2,532 | 69,579 | |
LendingClub Corp. (a) | 4,682 | 73,882 | |
LendingTree Inc. (a) | 551 | 65,938 | |
Navient Corp. | 6,955 | 118,513 | |
Nelnet Inc., Class A | 803 | 68,247 | |
OneMain Holdings Inc. | 1,600 | 75,856 | |
Oportun Financial Corp. (a) | 663 | 9,521 | |
PRA Group Inc. (a) | 2,035 | 91,738 | |
PROG Holdings Inc. (a) | 2,600 | 74,802 |
Number of Shares | Fair Value | ||
Regional Management Corp. | 271 | $13,163 | |
SLM Corp. | 2,700 | 49,572 | |
Synchrony Financial | 6,742 | 234,689 | |
Upstart Holdings Inc. (a) | 500 | 54,545 | |
World Acceptance Corp. (a) | 208 | 39,903 | |
4,068,640 | |||
Copper - 0.1% | |||
Freeport-McMoRan Inc. | 18,498 | 920,091 | |
Data Processing & Outsourced Services - 1.0% | |||
Alliance Data Systems Corp. | 800 | 44,920 | |
Automatic Data Processing Inc. | 5,229 | 1,189,807 | |
Broadridge Financial Solutions Inc. | 1,447 | 225,312 | |
Cantaloupe Inc. (a) | 1,880 | 12,728 | |
Cass Information Systems Inc. | 501 | 18,492 | |
Concentrix Corp. | 552 | 91,941 | |
Conduent Inc. (a) | 8,056 | 41,569 | |
CSG Systems International Inc. | 1,479 | 94,020 | |
Euronet Worldwide Inc. (a) | 500 | 65,075 | |
Evo Payments Inc., Class A (a) | 2,252 | 51,999 | |
ExlService Holdings Inc. (a) | 1,511 | 216,481 | |
Fidelity National Information Services Inc. | 7,668 | 770,021 | |
Fiserv Inc. (a) | 7,547 | 765,266 | |
FleetCor Technologies Inc. (a) | 988 | 246,071 | |
Flywire Corp. (a) | 2,585 | 79,049 | |
Genpact Ltd. | 2,500 | 108,775 | |
Global Payments Inc. | 3,513 | 480,719 | |
GreenBox POS (a) | 1,500 | 6,330 | |
I3 Verticals Inc., Class A (a) | 1,042 | 29,030 | |
International Money Express Inc. (a) | 1,566 | 32,275 | |
Jack Henry & Associates Inc. | 938 | 184,833 | |
Mastercard Inc., Class A | 10,759 | 3,845,051 | |
Maximus Inc. | 2,821 | 211,434 | |
MoneyGram International Inc. (a) | 4,269 | 45,081 | |
Paya Holdings Inc. (a) | 3,089 | 18,102 | |
Paychex Inc. | 3,928 | 536,054 | |
PayPal Holdings Inc. (a) | 14,631 | 1,692,075 | |
Remitly Global Inc. (a) | 589 | 5,813 | |
Repay Holdings Corp. (a) | 4,103 | 60,601 | |
Sabre Corp. (a) | 5,200 | 59,436 | |
Shift4 Payments Inc., Class A (a) | 600 | 37,158 | |
Square Inc. (a) | 6,032 | 817,939 | |
StarTek Inc. (a) | 1,040 | 4,607 | |
The Western Union Co. | 4,200 | 78,708 | |
TTEC Holdings Inc. | 874 | 72,123 | |
Verra Mobility Corp. (a) | 6,757 | 110,004 | |
Visa Inc., Class A | 20,666 | 4,583,099 | |
WEX Inc. (a) | 592 | 105,642 | |
17,037,640 | |||
Department Stores - 0.0% * | |||
Dillard's Inc., Class A | 250 | 67,097 | |
Kohl's Corp. | 1,600 | 96,736 | |
Macy's Inc. | 13,874 | 337,971 | |
Nordstrom Inc. | 1,600 | 43,376 | |
545,180 | |||
Distillers & Vintners - 0.0% * | |||
Brown-Forman Corp., Class B | 2,335 | 156,492 |
See Notes to Schedule of Investments.
42 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Brown-Forman Corp., Class A | 500 | $31,370 | |
Constellation Brands Inc., Class A | 1,908 | 439,450 | |
MGP Ingredients Inc. | 673 | 57,602 | |
The Duckhorn Portfolio Inc. (a) | 1,731 | 31,487 | |
716,401 | |||
Distributors - 0.0% * | |||
Funko Inc., Class A (a) | 1,318 | 22,735 | |
Genuine Parts Co. | 1,800 | 226,836 | |
LKQ Corp. | 3,446 | 156,483 | |
Pool Corp. | 487 | 205,928 | |
611,982 | |||
Diversified Banks - 0.8% | |||
Bank of America Corp. | 88,551 | 3,650,072 | |
Citigroup Inc. | 24,552 | 1,311,077 | |
JPMorgan Chase & Co. | 36,541 | 4,981,269 | |
U.S. Bancorp | 17,000 | 903,550 | |
Wells Fargo & Co. | 48,559 | 2,353,169 | |
13,199,137 | |||
Diversified Chemicals - 0.0% * | |||
Huntsman Corp. | 2,711 | 101,690 | |
The Chemours Co. | 1,800 | 56,664 | |
158,354 | |||
Diversified Metals & Mining - 0.0% * | |||
Compass Minerals International Inc. | 1,608 | 100,966 | |
Ferroglobe PLC (c) | 1,316 | — | |
Materion Corp. | 960 | 82,310 | |
MP Materials Corp. (a) | 3,549 | 203,500 | |
386,776 | |||
Diversified Real Estate Activities - 0.0% * | |||
Tejon Ranch Co. (a) | 729 | 13,312 | |
The RMR Group Inc., Class A | 545 | 16,949 | |
The St Joe Co. | 1,569 | 92,948 | |
123,209 | |||
Diversified REITs - 0.1% | |||
Alexander & Baldwin Inc. | 3,418 | 79,263 | |
American Assets Trust Inc. | 2,351 | 89,079 | |
Armada Hoffler Properties Inc. | 2,884 | 42,106 | |
Broadstone Net Lease Inc. | 7,363 | 160,366 | |
CTO Realty Growth Inc. | 204 | 13,529 | |
DigitalBridge Group Inc. (a) | 22,705 | 163,476 | |
Empire State Realty Trust Inc., Class A | 6,769 | 66,472 | |
Essential Properties Realty Trust Inc. | 5,672 | 143,502 | |
Gladstone Commercial Corp. | 1,772 | 39,020 | |
Global Net Lease Inc. | 4,922 | 77,423 | |
iStar Inc. | 3,167 | 74,140 | |
One Liberty Properties Inc. | 650 | 20,014 | |
PS Business Parks Inc. | 940 | 157,995 | |
STORE Capital Corp. | 3,232 | 94,471 | |
Washington Real Estate Investment Trust | 3,980 | 101,490 | |
WP Carey Inc. | 2,331 | 188,438 | |
1,510,784 | |||
Diversified Support Services - 0.1% | |||
Cintas Corp. | 1,069 | 454,742 | |
Copart Inc. (a) | 2,574 | 322,960 |
Number of Shares | Fair Value | ||
Driven Brands Holdings Inc. (a) | 300 | $7,884 | |
Healthcare Services Group Inc. | 3,550 | 65,924 | |
IAA Inc. (a) | 2,000 | 76,500 | |
KAR Auction Services Inc. (a) | 5,678 | 102,488 | |
Matthews International Corp., Class A | 1,473 | 47,666 | |
UniFirst Corp. | 707 | 130,286 | |
Viad Corp. (a) | 984 | 35,070 | |
VSE Corp. | 516 | 23,782 | |
1,267,302 | |||
Drug Retail - 0.0% * | |||
Rite Aid Corp. (a) | 2,712 | 23,730 | |
Walgreens Boots Alliance Inc. | 8,776 | 392,902 | |
416,632 | |||
Education Services - 0.1% | |||
2U Inc. (a) | 3,491 | 46,360 | |
Adtalem Global Education Inc. (a) | 2,349 | 69,789 | |
American Public Education Inc. (a) | 655 | 13,912 | |
Bright Horizons Family Solutions Inc. (a) | 791 | 104,958 | |
Chegg Inc. (a) | 1,800 | 65,304 | |
Coursera Inc. (a) | 3,459 | 79,695 | |
Graham Holdings Co., Class B | 180 | 110,065 | |
Grand Canyon Education Inc. (a) | 400 | 38,844 | |
Houghton Mifflin Harcourt Co. (a) | 5,959 | 125,198 | |
Laureate Education Inc., Class A | 4,711 | 55,825 | |
Perdoceo Education Corp. (a) | 2,943 | 33,786 | |
PowerSchool Holdings Inc., Class A (a) | 1,968 | 32,492 | |
Strategic Eduction Inc. | 1,153 | 76,536 | |
Stride Inc. (a) | 1,963 | 71,316 | |
Udemy Inc. (a) | 667 | 8,311 | |
932,391 | |||
Electric Utilities - 0.6% | |||
ALLETE Inc. | 2,456 | 164,503 | |
Alliant Energy Corp. | 3,156 | 197,187 | |
American Electric Power Company Inc. | 6,088 | 607,400 | |
Avangrid Inc. | 498 | 23,277 | |
Constellation Energy Corp. | 4,107 | 231,019 | |
Duke Energy Corp. | 9,688 | 1,081,762 | |
Edison International | 4,611 | 323,231 | |
Entergy Corp. | 2,484 | 290,007 | |
Evergy Inc. | 2,887 | 197,298 | |
Eversource Energy | 4,214 | 371,633 | |
Exelon Corp. | 11,888 | 566,225 | |
FirstEnergy Corp. | 6,728 | 308,546 | |
Hawaiian Electric Industries Inc. | 1,100 | 46,541 | |
IDACORP Inc. | 700 | 80,752 | |
MGE Energy Inc. | 1,707 | 136,202 | |
NextEra Energy Inc. | 24,357 | 2,063,281 | |
NRG Energy Inc. | 3,161 | 121,256 | |
OGE Energy Corp. | 2,650 | 108,067 | |
Otter Tail Corp. | 1,929 | 120,562 | |
PG&E Corp. (a) | 25,400 | 303,276 | |
Pinnacle West Capital Corp. | 1,484 | 115,900 | |
PNM Resources Inc. | 4,000 | 190,680 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 43 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Portland General Electric Co. | 4,140 | $228,321 | |
PPL Corp. | 9,800 | 279,888 | |
The Southern Co. | 13,385 | 970,546 | |
Via Renewables Inc. | 671 | 5,529 | |
Xcel Energy Inc. | 6,573 | 474,373 | |
9,607,262 | |||
Electrical Components & Equipment - 0.3% | |||
Acuity Brands Inc. | 500 | 94,650 | |
Advent Technologies Holdings Inc. (a) | 725 | 1,682 | |
Allied Motion Technologies Inc. | 575 | 17,158 | |
American Superconductor Corp. (a) | 919 | 6,994 | |
AMETEK Inc. | 2,827 | 376,500 | |
Array Technologies Inc. (a) | 6,042 | 68,093 | |
Atkore Inc. (a) | 2,064 | 203,180 | |
Beam Global (a) | 400 | 8,180 | |
Blink Charging Co. (a) | 1,744 | 46,146 | |
ChargePoint Holdings Inc. (a) | 2,400 | 47,712 | |
Eaton Corporation PLC | 5,018 | 761,532 | |
Emerson Electric Co. | 7,529 | 738,218 | |
Encore Wire Corp. | 927 | 105,743 | |
EnerSys | 1,906 | 142,130 | |
Eos Energy Enterprises Inc. (a) | 1,721 | 7,194 | |
FTC Solar Inc. (a) | 1,883 | 9,283 | |
FuelCell Energy Inc. (a) | 17,352 | 99,948 | |
Generac Holdings Inc. (a) | 798 | 237,214 | |
GrafTech International Ltd. | 9,437 | 90,784 | |
Hubbell Inc. | 600 | 110,262 | |
Plug Power Inc. (a) | 6,800 | 194,548 | |
Powell Industries Inc. | 437 | 8,487 | |
Preformed Line Products Co. | 163 | 10,337 | |
Regal Rexnord Corp. | 867 | 128,992 | |
Rockwell Automation Inc. | 1,422 | 398,203 | |
Romeo Power Inc. (a) | 4,052 | 6,037 | |
Sensata Technologies Holding plc (a) | 2,100 | 106,785 | |
Shoals Technologies Group Inc., Class A (a) | 1,300 | 22,152 | |
Stem Inc. (a) | 5,429 | 59,773 | |
Sunrun Inc. (a) | 2,200 | 66,814 | |
Thermon Group Holdings Inc. (a) | 1,353 | 21,919 | |
Vertiv Holdings Co. | 3,600 | 50,400 | |
Vicor Corp. (a) | 995 | 70,197 | |
4,317,247 | |||
Electronic Components - 0.1% | |||
Akoustis Technologies Inc. (a) | 2,200 | 14,300 | |
Amphenol Corp., Class A | 7,099 | 534,910 | |
Belden Inc. | 2,076 | 115,010 | |
Corning Inc. | 9,317 | 343,890 | |
II-VI Inc. (a) | 4,873 | 353,244 | |
Knowles Corp. (a) | 4,051 | 87,218 | |
Littelfuse Inc. | 300 | 74,823 | |
Rogers Corp. (a) | 861 | 233,934 | |
Vishay Intertechnology Inc. | 6,256 | 122,618 | |
1,879,947 | |||
Electronic Equipment & Instruments - 0.2% | |||
908 Devices Inc. (a) | 642 | 12,204 | |
Advanced Energy Industries Inc. | 1,766 | 152,017 | |
Aeva Technologies Inc. (a) | 3,526 | 15,268 | |
Arlo Technologies Inc. (a) | 4,037 | 35,768 |
Number of Shares | Fair Value | ||
Badger Meter Inc. | 1,368 | $136,403 | |
Cognex Corp. | 2,300 | 177,445 | |
Coherent Inc. (a) | 300 | 82,008 | |
Daktronics Inc. (a) | 1,967 | 7,553 | |
FARO Technologies Inc. (a) | 867 | 45,015 | |
Identiv Inc. (a) | 765 | 12,370 | |
Iteris Inc. (a) | 1,037 | 3,090 | |
Itron Inc. (a) | 2,125 | 111,945 | |
Keysight Technologies Inc. (a) | 2,273 | 359,066 | |
Luna Innovations Inc. (a) | 1,028 | 7,926 | |
MicroVision Inc. (a) | 7,903 | 36,907 | |
Napco Security Technologies Inc. (a) | 1,206 | 24,747 | |
National Instruments Corp. | 1,400 | 56,826 | |
nLight Inc. (a) | 2,107 | 36,535 | |
Novanta Inc. (a) | 1,623 | 230,937 | |
OSI Systems Inc. (a) | 766 | 65,202 | |
Ouster Inc. (a) | 5,867 | 26,402 | |
PAR Technology Corp. (a) | 1,207 | 48,690 | |
Teledyne Technologies Inc. (a) | 571 | 269,872 | |
Trimble Inc. (a) | 3,132 | 225,942 | |
Velodyne Lidar Inc. (a) | 3,500 | 8,960 | |
Vishay Precision Group Inc. (a) | 491 | 15,786 | |
Vontier Corp. | 1,699 | 43,138 | |
Zebra Technologies Corp., Class A (a) | 659 | 272,628 | |
2,520,650 | |||
Electronic Manufacturing Services - 0.0% * | |||
Benchmark Electronics Inc. | 1,680 | 42,067 | |
CTS Corp. | 1,517 | 53,611 | |
IPG Photonics Corp. (a) | 400 | 43,904 | |
Jabil Inc. | 1,914 | 118,151 | |
Kimball Electronics Inc. (a) | 857 | 17,131 | |
Methode Electronics Inc. | 1,702 | 73,612 | |
Plexus Corp. (a) | 1,313 | 107,417 | |
Sanmina Corp. (a) | 2,885 | 116,612 | |
TTM Technologies Inc. (a) | 4,938 | 73,181 | |
645,686 | |||
Environmental & Facilities Services - 0.2% | |||
ABM Industries Inc. | 3,155 | 145,256 | |
Aris Water Solution Inc., Class A | 933 | 16,981 | |
BrightView Holdings Inc. (a) | 1,701 | 23,151 | |
Casella Waste Systems Inc., Class A (a) | 2,263 | 198,352 | |
CECO Environmental Corp. (a) | 793 | 4,354 | |
Clean Harbors Inc. (a) | 600 | 66,984 | |
Harsco Corp. (a) | 3,727 | 45,618 | |
Heritage-Crystal Clean Inc. (a) | 556 | 16,463 | |
Montrose Environmental Group Inc. (a) | 1,239 | 65,580 | |
Republic Services Inc. | 2,590 | 343,175 | |
Rollins Inc. | 3,078 | 107,884 | |
SP Plus Corp. (a) | 972 | 30,482 | |
Stericycle Inc. (a) | 1,300 | 76,596 | |
Team Inc. (a) | 1,900 | 4,199 | |
Tetra Tech Inc. | 2,481 | 409,216 | |
US Ecology Inc. (a) | 1,487 | 71,198 | |
Waste Management Inc. | 5,309 | 841,476 | |
2,466,965 | |||
Fertilizers & Agricultural Chemicals - 0.1% | |||
American Vanguard Corp. | 1,044 | 21,214 |
See Notes to Schedule of Investments.
44 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
CF Industries Holdings Inc. | 2,682 | $276,407 | |
Corteva Inc. | 8,902 | 511,687 | |
FMC Corp. | 1,664 | 218,932 | |
Intrepid Potash Inc. (a) | 478 | 39,263 | |
The Mosaic Co. | 4,647 | 309,025 | |
The Scotts Miracle-Gro Co. | 562 | 69,104 | |
1,445,632 | |||
Financial Exchanges & Data - 0.4% | |||
Cboe Global Markets Inc. | 1,352 | 154,696 | |
CME Group Inc. | 4,422 | 1,051,817 | |
Donnelley Financial Solutions Inc. (a) | 1,407 | 46,797 | |
FactSet Research Systems Inc. | 500 | 217,075 | |
Intercontinental Exchange Inc. | 6,820 | 901,058 | |
MarketAxess Holdings Inc. | 490 | 166,698 | |
Moody's Corp. | 2,058 | 694,390 | |
Morningstar Inc. | 300 | 81,951 | |
MSCI Inc. | 976 | 490,811 | |
Nasdaq Inc. | 1,446 | 257,677 | |
Open Lending Corp., Class A (a) | 4,905 | 92,754 | |
S&P Global Inc. | 4,351 | 1,784,693 | |
Tradeweb Markets Inc., Class A | 1,373 | 120,645 | |
6,061,062 | |||
Food Distributors - 0.1% | |||
HF Foods Group Inc. (a) | 1,737 | 11,568 | |
Performance Food Group Co. (a) | 6,973 | 354,995 | |
SpartanNash Co. | 1,701 | 56,116 | |
Sysco Corp. | 6,218 | 507,700 | |
The Andersons Inc. | 1,487 | 74,737 | |
The Chefs' Warehouse Inc. (a) | 1,503 | 48,998 | |
U.S. Foods Holding Corp. (a) | 3,100 | 116,653 | |
United Natural Foods Inc. (a) | 2,620 | 108,337 | |
1,279,104 | |||
Food Retail - 0.1% | |||
Albertsons Companies Inc., Class A | 1,700 | 56,525 | |
Casey's General Stores Inc. | 378 | 74,908 | |
Grocery Outlet Holding Corp. (a) | 1,100 | 36,058 | |
Ingles Markets Inc., Class A | 665 | 59,218 | |
Natural Grocers by Vitamin Cottage Inc. | 425 | 8,330 | |
Sprouts Farmers Market Inc. (a) | 5,275 | 168,695 | |
The Kroger Co. | 9,039 | 518,567 | |
Village Super Market Inc., Class A | 277 | 6,787 | |
Weis Markets Inc. | 780 | 55,708 | |
984,796 | |||
Footwear - 0.2% | |||
Crocs Inc. (a) | 2,680 | 204,752 | |
Deckers Outdoor Corp. (a) | 300 | 82,131 | |
NIKE Inc., Class B | 15,271 | 2,054,866 | |
Rocky Brands Inc. | 203 | 8,443 | |
Skechers U.S.A. Inc., Class A (a) | 1,500 | 61,140 | |
Steven Madden Ltd. | 3,776 | 145,904 | |
Wolverine World Wide Inc. | 3,830 | 86,405 | |
2,643,641 |
Number of Shares | Fair Value | ||
Forest Products - 0.0% * | |||
Louisiana-Pacific Corp. | 1,000 | $62,120 | |
Gas Utilities - 0.1% | |||
Atmos Energy Corp. | 1,634 | 195,247 | |
Chesapeake Utilities Corp. | 809 | 111,448 | |
National Fuel Gas Co. | 1,000 | 68,700 | |
New Jersey Resources Corp. | 4,445 | 203,848 | |
Northwest Natural Holding Co. | 1,438 | 74,373 | |
ONE Gas Inc. | 2,426 | 214,070 | |
South Jersey Industries Inc. | 4,817 | 166,427 | |
Southwest Gas Holdings Inc. | 3,034 | 237,532 | |
Spire Inc. | 2,371 | 170,143 | |
UGI Corp. | 2,200 | 79,684 | |
1,521,472 | |||
General Merchandise Stores - 0.2% | |||
Big Lots Inc. | 1,390 | 48,094 | |
Dollar General Corp. | 2,837 | 631,601 | |
Dollar Tree Inc. (a) | 2,726 | 436,569 | |
Franchise Group Inc. | 1,344 | 55,682 | |
Ollie's Bargain Outlet Holdings Inc. (a) | 800 | 34,368 | |
Target Corp. | 5,874 | 1,246,580 | |
2,452,894 | |||
Gold - 0.1% | |||
Coeur Mining Inc. (a) | 12,122 | 53,943 | |
Newmont Corp. | 9,817 | 779,961 | |
Perpetua Resources Corp. (a) | 1,489 | 6,105 | |
Royal Gold Inc. | 863 | 121,924 | |
961,933 | |||
Health Care REITs - 0.1% | |||
CareTrust REIT Inc. | 4,549 | 87,796 | |
Community Healthcare Trust Inc. | 1,137 | 47,993 | |
Diversified Healthcare Trust | 11,430 | 36,576 | |
Global Medical REIT Inc. | 2,858 | 46,642 | |
Healthcare Realty Trust Inc. | 6,893 | 189,420 | |
Healthcare Trust of America Inc., Class A | 2,100 | 65,814 | |
Healthpeak Properties Inc. | 6,736 | 231,247 | |
LTC Properties Inc. | 1,841 | 70,823 | |
Medical Properties Trust Inc. | 7,900 | 167,006 | |
National Health Investors Inc. | 2,052 | 121,088 | |
Omega Healthcare Investors Inc. | 2,600 | 81,016 | |
Physicians Realty Trust | 10,306 | 180,767 | |
Sabra Health Care REIT Inc. | 10,691 | 159,189 | |
Universal Health Realty Income Trust REIT | 616 | 35,956 | |
Ventas Inc. | 4,938 | 304,971 | |
Welltower Inc. | 5,314 | 510,888 | |
2,337,192 | |||
Healthcare Distributors - 0.1% | |||
AdaptHealth Corp. (a) | 3,398 | 54,470 | |
AmerisourceBergen Corp. | 1,908 | 295,187 | |
Cardinal Health Inc. | 3,545 | 201,001 | |
Covetrus Inc. (a) | 4,873 | 81,817 | |
Henry Schein Inc. (a) | 1,772 | 154,501 | |
McKesson Corp. | 1,861 | 569,708 | |
Owens & Minor Inc. | 3,397 | 149,536 | |
Patterson Companies Inc. | 4,016 | 129,998 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 45 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
PetIQ Inc. (a) | 1,305 | $31,842 | |
1,668,060 | |||
Healthcare Equipment - 0.9% | |||
Abbott Laboratories | 21,632 | 2,560,363 | |
ABIOMED Inc. (a) | 561 | 185,826 | |
Accelerate Diagnostics Inc. (a) | 2,200 | 3,168 | |
Accuray Inc. (a) | 3,151 | 10,430 | |
Acutus Medical Inc. (a) | 508 | 706 | |
Alphatec Holdings Inc. (a) | 3,388 | 38,962 | |
AngioDynamics Inc. (a) | 1,792 | 38,600 | |
Apyx Medical Corp. (a) | 1,234 | 8,058 | |
Asensus Surgical Inc. (a) | 11,500 | 7,208 | |
Aspira Women's Health Inc. (a) | 5,100 | 5,304 | |
AtriCure Inc. (a) | 2,098 | 137,776 | |
AxoGen Inc. (a) | 1,190 | 9,449 | |
Axonics Inc. (a) | 2,149 | 134,527 | |
Baxter International Inc. | 6,117 | 474,312 | |
Becton Dickinson & Co. | 3,545 | 942,970 | |
Boston Scientific Corp. (a) | 17,967 | 795,758 | |
Butterfly Network Inc. (a) | 6,088 | 28,979 | |
Cardiovascular Systems Inc. (a) | 1,902 | 42,985 | |
ClearPoint Neuro Inc. (a) | 1,000 | 10,410 | |
CONMED Corp. | 1,336 | 198,463 | |
CryoLife Inc. (a) | 1,610 | 34,422 | |
CryoPort Inc. (a) | 1,922 | 67,097 | |
Cue Health Inc. (a) | 699 | 4,509 | |
Cutera Inc. (a) | 741 | 51,129 | |
CVRx Inc. (a) | 487 | 2,917 | |
CytoSorbents Corp. (a) | 1,304 | 4,160 | |
DarioHealth Corp. (a) | 800 | 4,672 | |
Dexcom Inc. (a) | 1,175 | 601,130 | |
Eargo Inc. (a) | 1,100 | 5,819 | |
Edwards Lifesciences Corp. (a) | 7,771 | 914,802 | |
Envista Holdings Corp. (a) | 1,800 | 87,678 | |
Glaukos Corp. (a) | 2,136 | 123,503 | |
Globus Medical Inc., Class A (a) | 800 | 59,024 | |
Heska Corp. (a) | 462 | 63,885 | |
Hologic Inc. (a) | 3,000 | 230,460 | |
IDEXX Laboratories Inc. (a) | 1,030 | 563,472 | |
Inari Medical Inc. (a) | 1,611 | 146,021 | |
Inogen Inc. (a) | 959 | 31,091 | |
Insulet Corp. (a) | 830 | 221,104 | |
Integer Holdings Corp. (a) | 1,540 | 124,078 | |
Integra LifeSciences Holdings Corp. (a) | 800 | 51,408 | |
Intersect ENT Inc. (a) | 1,589 | 44,508 | |
Intuitive Surgical Inc. (a) | 4,356 | 1,314,118 | |
Invacare Corp. (a) | 2,052 | 2,893 | |
iRadimed Corp. | 214 | 9,596 | |
iRhythm Technologies Inc. (a) | 1,357 | 213,687 | |
LeMaitre Vascular Inc. | 903 | 41,962 | |
Masimo Corp. (a) | 676 | 98,385 | |
Mesa Laboratories Inc. | 235 | 59,897 | |
Natus Medical Inc. (a) | 1,400 | 36,792 | |
Neuronetics Inc. (a) | 1,100 | 3,333 | |
Nevro Corp. (a) | 1,624 | 117,464 | |
NuVasive Inc. (a) | 2,427 | 137,611 | |
Ortho Clinical Diagnostics Holdings PLC (a) | 5,660 | 105,616 | |
Orthofix Medical Inc. (a) | 783 | 25,604 | |
Outset Medical Inc. (a) | 2,204 | 100,062 | |
Paragon 28 Inc. (a) | 496 | 8,303 |
Number of Shares | Fair Value | ||
PAVmed Inc. (a) | 4,300 | $5,676 | |
Penumbra Inc. (a) | 500 | 111,065 | |
PROCEPT BioRobotics Corp. (a) | 347 | 12,142 | |
Pulse Biosciences Inc. (a) | 900 | 4,374 | |
ResMed Inc. | 1,759 | 426,575 | |
SeaSpine Holdings Corp. (a) | 1,119 | 13,607 | |
Senseonics Holdings Inc. (a) | 20,750 | 40,877 | |
Shockwave Medical Inc. (a) | 1,552 | 321,823 | |
SI-BONE Inc. (a) | 1,567 | 35,414 | |
Sight Sciences Inc. (a) | 1,027 | 11,872 | |
Stereotaxis Inc. (a) | 1,688 | 6,296 | |
STERIS PLC | 1,060 | 256,276 | |
Stryker Corp. | 4,403 | 1,177,142 | |
Surmodics Inc. (a) | 569 | 25,793 | |
Tactile Systems Technology Inc. (a) | 900 | 18,144 | |
Talis Biomedical Corp. (a) | 300 | 423 | |
Tandem Diabetes Care Inc. (a) | 900 | 104,661 | |
Teleflex Inc. | 610 | 216,446 | |
TransMedics Group Inc. (a) | 1,096 | 29,526 | |
Treace Medical Concepts Inc. (a) | 1,459 | 27,590 | |
Vapotherm Inc. (a) | 723 | 10,050 | |
Varex Imaging Corp. (a) | 1,829 | 38,939 | |
ViewRay Inc. (a) | 6,734 | 26,397 | |
Zimmer Biomet Holdings Inc. | 2,570 | 328,703 | |
ZIMVIE Inc. | 257 | 5,870 | |
Zynex Inc. | 1,217 | 7,582 | |
14,609,729 | |||
Healthcare Facilities - 0.1% | |||
Acadia Healthcare Company Inc. (a) | 1,000 | 65,530 | |
Brookdale Senior Living Inc. (a) | 8,761 | 61,765 | |
Community Health Systems Inc. (a) | 5,879 | 69,784 | |
Encompass Health Corp. | 1,400 | 99,554 | |
Hanger Inc. (a) | 1,803 | 33,049 | |
HCA Healthcare Inc. | 3,063 | 767,649 | |
National HealthCare Corp. | 601 | 42,208 | |
Select Medical Holdings Corp. | 5,179 | 124,244 | |
Surgery Partners Inc. (a) | 1,600 | 88,080 | |
Tenet Healthcare Corp. (a) | 4,885 | 419,915 | |
The Ensign Group Inc. | 2,417 | 217,554 | |
The Joint Corp. (a) | 504 | 17,836 | |
The Pennat Group Inc. (a) | 906 | 16,879 | |
U.S. Physical Therapy Inc. | 606 | 60,267 | |
Universal Health Services Inc., Class B | 920 | 133,354 | |
2,217,668 | |||
Healthcare Services - 0.3% | |||
1Life Healthcare Inc. (a) | 5,542 | 61,405 | |
Accolade Inc. (a) | 1,961 | 34,435 | |
Addus HomeCare Corp. (a) | 729 | 68,008 | |
Agiliti Inc. (a) | 833 | 17,576 | |
agilon health Inc. (a) | 1,600 | 40,560 | |
AirSculpt Technologies Inc. (a) | 383 | 5,239 | |
Amedisys Inc. (a) | 400 | 68,916 | |
AMN Healthcare Services Inc. (a) | 2,168 | 226,188 | |
Apollo Medical Holdings Inc. (a) | 1,779 | 86,228 | |
Aveanna Healthcare Holdings Inc. (a) | 2,000 | 6,820 |
See Notes to Schedule of Investments.
46 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Castle Biosciences Inc. (a) | 1,018 | $45,668 | |
Chemed Corp. | 169 | 85,607 | |
Cigna Corp. | 4,030 | 965,628 | |
CorVel Corp. (a) | 417 | 70,240 | |
Cross Country Healthcare Inc. (a) | 1,725 | 37,381 | |
CVS Health Corp. | 16,318 | 1,651,545 | |
DaVita Inc. (a) | 887 | 100,329 | |
Fulgent Genetics Inc. (a) | 991 | 61,848 | |
Guardant Health Inc. (a) | 1,000 | 66,240 | |
InfuSystem Holdings Inc. (a) | 618 | 6,056 | |
Innovage Holding Corp. (a) | 1,000 | 6,420 | |
Invitae Corp. (a) | 9,446 | 75,285 | |
Laboratory Corporation of America Holdings (a) | 1,187 | 312,964 | |
LHC Group Inc. (a) | 1,405 | 236,883 | |
LifeStance Health Group Inc. (a) | 3,306 | 33,424 | |
MEDNAX Inc. (a) | 3,587 | 84,223 | |
ModivCare Inc. (a) | 588 | 67,849 | |
National Research Corp. | 681 | 27,002 | |
Oak Street Health Inc. (a) | 900 | 24,192 | |
Ontrak Inc. (a) | 600 | 1,359 | |
Option Care Health Inc. (a) | 7,311 | 208,802 | |
Premier Inc., Class A | 1,300 | 46,267 | |
Privia Health Group Inc. (a) | 1,928 | 51,535 | |
Quest Diagnostics Inc. | 1,529 | 209,259 | |
R1 RCM Inc. (a) | 5,562 | 148,839 | |
RadNet Inc. (a) | 2,167 | 48,476 | |
Sharps Compliance Corp. (a) | 956 | 5,640 | |
Signify Health Inc., Class A (a) | 1,100 | 19,965 | |
SOC Telemed Inc. (a) | 1,952 | 5,837 | |
Tivity Health Inc. (a) | 2,083 | 67,010 | |
Viemed Healthcare Inc. (a) | 1,123 | 5,593 | |
5,392,741 | |||
Healthcare Supplies - 0.1% | |||
Align Technology Inc. (a) | 959 | 418,124 | |
Atrion Corp. | 66 | 47,058 | |
Avanos Medical Inc. (a) | 2,271 | 76,078 | |
BioLife Solutions Inc. (a) | 498 | 11,320 | |
Bioventus Inc., Class A (a) | 984 | 13,874 | |
Cerus Corp. (a) | 8,024 | 44,052 | |
DENTSPLY SIRONA Inc. | 2,767 | 136,192 | |
Figs Inc., Class A (a) | 1,200 | 25,824 | |
Haemonetics Corp. (a) | 2,362 | 149,326 | |
ICU Medical Inc. (a) | 200 | 44,528 | |
Lantheus Holdings Inc. (a) | 3,150 | 174,226 | |
Meridian Bioscience Inc. (a) | 2,028 | 52,647 | |
Merit Medical Systems Inc. (a) | 2,402 | 159,781 | |
Neogen Corp. (a) | 5,031 | 155,156 | |
OraSure Technologies Inc. (a) | 2,984 | 20,232 | |
OrthoPediatrics Corp. (a) | 665 | 35,903 | |
Pulmonx Corp. (a) | 1,268 | 31,459 | |
Quidel Corp. (a) | 400 | 44,984 | |
Retractable Technologies Inc. (a) | 771 | 3,662 | |
RxSight Inc. (a) | 506 | 6,264 | |
Sientra Inc. (a) | 3,100 | 6,882 | |
Silk Road Medical Inc. (a) | 1,630 | 67,303 | |
STAAR Surgical Co. (a) | 2,223 | 177,640 | |
The Cooper Companies Inc. | 630 | 263,082 | |
UFP Technologies Inc. (a) | 248 | 16,410 | |
Utah Medical Products Inc. | 119 | 10,693 | |
2,192,700 |
Number of Shares | Fair Value | ||
Healthcare Technology - 0.1% | |||
Allscripts Healthcare Solutions Inc. (a) | 5,697 | $128,296 | |
American Well Corp., Class A (a) | 8,828 | 37,166 | |
Cerner Corp. | 3,634 | 339,997 | |
Certara Inc. (a) | 1,400 | 30,072 | |
Change Healthcare Inc. (a) | 2,700 | 58,860 | |
Computer Programs & Systems Inc. (a) | 690 | 23,770 | |
Convey Health Solutions Holdings Inc. (a) | 785 | 5,134 | |
Evolent Health Inc., Class A (a) | 3,742 | 120,867 | |
Forian Inc. (a) | 587 | 4,086 | |
Health Catalyst Inc. (a) | 2,475 | 64,672 | |
HealthStream Inc. (a) | 1,051 | 20,936 | |
iCAD Inc. (a) | 1,200 | 5,352 | |
Inspire Medical Systems Inc. (a) | 1,237 | 317,526 | |
Multiplan Corp. (a) | 15,002 | 70,209 | |
NantHealth Inc. (a) | 1,700 | 1,281 | |
NextGen Healthcare Inc. (a) | 2,722 | 56,917 | |
Omnicell Inc. (a) | 2,013 | 260,663 | |
OptimizeRx Corp. (a) | 827 | 31,186 | |
Phreesia Inc. (a) | 2,349 | 61,920 | |
Schrodinger Inc. (a) | 2,143 | 73,119 | |
Simulations Plus Inc. | 647 | 32,984 | |
Tabula Rasa HealthCare Inc. (a) | 1,078 | 6,209 | |
Teladoc Health Inc. (a) | 1,951 | 140,726 | |
Veeva Systems Inc., Class A (a) | 1,679 | 356,720 | |
2,248,668 | |||
Heavy Electrical Equipment - 0.0% * | |||
AZZ Inc. | 1,179 | 56,875 | |
Babcock & Wilcox Enterprises Inc. (a) | 2,400 | 19,584 | |
Bloom Energy Corp., Class A (a) | 6,653 | 160,670 | |
TPI Composites Inc. (a) | 1,566 | 22,018 | |
259,147 | |||
Home Building - 0.1% | |||
Beazer Homes USA Inc. (a) | 1,433 | 21,810 | |
Cavco Industries Inc. (a) | 433 | 104,288 | |
Century Communities Inc. | 1,413 | 75,695 | |
D.R. Horton Inc. | 4,040 | 301,020 | |
Green Brick Partners Inc. (a) | 1,482 | 29,284 | |
Hovnanian Enterprises Inc., Class A (a) | 170 | 10,047 | |
Installed Building Products Inc. | 1,114 | 94,122 | |
KB Home | 3,721 | 120,486 | |
Landsea Homes Corp. (a) | 683 | 5,840 | |
Legacy Housing Corp. (a) | 266 | 5,708 | |
Lennar Corp., Class A | 3,305 | 268,267 | |
LGI Homes Inc. (a) | 1,012 | 98,852 | |
M/I Homes Inc. (a) | 1,351 | 59,917 | |
MDC Holdings Inc. | 2,683 | 101,525 | |
Meritage Homes Corp. (a) | 1,728 | 136,910 | |
NVR Inc. (a) | 40 | 178,691 | |
PulteGroup Inc. | 3,218 | 134,834 | |
Skyline Champion Corp. (a) | 2,457 | 134,840 | |
Taylor Morrison Home Corp. (a) | 5,595 | 152,296 | |
Toll Brothers Inc. | 1,615 | 75,937 | |
TopBuild Corp. (a) | 500 | 90,695 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 47 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Tri Pointe Homes Inc. (a) | 5,077 | $101,946 | |
2,303,010 | |||
Home Furnishing Retail - 0.0% * | |||
Bed Bath & Beyond Inc. (a) | 4,457 | 100,416 | |
Haverty Furniture Companies Inc. | 583 | 15,986 | |
Kirkland's Inc. (a) | 528 | 4,905 | |
RH (a) | 170 | 55,435 | |
Sleep Number Corp. (a) | 1,047 | 53,093 | |
The Aaron's Company Inc. | 1,505 | 30,221 | |
Williams-Sonoma Inc. | 955 | 138,475 | |
398,531 | |||
Home Furnishings - 0.0% * | |||
Bassett Furniture Industries Inc. | 258 | 4,273 | |
Ethan Allen Interiors Inc. | 1,094 | 28,521 | |
Flexsteel Industries Inc. | 203 | 3,918 | |
Hooker Furniture Corp. | 336 | 6,364 | |
La-Z-Boy Inc. | 2,087 | 55,034 | |
Leggett & Platt Inc. | 1,500 | 52,200 | |
Mohawk Industries Inc. (a) | 600 | 74,520 | |
Purple Innovation Inc. (a) | 1,918 | 11,220 | |
Tempur Sealy International Inc. | 1,900 | 53,048 | |
The Lovesac Co. (a) | 624 | 33,733 | |
322,831 | |||
Home Improvement Retail - 0.3% | |||
Floor & Decor Holdings Inc., Class A (a) | 1,400 | 113,400 | |
GrowGeneration Corp. (a) | 2,364 | 21,773 | |
Lowe's Companies Inc. | 8,423 | 1,703,046 | |
Lumber Liquidators Holdings Inc. (a) | 1,016 | 14,244 | |
The Home Depot Inc. | 13,014 | 3,895,481 | |
5,747,944 | |||
Hotel & Resort REITs - 0.1% | |||
Apple Hospitality REIT Inc. | 10,021 | 180,078 | |
Ashford Hospitality Trust Inc. (a) | 540 | 5,508 | |
Braemar Hotels & Resorts Inc. | 1,985 | 12,267 | |
Chatham Lodging Trust (a) | 1,973 | 27,208 | |
DiamondRock Hospitality Co. (a) | 9,838 | 99,364 | |
Hersha Hospitality Trust (a) | 954 | 8,662 | |
Host Hotels & Resorts Inc. | 8,954 | 173,976 | |
Park Hotels & Resorts Inc. | 2,200 | 42,966 | |
Pebblebrook Hotel Trust | 6,090 | 149,083 | |
RLJ Lodging Trust | 7,772 | 109,430 | |
Ryman Hospitality Properties Inc. (a) | 2,474 | 229,513 | |
Service Properties Trust | 7,776 | 68,662 | |
Summit Hotel Properties Inc. (a) | 4,942 | 49,222 | |
Sunstone Hotel Investors Inc. (a) | 10,218 | 120,368 | |
Xenia Hotels & Resorts Inc. (a) | 5,355 | 103,298 | |
1,379,605 | |||
Hotels, Resorts & Cruise Lines - 0.2% | |||
Bluegreen Vacations Holding Corp. (a) | 596 | 17,624 | |
Booking Holdings Inc. (a) | 513 | 1,204,755 | |
Carnival Corp. (a) | 11,200 | 226,464 |
Number of Shares | Fair Value | ||
Choice Hotels International Inc. | 400 | $56,704 | |
Expedia Group Inc. (a) | 1,778 | 347,901 | |
Hilton Grand Vacations Inc. (a) | 3,936 | 204,711 | |
Hilton Worldwide Holdings Inc. (a) | 3,336 | 506,205 | |
Hyatt Hotels Corp., Class A (a) | 500 | 47,725 | |
Lindblad Expeditions Holdings Inc. (a) | 1,511 | 22,786 | |
Marriott International Inc., Class A (a) | 3,303 | 580,502 | |
Marriott Vacations Worldwide Corp. | 555 | 87,523 | |
Norwegian Cruise Line Holdings Ltd. (a) | 5,200 | 113,776 | |
Royal Caribbean Cruises Ltd. (a) | 2,900 | 242,962 | |
Target Hospitality Corp. (a) | 1,536 | 9,216 | |
Travel + Leisure Co. | 900 | 52,146 | |
Wyndham Hotels & Resorts Inc. | 1,300 | 110,097 | |
3,831,097 | |||
Household Appliances - 0.0% * | |||
Aterian Inc. (a) | 1,200 | 2,916 | |
Hamilton Beach Brands Holding Co., Class A | 342 | 3,977 | |
Helen of Troy Ltd. (a) | 1,109 | 217,187 | |
iRobot Corp. (a) | 1,265 | 80,201 | |
Traeger Inc. (a) | 1,100 | 8,184 | |
Weber Inc., Class A | 784 | 7,707 | |
Whirlpool Corp. | 758 | 130,967 | |
451,139 | |||
Household Products - 0.4% | |||
Central Garden & Pet Co., Class A (a) | 1,907 | 77,767 | |
Central Garden & Pet Co. (a) | 399 | 17,540 | |
Church & Dwight Company Inc. | 3,028 | 300,923 | |
Colgate-Palmolive Co. | 10,295 | 780,670 | |
Energizer Holdings Inc. | 3,070 | 94,433 | |
Kimberly-Clark Corp. | 4,098 | 504,710 | |
Oil-Dri Corporation of America | 281 | 8,051 | |
Reynolds Consumer Products Inc. | 400 | 11,736 | |
Spectrum Brands Holdings Inc. | 400 | 35,488 | |
The Clorox Co. | 1,647 | 228,982 | |
The Procter & Gamble Co. | 30,012 | 4,585,834 | |
WD-40 Co. | 640 | 117,267 | |
6,763,401 | |||
Housewares & Specialties - 0.0% * | |||
Lifetime Brands Inc. | 407 | 5,226 | |
Newell Brands Inc. | 5,200 | 111,332 | |
Tupperware Brands Corp. (a) | 2,332 | 45,357 | |
161,915 | |||
Human Resource & Employment Services - 0.1% | |||
ASGN Inc. (a) | 2,341 | 273,218 | |
Barrett Business Services Inc. | 300 | 23,241 | |
First Advantage Corp. (a) | 2,634 | 53,180 | |
Heidrick & Struggles International Inc. | 930 | 36,809 | |
HireQuest Inc. | 294 | 5,621 | |
HireRight Holdings Corp. (a) | 1,076 | 18,400 | |
Insperity Inc. | 1,671 | 167,802 |
See Notes to Schedule of Investments.
48 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Kelly Services Inc., Class A | 1,696 | $36,786 | |
Kforce Inc. | 958 | 70,863 | |
Korn Ferry | 2,521 | 163,714 | |
ManpowerGroup Inc. | 779 | 73,164 | |
Robert Half International Inc. | 1,375 | 156,998 | |
Sterling Check Corp. (a) | 578 | 15,277 | |
TriNet Group Inc. (a) | 1,895 | 186,392 | |
TrueBlue Inc. (a) | 1,670 | 48,246 | |
Upwork Inc. (a) | 5,541 | 128,773 | |
1,458,484 | |||
Hypermarkets & Super Centers - 0.4% | |||
BJ's Wholesale Club Holdings Inc. (a) | 6,305 | 426,281 | |
Costco Wholesale Corp. | 5,471 | 3,150,475 | |
PriceSmart Inc. | 1,103 | 86,994 | |
Walmart Inc. | 17,508 | 2,607,291 | |
6,271,041 | |||
Independent Power Producers & Energy Traders - 0.0% * | |||
Clearway Energy Inc., Class A | 1,655 | 55,145 | |
Clearway Energy Inc., Class C | 3,843 | 140,308 | |
The AES Corp. | 8,700 | 223,851 | |
Vistra Corp. | 5,300 | 123,225 | |
542,529 | |||
Industrial Conglomerates - 0.3% | |||
3M Co. | 6,975 | 1,038,438 | |
General Electric Co. | 13,748 | 1,257,942 | |
Honeywell International Inc. | 8,454 | 1,644,979 | |
Roper Technologies Inc. | 1,274 | 601,621 | |
4,542,980 | |||
Industrial Gases - 0.0% * | |||
Air Products & Chemicals Inc. | 2,781 | 695,000 | |
Industrial Machinery - 0.5% | |||
Albany International Corp., Class A | 1,443 | 121,674 | |
Altra Industrial Motion Corp. | 3,039 | 118,308 | |
Barnes Group Inc. | 2,226 | 89,463 | |
Chart Industries Inc. (a) | 1,680 | 288,574 | |
CIRCOR International Inc. (a) | 760 | 20,231 | |
Colfax Corp. (a) | 1,300 | 51,727 | |
Columbus McKinnon Corp. | 1,320 | 55,968 | |
Crane Co. | 500 | 54,140 | |
Desktop Metal Inc., Class A (a) | 8,996 | 42,641 | |
Donaldson Company Inc. | 1,700 | 88,281 | |
Dover Corp. | 1,774 | 278,341 | |
Energy Recovery Inc. (a) | 1,994 | 40,159 | |
Enerpac Tool Group Corp. | 2,868 | 62,780 | |
EnPro Industries Inc. | 971 | 94,896 | |
ESCO Technologies Inc. | 1,205 | 84,254 | |
Evoqua Water Technologies Corp. (a) | 5,323 | 250,075 | |
Flowserve Corp. | 1,300 | 46,670 | |
Fortive Corp. | 4,050 | 246,766 | |
Franklin Electric Company Inc. | 2,133 | 177,124 | |
Gates Industrial Corp. plc (a) | 400 | 6,024 | |
Graco Inc. | 2,139 | 149,131 | |
Helios Technologies Inc. | 1,518 | 121,819 | |
Hillenbrand Inc. | 3,413 | 150,752 | |
Hyster-Yale Materials Handling Inc. | 316 | 10,494 | |
IDEX Corp. | 957 | 183,486 | |
Illinois Tool Works Inc. | 3,802 | 796,139 |
Number of Shares | Fair Value | ||
Ingersoll Rand Inc. | 5,021 | $252,807 | |
ITT Inc. | 900 | 67,689 | |
John Bean Technologies Corp. | 1,468 | 173,914 | |
Kadant Inc. | 541 | 105,057 | |
Kennametal Inc. | 3,921 | 112,180 | |
Lincoln Electric Holdings Inc. | 800 | 110,248 | |
Mayville Engineering Company Inc. (a) | 504 | 4,722 | |
Mueller Industries Inc. | 2,630 | 142,467 | |
Mueller Water Products Inc., Class A | 7,169 | 92,623 | |
NN Inc. (a) | 1,304 | 3,755 | |
Nordson Corp. | 735 | 166,904 | |
Omega Flex Inc. | 126 | 16,364 | |
Otis Worldwide Corp. | 5,204 | 400,448 | |
Parker-Hannifin Corp. | 1,568 | 444,936 | |
Park-Ohio Holdings Corp. | 214 | 3,011 | |
Proto Labs Inc. (a) | 1,312 | 69,405 | |
RBC Bearings Inc. (a) | 1,286 | 249,330 | |
Snap-on Inc. | 725 | 148,973 | |
SPX Corp. (a) | 2,061 | 101,834 | |
SPX FLOW Inc. | 1,943 | 167,525 | |
Standex International Corp. | 567 | 56,655 | |
Stanley Black & Decker Inc. | 1,987 | 277,763 | |
Tennant Co. | 872 | 68,714 | |
The Gorman-Rupp Co. | 1,085 | 38,930 | |
The Middleby Corp. (a) | 710 | 116,397 | |
The Timken Co. | 600 | 36,420 | |
Watts Water Technologies Inc., Class A | 1,266 | 176,721 | |
Welbilt Inc. (a) | 6,119 | 145,326 | |
Xylem Inc. | 2,243 | 191,238 | |
7,572,273 | |||
Industrial REITs - 0.2% | |||
Americold Realty Trust | 2,900 | 80,852 | |
Duke Realty Corp. | 4,719 | 273,985 | |
EastGroup Properties Inc. | 1,859 | 377,897 | |
First Industrial Realty Trust Inc. | 1,400 | 86,674 | |
Indus Realty Trust Inc. | 227 | 16,591 | |
Industrial Logistics Properties Trust | 3,071 | 69,620 | |
Innovative Industrial Properties Inc. | 1,090 | 223,886 | |
Lexington Realty Trust | 12,857 | 201,855 | |
Plymouth Industrial REIT Inc. | 1,496 | 40,542 | |
Prologis Inc. | 9,272 | 1,497,243 | |
Rexford Industrial Realty Inc. | 1,948 | 145,301 | |
STAG Industrial Inc. | 8,218 | 339,814 | |
Terreno Realty Corp. | 3,392 | 251,178 | |
3,605,438 | |||
Insurance Brokers - 0.2% | |||
Aon PLC, Class A | 2,743 | 893,203 | |
Arthur J Gallagher & Co. | 2,507 | 437,722 | |
Brown & Brown Inc. | 3,100 | 224,037 | |
BRP Group Inc., Class A (a) | 2,252 | 60,421 | |
Crawford & Co., Class A | 935 | 7,069 | |
eHealth Inc. (a) | 821 | 10,189 | |
Goosehead Insurance Inc., Class A | 857 | 67,334 | |
Marsh & McLennan Companies Inc. | 6,332 | 1,079,099 | |
Selectquote Inc. (a) | 4,650 | 12,974 | |
2,792,048 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 49 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Integrated Oil & Gas - 0.5% | |||
Chevron Corp. | 24,084 | $3,921,598 | |
Exxon Mobil Corp. | 52,618 | 4,345,720 | |
Occidental Petroleum Corp. | 10,339 | 586,635 | |
8,853,953 | |||
Integrated Telecommunication Services - 0.3% | |||
AT&T Inc. | 88,240 | 2,085,111 | |
ATN International Inc. | 442 | 17,627 | |
Consolidated Communications Holdings Inc. (a) | 2,995 | 17,671 | |
IDT Corp., Class B (a) | 667 | 22,738 | |
Ooma Inc. (a) | 775 | 11,617 | |
Radius Global Infrastructure Inc., Class A (a) | 2,820 | 40,270 | |
Verizon Communications Inc. | 52,084 | 2,653,159 | |
4,848,193 | |||
Interactive Home Entertainment - 0.1% | |||
Activision Blizzard Inc. | 9,742 | 780,432 | |
Electronic Arts Inc. | 3,461 | 437,851 | |
Skillz Inc. (a) | 4,100 | 12,300 | |
Take-Two Interactive Software Inc. (a) | 1,425 | 219,079 | |
Zynga Inc., Class A (a) | 13,900 | 128,436 | |
1,578,098 | |||
Interactive Media & Services - 1.7% | |||
Alphabet Inc., Class C (a) | 3,441 | 9,610,679 | |
Alphabet Inc., Class A (a) | 3,737 | 10,393,905 | |
Cargurus Inc. (a) | 4,391 | 186,442 | |
Cars.com Inc. (a) | 3,263 | 47,085 | |
Eventbrite Inc., Class A (a) | 3,639 | 53,748 | |
EverQuote Inc., Class A (a) | 800 | 12,944 | |
fuboTV Inc. (a) | 6,449 | 42,370 | |
IAC/InterActiveCorp (a) | 1,000 | 100,280 | |
Liberty TripAdvisor Holdings Inc., Class A (a) | 2,307 | 4,729 | |
Match Group Inc. (a) | 3,463 | 376,567 | |
MediaAlpha Inc., Class A (a) | 1,000 | 16,550 | |
Meta Platforms Inc., Class A (a) | 28,684 | 6,378,174 | |
Outbrain Inc. (a) | 1,117 | 11,985 | |
Pinterest Inc., Class A (a) | 7,397 | 182,040 | |
QuinStreet Inc. (a) | 2,444 | 28,350 | |
TripAdvisor Inc. (a) | 1,800 | 48,816 | |
TrueCar Inc. (a) | 3,320 | 13,114 | |
Twitter Inc. (a) | 9,603 | 371,540 | |
Vimeo Inc. (a) | 1,785 | 21,206 | |
Yelp Inc. (a) | 3,361 | 114,644 | |
Ziff Davis Inc. (a) | 1,999 | 193,463 | |
28,208,631 | |||
Internet & Direct Marketing Retail - 1.2% | |||
1-800-Flowers.com Inc., Class A (a) | 1,136 | 14,495 | |
1stdibs.com Inc. (a) | 421 | 3,364 | |
aka Brands Holding Corp. (a) | 589 | 2,603 | |
Amazon.com Inc. (a) | 5,392 | 17,577,650 | |
CarParts.com Inc. (a) | 2,047 | 13,715 | |
DoorDash Inc., Class A (a) | 1,900 | 222,661 | |
Duluth Holdings Inc., Class B (a) | 650 | 7,950 | |
eBay Inc. | 7,648 | 437,925 | |
Etsy Inc. (a) | 1,591 | 197,729 | |
Groupon Inc. (a) | 852 | 16,384 |
Number of Shares | Fair Value | ||
Lands' End Inc. (a) | 487 | $8,240 | |
Liquidity Services Inc. (a) | 1,063 | 18,199 | |
Overstock.com Inc. (a) | 2,019 | 88,846 | |
PetMed Express Inc. | 885 | 22,833 | |
Porch Group Inc. (a) | 3,752 | 26,058 | |
Quotient Technology Inc. (a) | 4,362 | 27,830 | |
Qurate Retail Inc., Series A | 3,434 | 16,346 | |
Rent the Runway Inc., Class A (a) | 823 | 5,670 | |
Revolve Group Inc. (a) | 1,696 | 91,058 | |
Shutterstock Inc. | 1,100 | 102,388 | |
Stitch Fix Inc., Class A (a) | 3,889 | 39,162 | |
The RealReal Inc. (a) | 2,926 | 21,243 | |
Wayfair Inc., Class A (a) | 1,000 | 110,780 | |
Xometry Inc., Class A (a) | 1,135 | 41,711 | |
19,114,840 | |||
Internet Services & Infrastructure - 0.2% | |||
Akamai Technologies Inc. (a) | 2,014 | 240,451 | |
BigCommerce Holdings Inc. (a) | 2,305 | 50,503 | |
Brightcove Inc. (a) | 1,700 | 13,260 | |
Cloudflare Inc., Class A (a) | 3,185 | 381,245 | |
DigitalOcean Holdings Inc. (a) | 2,379 | 137,625 | |
Fastly Inc., Class A (a) | 1,095 | 19,031 | |
GoDaddy Inc., Class A (a) | 2,200 | 184,140 | |
Limelight Networks Inc. (a) | 5,380 | 28,084 | |
MongoDB Inc. (a) | 783 | 347,331 | |
Okta Inc. (a) | 1,561 | 235,649 | |
Rackspace Technology Inc. (a) | 2,300 | 25,668 | |
Snowflake Inc., Class A (a) | 2,510 | 575,116 | |
SolarWinds Corp. | 600 | 7,986 | |
Switch Inc., Class A | 1,000 | 30,820 | |
Twilio Inc., Class A (a) | 2,047 | 337,366 | |
VeriSign Inc. (a) | 1,207 | 268,509 | |
2,882,784 | |||
Investment Banking & Brokerage - 0.4% | |||
B. Riley Financial Inc. | 958 | 67,022 | |
BGC Partners Inc., Class A | 14,960 | 65,824 | |
Cowen Inc., Class A | 1,270 | 34,417 | |
Evercore Inc., Class A | 466 | 51,875 | |
Greenhill & Company Inc. | 667 | 10,318 | |
Houlihan Lokey Inc. | 2,350 | 206,330 | |
Interactive Brokers Group Inc., Class A | 800 | 52,728 | |
Jefferies Financial Group Inc. | 2,309 | 75,851 | |
Lazard Ltd., Class A | 1,000 | 34,500 | |
LPL Financial Holdings Inc. | 1,003 | 183,228 | |
Moelis & Co., Class A | 2,867 | 134,606 | |
Morgan Stanley | 16,497 | 1,441,838 | |
Oppenheimer Holdings Inc., Class A | 295 | 12,856 | |
Piper Sandler Cos. | 822 | 107,887 | |
PJT Partners Inc., Class A | 1,122 | 70,821 | |
Raymond James Financial Inc. | 2,292 | 251,914 | |
Stifel Financial Corp. | 1,100 | 74,690 | |
Stonex Group Inc. (a) | 797 | 59,161 | |
The Charles Schwab Corp. | 18,881 | 1,591,857 | |
The Goldman Sachs Group Inc. | 4,022 | 1,327,662 | |
Virtu Financial Inc., Class A | 1,000 | 37,220 | |
5,892,605 | |||
IT Consulting & Other Services - 0.2% | |||
Amdocs Ltd. | 1,667 | 137,044 |
See Notes to Schedule of Investments.
