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Quarterly Report
September 30, 2023
State Street Variable Insurance
Series Funds, Inc.
State Street Variable Insurance Series Funds,
Inc.
Quarterly Report
September 30, 2023
Table of Contents (Unaudited)
Page | |
Schedules of Investments (Unaudited) | |
1 | |
4 | |
12 | |
14 | |
20 | |
34 | |
109 | |
111 |
State Street U.S. Equity V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Common Stock - 97.7% † | |||
Aerospace & Defense - 0.5% | |||
RTX Corp. | 1,441 | $103,709 | |
Apparel Retail - 0.9% | |||
Ross Stores, Inc. | 1,554 | 175,524 | |
Application Software - 2.7% | |||
Adobe, Inc. (a) | 288 | 146,851 | |
Intuit, Inc. | 122 | 62,335 | |
Salesforce, Inc. (a) | 1,291 | 261,789 | |
Splunk, Inc. (a) | 366 | 53,527 | |
524,502 | |||
Automobile Manufacturers - 1.2% | |||
General Motors Co. | 2,979 | 98,217 | |
Tesla, Inc. (a) | 549 | 137,371 | |
235,588 | |||
Automotive Retail - 1.3% | |||
O'Reilly Automotive, Inc. (a) | 270 | 245,392 | |
Biotechnology - 2.2% | |||
BioMarin Pharmaceutical, Inc. (a) | 2,226 | 196,957 | |
Vertex Pharmaceuticals, Inc. (a) | 653 | 227,074 | |
424,031 | |||
Broadline Retail - 4.3% | |||
Amazon.com, Inc. (a) | 6,614 | 840,772 | |
Building Products - 0.6% | |||
Trane Technologies PLC | 544 | 110,383 | |
Cable & Satellite - 0.2% | |||
Charter Communications, Inc., Class A (a) | 89 | 39,144 | |
Communications Equipment - 0.1% | |||
Cisco Systems, Inc. | 547 | 29,407 | |
Construction Materials - 0.5% | |||
Martin Marietta Materials, Inc. | 221 | 90,716 | |
Consumer Staples Merchandise Retail - 2.1% | |||
Costco Wholesale Corp. | 479 | 270,616 | |
Walmart, Inc. | 881 | 140,898 | |
411,514 | |||
Diversified Banks - 1.6% | |||
Bank of America Corp. | 3,219 | 88,136 | |
JPMorgan Chase & Co. | 1,502 | 217,820 | |
305,956 | |||
Diversified Support Services - 1.0% | |||
Cintas Corp. | 197 | 94,759 | |
Copart, Inc. (a) | 2,159 | 93,031 | |
187,790 | |||
Electric Utilities - 1.5% | |||
American Electric Power Co., Inc. (b) | 751 | 56,490 | |
NextEra Energy, Inc. | 4,043 | 231,624 | |
288,114 | |||
Electrical Components & Equipment - 1.2% | |||
Eaton Corp. PLC | 1,133 | 241,646 |
Number of Shares | Fair Value | ||
Electronic Components - 1.1% | |||
Amphenol Corp., Class A | 2,516 | $211,319 | |
Environmental & Facilities Services - 1.2% | |||
Waste Management, Inc. | 1,481 | 225,764 | |
Financial Exchanges & Data - 3.6% | |||
CME Group, Inc. | 977 | 195,615 | |
MSCI, Inc. | 216 | 110,825 | |
S&P Global, Inc. | 1,105 | 403,778 | |
710,218 | |||
Healthcare Equipment - 3.1% | |||
Boston Scientific Corp. (a) | 2,584 | 136,435 | |
Edwards Lifesciences Corp. (a) | 1,552 | 107,523 | |
IDEXX Laboratories, Inc. (a) | 139 | 60,781 | |
Medtronic PLC | 948 | 74,285 | |
Teleflex, Inc. | 858 | 168,520 | |
Zimmer Biomet Holdings, Inc. | 538 | 60,374 | |
607,918 | |||
Home Improvement Retail - 0.8% | |||
Home Depot, Inc. | 164 | 49,554 | |
Lowe's Cos., Inc. | 468 | 97,269 | |
146,823 | |||
Hotels, Resorts & Cruise Lines - 0.4% | |||
Marriott International, Inc., Class A | 389 | 76,462 | |
Household Products - 1.0% | |||
Procter & Gamble Co. | 1,389 | 202,600 | |
Industrial Conglomerates - 0.6% | |||
Honeywell International, Inc. | 636 | 117,495 | |
Industrial Gases - 1.5% | |||
Linde PLC | 792 | 294,901 | |
Industrial Machinery & Supplies & Components - 1.4% | |||
Parker-Hannifin Corp. | 724 | 282,013 | |
Insurance Brokers - 0.3% | |||
Marsh & McLennan Cos., Inc. | 345 | 65,654 | |
Integrated Oil & Gas - 1.2% | |||
Chevron Corp. | 1,335 | 225,108 | |
Interactive Home Entertainment - 0.2% | |||
Activision Blizzard, Inc. | 431 | 40,355 | |
Interactive Media & Services - 7.9% | |||
Alphabet, Inc., Class C (a)(b) | 895 | 118,006 | |
Alphabet, Inc., Class A (a) | 6,729 | 880,557 | |
Meta Platforms, Inc., Class A (a) | 1,823 | 547,283 | |
1,545,846 | |||
IT Consulting & Other Services - 0.4% | |||
Accenture PLC, Class A | 258 | 79,234 | |
Life Sciences Tools & Services - 1.5% | |||
Danaher Corp. | 468 | 116,111 | |
IQVIA Holdings, Inc. (a) | 932 | 183,371 | |
299,482 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Managed Healthcare - 2.9% | |||
Humana, Inc. | 251 | $122,117 | |
UnitedHealth Group, Inc. | 865 | 436,124 | |
558,241 | |||
Movies & Entertainment - 0.4% | |||
Walt Disney Co. (a) | 923 | 74,809 | |
Multi-Line Insurance - 0.2% | |||
American International Group, Inc. (b) | 679 | 41,147 | |
Multi-Sector Holdings - 1.4% | |||
Berkshire Hathaway, Inc., Class B (a) | 786 | 275,336 | |
Multi-Utilities - 0.6% | |||
Sempra | 1,869 | 127,148 | |
Oil & Gas Equipment & Services - 1.2% | |||
Schlumberger NV | 4,044 | 235,765 | |
Oil & Gas Exploration & Production - 2.2% | |||
ConocoPhillips | 2,179 | 261,044 | |
Pioneer Natural Resources Co. | 753 | 172,851 | |
433,895 | |||
Packaged Foods & Meats - 0.7% | |||
Mondelez International, Inc., Class A | 1,885 | 130,819 | |
Personal Care Products - 1.0% | |||
Kenvue, Inc. | 9,917 | 199,133 | |
Pharmaceuticals - 4.7% | |||
AstraZeneca PLC ADR (b) | 1,449 | 98,126 | |
Bristol-Myers Squibb Co. | 1,447 | 83,984 | |
Elanco Animal Health, Inc. (a) | 2,608 | 29,314 | |
Johnson & Johnson | 2,220 | 345,765 | |
Merck & Co., Inc. | 3,422 | 352,295 | |
909,484 | |||
Property & Casualty Insurance - 1.2% | |||
Chubb Ltd. | 1,102 | 229,414 | |
Rail Transportation - 0.3% | |||
Union Pacific Corp. | 324 | 65,976 | |
Regional Banks - 0.4% | |||
Regions Financial Corp. | 4,382 | 75,370 | |
Reinsurance - 0.1% | |||
RenaissanceRe Holdings Ltd. | 94 | 18,604 | |
Restaurants - 0.6% | |||
McDonald's Corp. | 465 | 122,500 | |
Semiconductor Materials & Equipment - 2.2% | |||
Applied Materials, Inc. | 1,928 | 266,932 | |
ASML Holding NV (b) | 279 | 164,236 | |
431,168 | |||
Semiconductors - 6.6% | |||
Advanced Micro Devices, Inc. (a) | 2,226 | 228,877 |
Number of Shares | Fair Value | ||
ARM Holdings PLC ADR (a)(b) | 119 | $6,369 | |
Broadcom, Inc. | 150 | 124,587 | |
NVIDIA Corp. | 1,897 | 825,176 | |
Texas Instruments, Inc. | 613 | 97,473 | |
1,282,482 | |||
Soft Drinks & Non-alcoholic Beverages - 1.1% | |||
Monster Beverage Corp. (a) | 1,685 | 89,221 | |
PepsiCo, Inc. | 766 | 129,791 | |
219,012 | |||
Specialty Chemicals - 1.1% | |||
DuPont de Nemours, Inc. | 424 | 31,626 | |
Ecolab, Inc. | 195 | 33,033 | |
International Flavors & Fragrances, Inc. | 2,206 | 150,383 | |
215,042 | |||
Systems Software - 8.1% | |||
Microsoft Corp. | 4,208 | 1,328,676 | |
Oracle Corp. | 1,156 | 122,444 | |
ServiceNow, Inc. (a) | 213 | 119,058 | |
1,570,178 | |||
Technology Hardware, Storage & Peripherals - 5.8% | |||
Apple, Inc. | 6,544 | 1,120,398 | |
Telecom Tower REITs - 1.2% | |||
American Tower Corp. | 1,424 | 234,177 | |
Trading Companies & Distributors - 1.6% | |||
United Rentals, Inc. | 609 | 270,743 | |
WW Grainger, Inc. | 46 | 31,825 | |
302,568 | |||
Transaction & Payment Processing Services - 3.7% | |||
Fidelity National Information Services, Inc. | 481 | 26,585 | |
Mastercard, Inc., Class A | 924 | 365,821 | |
Visa, Inc., Class A | 1,442 | 331,674 | |
724,080 | |||
Wireless Telecommunication Services - 0.3% | |||
T-Mobile U.S., Inc. (a) | 369 | 51,678 | |
Total Common Stock (Cost $12,106,009) | 19,033,804 | ||
Short-Term Investments - 2.5% | |||
State Street Institutional U.S. Government Money Market Fund - Class G Shares 5.33% (b)(c)(d) (Cost $482,079) | 482,079 | 482,079 | |
Total Investments (Cost $12,588,088) | 19,515,883 | ||
Liabilities in Excess of Other Assets, net - (0.2)% | (48,594) | ||
NET ASSETS - 100.0% | $19,467,289 |
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
September 30, 2023 (Unaudited)
Other Information:
The Fund had the following long futures contracts open at September 30, 2023: |
Description | Expiration Date | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
S&P 500 E-mini Index Futures | December 2023 | 2 | $451,004 | $432,550 | $(18,454) |
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 September 30, 2023, all or a portion of this security was pledged to cover collateral requirements for futures contracts. |
(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 September 30, 2023. |
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 September 30, 2023:
Investments | Level 1 | Level 2 | Level 3 | Total | ||||
Investments in Securities | ||||||||
Common Stock | $19,033,804 | $— | $— | $19,033,804 | ||||
Short-Term Investments | 482,079 | — | — | 482,079 | ||||
Total Investments in Securities | $19,515,883 | $— | $— | $19,515,883 | ||||
Other Financial Instruments | ||||||||
Long Futures Contracts - Unrealized Depreciation | (18,454) | — | — | (18,454) | ||||
Total Other Financial Instruments | $(18,454) | $— | $— | $(18,454) |
Affiliate Table |
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
State Street Institutional U.S. Government Money Market Fund - Class G Shares | 374,873 | $374,873 | $4,351,054 | $4,243,848 | $— | $— | 482,079 | $482,079 | $19,633 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Common Stock - 98.6% † | |||
Advertising - 0.1% | |||
Interpublic Group of Cos., Inc. | 1,662 | $47,633 | |
Omnicom Group, Inc. | 814 | 60,627 | |
108,260 | |||
Aerospace & Defense - 1.5% | |||
Axon Enterprise, Inc. (a) | 300 | 59,697 | |
Boeing Co. (a) | 2,618 | 501,818 | |
General Dynamics Corp. | 999 | 220,749 | |
Howmet Aerospace, Inc. | 1,436 | 66,415 | |
Huntington Ingalls Industries, Inc. | 200 | 40,916 | |
L3Harris Technologies, Inc. | 842 | 146,609 | |
Lockheed Martin Corp. | 1,035 | 423,274 | |
Northrop Grumman Corp. | 695 | 305,932 | |
RTX Corp. | 6,857 | 493,499 | |
Textron, Inc. | 1,023 | 79,937 | |
TransDigm Group, Inc. (a) | 240 | 202,351 | |
2,541,197 | |||
Agricultural & Farm Machinery - 0.3% | |||
Deere & Co. | 1,271 | 479,650 | |
Agricultural Products & Services - 0.2% | |||
Archer-Daniels-Midland Co. | 2,587 | 195,112 | |
Bunge Ltd. | 700 | 75,775 | |
270,887 | |||
Air Freight & Logistics - 0.6% | |||
CH Robinson Worldwide, Inc. | 552 | 47,544 | |
Expeditors International of Washington, Inc. | 713 | 81,731 | |
FedEx Corp. | 1,036 | 274,457 | |
United Parcel Service, Inc., Class B | 3,356 | 523,100 | |
926,832 | |||
Apparel Retail - 0.4% | |||
Ross Stores, Inc. | 1,479 | 167,053 | |
TJX Cos., Inc. | 5,414 | 481,196 | |
648,249 | |||
Apparel, Accessories & Luxury Goods - 0.0% * | |||
Ralph Lauren Corp. | 170 | 19,735 | |
Tapestry, Inc. | 1,189 | 34,184 | |
VF Corp. | 1,441 | 25,463 | |
79,382 | |||
Application Software - 2.4% | |||