50 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Cognizant Technology Solutions Corp., Class A | 6,402 | $574,067 | |
DXC Technology Co. (a) | 3,400 | 110,942 | |
EPAM Systems Inc. (a) | 665 | 197,246 | |
Gartner Inc. (a) | 989 | 294,188 | |
Grid Dynamics Holdings Inc. (a) | 1,595 | 22,458 | |
International Business Machines Corp. | 11,053 | 1,437,111 | |
Kyndryl Holdings Inc. (a) | 2,359 | 30,950 | |
LiveRamp Holdings Inc. (a) | 3,099 | 115,872 | |
Perficient Inc. (a) | 1,523 | 167,667 | |
The Hackett Group Inc. | 990 | 22,829 | |
Thoughtworks Holding Inc. (a) | 500 | 10,405 | |
Unisys Corp. (a) | 3,104 | 67,077 | |
3,187,856 | |||
Leisure Facilities - 0.0% * | |||
Drive Shack Inc. (a) | 2,649 | 4,079 | |
F45 Training Holdings Inc. (a) | 1,459 | 15,611 | |
Hall of Fame Resort & Entertainment Co. (a) | 4,600 | 5,106 | |
Life Time Group Holdings Inc. (a) | 1,894 | 27,539 | |
Planet Fitness Inc., Class A (a) | 1,200 | 101,376 | |
RCI Hospitality Holdings Inc. | 408 | 25,076 | |
SeaWorld Entertainment Inc. (a) | 2,315 | 172,329 | |
Six Flags Entertainment Corp. (a) | 1,200 | 52,200 | |
Vail Resorts Inc. | 500 | 130,135 | |
Xponential Fitness Inc., Class A (a) | 489 | 11,462 | |
544,913 | |||
Leisure Products - 0.1% | |||
Acushnet Holdings Corp. | 1,620 | 65,221 | |
American Outdoor Brands Inc. (a) | 474 | 6,224 | |
AMMO Inc. (a) | 3,086 | 14,813 | |
Brunswick Corp. | 800 | 64,712 | |
Callaway Golf Co. (a) | 5,428 | 127,124 | |
Clarus Corp. | 1,284 | 29,250 | |
Escalade Inc. | 305 | 4,026 | |
Genius Brands International Inc. (a) | 13,900 | 14,178 | |
Hasbro Inc. | 1,700 | 139,264 | |
Johnson Outdoors Inc., Class A | 186 | 14,458 | |
Latham Group Inc. (a) | 1,567 | 20,747 | |
Malibu Boats Inc., Class A (a) | 982 | 56,966 | |
Marine Products Corp. | 486 | 5,613 | |
MasterCraft Boat Holdings Inc. (a) | 677 | 16,661 | |
Mattel Inc. (a) | 4,559 | 101,255 | |
Nautilus Inc. (a) | 954 | 3,930 | |
Peloton Interactive Inc., Class A (a) | 4,072 | 107,582 | |
Polaris Inc. | 800 | 84,256 | |
Smith & Wesson Brands Inc. | 2,306 | 34,890 | |
Solo Brands Inc., Class A (a) | 562 | 4,794 | |
Sturm Ruger & Company Inc. | 815 | 56,740 | |
Vista Outdoor Inc. (a) | 2,593 | 92,544 | |
YETI Holdings Inc. (a) | 1,000 | 59,980 | |
1,125,228 | |||
Life & Health Insurance - 0.2% | |||
Aflac Inc. | 7,955 | 512,223 |
Number of Shares | Fair Value | ||
American Equity Investment Life Holding Co. | 3,872 | $154,532 | |
Bright Health Group Inc. (a) | 11,902 | 22,971 | |
Brighthouse Financial Inc. (a) | 970 | 50,110 | |
Citizens Inc. (a) | 1,422 | 6,029 | |
CNO Financial Group Inc. | 5,526 | 138,647 | |
Genworth Financial Inc., Class A (a) | 23,858 | 90,183 | |
Globe Life Inc. | 1,100 | 110,660 | |
Lincoln National Corp. | 2,286 | 149,413 | |
MetLife Inc. | 8,642 | 607,360 | |
National Western Life Group Inc., Class A | 105 | 22,092 | |
Primerica Inc. | 600 | 82,092 | |
Principal Financial Group Inc. | 3,400 | 249,594 | |
Prudential Financial Inc. | 4,602 | 543,818 | |
Trupanion Inc. (a) | 1,787 | 159,257 | |
Unum Group | 2,900 | 91,379 | |
2,990,360 | |||
Life Sciences Tools & Services - 0.6% | |||
10X Genomics Inc., Class A (a) | 1,200 | 91,284 | |
Absci Corp. (a) | 2,557 | 21,555 | |
Adaptive Biotechnologies Corp. (a) | 1,000 | 13,880 | |
Agilent Technologies Inc. | 3,706 | 490,415 | |
Akoya Biosciences Inc. (a) | 644 | 7,078 | |
Alpha Teknova Inc. (a) | 378 | 5,220 | |
Avantor Inc. (a) | 7,800 | 263,796 | |
Azenta Inc. | 1,000 | 82,880 | |
Berkeley Lights Inc. (a) | 2,105 | 14,967 | |
Bionano Genomics Inc. (a) | 14,219 | 36,685 | |
Bio-Rad Laboratories Inc., Class A (a) | 270 | 152,072 | |
Bio-Techne Corp. | 510 | 220,850 | |
Bruker Corp. | 1,361 | 87,512 | |
Charles River Laboratories International Inc. (a) | 628 | 178,333 | |
ChromaDex Corp. (a) | 2,400 | 5,904 | |
Codex DNA Inc. (a) | 485 | 2,604 | |
Codexis Inc. (a) | 2,859 | 58,953 | |
Cytek Biosciences Inc. (a) | 4,487 | 48,370 | |
Danaher Corp. | 7,911 | 2,320,534 | |
Fluidigm Corp. (a) | 2,592 | 9,305 | |
Harvard Bioscience Inc. (a) | 1,323 | 8,216 | |
Illumina Inc. (a) | 1,772 | 619,137 | |
Inotiv Inc. (a) | 534 | 13,980 | |
IQVIA Holdings Inc. (a) | 2,319 | 536,176 | |
Maravai LifeSciences Holdings Inc., Class A (a) | 1,400 | 49,378 | |
MaxCyte Inc. (a) | 4,666 | 32,615 | |
Medpace Holdings Inc. (a) | 1,334 | 218,229 | |
Mettler-Toledo International Inc. (a) | 277 | 380,374 | |
NanoString Technologies Inc. (a) | 2,142 | 74,434 | |
NeoGenomics Inc. (a) | 5,329 | 64,747 | |
Pacific Biosciences of California Inc. (a) | 9,138 | 83,156 | |
PerkinElmer Inc. | 1,560 | 272,158 | |
Personalis Inc. (a) | 1,600 | 13,104 | |
Quanterix Corp. (a) | 1,477 | 43,114 | |
Rapid Micro Biosystems Inc., Class A (a) | 510 | 3,463 | |
Repligen Corp. (a) | 706 | 132,792 | |
Seer Inc. (a) | 1,516 | 23,104 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 51 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Singular Genomics Systems Inc. (a) | 2,166 | $13,667 | |
Sotera Health Co. (a) | 1,300 | 28,158 | |
Syneos Health Inc. (a) | 1,400 | 113,330 | |
Thermo Fisher Scientific Inc. | 4,832 | 2,854,021 | |
Waters Corp. (a) | 752 | 233,413 | |
West Pharmaceutical Services Inc. | 903 | 370,871 | |
10,293,834 | |||
Managed Healthcare - 0.6% | |||
Alignment Healthcare Inc. (a) | 3,814 | 42,831 | |
Anthem Inc. | 3,077 | 1,511,484 | |
Centene Corp. (a) | 7,326 | 616,776 | |
HealthEquity Inc. (a) | 3,763 | 253,777 | |
Humana Inc. | 1,633 | 710,633 | |
Molina Healthcare Inc. (a) | 719 | 239,851 | |
Progyny Inc. (a) | 3,019 | 155,176 | |
UnitedHealth Group Inc. | 11,670 | 5,951,350 | |
9,481,878 | |||
Marine - 0.0% * | |||
Eagle Bulk Shipping Inc. | 433 | 29,492 | |
Genco Shipping & Trading Ltd. | 1,300 | 30,706 | |
Kirby Corp. (a) | 600 | 43,314 | |
Matson Inc. | 1,913 | 230,746 | |
334,258 | |||
Metal & Glass Containers - 0.1% | |||
AptarGroup Inc. | 864 | 101,520 | |
Ball Corp. | 3,892 | 350,280 | |
Berry Global Group Inc. (a) | 1,818 | 105,371 | |
Crown Holdings Inc. | 1,547 | 193,514 | |
Greif Inc., Class A | 1,219 | 79,308 | |
Greif Inc., Class B | 207 | 13,199 | |
Myers Industries Inc. | 1,500 | 32,400 | |
O-I Glass Inc. (a) | 7,162 | 94,395 | |
Silgan Holdings Inc. | 1,323 | 61,162 | |
TriMas Corp. | 2,045 | 65,624 | |
1,096,773 | |||
Mortgage REITs - 0.1% | |||
AFC Gamma Inc. | 595 | 11,376 | |
AGNC Investment Corp. | 6,989 | 91,556 | |
Angel Oak Mortgage Inc. | 200 | 3,282 | |
Annaly Capital Management Inc. | 18,800 | 132,352 | |
Apollo Commercial Real Estate Finance Inc. | 6,605 | 92,008 | |
Arbor Realty Trust Inc. | 6,749 | 115,138 | |
Ares Commercial Real Estate Corp. | 2,112 | 32,778 | |
ARMOUR Residential REIT Inc. | 4,270 | 35,868 | |
Blackstone Mortgage Trust Inc., Class A | 7,236 | 230,032 | |
BrightSpire Capital Inc. | 4,057 | 37,527 | |
Broadmark Realty Capital Inc. | 6,109 | 52,843 | |
Chimera Investment Corp. | 11,036 | 132,873 | |
Dynex Capital Inc. | 1,551 | 25,126 | |
Ellington Financial Inc. | 2,567 | 45,564 | |
Franklin BSP Realty Trust Inc. | 1,445 | 20,201 | |
Granite Point Mortgage Trust Inc. | 2,592 | 28,823 | |
Great Ajax Corp. | 791 | 9,278 |
Number of Shares | Fair Value | ||
Hannon Armstrong Sustainable Infrastructure Capital Inc. | 3,583 | $169,942 | |
Invesco Mortgage Capital Inc. | 15,113 | 34,458 | |
KKR Real Estate Finance Trust Inc. | 1,700 | 35,037 | |
Ladder Capital Corp. | 5,381 | 63,872 | |
MFA Financial Inc. | 20,853 | 84,038 | |
New Residential Investment Corp. | 4,500 | 49,410 | |
New York Mortgage Trust Inc. | 17,955 | 65,536 | |
Orchid Island Capital Inc. | 6,663 | 21,655 | |
PennyMac Mortgage Investment Trust | 4,623 | 78,083 | |
Ready Capital Corp. | 2,853 | 42,966 | |
Redwood Trust Inc. | 5,437 | 57,252 | |
Starwood Property Trust Inc. | 3,200 | 77,344 | |
TPG RE Finance Trust Inc. | 2,891 | 34,143 | |
Two Harbors Investment Corp. | 16,205 | 89,614 | |
1,999,975 | |||
Motorcycle Manufacturers - 0.0% * | |||
Arcimoto Inc. (a) | 1,100 | 7,271 | |
Harley-Davidson Inc. | 1,700 | 66,980 | |
74,251 | |||
Movies & Entertainment - 0.4% | |||
AMC Entertainment Holdings Inc., Class A (a) | 23,742 | 585,003 | |
Chicken Soup For The Soul Entertainment Inc. (a) | 181 | 1,446 | |
Cinemark Holdings Inc. (a) | 5,093 | 88,007 | |
CuriosityStream Inc. (a) | 1,300 | 3,770 | |
Eros STX Global Corp. (a) | 495 | 1,381 | |
Liberty Media Corp., Class A (a) | 100 | 6,313 | |
Liberty Media Corp-Liberty Braves, Class A (a) | 291 | 8,375 | |
Liberty Media Corp-Liberty Braves, Class C (a) | 1,745 | 48,703 | |
Liberty Media Corp-Liberty Media, Class C (a) | 2,521 | 176,066 | |
Lions Gate Entertainment Corp., Class A (a) | 2,783 | 45,224 | |
Lions Gate Entertainment Corp., Class B (a) | 5,568 | 83,687 | |
Live Nation Entertainment Inc. (a) | 1,728 | 203,282 | |
LiveOne Inc. (a) | 1,100 | 897 | |
Madison Square Garden Entertainment Corp. (a) | 1,228 | 102,305 | |
Madison Square Garden Sports Corp. (a) | 200 | 35,872 | |
Netflix Inc. (a) | 5,325 | 1,994,692 | |
Roku Inc. (a) | 1,484 | 185,901 | |
The Marcus Corp. (a) | 1,130 | 20,001 | |
The Walt Disney Co. (a) | 22,556 | 3,093,781 | |
World Wrestling Entertainment Inc., Class A | 300 | 18,732 | |
6,703,438 | |||
Multi-Line Insurance - 0.1% | |||
American International Group Inc. | 10,575 | 663,793 | |
American National Group Inc. | 352 | 66,559 | |
Assurant Inc. | 736 | 133,827 | |
Horace Mann Educators Corp. | 1,966 | 82,238 |
See Notes to Schedule of Investments.
52 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
The Hartford Financial Services Group Inc. | 4,194 | $301,171 | |
1,247,588 | |||
Multi-Sector Holdings - 0.5% | |||
Berkshire Hathaway Inc., Class B (a) | 22,743 | 8,026,232 | |
Cannae Holdings Inc. (a) | 3,985 | 95,321 | |
8,121,553 | |||
Multi-Utilities - 0.3% | |||
Ameren Corp. | 3,151 | 295,438 | |
Avista Corp. | 3,313 | 149,582 | |
Black Hills Corp. | 2,944 | 226,747 | |
CenterPoint Energy Inc. | 7,437 | 227,870 | |
CMS Energy Corp. | 3,800 | 265,772 | |
Consolidated Edison Inc. | 4,339 | 410,816 | |
Dominion Energy Inc. | 10,142 | 861,766 | |
DTE Energy Co. | 2,384 | 315,189 | |
NiSource Inc. | 5,013 | 159,413 | |
NorthWestern Corp. | 2,472 | 149,531 | |
Public Service Enterprise Group Inc. | 6,169 | 431,830 | |
Sempra Energy | 3,889 | 653,819 | |
Unitil Corp. | 746 | 37,210 | |
WEC Energy Group Inc. | 3,874 | 386,664 | |
4,571,647 | |||
Office REITs - 0.1% | |||
Alexandria Real Estate Equities Inc. | 2,092 | 421,015 | |
Boston Properties Inc. | 2,000 | 257,600 | |
Brandywine Realty Trust | 7,967 | 112,653 | |
Corporate Office Properties Trust | 5,287 | 150,891 | |
Cousins Properties Inc. | 1,600 | 64,464 | |
Douglas Emmett Inc. | 1,900 | 63,498 | |
Easterly Government Properties Inc. | 4,076 | 86,167 | |
Equity Commonwealth (a) | 5,005 | 141,191 | |
Franklin Street Properties Corp. | 4,921 | 29,034 | |
Highwoods Properties Inc. | 1,200 | 54,888 | |
Hudson Pacific Properties Inc. | 1,500 | 41,625 | |
JBG SMITH Properties | 1,900 | 55,518 | |
Kilroy Realty Corp. | 1,522 | 116,311 | |
Office Properties Income Trust | 2,271 | 58,433 | |
Orion Office REIT Inc. | 665 | 9,310 | |
Paramount Group Inc. | 8,782 | 95,812 | |
Piedmont Office Realty Trust Inc., Class A | 5,828 | 100,358 | |
Postal Realty Trust Inc., Class A | 553 | 9,301 | |
SL Green Realty Corp. | 798 | 64,782 | |
Veris Residential Inc. (a) | 4,147 | 72,116 | |
Vornado Realty Trust | 2,400 | 108,768 | |
2,113,735 | |||
Office Services & Supplies - 0.0% * | |||
ACCO Brands Corp. | 4,470 | 35,760 | |
Herman Miller Inc. | 3,487 | 120,511 | |
HNI Corp. | 2,053 | 76,064 | |
Interface Inc. | 2,790 | 37,860 | |
Kimball International Inc., Class B | 1,259 | 10,638 | |
MSA Safety Inc. | 400 | 53,080 | |
Pitney Bowes Inc. | 8,411 | 43,737 |
Number of Shares | Fair Value | ||
Steelcase Inc., Class A | 4,139 | $49,461 | |
427,111 | |||
Oil & Gas Drilling - 0.0% * | |||
Helmerich & Payne Inc. | 4,736 | 202,606 | |
Nabors Industries Ltd. (a) | 336 | 51,314 | |
Patterson-UTI Energy Inc. | 8,735 | 135,218 | |
389,138 | |||
Oil & Gas Equipment & Services - 0.2% | |||
Archrock Inc. | 6,389 | 58,970 | |
Baker Hughes Co. | 9,133 | 332,533 | |
Bristow Group Inc. (a) | 1,130 | 41,900 | |
Cactus Inc., Class A | 2,593 | 147,127 | |
ChampionX Corp. (a) | 9,329 | 228,374 | |
DMC Global Inc. (a) | 903 | 27,542 | |
Dril-Quip Inc. (a) | 1,661 | 62,038 | |
Expro Group Holdings N.V. (a) | 2,224 | 39,543 | |
Halliburton Co. | 10,882 | 412,101 | |
Helix Energy Solutions Group Inc. (a) | 6,868 | 32,829 | |
Liberty Oilfield Services Inc., Class A (a) | 4,299 | 63,711 | |
National Energy Services Reunited Corp. (a) | 1,500 | 12,600 | |
Newpark Resources Inc. (a) | 4,474 | 16,375 | |
NexTier Oilfield Solutions Inc. (a) | 8,160 | 75,398 | |
NOV Inc. | 5,600 | 109,816 | |
Oceaneering International Inc. (a) | 4,692 | 71,131 | |
Oil States International Inc. (a) | 2,973 | 20,662 | |
ProPetro Holding Corp. (a) | 4,085 | 56,904 | |
RPC Inc. (a) | 3,244 | 34,614 | |
Schlumberger N.V. | 17,650 | 729,122 | |
Select Energy Services Inc., Class A (a) | 3,045 | 26,096 | |
Solaris Oilfield Infrastructure Inc., Class A | 1,052 | 11,877 | |
TETRA Technologies Inc. (a) | 5,400 | 22,194 | |
Tidewater Inc. (a) | 1,970 | 42,828 | |
U.S. Silica Holdings Inc. (a) | 3,484 | 65,011 | |
2,741,296 | |||
Oil & Gas Exploration & Production - 0.6% | |||
Antero Resources Corp. (a) | 13,162 | 401,836 | |
APA Corp. | 4,800 | 198,384 | |
Berry Corp. | 2,804 | 28,937 | |
Brigham Minerals Inc., Class A | 2,072 | 52,940 | |
California Resources Corp. | 3,792 | 169,616 | |
Callon Petroleum Co. (a) | 2,226 | 131,512 | |
Centennial Resource Development Inc., Class A (a) | 8,693 | 70,152 | |
Chesapeake Energy Corp. | 4,830 | 420,210 | |
Civitas Resources Inc. | 2,039 | 121,749 | |
CNX Resources Corp. (a) | 9,251 | 191,681 | |
Comstock Resources Inc. (a) | 4,376 | 57,107 | |
ConocoPhillips | 16,572 | 1,657,200 | |
Continental Resources Inc. | 800 | 49,064 | |
Coterra Energy Inc. | 9,927 | 267,731 | |
Crescent Energy Inc., Class A | 1,035 | 17,947 | |
Denbury Inc. (a) | 2,358 | 185,268 | |
Devon Energy Corp. | 8,429 | 498,407 | |
Diamondback Energy Inc. | 2,231 | 305,825 | |
Earthstone Energy Inc., Class A (a) | 1,104 | 13,943 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 53 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
EOG Resources Inc. | 7,353 | $876,698 | |
EQT Corp. | 3,702 | 127,386 | |
Falcon Minerals Corp. | 2,071 | 13,959 | |
Hess Corp. | 3,413 | 365,327 | |
HighPeak Energy Inc. | 245 | 5,439 | |
Kosmos Energy Ltd. (a) | 21,024 | 151,163 | |
Laredo Petroleum Inc. (a) | 599 | 47,405 | |
Magnolia Oil & Gas Corp., Class A | 6,745 | 159,519 | |
Marathon Oil Corp. | 9,687 | 243,241 | |
Matador Resources Co. | 5,094 | 269,880 | |
Murphy Oil Corp. | 6,740 | 272,229 | |
Northern Oil & Gas Inc. | 2,812 | 79,270 | |
Oasis Petroleum Inc. | 929 | 135,913 | |
Ovintiv Inc. | 12,057 | 651,922 | |
PDC Energy Inc. | 4,484 | 325,897 | |
Pioneer Natural Resources Co. | 2,719 | 679,832 | |
Range Resources Corp. (a) | 10,998 | 334,119 | |
Ranger Oil Corp., Class A (a) | 1,015 | 35,048 | |
Riley Exploration Permian Inc. | 487 | 12,214 | |
SM Energy Co. | 5,599 | 218,081 | |
Southwestern Energy Co. (a) | 46,744 | 335,154 | |
Talos Energy Inc. (a) | 1,780 | 28,106 | |
Tellurian Inc. (a) | 17,496 | 92,729 | |
Texas Pacific Land Corp. | 73 | 98,704 | |
W&T Offshore Inc. (a) | 4,559 | 17,415 | |
Whiting Petroleum Corp. | 1,843 | 150,223 | |
10,566,382 | |||
Oil & Gas Refining & Marketing - 0.1% | |||
Aemetis Inc. (a) | 929 | 11,770 | |
Alto Ingredients Inc. (a) | 2,518 | 17,173 | |
Clean Energy Fuels Corp. (a) | 7,350 | 58,359 | |
CVR Energy Inc. | 1,433 | 36,599 | |
Delek US Holdings Inc. (a) | 3,106 | 65,909 | |
Gevo Inc. (a) | 9,495 | 44,437 | |
Green Plains Inc. (a) | 2,254 | 69,897 | |
HF Sinclair Corp. | 1,600 | 63,760 | |
Marathon Petroleum Corp. | 7,468 | 638,514 | |
Par Pacific Holdings Inc. (a) | 2,167 | 28,214 | |
PBF Energy Inc., Class A (a) | 4,522 | 110,201 | |
Phillips 66 | 5,941 | 513,243 | |
Renewable Energy Group Inc. (a) | 2,098 | 127,244 | |
REX American Resources Corp. (a) | 191 | 19,024 | |
Valero Energy Corp. | 4,986 | 506,278 | |
World Fuel Services Corp. | 2,938 | 79,443 | |
2,390,065 | |||
Oil & Gas Storage & Transportation - 0.1% | |||
Altus Midstream Co., Class A | 149 | 9,687 | |
Antero Midstream Corp. | 4,300 | 46,741 | |
Cheniere Energy Inc. | 2,879 | 399,173 | |
Dorian LPG Ltd. | 1,197 | 17,345 | |
DTE Midstream LLC (a) | 1,450 | 78,677 | |
Equitrans Midstream Corp. | 19,153 | 161,651 | |
International Seaways Inc. | 2,200 | 39,688 | |
Kinder Morgan Inc. | 23,817 | 450,379 | |
New Fortress Energy Inc. | 300 | 12,783 | |
ONEOK Inc. | 5,455 | 385,287 | |
Targa Resources Corp. | 2,847 | 214,863 | |
The Williams Companies Inc. | 14,837 | 495,704 | |
2,311,978 |
Number of Shares | Fair Value | ||
Other Diversified Financial Services - 0.0% * | |||
Alerus Financial Corp. | 537 | $14,843 | |
Apollo Global Management Inc. | 4,554 | 282,302 | |
Equitable Holdings Inc. | 4,900 | 151,459 | |
Voya Financial Inc. | 1,500 | 99,525 | |
548,129 | |||
Packaged Foods & Meats - 0.3% | |||
B&G Foods Inc. | 3,015 | 81,345 | |
Beyond Meat Inc. (a) | 500 | 24,155 | |
Calavo Growers Inc. | 822 | 29,962 | |
Cal-Maine Foods Inc. | 1,922 | 106,133 | |
Campbell Soup Co. | 2,700 | 120,339 | |
Conagra Brands Inc. | 6,200 | 208,134 | |
Flowers Foods Inc. | 2,100 | 53,991 | |
Freshpet Inc. (a) | 400 | 41,056 | |
General Mills Inc. | 7,430 | 503,160 | |
Hormel Foods Corp. | 3,578 | 184,410 | |
Hostess Brands Inc. (a) | 6,472 | 141,996 | |
J&J Snack Foods Corp. | 692 | 107,329 | |
John B Sanfilippo & Son Inc. | 373 | 31,123 | |
Kellogg Co. | 3,150 | 203,143 | |
Laird Superfood Inc. (a) | 395 | 1,426 | |
Lamb Weston Holdings Inc. | 1,886 | 112,990 | |
Lancaster Colony Corp. | 889 | 132,594 | |
Landec Corp. (a) | 1,254 | 14,521 | |
McCormick & Company Inc. | 3,077 | 307,085 | |
Mission Produce Inc. (a) | 1,811 | 22,909 | |
Mondelez International Inc., Class A | 17,202 | 1,079,942 | |
Pilgrim's Pride Corp. (a) | 300 | 7,530 | |
Post Holdings Inc. (a) | 800 | 55,408 | |
Sanderson Farms Inc. | 950 | 178,116 | |
Seneca Foods Corp., Class A (a) | 294 | 15,153 | |
Sovos Brands Inc. (a) | 900 | 12,762 | |
Tattooed Chef Inc. (a) | 2,288 | 28,783 | |
The Hain Celestial Group Inc. (a) | 900 | 30,960 | |
The Hershey Co. | 1,794 | 388,634 | |
The J M Smucker Co. | 1,321 | 178,877 | |
The Kraft Heinz Co. | 8,529 | 335,957 | |
The Simply Good Foods Co. (a) | 3,985 | 151,231 | |
The Vita Coco Company Inc. (a) | 632 | 5,663 | |
Tootsie Roll Industries Inc. | 642 | 22,433 | |
TreeHouse Foods Inc. (a) | 2,448 | 78,972 | |
Tyson Foods Inc., Class A | 3,532 | 316,573 | |
Utz Brands Inc. | 2,823 | 41,724 | |
Vital Farms Inc. (a) | 786 | 9,715 | |
Whole Earth Brands Inc. (a) | 1,600 | 11,456 | |
5,377,690 | |||
Paper Packaging - 0.1% | |||
Avery Dennison Corp. | 1,042 | 181,277 | |
Graphic Packaging Holding Co. | 3,000 | 60,120 | |
International Paper Co. | 4,823 | 222,582 | |
Packaging Corporation of America | 1,183 | 184,678 | |
Pactiv Evergreen Inc. | 1,403 | 14,114 | |
Ranpak Holdings Corp. (a) | 1,803 | 36,835 | |
Sealed Air Corp. | 1,905 | 127,559 | |
Sonoco Products Co. | 1,100 | 68,816 |
See Notes to Schedule of Investments.
54 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Westrock Co. | 3,500 | $164,605 | |
1,060,586 | |||
Paper Products - 0.0% * | |||
Clearwater Paper Corp. (a) | 679 | 19,032 | |
Glatfelter Corp. | 1,602 | 19,833 | |
Neenah Inc. | 817 | 32,402 | |
Schweitzer-Mauduit International Inc. | 1,495 | 41,113 | |
Sylvamo Corp. (a) | 522 | 17,372 | |
129,752 | |||
Personal Products - 0.1% | |||
BellRing Brands Inc. (a) | 5,192 | 119,831 | |
Coty Inc., Class A (a) | 4,300 | 38,657 | |
Edgewell Personal Care Co. | 2,555 | 93,692 | |
elf Beauty Inc. (a) | 2,289 | 59,125 | |
Herbalife Nutrition Ltd. (a) | 1,500 | 45,540 | |
Inter Parfums Inc. | 845 | 74,402 | |
Medifast Inc. | 541 | 92,392 | |
Nature's Sunshine Products Inc. (a) | 546 | 9,184 | |
NewAge Inc. (a) | 6,100 | 3,544 | |
Nu Skin Enterprises Inc., Class A | 2,333 | 111,704 | |
Olaplex Holdings Inc. (a) | 600 | 9,378 | |
Revlon Inc., Class A (a) | 448 | 3,615 | |
The Beauty Health Co. (a) | 4,064 | 68,600 | |
The Estee Lauder Companies Inc., Class A | 2,866 | 780,469 | |
The Honest Company Inc. (a) | 4,177 | 21,762 | |
USANA Health Sciences Inc. (a) | 570 | 45,287 | |
Veru Inc. (a) | 2,261 | 10,921 | |
1,588,103 | |||
Pharmaceuticals - 1.3% | |||
9 Meters Biopharma Inc. (a) | 7,734 | 4,635 | |
Aclaris Therapeutics Inc. (a) | 2,100 | 36,204 | |
Aerie Pharmaceuticals Inc. (a) | 1,465 | 13,331 | |
Amneal Pharmaceuticals Inc. (a) | 3,562 | 14,854 | |
Amphastar Pharmaceuticals Inc. (a) | 1,758 | 63,112 | |
Ampio Pharmaceuticals Inc. (a) | 10,700 | 5,029 | |
Amylyx Pharmaceuticals Inc. (a) | 441 | 5,667 | |
Angion Biomedica Corp. (a) | 300 | 636 | |
ANI Pharmaceuticals Inc. (a) | 540 | 15,179 | |
Antares Pharma Inc. (a) | 6,881 | 28,212 | |
Arvinas Inc. (a) | 2,205 | 148,396 | |
Atea Pharmaceuticals Inc. (a) | 2,084 | 15,046 | |
Athira Pharma Inc. (a) | 1,119 | 15,106 | |
Axsome Therapeutics Inc. (a) | 1,332 | 55,131 | |
Bausch Health Companies Inc. (a) | 4,700 | 107,467 | |
Bristol-Myers Squibb Co. | 27,229 | 1,988,534 | |
Cara Therapeutics Inc. (a) | 1,900 | 23,085 | |
Cassava Sciences Inc. (a) | 1,809 | 67,186 | |
Catalent Inc. (a) | 2,129 | 236,106 | |
CinCor Pharma Inc. (a) | 534 | 9,366 | |
Citius Pharmaceuticals Inc. (a) | 3,604 | 6,451 | |
Collegium Pharmaceutical Inc. (a) | 1,671 | 34,022 | |
CONTRA ZOGENIX Inc. | 2,206 | 1,500 | |
Corcept Therapeutics Inc. (a) | 4,020 | 90,530 | |
CorMedix Inc. (a) | 2,100 | 11,508 |
Number of Shares | Fair Value | ||
Cymabay Therapeutics Inc. (a) | 2,298 | $7,147 | |
DICE Therapeutics Inc. (a) | 668 | 12,779 | |
Durect Corp. (a) | 7,186 | 4,814 | |
Edgewise Therapeutics Inc. (a) | 1,296 | 12,571 | |
Elanco Animal Health Inc. (a) | 5,682 | 148,243 | |
Eli Lilly & Co. | 10,567 | 3,026,072 | |
Esperion Therapeutics Inc. (a) | 1,600 | 7,424 | |
Evolus Inc. (a) | 1,600 | 17,952 | |
EyePoint Pharmaceuticals Inc. (a) | 1,054 | 12,806 | |
Fulcrum Therapeutics Inc. (a) | 1,318 | 31,171 | |
Harmony Biosciences Holdings Inc. (a) | 1,093 | 53,174 | |
Ikena Oncology Inc. (a) | 1,329 | 8,107 | |
Innoviva Inc. (a) | 2,081 | 40,267 | |
Intra-Cellular Therapies Inc. (a) | 3,687 | 225,608 | |
Johnson & Johnson | 32,737 | 5,801,979 | |
Kala Pharmaceuticals Inc. (a) | 2,900 | 4,002 | |
KemPharm Inc. (a) | 968 | 4,869 | |
Marinus Pharmaceuticals Inc. (a) | 1,308 | 12,230 | |
Merck & Company Inc. | 31,492 | 2,583,919 | |
Mind Medicine MindMed Inc. (a) | 12,332 | 13,689 | |
Nektar Therapeutics (a) | 2,600 | 14,014 | |
NGM Biopharmaceuticals Inc. (a) | 1,132 | 17,263 | |
Nuvation Bio Inc. (a) | 7,622 | 40,092 | |
Ocular Therapeutix Inc. (a) | 2,473 | 12,241 | |
Omeros Corp. (a) | 2,367 | 14,226 | |
Oramed Pharmaceuticals Inc. (a) | 1,060 | 9,169 | |
Organon & Co. | 3,390 | 118,413 | |
Pacira Pharmaceuticals Inc. (a) | 2,067 | 157,753 | |
Paratek Pharmaceuticals Inc. (a) | 1,607 | 4,773 | |
Pfizer Inc. | 69,595 | 3,602,933 | |
Phathom Pharmaceuticals Inc. (a) | 706 | 9,609 | |
Phibro Animal Health Corp., Class A | 1,008 | 20,110 | |
Pliant Therapeutics Inc. (a) | 700 | 4,907 | |
Prestige Consumer Healthcare Inc. (a) | 2,346 | 124,197 | |
Provention Bio Inc. (a) | 1,927 | 14,106 | |
Rain Therapeutics Inc. (a) | 763 | 3,868 | |
Reata Pharmaceuticals Inc., Class A (a) | 1,313 | 43,014 | |
Relmada Therapeutics Inc. (a) | 1,142 | 30,823 | |
Revance Therapeutics Inc. (a) | 3,334 | 65,013 | |
Royalty Pharma PLC, Class A | 4,300 | 167,528 | |
Seelos Therapeutics Inc. (a) | 2,802 | 2,348 | |
SIGA Technologies Inc. (a) | 1,668 | 11,826 | |
Supernus Pharmaceuticals Inc. (a) | 2,320 | 74,982 | |
Tarsus Pharmaceuticals Inc. (a) | 440 | 7,401 | |
Terns Pharmaceuticals Inc. (a) | 827 | 2,456 | |
TherapeuticsMD Inc. (a) | 20,300 | 7,714 | |
Theseus Pharmaceuticals Inc. (a) | 639 | 7,368 | |
Ventyx Biosciences Inc. (a) | 501 | 6,799 | |
Verrica Pharmaceuticals Inc. (a) | 603 | 4,890 | |
Viatris Inc. | 16,100 | 175,168 | |
WaVe Life Sciences Ltd. (a) | 2,500 | 5,000 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 55 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Zoetis Inc. | 5,922 | $1,116,830 | |
20,921,950 | |||
Property & Casualty Insurance - 0.3% | |||
Ambac Financial Group Inc. (a) | 1,917 | 19,937 | |
American Financial Group Inc. | 881 | 128,291 | |
AMERISAFE Inc. | 915 | 45,448 | |
Arch Capital Group Ltd. (a) | 4,300 | 208,206 | |
Assured Guaranty Ltd. | 1,000 | 63,660 | |
Axis Capital Holdings Ltd. | 800 | 48,376 | |
Cincinnati Financial Corp. | 1,865 | 253,565 | |
CNA Financial Corp. | 200 | 9,724 | |
Donegal Group Inc., Class A | 729 | 9,776 | |
Employers Holdings Inc. | 1,328 | 54,475 | |
Erie Indemnity Co., Class A | 264 | 46,498 | |
Fidelity National Financial Inc. | 3,600 | 175,824 | |
First American Financial Corp. | 1,500 | 97,230 | |
HCI Group Inc. | 181 | 12,341 | |
Heritage Insurance Holdings Inc. | 810 | 5,783 | |
Investors Title Co. | 47 | 9,551 | |
Kemper Corp. | 600 | 33,924 | |
Kinsale Capital Group Inc. | 989 | 225,512 | |
Lemonade Inc. (a) | 500 | 13,185 | |
Loews Corp. | 2,800 | 181,496 | |
Markel Corp. (a) | 158 | 233,088 | |
MBIA Inc. (a) | 2,007 | 30,888 | |
Mercury General Corp. | 500 | 27,500 | |
MetroMile Inc. (a) | 5,073 | 6,696 | |
NI Holdings Inc. (a) | 268 | 4,545 | |
Old Republic International Corp. | 3,710 | 95,978 | |
Palomar Holdings Inc. (a) | 1,161 | 74,292 | |
ProAssurance Corp. | 2,544 | 68,383 | |
RLI Corp. | 1,841 | 203,670 | |
Safety Insurance Group Inc. | 686 | 62,323 | |
Selective Insurance Group Inc. | 2,734 | 244,310 | |
Stewart Information Services Corp. | 1,258 | 76,247 | |
The Allstate Corp. | 3,491 | 483,539 | |
The Hanover Insurance Group Inc. | 500 | 74,760 | |
The Progressive Corp. | 7,167 | 816,966 | |
The Travelers Companies Inc. | 2,991 | 546,546 | |
Tiptree Inc. | 1,127 | 14,482 | |
Trean Insurance Group Inc. (a) | 1,000 | 4,690 | |
United Fire Group Inc. | 1,019 | 31,660 | |
United Insurance Holdings Corp. | 300 | 993 | |
Universal Insurance Holdings Inc. | 969 | 13,072 | |
White Mountains Insurance Group Ltd. | 39 | 44,313 | |
WR Berkley Corp. | 2,631 | 175,198 | |
4,976,941 | |||
Publishing - 0.0% * | |||
Daily Journal Corp. (a) | 50 | 15,600 | |
Gannett Company Inc. (a) | 6,798 | 30,659 | |
John Wiley & Sons Inc., Class A | 2,027 | 107,492 | |
News Corp., Class A | 4,094 | 90,682 | |
News Corp., Class B | 874 | 19,682 | |
Scholastic Corp. | 1,253 | 50,471 | |
The New York Times., Class A | 2,201 | 100,894 | |
415,480 |
Number of Shares | Fair Value | ||
Railroads - 0.2% | |||
CSX Corp. | 27,884 | $1,044,256 | |
Norfolk Southern Corp. | 3,038 | 866,498 | |
Union Pacific Corp. | 8,019 | 2,190,871 | |
4,101,625 | |||
Real Estate Development - 0.0% * | |||
Forestar Group Inc. (a) | 515 | 9,146 | |
The Howard Hughes Corp. (a) | 400 | 41,444 | |
50,590 | |||
Real Estate Operating Companies - 0.0% * | |||
FRP Holdings Inc. (a) | 235 | 13,583 | |
Kennedy-Wilson Holdings Inc. | 5,571 | 135,877 | |
Rafael Holdings Inc., Class B (a) | 600 | 1,506 | |
150,966 | |||
Real Estate Services - 0.1% | |||
CBRE Group Inc., Class A (a) | 4,082 | 373,585 | |
Cushman & Wakefield PLC (a) | 6,504 | 133,397 | |
Douglas Elliman Inc. | 2,585 | 18,871 | |
eXp World Holdings Inc. | 2,966 | 62,790 | |
Fathom Holdings Inc. (a) | 238 | 2,547 | |
Jones Lang LaSalle Inc. (a) | 700 | 167,622 | |
Marcus & Millichap Inc. | 1,129 | 59,476 | |
Newmark Group Inc., Class A | 7,732 | 123,093 | |
Opendoor Technologies Inc. (a) | 5,500 | 47,575 | |
Realogy Holdings Corp. (a) | 5,427 | 85,095 | |
Redfin Corp. (a) | 4,852 | 87,530 | |
REX Holdings Inc., Class A | 902 | 25,012 | |
Zillow Group Inc., Class A (a) | 600 | 28,938 | |
Zillow Group Inc., Class C (a) | 2,300 | 113,367 | |
1,328,898 | |||
Regional Banks - 1.0% | |||
1st Source Corp. | 810 | 37,462 | |
Allegiance Bancshares Inc. | 912 | 40,748 | |
Amalgamated Financial Corp. | 457 | 8,212 | |
Amerant Bancorp Inc. | 1,292 | 40,814 | |
American National Bankshares Inc. | 370 | 13,942 | |
Ameris Bancorp. | 3,114 | 136,642 | |
Arrow Financial Corp. | 495 | 16,048 | |
Associated Banc-Corp. | 6,956 | 158,319 | |
Atlantic Union Bankshares Corp. | 3,535 | 129,699 | |
Banc of California Inc. | 2,609 | 50,510 | |
BancFirst Corp. | 813 | 67,650 | |
Bank First Corp. | 236 | 16,990 | |
Bank of Hawaii Corp. | 300 | 25,176 | |
Bank of Marin Bancorp | 752 | 26,373 | |
Bank OZK | 1,300 | 55,510 | |
BankUnited Inc. | 3,936 | 173,027 | |
Banner Corp. | 1,606 | 93,999 | |
Bar Harbor Bankshares | 527 | 15,083 | |
Berkshire Hills Bancorp Inc. | 2,311 | 66,950 | |
Blue Ridge Bankshares Inc. | 636 | 9,648 | |
BOK Financial Corp. | 300 | 28,185 | |
Brookline Bancorp Inc. | 3,637 | 57,537 | |
Business First Bancshares Inc. | 772 | 18,783 | |
Byline Bancorp Inc. | 1,202 | 32,069 | |
Cadence Bank | 8,316 | 243,326 | |
Cambridge Bancorp | 332 | 28,220 | |
Camden National Corp. | 617 | 29,024 |
See Notes to Schedule of Investments.
56 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Capital Bancorp Inc. | 409 | $9,350 | |
Capital City Bank Group Inc. | 415 | 10,939 | |
Capstar Financial Holdings Inc. | 729 | 15,367 | |
Carter Bankshares Inc. (a) | 1,279 | 22,216 | |
Cathay General Bancorp | 3,345 | 149,689 | |
CBTX Inc. | 894 | 27,714 | |
Central Pacific Financial Corp. | 1,313 | 36,633 | |
Citizens & Northern Corp. | 481 | 11,727 | |
Citizens Financial Group Inc. | 5,252 | 238,073 | |
City Holding Co. | 708 | 55,720 | |
Civista Bancshares Inc. | 521 | 12,556 | |
CNB Financial Corp. | 793 | 20,872 | |
Coastal Financial Corp. (a) | 364 | 16,653 | |
Columbia Banking System Inc. | 3,671 | 118,463 | |
Comerica Inc. | 1,664 | 150,475 | |
Commerce Bancshares Inc. | 1,565 | 112,038 | |
Community Bank System Inc. | 2,463 | 172,779 | |
Community Trust Bancorp Inc. | 648 | 26,698 | |
ConnectOne Bancorp Inc. | 1,770 | 56,658 | |
CrossFirst Bankshares Inc. (a) | 1,947 | 30,685 | |
Cullen/Frost Bankers Inc. | 600 | 83,046 | |
Customers Bancorp Inc. (a) | 1,411 | 73,569 | |
CVB Financial Corp. | 6,052 | 140,467 | |
Dime Community Bancshares Inc. | 1,549 | 53,549 | |
Eagle Bancorp Inc. | 1,490 | 84,945 | |
East West Bancorp Inc. | 1,793 | 141,683 | |
Eastern Bankshares Inc. | 8,031 | 172,988 | |
Enterprise Bancorp Inc. | 326 | 13,079 | |
Enterprise Financial Services Corp. | 1,595 | 75,459 | |
Equity Bancshares Inc., Class A | 533 | 17,221 | |
Farmers National Banc Corp. | 1,505 | 25,675 | |
FB Financial Corp. | 1,574 | 69,917 | |
Fidelity D&D Bancorp Inc. | 132 | 6,129 | |
Fifth Third Bancorp | 8,333 | 358,652 | |
Financial Institutions Inc. | 628 | 18,922 | |
First Bancorp Inc. | 315 | 9,475 | |
First Bancorp/Southern Pines NC | 1,623 | 67,793 | |
First Bank | 500 | 7,110 | |
First Busey Corp. | 2,380 | 60,309 | |
First Citizens BancShares Inc., Class A | 164 | 109,158 | |
First Commonwealth Financial Corp. | 4,450 | 67,462 | |
First Community Bancshares Inc. | 690 | 19,465 | |
First Financial Bancorp. | 4,356 | 100,406 | |
First Financial Bankshares Inc. | 5,974 | 263,573 | |
First Financial Corp. | 468 | 20,255 | |
First Foundation Inc. | 2,302 | 55,916 | |
First Hawaiian Inc. | 1,500 | 41,835 | |
First Horizon Corp. | 7,100 | 166,779 | |
First Internet Bancorp | 332 | 14,279 | |
First Interstate BancSystem Inc., Class A | 4,099 | 150,720 | |
First Merchants Corp. | 2,470 | 102,752 | |
First Mid Bancshares Inc. | 802 | 30,869 | |
First Republic Bank | 2,182 | 353,702 | |
Five Star Bancorp | 440 | 12,452 | |
Flushing Financial Corp. | 1,231 | 27,513 | |
FNB Corp. | 4,200 | 52,290 | |
Fulton Financial Corp. | 7,451 | 123,836 |
Number of Shares | Fair Value | ||
German American Bancorp Inc. | 1,177 | $44,714 | |
Glacier Bancorp Inc. | 5,070 | 254,920 | |
Great Southern Bancorp Inc. | 498 | 29,387 | |
Guaranty Bancshares Inc. | 275 | 9,625 | |
Hancock Whitney Corp. | 3,980 | 207,557 | |
Hanmi Financial Corp. | 1,466 | 36,078 | |
HarborOne Bancorp Inc. | 2,303 | 32,288 | |
HBT Financial Inc. | 334 | 6,072 | |
Heartland Financial USA Inc. | 1,896 | 90,686 | |
Heritage Commerce Corp. | 2,437 | 27,416 | |
Heritage Financial Corp. | 1,658 | 41,549 | |
Hilltop Holdings Inc. | 2,914 | 85,672 | |
Home BancShares Inc. | 7,135 | 161,251 | |
HomeStreet Inc. | 949 | 44,964 | |
HomeTrust Bancshares Inc. | 535 | 15,799 | |
Hope Bancorp Inc. | 5,450 | 87,636 | |
Horizon Bancorp Inc. | 2,051 | 38,292 | |
Huntington Bancshares Inc. | 17,746 | 259,446 | |
Independent Bank Corp. | 3,107 | 194,121 | |
Independent Bank Group Inc. | 1,714 | 121,968 | |
International Bancshares Corp. | 2,525 | 106,580 | |
Investors Bancorp Inc. | 10,700 | 159,751 | |
KeyCorp | 11,451 | 256,273 | |
Lakeland Bancorp Inc. | 2,911 | 48,614 | |
Lakeland Financial Corp. | 1,148 | 83,804 | |
Live Oak Bancshares Inc. | 1,503 | 76,488 | |
M&T Bank Corp. | 1,700 | 288,150 | |
Macatawa Bank Corp. | 1,260 | 11,353 | |
Mercantile Bank Corp. | 633 | 22,421 | |
Meta Financial Group Inc. | 1,352 | 74,252 | |
Metrocity Bankshares Inc. | 756 | 17,751 | |
Metropolitan Bank Holding Corp. (a) | 468 | 47,628 | |
Mid Penn Bancorp Inc. | 503 | 13,485 | |
Midland States Bancorp Inc. | 1,026 | 29,610 | |
MidWestOne Financial Group Inc. | 508 | 16,815 | |
MVB Financial Corp. | 361 | 14,981 | |
National Bank Holdings Corp., Class A | 1,379 | 55,546 | |
NBT Bancorp Inc. | 1,991 | 71,935 | |
Nicolet Bankshares Inc. (a) | 559 | 52,306 | |
Northrim BanCorp Inc. | 173 | 7,538 | |
Northwest Bancshares Inc. | 5,769 | 77,939 | |
OceanFirst Financial Corp. | 2,760 | 55,476 | |
Old National Bancorp | 13,541 | 221,802 | |
Old Second Bancorp Inc. | 981 | 14,234 | |
Origin Bancorp Inc. | 1,055 | 44,616 | |
Orrstown Financial Services Inc. | 316 | 7,246 | |
Pacific Premier Bancorp Inc. | 4,386 | 155,045 | |
PacWest Bancorp | 1,300 | 56,069 | |
Park National Corp. | 677 | 88,944 | |
Peapack-Gladstone Financial Corp. | 866 | 30,093 | |
Peoples Bancorp Inc. | 1,215 | 38,042 | |
Peoples Financial Services Corp. | 216 | 10,904 | |
People's United Financial Inc. | 5,532 | 110,585 | |
Pinnacle Financial Partners Inc. | 986 | 90,791 | |
Preferred Bank | 656 | 48,603 | |
Premier Financial Corp. | 1,660 | 50,348 | |
Primis Financial Corp. | 925 | 12,931 | |
Prosperity Bancshares Inc. | 900 | 62,442 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 57 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
QCR Holdings Inc. | 762 | $43,122 | |
RBB Bancorp | 536 | 12,591 | |
Red River Bancshares Inc. | 217 | 11,481 | |
Regions Financial Corp. | 11,877 | 264,382 | |
Renasant Corp. | 2,574 | 86,100 | |
Republic Bancorp Inc., Class A | 380 | 17,077 | |
Republic First Bancorp Inc. (a) | 1,492 | 7,699 | |
S&T Bancorp Inc. | 1,839 | 54,398 | |
Sandy Spring Bancorp Inc. | 2,036 | 91,457 | |
Seacoast Banking Corporation of Florida | 2,454 | 85,939 | |
ServisFirst Bancshares Inc. | 2,296 | 218,786 | |
Sierra Bancorp | 495 | 12,365 | |
Signature Bank | 736 | 216,009 | |
Silvergate Capital Corp., Class A (a) | 1,289 | 194,085 | |
Simmons First National Corp., Class A | 5,123 | 134,325 | |
SmartFinancial Inc. | 487 | 12,457 | |
South Plains Financial Inc. | 363 | 9,649 | |
South State Corp. | 3,539 | 288,747 | |
Southern First Bancshares Inc. (a) | 239 | 12,151 | |
Southside Bancshares Inc. | 1,476 | 60,265 | |
Spirit of Texas Bancshares Inc. | 451 | 11,852 | |
Stock Yards Bancorp Inc. | 1,142 | 60,412 | |
Summit Financial Group Inc. | 340 | 8,701 | |
SVB Financial Group (a) | 691 | 386,580 | |
Synovus Financial Corp. | 1,918 | 93,982 | |
Texas Capital Bancshares Inc. (a) | 2,374 | 136,054 | |
The Bancorp Inc. (a) | 2,477 | 70,173 | |
The First Bancshares Inc. | 976 | 32,852 | |
The First of Long Island Corp. | 823 | 16,016 | |
The PNC Financial Services Group Inc. | 5,315 | 980,352 | |
Third Coast Bancshares Inc. (a) | 216 | 4,990 | |
Tompkins Financial Corp. | 671 | 52,519 | |
TowneBank | 3,158 | 94,550 | |
TriCo Bancshares | 1,308 | 52,359 | |
TriState Capital Holdings Inc. (a) | 1,385 | 46,024 | |
Triumph Bancorp Inc. (a) | 1,105 | 103,892 | |
Truist Financial Corp. | 16,298 | 924,097 | |
Trustmark Corp. | 2,823 | 85,791 | |
UMB Financial Corp. | 2,014 | 195,680 | |
Umpqua Holdings Corp. | 2,600 | 49,036 | |
United Bankshares Inc. | 6,067 | 211,617 | |
United Community Banks Inc. | 4,815 | 167,562 | |
Univest Corporation of Pennsylvania | 1,386 | 37,089 | |
Valley National Bancorp | 18,426 | 239,906 | |
Veritex Holdings Inc. | 2,241 | 85,539 | |
Washington Trust Bancorp Inc. | 817 | 42,892 | |
Webster Financial Corp. | 1,972 | 110,669 | |
WesBanco Inc. | 2,781 | 95,555 | |
West Bancorporation Inc. | 649 | 17,659 | |
Westamerica BanCorp | 1,230 | 74,415 | |
Western Alliance Bancorp | 1,100 | 91,102 | |
Wintrust Financial Corp. | 800 | 74,344 | |
Zions Bancorp NA | 1,975 | 129,481 | |
17,146,160 | |||
Reinsurance - 0.0% * | |||
Alleghany Corp. (a) | 173 | 146,531 |
Number of Shares | Fair Value | ||
Reinsurance Group of America Inc. | 900 | $98,514 | |
245,045 | |||
Renewable Electricity - 0.0% * | |||
Brookfield Renewable Corp., Class A | 3,300 | 144,366 | |
Ormat Technologies Inc. | 2,119 | 173,398 | |
Sunnova Energy International Inc. (a) | 4,044 | 93,255 | |
411,019 | |||
Research & Consulting Services - 0.2% | |||
Acacia Research Corp. (a) | 1,627 | 7,338 | |
Atlas Technical Consultants Inc. (a) | 393 | 4,732 | |
Booz Allen Hamilton Holding Corp. | 1,724 | 151,436 | |
CACI International Inc., Class A (a) | 300 | 90,378 | |
CBIZ Inc. (a) | 2,306 | 96,783 | |
CoStar Group Inc. (a) | 4,828 | 321,593 | |
CRA International Inc. | 293 | 24,688 | |
Dun & Bradstreet Holdings Inc. (a) | 2,100 | 36,792 | |
Equifax Inc. | 1,491 | 353,516 | |
Exponent Inc. | 2,389 | 258,131 | |
Forrester Research Inc. (a) | 467 | 26,348 | |
Franklin Covey Co. (a) | 505 | 22,836 | |
FTI Consulting Inc. (a) | 400 | 62,888 | |
Huron Consulting Group Inc. (a) | 1,034 | 47,368 | |
ICF International Inc. | 873 | 82,184 | |
Jacobs Engineering Group Inc. | 1,700 | 234,277 | |
KBR Inc. | 6,504 | 355,964 | |
LegalZoom.Com Inc. (a) | 1,800 | 25,452 | |
Leidos Holdings Inc. | 1,791 | 193,464 | |
ManTech International Corp., Class A | 1,287 | 110,927 | |
Mistras Group Inc. (a) | 1,092 | 7,218 | |
Nielsen Holdings PLC | 3,800 | 103,512 | |
Resources Connection Inc. | 1,285 | 22,025 | |
Science Applications International Corp. | 600 | 55,302 | |
TransUnion | 2,389 | 246,879 | |
Verisk Analytics Inc. | 1,946 | 417,670 | |
Willdan Group Inc. (a) | 389 | 11,938 | |
3,371,639 | |||
Residential REITs - 0.2% | |||
American Campus Communities Inc. | 1,900 | 106,343 | |
American Homes 4 Rent, Class A | 3,800 | 152,114 | |
Apartment Income REIT Corp. | 2,051 | 109,646 | |
Apartment Investment & Management Co., Class A (a) | 7,185 | 52,594 | |
AvalonBay Communities Inc. | 1,705 | 423,471 | |
BRT Apartments Corp. | 382 | 9,156 | |
Camden Property Trust | 1,238 | 205,756 | |
Centerspace | 675 | 66,231 | |
Clipper Realty Inc. | 701 | 6,358 | |
Equity LifeStyle Properties Inc. | 2,202 | 168,409 | |
Equity Residential | 4,512 | 405,719 | |
Essex Property Trust Inc. | 804 | 277,766 | |
Independence Realty Trust Inc. | 10,164 | 268,736 |
See Notes to Schedule of Investments.
58 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Invitation Homes Inc. | 7,370 | $296,127 | |
Mid-America Apartment Communities Inc. | 1,424 | 298,257 | |
NexPoint Residential Trust Inc. | 1,047 | 94,555 | |
Preferred Apartment Communities Inc. | 2,467 | 61,527 | |
Sun Communities Inc. | 1,420 | 248,912 | |
UDR Inc. | 3,847 | 220,702 | |
UMH Properties Inc. | 2,020 | 49,672 | |
3,522,051 | |||
Restaurants - 0.4% | |||
Aramark | 3,200 | 120,320 | |
Biglari Holdings Inc., Class B (a) | 20 | 2,892 | |
BJ's Restaurants Inc. (a) | 1,092 | 30,904 | |
Bloomin' Brands Inc. | 4,175 | 91,600 | |
Brinker International Inc. (a) | 2,037 | 77,732 | |
Carrols Restaurant Group Inc. | 888 | 2,007 | |
Chipotle Mexican Grill Inc. (a) | 341 | 539,472 | |
Chuy's Holdings Inc. (a) | 969 | 26,163 | |
Cracker Barrel Old Country Store Inc. | 1,112 | 132,028 | |
Darden Restaurants Inc. | 1,700 | 226,015 | |
Dave & Buster's Entertainment Inc. (a) | 2,039 | 100,115 | |
Denny's Corp. (a) | 2,960 | 42,358 | |
Dine Brands Global Inc. | 775 | 60,411 | |
Domino's Pizza Inc. | 480 | 195,365 | |
El Pollo Loco Holdings Inc. (a) | 548 | 6,368 | |
Fiesta Restaurant Group Inc. (a) | 847 | 6,331 | |
First Watch Restaurant Group Inc. (a) | 526 | 6,864 | |
Jack in the Box Inc. | 973 | 90,888 | |
Krispy Kreme Inc. | 3,915 | 58,138 | |
Kura Sushi USA Inc., Class A (a) | 203 | 11,195 | |
McDonald's Corp. | 9,260 | 2,289,813 | |
Nathan's Famous Inc. | 154 | 8,342 | |
Noodles & Co. (a) | 1,800 | 10,746 | |
Papa John's International Inc. | 1,548 | 162,973 | |
Portillo's Inc., Class A (a) | 1,141 | 28,023 | |
Red Robin Gourmet Burgers Inc. (a) | 524 | 8,835 | |
Ruth's Hospitality Group Inc. | 1,588 | 36,333 | |
Shake Shack Inc., Class A (a) | 1,756 | 119,232 | |
Starbucks Corp. | 14,380 | 1,308,149 | |
Sweetgreen Inc., Class A (a) | 567 | 18,138 | |
Texas Roadhouse Inc. | 3,220 | 269,611 | |
The Cheesecake Factory Inc. (a) | 2,175 | 86,543 | |
The ONE Group Hospitality Inc. (a) | 940 | 9,879 | |
The Wendy's Co. | 1,800 | 39,546 | |
Wingstop Inc. | 1,395 | 163,703 | |
Yum! Brands Inc. | 3,581 | 424,456 | |
6,811,488 | |||
Retail REITs - 0.2% | |||
Acadia Realty Trust | 4,087 | 88,565 | |
Agree Realty Corp. | 3,216 | 213,414 | |
Alexander's Inc. | 77 | 19,730 | |
American Finance Trust Inc. | 5,925 | 46,867 | |
Brixmor Property Group Inc. | 4,100 | 105,821 | |
Federal Realty Investment Trust | 1,000 | 122,070 | |
Getty Realty Corp. | 1,935 | 55,380 |
Number of Shares | Fair Value | ||
Kimco Realty Corp. | 7,634 | $188,560 | |
Kite Realty Group Trust | 9,984 | 227,336 | |
National Retail Properties Inc. | 2,400 | 107,856 | |
NETSTREIT Corp. | 1,899 | 42,613 | |
Phillips Edison & Company Inc. | 5,249 | 180,513 | |
Realty Income Corp. | 6,897 | 477,962 | |
Regency Centers Corp. | 2,300 | 164,082 | |
Retail Opportunity Investments Corp. | 5,585 | 108,293 | |
Retail Value Inc. | 1,000 | 3,060 | |
RPT Realty | 3,978 | 54,777 | |
Saul Centers Inc. | 575 | 30,302 | |
Seritage Growth Properties, Class A (a) | 1,838 | 23,269 | |
Simon Property Group Inc. | 3,963 | 521,372 | |
SITE Centers Corp. | 8,119 | 135,668 | |
Spirit Realty Capital Inc. | 1,200 | 55,224 | |
Tanger Factory Outlet Centers Inc. | 4,820 | 82,856 | |
The Macerich Co. | 10,009 | 156,541 | |
Urban Edge Properties | 5,440 | 103,904 | |
Urstadt Biddle Properties Inc., Class A | 1,223 | 23,005 | |
Whitestone REIT | 2,225 | 29,481 | |
3,368,521 | |||
Security & Alarm Services - 0.0% * | |||
CoreCivic Inc. (a) | 5,710 | 63,781 | |
The Brink's Co. | 2,250 | 153,000 | |
The GEO Group Inc. (a) | 5,681 | 37,551 | |
254,332 | |||
Semiconductor Equipment - 0.3% | |||
Amkor Technology Inc. | 4,797 | 104,191 | |
Applied Materials Inc. | 11,134 | 1,467,461 | |
Atomera Inc. (a) | 711 | 9,286 | |
Axcelis Technologies Inc. (a) | 1,516 | 114,504 | |
AXT Inc. (a) | 1,241 | 8,712 | |
CMC Materials Inc. | 1,306 | 242,132 | |
Cohu Inc. (a) | 2,269 | 67,162 | |
Enphase Energy Inc. (a) | 1,646 | 332,130 | |
Entegris Inc. | 1,682 | 220,779 | |
FormFactor Inc. (a) | 3,641 | 153,031 | |
Ichor Holdings Ltd. (a) | 1,339 | 47,695 | |
KLA Corp. | 1,928 | 705,764 | |
Lam Research Corp. | 1,677 | 901,572 | |
MKS Instruments Inc. | 600 | 90,000 | |
Onto Innovation Inc. (a) | 2,240 | 194,634 | |
PDF Solutions Inc. (a) | 1,437 | 40,049 | |
Photronics Inc. (a) | 2,830 | 48,025 | |
Teradyne Inc. | 2,029 | 239,889 | |
Ultra Clean Holdings Inc. (a) | 2,090 | 88,595 | |
Veeco Instruments Inc. (a) | 2,354 | 64,005 | |
5,139,616 | |||
Semiconductors - 1.7% | |||
Advanced Micro Devices Inc. (a) | 20,300 | 2,219,602 | |
Allegro MicroSystems Inc. (a) | 200 | 5,680 | |
Alpha & Omega Semiconductor Ltd. (a) | 1,016 | 55,524 | |
Ambarella Inc. (a) | 1,654 | 173,538 | |
Analog Devices Inc. | 6,569 | 1,085,067 | |
Broadcom Inc. | 5,006 | 3,152,178 | |
CEVA Inc. (a) | 1,076 | 43,739 | |
Cirrus Logic Inc. (a) | 600 | 50,874 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 59 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Credo Technology Group Holding Ltd. (a) | 1,014 | $15,443 | |
Diodes Inc. (a) | 2,005 | 174,415 | |
First Solar Inc. (a) | 1,411 | 118,157 | |
GLOBALFOUNDRIES Inc. (a) | 800 | 49,936 | |
Impinj Inc. (a) | 899 | 57,123 | |
Intel Corp. | 50,303 | 2,493,017 | |
Kopin Corp. (a) | 3,800 | 9,614 | |
Lattice Semiconductor Corp. (a) | 6,242 | 380,450 | |
MACOM Technology Solutions Holdings Inc. (a) | 2,281 | 136,564 | |
Marvell Technology Inc. | 10,421 | 747,290 | |
MaxLinear Inc. (a) | 3,264 | 190,454 | |
Meta Materials Inc. (a) | 9,481 | 15,833 | |
Microchip Technology Inc. | 6,638 | 498,779 | |
Micron Technology Inc. | 13,790 | 1,074,103 | |
Monolithic Power Systems Inc. | 583 | 283,151 | |
NeoPhotonics Corp. (a) | 2,459 | 37,401 | |
NVE Corp. | 229 | 12,474 | |
NVIDIA Corp. | 29,692 | 8,101,759 | |
ON Semiconductor Corp. (a) | 5,217 | 326,636 | |
Parade Technologies Ltd. | 1,000 | 62,498 | |
Power Integrations Inc. | 2,709 | 251,070 | |
Qorvo Inc. (a) | 1,397 | 173,368 | |
QUALCOMM Inc. | 13,934 | 2,129,394 | |
Rambus Inc. (a) | 5,078 | 161,937 | |
Semtech Corp. (a) | 2,975 | 206,287 | |
Silicon Laboratories Inc. (a) | 1,744 | 261,949 | |
SiTime Corp. (a) | 746 | 184,874 | |
SkyWater Technology Inc. (a) | 372 | 4,029 | |
Skyworks Solutions Inc. | 1,973 | 262,961 | |
SMART Global Holdings Inc. (a) | 2,244 | 57,963 | |
SunPower Corp. (a) | 3,771 | 81,001 | |
Synaptics Inc. (a) | 1,825 | 364,088 | |
Texas Instruments Inc. | 11,492 | 2,108,552 | |
Universal Display Corp. | 587 | 98,000 | |
Wolfspeed Inc. (a) | 1,479 | 168,399 | |
28,085,171 | |||
Silver - 0.0% * | |||
Gatos Silver Inc. (a) | 1,926 | 8,320 | |
Hecla Mining Co. | 24,848 | 163,252 | |
171,572 | |||
Soft Drinks - 0.4% | |||
Celsius Holdings Inc. (a) | 2,529 | 139,550 | |
Coca-Cola Consolidated Inc. | 221 | 109,804 | |
Keurig Dr Pepper Inc. | 8,591 | 325,599 | |
Monster Beverage Corp. (a) | 4,552 | 363,705 | |
National Beverage Corp. | 1,119 | 48,676 | |
PepsiCo Inc. | 17,163 | 2,872,743 | |
Primo Water Corp. | 7,388 | 105,279 | |
The Coca-Cola Co. | 48,338 | 2,996,956 | |
6,962,312 | |||
Specialized Consumer Services - 0.0% * | |||
ADT Inc. | 2,465 | 18,709 | |
Carriage Services Inc. | 737 | 39,304 | |
European Wax Center Inc., Class A (a) | 463 | 13,686 | |
Frontdoor Inc. (a) | 800 | 23,880 | |
H&R Block Inc. | 1,900 | 49,476 | |
Mister Car Wash Inc. (a) | 900 | 13,311 | |
Regis Corp. (a) | 1,400 | 2,968 |
Number of Shares | Fair Value | ||
Service Corporation International | 2,078 | $136,774 | |
Terminix Global Holdings Inc. (a) | 1,400 | 63,882 | |
Vivint Smart Home Inc. (a) | 3,896 | 26,337 | |
WW International Inc. (a) | 1,911 | 19,550 | |
407,877 | |||
Specialized Finance - 0.0% * | |||
A-Mark Precious Metals Inc. | 433 | 33,488 | |
Specialized REITs - 0.5% | |||
American Tower Corp. | 5,634 | 1,415,374 | |
CatchMark Timber Trust Inc., Class A | 1,729 | 14,178 | |
Crown Castle International Corp. | 5,405 | 997,763 | |
CubeSmart | 2,900 | 150,887 | |
Digital Realty Trust Inc. | 3,421 | 485,098 | |
EPR Properties | 700 | 38,297 | |
Equinix Inc. | 1,131 | 838,772 | |
Extra Space Storage Inc. | 1,617 | 332,455 | |
Farmland Partners Inc. | 1,418 | 19,498 | |
Four Corners Property Trust Inc. | 3,632 | 98,209 | |
Gaming & Leisure Properties Inc. | 2,911 | 136,613 | |
Gladstone Land Corp. | 1,491 | 54,302 | |
Iron Mountain Inc. | 3,800 | 210,558 | |
Lamar Advertising Co., Class A | 1,200 | 139,416 | |
Life Storage Inc. | 1,048 | 147,171 | |
National Storage Affiliates Trust | 3,737 | 234,534 | |
Outfront Media Inc. | 6,694 | 190,310 | |
PotlatchDeltic Corp. | 3,088 | 162,830 | |
Public Storage | 1,908 | 744,654 | |
Rayonier Inc. | 1,500 | 61,680 | |
Safehold Inc. | 986 | 54,674 | |
SBA Communications Corp. | 1,325 | 455,933 | |
Uniti Group Inc. | 9,219 | 126,853 | |
VICI Properties Inc. | 7,859 | 223,667 | |
Weyerhaeuser Co. | 9,193 | 348,415 | |
7,682,141 | |||
Specialty Chemicals - 0.3% | |||
Albemarle Corp. | 1,437 | 317,793 | |
Amyris Inc. (a) | 8,487 | 37,003 | |
Ashland Global Holdings Inc. | 600 | 59,046 | |
Aspen Aerogels Inc. (a) | 1,064 | 36,687 | |
Avient Corp. | 4,188 | 201,024 | |
Axalta Coating Systems Ltd. (a) | 3,000 | 73,740 | |
Balchem Corp. | 1,483 | 202,726 | |
Celanese Corp. | 1,400 | 200,018 | |
Chase Corp. | 359 | 31,201 | |
Danimer Scientific Inc. (a) | 3,014 | 17,662 | |
DuPont de Nemours Inc. | 6,376 | 469,146 | |
Eastman Chemical Co. | 1,677 | 187,925 | |
Ecolab Inc. | 3,040 | 536,742 | |
ECOVYST Inc. | 2,733 | 31,593 | |
Element Solutions Inc. | 2,400 | 52,560 | |
Ferro Corp. (a) | 3,869 | 84,112 | |
FutureFuel Corp. | 841 | 8,183 | |
GCP Applied Technologies Inc. (a) | 3,083 | 96,868 | |
HB Fuller Co. | 2,440 | 161,211 | |
Ingevity Corp. (a) | 1,865 | 119,491 |
See Notes to Schedule of Investments.
60 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Innospec Inc. | 1,152 | $106,618 | |
International Flavors & Fragrances Inc. | 3,113 | 408,830 | |
Livent Corp. (a) | 7,575 | 197,480 | |
Minerals Technologies Inc. | 1,560 | 103,194 | |
NewMarket Corp. | 100 | 32,438 | |
PPG Industries Inc. | 2,891 | 378,923 | |
Quaker Chemical Corp. | 633 | 109,389 | |
Rayonier Advanced Materials Inc. (a) | 1,914 | 12,575 | |
RPM International Inc. | 1,636 | 133,236 | |
Sensient Technologies Corp. | 1,979 | 166,137 | |
Stepan Co. | 1,013 | 100,094 | |
The Sherwin-Williams Co. | 3,008 | 750,857 | |
5,424,502 | |||
Specialty Stores - 0.1% | |||
Academy Sports & Outdoors Inc. | 3,646 | 143,652 | |
Barnes & Noble Education Inc. (a) | 1,546 | 5,535 | |
Bath & Body Works Inc. | 3,098 | 148,084 | |
Big 5 Sporting Goods Corp. | 736 | 12,622 | |
Dick's Sporting Goods Inc. | 687 | 68,714 | |
Five Below Inc. (a) | 600 | 95,022 | |
Hibbett Sports Inc. | 631 | 27,979 | |
JOANN Inc. | 289 | 3,298 | |
Leslie's Inc. (a) | 1,400 | 27,104 | |
MarineMax Inc. (a) | 1,008 | 40,582 | |
National Vision Holdings Inc. (a) | 3,820 | 166,437 | |
Party City Holdco Inc. (a) | 3,700 | 13,246 | |
Petco Health & Wellness Company Inc. (a) | 300 | 5,871 | |
Sally Beauty Holdings Inc. (a) | 5,052 | 78,963 | |
Signet Jewelers Ltd. | 2,431 | 176,734 | |
Sportsman's Warehouse Holdings Inc. (a) | 1,563 | 16,709 | |
The Container Store Group Inc. (a) | 967 | 7,900 | |
The ODP Corp. (a) | 2,168 | 99,359 | |
Tractor Supply Co. | 1,403 | 327,418 | |
Ulta Beauty Inc. (a) | 661 | 263,223 | |
Winmark Corp. | 166 | 36,520 | |
1,764,972 | |||
Steel - 0.1% | |||
Allegheny Technologies Inc. (a) | 5,959 | 159,940 | |
Carpenter Technology Corp. | 2,245 | 94,245 | |
Cleveland-Cliffs Inc. (a) | 5,337 | 171,905 | |
Commercial Metals Co. | 5,524 | 229,909 | |
Haynes International Inc. | 611 | 26,029 | |
Nucor Corp. | 3,393 | 504,369 | |
Olympic Steel Inc. | 259 | 9,961 | |
Reliance Steel & Aluminum Co. | 798 | 146,313 | |
Ryerson Holding Corp. | 654 | 22,903 | |
Schnitzer Steel Industries Inc., Class A | 1,228 | 63,782 | |
Steel Dynamics Inc. | 2,402 | 200,399 | |
SunCoke Energy Inc. | 3,999 | 35,631 | |
TimkenSteel Corp. (a) | 1,918 | 41,966 | |
United States Steel Corp. | 2,900 | 109,446 | |
Warrior Met Coal Inc. | 2,419 | 89,769 | |
Worthington Industries Inc. | 1,554 | 79,891 | |
1,986,458 |
Number of Shares | Fair Value | ||
Systems Software - 2.2% | |||
A10 Networks Inc. | 2,880 | $40,176 | |
Appian Corp. (a) | 1,848 | 112,395 | |
Arteris Inc. (a) | 298 | 3,874 | |
CommVault Systems Inc. (a) | 2,048 | 135,885 | |
Crowdstrike Holdings Inc., Class A (a) | 2,510 | 569,971 | |
Dolby Laboratories Inc., Class A | 757 | 59,213 | |
Fortinet Inc. (a) | 1,631 | 557,378 | |
Mandiant Inc. (a) | 2,400 | 53,544 | |
Microsoft Corp. | 93,639 | 28,869,840 | |
N-Able Inc. (a) | 600 | 5,460 | |
NortonLifeLock Inc. | 6,913 | 183,333 | |
OneSpan Inc. (a) | 1,727 | 24,938 | |
Oracle Corp. | 20,145 | 1,666,596 | |
Palo Alto Networks Inc. (a) | 1,208 | 751,992 | |
Ping Identity Holding Corp. (a) | 2,884 | 79,108 | |
Progress Software Corp. | 2,069 | 97,429 | |
Qualys Inc. (a) | 1,568 | 223,299 | |
Rapid7 Inc. (a) | 2,588 | 287,889 | |
Sailpoint Technologies Holdings Inc. (a) | 4,274 | 218,743 | |
SecureWorks Corp., Class A (a) | 300 | 3,975 | |
ServiceNow Inc. (a) | 2,482 | 1,382,201 | |
Telos Corp. (a) | 1,417 | 14,127 | |
Tenable Holdings Inc. (a) | 4,247 | 245,434 | |
Teradata Corp. (a) | 1,100 | 54,219 | |
Varonis Systems Inc. (a) | 4,925 | 234,135 | |
VMware Inc., Class A | 2,739 | 311,890 | |
Xperi Holding Corp. | 4,948 | 85,699 | |
Zscaler Inc. (a) | 979 | 236,213 | |
Zuora Inc., Class A (a) | 5,269 | 78,930 | |
36,587,886 | |||
Technology Distributors - 0.1% | |||
Arrow Electronics Inc. (a) | 967 | 114,715 | |
Avnet Inc. | 1,000 | 40,590 | |
CDW Corp. | 1,671 | 298,925 | |
ePlus Inc. (a) | 1,259 | 70,580 | |
Insight Enterprises Inc. (a) | 1,613 | 173,107 | |
PC Connection Inc. | 447 | 23,419 | |
ScanSource Inc. (a) | 1,204 | 41,887 | |
SYNNEX Corp. | 400 | 41,284 | |
804,507 | |||
Technology Hardware, Storage & Peripherals - 2.1% | |||
3D Systems Corp. (a) | 5,846 | 97,511 | |
Apple Inc. | 191,765 | 33,484,087 | |
Avid Technology Inc. (a) | 1,721 | 60,011 | |
Corsair Gaming Inc. (a) | 1,327 | 28,079 | |
Dell Technologies Inc., Class C (a) | 3,404 | 170,847 | |
Diebold Nixdorf Inc. (a) | 3,505 | 23,589 | |
Eastman Kodak Co. (a) | 2,100 | 13,755 | |
Hewlett Packard Enterprise Co. | 16,084 | 268,764 | |
HP Inc. | 13,138 | 476,909 | |
NetApp Inc. | 2,767 | 229,661 | |
Pure Storage Inc., Class A (a) | 2,900 | 102,399 | |
Quantum Corp. (a) | 2,600 | 5,902 | |
Super Micro Computer Inc. (a) | 2,060 | 78,424 | |
Turtle Beach Corp. (a) | 529 | 11,263 | |
Western Digital Corp. (a) | 4,100 | 203,565 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 61 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Xerox Holdings Corp. | 1,400 | $28,238 | |
35,283,004 | |||
Textiles - 0.0% * | |||
Unifi Inc. (a) | 419 | 7,584 | |
Thrifts & Mortgage Finance - 0.1% | |||
Axos Financial Inc. (a) | 2,674 | 124,047 | |
Blue Foundry Bancorp (a) | 993 | 13,455 | |
Bridgewater Bancshares Inc. (a) | 742 | 12,376 | |
Capitol Federal Financial Inc. | 6,143 | 66,836 | |
Columbia Financial Inc. (a) | 1,881 | 40,460 | |
Enact Holdings Inc. | 513 | 11,414 | |
Essent Group Ltd. | 4,984 | 205,391 | |
Federal Agricultural Mortgage Corp., Class C | 435 | 47,189 | |
Finance Of America Companies Inc., Class A (a) | 887 | 2,696 | |
Flagstar Bancorp Inc. | 2,447 | 103,753 | |
FS Bancorp Inc. | 342 | 10,602 | |
Hingham Institution for Savings | 60 | 20,592 | |
Home Bancorp Inc. | 259 | 10,565 | |
Kearny Financial Corp. | 3,025 | 38,962 | |
Luther Burbank Corp. | 741 | 9,848 | |
Merchants Bancorp | 729 | 19,960 | |
MGIC Investment Corp. | 3,600 | 48,780 | |
Mr Cooper Group Inc. (a) | 2,898 | 132,352 | |
New York Community Bancorp Inc. | 5,200 | 55,744 | |
NMI Holdings Inc., Class A (a) | 3,957 | 81,593 | |
Northfield Bancorp Inc. | 2,124 | 30,501 | |
Ocwen Financial Corp. (a) | 295 | 7,009 | |
PCSB Financial Corp. | 617 | 11,791 | |
PennyMac Financial Services Inc. | 1,384 | 73,629 | |
Pioneer Bancorp Inc. (a) | 646 | 6,796 | |
Provident Bancorp Inc. | 555 | 9,002 | |
Provident Financial Services Inc. | 3,453 | 80,800 | |
Radian Group Inc. | 8,289 | 184,099 | |
Rocket Companies Inc., Class A | 1,600 | 17,792 | |
Southern Missouri Bancorp Inc. | 305 | 15,235 | |
TFS Financial Corp. | 400 | 6,640 | |
TrustCo Bank Corp. | 784 | 25,033 | |
Velocity Financial Inc. (a) | 496 | 5,426 | |
Walker & Dunlop Inc. | 1,345 | 174,070 | |
Washington Federal Inc. | 3,050 | 100,101 | |
Waterstone Financial Inc. | 857 | 16,574 | |
WSFS Financial Corp. | 3,033 | 141,398 | |
1,962,511 | |||
Tires & Rubber - 0.0% * | |||
The Goodyear Tire & Rubber Co. (a) | 12,713 | 181,669 | |
Tobacco - 0.2% | |||
22nd Century Group Inc. (a) | 5,671 | 13,157 | |
Altria Group Inc. | 22,707 | 1,186,441 | |
Philip Morris International Inc. | 19,191 | 1,802,803 | |
Turning Point Brands Inc. | 716 | 24,351 | |
Universal Corp. | 1,144 | 66,432 | |
Vector Group Ltd. | 6,787 | 81,715 | |
3,174,899 |
Number of Shares | Fair Value | ||
Trading Companies & Distributors - 0.2% | |||
Air Lease Corp. | 1,200 | $53,580 | |
Alta Equipment Group Inc. (a) | 690 | 8,528 | |
Applied Industrial Technologies Inc. | 1,795 | 184,275 | |
Beacon Roofing Supply Inc. (a) | 2,612 | 154,839 | |
BlueLinx Holdings Inc. (a) | 442 | 31,771 | |
Boise Cascade Co. | 1,845 | 128,172 | |
Core & Main Inc., Class A (a) | 1,200 | 29,028 | |
Custom Truck One Source Inc. (a) | 2,295 | 19,255 | |
DXP Enterprises Inc. (a) | 841 | 22,783 | |
EVI Industries Inc. (a) | 303 | 5,633 | |
Fastenal Co. | 7,037 | 417,998 | |
GATX Corp. | 1,624 | 200,288 | |
Global Industrial Co. | 628 | 20,240 | |
GMS Inc. (a) | 2,009 | 99,988 | |
H&E Equipment Services Inc. | 1,522 | 66,237 | |
Herc Holdings Inc. | 1,148 | 191,819 | |
Karat Packaging Inc. (a) | 279 | 5,538 | |
Lawson Products Inc. (a) | 219 | 8,440 | |
McGrath RentCorp. | 1,136 | 96,537 | |
MRC Global Inc. (a) | 3,840 | 45,734 | |
MSC Industrial Direct Company Inc., Class A | 498 | 42,435 | |
NOW Inc. (a) | 5,223 | 57,610 | |
Rush Enterprises Inc., Class A | 1,984 | 101,005 | |
Rush Enterprises Inc., Class B | 302 | 14,602 | |
SiteOne Landscape Supply Inc. (a) | 500 | 80,845 | |
Textainer Group Holdings Ltd. | 2,221 | 84,554 | |
Titan Machinery Inc. (a) | 795 | 22,467 | |
Transcat Inc. (a) | 293 | 23,774 | |
United Rentals Inc. (a) | 894 | 317,558 | |
Univar Solutions Inc. (a) | 1,800 | 57,852 | |
Veritiv Corp. (a) | 676 | 90,307 | |
Watsco Inc. | 420 | 127,949 | |
WESCO International Inc. (a) | 2,048 | 266,527 | |
Willis Lease Finance Corp. (a) | 170 | 5,472 | |
WW Grainger Inc. | 569 | 293,485 | |
3,377,125 | |||
Trucking - 0.2% | |||
AMERCO | 123 | 73,424 | |
ArcBest Corp. | 1,189 | 95,714 | |
Avis Budget Group Inc. (a) | 1,901 | 500,533 | |
Covenant Transportation Group Inc. | 410 | 8,827 | |
Daseke Inc. (a) | 1,540 | 15,508 | |
Heartland Express Inc. | 2,272 | 31,967 | |
HyreCar Inc. (a) | 900 | 2,142 | |
JB Hunt Transport Services Inc. | 1,054 | 211,633 | |
Knight-Swift Transportation Holdings Inc. | 2,222 | 112,122 | |
Landstar System Inc. | 444 | 66,969 | |
Lyft Inc., Class A (a) | 3,715 | 142,656 | |
Marten Transport Ltd. | 2,830 | 50,261 | |
Old Dominion Freight Line Inc. | 1,254 | 374,545 | |
PAM Transportation Services Inc. (a) | 242 | 8,410 | |
Ryder System Inc. | 594 | 47,122 | |
Saia Inc. (a) | 1,220 | 297,460 | |
Schneider National Inc., Class B | 300 | 7,650 | |
TuSimple Holdings Inc., Class A (a) | 1,500 | 18,300 |
See Notes to Schedule of Investments.
62 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Uber Technologies Inc. (a) | 20,459 | $729,977 | |
Universal Logistics Holdings Inc. | 426 | 8,584 | |
US Xpress Enterprises Inc., Class A (a) | 1,276 | 4,951 | |
Werner Enterprises Inc. | 2,792 | 114,472 | |
XPO Logistics Inc. (a) | 1,100 | 80,080 | |
Yellow Corp. (a) | 2,050 | 14,370 | |
3,017,677 | |||
Water Utilities - 0.1% | |||
American States Water Co. | 1,726 | 153,649 | |
American Water Works Company Inc. | 2,232 | 369,463 | |
Artesian Resources Corp., Class A | 287 | 13,934 | |
Cadiz Inc. (a) | 1,600 | 3,312 | |
California Water Service Group | 2,461 | 145,888 | |
Essential Utilities Inc. | 3,100 | 158,503 | |
Global Water Resources Inc. | 607 | 10,100 | |
Middlesex Water Co. | 814 | 85,608 | |
Pure Cycle Corp. (a) | 694 | 8,342 | |
SJW Group | 1,302 | 90,593 | |
The York Water Co. | 537 | 24,149 | |
1,063,541 | |||
Wireless Telecommunication Services - 0.1% | |||
Gogo Inc. (a) | 2,819 | 53,730 | |
Shenandoah Telecommunications Co. | 2,302 | 54,281 | |
Telephone & Data Systems Inc. | 4,755 | 89,775 | |
T-Mobile US Inc. (a) | 7,415 | 951,715 | |
United States Cellular Corp. (a) | 753 | 22,763 | |
1,172,264 | |||
Total Common Stock (Cost $579,829,903) | 637,213,826 | ||
Rights - 0.0% * | |||
Technology Hardware, Storage & Peripherals - 0.0% * | |||
Right Quantum Corp. (Expiring 04/18/22) | 2,600 | 22 | |
Total Domestic Equity (Cost $579,829,903) | 637,213,848 | ||
Foreign Equity - 26.0% | |||
Common Stock - 25.7% | |||
Advertising - 0.1% | |||
Cheil Worldwide Inc. | 1,592 | 30,797 | |
CyberAgent Inc. | 6,800 | 84,400 | |
Dentsu Group Inc. | 3,300 | 135,265 | |
Focus Media Information Technology Company Ltd., Class A | 10,900 | 10,422 | |
Hakuhodo DY Holdings Inc. | 4,100 | 51,622 | |
Informa PLC (a) | 23,366 | 183,491 | |
Publicis Groupe S.A. | 3,554 | 216,953 | |
WPP PLC | 18,235 | 239,207 | |
952,157 | |||
Aerospace & Defense - 0.2% | |||
AECC Aviation Power Company Ltd., Class A | 2,100 | 14,798 | |
Airbus SE (a) | 9,292 | 1,127,738 | |
Aselsan Elektronik Sanayi Ve Ticaret AS | 7,417 | 12,207 |
Number of Shares | Fair Value | ||
AVIC Electromechanical Systems Company Ltd., Class A | 8,000 | $13,583 | |
AviChina Industry & Technology Company Ltd., Class H | 35,000 | 19,324 | |
BAE Systems PLC | 49,863 | 469,356 | |
Bharat Electronics Ltd. | 23,535 | 65,102 | |
CAE Inc. (a) | 4,900 | 127,654 | |
Dassault Aviation S.A. | 452 | 71,791 | |
Elbit Systems Ltd. | 407 | 89,007 | |
Korea Aerospace Industries Ltd. | 1,470 | 51,005 | |
Kuang-Chi Technologies Company Ltd., Class A (a) | 3,100 | 8,341 | |
MTU Aero Engines AG | 832 | 193,538 | |
Rolls-Royce Holdings PLC (a) | 129,955 | 171,281 | |
Safran S.A. | 5,376 | 636,608 | |
Singapore Technologies Engineering Ltd. | 27,500 | 83,422 | |
Thales S.A. | 1,665 | 209,724 | |
3,364,479 | |||
Agricultural & Farm Machinery - 0.0% * | |||
CNH Industrial N.V. | 15,980 | 253,153 | |
Husqvarna AB B Shares | 7,092 | 74,641 | |
Kubota Corp. | 16,100 | 302,690 | |
630,484 | |||
Agricultural Products - 0.0% * | |||
Beijing Dabeinong Technology Group Company Ltd. A Shares | 7,600 | 10,382 | |
Charoen Pokphand Indonesia Tbk PT | 141,700 | 55,743 | |
IOI Corp. Bhd | 52,100 | 50,956 | |
Jiangxi Zhengbang Technology Company Ltd., Class A | 4,100 | 4,956 | |
Kuala Lumpur Kepong Bhd | 8,900 | 53,340 | |
New Hope Liuhe Company Ltd. A Shares (a) | 3,200 | 8,521 | |
Sime Darby Plantation Bhd | 37,400 | 44,112 | |
Tongwei Company Ltd. A Shares | 5,900 | 39,363 | |
Wilmar International Ltd. | 32,606 | 113,089 | |
380,462 | |||
Air Freight & Logistics - 0.1% | |||
Agility Public Warehousing Co. KSC | 20,977 | 75,935 | |
Deutsche Post AG | 15,604 | 749,431 | |
DSV Panalpina A/S | 3,209 | 618,587 | |
Hyundai Glovis Company Ltd. | 375 | 59,130 | |
InPost S.A. (a) | 2,639 | 16,841 | |
SF Holding Company Ltd. A Shares | 5,700 | 40,887 | |
SG Holdings Company Ltd. | 5,400 | 101,992 | |
Yamato Holdings Company Ltd. | 4,900 | 91,808 | |
YTO Express Group Company Ltd., Class A | 5,800 | 15,711 | |
Yunda Holding Company Ltd., Class A | 3,600 | 9,942 | |
ZTO Express Cayman Inc. ADR | 7,909 | 197,725 | |
1,977,989 | |||
Airlines - 0.0% * | |||
Air Canada (a) | 3,100 | 60,186 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 63 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Air China Ltd. H Shares (a) | 28,000 | $19,470 | |
Air China Ltd. A Shares (a) | 11,400 | 16,287 | |
ANA Holdings Inc. (a) | 2,500 | 52,415 | |
China Eastern Airlines Corp. Ltd., Class A (a) | 12,400 | 9,108 | |
China Southern Airlines Company Ltd., Class H (a) | 36,000 | 20,809 | |
China Southern Airlines Company Ltd., Class A (a) | 11,600 | 11,280 | |
Copa Holdings S.A., Class A (a) | 300 | 25,092 | |
Deutsche Lufthansa AG (a) | 10,482 | 85,021 | |
InterGlobe Aviation Ltd. (a)(d) | 1,726 | 45,606 | |
Japan Airlines Company Ltd. (a) | 2,114 | 39,530 | |
Korean Air Lines Company Ltd. (a) | 2,948 | 72,883 | |
Qantas Airways Ltd. (a) | 16,690 | 64,762 | |
Singapore Airlines Ltd. (a) | 23,500 | 94,849 | |
617,298 | |||
Airport Services - 0.1% | |||
Aena SME S.A. (a)(d) | 1,166 | 195,497 | |
Aeroports de Paris (a) | 524 | 78,811 | |
Airports of Thailand PCL NVDR (a) | 76,077 | 150,867 | |
Auckland International Airport Ltd. (a) | 21,206 | 115,152 | |
Beijing Capital International Airport Company Ltd., Class H (a) | 42,000 | 24,421 | |
Grupo Aeroportuario del Pacifico SAB de C.V. B Shares | 6,500 | 105,153 | |
Grupo Aeroportuario del Sureste SAB de CV, Class B | 3,680 | 81,921 | |
Malaysia Airports Holdings Bhd (a) | 22,400 | 37,025 | |
Shanghai International Airport Company Ltd., Class A (a) | 1,300 | 10,018 | |
798,865 | |||
Alternative Carriers - 0.0% * | |||
Telesat Corp. (a) | 328 | 5,412 | |
Aluminum - 0.0% * | |||
Aluminum Corp. of China Ltd., Class H (a) | 74,000 | 42,843 | |
Aluminum Corp. of China Ltd. A Shares (a) | 17,600 | 15,975 | |
China Hongqiao Group Ltd. | 45,000 | 59,133 | |
Constellium SE (a) | 5,840 | 105,120 | |
Hindalco Industries Ltd. | 28,463 | 212,352 | |
Norsk Hydro ASA | 20,979 | 205,224 | |
Press Metal Aluminium Holdings Bhd | 59,500 | 87,734 | |
Shandong Nanshan Aluminum Company Ltd., Class A | 14,700 | 9,352 | |
Tianshan Aluminum Group Company Ltd., Class A | 11,000 | 13,266 | |
Yunnan Aluminium Company Ltd. A Shares (a) | 4,900 | 10,439 | |
761,438 | |||
Apparel Retail - 0.1% | |||
Fast Retailing Company Ltd. | 900 | 462,779 | |
Hennes & Mauritz AB, Class B | 11,346 | 153,707 | |
Industria de Diseno Textil S.A. | 17,117 | 375,395 | |
Mr Price Group Ltd. | 4,954 | 73,145 |
Number of Shares | Fair Value | ||
Pepkor Holdings Ltd. (d) | 22,115 | $35,112 | |
Topsports International Holdings Ltd. (d) | 21,000 | 17,458 | |
1,117,596 | |||
Apparel, Accessories & Luxury Goods - 0.6% | |||
adidas AG | 2,995 | 701,950 | |
ANTA Sports Products Ltd. | 19,676 | 244,140 | |
Bosideng International Holdings Ltd. | 46,000 | 21,319 | |
Burberry Group PLC | 6,272 | 137,229 | |
Capri Holdings Ltd. (a) | 1,905 | 97,898 | |
Cie Financiere Richemont S.A. | 8,227 | 1,047,118 | |
EssilorLuxottica S.A. | 4,525 | 832,368 | |
F&F Company Ltd. | 63 | 38,425 | |
FF Group (a)(c)** | 1,860 | — | |
Gildan Activewear Inc. | 3,000 | 112,622 | |
Hermes International | 498 | 708,920 | |
Kering S.A. | 1,181 | 749,911 | |
Li Ning Company Ltd. | 42,319 | 359,433 | |
LPP S.A. | 20 | 54,565 | |
lululemon athletica Inc. (a) | 1,393 | 508,765 | |
LVMH Moet Hennessy Louis Vuitton SE | 4,383 | 3,146,681 | |
Moncler S.p.A. | 3,190 | 178,011 | |
Page Industries Ltd. | 109 | 61,880 | |
Pandora A/S | 1,549 | 148,420 | |
Shenzhou International Group Holdings Ltd. | 15,000 | 198,078 | |
The Swatch Group AG | 1,396 | 179,112 | |
Titan Company Ltd. | 6,366 | 212,073 | |
9,738,918 | |||
Application Software - 0.3% | |||
Atlassian Corp. plc, Class A (a) | 1,696 | 498,336 | |
AVEVA Group PLC | 2,054 | 65,756 | |
Beijing Kingsoft Office Software Inc. A Shares | 585 | 17,201 | |
Constellation Software Inc. | 317 | 542,355 | |
Dassault Systemes SE | 10,451 | 516,414 | |
Hundsun Technologies Inc., Class A | 1,120 | 7,814 | |
Iflytek Company Ltd. A Shares | 1,900 | 13,836 | |
Kingdee International Software Group Company Ltd. (a) | 48,000 | 105,190 | |
Lightspeed Commerce Inc. (a) | 1,800 | 54,949 | |
NavInfo Company Ltd. A Shares (a) | 4,600 | 10,070 | |
Nemetschek SE | 976 | 94,271 | |
Nice Ltd. (a) | 986 | 215,653 | |
Open Text Corp. | 4,200 | 178,249 | |
SAP SE | 16,478 | 1,836,792 | |
Sapiens International Corp. N.V. | 1,483 | 37,653 | |
Shanghai Baosight Software Company Ltd., Class B | 9,400 | 38,110 | |
Shanghai Baosight Software Company Ltd., Class A | 1,200 | 9,172 | |
Sinch AB (a)(d) | 8,854 | 60,587 | |
Temenos AG | 1,030 | 99,485 | |
The Sage Group PLC | 15,862 | 145,671 | |
Thunder Software Technology Company Ltd., Class A | 500 | 7,746 | |
Weimob Inc. (a)(d) | 44,000 | 28,068 | |
WiseTech Global Ltd. | 2,493 | 94,166 | |
Xero Ltd. (a) | 2,078 | 158,044 |
See Notes to Schedule of Investments.
64 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Yonyou Network Technology Company Ltd., Class A | 2,600 | $9,340 | |
4,844,928 | |||
Asset Management & Custody Banks - 0.2% | |||
3i Group PLC | 15,204 | 275,552 | |
Abrdn PLC | 36,888 | 103,526 | |
Amundi S.A. (d) | 1,067 | 73,384 | |
Bangkok Commercial Asset Management PCL NVDR | 36,429 | 22,483 | |
Brookfield Asset Management Inc., Class A | 22,300 | 1,261,890 | |
China Cinda Asset Management Company Ltd. H Shares | 185,556 | 31,620 | |
EQT AB | 4,578 | 180,124 | |
Hargreaves Lansdown PLC | 6,037 | 79,754 | |
HDFC Asset Management Company Ltd. (d) | 718 | 20,206 | |
IGM Financial Inc. | 1,477 | 52,231 | |
Janus Henderson Group PLC | 1,900 | 66,538 | |
Julius Baer Group Ltd. | 3,442 | 200,096 | |
Noah Holdings Ltd. (a) | 600 | 14,118 | |
Onex Corp. | 1,300 | 87,198 | |
Partners Group Holding AG | 356 | 442,620 | |
Reinet Investments SCA | 2,731 | 61,257 | |
Schroders PLC | 2,114 | 89,223 | |
St. James's Place PLC | 8,370 | 158,163 | |
3,219,983 | |||
Auto Parts & Equipment - 0.1% | |||
Adient PLC (a) | 4,357 | 177,635 | |
Aisin Seiki Company Ltd. | 2,200 | 75,417 | |
Aptiv PLC (a) | 3,291 | 393,966 | |
Bharat Forge Ltd. | 4,879 | 44,815 | |
Changzhou Xingyu Automotive Lighting Systems Company Ltd., Class A | 300 | 6,113 | |
Continental AG (a) | 1,698 | 122,427 | |
Denso Corp. | 6,800 | 435,145 | |
Faurecia S.A. | 2,043 | 53,443 | |
Fuyao Glass Industry Group Company Ltd. H Shares (d) | 9,356 | 37,996 | |
Fuyao Glass Industry Group Company Ltd., Class A | 3,800 | 21,229 | |
Hanon Systems | 2,623 | 25,382 | |
Huayu Automotive Systems Company Ltd. A Shares | 4,768 | 14,899 | |
Huizhou Desay Sv Automotive Company Ltd., Class A | 700 | 13,861 | |
Hyundai Mobis Company Ltd. | 1,188 | 209,386 | |
Koito Manufacturing Company Ltd. | 1,800 | 73,064 | |
Magna International Inc. | 4,435 | 284,979 | |
Mianyang Fulin Precision Company Ltd. A Shares (a) | 500 | 1,708 | |
Minth Group Ltd. | 14,000 | 34,122 | |
Motherson Sumi Systems Ltd. | 24,099 | 44,124 | |
Motherson Sumi Wiring India NPV (a) | 3,257 | 2,770 | |
Ningbo Tuopu Group Company Ltd. A Shares | 800 | 7,101 | |
Stanley Electric Company Ltd. | 2,300 | 43,617 | |
Sumitomo Electric Industries Ltd. | 11,666 | 139,094 | |
Valeo | 3,883 | 72,138 | |
2,334,431 |
Number of Shares | Fair Value | ||
Automobile Manufacturers - 0.6% | |||
Astra International Tbk PT | 362,000 | $165,720 | |
Bayerische Motoren Werke AG | 5,198 | 451,797 | |
BYD Company Ltd., Class H | 15,000 | 417,331 | |
BYD Company Ltd. A Shares | 2,300 | 82,236 | |
Chongqing Changan Automobile Company Ltd. A Shares | 3,857 | 6,829 | |
Daimler AG | 13,484 | 951,911 | |
Dongfeng Motor Group Company Ltd. H Shares | 56,000 | 41,900 | |
Ferrari N.V. | 1,978 | 433,419 | |
Ford Otomotiv Sanayi A/S | 1,078 | 21,953 | |
Geely Automobile Holdings Ltd. | 107,000 | 165,785 | |
Great Wall Motor Company Ltd., Class H | 56,033 | 87,964 | |
Great Wall Motor Company Ltd., Class A | 2,600 | 11,117 | |
Guangzhou Automobile Group Company Ltd. H Shares | 56,000 | 46,188 | |
Honda Motor Company Ltd. | 25,700 | 730,679 | |
Hyundai Motor Co. | 2,448 | 361,180 | |
Isuzu Motors Ltd. | 9,000 | 116,612 | |
Kia Motors Corp. | 4,756 | 288,062 | |
Li Auto Inc. ADR (a) | 10,000 | 258,100 | |
Mahindra & Mahindra Ltd. | 15,616 | 165,146 | |
Maruti Suzuki India Ltd. | 2,457 | 243,825 | |
Mazda Motor Corp. | 10,000 | 73,727 | |
NIO Inc. ADR (a) | 24,623 | 518,314 | |
Nissan Motor Company Ltd. (a) | 36,000 | 160,441 | |
Renault S.A. (a) | 2,926 | 76,928 | |
SAIC Motor Corp. Ltd. A Shares | 8,800 | 23,453 | |
Stellantis N.V. | 31,993 | 520,946 | |
Subaru Corp. | 9,500 | 151,342 | |
Suzuki Motor Corp. | 5,700 | 195,928 | |
Tata Motors Ltd. (a) | 30,047 | 169,821 | |
Toyota Motor Corp. | 167,400 | 3,028,641 | |
Volkswagen AG | 500 | 124,224 | |
XPeng Inc. ADR (a) | 7,000 | 193,130 | |
10,284,649 | |||
Automotive Retail - 0.0% * | |||
Abu Dhabi National Oil Co for Distribution PJSC | 49,600 | 56,636 | |
China Meidong Auto Holdings Ltd. | 12,000 | 45,617 | |
Hotai Motor Company Ltd. | 4,863 | 100,814 | |
PTT Oil & Retail Business PCL NVDR | 42,408 | 31,765 | |
USS Company Ltd. | 3,900 | 65,731 | |
Vibra Energia S.A. | 20,700 | 101,846 | |
Zhongsheng Group Holdings Ltd. | 11,000 | 77,362 | |
479,771 | |||
Biotechnology - 0.2% | |||
3SBio Inc. (a)(d) | 22,500 | 18,302 | |
Affimed N.V. (a) | 5,000 | 21,850 | |
Akeso Inc. (a)(d) | 4,000 | 8,377 | |
Alkermes PLC (a) | 7,378 | 194,115 | |
Alteogen Inc. (a) | 335 | 15,473 | |
Arbutus Biopharma Corp. (a) | 3,853 | 11,482 | |
Argenx SE (a) | 715 | 224,997 | |
BeiGene Ltd. ADR (a) | 900 | 169,740 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 65 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Beijing Tiantan Biological Products Corporation Ltd., Class A | 1,500 | $5,807 | |
Beijing Wantai Biological Pharmacy Enterprise Company Ltd. A Shares | 400 | 17,517 | |
BGI Genomics Company Ltd., Class A | 800 | 10,147 | |
Biocon Ltd. (a) | 8,363 | 36,905 | |
Celltrion Inc. | 1,790 | 251,993 | |
Chongqing Zhifei Biological Products Company Ltd., Class A | 1,500 | 32,608 | |
CSL Ltd. | 7,552 | 1,513,039 | |
CureVac N.V. (a) | 800 | 15,688 | |
Genmab A/S (a) | 1,030 | 374,144 | |
Green Cross Corp. | 80 | 13,274 | |
Grifols S.A. | 4,569 | 83,410 | |
Hualan Biological Engineering Inc. A Shares | 2,038 | 6,496 | |
I-Mab ADR (a) | 500 | 8,120 | |
Imeik Technology Development Company Ltd. A Shares | 100 | 7,434 | |
Innovent Biologics Inc. (a)(d) | 21,500 | 72,368 | |
Prothena Corporation PLC (a) | 1,717 | 62,791 | |
Seegene Inc. | 767 | 32,141 | |
Shanghai RAAS Blood Products Company Ltd., Class A | 5,500 | 5,180 | |
Shenzhen Kangtai Biological Products Company Ltd., Class A | 500 | 7,306 | |
SK Bioscience Company Ltd. (a) | 421 | 54,008 | |
Walvax Biotechnology Company Ltd., Class A | 1,400 | 12,038 | |
Zai Lab Ltd. ADR (a) | 1,400 | 61,572 | |
3,348,322 | |||
Brewers - 0.2% | |||
AMBEV S.A. | 84,100 | 272,549 | |
Anheuser-Busch InBev S.A. | 13,677 | 822,453 | |
Asahi Group Holdings Ltd. | 7,100 | 259,363 | |
Budweiser Brewing Company APAC Ltd. (d) | 26,400 | 69,730 | |
Carlsberg A/S, Class B | 1,564 | 193,112 | |
China Resources Beer Holdings Company Ltd. | 26,000 | 158,222 | |
Chongqing Brewery Company Ltd., Class A (a) | 600 | 10,060 | |
Cia Cervecerias Unidas S.A. | 2,774 | 20,759 | |
Heineken Holding N.V. | 1,783 | 140,422 | |
Heineken N.V. | 4,066 | 391,080 | |
Kirin Holdings Company Ltd. | 12,800 | 191,764 | |
Tsingtao Brewery Company Ltd., Class H | 10,924 | 85,897 | |
Tsingtao Brewery Company Ltd., Class A | 800 | 9,900 | |
2,625,311 | |||
Broadcasting - 0.0% * | |||
Vivendi SE | 12,037 | 158,167 | |
Building Products - 0.2% | |||
AGC Inc. | 3,000 | 120,227 | |
Allegion PLC | 1,156 | 126,906 | |
Assa Abloy AB, Class B | 15,729 | 426,554 | |
Beijing New Building Materials PLC, Class A | 1,600 | 7,596 |
Number of Shares | Fair Value | ||
Caesarstone Ltd. | 654 | $6,880 | |
China Lesso Group Holdings Ltd. | 16,494 | 19,802 | |
Cie de Saint-Gobain | 7,946 | 475,525 | |
Daikin Industries Ltd. | 3,900 | 710,385 | |
Geberit AG | 563 | 348,498 | |
Guangdong Kinlong Hardware Products Company Ltd., Class A | 200 | 3,362 | |
Kingspan Group PLC | 2,406 | 236,539 | |
Lixil Corp. | 4,500 | 84,023 | |
Nibe Industrier AB B Shares | 22,248 | 248,805 | |
ROCKWOOL International A/S, Class B | 123 | 40,839 | |
TOTO Ltd. | 2,400 | 96,675 | |
Trane Technologies PLC | 2,913 | 444,815 | |
Xinyi Glass Holdings Ltd. | 32,000 | 76,744 | |
Zhejiang Weixing New Building Materials Company Ltd., Class A | 4,100 | 13,153 | |
Zhuzhou Kibing Group Company Ltd., Class A | 5,600 | 11,603 | |
3,498,931 | |||
Cable & Satellite - 0.0% * | |||
Cyfrowy Polsat S.A. | 3,840 | 25,491 | |
Grupo Televisa SAB | 43,300 | 101,530 | |
Megacable Holdings SAB de C.V. | 2,930 | 8,805 | |
MultiChoice Group | 5,902 | 53,206 | |
Quebecor Inc., Class B | 2,700 | 64,417 | |
Shaw Communications Inc., Class B | 7,100 | 220,552 | |
474,001 | |||
Casinos & Gaming - 0.1% | |||
Aristocrat Leisure Ltd. | 9,416 | 256,474 | |
Crown Resorts Ltd. (a) | 6,698 | 64,009 | |
Entain PLC (a) | 9,127 | 195,956 | |
Evolution Gaming Group AB (d) | 2,692 | 276,308 | |
Flutter Entertainment PLC (a) | 2,610 | 302,529 | |
Galaxy Entertainment Group Ltd. | 34,000 | 201,240 | |
GAN Ltd. (a) | 1,900 | 9,158 | |
Genting Bhd | 38,600 | 42,857 | |
Genting Malaysia Bhd | 58,800 | 41,496 | |
Genting Singapore Ltd. | 108,700 | 65,065 | |
Kangwon Land Inc. (a) | 2,021 | 46,095 | |
La Francaise des Jeux SAEM (d) | 1,703 | 67,953 | |
Melco Resorts & Entertainment Ltd. ADR (a) | 4,300 | 32,852 | |
NEOGAMES S.A. (a) | 496 | 7,653 | |
OPAP S.A. | 3,698 | 54,141 | |
Sands China Ltd. (a) | 37,200 | 88,519 | |
Tabcorp Holdings Ltd. | 34,440 | 137,698 | |
1,890,003 | |||
Coal & Consumable Fuels - 0.1% | |||
Adaro Energy Tbk PT | 303,800 | 56,900 | |
Cameco Corp. | 6,200 | 180,731 | |
China Coal Energy Company Ltd., Class H | 40,000 | 30,084 | |
China Shenhua Energy Company Ltd. H Shares | 57,990 | 184,638 | |
China Shenhua Energy Company Ltd., Class A | 10,200 | 47,690 | |
Coal India Ltd. | 28,964 | 69,682 |
See Notes to Schedule of Investments.