Adobe, Inc. (a) | 2,089 | 1,065,181 | |
ANSYS, Inc. (a) | 358 | 106,523 | |
Autodesk, Inc. (a) | 963 | 199,254 | |
Cadence Design Systems, Inc. (a) | 1,224 | 286,783 | |
Fair Isaac Corp. (a) | 100 | 86,853 | |
Intuit, Inc. | 1,316 | 672,397 | |
PTC, Inc. (a) | 500 | 70,840 | |
Roper Technologies, Inc. | 530 | 256,668 | |
Salesforce, Inc. (a) | 4,489 | 910,280 | |
Synopsys, Inc. (a) | 682 | 313,018 | |
Tyler Technologies, Inc. (a) | 200 | 77,228 | |
4,045,025 | |||
Asset Management & Custody Banks - 0.8% | |||
Ameriprise Financial, Inc. | 475 | 156,598 |
Number of Shares | Fair Value | ||
Bank of New York Mellon Corp. | 3,217 | $137,205 | |
BlackRock, Inc. | 657 | 424,744 | |
Blackstone, Inc. | 3,100 | 332,134 | |
Franklin Resources, Inc. | 1,491 | 36,649 | |
Invesco Ltd. | 1,674 | 24,306 | |
Northern Trust Corp. | 920 | 63,922 | |
State Street Corp. (b) | 1,468 | 98,297 | |
T Rowe Price Group, Inc. | 928 | 97,319 | |
1,371,174 | |||
Automobile Manufacturers - 2.1% | |||
Ford Motor Co. | 17,533 | 217,760 | |
General Motors Co. | 6,122 | 201,842 | |
Tesla, Inc. (a) | 12,583 | 3,148,518 | |
3,568,120 | |||
Automotive Parts & Equipment - 0.1% | |||
Aptiv PLC (a) | 1,165 | 114,858 | |
BorgWarner, Inc. | 863 | 34,839 | |
149,697 | |||
Automotive Retail - 0.3% | |||
AutoZone, Inc. (a) | 81 | 205,739 | |
CarMax, Inc. (a) | 678 | 47,955 | |
O'Reilly Automotive, Inc. (a) | 279 | 253,572 | |
507,266 | |||
Biotechnology - 2.1% | |||
AbbVie, Inc. | 8,145 | 1,214,094 | |
Amgen, Inc. | 2,506 | 673,513 | |
Biogen, Inc. (a) | 625 | 160,631 | |
Gilead Sciences, Inc. | 5,794 | 434,202 | |
Incyte Corp. (a) | 768 | 44,367 | |
Moderna, Inc. (a) | 1,415 | 146,155 | |
Regeneron Pharmaceuticals, Inc. (a) | 495 | 407,365 | |
Vertex Pharmaceuticals, Inc. (a) | 1,217 | 423,200 | |
3,503,527 | |||
Brewers - 0.0% * | |||
Molson Coors Beverage Co., Class B | 810 | 51,508 | |
Broadcasting - 0.1% | |||
Fox Corp., Class A | 1,167 | 36,411 | |
Fox Corp., Class B | 740 | 21,371 | |
Paramount Global, Class B | 2,036 | 26,264 | |
84,046 | |||
Broadline Retail - 3.3% | |||
Amazon.com, Inc. (a) | 41,614 | 5,289,971 | |
eBay, Inc. | 2,497 | 110,093 | |
Etsy, Inc. (a) | 600 | 38,748 | |
5,438,812 | |||
Building Products - 0.4% | |||
A O Smith Corp. | 607 | 40,141 | |
Allegion PLC | 398 | 41,471 | |
Carrier Global Corp. | 3,967 | 218,978 | |
Johnson Controls International PLC | 3,122 | 166,122 | |
Masco Corp. | 1,006 | 53,771 | |
Trane Technologies PLC | 1,077 | 218,534 | |
739,017 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Cable & Satellite - 0.6% | |||
Charter Communications, Inc., Class A (a) | 454 | $199,678 | |
Comcast Corp., Class A | 19,264 | 854,166 | |
1,053,844 | |||
Cargo Ground Transportation - 0.1% | |||
JB Hunt Transport Services, Inc. | 354 | 66,736 | |
Old Dominion Freight Line, Inc. | 378 | 154,655 | |
221,391 | |||
Casinos & Gaming - 0.1% | |||
Caesars Entertainment, Inc. (a) | 1,071 | 49,641 | |
Las Vegas Sands Corp. | 1,425 | 65,322 | |
MGM Resorts International (a) | 1,217 | 44,737 | |
Wynn Resorts Ltd. | 481 | 44,449 | |
204,149 | |||
Commodity Chemicals - 0.2% | |||
Dow, Inc. | 3,126 | 161,177 | |
LyondellBasell Industries NV, Class A | 1,039 | 98,393 | |
259,570 | |||
Communications Equipment - 0.9% | |||
Arista Networks, Inc. (a) | 1,236 | 227,337 | |
Cisco Systems, Inc. | 18,960 | 1,019,290 | |
F5, Inc. (a) | 311 | 50,115 | |
Juniper Networks, Inc. | 1,508 | 41,907 | |
Motorola Solutions, Inc. | 815 | 221,876 | |
1,560,525 | |||
Computer & Electronics Retail - 0.0% * | |||
Best Buy Co., Inc. | 860 | 59,744 | |
Construction & Engineering - 0.1% | |||
Quanta Services, Inc. | 633 | 118,415 | |
Construction Machinery & Heavy Transportation Equipment - 0.7% | |||
Caterpillar, Inc. | 2,382 | 650,286 | |
Cummins, Inc. | 642 | 146,671 | |
PACCAR, Inc. | 2,517 | 213,995 | |
Westinghouse Air Brake Technologies Corp. | 736 | 78,215 | |
1,089,167 | |||
Construction Materials - 0.1% | |||
Martin Marietta Materials, Inc. | 288 | 118,218 | |
Vulcan Materials Co. | 613 | 123,838 | |
242,056 | |||
Consumer Electronics - 0.0% * | |||
Garmin Ltd. | 700 | 73,640 | |
Consumer Finance - 0.4% | |||
American Express Co. | 2,775 | 414,002 | |
Capital One Financial Corp. | 1,670 | 162,073 | |
Discover Financial Services | 1,236 | 107,075 | |
Synchrony Financial | 2,066 | 63,158 | |
746,308 | |||
Consumer Staples Merchandise Retail - 1.6% | |||
Costco Wholesale Corp. | 2,038 | 1,151,389 | |
Dollar General Corp. | 988 | 104,530 |
Number of Shares | Fair Value | ||
Dollar Tree, Inc. (a) | 861 | $91,653 | |
Target Corp. | 2,036 | 225,121 | |
Walmart, Inc. | 6,528 | 1,044,023 | |
2,616,716 | |||
Copper - 0.2% | |||
Freeport-McMoRan, Inc. | 6,829 | 254,653 | |
Data Center REITs - 0.3% | |||
Digital Realty Trust, Inc. | 1,408 | 170,396 | |
Equinix, Inc. | 429 | 311,566 | |
481,962 | |||
Data Processing & Outsourced Services - 0.1% | |||
Broadridge Financial Solutions, Inc. | 562 | 100,626 | |
Distillers & Vintners - 0.1% | |||
Brown-Forman Corp., Class B | 755 | 43,556 | |
Constellation Brands, Inc., Class A | 740 | 185,984 | |
229,540 | |||
Distributors - 0.1% | |||
Genuine Parts Co. | 586 | 84,607 | |
LKQ Corp. | 1,238 | 61,293 | |
Pool Corp. | 151 | 53,771 | |
199,671 | |||
Diversified Banks - 2.6% | |||
Bank of America Corp. | 32,088 | 878,569 | |
Citigroup, Inc. | 9,146 | 376,175 | |
JPMorgan Chase & Co. | 13,484 | 1,955,450 | |
KeyCorp | 3,987 | 42,900 | |
PNC Financial Services Group, Inc. | 1,799 | 220,863 | |
U.S. Bancorp | 6,614 | 218,659 | |
Wells Fargo & Co. | 16,960 | 692,986 | |
4,385,602 | |||
Diversified Support Services - 0.2% | |||
Cintas Corp. | 377 | 181,341 | |
Copart, Inc. (a) | 3,776 | 162,708 | |
344,049 | |||
Drug Retail - 0.0% * | |||
Walgreens Boots Alliance, Inc. | 3,007 | 66,876 | |
Electric Utilities - 1.6% | |||
Alliant Energy Corp. | 1,156 | 56,008 | |
American Electric Power Co., Inc. | 2,496 | 187,749 | |
Constellation Energy Corp. | 1,411 | 153,912 | |
Duke Energy Corp. | 3,652 | 322,325 | |
Edison International | 1,623 | 102,720 | |
Entergy Corp. | 900 | 83,250 | |
Evergy, Inc. | 1,088 | 55,162 | |
Eversource Energy | 1,562 | 90,830 | |
Exelon Corp. | 4,780 | 180,636 | |
FirstEnergy Corp. | 2,559 | 87,467 | |
NextEra Energy, Inc. | 9,456 | 541,734 | |
NRG Energy, Inc. | 991 | 38,173 | |
PG&E Corp. (a) | 9,600 | 154,848 | |
Pinnacle West Capital Corp. | 489 | 36,030 | |
PPL Corp. | 3,455 | 81,400 | |
Southern Co. | 5,150 | 333,308 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Xcel Energy, Inc. | 2,701 | $154,551 | |
2,660,103 | |||
Electrical Components & Equipment - 0.6% | |||
AMETEK, Inc. | 968 | 143,031 | |
Eaton Corp. PLC | 1,821 | 388,383 | |
Emerson Electric Co. | 2,503 | 241,715 | |
Generac Holdings, Inc. (a) | 324 | 35,303 | |
Rockwell Automation, Inc. | 514 | 146,937 | |
955,369 | |||
Electronic Components - 0.2% | |||
Amphenol Corp., Class A | 2,865 | 240,631 | |
Corning, Inc. | 3,162 | 96,346 | |
336,977 | |||
Electronic Equipment & Instruments - 0.2% | |||
Keysight Technologies, Inc. (a) | 798 | 105,583 | |
Teledyne Technologies, Inc. (a) | 194 | 79,265 | |
Trimble, Inc. (a) | 941 | 50,682 | |
Zebra Technologies Corp., Class A (a) | 250 | 59,133 | |
294,663 | |||
Electronic Manufacturing Services - 0.1% | |||
TE Connectivity Ltd. | 1,536 | 189,742 | |
Environmental & Facilities Services - 0.3% | |||
Republic Services, Inc. | 892 | 127,119 | |
Rollins, Inc. | 1,200 | 44,796 | |
Waste Management, Inc. | 1,766 | 269,209 | |
441,124 | |||
Fertilizers & Agricultural Chemicals - 0.2% | |||
CF Industries Holdings, Inc. | 949 | 81,367 | |
Corteva, Inc. | 3,036 | 155,322 | |
FMC Corp. | 553 | 37,035 | |
Mosaic Co. | 1,427 | 50,801 | |
324,525 | |||
Financial Exchanges & Data - 1.1% | |||
Cboe Global Markets, Inc. | 438 | 68,420 | |
CME Group, Inc. | 1,602 | 320,752 | |
FactSet Research Systems, Inc. | 180 | 78,707 | |
Intercontinental Exchange, Inc. | 2,691 | 296,064 | |
MarketAxess Holdings, Inc. | 180 | 38,455 | |
Moody's Corp. | 774 | 244,716 | |
MSCI, Inc. | 353 | 181,117 | |
Nasdaq, Inc. | 1,512 | 73,468 | |
S&P Global, Inc. | 1,538 | 562,001 | |
1,863,700 | |||
Food Distributors - 0.1% | |||
Sysco Corp. | 2,160 | 142,668 | |
Food Retail - 0.1% | |||
Kroger Co. | 2,948 | 131,923 | |
Footwear - 0.3% | |||
NIKE, Inc., Class B | 5,697 | 544,747 | |
Gas Utilities - 0.0% * | |||
Atmos Energy Corp. | 560 | 59,321 | |
Gold - 0.1% | |||
Newmont Corp. | 3,499 | 129,288 |
Number of Shares | Fair Value | ||
Health Care REITs - 0.2% | |||
Healthpeak Properties, Inc. | 2,669 | $49,003 | |
Ventas, Inc. | 2,022 | 85,187 | |
Welltower, Inc. | 2,344 | 192,020 | |
326,210 | |||
Healthcare Distributors - 0.3% | |||
Cardinal Health, Inc. | 1,169 | 101,493 | |
Cencora, Inc. | 755 | 135,877 | |
Henry Schein, Inc. (a) | 663 | 49,228 | |
McKesson Corp. | 586 | 254,822 | |
541,420 | |||
Healthcare Equipment - 2.4% | |||
Abbott Laboratories | 8,024 | 777,124 | |
Baxter International, Inc. | 2,181 | 82,311 | |
Becton Dickinson & Co. | 1,352 | 349,532 | |
Boston Scientific Corp. (a) | 6,809 | 359,515 | |
Dexcom, Inc. (a) | 1,654 | 154,318 | |
Edwards Lifesciences Corp. (a) | 2,731 | 189,204 | |
GE HealthCare Technologies, Inc. | 1,621 | 110,293 | |
Hologic, Inc. (a) | 1,062 | 73,703 | |
IDEXX Laboratories, Inc. (a) | 363 | 158,729 | |
Insulet Corp. (a) | 300 | 47,847 | |
Intuitive Surgical, Inc. (a) | 1,637 | 478,479 | |
Medtronic PLC | 6,229 | 488,104 | |
ResMed, Inc. | 617 | 91,236 | |
STERIS PLC | 500 | 109,710 | |
Stryker Corp. | 1,548 | 423,022 | |
Teleflex, Inc. | 222 | 43,603 | |
Zimmer Biomet Holdings, Inc. | 862 | 96,734 | |
4,033,464 | |||
Healthcare Facilities - 0.2% | |||
HCA Healthcare, Inc. | 945 | 232,451 | |
Universal Health Services, Inc., Class B | 241 | 30,301 | |
262,752 | |||
Healthcare Services - 0.6% | |||
Cigna Group | 1,389 | 397,351 | |
CVS Health Corp. | 6,053 | 422,620 | |
DaVita, Inc. (a) | 158 | 14,936 | |
Laboratory Corp. of America Holdings | 393 | 79,013 | |
Quest Diagnostics, Inc. | 458 | 55,812 | |
969,732 | |||
Healthcare Supplies - 0.1% | |||
Align Technology, Inc. (a) | 387 | 118,159 | |
Cooper Cos., Inc. | 235 | 74,733 | |
DENTSPLY SIRONA, Inc. | 977 | 33,374 | |
226,266 | |||
Home Building - 0.3% | |||
DR Horton, Inc. | 1,511 | 162,387 | |
Lennar Corp., Class A | 1,136 | 127,493 | |
NVR, Inc. (a) | 12 | 71,560 | |
PulteGroup, Inc. | 907 | 67,163 | |
428,603 | |||
Home Furnishings - 0.0% * | |||
Mohawk Industries, Inc. (a) | 275 | 23,598 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Home Improvement Retail - 1.2% | |||