66 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Exxaro Resources Ltd. | 4,656 | $70,398 | |
Shaanxi Coal Industry Company Ltd., Class A | 14,000 | 36,279 | |
Shanxi Coking Coal Energy Group Company Ltd., Class A | 3,800 | 7,435 | |
United Tractors Tbk PT | 30,800 | 54,670 | |
Uranium Energy Corp. (a) | 12,147 | 55,755 | |
Washington H Soul Pattinson & Company Ltd. | 3,850 | 82,408 | |
Yanzhou Coal Mining Company Ltd. H Shares | 28,000 | 83,127 | |
Yanzhou Coal Mining Company Ltd., Class A | 2,300 | 13,891 | |
973,688 | |||
Commercial Printing - 0.0% * | |||
Cimpress PLC (a) | 836 | 53,161 | |
Dai Nippon Printing Company Ltd. | 3,400 | 79,953 | |
Toppan Printing Company Ltd. | 4,600 | 81,388 | |
214,502 | |||
Commodity Chemicals - 0.2% | |||
Advanced Petrochemical Co. | 2,530 | 47,350 | |
Asahi Kasei Corp. | 19,500 | 169,173 | |
Barito Pacific Tbk PT | 591,700 | 37,198 | |
Berger Paints India Ltd. | 4,676 | 43,089 | |
Do-Fluoride New Materials Company Ltd., Class A | 400 | 2,457 | |
Formosa Chemicals & Fibre Corp. | 61,000 | 167,425 | |
Formosa Plastics Corp. | 69,000 | 255,200 | |
Guangzhou Tinci Materials Technology Company Ltd., Class A | 930 | 13,645 | |
Hanwha Solutions Corp. (a) | 2,215 | 65,274 | |
Hengli Petrochemical Company Ltd., Class A | 8,500 | 27,702 | |
Hengyi Petrochemical Company Ltd., Class A | 4,700 | 6,278 | |
Huafon Chemical Company Ltd., Class A | 4,900 | 6,993 | |
Hubei Xingfa Chemicals Group Company Ltd., Class A | 600 | 3,125 | |
Indorama Ventures PCL NVDR | 30,600 | 42,603 | |
Inner Mongolia Junzheng Energy & Chemical Industry Group Company Ltd., Class A | 19,000 | 13,685 | |
Inner Mongolia Yuan Xing Energy Company Ltd., Class A (a) | 2,700 | 4,138 | |
Jiangsu Eastern Shenghong Company Ltd., Class A | 3,800 | 8,459 | |
Kingfa Sci & Tech Company Ltd. A Shares | 1,800 | 2,753 | |
Kumho Petrochemical Company Ltd. | 277 | 35,106 | |
LB Group Company Ltd. A Shares | 2,100 | 7,607 | |
LG Chem Ltd. | 818 | 357,439 | |
Lotte Chemical Corp. | 340 | 58,354 | |
Mesaieed Petrochemical Holding Co. | 79,620 | 63,622 | |
Mitsui Chemicals Inc. | 3,100 | 78,167 | |
Nan Ya Plastics Corp. | 92,000 | 297,815 | |
National Industrialization Co. (a) | 6,172 | 37,676 | |
National Petrochemical Co. | 2,261 | 27,860 |
Number of Shares | Fair Value | ||
Orbia Advance Corp. SAB de C.V. | 21,400 | $56,349 | |
Orica Ltd. | 7,017 | 83,784 | |
Orion Engineered Carbons S.A. | 2,893 | 46,201 | |
Petronas Chemicals Group Bhd | 42,500 | 97,033 | |
PTT Global Chemical PCL NVDR | 39,201 | 59,599 | |
Rongsheng Petrochemical Company Ltd., Class A | 12,450 | 27,908 | |
Sahara International Petrochemical Co. | 6,608 | 93,875 | |
Satellite Chemical Company Ltd., Class A | 1,800 | 11,138 | |
Saudi Basic Industries Corp. | 16,142 | 561,043 | |
Saudi Industrial Investment Group | 4,598 | 42,701 | |
Saudi Kayan Petrochemical Co. (a) | 13,832 | 82,680 | |
Shenzhen Senior Technology Material Company Ltd., Class A | 400 | 2,362 | |
Sinoma Science & Technology Company Ltd., Class A | 2,800 | 10,633 | |
SK Chemicals Company Ltd. | 269 | 29,929 | |
SKC Company Ltd. | 425 | 53,439 | |
Skshu Paint Company Ltd., Class A | 400 | 5,568 | |
Suzhou TA&A Ultra Clean Technology Company Ltd., Class A | 400 | 4,479 | |
Tongkun Group Company Ltd. A Shares | 3,400 | 9,309 | |
Toray Industries Inc. | 21,400 | 111,605 | |
Tosoh Corp. | 4,582 | 67,923 | |
Tronox Holdings PLC, Class A | 5,395 | 106,767 | |
Yanbu National Petrochemical Co. | 4,573 | 81,174 | |
Yunnan Energy New Material Company Ltd., Class A | 800 | 27,574 | |
3,553,266 | |||
Communications Equipment - 0.1% | |||
Accton Technology Corp. | 9,000 | 69,201 | |
BYD Electronic International Company Ltd. | 13,020 | 25,807 | |
Nokia Oyj (a) | 84,649 | 468,861 | |
Shenzhen Sunway Communication Company Ltd., Class A | 2,400 | 6,765 | |
Telefonaktiebolaget LM Ericsson, Class B | 45,790 | 421,118 | |
Tianjin 712 Communication & Broadcasting Company Ltd., Class A | 1,900 | 10,352 | |
Yealink Network Technology Corporation Ltd., Class A | 1,100 | 13,423 | |
ZTE Corp. H Shares | 10,000 | 20,261 | |
ZTE Corp., Class A | 4,400 | 16,458 | |
1,052,246 | |||
Computer & Electronics Retail - 0.0% * | |||
GOME Retail Holdings Ltd. (a) | 143,000 | 8,870 | |
Hikari Tsushin Inc. | 300 | 34,208 | |
Suning.com Company Ltd. A Shares (a) | 9,200 | 4,988 | |
48,066 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 67 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Construction & Engineering - 0.2% | |||
ACS Actividades de Construccion y Servicios S.A. | 3,566 | $96,694 | |
Bouygues S.A. | 3,545 | 124,451 | |
China Communications Services Corp. Ltd. H Shares | 51,733 | 23,333 | |
China Conch Venture Holdings Ltd. | 30,000 | 87,477 | |
China Energy Engineering Corporation Ltd. (a) | 34,900 | 13,369 | |
China National Chemical Engineering Company Ltd., Class A | 7,200 | 10,870 | |
China Railway Group Ltd. H Shares | 76,000 | 42,340 | |
China Railway Group Ltd. A Shares | 19,600 | 18,574 | |
China State Construction Engineering Corp. Ltd., Class A | 56,700 | 48,391 | |
China State Construction International Holdings Ltd. | 30,000 | 39,792 | |
Eiffage S.A. | 1,287 | 132,852 | |
Ferrovial S.A. | 7,561 | 202,247 | |
GS Engineering & Construction Corp. | 1,353 | 51,380 | |
Hyundai Engineering & Construction Company Ltd. | 1,582 | 61,934 | |
Kajima Corp. | 6,900 | 84,203 | |
Larsen & Toubro Ltd. | 12,225 | 283,507 | |
Metallurgical Corp. of China Ltd., Class A | 20,200 | 11,906 | |
Obayashi Corp. | 9,900 | 72,882 | |
Power Construction Corp. of China Ltd., Class A | 16,300 | 18,619 | |
Samsung Engineering Company Ltd. (a) | 3,042 | 65,290 | |
Shimizu Corp. | 9,800 | 58,988 | |
Sichuan Road & Bridge Company Ltd., Class A | 8,600 | 14,078 | |
Skanska AB, Class B | 5,245 | 118,387 | |
Taisei Corp. | 3,200 | 92,659 | |
Vinci S.A. | 8,481 | 871,539 | |
WSP Global Inc. | 1,800 | 239,092 | |
2,884,854 | |||
Construction Machinery & Heavy Trucks - 0.1% | |||
Alstom S.A. | 4,879 | 114,824 | |
China CSSC Holdings Ltd., Class A | 4,900 | 13,286 | |
CRRC Corporation Ltd., Class H | 56,000 | 22,351 | |
CRRC Corporation Ltd., Class A | 47,300 | 40,135 | |
Daimler Truck Holding AG (a) | 6,395 | 178,391 | |
Doosan Bobcat Inc. | 1,098 | 34,895 | |
Epiroc AB A Shares | 10,270 | 221,620 | |
Epiroc AB B Shares | 6,572 | 119,710 | |
Hino Motors Ltd. | 5,687 | 33,345 | |
Hitachi Construction Machinery Company Ltd. | 1,700 | 44,181 | |
Hyundai Heavy Industries Company Ltd. (a) | 588 | 42,771 | |
KION Group AG | 1,216 | 80,607 | |
Knorr-Bremse AG | 1,110 | 85,581 | |
Komatsu Ltd. | 13,700 | 330,139 | |
Samsung Heavy Industries Company Ltd. (a) | 11,397 | 53,069 |
Number of Shares | Fair Value | ||
Sany Heavy Equipment International Holdings Company Ltd. | 27,000 | $27,968 | |
Sany Heavy Industry Company Ltd. A Shares | 9,000 | 24,693 | |
Sinotruk Hong Kong Ltd. | 12,500 | 18,989 | |
Toyota Industries Corp. | 2,300 | 159,116 | |
Volvo AB B Shares | 22,430 | 422,166 | |
Volvo AB A Shares | 3,511 | 67,850 | |
Weichai Power Company Ltd., Class H | 35,401 | 55,501 | |
Weichai Power Company Ltd., Class A | 7,800 | 16,307 | |
XCMG Construction Machinery Company Ltd., Class A | 9,300 | 7,519 | |
Zoomlion Heavy Industry Science & Technology Company Ltd. H Shares | 14,748 | 9,313 | |
Zoomlion Heavy Industry Science & Technology Company Ltd., Class A | 8,700 | 9,067 | |
2,233,394 | |||
Construction Materials - 0.2% | |||
ACC Ltd. | 1,577 | 44,498 | |
Ambuja Cements Ltd. | 13,174 | 51,754 | |
Anhui Conch Cement Company Ltd., Class H | 20,581 | 105,287 | |
Anhui Conch Cement Company Ltd. A Shares | 6,269 | 38,840 | |
Asia Cement Corp. | 39,000 | 65,855 | |
Cemex SAB de C.V. (a) | 274,000 | 146,879 | |
China Jushi Company Ltd. A Shares | 4,114 | 9,822 | |
China National Building Material Company Ltd. H Shares | 75,243 | 92,574 | |
China Resources Cement Holdings Ltd. | 50,000 | 41,458 | |
CRH PLC | 12,142 | 487,087 | |
Grasim Industries Ltd. | 4,717 | 103,055 | |
HeidelbergCement AG | 2,304 | 131,333 | |
Indocement Tunggal Prakarsa Tbk PT | 18,100 | 13,532 | |
James Hardie Industries PLC | 6,948 | 209,165 | |
LafargeHolcim Ltd. | 8,215 | 401,201 | |
POSCO Chemical Company Ltd. | 599 | 58,890 | |
Semen Indonesia Persero Tbk PT | 38,500 | 17,768 | |
Shree Cement Ltd. | 190 | 59,933 | |
Taiwan Cement Corp. | 93,000 | 161,307 | |
The Siam Cement PCL NVDR | 13,763 | 158,064 | |
UltraTech Cement Ltd. | 1,805 | 156,438 | |
2,554,740 | |||
Consumer Electronics - 0.2% | |||
Garmin Ltd. | 1,948 | 231,052 | |
LG Electronics Inc. | 1,920 | 188,858 | |
Panasonic Corp. | 34,600 | 337,048 | |
Sharp Corp. | 4,300 | 40,259 | |
Sony Group Corp. | 19,900 | 2,053,382 | |
TCL Technology Group Corp. A Shares | 13,027 | 10,023 | |
2,860,622 | |||
Consumer Finance - 0.1% | |||
360 Finance Inc. | 1,800 | 27,702 | |
Bajaj Finance Ltd. | 4,876 | 463,065 |
See Notes to Schedule of Investments.
68 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Cholamandalam Investment & Finance Company Ltd. | 7,538 | $70,988 | |
Krungthai Card PCL NVDR | 18,556 | 34,146 | |
Lufax Holding Ltd. ADR (a) | 10,900 | 60,713 | |
Muangthai Capital PCL NVDR | 13,200 | 20,757 | |
Muthoot Finance Ltd. | 2,397 | 41,912 | |
SBI Cards & Payment Services Ltd. | 4,807 | 53,710 | |
Shriram Transport Finance Company Ltd. | 3,532 | 52,448 | |
Srisawad Corp. PCL NVDR | 15,300 | 26,092 | |
851,533 | |||
Copper - 0.1% | |||
Antofagasta PLC | 6,102 | 132,893 | |
First Quantum Minerals Ltd. | 9,200 | 318,783 | |
Jiangxi Copper Company Ltd., Class H | 14,782 | 24,456 | |
Jiangxi Copper Company Ltd., Class A | 6,400 | 19,250 | |
KGHM Polska Miedz S.A. | 2,567 | 105,114 | |
Lundin Mining Corp. | 10,200 | 103,466 | |
Southern Copper Corp. | 2,390 | 181,401 | |
Tongling Nonferrous Metals Group Company Ltd., Class A | 27,500 | 15,988 | |
901,351 | |||
Data Processing & Outsourced Services - 0.1% | |||
Adyen N.V. (a)(d) | 312 | 621,552 | |
Amadeus IT Group S.A. (a) | 7,072 | 462,468 | |
Computershare Ltd. | 8,409 | 155,097 | |
Edenred | 3,881 | 193,005 | |
EVERTEC Inc. | 2,843 | 116,364 | |
Fawry for Banking & Payment Technology Services S.A.E. (a) | 14,097 | 7,619 | |
GMO Payment Gateway Inc. | 700 | 71,528 | |
Nexi S.p.A. (a)(d) | 8,043 | 93,351 | |
Nuvei Corp. (a)(d) | 1,000 | 75,257 | |
Paysafe Ltd. (a) | 4,400 | 14,916 | |
StoneCo Ltd. A Shares (a) | 3,000 | 35,100 | |
TravelSky Technology Ltd., Class H | 20,000 | 28,698 | |
Worldline S.A. (a)(d) | 3,704 | 161,684 | |
2,036,639 | |||
Department Stores - 0.0% * | |||
Central Retail Corp. PCL NVDR | 34,929 | 41,568 | |
Lojas Renner S.A. | 17,932 | 103,774 | |
Lotte Shopping Company Ltd. | 146 | 11,465 | |
Next PLC | 2,066 | 162,863 | |
SACI Falabella | 13,955 | 44,598 | |
Trent Ltd. | 3,260 | 54,561 | |
Woolworths Holdings Ltd. | 15,382 | 60,599 | |
479,428 | |||
Distillers & Vintners - 0.2% | |||
Anhui Gujing Distillery Company Ltd., Class B | 2,600 | 33,498 | |
Anhui Gujing Distillery Company Ltd., Class A | 400 | 10,743 | |
Anhui Kouzi Distillery Company Ltd., Class A | 1,300 | 10,998 | |
Anhui Yingjia Distillery Company Ltd., Class A | 1,400 | 11,869 | |
Becle SAB de C.V. | 11,900 | 29,210 |
Number of Shares | Fair Value | ||
Beijing Shunxin Agriculture Company Ltd., Class A | 1,400 | $5,122 | |
Davide Campari-Milano N.V. | 8,816 | 102,849 | |
Diageo PLC | 36,781 | 1,869,961 | |
Jiangsu King's Luck Brewery JSC Ltd., Class A | 1,400 | 9,226 | |
Jiangsu Yanghe Brewery Joint-Stock Company Ltd., Class A | 1,900 | 40,288 | |
JiuGui Liquor Company Ltd. A Shares | 400 | 9,263 | |
Kweichow Moutai Company Ltd. A Shares | 1,400 | 376,865 | |
Luzhou Laojiao Company Ltd. A Shares | 1,300 | 37,776 | |
Pernod Ricard S.A. | 3,297 | 728,578 | |
Remy Cointreau S.A. | 388 | 80,479 | |
Shanghai Bairun Investment Holding Group Company Ltd., Class A | 700 | 3,949 | |
Shanxi Xinghuacun Fen Wine Factory Company Ltd., Class A | 1,440 | 57,525 | |
Sichuan Swellfun Company Ltd. A Shares | 600 | 7,753 | |
Treasury Wine Estates Ltd. | 12,260 | 106,277 | |
United Spirits Ltd. (a) | 5,433 | 63,342 | |
Wuliangye Yibin Company Ltd. A Shares | 4,300 | 104,314 | |
3,699,885 | |||
Diversified Banks - 3.0% | |||
ABN AMRO Group N.V. (d) | 7,182 | 92,243 | |
Absa Group Ltd. | 12,861 | 166,760 | |
Abu Dhabi Commercial Bank PJSC | 50,417 | 143,669 | |
Abu Dhabi Islamic Bank PJSC | 26,861 | 63,817 | |
Agricultural Bank of China Ltd. H Shares | 445,717 | 170,431 | |
Agricultural Bank of China Ltd. A Shares | 115,247 | 55,829 | |
Akbank T.A.S. | 61,635 | 30,383 | |
Al Rajhi Bank | 22,138 | 944,933 | |
Alinma Bank | 17,915 | 184,744 | |
Alpha Services & Holdings S.A. (a) | 42,926 | 53,003 | |
AMMB Holdings Bhd (a) | 32,400 | 28,553 | |
Arab National Bank | 10,567 | 77,919 | |
Australia & New Zealand Banking Group Ltd. | 44,409 | 913,207 | |
Axis Bank Ltd. (a) | 40,896 | 407,156 | |
Banco Bilbao Vizcaya Argentaria S.A. | 104,839 | 602,086 | |
Banco Bradesco S.A. | 22,970 | 88,314 | |
Banco de Chile | 853,898 | 91,446 | |
Banco de Credito e Inversiones S.A. | 927 | 33,390 | |
Banco do Brasil S.A. | 15,000 | 109,534 | |
Banco Inter S.A. | 6,685 | 29,824 | |
Banco Santander Brasil S.A. | 7,100 | 55,103 | |
Banco Santander Chile | 1,153,489 | 64,950 | |
Banco Santander S.A. | 273,133 | 934,005 | |
Bancolombia S.A. | 2,846 | 32,890 | |
Bank AlBilad (a) | 6,715 | 110,371 | |
Bank Al-Jazira | 7,879 | 55,009 | |
Bank Central Asia Tbk PT | 990,900 | 550,213 | |
Bank Hapoalim BM | 17,681 | 175,045 | |
Bank Jago Tbk PT (a) | 74,600 | 76,018 | |
Bank Leumi Le-Israel BM | 22,689 | 244,410 | |
Bank Mandiri Persero Tbk PT | 330,500 | 181,267 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 69 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Bank Negara Indonesia Persero Tbk PT | 139,600 | $79,759 | |
Bank of Beijing Company Ltd., Class A | 24,600 | 17,705 | |
Bank of China Ltd. H Shares | 1,401,868 | 559,559 | |
Bank of China Ltd. A Shares | 71,794 | 36,921 | |
Bank of Communications Company Ltd. H Shares | 136,127 | 97,479 | |
Bank of Communications Company Ltd., Class A | 71,500 | 57,400 | |
Bank of Montreal | 10,200 | 1,201,331 | |
Bank of Shanghai Company Ltd., Class A | 16,500 | 17,227 | |
Bank of the Philippine Islands | 31,920 | 61,440 | |
Bank Polska Kasa Opieki S.A. | 3,315 | 89,344 | |
Bank Rakyat Indonesia Persero Tbk PT | 1,221,109 | 394,399 | |
Banque Saudi Fransi | 10,683 | 152,291 | |
Barclays PLC | 263,505 | 511,965 | |
BDO Unibank Inc. | 30,810 | 78,701 | |
BNP Paribas S.A. | 17,723 | 1,018,634 | |
BOC Hong Kong Holdings Ltd. | 57,500 | 216,413 | |
Boubyan Bank KSCP (a) | 19,624 | 60,737 | |
CaixaBank S.A. | 69,108 | 235,762 | |
Canadian Imperial Bank of Commerce | 7,100 | 862,596 | |
Capitec Bank Holdings Ltd. | 1,452 | 231,246 | |
Chang Hwa Commercial Bank Ltd. | 83,770 | 55,830 | |
China Bohai Bank Company Ltd. H Shares (d) | 26,500 | 4,399 | |
China CITIC Bank Corp. Ltd. H Shares | 153,881 | 77,671 | |
China Common Rich Renewable Energy Investments Ltd. (c) | 64,000 | — | |
China Construction Bank Corp. H Shares | 1,736,000 | 1,300,691 | |
China Construction Bank Corp., Class A | 7,400 | 7,308 | |
China Everbright Bank Company Ltd. H Shares | 46,883 | 17,693 | |
China Everbright Bank Company Ltd. A Shares | 68,520 | 35,528 | |
China Merchants Bank Company Ltd. H Shares | 69,500 | 541,149 | |
China Merchants Bank Company Ltd., Class A | 24,300 | 178,105 | |
China Minsheng Banking Corp. Ltd. H Shares | 113,700 | 42,660 | |
China Minsheng Banking Corporation Ltd., Class A | 53,500 | 32,121 | |
China Zheshang Bank Company Ltd., Class A | 17,800 | 9,293 | |
CIMB Group Holdings Bhd | 117,430 | 148,756 | |
Commercial International Bank Egypt S.A.E. (a) | 16,486 | 41,540 | |
Commerzbank AG (a) | 15,402 | 117,716 | |
Commonwealth Bank of Australia | 26,930 | 2,128,311 | |
Credicorp Ltd. | 1,200 | 206,244 | |
Credit Agricole S.A. | 19,296 | 231,893 | |
CTBC Financial Holding Company Ltd. | 333,000 | 339,362 | |
Danske Bank A/S | 10,717 | 179,312 | |
DBS Group Holdings Ltd. | 28,510 | 748,129 | |
DNB BANK ASA | 14,571 | 331,690 | |
Dubai Islamic Bank PJSC | 52,957 | 88,685 | |
E.Sun Financial Holding Company Ltd. | 214,633 | 246,249 |
Number of Shares | Fair Value | ||
Emirates NBD Bank PJSC | 45,559 | $185,385 | |
Erste Group Bank AG | 5,336 | 195,711 | |
Eurobank Ergasias Services & Holdings S.A., Class A (a) | 51,038 | 60,055 | |
FinecoBank Banca Fineco S.p.A. | 9,447 | 144,141 | |
First Abu Dhabi Bank PJSC | 79,979 | 513,879 | |
First Financial Holding Company Ltd. | 181,454 | 179,439 | |
Grupo Financiero Banorte SAB de C.V., Class O | 46,800 | 350,965 | |
Grupo Financiero Inbursa SAB de CV, Class O (a) | 42,700 | 89,224 | |
Hana Financial Group Inc. | 5,328 | 211,911 | |
Hang Seng Bank Ltd. | 11,900 | 228,925 | |
Hong Leong Bank Bhd | 11,400 | 54,669 | |
Hong Leong Financial Group Bhd | 5,487 | 25,577 | |
HSBC Holdings PLC | 321,154 | 2,198,674 | |
Hua Nan Financial Holdings Company Ltd. | 151,930 | 128,517 | |
Huaxia Bank Company Ltd., Class A | 13,700 | 11,964 | |
ICICI Bank Ltd. | 92,471 | 881,986 | |
Industrial & Commercial Bank of China Ltd. H Shares | 1,004,505 | 615,963 | |
Industrial & Commercial Bank of China Ltd., Class A | 89,300 | 66,947 | |
Industrial Bank Company Ltd. A Shares | 24,200 | 78,342 | |
Industrial Bank of Korea | 4,617 | 41,029 | |
ING Groep N.V. | 61,414 | 644,929 | |
Intesa Sanpaolo S.p.A. | 259,701 | 597,833 | |
Israel Discount Bank Ltd., Class A | 17,951 | 111,635 | |
Japan Post Bank Company Ltd. | 7,200 | 57,995 | |
KakaoBank Corp. (a) | 1,729 | 73,025 | |
KB Financial Group Inc. | 7,095 | 355,558 | |
KBC Group N.V. | 3,904 | 281,729 | |
Komercni banka A/S | 1,492 | 58,061 | |
Kotak Mahindra Bank Ltd. | 9,989 | 229,414 | |
Krung Thai Bank PCL NVDR | 46,577 | 19,229 | |
Kuwait Finance House KSCP | 82,603 | 291,050 | |
Lloyds Banking Group PLC | 1,117,301 | 681,953 | |
Malayan Banking Bhd | 81,433 | 173,062 | |
Masraf Al Rayan QSC | 81,325 | 115,453 | |
mBank S.A. (a) | 271 | 22,788 | |
Mediobanca Banca di Credito Finanziario S.p.A. | 10,499 | 106,711 | |
Mega Financial Holding Company Ltd. | 194,276 | 290,093 | |
Metropolitan Bank & Trust Co. | 32,170 | 35,352 | |
Mitsubishi UFJ Financial Group Inc. | 188,500 | 1,168,648 | |
Mizrahi Tefahot Bank Ltd. | 2,398 | 93,642 | |
Mizuho Financial Group Inc. | 37,900 | 484,882 | |
Moneta Money Bank A/S (d) | 7,492 | 30,562 | |
National Australia Bank Ltd. | 51,590 | 1,246,421 | |
National Bank of Canada | 5,300 | 406,628 | |
National Bank of Kuwait SAKP | 128,257 | 463,754 | |
National Commercial Bank | 39,569 | 744,528 | |
Natwest Group PLC | 88,331 | 250,046 | |
Nedbank Group Ltd. | 8,125 | 129,064 | |
Nordea Bank Abp | 50,378 | 523,108 | |
OTP Bank Nyrt (a) | 4,033 | 147,210 | |
Oversea-Chinese Banking Corporation Ltd. | 53,230 | 483,608 |
See Notes to Schedule of Investments.
70 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Ping An Bank Company Ltd. A Shares | 23,400 | $56,413 | |
Postal Savings Bank of China Company Ltd. H Shares (d) | 144,675 | 116,527 | |
Postal Savings Bank of China Company Ltd., Class A | 30,400 | 25,651 | |
Powszechna Kasa Oszczednosci Bank Polski S.A. (a) | 15,778 | 149,900 | |
Public Bank Bhd | 260,900 | 289,411 | |
Qatar International Islamic Bank QSC | 14,664 | 44,550 | |
Qatar Islamic Bank SAQ | 20,200 | 132,235 | |
Qatar National Bank QPSC | 80,929 | 511,441 | |
Raiffeisen Bank International AG | 2,602 | 37,154 | |
RHB Bank Bhd | 35,335 | 50,087 | |
Riyad Bank | 24,266 | 242,140 | |
Royal Bank of Canada | 22,512 | 2,480,727 | |
Santander Bank Polska S.A. | 640 | 46,661 | |
Sberbank of Russia PJSC ADR ** | 34,890 | — | |
Sberbank of Russia PJSC ** | 52,600 | — | |
Shanghai Pudong Development Bank Company Ltd., Class A | 38,500 | 48,408 | |
Shinhan Financial Group Company Ltd. | 7,763 | 263,699 | |
SinoPac Financial Holdings Company Ltd. | 182,633 | 116,804 | |
Skandinaviska Enskilda Banken AB, Class A | 25,446 | 277,543 | |
Societe Generale S.A. | 12,690 | 342,153 | |
Standard Bank Group Ltd. | 23,032 | 286,148 | |
Standard Chartered PLC | 40,916 | 272,221 | |
State Bank of India | 32,051 | 207,077 | |
Sumitomo Mitsui Financial Group Inc. | 20,600 | 652,677 | |
Sumitomo Mitsui Trust Holdings Inc. | 5,300 | 173,005 | |
Svenska Handelsbanken AB, Class A | 22,746 | 211,022 | |
Swedbank AB A Shares | 14,118 | 212,739 | |
Taishin Financial Holding Company Ltd | 184,950 | 131,569 | |
Taiwan Cooperative Financial Holding Company Ltd. | 170,231 | 174,718 | |
TCS Group Holding PLC GDR ** | 1,671 | — | |
TCS Group Holding PLC ** | 500 | — | |
The Bank of Nova Scotia | 19,200 | 1,377,303 | |
The Bank of NT Butterfield & Son Ltd. | 2,364 | 84,820 | |
The Commercial Bank PQSC | 36,345 | 74,551 | |
The Saudi British Bank | 14,850 | 156,858 | |
The Shanghai Commercial & Savings Bank Ltd. | 64,000 | 111,536 | |
The Siam Commercial Bank PCL NVDR | 16,398 | 55,918 | |
The Toronto-Dominion Bank | 28,800 | 2,287,076 | |
Turkiye Garanti Bankasi A/S | 42,774 | 35,578 | |
Turkiye Is Bankasi A/S C Shares | 39,446 | 23,723 | |
UniCredit S.p.A. | 33,137 | 359,542 | |
United Overseas Bank Ltd. | 18,500 | 433,503 | |
VTB Bank PJSC GDR ** | 21,532 | — | |
VTB Bank PJSC ** | 27,200,000 | — | |
Westpac Banking Corp. | 57,814 | 1,048,199 | |
Woori Financial Group Inc. | 9,053 | 113,468 |
Number of Shares | Fair Value | ||
Yes Bank Ltd. (a) | 210,763 | $34,038 | |
50,187,833 | |||
Diversified Capital Markets - 0.2% | |||
Banco BTG Pactual S.A. | 21,208 | 116,217 | |
Credit Suisse Group AG | 41,518 | 328,184 | |
Deutsche Bank AG (a) | 32,390 | 410,286 | |
Macquarie Group Ltd. | 5,335 | 809,690 | |
Mirae Asset Daewoo Company Ltd. | 6,022 | 42,274 | |
UBS Group AG | 55,417 | 1,087,392 | |
2,794,043 | |||
Diversified Chemicals - 0.1% | |||
Arkema S.A. | 944 | 113,499 | |
BASF SE | 14,466 | 830,213 | |
LANXESS AG | 1,449 | 63,976 | |
Mitsubishi Chemical Holdings Corp. | 19,800 | 132,081 | |
Mitsubishi Gas Chemical Companies Inc. | 2,837 | 48,169 | |
Ningxia Baofeng Energy Group Company Ltd., Class A | 7,200 | 16,766 | |
Nissan Chemical Corp. | 1,900 | 111,785 | |
Pidilite Industries Ltd. | 2,728 | 88,111 | |
Sasol Ltd. (a) | 10,180 | 246,112 | |
Solvay S.A. | 1,142 | 113,202 | |
SRF Ltd. | 2,696 | 94,589 | |
Sumitomo Chemical Company Ltd. | 25,200 | 115,733 | |
1,974,236 | |||
Diversified Metals & Mining - 0.6% | |||
African Rainbow Minerals Ltd. | 1,464 | 28,669 | |
Anglo American PLC | 20,166 | 1,050,266 | |
BHP Billiton Ltd. | 44,623 | 1,726,195 | |
BHP Group Ltd. | 35,313 | 1,372,529 | |
Boliden AB | 4,265 | 217,065 | |
China Minmetals Rare Earth Company Ltd., Class A | 500 | 2,281 | |
China Molybdenum Company Ltd. H Shares | 60,000 | 30,853 | |
China Molybdenum Company Ltd. A Shares | 22,300 | 18,148 | |
China Northern Rare Earth Group High-Tech Company Ltd., Class A | 3,700 | 22,380 | |
Ganfeng Lithium Company Ltd. A Shares | 1,100 | 21,579 | |
Ganfeng Lithium Company Ltd. H Shares (d) | 5,000 | 70,361 | |
GEM Company Ltd. A Shares | 7,800 | 10,223 | |
Glencore PLC | 156,302 | 1,019,334 | |
Grupo Mexico SAB de C.V., Class B | 56,242 | 335,613 | |
Ivanhoe Mines Ltd., Class A (a) | 9,200 | 85,883 | |
Korea Zinc Company Ltd. | 155 | 74,610 | |
Merdeka Copper Gold Tbk PT (a) | 215,200 | 67,606 | |
Mineral Resources Ltd. | 2,611 | 103,291 | |
MMC Norilsk Nickel PJSC ADR ** | 8,131 | — | |
MMC Norilsk Nickel PJSC ** | 305 | — | |
MMG Ltd. (a) | 36,000 | 14,306 | |
Rio Tinto Ltd. | 5,838 | 523,766 | |
Rio Tinto PLC | 17,718 | 1,419,729 | |
Saudi Arabian Mining Co. (a) | 7,856 | 278,919 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 71 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Shenghe Resources Holding Company Ltd., Class A | 4,000 | $10,605 | |
South32 Ltd. | 73,031 | 278,594 | |
Sumitomo Metal Mining Company Ltd. | 3,900 | 198,182 | |
Teck Resources Ltd., Class B (a) | 7,400 | 299,069 | |
Tibet Summit Resources Company Ltd., Class A | 500 | 2,063 | |
Vedanta Ltd. | 20,210 | 106,729 | |
Youngy Company Ltd., Class A (a) | 200 | 3,565 | |
Zhejiang Huayou Cobalt Company Ltd., Class A | 1,100 | 16,789 | |
9,409,202 | |||
Diversified Real Estate Activities - 0.1% | |||
Aldar Properties PJSC | 71,169 | 95,271 | |
Ayala Land Inc. | 143,700 | 97,026 | |
Barwa Real Estate Co. | 40,796 | 39,080 | |
City Developments Ltd. | 6,000 | 34,736 | |
Daito Trust Construction Company Ltd. | 1,000 | 106,464 | |
Daiwa House Industry Company Ltd. | 8,900 | 232,709 | |
DLF Ltd. | 10,985 | 54,739 | |
ESR Cayman Ltd. (a)(d) | 33,800 | 104,768 | |
Lendlease Corporation Ltd. | 10,536 | 88,138 | |
Mitsubishi Estate Company Ltd. | 18,500 | 276,302 | |
Mitsui Fudosan Company Ltd. | 14,400 | 309,120 | |
New World Development Company Ltd. | 26,000 | 105,511 | |
Nomura Real Estate Holdings Inc. | 1,896 | 45,544 | |
Shanghai Lujiazui Finance & Trade Zone Development Company Ltd., Class B | 21,200 | 19,843 | |
Sumitomo Realty & Development Company Ltd. | 4,800 | 133,241 | |
Sun Hung Kai Properties Ltd. | 20,500 | 243,957 | |
Swire Pacific Ltd., Class A | 9,000 | 54,743 | |
The Wharf Holdings Ltd. | 25,000 | 76,166 | |
UOL Group Ltd. | 8,500 | 44,076 | |
2,161,434 | |||
Diversified REITs - 0.1% | |||
Daiwa House REIT Investment Corp. | 38 | 102,756 | |
Fibra Uno Administracion S.A. de C.V. | 55,300 | 64,612 | |
Gecina S.A. | 780 | 98,871 | |
Growthpoint Properties Ltd. | 67,155 | 67,649 | |
Land Securities Group PLC | 10,843 | 111,501 | |
Mirvac Group | 60,809 | 113,155 | |
Nomura Real Estate Master Fund Inc. | 72 | 95,464 | |
Stockland | 40,308 | 128,188 | |
The British Land Company PLC | 14,943 | 103,699 | |
The GPT Group | 32,372 | 125,311 | |
1,011,206 | |||
Diversified Support Services - 0.0% * | |||
Brambles Ltd. | 22,309 | 165,215 | |
Indian Railway Catering & Tourism Corporation Ltd. | 4,415 | 44,722 | |
Ritchie Bros Auctioneers Inc. | 1,900 | 112,322 | |
322,259 |
Number of Shares | Fair Value | ||
Drug Retail - 0.0% * | |||
Clicks Group Ltd. | 4,372 | $92,467 | |
Cosmos Pharmaceutical Corp. | 300 | 36,469 | |
Raia Drogasil S.A. | 19,600 | 98,743 | |
Tsuruha Holdings Inc. | 700 | 44,582 | |
Welcia Holdings Company Ltd. | 1,344 | 33,169 | |
305,430 | |||
Education Services - 0.0% * | |||
China Education Group Holdings Ltd. | 15,000 | 12,910 | |
IDP Education Ltd. | 3,656 | 85,868 | |
New Oriental Education & Technology Group Inc. ADR (a) | 32,100 | 36,915 | |
TAL Education Group ADR (a) | 6,100 | 18,361 | |
154,054 | |||
Electric Utilities - 0.4% | |||
Adani Transmission Ltd. (a) | 4,967 | 154,209 | |
Centrais Eletricas Brasileiras S.A. | 6,500 | 51,951 | |
CEZ A/S | 2,879 | 121,381 | |
Chubu Electric Power Company Inc. | 10,900 | 113,153 | |
CK Infrastructure Holdings Ltd. | 11,500 | 76,894 | |
CLP Holdings Ltd. | 25,500 | 248,172 | |
EDP - Energias de Portugal S.A. | 43,285 | 214,276 | |
Electricite de France S.A. | 8,014 | 75,656 | |
Elia Group S.A. | 547 | 83,939 | |
Emera Inc. | 4,000 | 198,455 | |
Endesa S.A. | 5,370 | 117,763 | |
Enel Americas S.A. | 348,937 | 42,089 | |
Enel Chile S.A. | 675,613 | 20,176 | |
Enel S.p.A. | 128,105 | 860,274 | |
Energisa S.A. | 3,800 | 39,032 | |
Equatorial Energia S.A. | 17,943 | 102,743 | |
Fortis Inc. | 7,404 | 366,510 | |
Fortum Oyj | 6,863 | 126,161 | |
HK Electric Investments & HK Electric Investments Ltd. | 48,369 | 47,249 | |
Hydro One Ltd. (d) | 5,098 | 137,465 | |
Iberdrola S.A. | 91,795 | 1,009,122 | |
Inter RAO UES PJSC (a)** | 467,243 | — | |
Interconexion Electrica S.A. ESP | 5,883 | 38,084 | |
Korea Electric Power Corp. (a) | 4,430 | 82,535 | |
Manila Electric Co. | 2,420 | 17,445 | |
Mercury NZ Ltd. | 10,098 | 41,603 | |
Origin Energy Ltd. | 27,228 | 127,188 | |
Orsted A/S (d) | 2,968 | 373,662 | |
PGE Polska Grupa Energetyczna S.A. (a) | 17,298 | 37,566 | |
Power Assets Holdings Ltd. | 21,500 | 140,151 | |
Power Grid Corporation of India Ltd. | 55,980 | 159,595 | |
Public Power Corp. S.A. (a) | 3,647 | 30,710 | |
Red Electrica Corporacion S.A. | 6,702 | 138,395 | |
Saudi Electricity Co. | 14,538 | 102,174 | |
SSE PLC | 16,716 | 382,817 | |
Tenaga Nasional Bhd | 39,300 | 84,119 | |
Terna Rete Elettrica Nazionale S.p.A. | 21,892 | 189,080 |
See Notes to Schedule of Investments.
72 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
The Kansai Electric Power Company Inc. | 11,900 | $112,425 | |
The Tata Power Company Ltd. | 26,225 | 81,968 | |
Tokyo Electric Power Company Holdings Inc. (a) | 23,300 | 77,144 | |
Verbund AG | 1,150 | 122,148 | |
6,545,479 | |||
Electrical Components & Equipment - 0.3% | |||
ABB Ltd. | 25,874 | 842,837 | |
Ballard Power Systems Inc. (a) | 3,500 | 40,771 | |
Contemporary Amperex Technology Company Ltd., Class A | 2,600 | 207,888 | |
Ecopro BM Company Ltd. | 210 | 67,865 | |
Eve Energy Company Ltd. A Shares | 2,500 | 31,316 | |
Fuji Electric Company Ltd. | 1,900 | 94,982 | |
Ginlong Technologies Company Ltd., Class A | 200 | 6,556 | |
Gotion High-tech Company Ltd. A Shares (a) | 1,800 | 9,661 | |
Havells India Ltd. | 4,534 | 68,636 | |
Hongfa Technology Company Ltd., Class A | 1,500 | 11,110 | |
Jiangsu Zhongtian Technology Company Ltd., Class A | 5,900 | 15,703 | |
Legrand S.A. | 4,196 | 401,249 | |
LG Energy Solution (a) | 378 | 137,846 | |
Nidec Corp. | 7,000 | 554,544 | |
nVent Electric plc | 1,800 | 62,604 | |
Prysmian S.p.A. | 3,942 | 134,550 | |
Schneider Electric SE | 8,525 | 1,439,546 | |
Sungrow Power Supply Company Ltd. A Shares | 1,300 | 21,787 | |
Sunwoda Electronic Company Ltd., Class A | 800 | 3,419 | |
Suzhou Maxwell Technologies Company Ltd., Class A | 100 | 8,228 | |
TBEA Company Ltd., Class A | 4,200 | 13,376 | |
Voltronic Power Technology Corp. | 1,000 | 50,466 | |
WEG S.A. | 30,346 | 222,680 | |
Zhejiang Chint Electrics Company Ltd., Class A | 1,800 | 11,139 | |
Zhuzhou CRRC Times Electric Company Ltd. H Shares | 10,600 | 41,051 | |
4,499,810 | |||
Electronic Components - 0.3% | |||
AU Optronics Corp. | 149,000 | 101,626 | |
Avary Holding Shenzhen Company Ltd., Class A | 2,600 | 11,745 | |
Beijing Yuanliu Hongyuan Electronic Technology Company Ltd., Class A | 500 | 10,071 | |
BOE Technology Group Company Ltd., Class A | 36,100 | 24,387 | |
Chaozhou Three-Circle Group Company Ltd., Class A | 2,200 | 9,658 | |
China Zhenhua Group Science & Technology Company Ltd., Class A | 200 | 3,555 | |
Delta Electronics Inc. | 35,000 | 324,510 | |
Delta Electronics Thailand PCL NVDR | 5,582 | 64,605 | |
E Ink Holdings Inc. | 20,000 | 127,176 | |
Guangzhou Shiyuan Electronic Technology Company Ltd, Class A | 800 | 8,057 | |
Hamamatsu Photonics KK | 2,200 | 117,200 |
Number of Shares | Fair Value | ||
Hirose Electric Company Ltd. | 474 | $68,915 | |
Ibiden Company Ltd. | 1,800 | 88,017 | |
Iljin Materials Company Ltd. | 427 | 33,652 | |
Innolux Corp. | 172,000 | 99,616 | |
Kingboard Holdings Ltd. | 12,500 | 60,304 | |
Kingboard Laminates Holdings Ltd. | 13,549 | 22,085 | |
Kyocera Corp. | 5,000 | 280,638 | |
L&F Company Ltd. (a) | 410 | 75,449 | |
Largan Precision Company Ltd. | 2,000 | 130,739 | |
Lens Technology Company Ltd. A Shares | 4,960 | 9,071 | |
LG Display Company Ltd. | 4,417 | 74,458 | |
LG Innotek Company Ltd. | 260 | 82,093 | |
Lingyi iTech Guangdong Co., Class A (a) | 8,000 | 6,371 | |
Luxshare Precision Industry Company Ltd., Class A | 8,300 | 41,125 | |
Maxscend Microelectronics Company Ltd., Class A | 380 | 12,474 | |
Murata Manufacturing Company Ltd. | 9,000 | 594,638 | |
Nan Ya Printed Circuit Board Corp. | 4,000 | 71,801 | |
Omron Corp. | 2,897 | 193,371 | |
Samsung Electro-Mechanics Company Ltd. | 1,018 | 137,069 | |
Samsung SDI Company Ltd. | 993 | 483,283 | |
Shengyi Technology Company Ltd., Class A | 5,400 | 13,636 | |
Shennan Circuits Company Ltd., Class A | 800 | 11,356 | |
Sunny Optical Technology Group Company Ltd. | 12,900 | 204,919 | |
Suzhou Dongshan Precision Manufacturing Company Ltd., Class A | 4,000 | 11,684 | |
TDK Corp. | 6,100 | 220,732 | |
Unimicron Technology Corp. | 22,000 | 187,516 | |
Xiamen Faratronic Company Ltd., Class A | 500 | 15,750 | |
Yageo Corp. | 8,000 | 119,417 | |
Zhen Ding Technology Holding Ltd. | 10,665 | 39,711 | |
4,192,480 | |||
Electronic Equipment & Instruments - 0.1% | |||
Azbil Corp. | 2,100 | 69,908 | |
Halma PLC | 5,913 | 193,898 | |
Hexagon AB B Shares | 30,544 | 431,757 | |
Keyence Corp. | 3,100 | 1,441,800 | |
Shimadzu Corp. | 3,700 | 127,643 | |
Westone Information Industry Inc., Class A | 400 | 2,843 | |
Wuhan Guide Infrared Company Ltd., Class A | 2,500 | 6,688 | |
Yokogawa Electric Corp. | 4,100 | 70,068 | |
Zhejiang Dahua Technology Company Ltd., Class A | 2,800 | 7,259 | |
2,351,864 | |||
Electronic Manufacturing Services - 0.1% | |||
AAC Technologies Holdings Inc. | 15,500 | 36,844 | |
Fabrinet (a) | 1,701 | 178,826 | |
Foxconn Industrial Internet Company Ltd., Class A | 8,600 | 13,716 | |
Foxconn Technology Company Ltd. | 19,000 | 41,369 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 73 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
GoerTek Inc. A Shares | 4,348 | $23,389 | |
Hon Hai Precision Industry Company Ltd. | 225,000 | 826,162 | |
Inari Amertron Bhd | 55,900 | 40,438 | |
Venture Corporation Ltd. | 4,900 | 63,240 | |
Wingtech Technology Company Ltd. A Shares | 1,200 | 15,251 | |
1,239,235 | |||
Environmental & Facilities Services - 0.0% * | |||
China Everbright International Ltd. | 73,000 | 43,826 | |
GFL Environmental Inc. | 2,700 | 87,892 | |
Rentokil Initial PLC | 28,957 | 199,925 | |
Zhejiang Weiming Environment Protection Company Ltd., Class A | 3,000 | 13,739 | |
345,382 | |||
Fertilizers & Agricultural Chemicals - 0.1% | |||
ICL Group Ltd | 10,938 | 130,020 | |
Nutrien Ltd. | 9,000 | 931,092 | |
PhosAgro PJSC GDR ** | 1,969 | — | |
PI Industries Ltd. | 1,642 | 60,808 | |
SABIC Agri-Nutrients Co. | 3,891 | 187,743 | |
Shandong Hualu Hengsheng Chemical Company Ltd., Class A | 2,470 | 12,612 | |
UPL Ltd. | 8,887 | 89,814 | |
Yara International ASA | 2,559 | 128,848 | |
1,540,937 | |||
Financial Exchanges & Data - 0.2% | |||
ASX Ltd. | 3,014 | 183,991 | |
B3 S.A. - Brasil Bolsa Balcao | 111,100 | 367,298 | |
Deutsche Boerse AG | 2,985 | 540,441 | |
East Money Information Company Ltd., Class A | 12,920 | 51,136 | |
Euronext N.V. (d) | 1,323 | 120,887 | |
Hithink RoyalFlush Information Network Company Ltd., Class A | 500 | 7,497 | |
Hong Kong Exchanges & Clearing Ltd. | 19,000 | 890,809 | |
Japan Exchange Group Inc. | 7,900 | 147,128 | |
London Stock Exchange Group PLC | 5,173 | 540,675 | |
Moscow Exchange MICEX-RTS PJSC (a)** | 17,461 | — | |
Singapore Exchange Ltd. | 12,336 | 90,537 | |
TMX Group Ltd. | 900 | 92,648 | |
3,033,047 | |||
Food Distributors - 0.0% * | |||
Bid Corporation Ltd. | 5,960 | 129,711 | |
The SPAR Group Ltd. | 3,975 | 46,166 | |
175,877 | |||
Food Retail - 0.3% | |||
Alimentation Couche-Tard Inc. | 13,400 | 604,210 | |
Avenue Supermarts Ltd. (a)(d) | 2,926 | 153,876 | |
BGF retail Company Ltd. | 77 | 11,060 | |
BIM Birlesik Magazalar A/S | 8,123 | 46,879 | |
CP ALL PCL NVDR | 104,655 | 203,891 | |
Dino Polska S.A. (a)(d) | 893 | 72,668 | |
Empire Company Ltd. | 2,900 | 102,947 | |
Endeavour Group Ltd. | 22,732 | 124,095 |
Number of Shares | Fair Value | ||
Etablissements Franz Colruyt N.V. | 774 | $32,225 | |
George Weston Ltd. | 1,169 | 144,084 | |
HelloFresh SE (a) | 2,543 | 114,800 | |
J Sainsbury PLC | 29,640 | 98,326 | |
Jeronimo Martins SGPS S.A. | 4,802 | 115,866 | |
Kesko Oyj, Class B | 4,210 | 116,911 | |
Kobe Bussan Company Ltd. | 2,400 | 74,081 | |
Koninklijke Ahold Delhaize N.V. | 16,439 | 531,828 | |
Lawson Inc. | 900 | 34,556 | |
Loblaw Companies Ltd. | 2,619 | 235,218 | |
Magnit PJSC GDR ** | 4,801 | — | |
Magnit PJSC ** | 322 | — | |
Metro Inc. | 3,776 | 217,542 | |
Ocado Group PLC (a) | 7,548 | 115,518 | |
President Chain Store Corp. | 10,000 | 91,720 | |
Seven & I Holdings Company Ltd. | 11,900 | 569,065 | |
Shoprite Holdings Ltd. | 8,957 | 144,571 | |
Tesco plc | 120,758 | 438,179 | |
Woolworths Group Ltd. | 19,050 | 530,792 | |
X5 Retail Group N.V. GDR ** | 2,502 | — | |
4,924,908 | |||
Footwear - 0.0% * | |||
Feng TAY Enterprise Company Ltd. | 8,000 | 53,199 | |
Pou Chen Corp. | 48,000 | 52,548 | |
Puma SE | 1,631 | 139,506 | |
245,253 | |||
Forest Products - 0.0% * | |||
Chengxin Lithium Group Company Ltd., Class A (a) | 500 | 3,961 | |
Svenska Cellulosa AB SCA B Shares | 9,405 | 184,250 | |
West Fraser Timber Company Ltd. | 1,498 | 123,361 | |
311,572 | |||
Gas Utilities - 0.1% | |||
Adani Gas Ltd. | 4,959 | 140,691 | |
AltaGas Ltd. | 4,800 | 107,602 | |
APA Group | 18,281 | 145,809 | |
Beijing Enterprises Holdings Ltd. | 11,000 | 34,723 | |
Brookfield Infrastructure Corp., Class A | 2,883 | 217,494 | |
China Gas Holdings Ltd. | 55,400 | 70,629 | |
China Resources Gas Group Ltd. | 16,000 | 67,358 | |
Enagas S.A. | 4,234 | 94,565 | |
ENN Energy Holdings Ltd. | 14,300 | 213,636 | |
GAIL India Ltd. | 26,486 | 54,165 | |
Hong Kong & China Gas Company Ltd. | 175,650 | 212,223 | |
Indraprastha Gas Ltd. | 5,914 | 29,018 | |
Kunlun Energy Company Ltd. | 70,000 | 60,511 | |
Naturgy Energy Group S.A. | 3,303 | 99,529 | |
Osaka Gas Company Ltd. | 5,800 | 99,689 | |
Petronas Gas Bhd | 14,649 | 57,984 | |
Snam S.p.A. | 31,364 | 181,908 | |
Tokyo Gas Company Ltd. | 5,800 | 106,501 | |
1,994,035 |
See Notes to Schedule of Investments.
74 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
General Merchandise Stores - 0.1% | |||
Canadian Tire Corporation Ltd., Class A | 900 | $136,011 | |
Dollarama Inc. | 4,500 | 255,434 | |
Don Quijote Holdings Company Ltd. | 7,000 | 112,340 | |
Magazine Luiza S.A. | 55,024 | 78,970 | |
Ryohin Keikaku Company Ltd. | 4,500 | 52,354 | |
Wesfarmers Ltd. | 17,844 | 671,959 | |
1,307,068 | |||
Gold - 0.2% | |||
Agnico Eagle Mines Ltd. | 7,255 | 444,344 | |
Aneka Tambang Tbk | 206,000 | 34,887 | |
AngloGold Ashanti Ltd. | 7,554 | 179,242 | |
Barrick Gold Corp. | 28,000 | 687,306 | |
Cia de Minas Buenaventura S.A.A. ADR (a) | 4,400 | 44,308 | |
Evolution Mining Ltd. | 31,306 | 103,692 | |
Franco-Nevada Corp. | 3,011 | 479,571 | |
Gold Fields Ltd. | 16,073 | 248,900 | |
Harmony Gold Mining Company Ltd. | 10,624 | 53,281 | |
Kinross Gold Corp. | 19,300 | 113,416 | |
Newcrest Mining Ltd. | 13,938 | 282,648 | |
Northern Star Resources Ltd. | 17,149 | 138,843 | |
Novagold Resources Inc. (a) | 11,166 | 86,313 | |
Polymetal International PLC ** | 1,670 | — | |
Polyus PJSC GDR ** | 977 | — | |
Polyus PJSC (a)** | 122 | — | |
Shandong Gold Mining Company Ltd., Class A | 3,000 | 10,180 | |
Shandong Gold Mining Company Ltd. H Shares (d) | 13,750 | 27,466 | |
Wheaton Precious Metals Corp. | 7,064 | 336,219 | |
Zijin Mining Group Company Ltd., Class H | 95,119 | 144,279 | |
Zijin Mining Group Company Ltd. A Shares | 34,300 | 60,730 | |
3,475,625 | |||
Healthcare Distributors - 0.0% * | |||
Amplifon S.p.A. | 2,115 | 94,672 | |
Celltrion Healthcare Company Ltd. | 1,580 | 84,163 | |
Huadong Medicine Company Ltd. A Shares | 1,700 | 8,906 | |
Medipal Holdings Corp. | 3,305 | 54,545 | |
Shanghai Pharmaceuticals Holding Company Ltd., Class H | 9,000 | 17,285 | |
Shanghai Pharmaceuticals Holding Company Ltd., Class A | 4,200 | 16,205 | |
Sinopharm Group Company Ltd. H Shares | 25,600 | 58,127 | |
333,903 | |||
Healthcare Equipment - 0.3% | |||
Ambu A/S, Class B | 3,002 | 44,449 | |
BioMerieux | 724 | 77,720 | |
Carl Zeiss Meditec AG | 679 | 110,004 | |
Cochlear Ltd. | 1,023 | 171,406 | |
DiaSorin S.p.A. | 449 | 70,537 | |
Fisher & Paykel Healthcare Corporation Ltd. | 8,975 | 151,145 | |
Getinge AB, Class B | 3,540 | 142,286 | |
GN Store Nord AS | 2,102 | 103,630 |
Number of Shares | Fair Value | ||
Inmode Ltd. (a) | 700 | $25,837 | |
Jafron Biomedical Company Ltd. A Shares | 600 | 4,274 | |
Jiangsu Yuyue Medical Equipment & Supply Company Ltd., Class A | 2,100 | 9,167 | |
Koninklijke Philips N.V. | 14,410 | 441,956 | |
Lepu Medical Technology Beijing Company Ltd., Class A | 2,300 | 7,267 | |
LivaNova PLC (a) | 2,459 | 201,220 | |
Medtronic PLC | 16,632 | 1,845,320 | |
Microport Scientific Corp. | 13,707 | 30,503 | |
Novocure Ltd. (a) | 1,100 | 91,135 | |
Olympus Corp. | 17,300 | 328,866 | |
Shenzhen Mindray Bio-Medical Electronics Company Ltd., Class A | 1,400 | 67,589 | |
Siemens Healthineers AG (d) | 4,411 | 274,935 | |
Smith & Nephew PLC | 13,728 | 218,841 | |
Sonova Holding AG | 841 | 352,768 | |
Straumann Holding AG | 162 | 259,731 | |
Sysmex Corp. | 2,600 | 188,878 | |
Terumo Corp. | 10,100 | 306,530 | |
Venus MedTech Hangzhou Inc. H Shares (a)(d) | 2,500 | 5,102 | |
William Demant Holding A/S (a) | 1,886 | 85,846 | |
5,616,942 | |||
Healthcare Facilities - 0.1% | |||
Aier Eye Hospital Group Company Ltd., Class A | 4,549 | 22,474 | |
Apollo Hospitals Enterprise Ltd. | 1,820 | 108,012 | |
Bangkok Dusit Medical Services PCL NVDR | 168,263 | 126,185 | |
Bumrungrad Hospital PCL NVDR | 9,964 | 46,750 | |
Dr Sulaiman Al Habib Medical Services Group Co. | 1,076 | 54,397 | |
Hygeia Healthcare Holdings Company Ltd. (d) | 6,600 | 25,325 | |
IHH Healthcare Bhd | 33,000 | 48,508 | |
Mouwasat Medical Services Co. | 960 | 54,250 | |
Orpea S.A. | 905 | 39,498 | |
Ramsay Health Care Ltd. | 2,834 | 137,738 | |
Rede D'Or Sao Luiz SA (d) | 7,200 | 75,607 | |
Ryman Healthcare Ltd. | 6,309 | 40,983 | |
779,727 | |||
Healthcare Services - 0.0% * | |||
Fresenius Medical Care AG & Company KGaA | 3,196 | 215,406 | |
Fresenius SE & Company KGaA | 6,532 | 241,219 | |
Guangzhou Kingmed Diagnostics Group Company Ltd., Class A | 500 | 5,785 | |
Jinxin Fertility Group Ltd. (a)(d) | 16,500 | 12,521 | |
Meinian Onehealth Healthcare Holdings Company Ltd., Class A (a) | 4,500 | 4,163 | |
Sonic Healthcare Ltd. | 7,091 | 187,881 | |
Topchoice Medical Corp., Class A (a) | 300 | 6,726 | |
673,701 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 75 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Healthcare Supplies - 0.1% | |||
Alcon Inc. | 7,862 | $625,446 | |
Asahi Intecc Company Ltd. | 3,800 | 74,356 | |
Autobio Diagnostics Company Ltd. A Shares | 631 | 4,775 | |
Coloplast A/S, Class B | 1,860 | 283,308 | |
Hartalega Holdings Bhd | 30,800 | 35,527 | |
Hoya Corp. | 5,800 | 662,943 | |
Intco Medical Technology Company Ltd., Class A | 600 | 4,370 | |
Ovctek China Inc., Class A | 600 | 3,432 | |
Quotient Ltd. (a) | 4,900 | 5,880 | |
SD Biosensor Inc. | 657 | 30,247 | |
Shandong Weigao Group Medical Polymer Company Ltd., Class H | 46,800 | 49,719 | |
Sri Trang Gloves Thailand PCL NVDR | 25,019 | 18,999 | |
Top Glove Corporation Bhd | 96,500 | 44,065 | |
1,843,067 | |||
Healthcare Technology - 0.0% * | |||
M3 Inc. | 6,900 | 249,950 | |
Winning Health Technology Group Company Ltd., Class A | 4,200 | 6,176 | |
256,126 | |||
Heavy Electrical Equipment - 0.1% | |||
Dongfang Electric Corporation Ltd., Class A | 5,400 | 11,454 | |
Doosan Heavy Industries & Construction Company Ltd. (a) | 6,792 | 113,054 | |
Ming Yang Smart Energy Group Ltd., Class A | 600 | 2,082 | |
Mitsubishi Electric Corp. | 28,600 | 328,995 | |
NARI Technology Company Ltd. A Shares | 6,780 | 33,384 | |
Shanghai Electric Group Company Ltd., Class A | 15,400 | 9,767 | |
Siemens Energy AG (a) | 6,193 | 141,710 | |
Siemens Gamesa Renewable Energy S.A. (a) | 4,051 | 71,463 | |
Titan Wind Energy Suzhou Company Ltd., Class A | 900 | 1,866 | |
Vestas Wind Systems A/S | 15,875 | 468,389 | |
Xinjiang Goldwind Science & Technology Company Ltd. H Shares | 16,000 | 23,967 | |
Xinjiang Goldwind Science & Technology Company Ltd., Class A | 2,800 | 5,752 | |
1,211,883 | |||
Highways & Railtracks - 0.1% | |||
Atlantia S.p.A. (a) | 7,671 | 160,422 | |
Bangkok Expressway & Metro PCL NVDR | 145,500 | 37,954 | |
CCR S.A. | 23,900 | 68,904 | |
Getlink | 7,447 | 134,894 | |
Jiangsu Expressway Company Ltd., Class H | 28,000 | 29,249 | |
Promotora y Operadora de Infraestructura SAB de C.V. | 4,800 | 37,929 | |
Shenzhen International Holdings Ltd. | 15,725 | 16,544 | |
Taiwan High Speed Rail Corp. | 34,000 | 34,158 | |
Transurban Group | 48,223 | 488,968 |
Number of Shares | Fair Value | ||
Zhejiang Expressway Company Ltd., Class H | 34,000 | $28,567 | |
1,037,589 | |||
Home Building - 0.1% | |||
Barratt Developments PLC | 15,784 | 107,700 | |
Berkeley Group Holdings PLC | 1,901 | 92,936 | |
Iida Group Holdings Company Ltd. | 2,638 | 45,618 | |
Open House Company Ltd. | 1,300 | 57,702 | |
Persimmon PLC | 4,956 | 139,290 | |
Sekisui Chemical Company Ltd. | 6,400 | 91,981 | |
Sekisui House Ltd. | 9,558 | 185,438 | |
Taylor Wimpey PLC | 56,085 | 95,726 | |
816,391 | |||
Home Furnishing Retail - 0.0% * | |||
Nitori Holdings Company Ltd. | 1,200 | 151,429 | |
Home Furnishings - 0.0% * | |||
Jason Furniture Hangzhou Company Ltd., Class A | 1,300 | 12,508 | |
Nien Made Enterprise Company Ltd. | 3,000 | 34,927 | |
Oppein Home Group Inc., Class A | 500 | 9,190 | |
56,625 | |||
Home Improvement Retail - 0.0% * | |||
Home Product Center PCL NVDR | 114,200 | 54,372 | |
Kingfisher PLC | 32,217 | 107,775 | |
162,147 | |||
Hotels, Resorts & Cruise Lines - 0.1% * | |||
Accor S.A. (a) | 2,963 | 96,018 | |
Asset World Corp. PCL NVDR (a) | 101,200 | 15,445 | |
Huazhu Group Ltd. ADR | 3,300 | 108,867 | |
InterContinental Hotels Group PLC | 2,851 | 193,267 | |
Minor International PCL NVDR (a) | 59,134 | 59,216 | |
Shanghai Jinjiang International Hotels Company Ltd., Class A | 900 | 7,006 | |
Tongcheng-Elong Holdings Ltd. (a) | 20,000 | 35,250 | |
Trip.com Group Ltd. ADR (a) | 9,200 | 212,704 | |
Whitbread PLC (a) | 3,111 | 116,098 | |
843,871 | |||
Household Appliances - 0.0% * | |||
Beijing Roborock Technology Company Ltd. A Shares | 64 | 5,575 | |
Coway Company Ltd. | 1,040 | 58,621 | |
Ecovacs Robotics Company Ltd. A Shares | 400 | 6,822 | |
Electrolux AB, Class B | 3,938 | 60,122 | |
Gree Electric Appliances Inc. of Zhuhai, Class A | 3,200 | 16,209 | |
Haier Smart Home Company Ltd. A Shares | 6,300 | 22,755 | |
Haier Smart Home Company Ltd. H Shares | 41,400 | 132,408 | |
Hang Zhou Great Star Industrial Company Ltd., Class A (a) | 1,800 | 4,653 | |
Rinnai Corp. | 562 | 42,166 |
See Notes to Schedule of Investments.
76 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
SEB S.A. | 489 | $68,591 | |
417,922 | |||
Household Products - 0.1% | |||
Essity AB, Class B | 9,503 | 226,259 | |
Henkel AG & Company KGaA | 1,603 | 106,418 | |
Kimberly-Clark de Mexico SAB de C.V., Class A | 32,100 | 45,038 | |
Lion Corp. | 4,000 | 44,715 | |
Reckitt Benckiser Group PLC | 11,253 | 860,406 | |
Unicharm Corp. | 6,300 | 227,014 | |
Unilever Indonesia Tbk PT | 155,800 | 39,622 | |
Vinda International Holdings Ltd. | 8,000 | 18,101 | |
1,567,573 | |||
Human Resource & Employment Services - 0.1% | |||
51job Inc. ADR (a) | 400 | 23,420 | |
Adecco Group AG | 2,461 | 112,096 | |
Benefit One Inc. | 1,100 | 23,156 | |
Persol Holdings Company Ltd. | 3,000 | 67,421 | |
Randstad N.V. | 1,842 | 111,446 | |
Recruit Holdings Company Ltd. | 21,400 | 932,562 | |
1,270,101 | |||
Hypermarkets & Super Centers - 0.1% | |||
Abdullah Al Othaim Markets Co. | 496 | 15,469 | |
Aeon Company Ltd. | 10,175 | 217,609 | |
Atacadao S.A. | 10,900 | 51,656 | |
Berli Jucker PCL NVDR | 24,400 | 26,386 | |
Carrefour S.A. | 9,666 | 211,569 | |
Cencosud S.A. | 27,464 | 54,096 | |
Coles Group Ltd. | 20,871 | 279,938 | |
E-MART Inc. | 397 | 45,850 | |
Sun Art Retail Group Ltd. | 36,000 | 13,016 | |
Wal-Mart de Mexico SAB de C.V. | 94,186 | 386,908 | |
1,302,497 | |||
Independent Power Producers & Energy Traders - 0.0% * | |||
AC Energy Corp. | 70,200 | 11,803 | |
B Grimm Power PCL NVDR | 8,800 | 9,294 | |
CGN Power Company Ltd. H Shares (d) | 204,000 | 53,132 | |
China National Nuclear Power Company Ltd., Class A | 11,500 | 14,608 | |
China Power International Development Ltd. | 99,000 | 52,097 | |
China Resources Power Holdings Company Ltd. | 36,000 | 67,013 | |
Electricity Generating PCL NVDR | 5,600 | 28,548 | |
GD Power Development Company Ltd., Class A | 34,300 | 13,538 | |
Global Power Synergy PCL NVDR | 15,100 | 32,663 | |
Gulf Energy Development PCL NVDR | 52,878 | 81,104 | |
Huaneng Power International Inc., Class H | 76,000 | 32,243 | |
Huaneng Power International Inc., Class A | 7,700 | 8,316 | |
NTPC Ltd. | 84,861 | 150,500 | |
Ratch Group PCL NVDR | 17,100 | 22,629 | |
SDIC Power Holdings Company Ltd., Class A | 7,400 | 10,859 |
Number of Shares | Fair Value | ||
Shenzhen Energy Group Company Ltd., Class A | 5,900 | $5,953 | |
Uniper SE | 1,615 | 41,964 | |
636,264 | |||
Industrial Conglomerates - 0.3% | |||
Aboitiz Equity Ventures Inc. | 35,290 | 40,579 | |
Alfa SAB de C.V., Class A | 51,700 | 39,173 | |
Ayala Corp. | 4,890 | 77,710 | |
China Baoan Group Company Ltd., Class A | 1,200 | 2,098 | |
CITIC Ltd. | 103,000 | 113,965 | |
CJ Corp. | 187 | 12,935 | |
CK Hutchison Holdings Ltd. | 42,000 | 307,196 | |
DCC PLC | 1,522 | 118,124 | |
Far Eastern New Century Corp. | 58,000 | 61,292 | |
Fosun International Ltd. | 50,000 | 54,055 | |
Grupo Carso SAB de C.V., Class A | 7,900 | 29,477 | |
GT Capital Holdings Inc. | 1,070 | 11,379 | |
HAP Seng Consolidated Bhd | 11,200 | 19,924 | |
Hitachi Ltd. | 15,200 | 762,959 | |
Industries Qatar QSC | 26,975 | 140,600 | |
Investment AB Latour B Shares | 2,582 | 82,701 | |
Jardine Matheson Holdings Ltd. | 3,400 | 187,000 | |
JG Summit Holdings Inc. | 53,240 | 63,053 | |
Keppel Corporation Ltd. | 22,400 | 105,778 | |
KOC Holding A/S | 13,536 | 36,600 | |
LG Corp. | 1,522 | 95,579 | |
Lifco AB | 3,950 | 101,166 | |
Melrose Industries PLC | 67,319 | 109,450 | |
Samsung C&T Corp. | 1,486 | 138,748 | |
Siemens AG | 12,069 | 1,680,830 | |
Siemens Ltd. | 1,465 | 45,544 | |
Sime Darby Bhd | 59,358 | 33,809 | |
SK Inc. | 744 | 147,437 | |
SM Investments Corp. | 4,240 | 74,484 | |
Smiths Group PLC | 6,107 | 115,967 | |
The Bidvest Group Ltd. | 5,700 | 87,260 | |
Toshiba Corp. | 6,100 | 232,457 | |
Turkiye Sise ve Cam Fabrikalari AS | 28,442 | 29,493 | |
5,158,822 | |||
Industrial Gases - 0.1% | |||
Air Liquide S.A. | 7,472 | 1,314,743 | |
Taiyo Nippon Sanso Corp. | 2,700 | 51,491 | |
1,366,234 | |||
Industrial Machinery - 0.3% | |||
Airtac International Group | 2,364 | 76,005 | |
Alfa Laval AB | 4,884 | 169,493 | |
Atlas Copco AB A Shares | 10,557 | 552,851 | |
Atlas Copco AB B Shares | 6,103 | 279,233 | |
Daifuku Company Ltd. | 1,600 | 114,506 | |
FANUC Corp. | 3,000 | 528,113 | |
GEA Group AG | 2,585 | 106,565 | |
Haitian International Holdings Ltd. | 9,655 | 24,903 | |
Hiwin Technologies Corp. | 5,090 | 42,247 | |
Hoshizaki Corp. | 900 | 61,926 | |
Jiangsu Hengli Hydraulic Company Ltd., Class A | 900 | 7,343 | |
Kone Oyj B Shares | 5,321 | 280,059 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 77 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Kornit Digital Ltd. (a) | 800 | $66,152 | |
Kurita Water Industries Ltd. | 1,707 | 63,196 | |
Luoyang Xinqianglian Slewing Bearing Company Ltd., Class A | 100 | 1,773 | |
Luxfer Holdings PLC | 1,133 | 19,034 | |
Makita Corp. | 3,500 | 112,325 | |
MINEBEA MITSUMI Inc. | 5,600 | 122,334 | |
MISUMI Group Inc. | 4,400 | 131,386 | |
Mitsubishi Heavy Industries Ltd. | 5,000 | 164,624 | |
Miura Company Ltd. | 1,200 | 29,656 | |
NGK Insulators Ltd. | 4,500 | 64,386 | |
North Industries Group Red Arrow Company Ltd., Class A (a) | 600 | 2,118 | |
Pentair PLC | 2,200 | 119,262 | |
Rational AG | 90 | 62,344 | |
Sandvik AB | 17,706 | 379,475 | |
Schindler Holding AG | 983 | 211,080 | |
Shenzhen Inovance Technology Company Ltd., Class A | 3,550 | 31,672 | |
SKF AB B Shares | 5,870 | 96,568 | |
SMC Corp. | 900 | 504,607 | |
Spirax-Sarco Engineering PLC | 1,148 | 188,105 | |
Techtronic Industries Company Ltd. | 21,500 | 344,545 | |
VAT Group AG (d) | 418 | 159,806 | |
Wartsila Oyj Abp | 8,021 | 73,662 | |
Wuxi Lead Intelligent Equipment Company Ltd., Class A | 640 | 5,841 | |
Wuxi Shangji Automation Company Ltd., Class A | 200 | 4,282 | |
Yaskawa Electric Corp. | 3,700 | 144,641 | |
Zhejiang Sanhua Intelligent Controls Company Ltd. A Shares | 1,605 | 4,177 | |
5,350,295 | |||
Industrial REITs - 0.1% | |||
Ascendas Real Estate Investment Trust | 56,700 | 122,359 | |
GLP J-Reit | 72 | 109,733 | |
Goodman Group | 26,404 | 450,365 | |
Mapletree Logistics Trust | 54,936 | 74,764 | |
Nippon Prologis REIT Inc. | 35 | 102,502 | |
Segro PLC | 18,840 | 331,946 | |
1,191,669 | |||
Insurance Brokers - 0.0% * | |||
Willis Towers Watson PLC | 1,524 | 359,999 | |
Integrated Oil & Gas - 0.7% | |||
BP PLC | 311,505 | 1,530,604 | |
Cenovus Energy Inc. | 20,523 | 342,420 | |
China Petroleum & Chemical Corp., Class H | 440,000 | 218,699 | |
China Petroleum & Chemical Corp., Class A | 34,000 | 23,032 | |
Ecopetrol S.A. | 89,299 | 84,167 | |
Eni S.p.A. | 39,707 | 582,406 | |
Equinor ASA | 15,367 | 577,679 | |
Galp Energia SGPS S.A. | 7,710 | 98,039 | |
Gazprom PJSC ADR ** | 77,360 | — | |
Gazprom PJSC ** | 56,590 | — |
Number of Shares | Fair Value | ||
Guanghui Energy Company Ltd., Class A (a) | 8,300 | $10,672 | |
Imperial Oil Ltd. | 3,800 | 184,060 | |
LUKOIL PJSC ADR ** | 5,402 | — | |
LUKOIL PJSC ** | 2,078 | — | |
MOL Hungarian Oil & Gas PLC | 8,099 | 71,599 | |
Novatek PJSC GDR ** | 1,641 | — | |
Oil & Natural Gas Corporation Ltd. | 44,963 | 96,691 | |
OMV AG | 2,266 | 108,902 | |
PetroChina Company Ltd., Class H | 382,000 | 194,033 | |
PetroChina Company Ltd., Class A | 25,000 | 21,616 | |
Petroleo Brasileiro S.A. | 67,100 | 497,607 | |
Polskie Gornictwo Naftowe i Gazownictwo S.A. | 34,785 | 51,560 | |
PTT PCL NVDR | 177,639 | 204,716 | |
Repsol S.A. | 22,728 | 299,441 | |
Rosneft Oil Co. PJSC ** | 5,384 | — | |
Rosneft Oil Company PJSC GDR ** | 15,202 | — | |
Saudi Arabian Oil Co. (d) | 38,759 | 444,592 | |
Shell PLC | 121,582 | 3,340,016 | |
Suncor Energy Inc. | 22,900 | 746,191 | |
Surgutneftegas PJSC ADR ** | 9,978 | — | |
Surgutneftegas PJSC ** | 31,000 | — | |
TOTAL SE | 39,590 | 2,014,825 | |
11,743,567 | |||
Integrated Telecommunication Services - 0.4% | |||
BCE Inc. | 1,247 | 69,186 | |
BT Group PLC | 139,857 | 334,224 | |
Cellnex Telecom S.A. (d) | 7,995 | 386,981 | |
China Tower Corp Ltd. H Shares (d) | 760,000 | 85,097 | |
Chunghwa Telecom Company Ltd. | 68,071 | 301,478 | |
Deutsche Telekom AG | 51,066 | 956,562 | |
Elisa Oyj | 2,199 | 133,382 | |
Emirates Telecommunications Group Co. PJSC | 63,116 | 635,592 | |
Hellenic Telecommunications Organization S.A. | 3,904 | 71,001 | |
HKT Trust & HKT Ltd. | 65,815 | 90,264 | |
Indus Towers Ltd. (a) | 12,125 | 35,345 | |
Infrastrutture Wireless Italiane S.p.A. (d) | 6,022 | 67,802 | |
Koninklijke KPN N.V. | 52,318 | 182,593 | |
LG Uplus Corp. | 4,172 | 47,997 | |
Nippon Telegraph & Telephone Corp. | 18,809 | 548,118 | |
Ooredoo QPSC | 14,914 | 29,126 | |
OPERADORA DE SITES MEXICANOS SA DE CV | 23,900 | 30,345 | |
Orange Polska S.A. (a) | 10,421 | 19,678 | |
Orange S.A. | 31,293 | 372,694 | |
Proximus SADP | 2,739 | 51,299 | |
Sarana Menara Nusantara Tbk PT | 501,500 | 37,361 | |
Saudi Telecom Co. | 10,810 | 309,308 | |
Singapore Telecommunications Ltd. | 129,100 | 251,050 | |
Spark New Zealand Ltd. | 31,777 | 100,925 | |
Swisscom AG | 405 | 244,331 | |
Telecom Italia S.p.A. | 174,282 | 64,354 | |
Telefonica Brasil S.A. | 8,987 | 101,540 |
See Notes to Schedule of Investments.
78 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Telefonica Deutschland Holding AG | 18,811 | $51,458 | |
Telefonica S.A. | 82,653 | 402,875 | |
Telekom Malaysia Bhd | 21,200 | 24,655 | |
Telenor ASA | 10,870 | 157,047 | |
Telia Company AB | 41,244 | 166,849 | |
Telkom Indonesia Persero Tbk PT | 884,000 | 281,246 | |
Telstra Corporation Ltd. | 64,543 | 191,365 | |
TELUS Corp. | 7,066 | 184,761 | |
Tower Bersama Infrastructure Tbk PT | 176,900 | 35,273 | |
True Corporation PCL NVDR | 215,600 | 33,296 | |
United Internet AG | 1,732 | 59,783 | |
7,146,241 | |||
Interactive Home Entertainment - 0.2% | |||
Beijing Kunlun Tech Company Ltd. A Shares | 2,800 | 7,389 | |
Bilibili Inc. ADR (a) | 3,000 | 76,740 | |
Capcom Company Ltd. | 3,100 | 75,383 | |
CD Projekt S.A. | 1,278 | 52,894 | |
Embracer Group AB (a) | 8,447 | 71,136 | |
Kakao Games Corp. (a) | 551 | 35,129 | |
Kingsoft Corporation Ltd. | 17,600 | 56,082 | |
Koei Tecmo Holdings Company Ltd. | 790 | 25,984 | |
Konami Holdings Corp. | 1,600 | 101,223 | |
Krafton Inc. (a) | 399 | 89,890 | |
NCSoft Corp. | 299 | 114,668 | |
NetEase Inc. | 36,470 | 658,179 | |
Netmarble Corp. (d) | 299 | 27,324 | |
Nexon Company Ltd. | 7,700 | 184,767 | |
Nintendo Company Ltd. | 1,700 | 860,676 | |
Pearl Abyss Corp. (a) | 606 | 49,272 | |
Perfect World Company Ltd. A Shares | 3,300 | 6,633 | |
Playtika Holding Corp. (a) | 1,200 | 23,196 | |
Sea Ltd. ADR (a) | 5,000 | 598,950 | |
Square Enix Holdings Company Ltd. | 1,500 | 66,648 | |
UbiSoft Entertainment S.A. (a) | 1,629 | 71,997 | |
Wuhu Sanqi Interactive Entertainment Network Technology Group Company Ltd. A Shares | 3,000 | 11,013 | |
Zhejiang Century Huatong Group Company Ltd., Class A (a) | 8,600 | 8,456 | |
3,273,629 | |||
Interactive Media & Services - 0.5% | |||
Adevinta ASA (a) | 3,612 | 33,200 | |
Auto Trader Group PLC (d) | 14,707 | 121,688 | |
Autohome Inc. ADR | 1,400 | 42,574 | |
Baidu Inc. ADR (a) | 5,000 | 661,500 | |
Hello Group Inc. ADR | 2,200 | 12,716 | |
Info Edge India Ltd. | 1,390 | 82,238 | |
JOYY Inc. ADR | 1,100 | 40,403 | |
Kakaku.com Inc. | 2,400 | 53,760 | |
Kakao Corp. | 5,629 | 489,264 | |
Kanzhun Ltd. (a) | 1,200 | 29,892 | |
Kuaishou Technology (a)(d) | 8,700 | 79,735 | |
Mail.Ru Group Ltd. GDR (a)** | 1,600 | — | |
NAVER Corp. | 2,225 | 618,392 | |
REA Group Ltd. | 897 | 90,242 | |
Scout24 SE (d) | 1,273 | 72,996 | |
Seek Ltd. | 5,659 | 125,067 |
Number of Shares | Fair Value | ||
Tencent Holdings Ltd. | 104,175 | $4,803,043 | |
Weibo Corp. ADR (a) | 1,400 | 34,314 | |
Yandex N.V. A Shares (a)** | 4,697 | — | |
Yandex NV, Class A (a)** | 865 | — | |
Z Holdings Corp. | 41,696 | 180,798 | |
7,571,822 | |||
Internet & Direct Marketing Retail - 0.5% | |||
Alibaba Group Holding Ltd. (a) | 274,500 | 3,746,931 | |
Alibaba Health Information Technology Ltd. (a) | 74,000 | 46,844 | |
Allegro.eu S.A. (a)(d) | 6,775 | 57,217 | |
Americanas S.A. | 7,268 | 49,918 | |
Dada Nexus Ltd. ADR (a) | 900 | 8,217 | |
Delivery Hero SE (a)(d) | 2,518 | 110,379 | |
Fiverr International Ltd. (a) | 400 | 30,428 | |
HengTen Networks Group Ltd. (a) | 40,000 | 10,724 | |
JD Health International Inc. (a)(d) | 6,950 | 41,624 | |
JD.com Inc., Class A (a) | 39,926 | 1,134,767 | |
Just Eat Takeaway.com N.V. (a)(d) | 2,770 | 93,437 | |
Meituan, Class B (a)(d) | 73,900 | 1,400,297 | |
Mercari Inc. (a) | 1,800 | 46,605 | |
momo.com Inc. | 1,000 | 32,504 | |
Naspers Ltd., Class N | 3,928 | 443,637 | |
OZON HOLDINGS PLC ADR (a)** | 500 | — | |
Pinduoduo Inc. ADR (a) | 7,957 | 319,155 | |
Ping An Healthcare & Technology Company Ltd. (a)(d) | 10,400 | 26,886 | |
Prosus N.V. | 14,697 | 797,163 | |
Rakuten Inc. | 13,400 | 105,677 | |
Start Today Company Ltd. | 1,900 | 50,893 | |
Vipshop Holdings Ltd. ADR (a) | 8,234 | 74,106 | |
Zalando SE (a)(d) | 3,465 | 176,463 | |
Zomato Ltd. (a) | 28,474 | 30,652 | |
8,834,524 | |||
Internet Services & Infrastructure - 0.1% | |||
Chindata Group Holdings Ltd. ADR (a) | 500 | 3,160 | |
GDS Holdings Ltd. ADR (a) | 1,700 | 66,725 | |
Kingsoft Cloud Holdings Ltd. ADR (a) | 1,000 | 6,070 | |
Shopify Inc., Class A (a) | 1,791 | 1,212,311 | |
Tucows Inc., Class A (a) | 471 | 32,169 | |
Wix.com Ltd. (a) | 1,500 | 156,690 | |
1,477,125 | |||
Investment Banking & Brokerage - 0.1% | |||
China Galaxy Securities Company Ltd. H Shares | 67,000 | 37,382 | |
China Galaxy Securities Company Ltd., Class A | 9,200 | 14,352 | |
China International Capital Corp. Ltd. A Shares | 1,200 | 7,830 | |
China International Capital Corporation Ltd. H Shares (d) | 26,400 | 58,377 | |
China Merchants Securities Company Ltd., Class A | 12,100 | 27,447 | |
CITIC Securities Company Ltd. H Shares | 54,425 | 124,778 | |
CITIC Securities Company Ltd., Class A | 9,890 | 32,389 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 79 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
CSC Financial Company Ltd. A Shares | 4,000 | $14,589 | |
Daiwa Securities Group Inc. | 22,400 | 127,091 | |
Everbright Securities Company Ltd., Class A | 3,600 | 7,036 | |
Founder Securities Company Ltd. A Shares | 7,100 | 7,511 | |
Futu Holdings Ltd. ADR (a) | 700 | 22,792 | |
GF Securities Company Ltd. H Shares | 14,200 | 19,995 | |
GF Securities Company Ltd., Class A | 7,000 | 19,261 | |
Guosen Securities Company Ltd., Class A | 6,800 | 10,610 | |
Guotai Junan Securities Company Ltd., Class A | 8,600 | 21,191 | |
Haitong Securities Company Ltd. H Shares | 52,800 | 40,133 | |
Haitong Securities Company Ltd. A Shares | 11,500 | 18,596 | |
Huatai Securities Company Ltd H Shares (d) | 31,800 | 48,675 | |
Huatai Securities Company Ltd. A Shares | 5,900 | 13,760 | |
Industrial Securities Company Ltd., Class A | 7,500 | 9,028 | |
Korea Investment Holdings Company Ltd. | 853 | 54,800 | |
Meritz Securities Company Ltd. | 6,343 | 34,092 | |
NH Investment & Securities Company Ltd. | 3,159 | 29,538 | |
Nomura Holdings Inc. | 47,900 | 202,062 | |
Orient Securities Company Ltd., Class A | 6,400 | 11,006 | |
Samsung Securities Company Ltd. | 1,233 | 42,341 | |
SBI Holdings Inc. | 4,100 | 103,758 | |
SDIC Capital Company Ltd., Class A | 7,900 | 8,734 | |
Shenwan Hongyuan Group Company Ltd., Class A | 26,200 | 18,016 | |
SooChow Securities Company Ltd., Class A | 12,200 | 14,329 | |
Zheshang Securities Company Ltd. A Shares | 4,800 | 7,906 | |
Zhongtai Securities Company Ltd., Class A | 7,200 | 9,203 | |
1,218,608 | |||
IT Consulting & Other Services - 0.5% | |||
Accenture PLC, Class A | 7,877 | 2,656,361 | |
Bechtle AG | 1,429 | 80,918 | |
Capgemini SE | 2,520 | 562,431 | |
CGI Inc. (a) | 3,400 | 271,091 | |
Chinasoft International Ltd. | 54,000 | 44,272 | |
Fujitsu Ltd. | 3,100 | 465,856 | |
Globant S.A. (a) | 500 | 131,035 | |
HCL Technologies Ltd. | 19,544 | 298,688 | |
Infosys Ltd. | 61,492 | 1,539,922 | |
Itochu Techno-Solutions Corp. | 1,432 | 36,690 | |
Larsen & Toubro Infotech Ltd. (d) | 955 | 77,002 | |
Mindtree Ltd. | 1,217 | 68,473 | |
Mphasis Ltd. | 1,553 | 68,709 | |
NEC Corp. | 3,840 | 161,806 | |
Nomura Research Institute Ltd. | 5,260 | 172,135 | |
NTT Data Corp. | 9,800 | 193,171 | |
Obic Company Ltd. | 1,100 | 165,250 | |
Otsuka Corp. | 2,000 | 71,126 |
Number of Shares | Fair Value | ||
Samsung SDS Company Ltd. | 624 | $70,793 | |
SCSK Corp. | 2,400 | 41,165 | |
Tata Consultancy Services Ltd. | 16,619 | 816,747 | |
Tech Mahindra Ltd. | 11,408 | 224,452 | |
TIS Inc. | 3,300 | 77,461 | |
Wipro Ltd. | 24,581 | 191,059 | |
8,486,613 | |||
Leisure Facilities - 0.0% * | |||
Oriental Land Company Ltd. | 3,100 | 595,141 | |
Shenzhen Overseas Chinese Town Company Ltd., Class A | 7,300 | 8,436 | |
Songcheng Performance Development Company Ltd. A Shares | 2,387 | 4,939 | |
608,516 | |||
Leisure Products - 0.0% * | |||
Bandai Namco Holdings Inc. | 3,100 | 235,778 | |
Giant Manufacturing Company Ltd. | 6,000 | 54,311 | |
HLB Inc. (a) | 1,777 | 44,592 | |
Shimano Inc. | 1,200 | 275,636 | |
Yamaha Corp. | 2,300 | 100,250 | |
710,567 | |||
Life & Health Insurance - 0.6% | |||
Aegon N.V. | 27,642 | 147,382 | |
AIA Group Ltd. | 191,000 | 1,994,882 | |
Bupa Arabia for Cooperative Insurance Co. | 1,125 | 53,679 | |
Cathay Financial Holding Company Ltd. | 142,000 | 316,963 | |
China Development Financial Holding Corp. | 278,120 | 184,592 | |
China Life Insurance Company Ltd., Class H | 132,000 | 201,154 | |
China Life Insurance Company Ltd., Class A | 3,900 | 16,048 | |
China Taiping Insurance Holdings Company Ltd. | 33,200 | 40,281 | |
CNP Assurances | 3,025 | 73,247 | |
Dai-ichi Life Holdings Inc. | 15,800 | 322,034 | |
Discovery Ltd. (a) | 7,588 | 94,521 | |
Fubon Financial Holding Company Ltd. | 136,364 | 362,076 | |
Great-West Lifeco Inc. | 4,281 | 126,266 | |
HDFC Life Insurance Company Ltd. (d) | 16,056 | 113,598 | |
iA Financial Corporation Inc. | 1,698 | 103,331 | |
ICICI Prudential Life Insurance Company Ltd. (d) | 6,752 | 44,383 | |
Japan Post Holdings Company Ltd. | 38,400 | 282,867 | |
Japan Post Insurance Company Ltd. | 3,200 | 55,896 | |
Legal & General Group PLC | 93,509 | 332,283 | |
Manulife Financial Corp. | 30,600 | 653,133 | |
Medibank Private Ltd. | 46,656 | 107,573 | |
New China Life Insurance Company Ltd. H Shares | 17,700 | 49,106 | |
New China Life Insurance Company Ltd., Class A | 1,600 | 8,862 | |
NN Group N.V. | 4,204 | 214,286 | |
Old Mutual Ltd. | 82,394 | 77,532 | |
Phoenix Group Holdings PLC | 10,710 | 86,003 |
See Notes to Schedule of Investments.
80 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Ping An Insurance Group Company of China Ltd. H Shares | 113,500 | $793,678 | |
Ping An Insurance Group Company of China Ltd., Class A | 15,700 | 119,129 | |
Poste Italiane S.p.A. (d) | 8,847 | 100,911 | |
Power Corporation of Canada | 8,780 | 272,036 | |
Prudential PLC | 43,207 | 639,334 | |
Rand Merchant Investment Holdings Ltd. | 14,117 | 50,420 | |
Samsung Life Insurance Company Ltd. | 1,135 | 61,464 | |
Sanlam Ltd. | 32,896 | 161,948 | |
SBI Life Insurance Company Ltd. (d) | 7,987 | 117,673 | |
Shin Kong Financial Holding Company Ltd. | 216,263 | 80,946 | |
Sun Life Financial Inc. | 9,190 | 513,560 | |
Swiss Life Holding AG | 493 | 317,222 | |
T&D Holdings Inc. | 8,200 | 111,674 | |
9,401,973 | |||
Life Sciences Tools & Services - 0.2% | |||
Bachem Holding AG, Class B | 111 | 61,340 | |
Divi's Laboratories Ltd. | 2,423 | 140,149 | |
Eurofins Scientific SE | 2,096 | 208,542 | |
Genscript Biotech Corp. (a) | 22,000 | 69,031 | |
Hangzhou Tigermed Consulting Company Ltd., Class A | 500 | 8,425 | |
Hangzhou Tigermed Consulting Company Ltd. H Shares (d) | 1,500 | 18,095 | |
Joinn Laboratories China Company Ltd., Class A | 560 | 10,086 | |
Lonza Group AG | 1,173 | 853,469 | |
Pharmaron Beijing Company Ltd. H Shares (d) | 2,700 | 32,479 | |
Pharmaron Beijing Company Ltd. A Shares | 800 | 14,809 | |
QIAGEN N.V. (a) | 6,688 | 328,981 | |
Samsung Biologics Company Ltd. (a)(d) | 302 | 205,202 | |
Sartorius Stedim Biotech | 429 | 176,655 | |
WuXi AppTec Company Ltd. H Shares (d) | 5,708 | 89,203 | |
WuXi AppTec Company Ltd. A Shares | 3,620 | 63,539 | |
Wuxi Biologics Cayman Inc. (a)(d) | 65,500 | 520,235 | |
2,800,240 | |||
Managed Healthcare - 0.0% * | |||
Hapvida Participacoes e Investimentos S.A. (d) | 72,025 | 179,459 | |
Marine - 0.1% | |||
AP Moller - Maersk A/S, Class B | 91 | 275,037 | |
AP Moller - Maersk A/S, Class A | 49 | 145,506 | |
COSCO SHIPPING Holdings Company Ltd. H Shares (a) | 57,182 | 98,339 | |
COSCO SHIPPING Holdings Company Ltd., Class A (a) | 17,110 | 41,283 | |
Costamare Inc. | 2,531 | 43,154 | |
Evergreen Marine Corporation Taiwan Ltd. | 46,000 | 213,815 | |
Hyundai Merchant Marine Company Ltd. | 4,768 | 113,581 |
Number of Shares | Fair Value | ||
Kuehne + Nagel International AG | 850 | $242,336 | |
MISC Bhd | 19,075 | 33,303 | |
Mitsui OSK Lines Ltd. | 5,400 | 150,456 | |
Nippon Yusen KK | 2,500 | 219,344 | |
Pan Ocean Company Ltd. | 6,463 | 37,026 | |
Safe Bulkers Inc. | 3,039 | 14,466 | |
SITC International Holdings Company Ltd. | 23,000 | 80,444 | |
Wan Hai Lines Ltd. | 11,800 | 64,621 | |
Yang Ming Marine Transport Corp. (a) | 32,000 | 137,189 | |
1,909,900 | |||
Marine Ports & Services - 0.0% * | |||
Adani Ports & Special Economic Zone Ltd. | 9,021 | 91,560 | |
China Merchants Port Holdings Company Ltd. | 30,000 | 54,043 | |
COSCO SHIPPING Ports Ltd. | 32,000 | 24,804 | |
International Container Terminal Services Inc. | 18,280 | 79,190 | |
Shanghai International Port Group Company Ltd., Class A | 13,900 | 11,944 | |
Westports Holdings Bhd | 16,088 | 15,305 | |
276,846 | |||
Metal & Glass Containers - 0.0% * | |||
CCL Industries Inc., Class B | 2,300 | 103,855 | |
Motorcycle Manufacturers - 0.0% * | |||
Bajaj Auto Ltd. | 1,247 | 59,887 | |
Eicher Motors Ltd. | 2,501 | 80,652 | |
Hero MotoCorp Ltd. | 2,160 | 64,966 | |
Yadea Group Holdings Ltd. (d) | 26,000 | 39,838 | |
Yamaha Motor Company Ltd. | 4,600 | 103,413 | |
348,756 | |||
Movies & Entertainment - 0.1% | |||
Alibaba Pictures Group Ltd. (a) | 290,000 | 23,872 | |
Beijing Enlight Media Company Ltd., Class A | 5,600 | 7,209 | |
Bollore S.A. | 15,503 | 81,650 | |
CJ ENM Company Ltd. | 130 | 13,994 | |
HYBE Company Ltd. (a) | 300 | 75,817 | |
IMAX Corp. (a) | 2,381 | 45,072 | |
iQIYI Inc. ADR (a) | 4,000 | 18,160 | |
Mango Excellent Media Company Ltd., Class A | 1,600 | 7,786 | |
Spotify Technology S.A. (a) | 1,695 | 255,979 | |
Tencent Music Entertainment Group ADR (a) | 12,300 | 59,901 | |
Toho Company Ltd. | 1,800 | 68,226 | |
Universal Music Group N.V. | 11,333 | 304,275 | |
961,941 | |||
Multi-Line Insurance - 0.3% | |||
Ageas | 2,655 | 134,995 | |
Allianz SE | 6,442 | 1,547,303 | |
Assicurazioni Generali S.p.A. | 17,338 | 398,852 | |
Aviva PLC | 59,362 | 352,042 | |
AXA S.A. | 30,659 | 902,714 | |
Baloise Holding AG | 706 | 126,610 | |
BB Seguridade Participacoes S.A. | 12,003 | 64,562 | |
China Pacific Insurance Group Company Ltd. H Shares | 43,489 | 105,247 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 81 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
China Pacific Insurance Group Company Ltd., Class A | 11,400 | $40,967 | |
Gjensidige Forsikring ASA | 3,507 | 87,559 | |
Powszechny Zaklad Ubezpieczen S.A. | 10,616 | 85,686 | |
Sampo Oyj, Class A | 7,818 | 384,230 | |
The Co. for Cooperative Insurance | 1,160 | 22,162 | |
Zurich Insurance Group AG | 2,372 | 1,176,368 | |
5,429,297 | |||
Multi-Sector Holdings - 0.1% | |||
Eurazeo S.E. | 713 | 60,291 | |
EXOR N.V. | 1,672 | 127,840 | |
Groupe Bruxelles Lambert S.A. | 1,701 | 177,031 | |
Grupo de Inversiones Suramericana S.A. | 397 | 3,767 | |
Industrivarden AB A Shares | 2,300 | 65,811 | |
Industrivarden AB C Shares | 2,796 | 78,630 | |
Investor AB B Shares | 28,649 | 628,036 | |
Investor AB A Shares | 7,747 | 181,869 | |
Kinnevik AB, Class B (a) | 4,075 | 107,206 | |
L E Lundbergforetagen AB, Class B | 1,341 | 68,665 | |
Metro Pacific Investments Corp. | 108,000 | 7,906 | |
Remgro Ltd. | 9,236 | 94,696 | |
Sofina S.A. | 260 | 95,023 | |
Wendel S.A. | 485 | 49,675 | |
1,746,446 | |||
Multi-Utilities - 0.2% | |||
Algonquin Power & Utilities Corp. | 10,435 | 161,991 | |
Canadian Utilities Ltd., Class A | 2,300 | 70,562 | |
E.ON SE | 35,245 | 411,851 | |
Engie S.A. | 28,625 | 378,510 | |
National Grid PLC | 56,985 | 877,758 | |
Qatar Electricity & Water Co. QSC | 7,123 | 35,714 | |
RWE AG | 10,082 | 441,535 | |
Veolia Environnement S.A. | 10,261 | 330,907 | |
2,708,828 | |||
Office REITs - 0.0% * | |||
City Office REIT Inc. | 2,055 | 36,291 | |
Covivio | 916 | 73,321 | |
Dexus | 16,654 | 136,422 | |
Japan Real Estate Investment Corp. | 21 | 110,321 | |
Nippon Building Fund Inc. | 23 | 130,867 | |
Orix JREIT Inc. | 47 | 63,930 | |
551,152 | |||
Office Services & Supplies - 0.0% * | |||
Shanghai M&G Stationery Inc., Class A | 1,000 | 7,679 | |
Oil & Gas Drilling - 0.0% * | |||
China Oilfield Services Ltd., Class H | 36,000 | 36,586 | |
Oil & Gas Equipment & Services - 0.0% * | |||
Dialog Group Bhd | 57,900 | 37,644 | |
Offshore Oil Engineering Company Ltd., Class A | 14,500 | 9,725 | |
Tenaris S.A. | 7,276 | 109,926 |
Number of Shares | Fair Value | ||
Yantai Jereh Oilfield Services Group Company Ltd., Class A | 500 | $3,292 | |
160,587 | |||
Oil & Gas Exploration & Production - 0.2% | |||
Aker BP ASA | 2,227 | 83,633 | |
Canadian Natural Resources Ltd. | 18,600 | 1,152,737 | |
Inpex Corp. | 16,000 | 188,683 | |
Lundin Petroleum AB | 3,374 | 142,882 | |
Petro Rio S.A. (a) | 12,700 | 63,634 | |
PTT Exploration & Production PCL NVDR | 24,400 | 105,131 | |
Santos Ltd. | 50,409 | 293,296 | |
Tatneft PJSC ADR ** | 3,383 | — | |
Tatneft PJSC ** | 4,926 | — | |
Tourmaline Oil Corp. | 4,900 | 225,964 | |
Woodside Petroleum Ltd. | 16,061 | 387,335 | |
2,643,295 | |||
Oil & Gas Refining & Marketing - 0.2% | |||
Ampol Ltd. | 4,167 | 95,000 | |
Bharat Petroleum Corporation Ltd. | 15,190 | 71,725 | |
Cosan S.A. | 18,736 | 93,247 | |
Empresas COPEC S.A. | 6,903 | 57,019 | |
ENEOS Holdings Inc. | 47,900 | 179,623 | |
Formosa Petrochemical Corp. | 20,000 | 65,642 | |
GS Holdings Corp. | 1,011 | 36,513 | |
Hindustan Petroleum Corporation Ltd. | 9,532 | 33,747 | |
Hyundai Heavy Industries Holdings Company Ltd. | 678 | 29,910 | |
Idemitsu Kosan Company Ltd. | 3,200 | 88,475 | |
Indian Oil Corporation Ltd. | 34,177 | 53,333 | |
Neste Oyj | 6,610 | 303,114 | |
Parkland Corp. | 2,600 | 76,956 | |
Petronas Dagangan Bhd | 5,600 | 27,196 | |
Polski Koncern Naftowy ORLEN S.A. | 5,377 | 97,292 | |
Qatar Fuel QSC | 9,768 | 47,952 | |
Rabigh Refining & Petrochemical Co. (a) | 3,096 | 23,123 | |
Reliance Industries Ltd. | 51,511 | 1,781,640 | |
SK Innovation Company Ltd. (a) | 925 | 162,270 | |
S-Oil Corp. | 846 | 67,125 | |
Thai Oil PCL NVDR | 14,900 | 23,058 | |
Tupras Turkiye Petrol Rafinerileri A/S (a) | 2,355 | 34,423 | |
3,448,383 | |||
Oil & Gas Storage & Transportation - 0.2% | |||
China Suntien Green Energy Corp. Ltd. H Shares | 38,000 | 21,270 | |
DHT Holdings Inc. | 6,776 | 39,301 | |
Enbridge Inc. | 32,000 | 1,474,401 | |
Frontline Ltd. (a) | 5,672 | 49,914 | |
Golar LNG Ltd. (a) | 4,760 | 117,953 | |
Keyera Corp. | 3,400 | 86,262 | |
Nordic American Tankers Ltd. | 5,649 | 12,032 | |
Pembina Pipeline Corp. | 8,600 | 323,399 | |
Petronet LNG Ltd. | 15,028 | 38,290 | |
Qatar Gas Transport Company Ltd. | 44,969 | 44,206 | |
Scorpio Tankers Inc. | 2,328 | 49,773 | |
SFL Corporation Ltd. | 5,870 | 59,757 |
See Notes to Schedule of Investments.
82 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
TC Energy Corp. | 15,500 | $874,989 | |
Teekay Corp. (a) | 2,309 | 7,319 | |
Teekay Tankers Ltd., Class A (a) | 1,192 | 16,497 | |
Ultrapar Participacoes S.A. | 10,200 | 30,373 | |
3,245,736 | |||
Other Diversified Financial Services - 0.1% | |||
Bajaj Finserv Ltd. | 688 | 153,534 | |
FirstRand Ltd. | 90,563 | 478,006 | |
M&G PLC | 39,957 | 115,392 | |
Meritz Financial Group Inc. | 601 | 20,117 | |
ORIX Corp. | 19,200 | 383,856 | |
Yuanta Financial Holding Company Ltd. | 176,000 | 161,240 | |
1,312,145 | |||
Packaged Foods & Meats - 0.7% | |||
Ajinomoto Company Inc. | 7,300 | 207,817 | |
Almarai Co. JSC | 4,177 | 56,832 | |
Angel Yeast Company Ltd. A Shares | 1,600 | 10,467 | |
Associated British Foods PLC | 5,510 | 119,968 | |
Barry Callebaut AG | 55 | 129,477 | |
BRF S.A. (a) | 11,104 | 43,440 | |
Britannia Industries Ltd. | 1,864 | 78,594 | |
Charoen Pokphand Foods PCL NVDR | 64,173 | 46,439 | |
China Feihe Ltd. (d) | 65,568 | 64,570 | |
China Huishan Dairy Holdings Company Ltd. (c) | 55,000 | — | |
China Mengniu Dairy Company Ltd. | 57,000 | 305,674 | |
Chocoladefabriken Lindt & Spruengli AG | 19 | 446,084 | |
CJ CheilJedang Corp. | 165 | 50,020 | |
Dali Foods Group Company Ltd. (d) | 47,117 | 24,586 | |
Danone S.A. | 10,274 | 570,850 | |
Foshan Haitian Flavouring & Food Company Ltd., Class A | 4,140 | 56,814 | |
Gruma SAB de CV, Class B | 4,105 | 51,492 | |
Grupo Bimbo SAB de CV, Class A | 28,181 | 84,874 | |
Guangdong Haid Group Company Ltd., Class A | 1,800 | 15,525 | |
Henan Shuanghui Investment & Development Company Ltd., Class A | 3,185 | 14,532 | |
Indofood CBP Sukses Makmur Tbk PT | 27,600 | 14,103 | |
Indofood Sukses Makmur Tbk PT | 88,536 | 36,641 | |
Inner Mongolia Yili Industrial Group Company Ltd., Class A | 6,500 | 37,623 | |
JBS S.A. | 15,800 | 123,788 | |
JDE Peet's N.V. | 1,760 | 50,778 | |
Kerry Group PLC, Class A | 2,491 | 280,210 | |
Kikkoman Corp. | 2,300 | 152,802 | |
Marico Ltd. | 9,867 | 65,411 | |
MEIJI Holdings Company Ltd. | 1,900 | 103,350 | |
Monde Nissin Corp. (a)(d) | 81,900 | 21,684 | |
Mowi ASA | 6,834 | 185,340 | |
Muyuan Foods Company Ltd. A Shares | 6,320 | 56,293 | |
Nestle India Ltd. | 590 | 134,875 | |
Nestle Malaysia Bhd | 1,439 | 45,722 |
Number of Shares | Fair Value | ||
Nestle S.A. | 44,468 | $5,805,544 | |
Nisshin Seifun Group Inc. | 3,600 | 50,376 | |
Nissin Foods Holdings Company Ltd. | 1,100 | 77,359 | |
Orion Corp. | 335 | 24,393 | |
Orkla ASA | 12,698 | 113,587 | |
PPB Group Bhd | 12,587 | 51,189 | |
QL Resources Bhd | 12,588 | 15,029 | |
Saputo Inc. | 4,200 | 99,565 | |
Tata Consumer Products Ltd. | 10,616 | 108,466 | |
Thai Union Group PCL NVDR | 59,684 | 33,859 | |
The Savola Group | 5,167 | 50,060 | |
Tiger Brands Ltd. | 3,480 | 38,557 | |
Tingyi Cayman Islands Holding Corp. | 36,000 | 60,381 | |
Toyo Suisan Kaisha Ltd. | 1,590 | 57,065 | |
Uni-President China Holdings Ltd. | 30,000 | 26,040 | |
Uni-President Enterprises Corp. | 85,000 | 193,984 | |
Universal Robina Corp. | 12,120 | 28,341 | |
Want Want China Holdings Ltd. | 87,000 | 80,298 | |
Wens Foodstuffs Group Company Ltd., Class A (a) | 8,800 | 30,483 | |
WH Group Ltd. (d) | 127,666 | 80,188 | |
Yakult Honsha Company Ltd. | 2,000 | 107,008 | |
Yihai International Holding Ltd. | 7,364 | 20,920 | |
Yihai Kerry Arawana Holdings Company Ltd., Class A | 1,000 | 7,774 | |
10,847,141 | |||
Paper Packaging - 0.0% * | |||
Amcor PLC | 18,400 | 208,472 | |
Klabin S.A. | 13,700 | 69,539 | |
SCG Packaging PCL NVDR | 26,432 | 47,917 | |
Smurfit Kappa Group PLC | 3,821 | 170,700 | |
496,628 | |||
Paper Products - 0.1% | |||
Empresas CMPC S.A. | 20,027 | 37,080 | |
Indah Kiat Pulp & Paper Corp. Tbk PT | 60,900 | 33,440 | |
Lee & Man Paper Manufacturing Ltd. | 20,310 | 10,540 | |
Mondi PLC | 7,520 | 146,507 | |
Nine Dragons Paper Holdings Ltd. | 25,310 | 21,983 | |
Oji Holdings Corp. | 14,300 | 71,158 | |
Stora Enso Oyj, Class R | 9,031 | 178,190 | |
Suzano Papel e Celulose S.A. | 13,600 | 157,838 | |
UPM-Kymmene Oyj | 8,342 | 273,984 | |
930,720 | |||
Personal Products - 0.3% | |||
Amorepacific Corp. | 581 | 76,163 | |
AMOREPACIFIC Group | 542 | 19,513 | |
Beiersdorf AG | 1,563 | 165,149 | |
By-health Company Ltd., Class A | 2,900 | 9,671 | |
Colgate-Palmolive India Ltd. | 2,412 | 48,977 | |
Dabur India Ltd. | 10,616 | 74,864 | |
Godrej Consumer Products Ltd. (a) | 6,358 | 62,425 | |
Hengan International Group Company Ltd. | 12,480 | 57,519 | |
Hindustan Unilever Ltd. | 14,725 | 396,165 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 83 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Kao Corp. | 7,400 | $303,055 | |
Kobayashi Pharmaceutical Company Ltd. | 900 | 72,328 | |
Kose Corp. | 600 | 62,964 | |
LG Household & Health Care Ltd. | 175 | 123,447 | |
L'Oreal S.A. | 3,959 | 1,590,553 | |
Natura & Co. Holding S.A. (a) | 16,200 | 88,808 | |
Pola Orbis Holdings Inc. | 1,200 | 15,672 | |
Proya Cosmetics Company Ltd., Class A | 200 | 5,919 | |
Shiseido Company Ltd. | 6,300 | 319,160 | |
Unilever PLC | 40,528 | 1,844,286 | |
5,336,638 | |||
Pharmaceuticals - 1.5% | |||
Aspen Pharmacare Holdings Ltd. | 7,079 | 96,226 | |
Astellas Pharma Inc. | 29,300 | 459,186 | |
AstraZeneca PLC | 24,460 | 3,251,121 | |
Asymchem Laboratories Tianjin Company Ltd. A Shares | 166 | 9,559 | |
Aurobindo Pharma Ltd. | 5,338 | 46,886 | |
Bayer AG | 15,479 | 1,064,875 | |
Betta Pharmaceuticals Company Ltd., Class A | 600 | 5,261 | |
Canopy Growth Corp. (a) | 3,100 | 23,528 | |
CanSino Biologics Inc. H Shares (a)(d) | 1,145 | 18,229 | |
CanSino Biologics Inc. A Shares (a) | 114 | 4,168 | |
Celltrion Pharm Inc. (a) | 216 | 17,342 | |
Changchun High & New Technology Industry Group Inc., Class A | 300 | 7,893 | |
China Medical System Holdings Ltd. | 28,000 | 43,679 | |
China Traditional Chinese Medicine Holdings Company Ltd. | 62,000 | 32,202 | |
Chugai Pharmaceutical Company Ltd. | 10,500 | 351,422 | |
Cipla Ltd. | 8,826 | 118,172 | |
CSPC Pharmaceutical Group Ltd. | 164,000 | 187,964 | |
Daiichi Sankyo Company Ltd. | 27,600 | 604,513 | |
Dong-E-E-Jiao Company Ltd. A Shares | 1,800 | 9,580 | |
Dr Reddy's Laboratories Ltd. | 2,119 | 119,901 | |
Eisai Company Ltd. | 3,700 | 171,931 | |
Endo International PLC (a) | 11,169 | 25,800 | |
GlaxoSmithKline PLC | 79,388 | 1,721,638 | |
Guangzhou Baiyunshan Pharmaceutical Holdings Company Ltd., Class A | 4,300 | 21,164 | |
Hanmi Pharm Company Ltd. | 149 | 33,566 | |
Hansoh Pharmaceutical Group Company Ltd. (d) | 18,000 | 29,937 | |
Hikma Pharmaceuticals PLC | 3,039 | 82,173 | |
Humanwell Healthcare Group Company Ltd., Class A | 2,200 | 5,962 | |
Hutchison China MediTech Ltd. ADR (a) | 1,700 | 32,164 | |
Hypera S.A. | 7,700 | 62,725 | |
Ipsen S.A. | 674 | 84,856 | |
Jazz Pharmaceuticals PLC (a) | 800 | 124,536 | |
Jiangsu Hengrui Medicine Company Ltd., Class A | 8,120 | 46,909 | |
Kalbe Farma Tbk PT | 382,400 | 42,866 |
Number of Shares | Fair Value | ||
Kyowa Hakko Kirin Company Ltd. | 4,600 | $107,336 | |
Lupin Ltd. | 3,340 | 32,825 | |
Merck KGaA | 2,028 | 425,967 | |
Nanjing King-Friend Biochemical Pharmaceutical Company Ltd., Class A | 2,700 | 13,347 | |
Nippon Shinyaku Company Ltd. | 800 | 54,556 | |
Novartis AG | 34,595 | 3,049,688 | |
Novo Nordisk A/S B Shares | 26,588 | 2,966,130 | |
Oneness Biotech Company Ltd. (a) | 5,000 | 37,297 | |
Ono Pharmaceutical Company Ltd. | 5,700 | 143,302 | |
Orion Oyj, Class B | 1,869 | 85,375 | |
Otsuka Holdings Company Ltd. | 6,100 | 211,375 | |
Perrigo Company PLC | 1,600 | 61,488 | |
Recordati Industria Chimica e Farmaceutica SpA | 1,772 | 89,361 | |
Richter Gedeon Nyrt | 2,587 | 55,023 | |
Roche Holding AG | 11,595 | 4,627,530 | |
Sanofi | 17,945 | 1,845,305 | |
Santen Pharmaceutical Company Ltd. | 6,400 | 64,182 | |
Shanghai Fosun Pharmaceutical Group Company Ltd. H Shares | 9,000 | 43,626 | |
Shanghai Fosun Pharmaceutical Group Company Ltd., Class A | 3,000 | 25,061 | |
Shionogi & Company Ltd. | 4,100 | 252,675 | |
Sino Biopharmaceutical Ltd. | 192,000 | 119,247 | |
SK Biopharmaceuticals Company Ltd. (a) | 382 | 28,136 | |
Sumitomo Dainippon Pharma Company Ltd. | 2,300 | 22,759 | |
Sun Pharmaceutical Industries Ltd. | 15,236 | 183,382 | |
Taisho Pharmaceutical Holdings Company Ltd. | 500 | 23,281 | |
Takeda Pharmaceutical Company Ltd. | 24,900 | 711,589 | |
Teva Pharmaceutical Industries Ltd. ADR (a) | 17,100 | 160,569 | |
Theravance Biopharma Inc. (a) | 2,907 | 27,791 | |
Torrent Pharmaceuticals Ltd. | 1,106 | 40,597 | |
UCB S.A. | 1,973 | 237,330 | |
Vifor Pharma AG (a) | 923 | 165,242 | |
Yuhan Corp. | 1,054 | 50,568 | |
Yunnan Baiyao Group Company Ltd. A Shares | 1,000 | 12,846 | |
Zhangzhou Pientzehuang Pharmaceutical Company Ltd., Class A | 800 | 39,733 | |
Zhejiang Huahai Pharmaceutical Company Ltd., Class A | 2,600 | 8,605 | |
Zhejiang NHU Company Ltd. A Shares | 2,160 | 10,730 | |
24,991,788 | |||
Precious Metals & Minerals - 0.0% * | |||
Alrosa PJSC (a)** | 46,308 | — | |
Anglo American Platinum Ltd. | 957 | 131,411 | |
Impala Platinum Holdings Ltd. | 14,750 | 227,036 | |
Industrias Penoles SAB de C.V. | 1,800 | 22,682 | |
Northam Platinum Holdings Ltd. (a) | 6,456 | 96,351 |
See Notes to Schedule of Investments.