Home Depot, Inc. | 4,650 | $1,405,044 | |
Lowe's Cos., Inc. | 2,750 | 571,560 | |
1,976,604 | |||
Hotel & Resort REITs - 0.0% * | |||
Host Hotels & Resorts, Inc. | 2,755 | 44,273 | |
Hotels, Resorts & Cruise Lines - 0.9% | |||
Airbnb, Inc., Class A (a) | 1,900 | 260,699 | |
Booking Holdings, Inc. (a) | 170 | 524,272 | |
Carnival Corp. (a) | 4,167 | 57,171 | |
Expedia Group, Inc. (a) | 589 | 60,708 | |
Hilton Worldwide Holdings, Inc. | 1,200 | 180,216 | |
Marriott International, Inc., Class A | 1,197 | 235,282 | |
Norwegian Cruise Line Holdings Ltd. (a) | 2,096 | 34,542 | |
Royal Caribbean Cruises Ltd. (a) | 936 | 86,243 | |
1,439,133 | |||
Household Appliances - 0.0% * | |||
Whirlpool Corp. | 267 | 35,698 | |
Household Products - 1.3% | |||
Church & Dwight Co., Inc. | 1,069 | 97,952 | |
Clorox Co. | 513 | 67,234 | |
Colgate-Palmolive Co. | 3,719 | 264,458 | |
Kimberly-Clark Corp. | 1,455 | 175,837 | |
Procter & Gamble Co. | 10,879 | 1,586,811 | |
2,192,292 | |||
Human Resource & Employment Services - 0.5% | |||
Automatic Data Processing, Inc. | 1,897 | 456,380 | |
Ceridian HCM Holding, Inc. (a) | 666 | 45,188 | |
Paychex, Inc. | 1,564 | 180,376 | |
Paycom Software, Inc. | 203 | 52,632 | |
Robert Half, Inc. | 390 | 28,579 | |
763,155 | |||
Independent Power Producers & Energy Traders - 0.0% * | |||
AES Corp. | 2,716 | 41,283 | |
Industrial Conglomerates - 0.8% | |||
3M Co. | 2,466 | 230,867 | |
General Electric Co. | 5,112 | 565,132 | |
Honeywell International, Inc. | 3,129 | 578,051 | |
1,374,050 | |||
Industrial Gases - 0.7% | |||
Air Products & Chemicals, Inc. | 1,063 | 301,254 | |
Linde PLC | 2,239 | 833,692 | |
1,134,946 | |||
Industrial Machinery & Supplies & Components - 0.8% | |||
Dover Corp. | 626 | 87,333 | |
Fortive Corp. | 1,584 | 117,470 | |
IDEX Corp. | 340 | 70,727 | |
Illinois Tool Works, Inc. | 1,294 | 298,021 | |
Ingersoll Rand, Inc. | 1,962 | 125,019 | |
Nordson Corp. | 237 | 52,891 | |
Otis Worldwide Corp. | 1,858 | 149,216 | |
Parker-Hannifin Corp. | 589 | 229,427 | |
Pentair PLC | 696 | 45,066 |
Number of Shares | Fair Value | ||
Snap-on, Inc. | 282 | $71,927 | |
Stanley Black & Decker, Inc. | 649 | 54,243 | |
Xylem, Inc. | 1,057 | 96,219 | |
1,397,559 | |||
Industrial REITs - 0.3% | |||
Prologis, Inc. | 4,341 | 487,104 | |
Insurance Brokers - 0.7% | |||
Aon PLC, Class A | 983 | 318,709 | |
Arthur J Gallagher & Co. | 1,027 | 234,084 | |
Brown & Brown, Inc. | 1,145 | 79,967 | |
Marsh & McLennan Cos., Inc. | 2,307 | 439,022 | |
Willis Towers Watson PLC | 494 | 103,226 | |
1,175,008 | |||
Integrated Oil & Gas - 2.3% | |||
Chevron Corp. | 8,245 | 1,390,272 | |
Exxon Mobil Corp. | 18,435 | 2,167,587 | |
Occidental Petroleum Corp. | 3,243 | 210,406 | |
3,768,265 | |||
Integrated Telecommunication Services - 0.7% | |||
AT&T, Inc. | 33,383 | 501,413 | |
Verizon Communications, Inc. | 19,520 | 632,643 | |
1,134,056 | |||
Interactive Home Entertainment - 0.3% | |||
Activision Blizzard, Inc. | 3,428 | 320,964 | |
Electronic Arts, Inc. | 1,150 | 138,460 | |
Take-Two Interactive Software, Inc. (a) | 736 | 103,327 | |
562,751 | |||
Interactive Media & Services - 5.8% | |||
Alphabet, Inc., Class C (a)(c) | 23,348 | 3,078,434 | |
Alphabet, Inc., Class A (a) | 27,275 | 3,569,206 | |
Match Group, Inc. (a) | 1,240 | 48,577 | |
Meta Platforms, Inc., Class A (a) | 10,257 | 3,079,254 | |
9,775,471 | |||
Internet Services & Infrastructure - 0.1% | |||
Akamai Technologies, Inc. (a) | 614 | 65,416 | |
VeriSign, Inc. (a) | 374 | 75,746 | |
141,162 | |||
Investment Banking & Brokerage - 0.9% | |||
Charles Schwab Corp. | 6,992 | 383,861 | |
Goldman Sachs Group, Inc. | 1,574 | 509,299 | |
Morgan Stanley | 6,080 | 496,554 | |
Raymond James Financial, Inc. | 793 | 79,641 | |
1,469,355 | |||
IT Consulting & Other Services - 1.1% | |||
Accenture PLC, Class A | 2,934 | 901,061 | |
Cognizant Technology Solutions Corp., Class A | 2,337 | 158,308 | |
DXC Technology Co. (a) | 1,002 | 20,872 | |
EPAM Systems, Inc. (a) | 273 | 69,803 | |
Gartner, Inc. (a) | 328 | 112,704 | |
International Business Machines Corp. | 4,267 | 598,660 | |
1,861,408 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Leisure Products - 0.0% * | |||
Hasbro, Inc. | 692 | $45,769 | |
Life & Health Insurance - 0.4% | |||
Aflac, Inc. | 2,389 | 183,356 | |
Globe Life, Inc. | 457 | 49,690 | |
MetLife, Inc. | 2,995 | 188,415 | |
Principal Financial Group, Inc. | 1,011 | 72,863 | |
Prudential Financial, Inc. | 1,691 | 160,459 | |
654,783 | |||
Life Sciences Tools & Services - 1.5% | |||
Agilent Technologies, Inc. | 1,444 | 161,468 | |
Bio-Rad Laboratories, Inc., Class A (a) | 100 | 35,845 | |
Bio-Techne Corp. | 612 | 41,659 | |
Charles River Laboratories International, Inc. (a) | 226 | 44,291 | |
Danaher Corp. | 3,062 | 759,682 | |
Illumina, Inc. (a) | 664 | 91,154 | |
IQVIA Holdings, Inc. (a) | 844 | 166,057 | |
Mettler-Toledo International, Inc. (a) | 95 | 105,267 | |
Revvity, Inc. | 600 | 66,420 | |
Thermo Fisher Scientific, Inc. | 1,768 | 894,909 | |
Waters Corp. (a) | 268 | 73,488 | |
West Pharmaceutical Services, Inc. | 310 | 116,315 | |
2,556,555 | |||
Managed Healthcare - 1.9% | |||
Centene Corp. (a) | 2,624 | 180,741 | |
Elevance Health, Inc. | 1,047 | 455,885 | |
Humana, Inc. | 548 | 266,613 | |
Molina Healthcare, Inc. (a) | 252 | 82,628 | |
UnitedHealth Group, Inc. | 4,276 | 2,155,917 | |
3,141,784 | |||
Metal, Glass & Plastic Containers - 0.0% * | |||
Ball Corp. | 1,464 | 72,878 | |
Movies & Entertainment - 1.0% | |||
Live Nation Entertainment, Inc. (a) | 639 | 53,063 | |
Netflix, Inc. (a) | 2,024 | 764,262 | |
Walt Disney Co. (a) | 8,510 | 689,735 | |
Warner Bros Discovery, Inc. (a) | 9,394 | 102,019 | |
1,609,079 | |||
Multi-Family Residential REITs - 0.3% | |||
AvalonBay Communities, Inc. | 620 | 106,479 | |
Camden Property Trust | 500 | 47,290 | |
Equity Residential | 1,384 | 81,254 | |
Essex Property Trust, Inc. | 286 | 60,658 | |
Mid-America Apartment Communities, Inc. | 534 | 68,699 | |
UDR, Inc. | 1,498 | 53,434 | |
417,814 | |||
Multi-Line Insurance - 0.2% | |||
American International Group, Inc. | 3,186 | 193,072 | |
Assurant, Inc. | 252 | 36,182 | |
Hartford Financial Services Group, Inc. | 1,419 | 100,621 | |
329,875 |
Number of Shares | Fair Value | ||
Multi-Sector Holdings - 1.7% | |||
Berkshire Hathaway, Inc., Class B (a) | 8,323 | $2,915,547 | |
Multi-Utilities - 0.7% | |||
Ameren Corp. (c) | 1,067 | 79,844 | |
CenterPoint Energy, Inc. | 2,964 | 79,584 | |
CMS Energy Corp. | 1,149 | 61,023 | |
Consolidated Edison, Inc. | 1,542 | 131,887 | |
Dominion Energy, Inc. | 3,580 | 159,919 | |
DTE Energy Co. | 902 | 89,551 | |
NiSource, Inc. | 2,025 | 49,977 | |
Public Service Enterprise Group, Inc. | 2,407 | 136,982 | |
Sempra | 3,042 | 206,947 | |
WEC Energy Group, Inc. | 1,435 | 115,589 | |
1,111,303 | |||
Office REITs - 0.1% | |||
Alexandria Real Estate Equities, Inc. | 700 | 70,070 | |
Boston Properties, Inc. | 678 | 40,327 | |
110,397 | |||
Oil & Gas Equipment & Services - 0.4% | |||
Baker Hughes Co. | 4,506 | 159,152 | |
Halliburton Co. | 4,315 | 174,758 | |
Schlumberger NV | 6,704 | 390,843 | |
724,753 | |||
Oil & Gas Exploration & Production - 1.2% | |||
APA Corp. | 1,268 | 52,115 | |
ConocoPhillips | 5,667 | 678,907 | |
Coterra Energy, Inc. | 3,158 | 85,424 | |
Devon Energy Corp. | 2,946 | 140,524 | |
Diamondback Energy, Inc. | 794 | 122,975 | |
EOG Resources, Inc. | 2,734 | 346,562 | |
EQT Corp. | 1,700 | 68,986 | |
Hess Corp. | 1,179 | 180,387 | |
Marathon Oil Corp. | 2,562 | 68,533 | |
Pioneer Natural Resources Co. | 1,104 | 253,423 | |
1,997,836 | |||
Oil & Gas Refining & Marketing - 0.5% | |||
Marathon Petroleum Corp. | 1,957 | 296,172 | |
Phillips 66 | 2,160 | 259,524 | |
Valero Energy Corp. | 1,653 | 234,247 | |
789,943 | |||
Oil & Gas Storage & Transportation - 0.3% | |||
Kinder Morgan, Inc. | 8,660 | 143,583 | |
ONEOK, Inc. | 2,665 | 169,041 | |
Targa Resources Corp. | 893 | 76,548 | |
Williams Cos., Inc. | 5,797 | 195,301 | |
584,473 | |||
Other Specialized REITs - 0.1% | |||
Iron Mountain, Inc. | 1,186 | 70,508 | |
VICI Properties, Inc. | 4,867 | 141,629 | |
212,137 | |||
Other Specialty Retail - 0.1% | |||
Bath & Body Works, Inc. | 892 | 30,150 | |
Tractor Supply Co. | 457 | 92,794 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Ulta Beauty, Inc. (a) | 212 | $84,683 | |
207,627 | |||
Packaged Foods & Meats - 0.8% | |||
Campbell Soup Co. | 776 | 31,878 | |
Conagra Brands, Inc. | 1,941 | 53,222 | |
General Mills, Inc. | 2,865 | 183,331 | |
Hershey Co. | 663 | 132,653 | |
Hormel Foods Corp. | 1,297 | 49,325 | |
J M Smucker Co. | 459 | 56,416 | |
Kellogg Co. | 1,186 | 70,579 | |
Kraft Heinz Co. | 3,317 | 111,584 | |
Lamb Weston Holdings, Inc. | 568 | 52,517 | |
McCormick & Co., Inc. | 1,028 | 77,758 | |
Mondelez International, Inc., Class A | 6,411 | 444,923 | |
Tyson Foods, Inc., Class A | 1,173 | 59,225 | |
1,323,411 | |||
Paper & Plastic Packaging Products & Materials - 0.2% | |||
Amcor PLC (c) | 6,636 | 60,786 | |
Avery Dennison Corp. | 351 | 64,117 | |
International Paper Co. | 1,599 | 56,717 | |
Packaging Corp. of America | 446 | 68,483 | |
Sealed Air Corp. | 764 | 25,105 | |
Westrock Co. | 928 | 33,222 | |
308,430 | |||
Passenger Airlines - 0.2% | |||
Alaska Air Group, Inc. (a) | 700 | 25,956 | |
American Airlines Group, Inc. (a)(c) | 2,697 | 34,549 | |
Delta Air Lines, Inc. | 2,886 | 106,782 | |
Southwest Airlines Co. | 2,670 | 72,277 | |
United Airlines Holdings, Inc. (a) | 1,288 | 54,482 | |
294,046 | |||
Personal Care Products - 0.2% | |||
Estee Lauder Cos., Inc., Class A | 1,010 | 145,995 | |
Kenvue, Inc. | 7,508 | 150,761 | |
296,756 | |||
Pharmaceuticals - 4.1% | |||
Bristol-Myers Squibb Co. | 9,784 | 567,863 | |
Catalent, Inc. (a) | 721 | 32,827 | |
Eli Lilly & Co. | 3,631 | 1,950,319 | |
Johnson & Johnson | 11,062 | 1,722,907 | |
Merck & Co., Inc. | 11,719 | 1,206,471 | |
Organon & Co. | 1,206 | 20,936 | |
Pfizer, Inc. | 26,199 | 869,021 | |
Viatris, Inc. | 4,835 | 47,673 | |
Zoetis, Inc. | 2,055 | 357,529 | |
6,775,546 | |||
Property & Casualty Insurance - 0.8% | |||
Allstate Corp. (c) | 1,181 | 131,576 | |
Arch Capital Group Ltd. (a) | 1,700 | 135,507 | |
Chubb Ltd. | 1,951 | 406,159 | |
Cincinnati Financial Corp. | 723 | 73,956 | |
Loews Corp. | 746 | 47,229 | |
Progressive Corp. | 2,734 | 380,846 | |
Travelers Cos., Inc. | 1,045 | 170,659 | |
W R Berkley Corp. | 808 | 51,300 | |
1,397,232 |
Number of Shares | Fair Value | ||
Publishing - 0.0% * | |||