84 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Sibanye Stillwater Ltd. | 49,870 | $200,526 | |
678,006 | |||
Property & Casualty Insurance - 0.2% | |||
Admiral Group PLC | 2,995 | 100,666 | |
Argo Group International Holdings Ltd. | 1,502 | 62,003 | |
Chubb Ltd. | 5,369 | 1,148,429 | |
DB Insurance Company Ltd. | 933 | 53,724 | |
Fairfax Financial Holdings Ltd. | 389 | 212,409 | |
ICICI Lombard General Insurance Company Ltd. (d) | 3,938 | 68,695 | |
Insurance Australia Group Ltd. | 38,123 | 125,210 | |
Intact Financial Corp. | 2,717 | 401,813 | |
James River Group Holdings Ltd. | 1,754 | 43,394 | |
Meritz Fire & Marine Insurance Company Ltd. | 758 | 29,501 | |
MS&AD Insurance Group Holdings Inc. | 7,000 | 227,959 | |
People's Insurance Company Group of China Ltd. H Shares | 157,000 | 51,237 | |
PICC Property & Casualty Company Ltd., Class H | 124,000 | 126,299 | |
QBE Insurance Group Ltd. | 22,976 | 197,724 | |
Samsung Fire & Marine Insurance Company Ltd. | 538 | 96,886 | |
Sompo Holdings Inc. | 4,900 | 215,955 | |
Suncorp Group Ltd. | 19,603 | 163,078 | |
The People's Insurance Company Group of China Ltd., Class A | 10,900 | 7,840 | |
Tokio Marine Holdings Inc. | 9,900 | 577,845 | |
Tryg A/S | 5,562 | 136,022 | |
ZhongAn Online P&C Insurance Company Ltd. H Shares (a)(d) | 10,300 | 34,486 | |
4,081,175 | |||
Publishing - 0.0% * | |||
China Literature Ltd. (a)(d) | 8,200 | 33,591 | |
Pearson PLC | 12,855 | 126,331 | |
Schibsted ASA, Class A | 952 | 23,625 | |
Schibsted ASA A Shares | 1,776 | 38,266 | |
221,813 | |||
Railroads - 0.3% * | |||
Aurizon Holdings Ltd. | 32,274 | 89,024 | |
Beijing-Shanghai High Speed Railway Company Ltd., Class A | 53,600 | 40,226 | |
BTS Group Holdings PCL NVDR | 150,300 | 41,463 | |
Canadian National Railway Co. | 11,200 | 1,503,735 | |
Canadian Pacific Railway Ltd. | 14,700 | 1,214,320 | |
Central Japan Railway Co. | 2,300 | 300,806 | |
Container Corporation of India Ltd. | 4,996 | 44,050 | |
Daqin Railway Company Ltd., Class A | 16,000 | 17,287 | |
East Japan Railway Co. | 4,700 | 272,842 | |
Hankyu Hanshin Holdings Inc. | 3,900 | 113,056 | |
Keio Corp. | 1,800 | 70,376 | |
Keisei Electric Railway Company Ltd. | 2,200 | 61,299 | |
Kintetsu Group Holdings Company Ltd. | 3,000 | 86,133 |
Number of Shares | Fair Value | ||
MTR Corporation Ltd. | 24,000 | $129,278 | |
Odakyu Electric Railway Company Ltd. | 5,100 | 84,785 | |
Rumo S.A. (a) | 23,700 | 92,517 | |
Tobu Railway Company Ltd. | 3,300 | 80,479 | |
Tokyu Corp. | 7,700 | 100,199 | |
West Japan Railway Co. | 3,400 | 141,305 | |
4,483,180 | |||
Real Estate Development - 0.1% | |||
Agile Group Holdings Ltd. | 16,000 | 8,053 | |
China Evergrande Group | 87,000 | 18,613 | |
China Jinmao Holdings Group Ltd. | 112,000 | 33,045 | |
China Merchants Shekou Industrial Zone Holdings Company Ltd., Class A | 9,300 | 22,209 | |
China Overseas Land & Investment Ltd. | 69,000 | 205,375 | |
China Resources Land Ltd. | 58,000 | 268,614 | |
China Vanke Company Ltd. H Shares | 31,100 | 69,969 | |
China Vanke Company Ltd. A Shares | 10,500 | 31,548 | |
CIFI Holdings Group Company Ltd. | 64,000 | 37,306 | |
CK Asset Holdings Ltd. | 31,086 | 212,538 | |
Country Garden Holdings Company Ltd. | 141,298 | 108,191 | |
Dar Al Arkan Real Estate Development Co. (a) | 9,516 | 27,576 | |
Emaar Economic City (a) | 8,517 | 26,390 | |
Emaar Properties PJSC | 71,865 | 116,734 | |
Gemdale Corp., Class A | 7,300 | 16,421 | |
Godrej Properties Ltd. (a) | 2,257 | 49,442 | |
Greentown China Holdings Ltd. | 17,000 | 30,758 | |
Guangzhou R&F Properties Company Ltd. H Shares | 22,400 | 7,901 | |
Henderson Land Development Company Ltd. | 25,000 | 103,801 | |
Hopson Development Holdings Ltd. | 11,220 | 21,211 | |
KWG Group Holdings Ltd. | 19,936 | 8,146 | |
Land & Houses PCL NVDR | 156,731 | 44,712 | |
Logan Group Company Ltd | 18,000 | 5,079 | |
Longfor Group Holdings Ltd. (d) | 32,968 | 168,678 | |
Poly Developments & Holdings Group Company Ltd., Class A | 12,800 | 35,689 | |
Powerlong Real Estate Holdings Ltd. | 28,000 | 7,335 | |
Ruentex Development Company Ltd. | 21,000 | 57,567 | |
Seazen Group Ltd. | 49,238 | 26,287 | |
Seazen Holdings Company Ltd. A Shares | 1,400 | 7,067 | |
Shimao Group Holdings Ltd. | 16,102 | 8,992 | |
Sino Land Company Ltd. | 58,000 | 74,804 | |
Sunac China Holdings Ltd. | 59,000 | 33,872 | |
Yuexiu Property Company Ltd. | 33,063 | 32,727 | |
1,926,650 | |||
Real Estate Operating Companies - 0.1% | |||
A-Living Smart City Services Company Ltd. H Shares (d) | 10,055 | 13,924 | |
Aroundtown S.A. | 16,961 | 97,482 | |
Azrieli Group Ltd. | 750 | 65,888 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 85 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Capitaland Investment Ltd. (a) | 44,700 | $131,168 | |
Central Pattana PCL NVDR | 36,300 | 64,111 | |
China Resources Mixc Lifestyle Services Ltd. (d) | 10,400 | 50,915 | |
CIFI Ever Sunshine Services Group Ltd. | 16,000 | 21,334 | |
Country Garden Services Holdings Company Ltd. | 36,715 | 154,704 | |
Fastighets AB Balder B Shares (a) | 1,774 | 117,841 | |
Greentown Service Group Company Ltd. | 20,000 | 19,947 | |
Hang Lung Properties Ltd. | 36,000 | 72,578 | |
Hongkong Land Holdings Ltd. | 19,800 | 96,741 | |
Hulic Company Ltd. | 5,800 | 52,191 | |
LEG Immobilien SE | 1,129 | 129,312 | |
Mabanee Co. KPSC | 13,203 | 39,939 | |
NEPI Rockcastle PLC | 8,280 | 55,147 | |
Sagax AB, Class B | 2,734 | 83,702 | |
Shimao Services Holdings Ltd. (d) | 11,000 | 5,825 | |
SM Prime Holdings Inc. | 179,100 | 130,573 | |
Sunac Services Holdings Ltd. (a)(d) | 24,000 | 14,646 | |
Swire Properties Ltd. | 21,000 | 51,908 | |
Swiss Prime Site AG | 1,173 | 116,165 | |
Vonovia SE | 11,605 | 544,043 | |
Wharf Real Estate Investment Company Ltd. | 26,000 | 128,530 | |
2,258,614 | |||
Real Estate Services - 0.0% * | |||
China Overseas Property Holdings Ltd. | 30,000 | 35,392 | |
FirstService Corp. | 600 | 86,864 | |
KE Holdings Inc. ADR (a) | 6,500 | 80,405 | |
202,661 | |||
Regional Banks - 0.0% * | |||
Bandhan Bank Ltd. (d) | 12,374 | 49,843 | |
Bank of Chengdu Company Ltd. A Shares | 6,600 | 15,537 | |
Bank of Hangzhou Company Ltd. A Shares | 5,547 | 12,271 | |
Bank of Jiangsu Company Ltd., Class A | 17,200 | 19,014 | |
Bank of Nanjing Company Ltd., Class A | 11,600 | 19,415 | |
Bank of Ningbo Company Ltd. A Shares | 7,956 | 46,578 | |
Concordia Financial Group Ltd. | 19,200 | 71,671 | |
First Bancorp | 9,152 | 120,074 | |
OFG Bancorp | 2,323 | 61,885 | |
Popular Inc. | 1,052 | 85,990 | |
Resona Holdings Inc. | 31,900 | 136,282 | |
The Chiba Bank Ltd. | 9,500 | 56,025 | |
The Shizuoka Bank Ltd. | 8,000 | 56,317 | |
750,902 | |||
Reinsurance - 0.1% | |||
Enstar Group Ltd. (a) | 581 | 151,728 | |
Everest Re Group Ltd. | 500 | 150,690 | |
Greenlight Capital Re Ltd., Class A (a) | 1,260 | 8,908 | |
Hannover Rueck SE | 935 | 159,755 | |
Maiden Holdings Ltd. (a) | 3,334 | 8,035 |
Number of Shares | Fair Value | ||
Muenchener Rueckversicherungs-Gesellschaft AG | 2,203 | $592,357 | |
RenaissanceRe Holdings Ltd. | 500 | 79,255 | |
SiriusPoint Ltd. (a) | 4,278 | 32,000 | |
Swiss Re AG | 4,734 | 452,509 | |
1,635,237 | |||
Renewable Electricity - 0.1% | |||
Adani Green Energy Ltd. (a) | 7,024 | 176,406 | |
China Longyuan Power Group Corporation Ltd. H Shares | 61,000 | 137,146 | |
China Three Gorges Renewables Group Company Ltd. A Shares | 30,800 | 29,616 | |
China Yangtze Power Company Ltd. A Shares | 27,100 | 93,615 | |
EDP Renovaveis SA | 4,869 | 125,910 | |
Energy Absolute PCL NVDR | 27,503 | 80,721 | |
Engie Brasil Energia S.A. | 3,233 | 29,418 | |
Meridian Energy Ltd. | 19,596 | 68,520 | |
Northland Power Inc. | 3,823 | 127,204 | |
Sichuan Chuantou Energy Company Ltd., Class A | 8,400 | 14,179 | |
882,735 | |||
Research & Consulting Services - 0.2% | |||
Bureau Veritas S.A. | 4,547 | 130,389 | |
Clarivate PLC (a) | 5,812 | 97,409 | |
Experian PLC | 14,513 | 560,399 | |
Intertek Group PLC | 2,510 | 171,618 | |
Nihon M&A Center Holdings Inc. | 5,100 | 71,553 | |
RELX PLC | 30,484 | 950,760 | |
SGS S.A. | 94 | 262,412 | |
Teleperformance | 921 | 352,837 | |
Thomson Reuters Corp. | 2,718 | 295,356 | |
Wolters Kluwer N.V. | 4,123 | 442,081 | |
3,334,814 | |||
Residential REITs - 0.0% * | |||
Canadian Apartment Properties REIT | 1,500 | 64,429 | |
Restaurants - 0.1% | |||
Compass Group PLC | 28,065 | 605,341 | |
Domino's Pizza Enterprises Ltd. | 1,032 | 67,415 | |
Haidilao International Holding Ltd. (d) | 21,000 | 40,415 | |
Jiumaojiu International Holdings Ltd. (d) | 10,000 | 21,158 | |
Jollibee Foods Corp. | 7,580 | 32,914 | |
Jubilant Foodworks Ltd. | 1,493 | 51,593 | |
McDonald's Holdings Company Japan Ltd. | 1,400 | 58,395 | |
Restaurant Brands International Inc. | 4,400 | 257,296 | |
Sodexo SA | 1,361 | 111,393 | |
Yum China Holdings Inc. | 12,896 | 535,700 | |
1,781,620 | |||
Retail REITs - 0.1% | |||
CapitaLand Integrated Commercial Trust | 75,159 | 124,522 | |
Japan Retail Fund Investment Corp. | 119 | 100,715 | |
Klepierre S.A. | 3,555 | 95,196 | |
Link REIT | 32,674 | 278,327 |
See Notes to Schedule of Investments.
86 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Mapletree Commercial Trust | 39,046 | $54,405 | |
RioCan Real Estate Investment Trust | 2,800 | 56,558 | |
Scentre Group | 80,795 | 184,351 | |
Unibail-Rodamco-Westfield (a) | 1,926 | 145,106 | |
Vicinity Centres | 67,824 | 94,449 | |
1,133,629 | |||
Security & Alarm Services - 0.0% * | |||
S-1 Corp. | 184 | 10,794 | |
Secom Company Ltd. | 3,300 | 239,446 | |
Securitas AB, Class B | 5,588 | 63,602 | |
Sohgo Security Services Company Ltd. | 1,300 | 42,522 | |
356,364 | |||
Semiconductor Equipment - 0.4% | |||
Advanced Micro-Fabrication Equipment Inc. China A Shares (a) | 339 | 6,177 | |
Advantest Corp. | 3,100 | 242,757 | |
ASM International N.V. | 731 | 267,720 | |
ASML Holding N.V. | 6,528 | 4,387,388 | |
Daqo New Energy Corp. ADR (a) | 1,200 | 49,584 | |
Disco Corp. | 400 | 112,191 | |
Flat Glass Group Company Ltd. H Shares | 9,000 | 34,369 | |
Flat Glass Group Company Ltd., Class A | 1,700 | 11,985 | |
Globalwafers Company Ltd. | 4,000 | 93,100 | |
Hangzhou First Applied Material Company Ltd., Class A | 700 | 12,417 | |
Kulicke & Soffa Industries Inc. | 2,816 | 157,752 | |
Lasertec Corp. | 1,200 | 200,237 | |
National Silicon Industry Group Company Ltd., Class A (a) | 3,960 | 13,555 | |
NAURA Technology Group Company Ltd., Class A | 500 | 21,345 | |
Shenzhen SC New Energy Technology Corp., Class A | 100 | 1,148 | |
SUMCO Corp. | 5,600 | 91,919 | |
Tianjin Zhonghuan Semiconductor Company Ltd., Class A | 4,500 | 30,025 | |
Tokyo Electron Ltd. | 2,400 | 1,236,253 | |
Xinyi Solar Holdings Ltd. | 87,985 | 153,164 | |
Zhejiang Jingsheng Mechanical & Electrical Company Ltd., Class A | 1,400 | 13,126 | |
7,136,212 | |||
Semiconductors - 0.9% | |||
ASE Technology Holding Company Ltd. | 59,000 | 210,244 | |
ASMedia Technology Inc. | 1,000 | 66,812 | |
eMemory Technology Inc. | 1,000 | 63,546 | |
Gigadevice Semiconductor Beijing Inc., Class A | 560 | 12,342 | |
Hangzhou Silan Microelectronics Company Ltd., Class A | 1,100 | 8,329 | |
Hua Hong Semiconductor Ltd. (a)(d) | 8,000 | 33,414 | |
Infineon Technologies AG | 20,548 | 699,161 | |
Ingenic Semiconductor Company Ltd., Class A | 600 | 8,569 | |
JA Solar Technology Company Ltd., Class A | 1,500 | 18,447 |
Number of Shares | Fair Value | ||
JCET Group Company Ltd. A Shares | 2,000 | $7,690 | |
LONGi Green Energy Technology Company Ltd., Class A | 6,140 | 69,170 | |
MediaTek Inc. | 27,000 | 840,254 | |
Montage Technology Company Ltd., Class A | 1,327 | 13,982 | |
Nanya Technology Corp. | 22,000 | 52,481 | |
Novatek Microelectronics Corp. | 10,886 | 160,065 | |
NXP Semiconductors N.V. | 3,316 | 613,725 | |
Realtek Semiconductor Corp. | 8,040 | 119,432 | |
Renesas Electronics Corp. (a) | 19,700 | 228,950 | |
Rohm Company Ltd. | 1,500 | 116,810 | |
SG Micro Corp., Class A | 300 | 15,317 | |
Shenzhen Goodix Technology Company Ltd., Class A | 1,100 | 12,222 | |
Silergy Corp. | 1,222 | 143,281 | |
SK Hynix Inc. | 9,851 | 947,658 | |
SK Square Company Ltd. (a) | 1,778 | 82,699 | |
StarPower Semiconductor Ltd. A Shares | 200 | 12,075 | |
STMicroelectronics N.V. | 10,720 | 468,630 | |
Taiwan Semiconductor Manufacturing Company Ltd. | 445,557 | 9,139,939 | |
Tianshui Huatian Technology Company Ltd. A Shares | 8,200 | 13,499 | |
Trina Solar Company Ltd. A Shares | 1,600 | 14,709 | |
Unigroup Guoxin Microelectronics Company Ltd., Class A | 700 | 22,427 | |
United Microelectronics Corp. | 213,000 | 391,158 | |
Vanguard International Semiconductor Corp. | 16,330 | 70,317 | |
Will Semiconductor Ltd. A Shares | 800 | 24,150 | |
Win Semiconductors Corp. | 6,000 | 55,216 | |
Winbond Electronics Corp. | 54,000 | 57,839 | |
14,814,559 | |||
Silver - 0.0% * | |||
Pan American Silver Corp. | 3,200 | 87,414 | |
Soft Drinks - 0.1% | |||
Arca Continental SAB de CV | 8,400 | 56,970 | |
Carabao Group PCL NVDR | 5,700 | 18,439 | |
Coca-Cola European Partners PLC | 3,200 | 155,552 | |
Coca-Cola Femsa SAB de C.V. | 9,775 | 53,689 | |
Coca-Cola HBC AG | 3,401 | 71,093 | |
Fomento Economico Mexicano SAB de C.V. | 34,600 | 286,905 | |
Fraser & Neave Holdings Bhd | 935 | 4,670 | |
Ito En Ltd. | 800 | 39,387 | |
Nongfu Spring Company Ltd. H Shares (d) | 31,800 | 167,677 | |
Osotspa PCL NVDR | 12,991 | 14,593 | |
Suntory Beverage & Food Ltd. | 2,400 | 91,751 | |
960,726 | |||
Specialized Consumer Services - 0.0% * | |||
OneSpaWorld Holdings Ltd. (a) | 2,606 | 26,581 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 87 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Specialized Finance - 0.0% * | |||
Banco Latinoamericano de Comercio Exterior SA, Class E | 1,113 | $17,340 | |
Chailease Holding Company Ltd. | 24,100 | 211,389 | |
Far East Horizon Ltd. | 36,000 | 32,178 | |
Mitsubishi UFJ Lease & Finance Company Ltd. | 11,800 | 54,994 | |
Piramal Enterprises Ltd. | 1,919 | 55,023 | |
Tokyo Century Corp. | 500 | 18,386 | |
389,310 | |||
Specialty Chemicals - 0.3% | |||
Akzo Nobel N.V. | 2,929 | 253,123 | |
Asian Paints Ltd. | 6,911 | 279,648 | |
Chr Hansen Holding A/S | 1,630 | 120,380 | |
Clariant AG | 3,791 | 66,057 | |
Covestro AG (d) | 2,994 | 151,636 | |
Croda International PLC | 2,176 | 224,360 | |
Dongyue Group Ltd. | 32,000 | 43,363 | |
EMS-Chemie Holding AG | 119 | 116,122 | |
Evonik Industries AG | 3,553 | 99,139 | |
Givaudan S.A. | 145 | 601,750 | |
Hoshine Silicon Industry Company Ltd., Class A | 200 | 3,278 | |
Huabao International Holdings Ltd. | 14,000 | 7,726 | |
Johnson Matthey PLC | 3,378 | 82,803 | |
JSR Corp. | 3,461 | 102,226 | |
Kansai Paint Company Ltd. | 3,200 | 51,527 | |
Koninklijke DSM N.V. | 2,747 | 494,264 | |
Nippon Paint Holdings Company Ltd. | 12,800 | 112,482 | |
Nitto Denko Corp. | 2,200 | 158,188 | |
Novozymes A/S B Shares | 3,205 | 221,022 | |
Shanghai Putailai New Energy Technology Company Ltd., Class A | 620 | 13,608 | |
Shenzhen Capchem Technology Company Ltd., Class A | 100 | 1,275 | |
Shin-Etsu Chemical Company Ltd. | 5,600 | 853,385 | |
Sika AG | 2,234 | 742,179 | |
SK IE Technology Company Ltd. (a)(d) | 391 | 40,284 | |
Symrise AG | 2,075 | 250,217 | |
Umicore S.A. | 3,046 | 132,432 | |
Wanhua Chemical Group Company Ltd., Class A | 2,800 | 35,467 | |
Zhejiang Longsheng Group Company Ltd., Class A | 4,500 | 7,694 | |
Zhejiang Yongtai Technology Company Ltd., Class A (a) | 600 | 3,577 | |
5,269,212 | |||
Specialty Stores - 0.0% * | |||
China Tourism Group Duty Free Corp. Ltd., Class A | 2,200 | 56,545 | |
Chow Tai Fook Jewellery Group Ltd. | 35,800 | 64,674 | |
Hotel Shilla Company Ltd. | 665 | 44,236 | |
Jarir Marketing Co. | 1,101 | 57,689 | |
JD Sports Fashion PLC | 43,506 | 84,024 | |
JUMBO S.A. | 2,251 | 33,732 | |
340,900 |
Number of Shares | Fair Value | ||
Steel - 0.2% | |||
ArcelorMittal S.A. | 10,003 | $322,291 | |
Baoshan Iron & Steel Company Ltd., Class A | 20,800 | 22,052 | |
BlueScope Steel Ltd. | 7,639 | 119,208 | |
China Steel Corp. | 215,000 | 289,872 | |
Cia Siderurgica Nacional S.A. | 12,600 | 69,020 | |
Eregli Demir ve Celik Fabrikalari TAS | 26,013 | 57,042 | |
Fortescue Metals Group Ltd. | 26,578 | 409,999 | |
Hitachi Metals Ltd. (a) | 3,800 | 63,766 | |
Hunan Valin Steel Company Ltd., Class A | 16,700 | 14,393 | |
Hyundai Steel Co. | 1,549 | 52,606 | |
Inner Mongolia BaoTou Steel Union Company Ltd., Class A (a) | 42,400 | 14,806 | |
JFE Holdings Inc. | 7,600 | 106,676 | |
JSW Steel Ltd. | 15,213 | 146,140 | |
Kumba Iron Ore Ltd. | 1,262 | 56,059 | |
Nippon Steel & Sumitomo Metal Corp. | 13,400 | 237,149 | |
Novolipetsk Steel PJSC GDR ** | 2,290 | — | |
Novolipetsk Steel PJSC (a)** | 4,980 | — | |
POSCO | 1,336 | 320,471 | |
Severstal PAO GDR ** | 3,070 | — | |
Severstal PAO ** | 695 | — | |
Shanxi Meijin Energy Company Ltd., Class A (a) | 3,500 | 7,011 | |
Shanxi Taigang Stainless Steel Company Ltd., Class A | 6,700 | 7,051 | |
Tata Steel Ltd. | 13,092 | 223,971 | |
Vale S.A. | 74,240 | 1,493,564 | |
voestalpine AG | 2,044 | 61,174 | |
YongXing Special Materials Technology Company Ltd., Class A | 200 | 3,701 | |
4,098,022 | |||
Systems Software - 0.0% * | |||
360 Security Technology Inc., Class A (a) | 4,700 | 7,355 | |
BlackBerry Ltd. (a) | 9,200 | 68,279 | |
Check Point Software Technologies Ltd. (a) | 1,703 | 235,457 | |
CyberArk Software Ltd. (a) | 600 | 101,250 | |
JFrog Ltd. (a) | 2,506 | 67,537 | |
Ming Yuan Cloud Group Holdings Ltd. | 12,000 | 16,171 | |
Oracle Corporation Japan | 537 | 37,324 | |
Sangfor Technologies Inc., Class A | 300 | 5,253 | |
Totvs S.A. | 8,338 | 63,834 | |
Trend Micro Inc. | 2,100 | 123,005 | |
725,465 | |||
Technology Distributors - 0.0% * | |||
Synnex Technology International Corp. | 24,178 | 63,111 | |
Unisplendour Corporation Ltd., Class A | 3,100 | 9,503 | |
WPG Holdings Ltd. | 29,938 | 58,324 | |
130,938 | |||
Technology Hardware, Storage & Peripherals - 0.5% | |||
Acer Inc. | 56,000 | 58,045 | |
Advantech Company Ltd. | 7,000 | 89,695 | |
Asustek Computer Inc. | 13,053 | 169,345 |
See Notes to Schedule of Investments.
88 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Brother Industries Ltd. | 4,100 | $74,784 | |
Canon Inc. | 15,700 | 383,823 | |
Catcher Technology Company Ltd. | 13,000 | 65,219 | |
China Greatwall Technology Group Company Ltd., Class A | 7,300 | 13,171 | |
Compal Electronics Inc. | 75,225 | 70,074 | |
FUJIFILM Holdings Corp. | 5,615 | 343,770 | |
Inspur Electronic Information Industry Company Ltd., Class A | 3,100 | 13,208 | |
Inventec Corp. | 51,249 | 43,931 | |
Lenovo Group Ltd. | 132,000 | 143,025 | |
Lite-On Technology Corp. | 37,693 | 89,060 | |
Logitech International S.A. | 2,699 | 201,451 | |
Micro-Star International Company Ltd. | 13,000 | 58,366 | |
Ninestar Corp., Class A | 1,200 | 8,031 | |
Pegatron Corp. | 35,251 | 88,764 | |
Quanta Computer Inc. | 48,507 | 148,550 | |
Ricoh Company Ltd. | 11,400 | 99,018 | |
Samsung Electronics Company Ltd. | 86,306 | 4,938,685 | |
Seiko Epson Corp. | 4,900 | 73,834 | |
Shenzhen Transsion Holdings Company Ltd., Class A | 1,029 | 15,423 | |
Wiwynn Corp. | 1,000 | 35,276 | |
Xiaomi Corp., Class B (a)(d) | 259,000 | 452,693 | |
7,677,241 | |||
Textiles - 0.0% * | |||
Eclat Textile Company Ltd. | 4,000 | 66,219 | |
Thrifts & Mortgage Finance - 0.1% | |||
Housing Development Finance Corporation Ltd. | 30,925 | 966,965 | |
Tires & Rubber - 0.1% | |||
Balkrishna Industries Ltd. | 1,616 | 45,318 | |
Bridgestone Corp. | 8,996 | 350,237 | |
Cheng Shin Rubber Industry Company Ltd. | 37,000 | 45,550 | |
Cie Generale des Etablissements Michelin SCA | 2,657 | 362,148 | |
Hankook Tire & Technology Company Ltd. | 1,075 | 29,680 | |
MRF Ltd. | 42 | 35,906 | |
Sailun Group Company Ltd. A Shares | 2,300 | 3,548 | |
Shandong Linglong Tyre Company Ltd., Class A | 1,500 | 5,195 | |
877,582 | |||
Tobacco - 0.2% | |||
British American Tobacco PLC | 34,385 | 1,447,372 | |
Gudang Garam Tbk PT | 5,500 | 12,090 | |
Imperial Brands PLC | 14,822 | 312,934 | |
ITC Ltd. | 54,058 | 177,886 | |
Japan Tobacco Inc. | 18,800 | 322,024 | |
KT&G Corp. | 2,121 | 141,110 | |
RLX Technology Inc. ADR (a) | 12,800 | 22,912 | |
Smoore International Holdings Ltd. (d) | 33,000 | 77,330 | |
Swedish Match AB | 24,597 | 186,618 | |
2,700,276 |
Number of Shares | Fair Value | ||
Trading Companies & Distributors - 0.3% | |||
Adani Enterprises Ltd. | 4,936 | $130,397 | |
AerCap Holdings N.V. (a) | 2,100 | 105,588 | |
Ashtead Group PLC | 7,008 | 442,262 | |
BOC Aviation Ltd. (d) | 4,600 | 36,142 | |
Brenntag AG | 2,405 | 195,041 | |
Bunzl PLC | 5,261 | 204,493 | |
Ferguson PLC | 3,475 | 471,868 | |
IMCD N.V. | 883 | 151,505 | |
ITOCHU Corp. | 18,705 | 634,617 | |
Marubeni Corp. | 24,500 | 285,354 | |
Mitsubishi Corp. | 19,900 | 749,027 | |
Mitsui & Company Ltd. | 24,600 | 669,780 | |
MonotaRO Company Ltd. | 3,800 | 81,802 | |
Reece Ltd. | 5,067 | 71,594 | |
Sichuan New Energy Power Company Ltd. (a) | 800 | 2,433 | |
Sumitomo Corp. | 17,600 | 305,725 | |
Toromont Industries Ltd. | 1,400 | 132,832 | |
Toyota Tsusho Corp. | 3,300 | 135,846 | |
Triton International Ltd. | 3,070 | 215,453 | |
5,021,759 | |||
Trucking - 0.0% * | |||
CJ Logistics Corp. (a) | 172 | 18,275 | |
DiDi Global Inc. (a) | 4,300 | 10,750 | |
Grab Holdings Ltd., Class A (a) | 16,400 | 57,400 | |
Localiza Rent a Car S.A. | 11,000 | 141,437 | |
Nippon Express Holdings Inc. | 1,300 | 89,580 | |
TFI International Inc. | 1,300 | 138,581 | |
456,023 | |||
Water Utilities - 0.0% * | |||
Beijing Enterprises Water Group Ltd. | 96,000 | 29,378 | |
Cia de Saneamento Basico do Estado de Sao Paulo | 7,100 | 71,285 | |
Guangdong Investment Ltd. | 52,000 | 70,864 | |
Severn Trent PLC | 3,885 | 156,940 | |
United Utilities Group PLC | 10,585 | 156,225 | |
484,692 | |||
Wireless Telecommunication Services - 0.4% | |||
Advanced Info Service PCL NVDR | 21,496 | 150,199 | |
America Movil SAB de C.V. Series L | 619,100 | 655,671 | |
Axiata Group Bhd | 52,100 | 46,961 | |
Bharti Airtel Ltd. (a) | 44,611 | 442,293 | |
China United Network Communications Ltd., Class A | 33,600 | 18,853 | |
DiGi.Com Bhd | 60,000 | 55,558 | |
Etihad Etisalat Co. | 7,348 | 81,285 | |
Far EasTone Telecommunications Company Ltd. | 29,000 | 74,306 | |
Globe Telecom Inc. | 385 | 18,895 | |
Intouch Holdings PCL NVDR | 12,700 | 29,641 | |
Intouch Holdings PCL, Class F | 6,200 | 14,498 | |
KDDI Corp. | 25,408 | 835,548 | |
Maxis Bhd | 48,500 | 45,236 | |
Mobile Telecommunications Co. KSCP | 38,479 | 79,545 | |
Mobile Telecommunications Co. Saudi Arabia (a) | 8,715 | 30,797 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 89 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Mobile TeleSystems PJSC ADR ** | 6,600 | $— | |
Mobile TeleSystems PJSC ** | 3,970 | — | |
MTN Group Ltd. | 30,625 | 396,261 | |
PLDT Inc. | 1,375 | 49,159 | |
Rogers Communications Inc., Class B | 5,600 | 317,246 | |
SK Telecom Company Ltd. | 406 | 18,984 | |
Softbank Corp. | 45,200 | 528,758 | |
SoftBank Group Corp. | 19,000 | 852,037 | |
Taiwan Mobile Company Ltd. | 29,946 | 109,583 | |
Tele2 AB B Shares | 8,465 | 129,095 | |
TIM S.A. | 17,500 | 50,784 | |
Turkcell Iletisim Hizmetleri A/S | 17,641 | 27,109 | |
Vodacom Group Ltd. | 11,312 | 123,861 | |
Vodafone Group PLC | 429,582 | 706,031 | |
5,888,194 | |||
Total Common Stock (Cost $434,433,535) | 427,612,205 | ||
Preferred Stock - 0.3% | |||
Automobile Manufacturers - 0.1% | |||
Bayerische Motoren Werke AG | 987 | 76,893 | |
Hyundai Motor Co. | 701 | 49,819 | |
Hyundai Motor Co. | 486 | 34,378 | |
Porsche Automobil Holding SE | 2,385 | 230,750 | |
Volkswagen AG | 2,915 | 503,845 | |
895,685 | |||
Commodity Chemicals - 0.0% * | |||
Braskem S.A. | 2,900 | 27,035 | |
FUCHS PETROLUB SE | 1,255 | 45,797 | |
LG Chem Ltd. | 164 | 36,785 | |
109,617 | |||
Diversified Banks - 0.1% | |||
Banco Bradesco S.A. | 89,610 | 419,014 | |
Banco Inter S.A. (d) | 1 | 2 | |
Bancolombia S.A. | 8,217 | 88,240 | |
Itau Unibanco Holding S.A. | 87,400 | 505,425 | |
Itausa S.A. | 82,280 | 186,136 | |
1,198,817 | |||
Electric Utilities - 0.0% * | |||
Centrais Eletricas Brasileiras SA | 3,800 | 29,988 | |
Cia Energetica de Minas Gerais | 21,015 | 67,264 | |
97,252 | |||
Fertilizers & Agricultural Chemicals - 0.0% * | |||
Sociedad Quimica y Minera de Chile SA | 2,445 | 209,968 | |
Footwear - 0.0% * | |||
Alpargatas S.A. | 4,074 | 22,351 | |
Healthcare Equipment - 0.0% * | |||
Sartorius AG | 408 | 181,110 | |
Household Products - 0.0% * | |||
Henkel AG & Company KGaA | 2,777 | 186,945 | |
Integrated Oil & Gas - 0.0% * | |||
Petroleo Brasileiro S.A. | 86,200 | 606,780 | |
Surgutneftegas PJSC ** | 115,200 | — | |
606,780 |
Number of Shares | Fair Value | ||
Personal Products - 0.0% * | |||
LG Household & Health Care Ltd. | 21 | $8,756 | |
Steel - 0.0% * | |||
Gerdau S.A. | 20,800 | 134,860 | |
Technology Hardware, Storage & Peripherals - 0.1% | |||
Samsung Electronics Company Ltd. | 14,792 | 766,454 | |
Total Preferred Stock (Cost $4,475,310) | 4,418,595 | ||
Rights - 0.0% (a)* | |||
Electric Utilities - 0.0% * | |||
Electricite De France SA (Expiring 04/04/22) | 8,014 | 2,996 | |
Life Sciences Tools & Services - 0.0% * | |||
Samsung Biologics Company Ltd.(expiring 04/08/22) | 20 | 3,102 | |
Total Rights (Cost $0) | 6,098 | ||
Warrants - 0.0% (a)* | |||
Hotels, Resorts & Cruise Lines - 0.0% * | |||
Minor International PCL (expiring 2/15/24) | 1,300 | 130 | |
Railroads - 0.0% * | |||
BTS Group Holdings PCL(expiring 09/05/22) | 9,760 | 162 | |
BTS Group Holdings PCL(expiring 11/07/24) | 4,880 | 71 | |
BTS W8 R(expiring 07/22/22) | 19,520 | 305 | |
538 | |||
Total Warrants (Cost $0) | 668 | ||
Total Foreign Equity (Cost $438,908,845) | 432,037,566 |
Principal Amount | ||
Bonds and Notes - 16.0% | ||
U.S. Treasuries - 8.8% | ||
U.S. Treasury Bonds | ||
1.13% 08/15/40 | $225,000 | 176,273 |
1.25% 08/15/31 - 05/15/50 | 700,000 | 603,890 |
1.38% 11/15/31 - 08/15/50 | 1,550,000 | 1,278,402 |
1.63% 11/15/50 | 200,000 | 164,063 |
1.88% 02/15/32 - 11/15/51 | 975,000 | 886,797 |
2.00% 02/15/50 - 08/15/51 | 1,100,000 | 990,601 |
2.25% 08/15/46 - 08/15/49 | 450,000 | 422,953 |
2.38% 11/15/49 - 05/15/51 | 490,000 | 479,555 |
2.50% 02/15/45 - 05/15/46 | 485,000 | 473,408 |
2.75% 11/15/42 - 11/15/47 | 1,025,000 | 1,051,391 |
2.88% 05/15/43 - 05/15/49 | 1,900,000 | 1,991,344 |
3.00% 11/15/44 - 02/15/49 | 1,800,000 | 1,937,852 |
3.13% 02/15/43 - 05/15/48 | 2,350,000 | 2,553,961 |
3.38% 05/15/44 - 11/15/48 | 900,000 | 1,043,047 |
3.63% 08/15/43 - 02/15/44 | 1,140,000 | 1,322,125 |
4.25% 05/15/39 - 11/15/40 | 200,000 | 250,062 |
4.38% 02/15/38 - 05/15/40 | 200,000 | 253,562 |
4.50% 02/15/36 | 100,000 | 126,500 |
4.63% 02/15/40 | 100,000 | 130,984 |
5.25% 02/15/29 | 200,000 | 235,375 |
5.50% 08/15/28 | 200,000 | 235,562 |
6.00% 02/15/26 | 427,000 | 481,476 |
See Notes to Schedule of Investments.
90 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
6.13% 08/15/29 | $200,000 | $250,187 | |
6.25% 08/15/23 | 1,650,000 | 1,741,652 | |
6.38% 08/15/27 | 200,000 | 238,844 | |
7.63% 02/15/25 | 200,000 | 228,328 | |
U.S. Treasury Inflation Indexed Bonds | |||
0.13% 02/15/51 | 1,057,998 | 1,086,269 | |
0.25% 02/15/50 | 983,934 | 1,034,788 | |
0.63% 02/15/43 | 953,573 | 1,064,364 | |
0.75% 02/15/42 - 02/15/45 | 2,686,408 | 3,075,747 | |
0.88% 02/15/47 | 954,792 | 1,142,609 | |
1.00% 02/15/46 - 02/15/49 | 1,801,780 | 2,230,831 | |
1.38% 02/15/44 | 1,037,169 | 1,330,131 | |
1.75% 01/15/28 | 1,073,328 | 1,224,813 | |
2.00% 01/15/26 | 1,416,140 | 1,583,331 | |
2.13% 02/15/40 - 02/15/41 | 1,323,196 | 1,869,278 | |
2.38% 01/15/25 - 01/15/27 | 3,165,312 | 3,562,486 | |
2.50% 01/15/29 | 1,309,140 | 1,590,384 | |
3.38% 04/15/32 | 395,878 | 557,586 | |
3.63% 04/15/28 | 921,034 | 1,164,600 | |
3.88% 04/15/29 | 1,111,344 | 1,467,893 | |
U.S. Treasury Inflation Indexed Notes | |||
0.13% 07/15/24 - 07/15/31 | 19,946,087 | 20,964,248 | |
0.25% 01/15/25 - 07/15/29 | 4,060,073 | 4,284,263 | |
0.38% 07/15/23 - 07/15/27 | 9,407,489 | 9,927,636 | |
0.50% 04/15/24 - 01/15/28 | 3,720,237 | 3,936,472 | |
0.63% 04/15/23 - 01/15/26 | 6,815,941 | 7,166,088 | |
0.75% 07/15/28 | 1,662,814 | 1,814,949 | |
0.88% 01/15/29 | 1,892,355 | 2,083,464 | |
U.S. Treasury Notes | |||
0.13% 06/30/23 - 09/15/23 | 2,250,000 | 2,194,707 | |
0.25% 04/15/23 - 10/31/25 | 4,400,000 | 4,135,281 | |
0.38% 04/30/25 - 09/30/27 | 4,200,000 | 3,808,500 | |
0.50% 11/30/23 - 02/28/26 | 1,750,000 | 1,662,383 | |
0.63% 12/31/27 - 08/15/30 | 1,700,000 | 1,495,867 | |
0.75% 11/15/24 - 03/31/26 | 2,000,000 | 1,899,922 | |
0.88% 11/15/30 | 1,450,000 | 1,284,609 | |
1.13% 02/28/25 - 02/15/31 | 2,075,000 | 1,918,020 | |
1.25% 04/30/28 - 06/30/28 | 1,700,000 | 1,582,172 | |
1.38% 01/31/25 - 08/31/26 | 600,000 | 579,890 | |
1.50% 09/30/24 - 02/15/30 | 1,900,000 | 1,828,289 | |
1.63% 02/15/26 - 05/15/31 | 2,125,000 | 2,006,632 | |
1.75% 05/15/23 - 11/15/29 | 850,000 | 837,012 | |
1.88% 06/30/26 - 07/31/26 | 400,000 | 389,829 | |
2.00% 02/15/25 - 11/15/26 | 2,494,000 | 2,455,640 | |
2.13% 11/30/23 - 05/31/26 | 1,200,000 | 1,189,883 | |
2.25% 12/31/23 - 11/15/27 | 3,840,000 | 3,810,322 | |
2.38% 08/15/24 - 05/15/29 | 3,250,000 | 3,233,618 | |
2.50% 08/15/23 - 01/31/25 | 850,000 | 850,270 | |
2.63% 06/30/23 - 02/15/29 | 1,300,000 | 1,311,125 | |
2.75% 05/31/23 - 02/15/28 | 4,000,000 | 4,039,948 | |
2.88% 09/30/23 - 08/15/28 | 5,600,000 | 5,678,836 | |
3.00% 09/30/25 - 10/31/25 | 2,300,000 | 2,336,156 | |
3.13% 11/15/28 | 1,150,000 | 1,197,078 | |
145,436,413 | |||
Agency Mortgage Backed - 3.7% | |||
Federal Farm Credit Banks Funding Corp. | |||
0.25% 02/26/24 | 360,000 | 346,158 | |
Federal Home Loan Banks | |||
1.88% 09/11/26 | 500,000 | 484,995 | |
3.25% 11/16/28 | 125,000 | 130,731 |
Principal Amount | Fair Value | ||
Federal Home Loan Mortgage Corp. | |||
0.13% 10/16/23 | $380,000 | $368,095 | |
0.38% 07/21/25 | 500,000 | 465,535 | |
1.50% 06/01/51 - 11/01/51 | 728,248 | 650,059 | |
2.00% 01/01/36 - 03/01/52 | 5,043,073 | 4,732,912 | |
2.50% 01/01/28 - 12/01/51 | 3,388,657 | 3,255,595 | |
3.00% 07/01/30 - 06/01/51 | 2,260,786 | 2,252,578 | |
3.50% 03/01/26 - 11/01/49 | 1,346,244 | 1,367,267 | |
4.00% 06/01/42 - 08/01/48 | 484,275 | 502,429 | |
4.50% 05/01/42 - 11/01/48 | 99,739 | 104,344 | |
5.50% 01/01/38 - 04/01/39 | 180,888 | 198,237 | |
6.00% 06/01/37 - 11/01/37 | 161,451 | 179,058 | |
6.25% 07/15/32 | 250,000 | 331,522 | |
Federal National Mortgage Assoc. | |||
0.25% 07/10/23 | 455,000 | 444,553 | |
0.50% 11/07/25 | 250,000 | 232,302 | |
1.50% 04/01/36 - 03/01/51 | 2,364,892 | 2,183,644 | |
1.67% 10/25/31 (e) | 100,000 | 89,780 | |
1.75% 07/02/24 | 225,000 | 221,868 | |
2.00% 11/01/35 - 11/01/51 | 9,283,509 | 8,708,045 | |
2.13% 04/24/26 | 200,000 | 197,136 | |
2.50% 09/01/28 - 03/01/52 | 6,072,893 | 5,856,863 | |
3.00% 04/01/30 - 09/01/51 | 3,294,982 | 3,279,648 | |
3.50% 01/01/27 - 03/01/49 | 1,453,177 | 1,474,164 | |
4.00% 10/01/41 - 02/01/50 | 1,292,585 | 1,337,288 | |
4.50% 01/01/27 - 09/01/49 | 503,976 | 529,544 | |
5.00% 12/01/39 - 05/01/41 | 99,082 | 106,874 | |
5.50% 12/01/35 - 04/01/38 | 580,854 | 631,897 | |
6.00% 03/01/34 - 08/01/37 | 728,231 | 804,886 | |
Federal National Mortgage Assoc. TBA | |||
1.50% 04/01/37 - 04/01/52 (f) | 900,000 | 818,670 | |
2.00% 04/01/37 - 04/01/52 (f) | 575,000 | 538,718 | |
2.50% 04/01/52 (f) | 925,000 | 882,262 | |
3.00% 04/01/52 (f) | 600,000 | 586,685 | |
3.50% 04/01/52 (f) | 350,000 | 350,476 | |
Government National Mortgage Assoc. | |||
2.00% 10/20/50 - 01/20/52 | 2,450,054 | 2,336,958 | |
2.50% 06/20/50 - 01/20/52 | 2,560,738 | 2,487,886 | |
3.00% 10/15/42 - 12/20/50 | 1,954,360 | 1,950,582 | |
3.50% 11/20/43 - 08/20/49 | 1,513,188 | 1,542,404 | |
4.00% 12/20/40 - 09/20/46 | 697,756 | 730,472 | |
4.50% 05/20/40 - 01/20/49 | 332,941 | 349,966 | |
5.00% 08/15/41 | 561,842 | 606,377 | |
Government National Mortgage Assoc. TBA | |||
2.00% 04/01/52 (f) | 525,000 | 499,237 | |
2.50% 04/01/52 (f) | 400,000 | 387,641 | |
Tennessee Valley Authority | |||
3.50% 12/15/42 | 100,000 | 102,149 | |
U.S. Treasury Bonds | |||
1.38% 12/31/28 | 250,000 | 233,672 | |
2.38% 03/31/29 | 700,000 | 698,031 | |
U.S. Treasury Inflation Indexed Notes | |||
0.13% 01/15/31 | 2,731,717 | 2,891,741 | |
U.S. Treasury Notes | |||
1.88% 02/28/29 | 200,000 | 193,094 | |
2.25% 02/15/52 | 160,000 | 153,450 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 91 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
United States Treasury Inflation Indexed Bonds | |||
0.13% 01/15/32 - 02/15/52 | $1,448,564 | $1,531,386 | |
61,339,864 | |||
Agency Collateralized Mortgage Obligations - 0.1% | |||
Federal Home Loan Mortgage Corp. | |||
1.48% 04/25/30 | 69,643 | 62,978 | |
1.56% 04/25/30 | 40,000 | 36,408 | |
1.87% 01/25/30 | 58,333 | 54,535 | |
3.39% 03/25/24 | 200,000 | 202,334 | |
3.41% 12/25/26 | 200,000 | 204,930 | |
3.78% 08/25/28 | 182,530 | 187,934 | |
3.90% 04/25/28 | 100,000 | 105,887 | |
3.90% 08/25/28 (e) | 235,000 | 249,284 | |
Federal National Mortgage Assoc. | |||
1.27% 07/25/30 | 80,000 | 70,311 | |
1.46% 03/25/31 (e) | 145,000 | 128,660 | |
1.74% 10/25/31 (e) | 250,000 | 226,240 | |
3.07% 06/25/27 (e) | 213,640 | 215,826 | |
1,745,327 | |||
Asset Backed - 0.0% * | |||
American Express Credit Account Master Trust | |||
0.90% 11/15/26 | 184,000 | 175,371 | |
BA Credit Card Trust | |||
0.44% 09/15/26 | 9,000 | 8,603 | |
Discover Card Execution Note Trust | |||
1.03% 09/15/28 | 81,000 | 75,084 | |
Drive Auto Receivables Trust 2021-3 | |||
0.79% 10/15/25 | 43,000 | 41,997 | |
Hyundai Auto Receivables Trust 2021-C | |||
0.74% 05/15/26 | 100,000 | 96,058 | |
Santander Drive Auto Receivables Trust | |||
0.95% 09/15/27 | 69,000 | 67,745 | |
World Omni Auto Receivables Trust 2021-B | |||
0.42% 06/15/26 | 100,000 | 96,842 | |
561,700 | |||
Corporate Notes - 3.0% | |||
3M Co. | |||
2.65% 04/15/25 | 100,000 | 99,371 | |
3.38% 03/01/29 | 25,000 | 25,419 | |
Abbott Laboratories | |||
3.75% 11/30/26 | 57,000 | 59,159 | |
4.90% 11/30/46 | 25,000 | 30,517 | |
AbbVie Inc. | |||
2.60% 11/21/24 | 25,000 | 24,827 | |
3.20% 05/14/26 - 11/21/29 | 105,000 | 104,481 | |
3.80% 03/15/25 | 100,000 | 102,061 | |
4.25% 11/14/28 - 11/21/49 | 60,000 | 62,741 | |
4.30% 05/14/36 | 50,000 | 52,467 | |
4.75% 03/15/45 | 50,000 | 54,554 | |
4.88% 11/14/48 | 25,000 | 28,370 | |
Adobe Inc. | |||
3.25% 02/01/25 | 70,000 | 70,956 | |
Advocate Health & Hospitals Corp. | |||
3.39% 10/15/49 | 25,000 | 23,785 |
Principal Amount | Fair Value | ||
AEP Texas Inc. | |||
3.45% 05/15/51 | $35,000 | $31,275 | |
AerCap Ireland Capital DAC/AerCap Global Aviation Trust | |||
2.45% 10/29/26 | 75,000 | 69,332 | |
3.30% 01/30/32 | 100,000 | 90,390 | |
African Development Bank | |||
0.75% 04/03/23 | 50,000 | 49,416 | |
0.88% 03/23/26 | 50,000 | 46,668 | |
Agilent Technologies Inc. | |||
2.75% 09/15/29 | 25,000 | 23,839 | |
Air Lease Corp. | |||
3.88% 07/03/23 | 50,000 | 50,480 | |
4.25% 02/01/24 | 100,000 | 101,301 | |
Air Products & Chemicals Inc. | |||
2.05% 05/15/30 | 10,000 | 9,219 | |
2.70% 05/15/40 | 25,000 | 22,260 | |
Aircastle Ltd. | |||
4.13% 05/01/24 | 20,000 | 19,957 | |
5.00% 04/01/23 | 20,000 | 20,317 | |
Alabama Power Co. | |||
3.45% 10/01/49 | 50,000 | 46,204 | |
Alexandria Real Estate Equities Inc. | |||
4.85% 04/15/49 | 50,000 | 56,392 | |
Alibaba Group Holding Ltd. | |||
4.00% 12/06/37 | 100,000 | 93,190 | |
Allegion PLC | |||
3.50% 10/01/29 | 15,000 | 14,518 | |
Allina Health System | |||
2.90% 11/15/51 | 10,000 | 8,386 | |
Ally Financial Inc. | |||
3.88% 05/21/24 | 75,000 | 75,928 | |
Alphabet Inc. | |||
2.05% 08/15/50 | 50,000 | 39,558 | |
3.38% 02/25/24 | 50,000 | 51,081 | |
Altria Group Inc. | |||
4.80% 02/14/29 | 40,000 | 42,008 | |
5.38% 01/31/44 | 70,000 | 72,712 | |
5.80% 02/14/39 | 15,000 | 16,253 | |
5.95% 02/14/49 | 40,000 | 43,524 | |
Amazon.com Inc. | |||
0.40% 06/03/23 | 105,000 | 103,359 | |
1.65% 05/12/28 | 50,000 | 46,453 | |
3.15% 08/22/27 | 50,000 | 50,728 | |
4.05% 08/22/47 | 100,000 | 108,924 | |
4.25% 08/22/57 | 50,000 | 56,737 | |
America Movil SAB de C.V. | |||
6.13% 03/30/40 | 100,000 | 124,524 | |
American Airlines Pass Through Trust | |||
3.15% 08/15/33 | 44,579 | 41,960 | |
American Express Co. | |||
0.75% 11/03/23 | 50,000 | 48,791 | |
3.63% 12/05/24 | 50,000 | 50,951 | |
American Homes 4 Rent LP | |||
3.63% 04/15/32 | 20,000 | 19,503 | |
American Honda Finance Corp. | |||
2.40% 06/27/24 | 150,000 | 148,977 | |
American International Group Inc. | |||
2.50% 06/30/25 | 100,000 | 98,018 | |
4.50% 07/16/44 | 50,000 | 54,090 |
See Notes to Schedule of Investments.
92 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
American Tower Corp. | |||
3.10% 06/15/50 | $25,000 | $20,227 | |
3.95% 03/15/29 | 100,000 | 100,466 | |
4.05% 03/15/32 | 10,000 | 10,030 | |
American Water Capital Corp. | |||
3.45% 06/01/29 | 50,000 | 50,218 | |
AmerisourceBergen Corp. | |||
3.45% 12/15/27 | 50,000 | 50,095 | |
Amgen Inc. | |||
3.15% 02/21/40 | 125,000 | 114,134 | |
3.20% 11/02/27 | 100,000 | 100,444 | |
3.35% 02/22/32 | 30,000 | 29,752 | |
4.56% 06/15/48 | 50,000 | 54,218 | |
Amphenol Corp. | |||
4.35% 06/01/29 | 25,000 | 26,354 | |
Anheuser-Busch InBev Worldwide Inc. | |||
4.00% 04/13/28 | 55,000 | 57,094 | |
4.75% 04/15/58 | 50,000 | 54,144 | |
5.55% 01/23/49 | 65,000 | 78,934 | |
5.80% 01/23/59 | 25,000 | 31,354 | |
8.00% 11/15/39 | 150,000 | 218,862 | |
Anthem Inc. | |||
4.38% 12/01/47 | 65,000 | 69,916 | |
4.65% 01/15/43 | 50,000 | 55,030 | |
Aon Corp./Aon Global Holdings PLC | |||
2.05% 08/23/31 | 50,000 | 44,113 | |
2.60% 12/02/31 | 35,000 | 32,256 | |
Apple Inc. | |||
0.55% 08/20/25 | 200,000 | 186,464 | |
1.20% 02/08/28 | 75,000 | 68,149 | |
1.70% 08/05/31 | 50,000 | 44,842 | |
2.40% 05/03/23 - 08/20/50 | 125,000 | 107,817 | |
3.00% 11/13/27 | 50,000 | 50,343 | |
4.38% 05/13/45 | 65,000 | 73,460 | |
4.65% 02/23/46 | 85,000 | 100,205 | |
Applied Materials Inc. | |||
3.90% 10/01/25 | 60,000 | 61,756 | |
Aptiv PLC/Aptiv Corp. | |||
2.40% 02/18/25 | 20,000 | 19,492 | |
3.25% 03/01/32 | 25,000 | 23,688 | |
4.15% 05/01/52 | 15,000 | 14,122 | |
Arch Capital Finance LLC | |||
5.03% 12/15/46 | 50,000 | 54,561 | |
Ares Capital Corp. | |||
3.88% 01/15/26 | 50,000 | 49,134 | |
4.20% 06/10/24 | 65,000 | 65,495 | |
Arizona Public Service Co. | |||
4.25% 03/01/49 | 25,000 | 24,945 | |
Arrow Electronics Inc. | |||
4.00% 04/01/25 | 40,000 | 40,584 | |
Asian Development Bank | |||
0.25% 07/14/23 | 135,000 | 131,768 | |
0.75% 10/08/30 | 100,000 | 87,077 | |
1.00% 04/14/26 | 50,000 | 46,868 | |
1.50% 01/20/27 | 50,000 | 47,675 | |
1.88% 03/15/29 | 50,000 | 47,914 | |
3.13% 09/26/28 | 25,000 | 25,953 | |
Assurant Inc. | |||
4.90% 03/27/28 | 50,000 | 52,509 | |
AstraZeneca PLC | |||
0.70% 04/08/26 | 50,000 | 45,762 | |
3.50% 08/17/23 | 25,000 | 25,371 | |
4.00% 01/17/29 | 20,000 | 21,078 |
Principal Amount | Fair Value | ||
6.45% 09/15/37 | $50,000 | $66,666 | |
AT&T Inc. | |||
0.90% 03/25/24 | 50,000 | 48,457 | |
2.75% 06/01/31 | 50,000 | 46,836 | |
3.50% 09/15/53 | 150,000 | 132,625 | |
3.65% 09/15/59 | 200,000 | 175,734 | |
4.30% 02/15/30 | 20,000 | 21,147 | |
4.35% 03/01/29 - 06/15/45 | 150,000 | 155,864 | |
4.50% 05/15/35 | 95,000 | 100,775 | |
4.75% 05/15/46 | 50,000 | 54,514 | |
Athene Holding Ltd. | |||
3.50% 01/15/31 | 10,000 | 9,568 | |
Atmos Energy Corp. | |||
4.30% 10/01/48 | 50,000 | 53,249 | |
Australia & New Zealand Banking Group Ltd. | |||
3.70% 11/16/25 | 50,000 | 51,253 | |
Automatic Data Processing Inc. | |||
1.70% 05/15/28 | 20,000 | 18,596 | |
AutoNation Inc. | |||
2.40% 08/01/31 | 50,000 | 43,575 | |
AutoZone Inc. | |||
3.75% 04/18/29 | 50,000 | 50,497 | |
AvalonBay Communities Inc. | |||
2.05% 01/15/32 | 35,000 | 31,648 | |
3.20% 01/15/28 | 40,000 | 39,596 | |
Avangrid Inc. | |||
3.80% 06/01/29 | 50,000 | 50,760 | |
AXA S.A. | |||
8.60% 12/15/30 | 50,000 | 66,236 | |
Bain Capital Specialty Finance Inc. | |||
2.55% 10/13/26 | 50,000 | 45,125 | |
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc. | |||
4.08% 12/15/47 | 50,000 | 50,340 | |
Banco Santander S.A. (4.18% fixed rate until 03/24/27; 2.00% + 1 year CMT Rate thereafter) | |||
4.18% 03/24/28 (e) | 100,000 | 100,694 | |
Bank of America Corp. | |||
3.95% 04/21/25 | 55,000 | 56,013 | |
4.20% 08/26/24 | 100,000 | 102,478 | |
5.00% 01/21/44 | 50,000 | 57,733 | |
6.11% 01/29/37 | 100,000 | 119,465 | |
Bank of America Corp. (1.32% fixed rate until 06/19/25; 1.15% + SOFR thereafter) | |||
1.32% 06/19/26 (e) | 25,000 | 23,413 | |
Bank of America Corp. (2.57% fixed rate until 10/20/31; 1.21% + SOFR thereafter) | |||
2.57% 10/20/32 (e) | 25,000 | 22,769 | |
Bank of America Corp. (2.59% fixed rate until 04/29/30; 2.15% + SOFR thereafter) | |||
2.59% 04/29/31 (e) | 75,000 | 69,282 | |
Bank of America Corp. (2.88% fixed rate until 10/22/29; 1.19% + 3 month USD LIBOR thereafter) | |||
2.88% 10/22/30 (e) | 100,000 | 94,759 | |
Bank of America Corp. (2.97% fixed rate until 02/04/32; 1.33% + SOFR thereafter) | |||
2.97% 02/04/33 (e) | 100,000 | 93,794 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 93 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Bank of America Corp. (3.19% fixed rate until 07/23/29; 1.18% + 3 month USD LIBOR thereafter) | |||
3.19% 07/23/30 (e) | $50,000 | $48,412 | |
Bank of America Corp. (3.37% fixed rate until 01/23/25; 0.81% + 3 month USD LIBOR thereafter) | |||
3.37% 01/23/26 (e) | 125,000 | 124,982 | |
Bank of America Corp. (3.42% fixed rate until 12/20/27; 1.04% + 3 month USD LIBOR thereafter) | |||
3.42% 12/20/28 (e) | 107,000 | 106,043 | |
Bank of America Corp. (3.46% fixed rate until 03/15/24; 0.97% + 3 month USD LIBOR thereafter) | |||
3.46% 03/15/25 (e) | 100,000 | 100,629 | |
Bank of America Corp. (3.97% fixed rate until 03/05/28; 1.07% + 3 month USD LIBOR thereafter) | |||
3.97% 03/05/29 (e) | 100,000 | 101,694 | |
Bank of America Corp. (4.24% fixed rate until 04/24/37; 1.81% + 3 month USD LIBOR thereafter) | |||
4.24% 04/24/38 (e) | 50,000 | 52,220 | |
Bank of America Corp. (4.33% fixed rate until 03/15/49; 1.52% + 3 month USD LIBOR thereafter) | |||
4.33% 03/15/50 (e) | 100,000 | 107,116 | |
Bank of Montreal (0.95% fixed rate until 01/22/26; 0.60% + SOFR thereafter) | |||
0.95% 01/22/27 (e) | 100,000 | 91,760 | |
Bank of Nova Scotia | |||
2.95% 03/11/27 | 50,000 | 49,085 | |
Banner Health | |||
2.34% 01/01/30 | 75,000 | 69,680 | |
Barclays PLC (1.01% fixed rate until 12/10/23; 0.80% + 1 year CMT Rate thereafter) | |||
1.01% 12/10/24 (e) | 100,000 | 96,010 | |
Barclays PLC (3.56% fixed rate until 09/23/30; 2.90% + 5 year CMT Rate thereafter) | |||
3.56% 09/23/35 (e) | 100,000 | 92,003 | |
Barclays PLC (4.97% fixed rate until 05/16/28; 1.90% + 3 month USD LIBOR thereafter) | |||
4.97% 05/16/29 (e) | 100,000 | 104,992 | |
BAT Capital Corp. | |||
2.79% 09/06/24 | 100,000 | 98,747 | |
3.56% 08/15/27 | 100,000 | 97,313 | |
3.98% 09/25/50 | 100,000 | 81,606 | |
Baxter International Inc. | |||
2.27% 12/01/28 (d) | 50,000 | 46,322 | |
BBVA USA | |||
3.88% 04/10/25 | 50,000 | 50,915 | |
Becton Dickinson & Co. | |||
3.70% 06/06/27 | 66,000 | 66,987 | |
Bell Canada Inc. | |||
4.30% 07/29/49 | 30,000 | 31,867 | |
Berkshire Hathaway Finance Corp. | |||
2.88% 03/15/32 | 25,000 | 24,246 | |
4.20% 08/15/48 | 100,000 | 107,528 |
Principal Amount | Fair Value | ||
Biogen Inc. | |||
4.05% 09/15/25 | $100,000 | $102,771 | |
Black Hills Corp. | |||
3.88% 10/15/49 | 25,000 | 23,553 | |
4.35% 05/01/33 | 30,000 | 30,568 | |
BlackRock Inc. | |||
2.40% 04/30/30 | 20,000 | 18,926 | |
3.25% 04/30/29 | 60,000 | 60,835 | |
Boardwalk Pipelines LP | |||
3.60% 09/01/32 | 25,000 | 23,899 | |
Booking Holdings Inc. | |||
3.55% 03/15/28 | 50,000 | 50,552 | |
Boston Properties LP | |||
3.40% 06/21/29 | 50,000 | 49,559 | |
Boston Scientific Corp. | |||
4.55% 03/01/39 | 50,000 | 53,372 | |
BP Capital Markets America Inc. | |||
2.72% 01/12/32 | 35,000 | 32,984 | |
2.77% 11/10/50 | 100,000 | 82,918 | |
3.94% 09/21/28 | 25,000 | 25,863 | |
4.23% 11/06/28 | 50,000 | 52,531 | |
BPCE S.A. | |||
4.00% 04/15/24 | 50,000 | 50,916 | |
Brandywine Operating Partnership LP | |||
4.55% 10/01/29 | 25,000 | 25,882 | |
Brighthouse Financial Inc. | |||
3.85% 12/22/51 | 50,000 | 41,706 | |
Bristol-Myers Squibb Co. | |||
2.95% 03/15/32 | 50,000 | 49,003 | |
3.40% 07/26/29 | 17,000 | 17,296 | |
3.55% 03/15/42 | 15,000 | 14,854 | |
3.70% 03/15/52 | 20,000 | 20,123 | |
4.13% 06/15/39 | 15,000 | 16,071 | |
4.25% 10/26/49 | 40,000 | 43,785 | |
4.35% 11/15/47 | 50,000 | 55,180 | |
British Telecommunications PLC | |||
9.63% 12/15/30 | 50,000 | 68,320 | |
Broadcom Inc. | |||
3.15% 11/15/25 | 40,000 | 39,732 | |
3.50% 02/15/41 (d) | 50,000 | 44,630 | |
4.30% 11/15/32 | 130,000 | 131,813 | |
4.75% 04/15/29 | 100,000 | 104,955 | |
Brookfield Finance Inc. | |||
3.90% 01/25/28 | 50,000 | 50,292 | |
Brown & Brown Inc. | |||
4.20% 03/17/32 | 15,000 | 15,243 | |
Brunswick Corp. | |||
4.40% 09/15/32 | 25,000 | 24,729 | |
Bunge Limited Finance Corp. | |||
1.63% 08/17/25 | 50,000 | 47,352 | |
Burlington Northern Santa Fe LLC | |||
3.55% 02/15/50 | 50,000 | 49,582 | |
5.75% 05/01/40 | 75,000 | 93,717 | |
California Institute of Technology | |||
3.65% 09/01/19 | 20,000 | 17,312 | |
Camden Property Trust | |||
3.35% 11/01/49 | 10,000 | 9,361 | |
4.10% 10/15/28 | 10,000 | 10,420 | |
Campbell Soup Co. | |||
2.38% 04/24/30 | 15,000 | 13,689 | |
4.15% 03/15/28 | 50,000 | 51,329 |
See Notes to Schedule of Investments.
94 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Canadian Imperial Bank of Commerce | |||
1.00% 10/18/24 | $50,000 | $47,478 | |
3.60% 04/07/32 | 10,000 | 9,958 | |
Canadian National Railway Co. | |||
2.95% 11/21/24 | 55,000 | 54,935 | |
Canadian Natural Resources Ltd. | |||
2.05% 07/15/25 | 50,000 | 47,951 | |
Canadian Pacific Railway Co. | |||
1.75% 12/02/26 | 50,000 | 47,198 | |
2.05% 03/05/30 | 20,000 | 18,339 | |
2.90% 02/01/25 | 50,000 | 49,851 | |
Capital One Financial Co. (2.62% fixed rate until 11/02/31; 1.27% + SOFR thereafter) | |||
2.62% 11/02/32 (e) | 25,000 | 22,450 | |
Capital One Financial Corp. | |||
3.90% 01/29/24 | 75,000 | 76,222 | |
4.20% 10/29/25 | 90,000 | 92,280 | |
Carlisle Companies Inc. | |||
2.20% 03/01/32 | 50,000 | 43,548 | |
Carrier Global Corp. | |||
2.24% 02/15/25 | 15,000 | 14,576 | |
2.49% 02/15/27 | 15,000 | 14,320 | |
3.58% 04/05/50 | 25,000 | 22,875 | |
Caterpillar Financial Services Corp. | |||
1.70% 01/08/27 | 20,000 | 18,942 | |
2.85% 05/17/24 | 25,000 | 25,133 | |
3.45% 05/15/23 | 25,000 | 25,319 | |
Caterpillar Inc. | |||
3.25% 04/09/50 | 50,000 | 48,565 | |
CDW LLC/CDW Finance Corp. | |||
2.67% 12/01/26 | 70,000 | 66,090 | |
Celulosa Arauco y Constitucion S.A. | |||
3.88% 11/02/27 | 100,000 | 101,358 | |
Cenovus Energy Inc. | |||
6.80% 09/15/37 | 50,000 | 61,762 | |
CenterPoint Energy Houston Electric LLC | |||
4.50% 04/01/44 | 50,000 | 55,023 | |
Charter Communications Operating LLC/Charter Communications Operating Capital | |||
2.80% 04/01/31 | 65,000 | 58,739 | |
4.80% 03/01/50 | 95,000 | 90,525 | |
4.91% 07/23/25 | 50,000 | 51,773 | |
5.25% 04/01/53 | 25,000 | 25,329 | |
6.48% 10/23/45 | 75,000 | 85,480 | |
Cheniere Corpus Christi Holdings LLC | |||
2.74% 12/31/39 (d) | 55,000 | 48,127 | |
Chevron Corp. | |||
2.90% 03/03/24 | 50,000 | 50,526 | |
Chevron USA Inc. | |||
3.25% 10/15/29 | 100,000 | 101,613 | |
Chubb INA Holdings Inc. | |||
4.35% 11/03/45 | 50,000 | 54,651 | |
CI Financial Corp. | |||
4.10% 06/15/51 | 50,000 | 43,791 | |
Cigna Corp. | |||
2.40% 03/15/30 | 15,000 | 13,886 | |
3.75% 07/15/23 | 20,000 | 20,298 | |
4.38% 10/15/28 | 40,000 | 42,074 |
Principal Amount | Fair Value | ||
4.50% 02/25/26 | $50,000 | $52,301 | |
4.80% 08/15/38 | 30,000 | 32,985 | |
4.90% 12/15/48 | 80,000 | 90,064 | |
Cisco Systems Inc. | |||
5.90% 02/15/39 | 50,000 | 65,381 | |
Citigroup Inc. | |||
3.70% 01/12/26 | 150,000 | 151,938 | |
3.88% 03/26/25 | 50,000 | 50,640 | |
4.30% 11/20/26 | 100,000 | 102,946 | |
Citigroup Inc. (2.52% fixed rate until 11/03/31; 1.18% + SOFR thereafter) | |||
2.52% 11/03/32 (e) | 35,000 | 31,386 | |
Citigroup Inc. (3.06% fixed rate until 01/25/32; 1.35% + SOFR thereafter) | |||
3.06% 01/25/33 (e) | 50,000 | 46,800 | |
Citigroup Inc. (3.35% fixed rate until 04/24/24; 0.90% + 3 month USD LIBOR thereafter) | |||
3.35% 04/24/25 (e) | 100,000 | 100,269 | |
Citigroup Inc. (3.52% fixed rate until 10/27/27; 1.15% + 3 month USD LIBOR thereafter) | |||
3.52% 10/27/28 (e) | 100,000 | 99,311 | |
Citigroup Inc. (3.78% fixed rate until 03/17/32; 1.94% + SOFR thereafter) | |||
3.79% 03/17/33 (e) | 50,000 | 49,688 | |
Citigroup Inc. (4.08% fixed rate until 04/23/28; 1.19% + 3 month USD LIBOR thereafter) | |||
4.08% 04/23/29 (e) | 75,000 | 76,579 | |
Citigroup Inc. (5.32% fixed rate until 03/26/40; 4.55% + SOFR thereafter) | |||
5.32% 03/26/41 (e) | 100,000 | 116,552 | |
Citrix Systems Inc. | |||
3.30% 03/01/30 | 25,000 | 24,764 | |
CME Group Inc. | |||
2.65% 03/15/32 | 20,000 | 19,138 | |
CNOOC Finance 2014 ULC | |||
4.25% 04/30/24 | 100,000 | 102,153 | |
CNOOC Petroleum North America ULC | |||
6.40% 05/15/37 | 25,000 | 29,287 | |
Comcast Corp. | |||
2.65% 02/01/30 | 35,000 | 33,632 | |
2.94% 11/01/56 (d) | 100,000 | 83,398 | |
3.38% 08/15/25 | 50,000 | 50,650 | |
3.40% 07/15/46 | 100,000 | 94,260 | |
3.45% 02/01/50 | 135,000 | 127,121 | |
3.55% 05/01/28 | 100,000 | 101,898 | |
4.60% 10/15/38 | 30,000 | 33,138 | |
4.70% 10/15/48 | 40,000 | 45,226 | |
Comerica Inc. | |||
4.00% 02/01/29 | 50,000 | 51,771 | |
Commonwealth Edison Co. | |||
4.60% 08/15/43 | 100,000 | 109,815 | |
Conagra Brands Inc. | |||
4.30% 05/01/24 | 5,000 | 5,138 | |
5.30% 11/01/38 | 60,000 | 65,872 | |
ConocoPhillips | |||
6.50% 02/01/39 | 50,000 | 66,858 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 95 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Consolidated Edison Company of New York Inc. | |||
3.88% 06/15/47 | $50,000 | $48,606 | |
4.13% 05/15/49 | 50,000 | 50,848 | |
Constellation Brands Inc. | |||
3.50% 05/09/27 | 25,000 | 25,158 | |
3.75% 05/01/50 | 5,000 | 4,641 | |
5.25% 11/15/48 | 15,000 | 16,875 | |
Consumers Energy Co. | |||
4.05% 05/15/48 | 50,000 | 52,714 | |
Continental Resources Inc. | |||
3.80% 06/01/24 | 85,000 | 85,542 | |
Cooperatieve Rabobank UA | |||
0.38% 01/12/24 | 75,000 | 72,023 | |
Corning Inc. | |||
3.90% 11/15/49 | 50,000 | 48,274 | |
Credit Suisse AG | |||
3.63% 09/09/24 | 50,000 | 50,579 | |
Credit Suisse Group AG | |||
4.88% 05/15/45 | 50,000 | 51,870 | |
Crown Castle International Corp. | |||
3.15% 07/15/23 | 55,000 | 55,372 | |
3.80% 02/15/28 | 25,000 | 24,977 | |
5.20% 02/15/49 | 50,000 | 55,765 | |
CSX Corp. | |||
4.10% 03/15/44 | 43,000 | 44,002 | |
4.25% 03/15/29 | 50,000 | 52,975 | |
CubeSmart LP | |||
4.38% 02/15/29 | 15,000 | 15,734 | |
Cummins Inc. | |||
1.50% 09/01/30 | 50,000 | 43,313 | |
CVS Health Corp. | |||
3.88% 07/20/25 | 50,000 | 51,027 | |
4.10% 03/25/25 | 13,000 | 13,347 | |
4.30% 03/25/28 | 43,000 | 45,077 | |
4.78% 03/25/38 | 95,000 | 103,708 | |
5.05% 03/25/48 | 90,000 | 101,973 | |
CyrusOne LP/CyrusOne Finance Corp. | |||
2.90% 11/15/24 | 25,000 | 25,119 | |
D.R. Horton Inc. | |||
1.30% 10/15/26 | 55,000 | 50,093 | |
Darden Restaurants Inc. | |||
4.55% 02/15/48 | 15,000 | 14,588 | |
Deere & Co. | |||
2.75% 04/15/25 | 75,000 | 74,869 | |
Dell International LLC/EMC Corp. | |||
3.38% 12/15/41 (d) | 25,000 | 21,097 | |
6.02% 06/15/26 | 75,000 | 81,376 | |
6.20% 07/15/30 | 50,000 | 57,301 | |
Delmarva Power & Light Co. | |||
4.15% 05/15/45 | 100,000 | 101,274 | |
Deutsche Bank AG (2.22% fixed rate until 09/18/23; 2.16% + SOFR thereafter) | |||
2.22% 09/18/24 (e) | 100,000 | 97,878 | |
Deutsche Bank AG (3.55% fixed rate until 09/18/30; 3.04% + SOFR thereafter) | |||
3.55% 09/18/31 (e) | 100,000 | 94,309 | |
Deutsche Bank AG (3.96% fixed rate until 11/26/24; 2.58% + SOFR thereafter) | |||
3.96% 11/26/25 (e) | 50,000 | 49,973 |
Principal Amount | Fair Value | ||
Deutsche Telekom International Finance BV | |||
8.75% 06/15/30 | $50,000 | $67,203 | |
Devon Energy Corp. | |||
5.00% 06/15/45 | 50,000 | 54,462 | |
DH Europe Finance II Sarl | |||
3.40% 11/15/49 | 25,000 | 23,605 | |
Diageo Capital PLC | |||
2.13% 04/29/32 | 100,000 | 90,666 | |
Diamondback Energy Inc. | |||
3.50% 12/01/29 | 50,000 | 49,518 | |
Digital Realty Trust LP | |||
4.45% 07/15/28 | 50,000 | 52,045 | |
Discover Financial Services | |||
3.75% 03/04/25 | 100,000 | 101,059 | |
Discovery Communications LLC | |||
4.65% 05/15/50 | 50,000 | 48,806 | |
Dollar Tree Inc. | |||
4.00% 05/15/25 | 50,000 | 51,215 | |
Dominion Energy Inc. | |||
1.45% 04/15/26 | 40,000 | 37,301 | |
4.25% 06/01/28 | 50,000 | 51,990 | |
DTE Electric Co. | |||
3.70% 03/15/45 | 45,000 | 44,303 | |
Duke Energy Corp. | |||
3.95% 08/15/47 | 75,000 | 72,902 | |
Duke Energy Corp. (3.25% fixed rate until 01/15/27; 2.32% + 5 year CMT Rate thereafter) | |||
3.25% 01/15/82 (e) | 25,000 | 22,146 | |
Duke Energy Ohio Inc. | |||
3.65% 02/01/29 | 100,000 | 101,792 | |
4.30% 02/01/49 | 100,000 | 106,791 | |
Duke Realty LP | |||
2.25% 01/15/32 | 50,000 | 44,950 | |
DuPont de Nemours Inc. | |||
4.21% 11/15/23 | 50,000 | 51,161 | |
5.32% 11/15/38 | 15,000 | 17,283 | |
5.42% 11/15/48 | 40,000 | 48,415 | |
Eagle Materials Inc. | |||
2.50% 07/01/31 | 25,000 | 22,271 | |
eBay Inc. | |||
1.40% 05/10/26 | 50,000 | 46,513 | |
Ecolab Inc. | |||
2.13% 02/01/32 | 25,000 | 22,879 | |
3.25% 12/01/27 | 70,000 | 71,128 | |
Eli Lilly & Co. | |||
2.25% 05/15/50 | 50,000 | 40,697 | |
2.75% 06/01/25 | 22,000 | 21,928 | |
3.38% 03/15/29 | 13,000 | 13,384 | |
Emera US Finance LP | |||
3.55% 06/15/26 | 60,000 | 60,007 | |
Emory University | |||
2.14% 09/01/30 | 40,000 | 37,537 | |
Enable Midstream Partners LP | |||
4.95% 05/15/28 | 60,000 | 62,349 | |
Enbridge Energy Partners LP | |||
5.88% 10/15/25 | 75,000 | 80,844 | |
Enbridge Inc. | |||
2.50% 08/01/33 | 25,000 | 22,216 | |
Enel Chile S.A. | |||
4.88% 06/12/28 | 25,000 | 25,868 | |
Energy Transfer LP | |||
6.00% 06/15/48 | 50,000 | 55,583 |
See Notes to Schedule of Investments.
96 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
6.25% 04/15/49 | $50,000 | $57,351 | |
6.50% 02/01/42 | 50,000 | 57,513 | |
Enstar Group Ltd. | |||
3.10% 09/01/31 | 10,000 | 8,954 | |
Entergy Louisiana LLC | |||
4.05% 09/01/23 | 50,000 | 50,822 | |
Entergy Texas Inc. | |||
4.00% 03/30/29 | 100,000 | 103,546 | |
Enterprise Products Operating LLC | |||
4.20% 01/31/50 | 35,000 | 34,789 | |
4.25% 02/15/48 | 25,000 | 25,108 | |
4.45% 02/15/43 | 42,000 | 42,310 | |
4.80% 02/01/49 | 25,000 | 26,821 | |
Enterprise Products Operating LLC (5.38% fixed rate until 02/15/28; 2.57% + 3 month USD LIBOR thereafter) | |||
5.38% 02/15/78 (e) | 50,000 | 46,431 | |
EOG Resources Inc. | |||
4.38% 04/15/30 | 25,000 | 27,030 | |
Equinix Inc. | |||
2.15% 07/15/30 | 65,000 | 57,075 | |
2.63% 11/18/24 | 65,000 | 64,069 | |
Equinor ASA | |||
3.95% 05/15/43 | 50,000 | 51,769 | |
Essential Utilities Inc. | |||
2.70% 04/15/30 | 25,000 | 23,418 | |
European Bank for Reconstruction & Development | |||
1.63% 09/27/24 | 75,000 | 73,385 | |
European Investment Bank | |||
0.38% 12/15/25 | 100,000 | 92,228 | |
1.38% 03/15/27 | 100,000 | 94,678 | |
1.88% 02/10/25 | 100,000 | 98,214 | |
2.25% 06/24/24 | 50,000 | 49,839 | |
2.63% 03/15/24 | 185,000 | 185,966 | |
Evergy Metro Inc. | |||
4.20% 06/15/47 | 100,000 | 103,686 | |
Eversource Energy | |||
2.90% 10/01/24 | 100,000 | 99,594 | |
Exelon Generation Company LLC | |||
3.25% 06/01/25 | 45,000 | 44,899 | |
Expedia Group Inc. | |||
3.25% 02/15/30 | 35,000 | 33,397 | |
Extra Space Storage LP | |||
3.90% 04/01/29 | 5,000 | 5,018 | |
Exxon Mobil Corp. | |||
2.71% 03/06/25 | 50,000 | 49,941 | |
2.99% 03/19/25 | 50,000 | 50,271 | |
3.04% 03/01/26 | 50,000 | 50,409 | |
3.10% 08/16/49 | 25,000 | 22,873 | |
4.23% 03/19/40 | 50,000 | 53,978 | |
Fairfax Financial Holdings Ltd. | |||
4.63% 04/29/30 | 25,000 | 25,758 | |
Federal Realty Investment Trust | |||
3.20% 06/15/29 | 50,000 | 48,941 | |
FedEx Corp. | |||
4.05% 02/15/48 | 100,000 | 98,656 | |
Fidelity National Financial Inc. | |||
4.50% 08/15/28 | 25,000 | 25,603 |
Principal Amount | Fair Value | ||
Fidelity National Information Services Inc. | |||
0.60% 03/01/24 | $50,000 | $47,865 | |
Fifth Third Bancorp (1.71% fixed rate until 11/01/26; 0.69% + SOFR thereafter) | |||
1.71% 11/01/27 (e) | 25,000 | 23,235 | |
Fiserv Inc. | |||
3.50% 07/01/29 | 45,000 | 44,283 | |
3.80% 10/01/23 | 25,000 | 25,407 | |
Flex Ltd. | |||
4.88% 06/15/29 | 25,000 | 26,161 | |
Florida Power & Light Co. | |||
2.88% 12/04/51 | 50,000 | 44,827 | |
4.13% 02/01/42 | 50,000 | 52,910 | |
Fomento Economico Mexicano SAB de C.V. | |||
3.50% 01/16/50 | 75,000 | 69,940 | |
Fortune Brands Home & Security Inc. | |||
4.00% 03/25/32 | 25,000 | 25,028 | |
Fox Corp. | |||
4.03% 01/25/24 | 125,000 | 127,612 | |
Freeport-McMoRan Inc. | |||
4.63% 08/01/30 | 100,000 | 102,235 | |
FS KKR Capital Corp. | |||
4.13% 02/01/25 | 25,000 | 24,932 | |
GATX Corp. | |||
3.50% 03/15/28 | 25,000 | 24,821 | |
GE Capital International Funding Company Unlimited Co. | |||
4.42% 11/15/35 | 100,000 | 107,824 | |
General Dynamics Corp. | |||
3.38% 05/15/23 | 50,000 | 50,587 | |
3.75% 05/15/28 | 55,000 | 56,565 | |
General Motors Co. | |||
5.40% 10/02/23 | 100,000 | 103,618 | |
General Motors Financial Company Inc. | |||
3.10% 01/12/32 | 50,000 | 44,992 | |
4.35% 01/17/27 | 100,000 | 101,806 | |
5.25% 03/01/26 | 55,000 | 57,644 | |
Georgia Power Co. | |||
2.65% 09/15/29 | 75,000 | 70,859 | |
Gilead Sciences Inc. | |||
3.65% 03/01/26 | 25,000 | 25,464 | |
3.70% 04/01/24 | 50,000 | 50,887 | |
4.80% 04/01/44 | 50,000 | 55,042 | |
5.65% 12/01/41 | 50,000 | 60,518 | |
GlaxoSmithKline Capital Inc. | |||
3.63% 05/15/25 | 55,000 | 56,182 | |
GlaxoSmithKline Capital PLC | |||
3.38% 06/01/29 | 75,000 | 76,486 | |
Global Payments Inc. | |||
2.65% 02/15/25 | 100,000 | 98,135 | |
GLP Capital LP/GLP Financing II Inc. | |||
4.00% 01/15/31 | 50,000 | 48,522 | |
5.25% 06/01/25 | 10,000 | 10,299 | |
5.38% 04/15/26 | 20,000 | 20,881 | |
5.75% 06/01/28 | 10,000 | 10,767 | |
Halliburton Co. | |||
3.50% 08/01/23 | 6,000 | 6,061 | |
5.00% 11/15/45 | 50,000 | 54,265 | |
Hasbro Inc. | |||
3.00% 11/19/24 | 50,000 | 49,777 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 97 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
HCA Inc. | |||
4.75% 05/01/23 | $30,000 | $30,782 | |
5.00% 03/15/24 | 50,000 | 51,829 | |
5.25% 04/15/25 | 35,000 | 36,809 | |
5.50% 06/15/47 | 35,000 | 39,513 | |
Hewlett Packard Enterprise Co. | |||
6.35% 10/15/45 | 50,000 | 58,594 | |
Highwoods Realty LP | |||
4.20% 04/15/29 | 25,000 | 25,474 | |
Honeywell International Inc. | |||
3.35% 12/01/23 | 50,000 | 50,677 | |
5.38% 03/01/41 | 50,000 | 62,034 | |
Host Hotels & Resorts LP | |||
3.38% 12/15/29 | 50,000 | 47,683 | |
HP Inc. | |||
4.20% 04/15/32 | 25,000 | 24,918 | |
6.00% 09/15/41 | 37,000 | 43,129 | |
HSBC Holdings PLC | |||
4.95% 03/31/30 | 100,000 | 106,988 | |
5.25% 03/14/44 | 75,000 | 82,632 | |
HSBC Holdings PLC (3.80% fixed rate until 03/11/24; 1.21% + 3 month USD LIBOR thereafter) | |||
3.80% 03/11/25 (e) | 100,000 | 100,529 | |
HSBC Holdings PLC (3.95% fixed rate until 05/18/23; 0.99% + 3 month USD LIBOR thereafter) | |||
3.95% 05/18/24 (e) | 100,000 | 100,995 | |
HSBC Holdings PLC (3.97% fixed rate until 05/22/29; 1.61% + 3 month USD LIBOR thereafter) | |||
3.97% 05/22/30 (e) | 100,000 | 100,230 | |
HSBC Holdings PLC (4.29% fixed rate until 09/12/25; 1.35% + 3 month USD LIBOR thereafter) | |||
4.29% 09/12/26 (e) | 100,000 | 101,400 | |
Hubbell Inc. | |||
3.50% 02/15/28 | 50,000 | 49,947 | |
Humana Inc. | |||
3.70% 03/23/29 | 20,000 | 20,063 | |
Huntsman International LLC | |||
4.50% 05/01/29 | 20,000 | 20,653 | |
Hyatt Hotels Corp. | |||
5.75% 04/23/30 | 25,000 | 27,586 | |
IDEX Corp. | |||
3.00% 05/01/30 | 10,000 | 9,399 | |
Illinois Tool Works Inc. | |||
2.65% 11/15/26 | 50,000 | 49,452 | |
Indiana University Health Inc. Obligated Group | |||
2.85% 11/01/51 | 15,000 | 12,803 | |
Intel Corp. | |||
2.45% 11/15/29 | 50,000 | 47,713 | |
3.75% 03/25/27 | 50,000 | 51,780 | |
4.95% 03/25/60 | 100,000 | 122,672 | |
Inter-American Development Bank | |||
0.63% 07/15/25 | 50,000 | 46,922 | |
1.13% 01/13/31 | 75,000 | 67,280 | |
2.13% 01/15/25 | 125,000 | 123,570 | |
2.38% 07/07/27 | 100,000 | 99,083 | |
2.63% 01/16/24 | 100,000 | 100,537 |
Principal Amount | Fair Value | ||
Intercontinental Exchange Inc. | |||
2.65% 09/15/40 | $50,000 | $42,907 | |
3.00% 06/15/50 | 15,000 | 13,139 | |
3.45% 09/21/23 | 90,000 | 91,117 | |
International Bank for Reconstruction & Development | |||
0.63% 04/22/25 | 300,000 | 283,068 | |
0.75% 11/24/27 | 185,000 | 167,542 | |
1.25% 02/10/31 | 150,000 | 135,454 | |
2.50% 07/29/25 | 150,000 | 149,485 | |
International Business Machines Corp. | |||
3.50% 05/15/29 | 130,000 | 132,577 | |
4.00% 06/20/42 | 50,000 | 51,128 | |
International Flavors & Fragrances Inc. | |||
5.00% 09/26/48 | 15,000 | 16,464 | |
Intuit Inc. | |||
0.65% 07/15/23 | 65,000 | 63,612 | |
Invitation Homes Operating Partnership LP | |||
2.30% 11/15/28 | 15,000 | 13,634 | |
2.70% 01/15/34 | 15,000 | 13,127 | |
Jefferies Group LLC | |||
2.75% 10/15/32 | 35,000 | 31,333 | |
John Deere Capital Corp. | |||
1.45% 01/15/31 | 70,000 | 61,526 | |
2.35% 03/08/27 | 25,000 | 24,317 | |
Johnson & Johnson | |||
2.45% 03/01/26 | 75,000 | 74,608 | |
3.40% 01/15/38 | 25,000 | 25,417 | |
3.50% 01/15/48 | 30,000 | 30,838 | |
4.38% 12/05/33 | 50,000 | 56,174 | |
JPMorgan Chase & Co. | |||
3.63% 12/01/27 | 100,000 | 100,437 | |
6.40% 05/15/38 | 100,000 | 130,678 | |
JPMorgan Chase & Co. (0.77% fixed rate until 08/09/24; 0.49% + SOFR thereafter) | |||
0.77% 08/09/25 (e) | 50,000 | 47,442 | |
JPMorgan Chase & Co. (1.05% fixed rate until 11/19/26; 0.80% + SOFR thereafter) | |||
1.05% 11/19/26 (e) | 150,000 | 138,675 | |
JPMorgan Chase & Co. (2.58% fixed rate until 04/22/31; 1.25% + SOFR thereafter) | |||
2.58% 04/22/32 (e) | 75,000 | 68,779 | |
JPMorgan Chase & Co. (2.95% fixed rate until 02/24/27; 1.17% + SOFR thereafter) | |||
2.95% 02/24/28 (e) | 30,000 | 29,276 | |
JPMorgan Chase & Co. (2.96% fixed rate until 05/13/30; 2.52% + SOFR thereafter) | |||
2.96% 05/13/31 (e) | 35,000 | 32,814 | |
JPMorgan Chase & Co. (3.54% fixed rate until 05/01/27; 1.38% + 3 month USD LIBOR thereafter) | |||
3.54% 05/01/28 (e) | 50,000 | 50,150 |
See Notes to Schedule of Investments.
98 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
JPMorgan Chase & Co. (3.70% fixed rate until 05/06/29; 1.16% + 3 month USD LIBOR thereafter) | |||
3.70% 05/06/30 (e) | $75,000 | $75,525 | |
JPMorgan Chase & Co. (3.80% fixed rate until 07/23/23; 0.89% + 3 month USD LIBOR thereafter) | |||
3.80% 07/23/24 (e) | 100,000 | 101,154 | |
JPMorgan Chase & Co. (3.88% fixed rate until 07/24/37; 1.36% + 3 month USD LIBOR thereafter) | |||
3.88% 07/24/38 (e) | 50,000 | 50,802 | |
JPMorgan Chase & Co. (3.90% fixed rate until 01/23/48; 1.22% + 3 month USD LIBOR thereafter) | |||
3.90% 01/23/49 (e) | 25,000 | 25,312 | |
JPMorgan Chase & Co. (3.96% fixed rate until 01/29/26; 1.25% + 3 month USD LIBOR thereafter) | |||
3.96% 01/29/27 (e) | 100,000 | 102,185 | |
JPMorgan Chase & Co. (3.96% fixed rate until 11/15/47; 1.38% + 3 month USD LIBOR thereafter) | |||
3.96% 11/15/48 (e) | 100,000 | 102,254 | |
JPMorgan Chase & Co. (4.02% fixed rate until 12/05/23; 1.00% + 3 month USD LIBOR thereafter) | |||
4.02% 12/05/24 (e) | 50,000 | 50,801 | |
JPMorgan Chase & Co. (4.45% fixed rate until 12/05/28; 1.33% + 3 month USD LIBOR thereafter) | |||
4.45% 12/05/29 (e) | 50,000 | 52,263 | |
Kaiser Foundation Hospitals | |||
3.00% 06/01/51 | 70,000 | 61,722 | |
Kansas City Southern | |||
4.70% 05/01/48 | 50,000 | 55,354 | |
Kemper Corp. | |||
3.80% 02/23/32 | 25,000 | 24,121 | |
Kennametal Inc. | |||
4.63% 06/15/28 | 25,000 | 25,954 | |
Kentucky Utilities Co. | |||
4.38% 10/01/45 | 40,000 | 41,638 | |
Keurig Dr Pepper Inc. | |||
4.99% 05/25/38 | 50,000 | 55,099 | |
Keysight Technologies Inc. | |||
3.00% 10/30/29 | 25,000 | 23,868 | |
Kilroy Realty LP | |||
3.45% 12/15/24 | 50,000 | 50,154 | |
Kimberly Clark Corp. | |||
2.00% 11/02/31 | 50,000 | 45,592 | |
Kimberly-Clark Corp. | |||
1.05% 09/15/27 | 25,000 | 22,725 | |
Kimco Realty Corp. | |||
3.70% 10/01/49 | 50,000 | 46,453 | |
Kinder Morgan Energy Partners LP | |||
5.00% 08/15/42 | 50,000 | 51,497 | |
Kinder Morgan Inc. | |||
1.75% 11/15/26 | 30,000 | 27,888 | |
3.60% 02/15/51 | 25,000 | 22,144 | |
5.05% 02/15/46 | 50,000 | 53,034 | |
KLA Corp. | |||
4.65% 11/01/24 | 65,000 | 67,369 |
Principal Amount | Fair Value | ||
Kraft Heinz Foods Co. | |||
6.88% 01/26/39 | $150,000 | $184,933 | |
Kreditanstalt fuer Wiederaufbau | |||
0.38% 07/18/25 | 50,000 | 46,529 | |
0.75% 09/30/30 | 75,000 | 65,532 | |
1.25% 01/31/25 | 50,000 | 48,253 | |
2.00% 05/02/25 | 250,000 | 245,827 | |
L3Harris Technologies Inc. | |||
3.83% 04/27/25 | 50,000 | 50,669 | |
4.85% 04/27/35 | 40,000 | 43,551 | |
Laboratory Corporation of America Holdings | |||
4.00% 11/01/23 | 100,000 | 101,409 | |
Lam Research Corp. | |||
3.80% 03/15/25 | 65,000 | 66,524 | |
Landwirtschaftliche Rentenbank | |||
2.50% 11/15/27 | 25,000 | 24,838 | |
Lear Corp. | |||
4.25% 05/15/29 | 25,000 | 25,331 | |
5.25% 05/15/49 | 25,000 | 26,834 | |
Life Storage LP | |||
4.00% 06/15/29 | 50,000 | 50,594 | |
Lloyds Banking Group PLC | |||
4.65% 03/24/26 | 50,000 | 51,145 | |
Lloyds Banking Group PLC (0.70% fixed rate until 05/11/23; 0.55% + 1 year CMT Rate thereafter) | |||
0.70% 05/11/24 (e) | 200,000 | 194,852 | |
Lockheed Martin Corp. | |||
4.70% 05/15/46 | 50,000 | 57,857 | |
Lowe's Companies Inc. | |||
1.70% 10/15/30 | 45,000 | 39,312 | |
2.50% 04/15/26 | 80,000 | 78,061 | |
2.63% 04/01/31 | 25,000 | 23,403 | |
3.00% 10/15/50 | 30,000 | 25,505 | |
3.38% 09/15/25 | 30,000 | 30,302 | |
LYB International Finance BV | |||
4.88% 03/15/44 | 75,000 | 79,679 | |
Magallanes Inc. | |||
3.76% 03/15/27 (d) | 75,000 | 74,891 | |
4.28% 03/15/32 (d) | 115,000 | 115,647 | |
5.05% 03/15/42 (d) | 15,000 | 15,303 | |
5.14% 03/15/52 | 35,000 | 35,831 | |
5.39% 03/15/62 | 15,000 | 15,498 | |
Magellan Midstream Partners LP | |||
3.95% 03/01/50 | 50,000 | 47,249 | |
Manulife Financial Corp. | |||
3.70% 03/16/32 | 50,000 | 50,438 | |
Marathon Petroleum Corp. | |||
4.50% 04/01/48 | 25,000 | 25,127 | |
Markel Corp. | |||
3.50% 11/01/27 | 50,000 | 50,120 | |
Marriott International Inc. | |||
4.63% 06/15/30 | 65,000 | 67,846 | |
5.75% 05/01/25 | 40,000 | 42,476 | |
Marsh & McLennan Companies Inc. | |||
4.38% 03/15/29 | 25,000 | 26,443 | |
Marsh & McLennan Companies Inc. | |||
2.90% 12/15/51 | 100,000 | 83,686 | |
Martin Marietta Materials Inc. | |||
3.50% 12/15/27 | 50,000 | 50,289 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 99 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Massachusetts Institute of Technology | |||
3.89% 07/01/16 | $126,000 | $124,555 | |
Mastercard Inc. | |||
2.00% 03/03/25 | 100,000 | 98,391 | |
2.95% 11/21/26 | 50,000 | 50,337 | |
McCormick & Company Inc. | |||
0.90% 02/15/26 | 100,000 | 91,592 | |
McDonald's Corp. | |||
3.50% 07/01/27 | 25,000 | 25,442 | |
3.63% 09/01/49 | 55,000 | 52,621 | |
3.70% 02/15/42 | 50,000 | 48,224 | |
3.80% 04/01/28 | 50,000 | 51,574 | |
MDC Holdings Inc. | |||
3.97% 08/06/61 | 25,000 | 19,475 | |
Memorial Sloan-Kettering Cancer Center | |||
4.13% 07/01/52 | 95,000 | 101,072 | |
Merck & Company Inc. | |||
1.90% 12/10/28 | 25,000 | 23,550 | |
3.40% 03/07/29 | 75,000 | 76,810 | |
4.00% 03/07/49 | 40,000 | 43,216 | |
Mercy Health | |||
4.30% 07/01/28 | 100,000 | 104,325 | |
MetLife Inc. | |||
4.13% 08/13/42 | 50,000 | 51,931 | |
6.50% 12/15/32 | 50,000 | 62,950 | |
Microchip Technology Inc. | |||
4.25% 09/01/25 | 75,000 | 75,970 | |
Micron Technology Inc. | |||
4.66% 02/15/30 | 75,000 | 78,902 | |
Microsoft Corp. | |||
2.53% 06/01/50 | 100,000 | 86,713 | |
2.88% 02/06/24 | 50,000 | 50,643 | |
3.04% 03/17/62 | 75,000 | 70,159 | |
3.30% 02/06/27 | 100,000 | 102,603 | |
3.45% 08/08/36 | 48,000 | 49,824 | |
Mitsubishi UFJ Financial Group Inc. | |||
2.76% 09/13/26 | 50,000 | 48,554 | |
3.96% 03/02/28 | 50,000 | 50,820 | |
4.05% 09/11/28 | 100,000 | 102,148 | |
4.15% 03/07/39 | 25,000 | 25,870 | |
Mizuho Financial Group Inc. | |||
4.02% 03/05/28 | 100,000 | 101,483 | |
Mizuho Financial Group Inc. (2.84% fixed rate until 07/16/24; 1.24% + SOFR thereafter) | |||
2.84% 07/16/25 (e) | 100,000 | 98,723 | |
Moody's Corp. | |||
3.25% 05/20/50 | 50,000 | 44,438 | |
Morgan Stanley | |||
4.00% 07/23/25 | 95,000 | 97,346 | |
4.35% 09/08/26 | 50,000 | 51,578 | |
Morgan Stanley (2.19% fixed rate until 04/28/25; 1.99% + SOFR thereafter) | |||
2.19% 04/28/26 (e) | 100,000 | 96,740 | |
Morgan Stanley (2.51% fixed rate until 10/20/31; 1.20% + SOFR thereafter) | |||
2.51% 10/20/32 (e) | 75,000 | 67,914 | |
Morgan Stanley (2.72% fixed rate until 07/22/24; 1.15% + SOFR thereafter) | |||
2.72% 07/22/25 (e) | 115,000 | 113,781 |
Principal Amount | Fair Value | ||
Morgan Stanley (2.80% fixed rate until 01/25/51; 1.43% + SOFR thereafter) | |||
2.80% 01/25/52 (e) | $50,000 | $41,809 | |
Morgan Stanley (2.94% fixed rate until 01/21/32; 1.29% + SOFR thereafter) | |||
2.94% 01/21/33 (e) | 50,000 | 46,851 | |
Morgan Stanley (3.74% fixed rate until 04/24/23; 0.85% + 3 month USD LIBOR thereafter) | |||
3.74% 04/24/24 (e) | 110,000 | 111,094 | |
Morgan Stanley (3.77% fixed rate until 01/24/28; 1.14% + 3 month USD LIBOR thereafter) | |||
3.77% 01/24/29 (e) | 100,000 | 100,793 | |
Morgan Stanley (4.46% fixed rate until 04/22/38; 1.43% + 3 month USD LIBOR thereafter) | |||
4.46% 04/22/39 (e) | 100,000 | 107,480 | |
MPLX LP | |||
4.00% 03/15/28 | 35,000 | 35,542 | |
4.50% 07/15/23 | 50,000 | 50,832 | |
4.80% 02/15/29 | 70,000 | 74,648 | |
Mylan Inc. | |||
4.55% 04/15/28 | 50,000 | 50,556 | |
Nasdaq Inc. | |||
3.25% 04/28/50 | 20,000 | 17,308 | |
National Bank of Canada (0.55% fixed rate until 11/15/23; 0.40% + 1 year CMT Rate thereafter) | |||
0.55% 11/15/24 (e) | 150,000 | 144,358 | |
National Fuel Gas Co. | |||
4.75% 09/01/28 | 50,000 | 50,509 | |
National Retail Properties Inc. | |||
3.60% 12/15/26 | 100,000 | 100,751 | |
National Rural Utilities Cooperative Finance Corp. | |||
1.35% 03/15/31 | 50,000 | 42,143 | |
4.40% 11/01/48 | 10,000 | 10,809 | |
Natwest Group PLC | |||
3.88% 09/12/23 | 100,000 | 100,992 | |
Natwest Group PLC (4.89% fixed rate until 05/18/28; 1.75% + 3 month USD LIBOR thereafter) | |||
4.89% 05/18/29 (e) | 100,000 | 103,911 | |
Nevada Power Co. | |||
3.70% 05/01/29 | 125,000 | 128,647 | |
Newmont Corp. | |||
2.60% 07/15/32 | 50,000 | 45,985 | |
Nextera Energy Capital Holding Inc. | |||
0.00% 03/21/24 | 40,000 | 40,018 | |
NextEra Energy Capital Holdings Inc. | |||
3.50% 04/01/29 | 50,000 | 50,273 | |
NIKE Inc. | |||
3.25% 03/27/40 | 50,000 | 48,604 | |
NiSource Inc. | |||
4.38% 05/15/47 | 50,000 | 50,806 | |
Nomura Holdings Inc. | |||
1.85% 07/16/25 | 100,000 | 94,382 | |
Nordic Investment Bank | |||
0.38% 09/11/25 | 75,000 | 69,487 |
See Notes to Schedule of Investments.
100 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Norfolk Southern Corp. | |||
3.70% 03/15/53 | $25,000 | $24,900 | |
3.80% 08/01/28 | 30,000 | 30,688 | |
3.94% 11/01/47 | 60,000 | 61,286 | |
Northern Trust Corp. | |||
1.95% 05/01/30 | 40,000 | 36,658 | |
Northrop Grumman Corp. | |||
2.93% 01/15/25 | 50,000 | 49,940 | |
4.03% 10/15/47 | 50,000 | 52,580 | |
Northwell Healthcare Inc. | |||
3.81% 11/01/49 | 50,000 | 46,896 | |
Northwestern University | |||
3.66% 12/01/57 | 10,000 | 10,879 | |
Novartis Capital Corp. | |||
4.40% 05/06/44 | 50,000 | 56,761 | |
Nucor Corp. | |||
2.00% 06/01/25 | 35,000 | 33,927 | |
3.13% 04/01/32 | 10,000 | 9,663 | |
Nutrien Ltd. | |||
5.00% 04/01/49 | 50,000 | 57,887 | |
NVIDIA Corp. | |||
0.58% 06/14/24 | 40,000 | 38,400 | |
1.55% 06/15/28 | 50,000 | 45,933 | |
NXP BV/NXP Funding LLC | |||
5.55% 12/01/28 (d) | 100,000 | 109,538 | |
Office Properties Income Trust | |||
4.50% 02/01/25 | 75,000 | 74,833 | |
Ohio Power Co. | |||
1.63% 01/15/31 | 100,000 | 85,675 | |
OhioHealth Corp. | |||
2.83% 11/15/41 | 25,000 | 22,053 | |
Oklahoma Gas & Electric Co. | |||
3.30% 03/15/30 | 50,000 | 49,401 | |
Oncor Electric Delivery Company LLC | |||
3.80% 06/01/49 | 50,000 | 50,660 | |
ONE Gas Inc. | |||
1.10% 03/11/24 | 25,000 | 24,052 | |
4.50% 11/01/48 | 20,000 | 21,340 | |
ONEOK Inc. | |||
4.35% 03/15/29 | 50,000 | 51,049 | |
ONEOK Partners LP | |||
6.13% 02/01/41 | 62,000 | 68,196 | |
Oracle Corp. | |||
2.65% 07/15/26 | 100,000 | 96,139 | |
3.25% 05/15/30 | 50,000 | 47,230 | |
3.60% 04/01/40 | 50,000 | 43,342 | |
3.95% 03/25/51 | 80,000 | 70,019 | |
4.00% 07/15/46 | 100,000 | 88,845 | |
4.30% 07/08/34 | 100,000 | 98,635 | |
Orange S.A. | |||
9.00% 03/01/31 | 50,000 | 69,462 | |
Owens Corning | |||
3.88% 06/01/30 | 50,000 | 50,508 | |
PACCAR Financial Corp. | |||
0.80% 06/08/23 | 70,000 | 68,832 | |
Pacific Gas & Electric Co. | |||
1.70% 11/15/23 | 15,000 | 14,628 | |
3.25% 06/01/31 | 60,000 | 54,261 | |
4.20% 06/01/41 | 115,000 | 100,662 | |
Pacific Gas and Electric Co. | |||
4.40% 03/01/32 | 25,000 | 24,564 | |
PacifiCorp | |||
4.15% 02/15/50 | 50,000 | 52,314 | |
6.25% 10/15/37 | 53,000 | 66,117 |
Principal Amount | Fair Value | ||
Parker-Hannifin Corp. | |||
4.00% 06/14/49 | $20,000 | $19,902 | |
PayPal Holdings Inc. | |||
2.40% 10/01/24 | 150,000 | 149,428 | |
PeaceHealth Obligated Group | |||
3.22% 11/15/50 | 25,000 | 21,836 | |
PepsiCo Inc. | |||
2.25% 03/19/25 | 50,000 | 49,504 | |
3.38% 07/29/49 | 35,000 | 34,492 | |
3.45% 10/06/46 | 50,000 | 49,736 | |
PerkinElmer Inc. | |||
2.25% 09/15/31 | 35,000 | 30,962 | |
3.30% 09/15/29 | 15,000 | 14,644 | |
Pfizer Inc. | |||
1.75% 08/18/31 | 100,000 | 89,936 | |
4.30% 06/15/43 | 100,000 | 110,830 | |
Philip Morris International Inc. | |||
3.38% 08/15/29 | 50,000 | 49,771 | |
3.88% 08/21/42 | 92,000 | 85,785 | |
Phillips 66 | |||
3.70% 04/06/23 | 100,000 | 101,345 | |
4.88% 11/15/44 | 25,000 | 27,685 | |
Phillips 66 Partners LP | |||
3.15% 12/15/29 | 50,000 | 48,277 | |
Pioneer Natural Resources Co. | |||
2.15% 01/15/31 | 25,000 | 22,509 | |
PNC Bank NA | |||
3.10% 10/25/27 | 100,000 | 100,194 | |
PPL Capital Funding Inc. | |||
3.10% 05/15/26 | 50,000 | 49,327 | |
President & Fellows of Harvard College | |||
3.15% 07/15/46 | 50,000 | 48,021 | |
Principal Financial Group Inc. | |||
3.40% 05/15/25 | 50,000 | 50,181 | |
Prologis LP | |||
4.38% 02/01/29 | 65,000 | 69,187 | |
Providence St Joseph Health Obligated Group | |||
3.93% 10/01/48 | 20,000 | 20,197 | |
Prudential Financial Inc. (3.70% fixed rate until 07/01/30; 3.04% + 5 year CMT Rate thereafter) | |||
3.70% 10/01/50 (e) | 25,000 | 22,884 | |
Prudential Financial Inc. (5.70% fixed rate until 09/15/28; 2.67% + 3 month USD LIBOR thereafter) | |||
5.70% 09/15/48 (e) | 100,000 | 102,500 | |
Public Service Company of Colorado | |||
3.70% 06/15/28 | 50,000 | 51,252 | |
4.10% 06/15/48 | 30,000 | 31,629 | |
Public Service Electric & Gas Co. | |||
3.20% 08/01/49 | 40,000 | 37,198 | |
Public Service Enterprise Group Inc. | |||
2.88% 06/15/24 | 15,000 | 14,888 | |
Public Storage | |||
3.39% 05/01/29 | 30,000 | 30,392 | |
Puget Energy Inc. | |||
3.65% 05/15/25 | 50,000 | 50,217 | |
QUALCOMM Inc. | |||
3.25% 05/20/50 | 65,000 | 62,787 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 101 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Quest Diagnostics Inc. | |||
4.25% 04/01/24 | $50,000 | $51,275 | |
Raytheon Technologies Corp. | |||
3.13% 07/01/50 | 50,000 | 44,979 | |
3.95% 08/16/25 | 15,000 | 15,480 | |
4.15% 05/15/45 | 100,000 | 103,120 | |
4.45% 11/16/38 | 60,000 | 65,109 | |
4.63% 11/16/48 | 15,000 | 16,934 | |
Realty Income Corp. | |||
3.40% 01/15/28 | 50,000 | 49,906 | |
4.60% 02/06/24 | 20,000 | 20,542 | |
Regency Centers LP | |||
4.13% 03/15/28 | 25,000 | 25,854 | |
Regeneron Pharmaceuticals Inc. | |||
1.75% 09/15/30 | 45,000 | 38,980 | |
Reliance Steel & Aluminum Co. | |||
1.30% 08/15/25 | 55,000 | 51,455 | |
RELX Capital Inc. | |||
4.00% 03/18/29 | 25,000 | 25,732 | |
RenaissanceRe Holdings Ltd. | |||
3.60% 04/15/29 | 25,000 | 25,033 | |
Rio Tinto Finance USA Ltd. | |||
5.20% 11/02/40 | 75,000 | 89,944 | |
Rockwell Automation Inc. | |||
3.50% 03/01/29 | 45,000 | 46,295 | |
Rogers Communications Inc. | |||
3.80% 03/15/32 (d) | 30,000 | 29,766 | |
4.50% 03/15/42 (d) | 10,000 | 10,156 | |
4.55% 03/15/52 (d) | 50,000 | 50,270 | |
Roper Technologies Inc. | |||
3.80% 12/15/26 | 75,000 | 76,835 | |
Royal Bank of Canada | |||
0.88% 01/20/26 | 100,000 | 91,950 | |
Royalty Pharma PLC | |||
3.30% 09/02/40 | 50,000 | 42,694 | |
RPM International Inc. | |||
4.25% 01/15/48 | 50,000 | 50,538 | |
Ryder System Inc. | |||
1.75% 09/01/26 | 15,000 | 13,992 | |
Sabine Pass Liquefaction LLC | |||
5.63% 03/01/25 | 135,000 | 142,742 | |
Sabra Health Care LP | |||
3.90% 10/15/29 | 25,000 | 24,082 | |
Safehold Operating Partnership LP | |||
2.85% 01/15/32 | 25,000 | 22,050 | |
Salesforce.com Inc. | |||
3.05% 07/15/61 | 25,000 | 22,151 | |
San Diego Gas & Electric Co. | |||
3.60% 09/01/23 | 50,000 | 50,640 | |
Santander UK Group Holdings PLC (1.53% fixed rate until 08/21/25; 1.25% + 1 year CMT Rate thereafter) | |||
1.53% 08/21/26 (e) | 100,000 | 92,222 | |
Sempra Energy | |||
3.80% 02/01/38 | 50,000 | 49,212 | |
Shell International Finance BV | |||
2.88% 05/10/26 | 100,000 | 100,236 | |
3.50% 11/13/23 | 25,000 | 25,455 | |
4.00% 05/10/46 | 50,000 | 52,065 | |
4.38% 05/11/45 | 50,000 | 54,256 | |
6.38% 12/15/38 | 50,000 | 66,294 |
Principal Amount | Fair Value | ||
Simon Property Group LP | |||
2.65% 02/01/32 | $50,000 | $46,236 | |
3.25% 09/13/49 | 50,000 | 44,823 | |
Snap-on Inc. | |||
3.10% 05/01/50 | 15,000 | 13,746 | |
Southern California Edison Co. | |||
3.45% 02/01/52 | 25,000 | 22,513 | |
3.60% 02/01/45 | 50,000 | 44,860 | |
4.20% 03/01/29 | 25,000 | 25,877 | |
Southern California Gas Co. | |||
2.55% 02/01/30 | 50,000 | 46,961 | |
Southern Copper Corp. | |||
5.88% 04/23/45 | 25,000 | 30,711 | |
Southwest Airlines Co. | |||
3.00% 11/15/26 | 50,000 | 49,087 | |
Southwest Gas Corp. | |||
4.05% 03/15/32 | 15,000 | 14,953 | |
Southwestern Electric Power Co. | |||
3.25% 11/01/51 | 25,000 | 21,564 | |
Southwestern Public Service Co. | |||
3.15% 05/01/50 | 50,000 | 45,172 | |
Spectra Energy Partners LP | |||
3.50% 03/15/25 | 50,000 | 50,320 | |
Spirit Realty LP | |||
2.70% 02/15/32 | 30,000 | 27,064 | |
SSM Health Care Corp. | |||
3.69% 06/01/23 | 10,000 | 10,093 | |
Stanley Black & Decker Inc. | |||
2.30% 03/15/30 | 50,000 | 46,435 | |
Starbucks Corp. | |||
3.00% 02/14/32 | 45,000 | 43,005 | |
3.75% 12/01/47 | 35,000 | 33,384 | |
Stryker Corp. | |||
4.63% 03/15/46 | 25,000 | 27,806 | |
Sumitomo Mitsui Financial Group Inc. | |||
2.14% 09/23/30 | 25,000 | 21,910 | |
2.70% 07/16/24 | 100,000 | 99,060 | |
3.01% 10/19/26 | 100,000 | 98,140 | |
3.35% 10/18/27 | 50,000 | 49,486 | |
4.31% 10/16/28 | 25,000 | 25,862 | |
Suncor Energy Inc. | |||
3.10% 05/15/25 | 75,000 | 74,676 | |
6.85% 06/01/39 | 50,000 | 64,724 | |
Suzano Austria GmbH | |||
3.75% 01/15/31 | 55,000 | 51,769 | |
Synchrony Financial | |||
3.95% 12/01/27 | 25,000 | 24,852 | |
Sysco Corp. | |||
6.60% 04/01/40 | 50,000 | 65,061 | |
Takeda Pharmaceutical Company Ltd. | |||
5.00% 11/26/28 | 100,000 | 108,597 | |
Tampa Electric Co. | |||
4.30% 06/15/48 | 25,000 | 26,643 | |
Tapestry Inc. | |||
3.05% 03/15/32 | 25,000 | 22,880 | |
Targa Resources Partners LP/Targa Resources Partners Finance Corp. | |||
4.00% 01/15/32 | 100,000 | 95,981 | |
Target Corp. | |||
2.25% 04/15/25 | 100,000 | 98,598 |
See Notes to Schedule of Investments.