News Corp., Class A | 2,096 | $42,046 | |
News Corp., Class B | 748 | 15,611 | |
57,657 | |||
Rail Transportation - 0.6% | |||
CSX Corp. | 9,578 | 294,523 | |
Norfolk Southern Corp. | 1,074 | 211,503 | |
Union Pacific Corp. | 2,798 | 569,757 | |
1,075,783 | |||
Real Estate Services - 0.1% | |||
CBRE Group, Inc., Class A (a) | 1,320 | 97,495 | |
CoStar Group, Inc. (a) | 1,800 | 138,402 | |
235,897 | |||
Regional Banks - 0.3% | |||
Citizens Financial Group, Inc. | 2,100 | 56,280 | |
Comerica, Inc. | 648 | 26,924 | |
Fifth Third Bancorp | 3,184 | 80,651 | |
Huntington Bancshares, Inc. | 6,287 | 65,385 | |
M&T Bank Corp. | 705 | 89,147 | |
Regions Financial Corp. | 3,805 | 65,446 | |
Truist Financial Corp. | 5,722 | 163,707 | |
Zions Bancorp NA | 700 | 24,423 | |
571,963 | |||
Reinsurance - 0.0% * | |||
Everest Group Ltd. | 152 | 56,494 | |
Research & Consulting Services - 0.2% | |||
Equifax, Inc. | 508 | 93,056 | |
Jacobs Solutions, Inc. | 548 | 74,802 | |
Leidos Holdings, Inc. | 645 | 59,443 | |
Verisk Analytics, Inc. | 654 | 154,501 | |
381,802 | |||
Restaurants - 1.1% | |||
Chipotle Mexican Grill, Inc. (a) | 122 | 223,483 | |
Darden Restaurants, Inc. | 493 | 70,608 | |
Domino's Pizza, Inc. | 137 | 51,894 | |
McDonald's Corp. | 3,380 | 890,427 | |
Starbucks Corp. | 5,355 | 488,751 | |
Yum! Brands, Inc. | 1,210 | 151,177 | |
1,876,340 | |||
Retail REITs - 0.3% | |||
Federal Realty Investment Trust | 394 | 35,708 | |
Kimco Realty Corp. | 2,766 | 48,654 | |
Realty Income Corp. | 3,275 | 163,553 | |
Regency Centers Corp. | 620 | 36,853 | |
Simon Property Group, Inc. | 1,397 | 150,918 | |
435,686 | |||
Self Storage REITs - 0.2% | |||
Extra Space Storage, Inc. | 965 | 117,325 | |
Public Storage | 772 | 203,437 | |
320,762 | |||
Semiconductor Materials & Equipment - 0.8% | |||
Applied Materials, Inc. | 3,948 | 546,601 | |
Enphase Energy, Inc. (a) | 600 | 72,090 | |
KLA Corp. | 617 | 282,993 | |
Lam Research Corp. | 590 | 369,794 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
SolarEdge Technologies, Inc. (a) | 226 | $29,269 | |
Teradyne, Inc. | 677 | 68,012 | |
1,368,759 | |||
Semiconductors - 6.5% | |||
Advanced Micro Devices, Inc. (a) | 7,492 | 770,327 | |
Analog Devices, Inc. | 2,242 | 392,552 | |
Broadcom, Inc. | 1,914 | 1,589,730 | |
First Solar, Inc. (a) | 400 | 64,636 | |
Intel Corp. | 19,408 | 689,954 | |
Microchip Technology, Inc. | 2,645 | 206,442 | |
Micron Technology, Inc. | 4,849 | 329,878 | |
Monolithic Power Systems, Inc. | 206 | 95,172 | |
NVIDIA Corp. | 11,333 | 4,929,742 | |
NXP Semiconductors NV | 1,156 | 231,108 | |
ON Semiconductor Corp. (a) | 1,939 | 180,230 | |
Qorvo, Inc. (a) | 376 | 35,897 | |
QUALCOMM, Inc. | 5,208 | 578,401 | |
Skyworks Solutions, Inc. | 636 | 62,703 | |
Texas Instruments, Inc. | 4,238 | 673,884 | |
10,830,656 | |||
Single-Family Residential REITs - 0.0% * | |||
Invitation Homes, Inc. | 2,500 | 79,225 | |
Soft Drinks & Non-alcoholic Beverages - 1.5% | |||
Coca-Cola Co. | 18,049 | 1,010,383 | |
Keurig Dr Pepper, Inc. | 4,613 | 145,632 | |
Monster Beverage Corp. (a) | 3,674 | 194,538 | |
PepsiCo, Inc. | 6,392 | 1,083,061 | |
2,433,614 | |||
Specialty Chemicals - 0.6% | |||
Albemarle Corp. | 541 | 91,992 | |
Celanese Corp. | 373 | 46,819 | |
DuPont de Nemours, Inc. | 2,059 | 153,581 | |
Eastman Chemical Co. | 541 | 41,506 | |
Ecolab, Inc. | 1,147 | 194,302 | |
International Flavors & Fragrances, Inc. | 1,159 | 79,009 | |
PPG Industries, Inc. | 988 | 128,242 | |
Sherwin-Williams Co. | 1,110 | 283,105 | |
1,018,556 | |||
Steel - 0.2% | |||
Nucor Corp. | 1,147 | 179,333 | |
Steel Dynamics, Inc. | 700 | 75,054 | |
254,387 | |||
Systems Software - 7.5% | |||
Fortinet, Inc. (a) | 3,135 | 183,962 | |
Gen Digital, Inc. | 2,772 | 49,009 | |
Microsoft Corp. | 34,141 | 10,780,021 | |
Oracle Corp. | 7,158 | 758,175 | |
Palo Alto Networks, Inc. (a) | 1,400 | 328,216 | |
ServiceNow, Inc. (a) | 936 | 523,186 | |
12,622,569 | |||
Technology Distributors - 0.1% | |||
CDW Corp. | 600 | 121,056 |
Number of Shares | Fair Value | ||
Technology Hardware, Storage & Peripherals - 7.1% | |||
Apple, Inc. | 67,644 | $11,581,329 | |
Contra Abiomed, Inc. (a) | 199 | 203 | |
Hewlett Packard Enterprise Co. | 5,833 | 101,319 | |
HP, Inc. | 3,529 | 90,695 | |
NetApp, Inc. | 938 | 71,176 | |
Seagate Technology Holdings PLC | 715 | 47,154 | |
Western Digital Corp. (a) | 1,358 | 61,966 | |
11,953,842 | |||
Telecom Tower REITs - 0.4% | |||
American Tower Corp. | 2,220 | 365,079 | |
Crown Castle, Inc. | 2,058 | 189,398 | |
SBA Communications Corp. | 455 | 91,077 | |
645,554 | |||
Timber REITs - 0.1% | |||
Weyerhaeuser Co. | 3,043 | 93,298 | |
Tobacco - 0.6% | |||
Altria Group, Inc. (c) | 8,396 | 353,052 | |
Philip Morris International, Inc. | 7,215 | 667,964 | |
1,021,016 | |||
Trading Companies & Distributors - 0.3% | |||
Fastenal Co. | 2,771 | 151,407 | |
United Rentals, Inc. | 312 | 138,706 | |
WW Grainger, Inc. | 207 | 143,211 | |
433,324 | |||
Transaction & Payment Processing Services - 2.6% | |||
Fidelity National Information Services, Inc. | 2,647 | 146,300 | |
Fiserv, Inc. (a) | 2,733 | 308,720 | |
FleetCor Technologies, Inc. (a) | 323 | 82,475 | |
Global Payments, Inc. | 1,129 | 130,275 | |
Jack Henry & Associates, Inc. | 349 | 52,748 | |
Mastercard, Inc., Class A | 3,875 | 1,534,151 | |
PayPal Holdings, Inc. (a) | 5,294 | 309,487 | |
Visa, Inc., Class A | 7,481 | 1,720,705 | |
4,284,861 | |||
Water Utilities - 0.1% | |||
American Water Works Co., Inc. | 817 | 101,169 | |
Wireless Telecommunication Services - 0.2% | |||
T-Mobile U.S., Inc. (a) | 2,583 | 361,749 | |
Total Common Stock (Cost $55,196,539) | 164,994,914 | ||
Short-Term Investments - 1.4% | |||
State Street Institutional Liquid Reserves Fund - Premier Class 5.45% (c)(d)(e) (Cost $2,235,578) | 2,235,151 | 2,235,598 | |
Total Investments (Cost $57,432,117) | 167,230,512 | ||
Other Assets and Liabilities, net - 0.0%* | 61,475 | ||
NET ASSETS - 100.0% | $167,291,987 |
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
September 30, 2023 (Unaudited)
Other Information:
The Fund had the following long futures contracts open at September 30, 2023: |
Description | Expiration Date | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
S&P 500 E-mini Index Futures | December 2023 | 12 | $2,711,893 | $2,595,300 | $(116,593) |
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) | At September 30, 2023, all or a portion of this security was pledged to cover collateral requirements for futures contracts. |
(d) | 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. |
(e) | Coupon amount represents effective yield. |
† | Percentages are based on net assets as of September 30, 2023. |
* | 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 September 30, 2023:
Investments | Level 1 | Level 2 | Level 3 | Total | ||||
Investments in Securities | ||||||||
Common Stock | $164,994,711 | $203 | $— | $164,994,914 | ||||
Short-Term Investments | 2,235,598 | — | — | 2,235,598 | ||||
Total Investments in Securities | $167,230,309 | $203 | $— | $167,230,512 | ||||
Other Financial Instruments | ||||||||
Long Futures Contracts - Unrealized Depreciation | (116,593) | — | — | (116,593) | ||||
Total Other Financial Instruments | $(116,593) | $— | $— | $(116,593) |
Affiliate Table |
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
State Street Corp. | 1,635 | $126,827 | $— | $12,369 | $(1,415) | $(14,746) | 1,468 | $98,297 | $2,863 | ||||||||
State Street Institutional Liquid Reserves Fund, Premier Class | 3,444,537 | 3,445,226 | 22,081,705 | 23,291,687 | (5) | 359 | 2,235,151 | 2,235,598 | 119,038 | ||||||||
TOTAL | $3,572,053 | $22,081,705 | $23,304,056 | $(1,420) | $(14,387) | $2,333,895 | $121,901 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Common Stock - 97.6% † | |||
Apparel Retail - 1.2% | |||
Ross Stores, Inc. | 3,014 | $340,431 | |
Application Software - 4.2% | |||
Adobe, Inc. (a) | 1,147 | 584,855 | |
Salesforce, Inc. (a) | 3,030 | 614,424 | |
1,199,279 | |||
Automobile Manufacturers - 0.9% | |||
Tesla, Inc. (a)(b) | 1,083 | 270,988 | |
Biotechnology - 3.2% | |||
BioMarin Pharmaceutical, Inc. (a) | 5,523 | 488,675 | |
Vertex Pharmaceuticals, Inc. (a) | 1,204 | 418,679 | |
907,354 | |||
Broadline Retail - 7.1% | |||
Amazon.com, Inc. (a) | 15,907 | 2,022,098 | |
Cable & Satellite - 1.4% | |||
Charter Communications, Inc., Class A (a)(b) | 892 | 392,319 | |
Consumer Staples Merchandise Retail - 2.3% | |||
Costco Wholesale Corp. | 1,141 | 644,619 | |
Electrical Components & Equipment - 1.6% | |||
Eaton Corp. PLC | 2,210 | 471,349 | |
Electronic Components - 1.5% | |||
Amphenol Corp., Class A | 5,078 | 426,501 | |
Financial Exchanges & Data - 1.4% | |||
S&P Global, Inc. | 1,092 | 399,028 | |
Healthcare Equipment - 2.3% | |||
Boston Scientific Corp. (a) | 5,909 | 311,995 | |
IDEXX Laboratories, Inc. (a) | 818 | 357,687 | |
669,682 | |||
Home Improvement Retail - 1.5% | |||
Lowe's Cos., Inc. | 2,005 | 416,719 | |
Industrial Machinery & Supplies & Components - 1.9% | |||
Parker-Hannifin Corp. | 1,400 | 545,328 | |
Interactive Media & Services - 13.0% | |||
Alphabet, Inc., Class C (a) | 10,771 | 1,420,156 | |
Alphabet, Inc., Class A (a) | 6,944 | 908,692 | |
Meta Platforms, Inc., Class A (a) | 4,569 | 1,371,660 | |
3,700,508 | |||
Life Sciences Tools & Services - 1.1% | |||
IQVIA Holdings, Inc. (a) | 1,558 | 306,537 | |
Managed Healthcare - 3.9% | |||
UnitedHealth Group, Inc. | 2,183 | 1,100,647 |
Number of Shares | Fair Value | ||
Other Specialty Retail - 0.6% | |||
Chewy, Inc., Class A (a) | 8,818 | $161,017 | |
Pharmaceuticals - 1.7% | |||
AstraZeneca PLC ADR | 7,224 | 489,209 | |
Semiconductor Materials & Equipment - 2.8% | |||
Applied Materials, Inc. | 3,587 | 496,620 | |
ASML Holding NV (b) | 536 | 315,522 | |
812,142 | |||
Semiconductors - 8.7% | |||
Advanced Micro Devices, Inc. (a) | 4,779 | 491,377 | |
Broadcom, Inc. | 336 | 279,075 | |
NVIDIA Corp. | 3,927 | 1,708,205 | |
2,478,657 | |||
Soft Drinks & Non-alcoholic Beverages - 1.5% | |||
Monster Beverage Corp. (a) | 8,336 | 441,391 | |
Systems Software - 14.4% | |||
Microsoft Corp. | 11,049 | 3,488,722 | |
ServiceNow, Inc. (a) | 1,103 | 616,533 | |
4,105,255 | |||
Technology Hardware, Storage & Peripherals - 10.0% | |||
Apple, Inc. | 16,635 | 2,848,078 | |
Telecom Tower REITs - 1.4% | |||
American Tower Corp. | 2,381 | 391,556 | |
Trading Companies & Distributors - 2.0% | |||
United Rentals, Inc. | 1,272 | 565,493 | |
Transaction & Payment Processing Services - 6.0% | |||
Mastercard, Inc., Class A | 2,076 | 821,909 | |
Visa, Inc., Class A | 3,920 | 901,639 | |
1,723,548 | |||
Total Common Stock (Cost $13,316,248) | 27,829,733 | ||
Short-Term Investments - 2.7% | |||
State Street Institutional U.S. Government Money Market Fund - Class G Shares 5.33% (c)(d) (Cost $765,402) | 765,402 | 765,402 | |
Total Investments (Cost $14,081,650) | 28,595,135 | ||
Liabilities in Excess of Other Assets, net - (0.3)% | (84,409) | ||
NET ASSETS - 100.0% | $28,510,726 |
Other Information:
The Fund had the following long futures contracts open at September 30, 2023: |
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
September 30, 2023 (Unaudited)
Description | Expiration Date | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
S&P 500 E-mini Index Futures | December 2023 | 2 | $451,303 | $432,550 | $(18,753) |
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 September 30, 2023, all or a portion of this security was pledged to cover collateral requirements for futures contracts. |
(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 September 30, 2023. |
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 September 30, 2023:
Investments | Level 1 | Level 2 | Level 3 | Total | ||||
Investments in Securities | ||||||||
Common Stock | $27,829,733 | $— | $— | $27,829,733 | ||||
Short-Term Investments | 765,402 | — | — | 765,402 | ||||
Total Investments in Securities | $28,595,135 | $— | $— | $28,595,135 | ||||
Other Financial Instruments | ||||||||
Long Futures Contracts - Unrealized Depreciation | (18,753) | — | — | (18,753) | ||||
Total Other Financial Instruments | $(18,753) | $— | $— | $(18,753) |
Affiliate Table |
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
State Street Institutional U.S. Government Money Market Fund - Class G Shares | 500,571 | $500,571 | $5,529,891 | $5,265,060 | $— | $— | 765,402 | $765,402 | $27,391 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Common Stock - 96.0% † | |||
Aerospace & Defense - 0.3% | |||
Woodward, Inc. | 611 | $75,923 | |
Agricultural & Farm Machinery - 1.0% | |||
AGCO Corp. | 1,945 | 230,055 | |
Agricultural Products & Services - 1.3% | |||
Darling Ingredients, Inc. (a) | 5,833 | 304,483 | |
Apparel Retail - 1.3% | |||
American Eagle Outfitters, Inc. | 1,856 | 30,828 | |
Boot Barn Holdings, Inc. (a) | 2,388 | 193,882 | |
Buckle, Inc. | 2,116 | 70,653 | |
Revolve Group, Inc. (a) | 1,994 | 27,138 | |
322,501 | |||
Application Software - 6.9% | |||
ACI Worldwide, Inc. (a) | 3,960 | 89,338 | |
Altair Engineering, Inc., Class A (a) | 1,248 | 78,075 | |
Asana, Inc., Class A (a)(b) | 4,270 | 78,184 | |
Blackbaud, Inc. (a) | 2,099 | 147,602 | |
BlackLine, Inc. (a) | 658 | 36,499 | |
Box, Inc., Class A (a) | 4,690 | 113,545 | |
Braze, Inc., Class A (a) | 1,660 | 77,572 | |
CCC Intelligent Solutions Holdings, Inc. (a) | 6,779 | 90,500 | |
Freshworks, Inc., Class A Revenue (a) | 7,230 | 144,021 | |
New Relic, Inc. (a) | 2,540 | 217,475 | |
Nutanix, Inc., Class A (a) | 4,660 | 162,541 | |
Q2 Holdings, Inc. (a) | 2,250 | 72,607 | |
Smartsheet, Inc., Class A (a) | 3,370 | 136,350 | |
Vertex, Inc., Class A (a) | 4,055 | 93,670 | |
Workiva, Inc. (a) | 1,140 | 115,527 | |
1,653,506 | |||
Automobile Manufacturers - 0.7% | |||
Thor Industries, Inc. | 1,662 | 158,106 | |
Automotive Parts & Equipment - 1.3% | |||
Dana, Inc. | 3,217 | 47,194 | |
Dorman Products, Inc. (a) | 2,529 | 191,597 | |
LCI Industries | 165 | 19,374 | |
Modine Manufacturing Co. (a) | 1,240 | 56,730 | |
314,895 | |||
Automotive Retail - 1.7% | |||
America's Car-Mart, Inc. (a)(b) | 188 | 17,106 | |
Group 1 Automotive, Inc. | 390 | 104,797 | |
Monro, Inc. | 1,002 | 27,826 | |
Murphy USA, Inc. | 762 | 260,398 | |
410,127 | |||
Biotechnology - 1.2% | |||
Abcam PLC ADR (a) | 2,160 | 48,881 | |
Avid Bioservices, Inc. (a) | 5,598 | 52,845 | |
Catalyst Pharmaceuticals, Inc. (a) | 3,554 | 41,546 | |
Emergent BioSolutions, Inc. (a) | 1,700 | 5,780 | |
Halozyme Therapeutics, Inc. (a) | 1,368 | 52,258 | |
Heron Therapeutics, Inc. (a) | 14,001 | 14,421 | |
Veracyte, Inc. (a) | 3,010 | 67,213 | |
282,944 |
Number of Shares | Fair Value | ||
Brewers - 1.0% | |||
Boston Beer Co., Inc., Class A (a) | 621 | $241,898 | |
Broadline Retail - 0.2% | |||
Ollie's Bargain Outlet Holdings, Inc. (a) | 720 | 55,570 | |
Building Products - 3.3% | |||
Armstrong World Industries, Inc. (b) | 2,648 | 190,656 | |
AZZ, Inc. | 949 | 43,256 | |
CSW Industrials, Inc. | 720 | 126,173 | |
Gibraltar Industries, Inc. (a) | 2,779 | 187,610 | |
Hayward Holdings, Inc. (a) | 6,810 | 96,021 | |
Insteel Industries, Inc. | 1,611 | 52,293 | |
Simpson Manufacturing Co., Inc. | 384 | 57,527 | |
UFP Industries, Inc. | 458 | 46,899 | |
800,435 | |||
Cargo Ground Transportation - 0.6% | |||
Saia, Inc. (a) | 342 | 136,338 | |
Commodity Chemicals - 0.3% | |||
Hawkins, Inc. | 1,138 | 66,971 | |
Communications Equipment - 0.0% * | |||
Cambium Networks Corp. (a) | 1,489 | 10,914 | |
Computer & Electronics Retail - 0.1% | |||
Upbound Group, Inc. | 542 | 15,962 | |
Construction & Engineering - 1.4% | |||
Dycom Industries, Inc. (a) | 3,180 | 283,020 | |
IES Holdings, Inc. (a) | 459 | 30,234 | |
Valmont Industries, Inc. | 84 | 20,178 | |
333,432 | |||
Construction Machinery & Heavy Transportation Equipment - 0.6% | |||
Alamo Group, Inc. | 452 | 78,133 | |
Astec Industries, Inc. (b) | 606 | 28,548 | |
Wabash National Corp. | 2,367 | 49,991 | |
156,672 | |||
Construction Materials - 0.2% | |||
Eagle Materials, Inc. | 234 | 38,966 | |
Consumer Finance - 0.3% | |||
PROG Holdings, Inc. (a) | 2,242 | 74,457 | |
Data Processing & Outsourced Services - 0.9% | |||
CSG Systems International, Inc. | 1,913 | 97,793 | |
Verra Mobility Corp. (a) | 5,935 | 110,984 | |
208,777 | |||
Distillers & Vintners - 1.6% | |||
MGP Ingredients, Inc. | 3,570 | 376,564 | |
Distributors - 0.7% | |||
LKQ Corp. | 3,316 | 164,175 | |
Diversified Metals & Mining - 0.2% | |||
Compass Minerals International, Inc. | 1,100 | 30,745 | |
Materion Corp. | 264 | 26,904 | |
57,649 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Diversified REITs - 0.3% | |||
Alpine Income Property Trust, Inc. | 1,693 | $27,697 | |
American Assets Trust, Inc. | 1,188 | 23,107 | |
Essential Properties Realty Trust, Inc. | 786 | 17,001 | |
67,805 | |||
Diversified Support Services - 2.0% | |||
Healthcare Services Group, Inc. | 5,262 | 54,883 | |
Matthews International Corp., Class A | 2,369 | 92,178 | |
RB Global, Inc. | 4,971 | 310,687 | |
UniFirst Corp. | 157 | 25,593 | |
483,341 | |||
Education Services - 0.6% | |||
Bright Horizons Family Solutions, Inc. (a) | 442 | 36,005 | |
Stride, Inc. (a) | 2,357 | 106,136 | |
142,141 | |||
Electric Utilities - 1.0% | |||
ALLETE, Inc. | 550 | 29,040 | |
IDACORP, Inc. | 2,134 | 199,849 | |
228,889 | |||
Electrical Components & Equipment - 0.3% | |||
Acuity Brands, Inc. | 142 | 24,184 | |
Atkore, Inc. (a)(b) | 355 | 52,962 | |
77,146 | |||
Electronic Components - 1.7% | |||
Belden, Inc. | 2,568 | 247,941 | |
Coherent Corp. (a) | 227 | 7,409 | |
Littelfuse, Inc. | 579 | 143,198 | |
398,548 | |||
Electronic Equipment & Instruments - 0.8% | |||
Novanta, Inc. (a) | 530 | 76,023 | |
Vontier Corp. | 3,425 | 105,901 | |
181,924 | |||
Electronic Manufacturing Services - 0.1% | |||
Plexus Corp. (a) | 302 | 28,080 | |
Environmental & Facilities Services - 0.3% | |||
Aris Water Solutions, Inc., Class A (b) | 1,229 | 12,266 | |
Montrose Environmental Group, Inc. (a) | 1,840 | 53,838 | |
66,104 | |||
Food Distributors - 0.5% | |||
Performance Food Group Co. (a) | 2,158 | 127,020 | |
Footwear - 0.3% | |||
Deckers Outdoor Corp. (a) | 82 | 42,156 | |
Steven Madden Ltd. | 938 | 29,800 | |
71,956 | |||
Forest Products - 0.6% | |||
Louisiana-Pacific Corp. | 2,527 | 139,667 | |
Gas Utilities - 0.1% | |||
UGI Corp. | 780 | 17,940 |
Number of Shares | Fair Value | ||
Health Care REITs - 0.3% | |||
Community Healthcare Trust, Inc. | 2,751 | $81,705 | |
Healthcare Distributors - 0.4% | |||
AdaptHealth Corp. (a) | 8,667 | 78,870 | |
Owens & Minor, Inc. (a) | 808 | 13,057 | |
91,927 | |||
Healthcare Equipment - 4.8% | |||
AtriCure, Inc. (a)(b) | 2,420 | 105,996 | |
Axonics, Inc. (a) | 2,590 | 145,351 | |
CONMED Corp. | 1,190 | 120,011 | |
Envista Holdings Corp. (a) | 1,448 | 40,370 | |
Globus Medical, Inc., Class A (a) | 2,470 | 122,635 | |
Inspire Medical Systems, Inc. (a) | 600 | 119,064 | |
Integra LifeSciences Holdings Corp. (a) | 3,100 | 118,389 | |
LeMaitre Vascular, Inc. | 685 | 37,319 | |
Omnicell, Inc. (a) | 2,040 | 91,882 | |
Outset Medical, Inc. (a) | 2,520 | 27,418 | |
Penumbra, Inc. (a) | 460 | 111,279 | |
PROCEPT BioRobotics Corp. (a) | 2,055 | 67,424 | |
SI-BONE, Inc. (a) | 570 | 12,107 | |
Tandem Diabetes Care, Inc. (a) | 2,060 | 42,786 | |
1,162,031 | |||
Healthcare Facilities - 1.6% | |||
Acadia Healthcare Co., Inc. (a) | 2,240 | 157,494 | |
U.S. Physical Therapy, Inc. | 2,412 | 221,253 | |
378,747 | |||
Healthcare Services - 0.4% | |||
Addus HomeCare Corp. (a) | 463 | 39,443 | |
Castle Biosciences, Inc. (a) | 2,032 | 34,321 | |
Pediatrix Medical Group, Inc. (a) | 2,695 | 34,253 | |
108,017 | |||
Healthcare Supplies - 0.4% | |||
Neogen Corp. (a) | 5,630 | 104,380 | |
Healthcare Technology - 0.4% | |||
Definitive Healthcare Corp. (a) | 2,163 | 17,282 | |
NextGen Healthcare, Inc. (a) | 1,909 | 45,301 | |
Simulations Plus, Inc. | 874 | 36,446 | |
99,029 | |||
Home Building - 0.6% | |||
Cavco Industries, Inc. (a) | 76 | 20,190 | |
Green Brick Partners, Inc. (a) | 321 | 13,325 | |
Installed Building Products, Inc. | 244 | 30,473 | |
Taylor Morrison Home Corp. (a) | 1,794 | 76,442 | |
140,430 | |||
Home Furnishing Retail - 0.2% | |||
Aaron's Co., Inc. | 4,541 | 47,544 | |
Overstock.com, Inc. (a) | 768 | 12,150 | |
59,694 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Hotel & Resort REITs - 0.5% | |||
RLJ Lodging Trust | 9,538 | $93,377 | |
Xenia Hotels & Resorts, Inc. | 2,717 | 32,006 | |
125,383 | |||
Household Products - 0.4% | |||
Central Garden & Pet Co., Class A (a) | 2,230 | 89,401 | |
Industrial Machinery & Supplies & Components - 7.6% | |||
Albany International Corp., Class A | 1,330 | 114,752 | |
Barnes Group, Inc. | 4,437 | 150,725 | |
Chart Industries, Inc. (a) | 313 | 52,934 | |
Enerpac Tool Group Corp. | 11,452 | 302,676 | |
EnPro Industries, Inc. | 251 | 30,419 | |
ESCO Technologies, Inc. | 1,540 | 160,838 | |
Helios Technologies, Inc. | 669 | 37,116 | |
Hillenbrand, Inc. | 1,326 | 56,103 | |