102 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Teck Resources Ltd. | |||
6.25% 07/15/41 | $25,000 | $29,940 | |
Telefonica Emisiones S.A. | |||
7.05% 06/20/36 | 50,000 | 62,783 | |
TELUS Corp. | |||
4.60% 11/16/48 | 50,000 | 55,149 | |
Texas Instruments Inc. | |||
3.88% 03/15/39 | 50,000 | 53,044 | |
Textron Inc. | |||
3.90% 09/17/29 | 50,000 | 51,070 | |
The Allstate Corp. | |||
4.20% 12/15/46 | 50,000 | 53,277 | |
The Allstate Corp. (5.75% fixed rate until 08/15/23; 2.94% + 3 month USD LIBOR thereafter) | |||
5.75% 08/15/53 (e) | 50,000 | 49,834 | |
The Asian Infrastructure Investment Bank | |||
0.25% 09/29/23 | 35,000 | 33,931 | |
2.25% 05/16/24 | 50,000 | 49,680 | |
The Bank of New York Mellon Corp. | |||
2.50% 01/26/32 | 100,000 | 93,518 | |
3.00% 02/24/25 | 105,000 | 105,597 | |
The Bank of Nova Scotia | |||
2.70% 08/03/26 | 100,000 | 98,036 | |
The Boeing Co. | |||
1.43% 02/04/24 | 65,000 | 62,887 | |
2.20% 02/04/26 | 50,000 | 47,308 | |
3.20% 03/01/29 | 50,000 | 47,723 | |
3.75% 02/01/50 | 25,000 | 22,365 | |
4.51% 05/01/23 | 100,000 | 101,709 | |
5.71% 05/01/40 | 50,000 | 56,005 | |
5.81% 05/01/50 | 100,000 | 115,399 | |
The Charles Schwab Corp. | |||
1.95% 12/01/31 | 50,000 | 44,260 | |
3.85% 05/21/25 | 50,000 | 51,269 | |
The Coca-Cola Co. | |||
2.25% 01/05/32 | 50,000 | 46,675 | |
2.50% 06/01/40 - 03/15/51 | 95,000 | 81,757 | |
The Dayton Power & Light Co. | |||
3.95% 06/15/49 | 15,000 | 14,966 | |
The Dow Chemical Co. | |||
3.60% 11/15/50 | 50,000 | 46,542 | |
The Estee Lauder Companies Inc. | |||
1.95% 03/15/31 | 45,000 | 40,865 | |
2.38% 12/01/29 | 20,000 | 19,053 | |
3.13% 12/01/49 | 30,000 | 28,058 | |
The Georgetown University | |||
2.94% 04/01/50 | 10,000 | 8,216 | |
The Goldman Sachs Group Inc. | |||
2.60% 02/07/30 | 95,000 | 88,122 | |
3.50% 04/01/25 | 100,000 | 100,811 | |
3.63% 02/20/24 | 50,000 | 50,659 | |
3.75% 02/25/26 | 100,000 | 101,702 | |
4.80% 07/08/44 | 75,000 | 83,279 | |
6.25% 02/01/41 | 50,000 | 64,558 | |
6.75% 10/01/37 | 100,000 | 126,323 | |
The Goldman Sachs Group Inc. (0.66% fixed rate until 09/10/23; 0.51% + SOFR thereafter) | |||
0.66% 09/10/24 (e) | 100,000 | 96,770 |
Principal Amount | Fair Value | ||
The Goldman Sachs Group Inc. (2.65% fixed rate until 10/21/31; 1.26% + SOFR thereafter) | |||
2.65% 10/21/32 (e) | $30,000 | $27,249 | |
The Goldman Sachs Group Inc. (4.22% fixed rate until 05/01/28; 1.30% + 3 month USD LIBOR thereafter) | |||
4.22% 05/01/29 (e) | 125,000 | 128,042 | |
The Hershey Co. | |||
3.38% 05/15/23 | 50,000 | 50,549 | |
The Home Depot Inc. | |||
1.88% 09/15/31 | 20,000 | 17,867 | |
2.75% 09/15/51 | 50,000 | 43,068 | |
3.25% 04/15/32 | 20,000 | 20,002 | |
3.30% 04/15/40 | 50,000 | 48,225 | |
3.90% 12/06/28 | 100,000 | 104,775 | |
4.20% 04/01/43 | 50,000 | 53,562 | |
The Interpublic Group of Companies Inc. | |||
4.65% 10/01/28 | 10,000 | 10,467 | |
The JM Smucker Co. | |||
3.38% 12/15/27 | 25,000 | 25,049 | |
The Kroger Co. | |||
4.50% 01/15/29 | 50,000 | 53,302 | |
The New York & Presbyterian Hospital | |||
2.26% 08/01/40 | 25,000 | 20,107 | |
3.95% 08/01/19 | 35,000 | 32,387 | |
The Procter & Gamble Co. | |||
2.45% 11/03/26 | 75,000 | 73,962 | |
The Progressive Corp. | |||
4.20% 03/15/48 | 50,000 | 53,513 | |
The Sherwin-Williams Co. | |||
3.95% 01/15/26 | 100,000 | 103,097 | |
The Southern Co. | |||
4.25% 07/01/36 | 100,000 | 101,316 | |
The Timken Co. | |||
4.50% 12/15/28 | 20,000 | 20,478 | |
The Toronto-Dominion Bank | |||
0.75% 09/11/25 | 100,000 | 92,297 | |
1.95% 01/12/27 | 50,000 | 47,391 | |
3.25% 03/11/24 | 50,000 | 50,596 | |
The Travelers Companies Inc. | |||
4.00% 05/30/47 | 50,000 | 51,209 | |
The Walt Disney Co. | |||
3.35% 03/24/25 | 50,000 | 50,700 | |
3.38% 11/15/26 | 50,000 | 50,672 | |
6.65% 11/15/37 | 79,000 | 105,474 | |
The Williams Companies Inc. | |||
2.60% 03/15/31 | 75,000 | 68,995 | |
4.55% 06/24/24 | 40,000 | 41,110 | |
5.75% 06/24/44 | 15,000 | 17,316 | |
Thermo Fisher Scientific Inc. | |||
1.75% 10/15/28 | 20,000 | 18,321 | |
2.80% 10/15/41 | 20,000 | 17,871 | |
Time Warner Cable LLC | |||
4.50% 09/15/42 | 75,000 | 69,373 | |
T-Mobile USA Inc. | |||
2.70% 03/15/32 (d) | 30,000 | 27,310 | |
3.40% 10/15/52 (d) | 50,000 | 42,711 | |
3.60% 11/15/60 | 45,000 | 38,462 | |
3.75% 04/15/27 | 50,000 | 50,361 | |
3.88% 04/15/30 | 100,000 | 100,420 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 103 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Total Capital International S.A. | |||
3.46% 02/19/29 | $75,000 | $76,163 | |
TotalEnergies Capital International S.A. | |||
3.39% 06/29/60 | 50,000 | 46,256 | |
Toyota Motor Credit Corp. | |||
2.90% 04/17/24 | 150,000 | 150,825 | |
3.65% 01/08/29 | 100,000 | 102,534 | |
Trane Technologies Luxembourg Finance S.A. | |||
4.50% 03/21/49 | 50,000 | 52,836 | |
TransCanada PipeLines Ltd. | |||
1.00% 10/12/24 | 30,000 | 28,525 | |
5.10% 03/15/49 | 25,000 | 29,259 | |
7.63% 01/15/39 | 50,000 | 69,666 | |
Truist Bank | |||
3.20% 04/01/24 | 50,000 | 50,571 | |
Truist Financial Corp. | |||
1.95% 06/05/30 | 25,000 | 22,562 | |
Tucson Electric Power Co. | |||
4.85% 12/01/48 | 50,000 | 56,389 | |
TWDC Enterprises 18 Corp. | |||
3.00% 07/30/46 | 60,000 | 53,553 | |
Tyco Electronics Group SA | |||
2.50% 02/04/32 | 45,000 | 41,869 | |
Tyson Foods Inc. | |||
4.00% 03/01/26 | 15,000 | 15,353 | |
4.88% 08/15/34 | 45,000 | 48,586 | |
U.S. Bancorp | |||
3.95% 11/17/25 | 50,000 | 51,715 | |
U.S. Bancorp (2.49% fixed rate until 11/03/31; 0.95% + 5 year CMT Rate thereafter) | |||
2.49% 11/03/36 (e) | 50,000 | 44,791 | |
UDR Inc. | |||
4.40% 01/26/29 | 50,000 | 52,353 | |
Unilever Capital Corp. | |||
2.90% 05/05/27 | 50,000 | 49,698 | |
Union Electric Co. | |||
3.50% 03/15/29 | 25,000 | 25,416 | |
3.65% 04/15/45 | 35,000 | 33,452 | |
Union Pacific Corp. | |||
2.38% 05/20/31 | 20,000 | 18,749 | |
2.80% 02/14/32 | 15,000 | 14,421 | |
3.38% 02/14/42 | 10,000 | 9,662 | |
3.50% 06/08/23 - 02/14/53 | 70,000 | 70,190 | |
3.55% 08/15/39 | 15,000 | 14,843 | |
3.84% 03/20/60 | 30,000 | 30,332 | |
3.95% 08/15/59 | 20,000 | 20,532 | |
United Airlines 2020-1 Class A Pass Through Trust | |||
5.88% 04/15/29 | 148,762 | 152,289 | |
United Parcel Service Inc. | |||
3.75% 11/15/47 | 50,000 | 52,401 | |
3.90% 04/01/25 | 100,000 | 102,999 | |
UnitedHealth Group Inc. | |||
2.88% 08/15/29 | 75,000 | 74,000 | |
3.50% 02/15/24 | 10,000 | 10,178 | |
3.70% 12/15/25 - 08/15/49 | 75,000 | 76,434 | |
3.75% 10/15/47 | 25,000 | 25,383 | |
3.88% 12/15/28 | 15,000 | 15,736 | |
4.45% 12/15/48 | 10,000 | 11,270 | |
4.63% 07/15/35 | 45,000 | 50,384 | |
6.88% 02/15/38 | 50,000 | 69,626 |
Principal Amount | Fair Value | ||
University of Notre Dame du Lac | |||
3.39% 02/15/48 | $25,000 | $25,386 | |
Unum Group | |||
4.50% 12/15/49 | 30,000 | 27,637 | |
US Bancorp | |||
1.38% 07/22/30 | 100,000 | 86,627 | |
Vale Overseas Ltd. | |||
6.88% 11/10/39 | 50,000 | 60,982 | |
Valero Energy Corp. | |||
2.85% 04/15/25 | 7,000 | 6,916 | |
6.63% 06/15/37 | 50,000 | 61,988 | |
VeriSign Inc. | |||
2.70% 06/15/31 | 30,000 | 27,508 | |
Verisk Analytics Inc. | |||
4.13% 03/15/29 | 60,000 | 61,995 | |
Verizon Communications Inc. | |||
0.75% 03/22/24 | 35,000 | 33,876 | |
1.75% 01/20/31 | 100,000 | 87,285 | |
2.63% 08/15/26 | 100,000 | 97,874 | |
3.70% 03/22/61 | 95,000 | 89,118 | |
3.88% 02/08/29 | 5,000 | 5,203 | |
4.02% 12/03/29 | 50,000 | 51,938 | |
4.33% 09/21/28 | 34,000 | 35,888 | |
4.40% 11/01/34 | 50,000 | 53,207 | |
5.50% 03/16/47 | 150,000 | 186,670 | |
ViacomCBS Inc. | |||
5.85% 09/01/43 | 100,000 | 114,656 | |
Virginia Electric & Power Co. | |||
2.88% 07/15/29 | 100,000 | 97,457 | |
4.60% 12/01/48 | 60,000 | 67,880 | |
Visa Inc. | |||
4.30% 12/14/45 | 100,000 | 111,628 | |
VMware Inc. | |||
4.50% 05/15/25 | 100,000 | 103,054 | |
Vodafone Group PLC | |||
4.38% 05/30/28 | 55,000 | 57,657 | |
5.00% 05/30/38 | 25,000 | 27,256 | |
5.25% 05/30/48 | 50,000 | 56,277 | |
Vulcan Materials Co. | |||
4.70% 03/01/48 | 50,000 | 54,073 | |
Walmart Inc. | |||
1.80% 09/22/31 | 50,000 | 45,513 | |
2.65% 09/22/51 | 50,000 | 44,513 | |
3.25% 07/08/29 | 40,000 | 41,207 | |
3.40% 06/26/23 | 50,000 | 50,850 | |
Waste Connections Inc. | |||
3.50% 05/01/29 | 50,000 | 50,204 | |
Waste Management Inc. | |||
2.00% 06/01/29 | 25,000 | 23,197 | |
Wells Fargo & Co. | |||
4.15% 01/24/29 | 100,000 | 103,791 | |
4.40% 06/14/46 | 50,000 | 52,106 | |
4.75% 12/07/46 | 100,000 | 109,268 | |
Wells Fargo & Co. (2.16% fixed rate until 02/11/25; 0.75% + 3 month USD LIBOR thereafter) | |||
2.16% 02/11/26 (e) | 90,000 | 87,088 | |
Wells Fargo & Co. (2.19% fixed rate until 04/30/25; 2.00% + SOFR thereafter) | |||
2.19% 04/30/26 (e) | 50,000 | 48,274 | |
Wells Fargo & Co. (2.41% fixed rate until 10/30/24; 1.09% + SOFR thereafter) | |||
2.41% 10/30/25 (e) | 90,000 | 88,195 |
See Notes to Schedule of Investments.
104 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Wells Fargo & Co. (2.88% fixed rate until 10/30/29; 1.43% + SOFR thereafter) | |||
2.88% 10/30/30 (e) | $100,000 | $95,183 | |
Wells Fargo & Co. (3.07% fixed rate until 04/30/40; 2.53% + SOFR thereafter) | |||
3.07% 04/30/41 (e) | 65,000 | 58,583 | |
Wells Fargo & Co. (3.52% fixed rate until 03/24/27; 1.51% + SOFR thereafter) | |||
3.53% 03/24/28 (e) | 55,000 | 54,927 | |
Welltower Inc. | |||
2.75% 01/15/32 | 50,000 | 46,082 | |
3.63% 03/15/24 | 25,000 | 25,271 | |
Western Digital Corp. | |||
3.10% 02/01/32 | 30,000 | 26,816 | |
Westinghouse Air Brake Technologies Corp. | |||
3.45% 11/15/26 | 50,000 | 49,255 | |
Westlake Chemical Corp. | |||
4.38% 11/15/47 | 50,000 | 50,524 | |
Westpac Banking Corp. | |||
1.95% 11/20/28 | 25,000 | 23,024 | |
Westpac Banking Corp. (2.24% fixed rate until 11/23/26; 2.24% + 5 Year US ISDA thereafter) | |||
4.32% 11/23/31 (e) | 100,000 | 100,547 | |
Willis North America Inc. | |||
4.50% 09/15/28 | 50,000 | 51,450 | |
Wisconsin Electric Power Co. | |||
4.30% 10/15/48 | 10,000 | 10,689 | |
Wisconsin Public Service Corp. | |||
3.30% 09/01/49 | 20,000 | 18,326 | |
WP Carey Inc. | |||
3.85% 07/15/29 | 50,000 | 50,575 | |
WR Berkley Corp. | |||
4.00% 05/12/50 | 20,000 | 19,617 | |
WRKCo Inc. | |||
4.90% 03/15/29 | 50,000 | 53,863 | |
Xcel Energy Inc. | |||
0.50% 10/15/23 | 80,000 | 77,486 | |
Xilinx Inc. | |||
2.38% 06/01/30 | 50,000 | 46,456 | |
Zoetis Inc. | |||
3.00% 05/15/50 | 70,000 | 62,408 | |
50,275,821 | |||
Non-Agency Collateralized Mortgage Obligations - 0.1% | |||
BANK 2017-BNK5 | |||
3.13% 06/15/60 | 250,000 | 246,109 | |
BANK 2019-BNK20 | |||
3.01% 09/15/62 | 50,000 | 48,811 | |
BANK 2019-BNK22 | |||
2.98% 11/15/62 | 50,000 | 48,664 | |
BBCMS Mortgage Trust | |||
4.31% 12/15/51 | 50,000 | 52,525 | |
BBCMS Mortgage Trust 2021-C12 | |||
2.69% 11/15/54 | 150,000 | 141,713 | |
Benchmark Mortgage Trust | |||
2.58% 04/15/54 | 150,000 | 141,102 | |
Citigroup Commercial Mortgage Trust | |||
4.03% 05/10/47 | 100,000 | 100,976 |
Principal Amount | Fair Value | ||
Comm 2014-UBS2 Mortgage Trust | |||
3.96% 03/10/47 | $200,000 | $202,181 | |
COMM 2015-LC19 Mortgage Trust | |||
3.18% 02/10/48 | 150,000 | 148,975 | |
GS Mortgage Securities Trust | |||
2.78% 10/10/49 | 63,950 | 63,426 | |
3.97% 02/10/52 | 50,000 | 51,595 | |
JPMBB Commercial Mortgage Securities Trust | |||
3.41% 03/15/50 | 108,764 | 108,130 | |
3.80% 09/15/47 | 75,000 | 75,704 | |
Morgan Stanley Capital I Trust | |||
3.60% 12/15/49 | 150,000 | 150,511 | |
UBS Commercial Mortgage Trust | |||
4.07% 12/15/51 | 81,068 | 82,633 | |
Wells Fargo Commercial Mortgage Trust | |||
3.73% 05/15/52 | 175,000 | 178,310 | |
WFRBS Commercial Mortgage Trust | |||
4.02% 12/15/46 | 35,000 | 35,428 | |
1,876,793 | |||
Sovereign Bonds - 0.2% | |||
Export-Import Bank of Korea | |||
1.13% 12/29/26 | 200,000 | 184,588 | |
FMS Wertmanagement | |||
2.75% 01/30/24 | 100,000 | 100,703 | |
Government of Chile | |||
3.50% 01/25/50 | 100,000 | 91,629 | |
Government of Hungary | |||
5.38% 03/25/24 | 100,000 | 104,731 | |
Government of Indonesia | |||
3.05% 03/12/51 | 100,000 | 90,765 | |
4.75% 02/11/29 | 100,000 | 110,399 | |
Government of Israel | |||
3.88% 07/03/50 | 100,000 | 103,222 | |
Government of Italy | |||
2.88% 10/17/29 | 100,000 | 94,521 | |
Government of Mexico | |||
4.75% 03/08/44 | 52,000 | 51,276 | |
6.05% 01/11/40 | 130,000 | 147,715 | |
Government of Panama | |||
3.75% 03/16/25 | 100,000 | 101,907 | |
6.70% 01/26/36 | 75,000 | 92,728 | |
Government of Peru | |||
3.00% 01/15/34 | 29,000 | 27,200 | |
3.55% 03/10/51 | 25,000 | 23,390 | |
3.60% 01/15/72 | 25,000 | 21,599 | |
6.55% 03/14/37 | 47,000 | 59,563 | |
7.35% 07/21/25 | 100,000 | 113,307 | |
Government of Philippines | |||
2.46% 05/05/30 | 200,000 | 190,250 | |
2.95% 05/05/45 | 100,000 | 86,571 | |
Government of Uruguay | |||
4.38% 01/23/31 | 50,000 | 54,359 | |
Japan Bank for International Cooperation | |||
0.50% 04/15/24 | 200,000 | 191,968 | |
2.88% 07/21/27 | 100,000 | 100,530 | |
Korea International Bond | |||
1.75% 10/15/31 | 100,000 | 92,372 | |
2.50% 06/19/29 | 100,000 | 99,222 |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 105 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Principal Amount | Fair Value | ||
Mexico Government International Bond | |||
4.40% 02/12/52 | $200,000 | $184,208 | |
Province of Alberta Canada | |||
2.95% 01/23/24 | 75,000 | 75,694 | |
Province of Ontario Canada | |||
0.63% 01/21/26 | 100,000 | 92,625 | |
1.80% 10/14/31 | 50,000 | 46,014 | |
Province of Quebec Canada | |||
0.60% 07/23/25 | 100,000 | 93,526 | |
Svensk Exportkredit AB | |||
0.50% 11/10/23 | 125,000 | 121,432 | |
The Korea Development Bank | |||
2.13% 10/01/24 | 100,000 | 98,779 | |
3,046,793 | |||
Municipal Bonds and Notes - 0.1% | |||
Board of Regents of the University of Texas System | |||
4.79% 08/15/46 | 100,000 | 119,778 | |
Chicago O'Hare International Airport | |||
4.47% 01/01/49 | 100,000 | 115,989 | |
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue | |||
6.90% 12/01/40 | 75,000 | 96,413 | |
Commonwealth of Massachusetts | |||
4.50% 08/01/31 | 100,000 | 109,229 | |
Dallas Area Rapid Transit | |||
5.02% 12/01/48 | 50,000 | 59,471 | |
Los Angeles Department of Water & Power | |||
6.60% 07/01/50 | 90,000 | 132,434 | |
Los Angeles Unified School District | |||
5.76% 07/01/29 | 110,000 | 124,997 | |
New York City Water & Sewer System | |||
6.01% 06/15/42 | 50,000 | 67,287 | |
New York State Dormitory Authority | |||
3.14% 07/01/43 | 50,000 | 47,263 | |
New York State Urban Development Corp. | |||
3.90% 03/15/33 | 25,000 | 25,739 | |
North Texas Tollway Authority | |||
6.72% 01/01/49 | 100,000 | 148,095 | |
Port Authority of New York & New Jersey | |||
5.31% 08/01/46 | 125,000 | 131,138 |
Principal Amount | Fair Value | ||
Sales Tax Securitization Corp. | |||
4.64% 01/01/40 | $25,000 | $27,901 | |
South Carolina State Public Service Authority | |||
6.45% 01/01/50 | 50,000 | 65,933 | |
State of California | |||
2.50% 10/01/29 | 100,000 | 95,812 | |
7.60% 11/01/40 | 50,000 | 76,065 | |
Texas Transportation Commission | |||
2.56% 04/01/42 | 80,000 | 69,347 | |
University of California | |||
4.60% 05/15/31 | 100,000 | 107,107 | |
6.58% 05/15/49 | 100,000 | 137,498 | |
1,757,496 | |||
Total Bonds and Notes (Cost $269,287,385) | 266,040,207 |
Number of Shares | ||
Exchange Traded & Mutual Funds - 15.1% | ||
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 1,724,349 | 30,417,516 |
SPDR Gold Shares (g) | 216,579 | 39,124,996 |
SPDR Portfolio Long Term Corporate Bond ETF (g) | 2,619,379 | 72,792,543 |
SPDR Portfolio Long Term Treasury ETF (g) | 2,852,000 | 107,862,640 |
Total Exchange Traded & Mutual Funds (Cost $261,568,688) | 250,197,695 | |
Total Investments in Securities (Cost $1,549,594,821) | 1,585,489,316 | |
Short-Term Investments - 4.7% | ||
State Street Institutional U.S. Government Money Market Fund - Class G Shares 0.29% (g)(h) (Cost $78,250,553) | 78,250,553 | 78,250,553 |
Total Investments (Cost $1,627,845,374) | 1,663,739,869 | |
Liabilities in Excess of Other Assets, net - (0.1)% | (1,318,117) | |
NET ASSETS - 100.0% | $1,662,421,752 |
Other Information:
The Fund had the following long futures contracts open at March 31, 2022: |
Description | Expiration Date | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
S&P 500 E-Mini Index Futures | June 2022 | 2 | $425,397 | $453,075 | $27,678 | |||||
E-Mini Russell 2000 Index Futures | June 2022 | 17 | 1,678,025 | 1,756,440 | 78,415 | |||||
MSCI Emerging Markets Index Futures | June 2022 | 50 | 2,664,154 | 2,813,750 | 149,596 | |||||
MSCI EAFE Mini Index Futures | June 2022 | 91 | 9,217,902 | 9,757,020 | 539,118 | |||||
S&P/Toronto Stock Exchange 60 Index | June 2022 | 6 | 1,239,951 | 1,265,378 | 25,427 | |||||
$820,234 |
See Notes to Schedule of Investments.
106 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
The views expressed in this document reflect our judgment as of the publication date and are subject to change at any time without notice. The securities cited may not be representative of the Fund’s future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund’s summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.
(a) | Non-income producing security. |
(b) | State Street Corporation is the parent company of SSGA Funds Management, Inc., the Fund's investment adviser and administrator, and State Street Bank & Trust Co., the Fund’s sub-administrator, custodian and accounting agent. |
(c) | Security is fair valued by the Valuation Committee, in accordance with the procedures approved by the Fund's Board of Directors. Security value is determined based on level 3 inputs. |
(d) | Pursuant to Rule 144A of the Securities Act of 1933, as amended, these securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2022, these securities amounted to $11,147,470 or 0.67% of the net assets of the State Street Total Return V.I.S. Fund. These securities have been determined to be liquid using procedures established by the Fund's Board of Directors. |
(e) | Variable Rate Security - Interest rate shown is rate in effect at March 31, 2022. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above. |
(f) | Settlement is on a delayed delivery or when-issued basis with final maturity to be announced ("TBA") in the future. |
(g) | Sponsored by SSGA Funds Management, Inc., the Fund’s investment adviser and administrator, and an affiliate of State Street Bank & Trust Co., the Fund’s sub-administrator, custodian and accounting agent. |
(h) | Coupon amount represents effective yield. |
† | Percentages are based on net assets as of March 31, 2022. |
* | Less than 0.05%. |
** | Amount is less than $0.50. |
Abbreviations: |
ADR - American Depositary Receipt |
CMT - Constant Maturity Treasury |
GDR - Global Depositary Receipt |
ISDA - International Swaps and Derivatives Association |
LIBOR - London Interbank Offered Rate |
NVDR - Non-Voting Depositary Receipt |
REIT - Real Estate Investment Trust |
SOFR - Secured Overnight Financing Rate |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 107 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
TBA - To Be Announced |
The following table presents the Fund’s investments measured at fair value on a recurring basis at March 31, 2022:
Investments | Level 1 | Level 2 | Level 3 | Total | ||||
Investments in Securities | ||||||||
Domestic Equity | $637,150,547 | $63,301 | $— | $637,213,848 | ||||
Foreign Equity | 265,612,613 | 166,424,953 | —(a) | 432,037,566 | ||||
U.S. Treasuries | — | 145,436,413 | — | 145,436,413 | ||||
Agency Mortgage Backed | — | 61,339,864 | — | 61,339,864 | ||||
Agency Collateralized Mortgage Obligations | — | 1,745,327 | — | 1,745,327 | ||||
Asset Backed | — | 561,700 | — | 561,700 | ||||
Corporate Notes | — | 50,275,821 | — | 50,275,821 | ||||
Non-Agency Collateralized Mortgage Obligations | — | 1,876,793 | — | 1,876,793 | ||||
Sovereign Bonds | — | 3,046,793 | — | 3,046,793 | ||||
Municipal Bonds and Notes | — | 1,757,496 | — | 1,757,496 | ||||
Exchange Traded & Mutual Funds | 250,197,695 | — | — | 250,197,695 | ||||
Short-Term Investments | 78,250,553 | — | — | 78,250,553 | ||||
Total Investments in Securities | $1,231,211,408 | $432,528,461 | $— | $1,663,739,869 | ||||
Other Financial Instruments | ||||||||
Long Futures Contracts - Unrealized Appreciation | $820,234 | $— | $— | $820,234 |
(a) | The Fund held Level 3 securities that were valued at $0 at March 31, 2022. |
See Notes to Schedule of Investments.
108 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
The Fund was invested in the following countries/territories at March 31, 2022 (unaudited):
Country/Territory | Percentage (based on Fair Value) | |
United States | 73.29% | |
Japan | 3.47% | |
United Kingdom | 2.42% | |
China | 2.22% | |
Canada | 2.19% | |
Switzerland | 1.78% | |
France | 1.61% | |
Germany | 1.28% | |
Australia | 1.27% | |
Taiwan | 1.25% | |
India | 1.03% | |
South Korea | 1.02% | |
Netherlands | 0.80% | |
Hong Kong | 0.59% | |
Sweden | 0.53% | |
Ireland | 0.53% | |
Brazil | 0.46% | |
Denmark | 0.41% | |
Spain | 0.37% | |
Saudi Arabia | 0.33% | |
South Africa | 0.31% | |
Italy | 0.31% | |
Singapore | 0.24% | |
Mexico | 0.22% | |
Finland | 0.18% | |
Thailand | 0.16% | |
Indonesia | 0.15% | |
Belgium | 0.13% | |
Israel | 0.13% | |
Norway | 0.13% | |
Supranational | 0.13% | |
Malaysia | 0.12% | |
UAE | 0.11% | |
Bermuda | 0.09% | |
Philippines | 0.08% | |
Qatar | 0.08% | |
Luxembourg | 0.06% | |
Chile | 0.06% | |
Kuwait | 0.06% | |
Poland | 0.06% | |
Peru | 0.04% | |
New Zealand | 0.04% | |
Austria | 0.04% | |
Portugal | 0.03% | |
Puerto Rico | 0.02% | |
Hungary | 0.02% | |
Turkey | 0.02% | |
Greece | 0.02% | |
Colombia | 0.02% | |
Panama | 0.01% | |
Czech | 0.01% | |
Isle Of Man | 0.01% | |
Cayman Islands | 0.01% | |
Uruguay | 0.01% | |
Monaco | 0.01% | |
Jersey | 0.01% | |
Macau | 0.01% | |
Jordan | 0.01% | |
Romania | 0.00%*** | |
Guernsey | 0.00%*** | |
Egypt | 0.00%*** | |
Bahamas | 0.00%*** | |
Republic of Korea | 0.00%*** | |
Russian Federation | 0.00%*** | |
Cyprus | 0.00%*** | |
100.00% |
The Fund’s % share of investment in the various categories, based on Fair Value, is as follows at March 31, 2022 (unaudited):
Industry | Domestic | Foreign | Total | |||
Exchange Traded Funds | 15.04% | 0.00% | 15.04% | |||
Diversified Banks | 0.79% | 3.09% | 3.88% | |||
Pharmaceuticals | 1.26% | 1.50% | 2.76% |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 109 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Industry | Domestic | Foreign | Total | |||
Technology Hardware, Storage & Peripherals | 2.12% | 0.51% | 2.63% | |||
Semiconductors | 1.69% | 0.89% | 2.58% | |||
Systems Software | 2.20% | 0.04% | 2.24% | |||
Interactive Media & Services | 1.70% | 0.46% | 2.16% | |||
Internet & Direct Marketing Retail | 1.15% | 0.53% | 1.68% | |||
Application Software | 1.23% | 0.29% | 1.52% | |||
Automobile Manufacturers | 0.79% | 0.67% | 1.46% | |||
Biotechnology | 1.16% | 0.20% | 1.36% | |||
Integrated Oil & Gas | 0.53% | 0.75% | 1.28% | |||
Healthcare Equipment | 0.88% | 0.35% | 1.23% | |||
Data Processing & Outsourced Services | 1.02% | 0.12% | 1.14% | |||
Regional Banks | 1.03% | 0.05% | 1.08% | |||
Electric Utilities | 0.58% | 0.40% | 0.98% | |||
Packaged Foods & Meats | 0.32% | 0.65% | 0.97% | |||
Oil & Gas Exploration & Production | 0.64% | 0.16% | 0.80% | |||
Life Sciences Tools & Services | 0.62% | 0.17% | 0.79% | |||
Industrial Machinery | 0.46% | 0.32% | 0.78% | |||
Aerospace & Defense | 0.55% | 0.20% | 0.75% | |||
Life & Health Insurance | 0.18% | 0.57% | 0.75% | |||
Semiconductor Equipment | 0.31% | 0.43% | 0.74% | |||
Integrated Telecommunication Services | 0.29% | 0.43% | 0.72% | |||
IT Consulting & Other Services | 0.19% | 0.51% | 0.70% | |||
Apparel, Accessories & Luxury Goods | 0.06% | 0.59% | 0.65% | |||
Specialty Chemicals | 0.33% | 0.32% | 0.65% | |||
Multi-Sector Holdings | 0.49% | 0.10% | 0.59% | |||
Diversified Metals & Mining | 0.02% | 0.57% | 0.59% | |||
Industrial Conglomerates | 0.27% | 0.31% | 0.58% | |||
Managed Healthcare | 0.57% | 0.01% | 0.58% | |||
Asset Management & Custody Banks | 0.39% | 0.19% | 0.58% | |||
Financial Exchanges & Data | 0.36% | 0.18% | 0.54% | |||
Property & Casualty Insurance | 0.29% | 0.26% | 0.55% | |||
Electrical Components & Equipment | 0.35% | 0.18% | 0.53% | |||
Restaurants | 0.41% | 0.11% | 0.52% | |||
Railroads | 0.25% | 0.27% | 0.52% | |||
Household Products | 0.41% | 0.10% | 0.51% | |||
Trading Companies & Distributors | 0.20% | 0.30% | 0.50% | |||
Soft Drinks | 0.42% | 0.06% | 0.48% | |||
Specialized REITs | 0.46% | 0.00% | 0.46% | |||
Movies & Entertainment | 0.40% | 0.06% | 0.46% | |||
Hypermarkets & Super Centers | 0.38% | 0.08% | 0.46% | |||
Building Products | 0.23% | 0.21% | 0.44% | |||
Multi-Utilities | 0.27% | 0.16% | 0.43% |
See Notes to Schedule of Investments.
110 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Industry | Domestic | Foreign | Total | |||
Investment Banking & Brokerage | 0.35% | 0.07% | 0.42% | |||
Wireless Telecommunication Services | 0.07% | 0.35% | 0.42% | |||
Personal Products | 0.10% | 0.32% | 0.42% | |||
Research & Consulting Services | 0.20% | 0.20% | 0.40% | |||
Multi-Line Insurance | 0.08% | 0.33% | 0.41% | |||
Communications Equipment | 0.32% | 0.06% | 0.38% | |||
Steel | 0.12% | 0.26% | 0.38% | |||
Electronic Components | 0.11% | 0.25% | 0.36% | |||
Healthcare Services | 0.32% | 0.04% | 0.36% | |||
Home Improvement Retail | 0.35% | 0.01% | 0.36% | |||
Food Retail | 0.06% | 0.30% | 0.36% | |||
Tobacco | 0.19% | 0.16% | 0.35% | |||
Oil & Gas Refining & Marketing | 0.14% | 0.21% | 0.35% | |||
Construction Machinery & Heavy Trucks | 0.22% | 0.13% | 0.35% | |||
Oil & Gas Storage & Transportation | 0.14% | 0.19% | 0.33% | |||
Air Freight & Logistics | 0.21% | 0.12% | 0.33% | |||
Construction & Engineering | 0.16% | 0.17% | 0.33% | |||
Commodity Chemicals | 0.09% | 0.22% | 0.31% | |||
Consumer Finance | 0.24% | 0.05% | 0.29% | |||
Electronic Equipment & Instruments | 0.15% | 0.14% | 0.29% | |||
Interactive Home Entertainment | 0.09% | 0.20% | 0.29% | |||
Industrial REITs | 0.22% | 0.07% | 0.29% | |||
Cable & Satellite | 0.25% | 0.03% | 0.28% | |||
Hotels, Resorts & Cruise Lines | 0.23% | 0.05% | 0.28% | |||
Retail REITs | 0.20% | 0.07% | 0.27% | |||
Gold | 0.06% | 0.21% | 0.27% | |||
Distillers & Vintners | 0.04% | 0.22% | 0.26% | |||
Internet Services & Infrastructure | 0.17% | 0.09% | 0.26% | |||
Healthcare Supplies | 0.13% | 0.11% | 0.24% | |||
Auto Parts & Equipment | 0.10% | 0.13% | 0.23% | |||
General Merchandise Stores | 0.15% | 0.08% | 0.23% | |||
Casinos & Gaming | 0.11% | 0.11% | 0.22% | |||
Residential REITs | 0.21% | 0.00% | 0.21% | |||
Gas Utilities | 0.09% | 0.12% | 0.21% | |||
Trucking | 0.18% | 0.03% | 0.21% | |||
Apparel Retail | 0.14% | 0.07% | 0.21% | |||
Construction Materials | 0.05% | 0.15% | 0.20% | |||
Fertilizers & Agricultural Chemicals | 0.09% | 0.10% | 0.19% | |||
Insurance Brokers | 0.17% | 0.02% | 0.19% | |||
Home Building | 0.14% | 0.05% | 0.19% | |||
Consumer Electronics | 0.02% | 0.17% | 0.19% | |||
Automotive Retail | 0.15% | 0.03% | 0.18% | |||
Healthcare Facilities | 0.13% | 0.05% | 0.18% | |||
Thrifts & Mortgage Finance | 0.12% | 0.06% | 0.18% | |||
Footwear | 0.16% | 0.01% | 0.17% |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 111 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Industry | Domestic | Foreign | Total | |||
Oil & Gas Equipment & Services | 0.16% | 0.01% | 0.17% | |||
Environmental & Facilities Services | 0.15% | 0.02% | 0.17% | |||
Brewers | 0.01% | 0.16% | 0.17% | |||
Diversified Capital Markets | 0.00% | 0.17% | 0.17% | |||
Human Resource & Employment Services | 0.09% | 0.08% | 0.17% | |||
Office REITs | 0.13% | 0.03% | 0.16% | |||
Diversified REITs | 0.09% | 0.06% | 0.15% | |||
Healthcare Technology | 0.14% | 0.02% | 0.16% | |||
Agricultural & Farm Machinery | 0.11% | 0.04% | 0.15% | |||
Real Estate Operating Companies | 0.01% | 0.14% | 0.15% | |||
Health Care REITs | 0.14% | 0.00% | 0.14% | |||
Diversified Real Estate Activities | 0.01% | 0.13% | 0.14% | |||
Marine | 0.02% | 0.11% | 0.13% | |||
Diversified Chemicals | 0.01% | 0.12% | 0.13% | |||
Airlines | 0.09% | 0.04% | 0.13% | |||
Specialty Stores | 0.11% | 0.02% | 0.13% | |||
Industrial Gases | 0.04% | 0.08% | 0.12% | |||
Healthcare Distributors | 0.10% | 0.02% | 0.12% | |||
Mortgage REITs | 0.12% | 0.00% | 0.12% | |||
Real Estate Development | 0.00% | 0.12% | 0.12% | |||
Electronic Manufacturing Services | 0.04% | 0.07% | 0.11% | |||
Reinsurance | 0.01% | 0.10% | 0.11% | |||
Other Diversified Financial Services | 0.03% | 0.08% | 0.11% | |||
Leisure Products | 0.07% | 0.04% | 0.11% | |||
Copper | 0.06% | 0.05% | 0.11% | |||
Advertising | 0.05% | 0.06% | 0.11% | |||
Diversified Support Services | 0.08% | 0.02% | 0.10% | |||
Paper Packaging | 0.06% | 0.03% | 0.09% | |||
Water Utilities | 0.06% | 0.03% | 0.09% | |||
Broadcasting | 0.08% | 0.01% | 0.09% | |||
Real Estate Services | 0.08% | 0.01% | 0.09% | |||
Agricultural Products | 0.07% | 0.02% | 0.09% | |||
Heavy Electrical Equipment | 0.02% | 0.07% | 0.09% | |||
Food Distributors | 0.08% | 0.01% | 0.09% | |||
Hotel & Resort REITs | 0.08% | 0.00% | 0.08% | |||
Coal & Consumable Fuels | 0.02% | 0.06% | 0.08% | |||
Renewable Electricity | 0.02% | 0.05% | 0.07% | |||
Aluminum | 0.03% | 0.05% | 0.08% | |||
Metal & Glass Containers | 0.07% | 0.01% | 0.08% | |||
Independent Power Producers & Energy Traders | 0.03% | 0.04% | 0.07% | |||
Leisure Facilities | 0.03% | 0.04% | 0.07% | |||
Education Services | 0.06% | 0.01% | 0.07% | |||
Paper Products | 0.01% | 0.06% | 0.07% | |||
Tires & Rubber | 0.01% | 0.05% | 0.06% | |||
Highways & Railtracks | 0.00% | 0.06% | 0.06% | |||
Department Stores | 0.03% | 0.03% | 0.06% |
See Notes to Schedule of Investments.
112 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Industry | Domestic | Foreign | Total | |||
Technology Distributors | 0.05% | 0.01% | 0.06% | |||
Household Appliances | 0.03% | 0.03% | 0.06% | |||
Airport Services | 0.00% | 0.05% | 0.05% | |||
Alternative Carriers | 0.04% | 0.00% | 0.04% | |||
Drug Retail | 0.03% | 0.02% | 0.05% | |||
Precious Metals & Minerals | 0.00% | 0.04% | 0.04% | |||
Publishing | 0.03% | 0.01% | 0.04% | |||
Distributors | 0.04% | 0.00% | 0.04% | |||
Security & Alarm Services | 0.02% | 0.02% | 0.04% | |||
Home Furnishing Retail | 0.02% | 0.01% | 0.03% | |||
Computer & Electronics Retail | 0.03% | 0.00% | 0.03% | |||
Office Services & Supplies | 0.03% | 0.00% | 0.03% | |||
Specialized Consumer Services | 0.02% | 0.00% | 0.02% | |||
Oil & Gas Drilling | 0.02% | 0.00% | 0.02% | |||
Motorcycle Manufacturers | 0.00% | 0.02% | 0.02% | |||
Specialized Finance | 0.00% | 0.02% | 0.02% | |||
Commercial Printing | 0.01% | 0.01% | 0.02% | |||
Home Furnishings | 0.02% | 0.00% | 0.02% | |||
Forest Products | 0.00% | 0.02% | 0.02% | |||
Marine Ports & Services | 0.00% | 0.02% | 0.02% | |||
Silver | 0.01% | 0.01% | 0.02% | |||
Housewares & Specialties | 0.01% | 0.00% | 0.01% | |||
Textiles | 0.00% | 0.00% | 0.00%*** | |||
79.31% |
Sector | Percentage (based on Fair Value) | ||
U.S. Treasuries | 8.74% | ||
Agency Mortgage Backed | 3.69% | ||
Corporate Notes | 3.02% | ||
Sovereign Bonds | 0.18% | ||
Non-Agency Collateralized Mortgage Obligations | 0.11% | ||
Municipal Bonds and Notes | 0.11% | ||
Agency Collateralized Mortgage Obligations | 0.11% | ||
Asset Backed | 0.03% | ||
15.99% |
Short-Term Investments | Percentage (based on Fair Value) | ||
Short-Term Investments | 4.70% | ||
100.00% |
*** | Less than 0.005%. |
See Notes to Schedule of Investments.
State Street Total Return V.I.S. Fund | 113 |
State Street Total Return V.I.S. Fund
Schedule of Investments
March 31, 2022
Affiliate Table |
Number of Shares Held at 12/31/21 | Value at 12/31/21 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Number of Shares Held at 3/31/22 | Value at 3/31/22 | Dividend Income | |||||||||
SPDR Bloomberg High Yield Bond ETF | 162,526 | $17,645,448 | $89,110,263 | $103,614,270 | $(3,236,551) | $95,110 | — | $— | $438,440 | ||||||||
SPDR Gold Shares | — | — | 38,218,614 | — | — | 906,382 | 216,579 | 39,124,996 | — | ||||||||
SPDR Portfolio Long Term Corporate Bond ETF | 2,247,586 | 70,754,007 | 13,077,550 | 1,890,626 | (293,317) | (8,855,071) | 2,619,379 | 72,792,543 | 431,452 | ||||||||
SPDR Portfolio Long Term Treasury ETF | 1,659,803 | 69,960,696 | 56,178,813 | 7,942,096 | (635,103) | (9,699,670) | 2,852,000 | 107,862,640 | — | ||||||||
State Street Institutional U.S. Government Money Market Fund - Class G Shares | 81,590,671 | 81,590,671 | 297,729,921 | 301,070,039 | — | — | 78,250,553 | 78,250,553 | 12,523 | ||||||||
TOTAL | $239,950,822 | $494,315,161 | $414,517,031 | $(4,164,971) | $(17,553,249) | $298,030,732 | $882,415 |
See Notes to Schedule of Investments.
114 | State Street Total Return V.I.S. Fund |
State Street Real Estate Securities V.I.S. Fund
Schedule of Investments
March 31, 2022
Number of Shares | Fair Value | ||
Common Stock (REITs) - 99.8% † | |||
Alternate Housing - 9.4% | |||
American Campus Communities Inc. | 7,278 | $407,350 | |
American Homes 4 Rent, Class A | 15,219 | 609,216 | |
Invitation Homes Inc. | 26,510 | 1,065,172 | |
Sun Communities Inc. | 5,263 | 922,551 | |
3,004,289 | |||
Data Center - 9.6% | |||
Digital Realty Trust Inc. | 7,860 | 1,114,548 | |
Equinix Inc. | 2,605 | 1,931,920 | |
3,046,468 | |||
Diversified - 0.9% | |||
Veris Residential Inc. (a) | 16,750 | 291,282 | |
Healthcare - 9.8% | |||
Diversified Healthcare Trust | 11,232 | 35,942 | |
Medical Properties Trust Inc. | 22,650 | 478,821 | |
Omega Healthcare Investors Inc. | 7,040 | 219,367 | |
Sabra Health Care REIT Inc. | 20,360 | 303,161 | |
Ventas Inc. | 19,228 | 1,187,521 | |
Welltower Inc. | 9,230 | 887,372 | |
3,112,184 | |||
Hotel - 3.8% | |||
Apple Hospitality REIT Inc. | 9,170 | 164,785 | |
Host Hotels & Resorts Inc. | 20,521 | 398,723 | |
Park Hotels & Resorts Inc. | 11,301 | 220,709 | |
Sunstone Hotel Investors Inc. (a) | 6,760 | 79,633 | |
Xenia Hotels & Resorts Inc. (a) | 17,488 | 337,343 | |
1,201,193 | |||
Industrial - 16.2% | |||
Americold Realty Trust | 12,991 | 362,189 | |
Duke Realty Corp. | 17,146 | 995,497 | |
First Industrial Realty Trust Inc. | 7,710 | 477,326 | |
Prologis Inc. | 16,580 | 2,677,338 | |
Rexford Industrial Realty Inc. | 8,570 | 639,236 | |
5,151,586 | |||
Multifamily - 13.7% | |||
AvalonBay Communities Inc. | 5,340 | 1,326,296 | |
Equity Residential | 13,910 | 1,250,787 | |
Mid-America Apartment Communities Inc. | 4,291 | 898,750 | |
UDR Inc. | 15,402 | 883,613 | |
4,359,446 | |||
Net Lease - 4.9% | |||
Agree Realty Corp. | 11,570 | 767,785 | |
Four Corners Property Trust Inc. | 5,993 | 162,051 | |
Realty Income Corp. | 7,845 | 543,659 | |
Spirit Realty Capital Inc. | 1,818 | 83,664 | |
1,557,159 | |||
Office - 9.0% | |||
Alexandria Real Estate Equities Inc. | 4,098 | 824,722 | |
Cousins Properties Inc. | 11,096 | 447,058 | |
Empire State Realty Trust Inc., Class A | 10,793 | 105,987 |
Number of Shares | Fair Value | ||
Hudson Pacific Properties Inc. | 12,350 | $342,713 | |
JBG SMITH Properties | 12,541 | 366,448 | |
Kilroy Realty Corp. | 9,430 | 720,641 | |
WeWork Inc., Class A (a) | 6,854 | 46,744 | |
2,854,313 | |||
Regional Malls - 2.9% | |||
Simon Property Group Inc. | 7,050 | 927,498 | |
Self Storage - 9.3% | |||
Extra Space Storage Inc. | 2,240 | 460,544 | |
Life Storage Inc. | 7,000 | 983,010 | |
Public Storage | 3,882 | 1,515,067 | |
2,958,621 | |||
Shopping Centers - 5.1% | |||
Acadia Realty Trust | 17,242 | 373,634 | |
Brixmor Property Group Inc. | 27,938 | 721,080 | |
Phillips Edison & Company Inc. | 7,964 | 273,882 | |
RPT Realty | 17,740 | 244,280 | |
1,612,876 | |||
Specialty - 5.2% | |||
American Tower Corp. | 710 | 178,366 | |
MGM Growth Properties LLC, Class A | 11,710 | 453,177 | |
Outfront Media Inc. | 11,970 | 340,307 | |
SBA Communications Corp. | 550 | 189,255 | |
VICI Properties Inc. | 17,960 | 511,142 | |
1,672,247 | |||
Total Common Stock (REITs) (Cost $26,654,164) | 31,749,162 | ||
Short-Term Investments - 0.7% | |||
State Street Institutional U.S. Government Money Market Fund - Class G Shares 0.29% (b)(c) (Cost $231,144) | 231,144 | 231,144 | |
Total Investments (Cost $26,885,308) | 31,980,306 | ||
Liabilities in Excess of Other Assets, net - (0.5)% | (161,449) | ||
NET ASSETS - 100.0% | $31,818,857 |
The views expressed in this document reflect our judgment as of the publication date and are subject to change at any time without notice. The securities cited may not be representative of the Fund’s future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund’s summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.
(a) | Non-income producing security. |
(b) | Sponsored by SSGA Funds Management, Inc., the Fund’s investment adviser and administrator, and an affiliate of State Street Bank & Trust Co., the Fund’s sub-administrator, custodian and accounting agent. |
(c) | Coupon amount represents effective yield. |
† | Percentages are based on net assets as of March 31, 2022. |
Abbreviations: |
REIT - Real Estate Investment Trust |
See Notes to Schedule of Investments.
State Street Real Estate Securities V.I.S. Fund | 115 |
State Street Real Estate Securities V.I.S. Fund
Schedule of Investments
March 31, 2022
The following table presents the Fund’s investments measured at fair value on a recurring basis at March 31, 2022:
Investments | Level 1 | Level 2 | Level 3 | Total | ||||
Investments in Securities | ||||||||
Common Stock | $31,749,162 | $— | $— | $31,749,162 | ||||
Short-Term Investments | 231,144 | — | — | 231,144 | ||||
Total Investments in Securities | $31,980,306 | $— | $— | $31,980,306 |
Affiliate Table |
Number of Shares Held at 12/31/21 | Value at 12/31/21 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Number of Shares Held at 3/31/22 | Value at 3/31/22 | Dividend Income | |||||||||
State Street Institutional U.S. Government Money Market Fund - Class G Shares | 312,731 | $312,731 | $3,463,797 | $3,545,384 | $— | $— | 231,144 | $231,144 | $18 |
See Notes to Schedule of Investments.
116 | State Street Real Estate Securities V.I.S. Fund |
State Street Variable Insurance Series Funds, Inc.
Notes to Schedule of Investments
March 31, 2022 (Unaudited)
Security Valuation Each 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 Fund are valued pursuant to the policy and procedures developed by the Oversight Committee (the “Committee”) and approved by the Board of Trustees (the “Board”). The Committee provides oversight of the valuation of investments for the Funds. The Board has responsibility for overseeing the determination of the fair value of investments.
Valuation techniques used to value each 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.
•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 and convertible debt securities) 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.
•Swap agreements are valued daily based upon prices supplied by Board approved pricing vendors or through brokers. Depending on the product and terms of the transaction, the value of agreements is determined using a series of techniques including valuation models that incorporate a number of market data factors, such as discounted cash flows, yields, curves, trades and values of the underlying reference instruments. In the event SSGA Funds Management, Inc. (the “Adviser” or “SSGA FM”) is unable to obtain an independent, third-party valuation the agreements will be fair valued.
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.
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 portfolio securities to no longer reflect their value at the time of the Fund’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 March 31, 2022, 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.
The 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
117
State Street Variable Insurance Series Funds, Inc.
Notes to Schedule of Investments
March 31, 2022 (Unaudited)
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 Fund’s investments according to the fair value hierarchy as of March 31, 2022 is disclosed in each Fund’s Schedule of Investments.
Futures Contracts
Each Fund may enter into futures contracts to meet its 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, a 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 Schedule of Investments and cash deposited, if any, is shown as Net cash collateral on deposit with broker for future contracts on the Statement of Assets and Liabilities. Subsequent payments are made or received by a 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. A Fund recognizes a realized gain or loss when the contract is closed.
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 with the movement of the assets underlying such contracts.
During the period ended March 31, 2022, the following Funds entered into futures contracts for strategies listed below:
Fund | Strategies | |
State Street U.S. Equity V.I.S. Fund | Equitization of cash | |
State Street S&P 500 Index V.I.S. Fund | Equitization of cash | |
State Street Premier Growth Equity V.I.S. Fund | Equitization of cash | |
State Street Small-Cap Equity V.I.S. Fund | Equitization of cash | |
State Street Income V.I.S. Fund | Management of Interest Rate Risk | |
State Street Total Return V.I.S. Fund | Equitization of cash | |
Credit Default Swaps
During the period ended March 31, 2022, the State Street Income V.I.S. Fund engaged in credit default swaps to manage credit risk. When the Fund is the buyer in a credit default swap contract, the Fund is entitled to receive the par (or other agreed upon) value (full notional value) of a referenced debt obligation (or basket of debt obligations) from the counterparty (or central clearing party (“CCP”) in the case of a centrally cleared swap) to the contract if a credit event by a third party, such as a U.S. or foreign corporate issuer or sovereign issuer, on the debt obligation occurs. In return, the Fund pays the counterparty a periodic stream of payments over the term of the contract provided that no credit event has occurred. If no credit event occurs, the Fund loses its investment and recovers nothing. However, if a credit event occurs, the Fund receives full notional value for a referenced debt obligation that may have little or no value. When the Fund is the seller of a credit default swap, it receives a fixed rate of income throughout the term of the contract, provided there is no credit event. If a credit event occurs, the Fund is obligated to pay the notional amount of the swap and in certain instances take delivery of securities of the reference entity upon the occurrence of a credit event, as defined under the terms of that particular swap agreement. Credit events are contract specific but may include bankruptcy, failure to pay, restructuring, obligation acceleration and repudiation/moratorium. If the Fund is a seller of protection and a credit event occurs, the maximum potential amount of future payments that the Fund could be required to make would be an amount equal to the notional amount of the agreement. This potential amount would be partially offset by any recovery value of the respective referenced obligation, or net amount received from the settlement of a buy protection credit default swap agreement entered into by the Fund for the same referenced obligation. As the seller, the Fund may create economic leverage to its portfolio because, in addition to its total net assets, the Fund is subject to investment exposure on the notional amount of the swap. The interest fee paid or received on the swap, which is based on a specified interest rate on a fixed notional amount, is accrued daily as a component of unrealized appreciation (depreciation) and is recorded as realized gain upon receipt or realized loss upon payment. The Fund also records an increase or decrease to unrealized appreciation (depreciation) in an amount equal to the daily valuation. For centrally cleared swaps, the daily change in valuation is recorded as a receivable or payable for variation margin and settled in cash with the CCP daily. All upfront payments, if any, are amortized over the life of the swap as realized gains or losses. Those upfront payments that are paid or received, typically for non-centrally cleared swaps, are recorded as other assets or other liabilities, respectively, net of amortization. For financial reporting purposes, unamortized upfront payments, if any, are netted with unrealized appreciation or depreciation on swaps to determine the market value of swaps. The Fund segregates assets in the form of cash or liquid securities in an amount equal to the notional amount of the credit default swaps of which it is the seller. The Fund segregates assets in the form of cash or liquid securities in an amount equal to any unrealized depreciation of the credit default swaps of which it is the buyer, marked to market on a daily basis. Credit default swaps involve greater risks than if the Fund had invested in the referenced debt obligation directly. If the Fund is a buyer of a credit default swap and no credit event occurs, the Fund will not earn any return on its investment. If the Fund is a seller of a credit default swap, the
118
State Street Variable Insurance Series Funds, Inc.
Notes to Schedule of Investments
March 31, 2022 (Unaudited)
Fund’s risk of loss may be the entire notional amount of the swap. Swaps may also subject the Fund to the risk that the counterparty to the transaction may not fulfill its obligation. In the case of centrally cleared swaps, counterparty risk is minimal due to protections provided by the CCP.
To-Be-Announced Transactions
The State Street Income V.I.S. Fund may seek to obtain exposure to U.S. agency mortgage pass-through securities through the use of “to-be-announced” or “TBA transactions.” “TBA” refers to a commonly used mechanism for the forward settlement of U.S. agency mortgage pass-through securities. In a TBA transaction, the buyer and seller decide on general trade parameters, such as agency, settlement date, coupon, and price.
The Fund may use TBA transactions to “roll over” such agreements prior to the settlement date. This type of TBA transaction is sometimes known as a “TBA roll.” In a TBA roll a Fund generally will sell the obligation to purchase the pools stipulated in the TBA agreement prior to the settlement date and will enter into a new TBA agreement for future delivery of pools of mortgage pass-through securities. A fund may also enter into TBA agreements and settle such transactions on the stipulated settlement date by accepting actual receipt or delivery of the pools of mortgage pass-through securities.
Default by or bankruptcy of a counterparty to a TBA transaction would expose the Fund to possible loss because of adverse market action, expenses or delays in connection with the purchase or sale of the pools of mortgage pass-through securities specified in the TBA transaction. To minimize this risk, the Fund will enter into TBA transactions only with established counterparties. The Fund’s use of “TBA rolls” may impact portfolio turnover, transaction costs and capital gain distributions to shareholders.
Delayed Delivery and When-Issued Securities
During the period, the State Street Income V.I.S. Fund transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. The securities purchased on a delayed delivery or whenissued basis are identified as such in the Fund’s Schedule of Investments. The Fund may receive compensation for interest forgone in the purchase of a delayed delivery or when-issued security. With respect to such purchase commitments, the Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract’s terms, or if the issuer does not issue the securities due to political, economic or other factors.
119