John Bean Technologies Corp. | 1,940 | 203,972 | |
Mueller Industries, Inc. | 1,855 | 139,422 | |
RBC Bearings, Inc. (a) | 840 | 196,669 | |
Standex International Corp. | 720 | 104,897 | |
Timken Co. | 2,902 | 213,268 | |
Xylem, Inc. | 686 | 62,447 | |
1,826,238 | |||
Industrial REITs - 0.7% | |||
EastGroup Properties, Inc. | 1,044 | 173,857 | |
Insurance Brokers - 0.5% | |||
BRP Group, Inc., Class A (a) | 4,880 | 113,362 | |
Investment Banking & Brokerage - 1.1% | |||
Houlihan Lokey, Inc. | 104 | 11,140 | |
Piper Sandler Cos. | 287 | 41,704 | |
Raymond James Financial, Inc. | 1,546 | 155,265 | |
Stifel Financial Corp. | 1,086 | 66,724 | |
274,833 | |||
IT Consulting & Other Services - 0.1% | |||
Perficient, Inc. (a) | 263 | 15,217 | |
Unisys Corp. (a) | 6,224 | 21,473 | |
36,690 | |||
Leisure Facilities - 0.4% | |||
Bowlero Corp. (a) | 2,670 | 25,685 | |
Planet Fitness, Inc., Class A (a) | 1,610 | 79,180 | |
104,865 | |||
Leisure Products - 1.6% | |||
Johnson Outdoors, Inc., Class A | 296 | 16,188 | |
Malibu Boats, Inc., Class A (a) | 3,288 | 161,178 | |
Polaris, Inc. | 1,882 | 195,992 | |
373,358 | |||
Life & Health Insurance - 0.1% | |||
American Equity Investment Life Holding Co. (a)(b) | 464 | 24,889 | |
Life Sciences Tools & Services - 2.3% | |||
Azenta, Inc. (a) | 1,953 | 98,021 | |
BioLife Solutions, Inc. (a) | 4,418 | 61,013 | |
Bruker Corp. | 2,090 | 130,207 |
Number of Shares | Fair Value | ||
ICON PLC ADR (a) | 352 | $86,680 | |
Mesa Laboratories, Inc. | 304 | 31,941 | |
Repligen Corp. (a) | 911 | 144,858 | |
552,720 | |||
Marine Transportation - 0.1% | |||
Kirby Corp. (a) | 396 | 32,789 | |
Metal, Glass & Plastic Containers - 0.3% | |||
TriMas Corp. | 2,635 | 65,243 | |
Multi-Family Residential REITs - 0.1% | |||
NexPoint Residential Trust, Inc. | 813 | 26,162 | |
Multi-Line Insurance - 0.3% | |||
Horace Mann Educators Corp. | 2,111 | 62,021 | |
Multi-Utilities - 0.1% | |||
Avista Corp. | 1,083 | 35,057 | |
Office REITs - 0.7% | |||
COPT Defense Properties | 1,025 | 24,426 | |
Cousins Properties, Inc. | 4,023 | 81,948 | |
Easterly Government Properties, Inc. | 5,472 | 62,545 | |
168,919 | |||
Office Services & Supplies - 0.7% | |||
MSA Safety, Inc. | 1,098 | 173,100 | |
Oil & Gas Drilling - 0.1% | |||
Helmerich & Payne, Inc. | 552 | 23,272 | |
Oil & Gas Equipment & Services - 1.0% | |||
ChampionX Corp. | 1,663 | 59,236 | |
Oil States International, Inc. (a) | 16,456 | 137,737 | |
ProPetro Holding Corp. (a) | 3,935 | 41,829 | |
238,802 | |||
Oil & Gas Exploration & Production - 2.2% | |||
Civitas Resources, Inc. | 757 | 61,218 | |
Northern Oil & Gas, Inc. | 5,665 | 227,903 | |
SM Energy Co. | 5,235 | 207,568 | |
Southwestern Energy Co. (a) | 6,267 | 40,422 | |
537,111 | |||
Other Specialty Retail - 0.3% | |||
Leslie's, Inc. (a) | 6,130 | 34,696 | |
Sally Beauty Holdings, Inc. (a) | 5,280 | 44,246 | |
78,942 | |||
Packaged Foods & Meats - 3.8% | |||
Calavo Growers, Inc. | 1,512 | 38,148 | |
Freshpet, Inc. (a) | 1,550 | 102,114 | |
Hostess Brands, Inc. (a) | 6,130 | 204,190 | |
J & J Snack Foods Corp. | 550 | 90,007 | |
Lancaster Colony Corp. | 850 | 140,275 | |
Simply Good Foods Co. (a) | 4,030 | 139,116 | |
Sovos Brands, Inc. (a) | 4,125 | 93,019 | |
Utz Brands, Inc. | 7,690 | 103,277 | |
910,146 | |||
Paper & Plastic Packaging Products & Materials - 0.2% | |||
Ranpak Holdings Corp. (a) | 3,869 | 21,047 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Sonoco Products Co. | 528 | $28,697 | |
49,744 | |||
Personal Care Products - 0.2% | |||
BellRing Brands, Inc. (a) | 1,203 | 49,600 | |
Pharmaceuticals - 0.2% | |||
ANI Pharmaceuticals, Inc. (a)(b) | 719 | 41,745 | |
Organon & Co. | 428 | 7,430 | |
Phathom Pharmaceuticals, Inc. (a) | 580 | 6,015 | |
55,190 | |||
Property & Casualty Insurance - 2.4% | |||
AMERISAFE, Inc. (b) | 1,922 | 96,234 | |
Argo Group International Holdings Ltd. | 1,732 | 51,683 | |
James River Group Holdings Ltd. | 1,920 | 29,472 | |
Palomar Holdings, Inc. (a) | 1,460 | 74,095 | |
RLI Corp. | 794 | 107,897 | |
Selective Insurance Group, Inc. | 1,440 | 148,565 | |
Skyward Specialty Insurance Group, Inc. (a) | 1,620 | 44,323 | |
Trupanion, Inc. (a) | 644 | 18,161 | |
570,430 | |||
Publishing - 0.9% | |||
John Wiley & Sons, Inc., Class A | 5,820 | 216,329 | |
Regional Banks - 8.5% | |||
1st Source Corp. | 1,180 | 49,666 | |
Banc of California, Inc. | 2,722 | 33,698 | |
BancFirst Corp. | 770 | 66,782 | |
Bank OZK | 1,457 | 54,011 | |
BankUnited, Inc. | 1,001 | 22,723 | |
Cadence Bank | 951 | 20,180 | |
Columbia Banking System, Inc. | 1,023 | 20,767 | |
Community Bank System, Inc. | 1,290 | 54,451 | |
Cullen/Frost Bankers, Inc. | 1,761 | 160,621 | |
Enterprise Financial Services Corp. | 850 | 31,875 | |
First Financial Bankshares, Inc. | 3,000 | 75,360 | |
Fulton Financial Corp. | 5,167 | 62,572 | |
German American Bancorp, Inc. | 1,940 | 52,555 | |
Heritage Commerce Corp. | 5,361 | 45,408 | |
Home BancShares, Inc. | 2,879 | 60,286 | |
Independent Bank Corp. | 2,397 | 117,669 | |
Lakeland Financial Corp. | 632 | 29,995 | |
Live Oak Bancshares, Inc. | 6,767 | 195,905 | |
National Bank Holdings Corp., Class A | 1,978 | 58,865 | |
Origin Bancorp, Inc. | 1,187 | 34,269 | |
Peapack-Gladstone Financial Corp. | 1,549 | 39,732 | |
Pinnacle Financial Partners, Inc. | 721 | 48,336 | |
Prosperity Bancshares, Inc. | 1,828 | 99,772 | |
Renasant Corp. | 3,607 | 94,467 | |
ServisFirst Bancshares, Inc. | 1,275 | 66,517 | |
SouthState Corp. | 396 | 26,675 | |
Stock Yards Bancorp, Inc. | 1,110 | 43,612 |
Number of Shares | Fair Value | ||
Texas Capital Bancshares, Inc. (a) | 946 | $55,719 | |
Washington Federal, Inc. | 969 | 24,826 | |
Westamerica BanCorp | 1,566 | 67,729 | |
Wintrust Financial Corp. | 909 | 68,629 | |
WSFS Financial Corp. | 4,290 | 156,585 | |
2,040,257 | |||
Research & Consulting Services - 0.3% | |||
Resources Connection, Inc. | 4,816 | 71,807 | |
Restaurants - 1.5% | |||
Bloomin' Brands, Inc. | 1,891 | 46,500 | |
Cheesecake Factory, Inc. | 1,745 | 52,874 | |
Dave & Buster's Entertainment, Inc. (a) | 175 | 6,487 | |
Shake Shack, Inc., Class A (a) | 1,400 | 81,298 | |
Texas Roadhouse, Inc. | 959 | 92,160 | |
Wingstop, Inc. | 510 | 91,718 | |
371,037 | |||
Retail REITs - 0.4% | |||
Kite Realty Group Trust | 2,443 | 52,329 | |
Macerich Co. | 3,183 | 34,727 | |
87,056 | |||
Security & Alarm Services - 0.9% | |||
Brink's Co. | 2,974 | 216,031 | |
Self Storage REITs - 0.1% | |||
National Storage Affiliates Trust | 796 | 25,265 | |
Semiconductor Materials & Equipment - 0.8% | |||
Ichor Holdings Ltd. (a) | 1,485 | 45,975 | |
Onto Innovation, Inc. (a) | 1,069 | 136,319 | |
182,294 | |||
Semiconductors - 0.5% | |||
Diodes, Inc. (a) | 281 | 22,154 | |
MaxLinear, Inc. (a) | 939 | 20,893 | |
Semtech Corp. (a) | 2,758 | 71,018 | |
114,065 | |||
Soft Drinks & Non-alcoholic Beverages - 0.5% | |||
Primo Water Corp. | 8,052 | 111,118 | |
Specialized Consumer Services - 0.5% | |||
European Wax Center, Inc., Class A (a) | 4,460 | 72,252 | |
OneSpaWorld Holdings Ltd. (a) | 3,906 | 43,825 | |
116,077 | |||
Specialty Chemicals - 4.0% | |||
Avient Corp. | 4,088 | 144,388 | |
HB Fuller Co. | 459 | 31,492 | |
Ingevity Corp. (a) | 6,262 | 298,134 | |
Innospec, Inc. | 1,060 | 108,332 | |
Quaker Chemical Corp. | 731 | 116,960 | |
Sensient Technologies Corp. | 1,440 | 84,211 | |
Stepan Co. | 2,300 | 172,431 | |
955,948 | |||
Steel - 0.6% | |||
Carpenter Technology Corp. | 710 | 47,719 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Commercial Metals Co. | 1,770 | $87,456 | |
135,175 | |||
Systems Software - 0.4% | |||
Progress Software Corp. | 464 | 24,397 | |
Tenable Holdings, Inc. (a) | 1,350 | 60,480 | |
84,877 | |||
Technology Distributors - 0.2% | |||
Insight Enterprises, Inc. (a) | 385 | 56,018 | |
Technology Hardware, Storage & Peripherals - 1.2% | |||
Corsair Gaming, Inc. (a) | 3,863 | 56,129 | |
Pure Storage, Inc., Class A (a) | 6,400 | 227,968 | |
284,097 | |||
Timber REITs - 0.2% | |||
PotlatchDeltic Corp. | 882 | 40,034 | |
Trading Companies & Distributors - 1.4% | |||
Applied Industrial Technologies, Inc. | 1,682 | 260,054 | |
Transcat, Inc. (a) | 480 | 47,026 | |
WESCO International, Inc. | 278 | 39,982 | |
347,062 |
Number of Shares | Fair Value | ||
Transaction & Payment Processing Services - 0.2% | |||
Shift4 Payments, Inc., Class A (a) | 881 | $48,781 | |
Water Utilities - 0.1% | |||
American States Water Co. (b) | 348 | 27,381 | |
Total Common Stock (Cost $18,819,546) | 23,050,674 | ||
Short-Term Investments - 4.3% | |||
State Street Institutional U.S. Government Money Market Fund - Class G Shares 5.33% (c)(d) (Cost $1,036,904) | 1,036,904 | 1,036,904 | |
Total Investments (Cost $19,856,450) | 24,087,578 | ||
Liabilities in Excess of Other Assets, net - (0.3)% | (80,392) | ||
NET ASSETS - 100.0% | $24,007,186 |
Other Information:
The Fund had the following long futures contracts open at September 30, 2023: |
Description | Expiration Date | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
E-mini Russell 2000 Index Futures | December 2023 | 4 | $375,392 | $359,720 | $(15,672) |
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 September 30, 2023, all or a portion of this security was pledged to cover collateral requirements for futures contracts. |
(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 September 30, 2023. |
* | Less than 0.05%. |
Abbreviations: |
ADR - American Depositary Receipt |
REIT - Real Estate Investment Trust |
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
September 30, 2023 (Unaudited)
The following table
presents the Fund’s investments measured at fair value on a recurring basis at September 30, 2023:
Investments | Level 1 | Level 2 | Level 3 | Total | ||||
Investments in Securities | ||||||||
Common Stock | $23,050,674 | $— | $— | $23,050,674 | ||||
Short-Term Investments | 1,036,904 | — | — | 1,036,904 | ||||
Total Investments in Securities | $24,087,578 | $— | $— | $24,087,578 | ||||
Other Financial Instruments | ||||||||
Long Futures Contracts - Unrealized Depreciation | (15,672) | — | — | (15,672) | ||||
Total Other Financial Instruments | $(15,672) | $— | $— | $(15,672) |
Affiliate Table |
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
State Street Institutional U.S. Government Money Market Fund - Class G Shares | 1,061,790 | $1,061,790 | $6,967,660 | $6,992,546 | $— | $— | 1,036,904 | $1,036,904 | $47,832 |
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
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
Bonds and Notes - 96.8% † | |||
U.S. Treasuries - 23.7% | |||
U.S. Treasury Bonds | |||
2.25%, 08/15/46 (a) | $137,000 | $86,845 | |
3.00%, 08/15/48 (a) | 303,000 | 221,521 | |
3.63%, 05/15/53 (a) | 38,000 | 31,475 | |
U.S. Treasury Notes | |||
0.25%, 07/31/25 (a) | 166,900 | 152,798 | |
0.75%, 12/31/23 - 01/31/28 (a) | 590,000 | 543,427 | |
1.25%, 11/30/26 (a) | 66,000 | 59,220 | |
1.63%, 05/15/31 (a) | 120,000 | 97,406 | |
2.75%, 08/15/32 (a) | 691,000 | 598,363 | |
3.50%, 04/30/28 (a) | 206,000 | 196,344 | |
3.88%, 12/31/27 - 11/30/29 (a) | 115,200 | 111,421 | |
4.25%, 10/15/25 (a) | 61,600 | 60,633 | |
4.38%, 08/15/26 (a) | 109,000 | 107,638 | |
2,267,091 | |||
Agency Mortgage Backed - 32.3% | |||
Federal Home Loan Mortgage Corp. | |||
3.00%, 04/01/43 - 10/01/49 (a) | 296,029 | 250,486 | |
4.50%, 06/01/33 - 02/01/35 (a) | 1,124 | 1,082 | |
5.00%, 07/01/35 (a) | 13,361 | 13,096 | |
5.50%, 01/01/38 (a) | 13,403 | 13,427 | |
6.00%, 04/01/29 - 11/01/37 (a) | 43,453 | 44,258 | |
6.50%, 02/01/29 (a) | 16 | 16 | |
6.93%, 06/01/26 (a)(b) | 60,000 | 62,603 | |
7.00%, 12/01/29 - 08/01/36 (a) | 10,063 | 10,580 | |
7.50%, 01/01/30 - 09/01/33 (a) | 1,363 | 1,401 | |
8.00%, 11/01/30 (a) | 2,249 | 2,331 | |
8.50%, 04/01/30 (a) | 2,285 | 2,470 | |
Federal National Mortgage Association | |||
2.50%, 03/01/51 (a) | 227,978 | 180,977 | |
3.00%, 03/01/50 (a) | 53,144 | 44,490 | |
3.50%, 08/01/45 - 01/01/48 (a) | 105,870 | 92,960 | |
4.00%, 01/01/41 - 01/01/50 (a) | 153,585 | 139,702 | |
4.50%, 07/01/33 - 12/01/48 (a) | 63,649 | 59,830 | |
5.00%, 03/01/34 - 08/01/35 (a) | 15,416 | 15,089 | |
5.50%, 12/01/32 - 01/01/39 (a) | 57,054 | 56,902 | |
6.00%, 02/01/33 - 07/01/35 (a) | 66,321 | 67,428 | |
6.50%, 01/01/29 - 08/01/34 (a) | 9,537 | 9,846 | |
7.00%, 10/01/32 - 02/01/34 (a) | 4,042 | 4,229 | |
7.50%, 12/01/26 - 03/01/33 (a) | 4,370 | 4,494 | |
8.00%, 08/01/25 - 10/01/31 (a) | 1,751 | 1,774 | |
Federal National Mortgage Association 1.60% + 1 year RFUCCT | |||
4.97%, 04/01/37 (a)(c) | 560 | 555 |
Principal Amount | Fair Value | ||
Government National Mortgage Association | |||
3.00%, 12/20/42 - 05/20/45 (a) | $244,969 | $212,052 | |
3.50%, 08/20/48 (a) | 43,905 | 38,916 | |
4.00%, 01/20/41 - 04/20/43 (a) | 43,195 | 39,944 | |
4.50%, 08/15/33 - 03/20/41 (a) | 33,665 | 31,680 | |
6.00%, 04/15/27 - 04/15/34 (a) | 38,224 | 39,093 | |
6.50%, 03/15/24 - 08/15/34 (a) | 13,595 | 14,007 | |
7.00%, 01/15/28 - 10/15/36 (a) | 10,624 | 10,766 | |
Government National Mortgage Association 1.50% + 1 year CMT Rate | |||
2.75%, 12/20/24 (a)(c) | 80 | 78 | |
3.63%, 02/20/26 (a)(c) | 54 | 52 | |
Government National Mortgage Association, TBA | |||
2.50%, 10/20/53 (d) | 211,781 | 172,983 | |
4.00%, 10/20/53 (d) | 41,845 | 37,680 | |
Uniform Mortgage-Backed Security, TBA | |||
2.00%, 10/01/53 (d) | 537,768 | 408,655 | |
2.50%, 10/01/52 (d) | 496,276 | 393,704 | |
3.00%, 10/01/53 (d) | 192,464 | 159,147 | |
3.50%, 10/01/53 (d) | 68,183 | 58,596 | |
4.00%, 10/01/53 (d) | 240,420 | 214,026 | |
4.50%, 10/01/52 (d) | 202,997 | 186,303 | |
3,097,708 | |||
Agency Collateralized Mortgage Obligations - 1.0% | |||
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | |||
2.51%, 07/25/29 (a) | 55,001 | 47,688 | |
4.05%, 09/25/28 (a)(c) | 31,000 | 29,502 | |
Federal Home Loan Mortgage Corp. REMIC | |||
5.50%, 06/15/33 (a)(e) | 6,779 | 1,024 | |
7.50%, 07/15/27 (a)(e) | 443 | 33 | |
Federal Home Loan Mortgage Corp. STRIPS | |||
0.00%, 08/01/27 (a)(f) | 66 | 60 | |
8.00%, 07/01/24 (a)(e) | 29 | 1 | |
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates | |||
0.08%, 09/25/43 (a)(c)(e) | 246,562 | 2,264 | |
Federal National Mortgage Association Interest STRIPS | |||
0.00%, 12/25/34 (a)(f) | 5,954 | 4,694 | |
4.50%, 08/25/35 - 01/25/36 (a)(e) | 6,371 | 840 | |
5.00%, 03/25/38 - 05/25/38 (a)(e) | 4,117 | 657 | |
5.50%, 12/25/33 (a)(e) | 1,887 | 324 | |
6.00%, 01/25/35 (a)(e) | 3,404 | 613 | |
8.00%, 07/25/24 (a)(e) | 49 | 1 | |
Federal National Mortgage Association REMIC | |||
1.17%, 12/25/42 (a)(c)(e) | 11,751 | 416 | |
5.00%, 09/25/40 (a)(e) | 2,960 | 294 | |
Federal National Mortgage Association REMIC 5.89% + SOFR | |||
0.57%, 07/25/38 (a)(c)(e) | 2,419 | 160 |
20 |
State Street Income V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
Federal National Mortgage Association REMIC 6.44% + SOFR | |||
1.12%, 11/25/41 (a)(c)(e) | $112,796 | $10,581 | |
99,152 | |||
Corporate Notes - 31.7% | |||
3M Co. | |||
3.13%, 09/19/46 (a) | 2,000 | 1,272 | |
7-Eleven, Inc. | |||
0.95%, 02/10/26 (a)(g) | 5,000 | 4,474 | |
Abbott Laboratories | |||
3.75%, 11/30/26 (a) | 6,000 | 5,755 | |
4.90%, 11/30/46 (a) | 8,000 | 7,304 | |
AbbVie, Inc. | |||
2.60%, 11/21/24 (a) | 7,000 | 6,748 | |
2.95%, 11/21/26 (a) | 5,000 | 4,641 | |
3.20%, 05/14/26 - 11/21/29 (a) | 12,000 | 10,837 | |
4.05%, 11/21/39 (a) | 3,000 | 2,449 | |
4.25%, 11/21/49 (a) | 4,000 | 3,168 | |
4.30%, 05/14/36 (a) | 3,000 | 2,631 | |
4.40%, 11/06/42 (a) | 2,000 | 1,656 | |
4.63%, 10/01/42 (a) | 2,000 | 1,685 | |
4.88%, 11/14/48 (a) | 3,000 | 2,624 | |
Advance Auto Parts, Inc. | |||
5.95%, 03/09/28 (a) | 10,000 | 9,463 | |
Advanced Micro Devices, Inc. | |||
4.39%, 06/01/52 (a) | 3,000 | 2,424 | |
AEP Texas, Inc. | |||
3.45%, 05/15/51 (a) | 8,000 | 5,064 | |
AEP Transmission Co. LLC | |||
5.40%, 03/15/53 (a) | 5,000 | 4,647 | |
Aetna, Inc. | |||
3.50%, 11/15/24 (a) | 4,000 | 3,893 | |
Aircastle Ltd. | |||
4.25%, 06/15/26 (a) | 3,000 | 2,839 | |
Alexandria Real Estate Equities, Inc. | |||
1.88%, 02/01/33 (a) | 3,000 | 2,125 | |
2.95%, 03/15/34 (a) | 3,000 | 2,275 | |
3.55%, 03/15/52 (a) | 3,000 | 1,895 | |
4.70%, 07/01/30 (a) | 3,000 | 2,760 | |
Allstate Corp. | |||
4.20%, 12/15/46 (a) | 4,000 | 2,960 | |
Allstate Corp. (8.56% fixed rate until 10/30/23; 3.20% + 3-month Term SOFR) | |||
8.56%, 08/15/53 (a)(c) | 9,000 | 8,898 | |
Ally Financial, Inc. | |||
2.20%, 11/02/28 (a) | 3,000 | 2,370 | |
Altria Group, Inc. | |||
3.40%, 02/04/41 (a) | 6,000 | 3,886 | |
4.00%, 02/04/61 (a) | 2,000 | 1,270 | |
4.25%, 08/09/42 (a) | 2,000 | 1,443 | |
4.45%, 05/06/50 (a) | 3,000 | 2,114 | |
4.50%, 05/02/43 (a) | 3,000 | 2,228 | |
Amazon.com, Inc. | |||
1.50%, 06/03/30 (a) | 2,000 | 1,583 | |
2.50%, 06/03/50 (a) | 3,000 | 1,755 | |
2.70%, 06/03/60 (a) | 3,000 | 1,685 | |
2.88%, 05/12/41 (a) | 4,000 | 2,816 | |
3.15%, 08/22/27 (a) | 2,000 | 1,859 | |
3.25%, 05/12/61 (a) | 3,000 | 1,907 | |
4.05%, 08/22/47 (a) | 3,000 | 2,410 |
Principal Amount | Fair Value | ||
Ameren Corp. | |||
3.65%, 02/15/26 (a) | $5,000 | $4,764 | |
American Electric Power Co., Inc. | |||
2.30%, 03/01/30 (a) | 3,000 | 2,408 | |
3.25%, 03/01/50 (a) | 3,000 | 1,843 | |
American Tower Corp. | |||
1.50%, 01/31/28 (a) | 4,000 | 3,314 | |
2.90%, 01/15/30 (a) | 4,000 | 3,326 | |
3.70%, 10/15/49 (a) | 3,000 | 1,954 | |
3.80%, 08/15/29 (a) | 4,000 | 3,558 | |
American Water Capital Corp. | |||
2.95%, 09/01/27 (a) | 8,000 | 7,314 | |
Amgen, Inc. | |||
2.45%, 02/21/30 (a) | 2,000 | 1,655 | |
3.00%, 01/15/52 (a) | 4,000 | 2,418 | |
3.15%, 02/21/40 (a) | 5,000 | 3,524 | |
5.51%, 03/02/26 (a) | 5,000 | 4,963 | |
5.60%, 03/02/43 (a) | 5,000 | 4,651 | |
5.65%, 03/02/53 (a) | 5,000 | 4,673 | |
5.75%, 03/02/63 (a) | 5,000 | 4,617 | |
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. | |||
4.70%, 02/01/36 (a) | 7,000 | 6,414 | |
4.90%, 02/01/46 (a) | 8,000 | 6,967 | |
Anheuser-Busch InBev Worldwide, Inc. | |||
3.50%, 06/01/30 (a) | 5,000 | 4,452 | |
4.35%, 06/01/40 (a) | 5,000 | 4,234 | |
4.38%, 04/15/38 (a) | 8,000 | 6,939 | |
4.50%, 06/01/50 (a) | 3,000 | 2,498 | |
4.75%, 04/15/58 (a) | 6,000 | 5,023 | |
5.55%, 01/23/49 (a) | 2,000 | 1,921 | |
Aon Corp./Aon Global Holdings PLC | |||
2.90%, 08/23/51 (a) | 4,000 | 2,347 | |
Apollo Management Holdings LP | |||
2.65%, 06/05/30 (a)(g) | 4,000 | 3,216 | |
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) | 5,000 | 4,511 | |
Apple, Inc. | |||
2.20%, 09/11/29 (a) | 3,000 | 2,570 | |
2.65%, 02/08/51 (a) | 6,000 | 3,640 | |
2.80%, 02/08/61 (a) | 2,000 | 1,169 | |
2.95%, 09/11/49 (a) | 3,000 | 1,979 | |
3.45%, 02/09/45 (a) | 4,000 | 3,004 | |
3.95%, 08/08/52 (a) | 3,000 | 2,344 | |
4.85%, 05/10/53 (a) | 9,000 | 8,247 | |
Applied Materials, Inc. | |||
4.35%, 04/01/47 (a) | 4,000 | 3,381 | |
Aptiv PLC | |||
4.40%, 10/01/46 (a) | 3,000 | 2,154 | |
ArcelorMittal SA | |||
4.55%, 03/11/26 (a) | 11,000 | 10,724 | |
6.80%, 11/29/32 (a) | 2,000 | 1,986 | |
Archer-Daniels-Midland Co. | |||
2.50%, 08/11/26 (a) | 4,000 | 3,717 | |
Ares Capital Corp. | |||
2.88%, 06/15/28 (a) | 3,000 | 2,507 | |
Arthur J Gallagher & Co. | |||
3.50%, 05/20/51 (a) | 3,000 | 1,937 |
21 |
State Street Income V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
Ascension Health | |||
4.85%, 11/15/53 (a) | $7,000 | $6,197 | |
Astrazeneca Finance LLC | |||
1.75%, 05/28/28 (a) | 8,000 | 6,840 | |
AstraZeneca PLC | |||
3.00%, 05/28/51 (a) | 5,000 | 3,267 | |
4.00%, 01/17/29 (a) | 3,000 | 2,823 | |
4.38%, 08/17/48 (a) | 2,000 | 1,680 | |
AT&T, Inc. | |||
2.75%, 06/01/31 (a) | 10,000 | 8,011 | |
3.65%, 06/01/51 (a) | 9,000 | 5,799 | |
3.85%, 06/01/60 (a) | 7,000 | 4,456 | |
4.35%, 03/01/29 (a) | 2,000 | 1,859 | |
4.50%, 05/15/35 (a) | 3,000 | 2,556 | |
4.55%, 03/09/49 (a) | 2,000 | 1,510 | |
4.75%, 05/15/46 (a) | 2,000 | 1,575 | |
5.40%, 02/15/34 (a) | 4,000 | 3,741 | |
Athene Holding Ltd. | |||
4.13%, 01/12/28 (a) | 4,000 | 3,646 | |
6.15%, 04/03/30 (a) | 5,000 | 4,926 | |
Avangrid, Inc. | |||
3.15%, 12/01/24 (a) | 6,000 | 5,781 | |
Bain Capital Specialty Finance, Inc. | |||
2.95%, 03/10/26 (a) | 6,000 | 5,346 | |
Bank of America Corp. | |||
3.25%, 10/21/27 (a) | 3,000 | 2,738 | |
4.18%, 11/25/27 (a) | 4,000 | 3,717 | |
4.25%, 10/22/26 (a) | 4,000 | 3,799 | |
5.87%, 09/15/34 (a)(c) | 11,000 | 10,695 | |
Bank of America Corp. (2.09% fixed rate until 06/14/28; 1.06% + SOFR thereafter) | |||
2.09%, 06/14/29 (a)(c) | 3,000 | 2,510 | |
Bank of America Corp. (2.97% fixed rate until 07/21/51; 1.56% + SOFR thereafter) | |||
2.97%, 07/21/52 (a)(c) | 7,000 | 4,230 | |
Bank of America Corp. (3.37% fixed rate until 01/23/25; 1.07% + 3-month Term SOFR) | |||
3.37%, 01/23/26 (a)(c) | 2,000 | 1,921 | |
Bank of America Corp. (3.71% fixed rate until 04/24/27; 1.77% + 3-month Term SOFR) | |||
3.71%, 04/24/28 (a)(c) | 4,000 | 3,684 | |
Bank of America Corp. (3.85% fixed rate until 03/08/32; 2.00% + 5 year CMT Rate thereafter) | |||
3.85%, 03/08/37 (a)(c) | 4,000 | 3,246 | |
Bank of America Corp. (3.95% fixed rate until 01/23/48; 1.45% + 3-month Term SOFR) | |||
3.95%, 01/23/49 (a)(c) | 4,000 | 2,939 | |
Bank of America Corp. (4.30% fixed rate until 01/28/25; 2.93% + 3-month Term SOFR) | |||
4.30%, 01/28/25 (a)(c) | 7,000 | 6,451 | |
Bank of America Corp. (5.29% fixed rate until 04/25/33; 1.91% + SOFR thereafter) | |||
5.29%, 04/25/34 (a)(c) | 10,000 | 9,304 |
Principal Amount | Fair Value | ||
Bank of New York Mellon Corp. (4.63% fixed rate until 09/20/26; 3.39% + 3-month Term SOFR) | |||
4.63%, 09/20/26 (a)(c) | $5,000 | $4,516 | |
Bank of Nova Scotia (8.21% fixed rate until 01/12/24; 2.91% + 3-month Term SOFR) | |||
8.21%, 01/12/24 (a)(c) | 8,000 | 7,004 | |
Barrick North America Finance LLC | |||
5.70%, 05/30/41 (a) | 3,000 | 2,868 | |
BAT Capital Corp. | |||
2.73%, 03/25/31 (a) | 4,000 | 3,079 | |
3.73%, 09/25/40 (a) | 2,000 | 1,334 | |
4.39%, 08/15/37 (a) | 3,000 | 2,287 | |
4.54%, 08/15/47 (a) | 2,000 | 1,376 | |
4.91%, 04/02/30 (a) | 4,000 | 3,668 | |
6.42%, 08/02/33 (a) | 3,000 | 2,910 | |
7.08%, 08/02/53 (a) | 5,000 | 4,719 | |
Baxter International, Inc. | |||
1.92%, 02/01/27 (a) | 11,000 | 9,706 | |
2.54%, 02/01/32 (a) | 3,000 | 2,323 | |
3.13%, 12/01/51 (a) | 3,000 | 1,781 | |
Becton Dickinson & Co. | |||
3.70%, 06/06/27 (a) | 7,000 | 6,561 | |
4.67%, 06/06/47 (a) | 3,000 | 2,493 | |
4.69%, 12/15/44 (a) | 2,000 | 1,680 | |
Berkshire Hathaway Energy Co. | |||
3.25%, 04/15/28 (a) | 2,000 | 1,809 | |
3.70%, 07/15/30 (a) | 3,000 | 2,662 | |
3.80%, 07/15/48 (a) | 3,000 | 2,087 | |
4.25%, 10/15/50 (a) | 2,000 | 1,475 | |
6.13%, 04/01/36 (a) | 3,000 | 3,015 | |
Berkshire Hathaway Finance Corp. | |||
2.85%, 10/15/50 (a) | 6,000 | 3,721 | |
4.25%, 01/15/49 (a) | 4,000 | 3,281 | |
Berry Global, Inc. | |||
4.88%, 07/15/26 (a)(g) | 6,000 | 5,738 | |
BHP Billiton Finance USA Ltd. | |||
4.90%, 02/28/33 (a) | 3,000 | 2,842 | |
5.25%, 09/08/33 (a) | 8,000 | 7,721 | |
5.50%, 09/08/53 (a) | 5,000 | 4,788 | |
Biogen, Inc. | |||
2.25%, 05/01/30 (a) | 3,000 | 2,394 | |
Block Financial LLC | |||
2.50%, 07/15/28 (a) | 3,000 | 2,548 | |
3.88%, 08/15/30 (a) | 3,000 | 2,578 | |
Boardwalk Pipelines LP | |||
4.80%, 05/03/29 (a) | 4,000 | 3,725 | |
Boeing Co. | |||
2.70%, 02/01/27 (a) | 4,000 | 3,618 | |
2.95%, 02/01/30 (a) | 4,000 | 3,369 | |
3.25%, 03/01/28 (a) | 3,000 | 2,694 | |
3.75%, 02/01/50 (a) | 2,000 | 1,356 | |
5.04%, 05/01/27 (a) | 5,000 | 4,886 | |
5.15%, 05/01/30 (a) | 5,000 | 4,778 | |
5.81%, 05/01/50 (a) | 3,000 | 2,716 | |
Boston Properties LP | |||
3.40%, 06/21/29 (a) | 6,000 | 5,005 | |
BP Capital Markets America, Inc. | |||
3.00%, 02/24/50 (a) | 4,000 | 2,493 | |
3.38%, 02/08/61 (a) | 5,000 | 3,113 |
22 |
State Street Income V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
4.81%, 02/13/33 (a) | $5,000 | $4,683 | |
BP Capital Markets PLC (4.88% fixed rate until 03/22/30; 4.40% + 5 year CMT Rate thereafter) | |||
4.88%, 03/22/30 (a)(c) | 7,000 | 6,268 | |
Bristol-Myers Squibb Co. | |||
1.45%, 11/13/30 (a) | 2,000 | 1,535 | |
2.35%, 11/13/40 (a) | 2,000 | 1,265 | |
3.20%, 06/15/26 (a) | 2,000 | 1,896 | |
3.40%, 07/26/29 (a) | 2,000 | 1,812 | |
4.13%, 06/15/39 (a) | 3,000 | 2,493 | |
4.25%, 10/26/49 (a) | 3,000 | 2,378 | |
4.55%, 02/20/48 (a) | 2,000 | 1,658 | |
Brixmor Operating Partnership LP | |||
2.25%, 04/01/28 (a) | 6,000 | 5,058 | |
Broadcom, Inc. | |||
3.14%, 11/15/35 (a)(g) | 3,000 | 2,186 | |
3.42%, 04/15/33 (a)(g) | 10,000 | 7,970 | |
3.47%, 04/15/34 (a)(g) | 2,000 | 1,569 | |
4.15%, 11/15/30 (a) | 4,000 | 3,544 | |
4.30%, 11/15/32 (a) | 4,000 | 3,489 | |
Brooklyn Union Gas Co. | |||
4.87%, 08/05/32 (a)(g) | 11,000 | 9,775 | |
Brown-Forman Corp. | |||
4.00%, 04/15/38 (a) | 2,000 | 1,648 | |
Bunge Ltd. Finance Corp. | |||
3.75%, 09/25/27 (a) | 3,000 | 2,791 | |
Burlington Northern Santa Fe LLC | |||
4.15%, 12/15/48 (a) | 4,000 | 3,125 | |
4.55%, 09/01/44 (a) | 5,000 | 4,199 | |
Canadian Natural Resources Ltd. | |||
3.85%, 06/01/27 (a) | 3,000 | 2,795 | |
4.95%, 06/01/47 (a) | 4,000 | 3,286 | |
Canadian Pacific Railway Co. | |||
1.75%, 12/02/26 (a) | 3,000 | 2,676 | |
3.50%, 05/01/50 (a) | 3,000 | 2,044 | |
Cantor Fitzgerald LP | |||
4.88%, 05/01/24 (a)(g) | 5,000 | 4,912 | |
Capital One Financial Corp. | |||
3.75%, 07/28/26 (a) | 5,000 | 4,634 | |
Cardinal Health, Inc. | |||
3.08%, 06/15/24 (a) | 4,000 | 3,917 | |
Carlisle Cos., Inc. | |||
2.20%, 03/01/32 (a) | 5,000 | 3,784 | |
Carrier Global Corp. | |||
2.72%, 02/15/30 (a) | 3,000 | 2,501 | |
Caterpillar, Inc. | |||
3.25%, 09/19/49 - 04/09/50 (a) | 6,000 | 4,208 | |
Cenovus Energy, Inc. | |||
2.65%, 01/15/32 (a) | 3,000 | 2,332 | |
3.75%, 02/15/52 (a) | 3,000 | 1,983 | |
Centene Corp. | |||
3.00%, 10/15/30 (a) | 3,000 | 2,419 | |
3.38%, 02/15/30 (a) | 14,000 | 11,682 | |
4.25%, 12/15/27 (a) | 18,000 | 16,582 | |
CenterPoint Energy, Inc. | |||
2.65%, 06/01/31 (a) | 5,000 | 3,996 | |
Charles Schwab Corp. | |||
2.45%, 03/03/27 (a) | 29,000 | 25,829 | |
6.14%, 08/24/34 (a)(c) | 8,000 | 7,766 |
Principal Amount | Fair Value | ||
Charles Schwab Corp. (4.00% fixed rate until 12/01/30; 3.08% + 10 year CMT Rate thereafter) | |||
4.00%, 12/01/30 (a)(c) | $8,000 | $5,642 | |
Charles Schwab Corp. (5.64% fixed rate until 05/19/28; 2.21% + SOFR thereafter) | |||
5.64%, 05/19/29 (a)(c) | 12,000 | 11,748 | |
Charter Communications Operating LLC/Charter Communications Operating Capital | |||
3.50%, 06/01/41 (a) | 4,000 | 2,506 | |
3.70%, 04/01/51 (a) | 15,000 | 8,711 | |
4.80%, 03/01/50 (a) | 5,000 | 3,482 | |
5.05%, 03/30/29 (a) | 6,000 | 5,606 | |
5.75%, 04/01/48 (a) | 3,000 | 2,396 | |
Cheniere Corpus Christi Holdings LLC | |||
5.88%, 03/31/25 (a) | 5,000 | 4,962 | |
Cheniere Energy Partners LP | |||
4.50%, 10/01/29 (a) | 9,000 | 8,147 | |
Chevron USA, Inc. | |||
3.85%, 01/15/28 (a) | 4,000 | 3,800 | |
3.90%, 11/15/24 (a) | 4,000 | 3,931 | |
Chubb INA Holdings, Inc. | |||
4.35%, 11/03/45 (a) | 4,000 | 3,270 | |
Church & Dwight Co., Inc. | |||
2.30%, 12/15/31 (a) | 3,000 | 2,392 | |
Cigna Group | |||
2.40%, 03/15/30 (a) | 3,000 | 2,456 | |
3.25%, 04/15/25 (a) | 7,000 | 6,730 | |
3.40%, 03/01/27 (a) | 5,000 | 4,655 | |
3.88%, 10/15/47 (a) | 2,000 | 1,423 | |
4.13%, 11/15/25 (a) | 5,000 | 4,842 | |
4.38%, 10/15/28 (a) | 3,000 | 2,835 | |
4.80%, 08/15/38 (a) | 3,000 | 2,639 | |
Cisco Systems, Inc. | |||
5.90%, 02/15/39 (a) | 3,000 | 3,086 | |
Citigroup, Inc. | |||
4.45%, 09/29/27 (a) | 4,000 | 3,753 | |
4.65%, 07/23/48 (a) | 9,000 | 7,259 | |
Citigroup, Inc. (2.98% fixed rate until 11/05/29; 1.42% + SOFR thereafter) | |||
2.98%, 11/05/30 (a)(c) | 6,000 | 5,011 | |
Citigroup, Inc. (3.88% fixed rate until 01/24/38; 1.43% + 3-month Term SOFR) | |||
3.88%, 01/24/39 (a)(c) | 6,000 | 4,649 | |
Citigroup, Inc. (4.70% fixed rate until 01/30/25; 3.23% + SOFR thereafter) | |||
4.70%, 01/30/25 (a)(c) | 6,000 | 5,440 | |
Citigroup, Inc. (6.17% fixed rate until 05/25/33; 2.66% + SOFR thereafter) | |||
6.17%, 05/25/34 (a)(c) | 5,000 | 4,794 | |
Cleveland Electric Illuminating Co. | |||
4.55%, 11/15/30 (a)(g) | 6,000 | 5,444 | |
Clorox Co. | |||
1.80%, 05/15/30 (a) | 4,000 | 3,150 | |
CME Group, Inc. | |||
3.75%, 06/15/28 (a) | 2,000 | 1,889 | |
CMS Energy Corp. | |||
4.88%, 03/01/44 (a) | 7,000 | 5,992 |
23 |
State Street Income V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
Coca-Cola Co. | |||
2.60%, 06/01/50 (a) | $3,000 | $1,833 | |
2.75%, 06/01/60 (a) | 3,000 | 1,795 | |
Comcast Corp. | |||
2.80%, 01/15/51 (a) | 3,000 | 1,757 | |
2.94%, 11/01/56 (a) | 5,000 | 2,841 | |
2.99%, 11/01/63 (a) | 3,000 | 1,658 | |
3.20%, 07/15/36 (a) | 3,000 | 2,303 | |
3.25%, 11/01/39 (a) | 3,000 | 2,181 | |
3.97%, 11/01/47 (a) | 3,000 | 2,231 | |
4.15%, 10/15/28 (a) | 3,000 | 2,841 | |
CommonSpirit Health | |||
4.35%, 11/01/42 (a) | 16,000 | 12,882 | |
Conagra Brands, Inc. | |||
5.30%, 11/01/38 (a) | 3,000 | 2,629 | |
5.40%, 11/01/48 (a) | 2,000 | 1,689 | |
ConocoPhillips Co. | |||
4.30%, 11/15/44 (a) | 4,000 | 3,230 | |
5.55%, 03/15/54 (a) | 5,000 | 4,749 | |
5.70%, 09/15/63 (a) | 5,000 | 4,755 | |
Consolidated Edison Co. of New York, Inc. | |||
3.35%, 04/01/30 (a) | 3,000 | 2,631 | |
3.88%, 06/15/47 (a) | 2,000 | 1,434 | |
3.95%, 04/01/50 (a) | 3,000 | 2,217 | |
Constellation Brands, Inc. | |||
3.15%, 08/01/29 (a) | 4,000 | 3,505 | |
3.70%, 12/06/26 (a) | 4,000 | 3,773 | |
4.50%, 05/09/47 (a) | 4,000 | 3,170 | |
Constellation Energy Generation LLC | |||
6.50%, 10/01/53 (a) | 5,000 | 5,018 | |
Continental Resources, Inc. | |||
2.88%, 04/01/32 (a)(g) | 3,000 | 2,245 | |
3.80%, 06/01/24 (a) | 10,000 | 9,826 | |
Corebridge Financial, Inc. | |||
3.90%, 04/05/32 (a) | 15,000 | 12,594 | |
Corning, Inc. | |||
4.38%, 11/15/57 (a) | 2,000 | 1,502 | |
Corporate Office Properties LP | |||
2.00%, 01/15/29 (a) | 5,000 | 3,903 | |
2.25%, 03/15/26 (a) | 3,000 | 2,704 | |
2.75%, 04/15/31 (a) | 3,000 | 2,242 | |
Crown Castle, Inc. | |||
2.90%, 03/15/27 (a) | 8,000 | 7,249 | |
4.15%, 07/01/50 (a) | 3,000 | 2,137 | |
5.20%, 02/15/49 (a) | 4,000 | 3,340 | |
CSL Finance PLC | |||
4.25%, 04/27/32 (a)(g) | 6,000 | 5,426 | |
CSX Corp. | |||
4.50%, 03/15/49 - 08/01/54 (a) | 10,000 | 8,065 | |
CubeSmart LP | |||
2.50%, 02/15/32 (a) | 3,000 | 2,282 | |
4.38%, 02/15/29 (a) | 3,000 | 2,765 | |
CVS Health Corp. | |||
3.00%, 08/15/26 (a) | 4,000 | 3,719 | |
3.25%, 08/15/29 (a) | 3,000 | 2,624 | |
3.63%, 04/01/27 (a) | 3,000 | 2,802 | |
3.75%, 04/01/30 (a) | 3,000 | 2,653 | |
4.25%, 04/01/50 (a) | 3,000 | 2,215 | |
4.78%, 03/25/38 (a) | 3,000 | 2,581 | |
5.00%, 12/01/24 (a) | 6,000 | 5,936 | |
5.13%, 07/20/45 (a) | 2,000 | 1,682 |
Principal Amount | Fair Value | ||
5.30%, 06/01/33 - 12/05/43 (a) | $9,000 | $8,216 | |
Dell International LLC/EMC Corp. | |||
4.00%, 07/15/24 (a) | 4,000 | 3,937 | |
6.02%, 06/15/26 (a) | 2,000 | 2,006 | |
DH Europe Finance II Sarl | |||
2.60%, 11/15/29 (a) | 2,000 | 1,715 | |
3.25%, 11/15/39 (a) | 3,000 | 2,243 | |
3.40%, 11/15/49 (a) | 3,000 | 2,081 | |
Diamondback Energy, Inc. | |||
3.13%, 03/24/31 (a) | 4,000 | 3,336 | |
3.50%, 12/01/29 (a) | 3,000 | 2,664 | |
4.40%, 03/24/51 (a) | 3,000 | 2,213 | |
Digital Realty Trust LP | |||
3.60%, 07/01/29 (a) | 6,000 | 5,300 | |
Discovery Communications LLC | |||
3.95%, 03/20/28 (a) | 4,000 | 3,644 | |
4.95%, 05/15/42 (a) | 2,000 | 1,447 | |
5.00%, 09/20/37 (a) | 3,000 | 2,448 | |
Dollar General Corp. | |||
3.50%, 04/03/30 (a) | 4,000 | 3,410 | |
4.13%, 04/03/50 (a) | 4,000 | 2,704 | |
Dollar Tree, Inc. | |||
4.00%, 05/15/25 (a) | 5,000 | 4,839 | |
Dominion Energy, Inc. | |||
3.07%, 08/15/24 (a)(b) | 5,000 | 4,869 | |
3.38%, 04/01/30 (a) | 6,000 | 5,161 | |
Dover Corp. | |||
2.95%, 11/04/29 (a) | 3,000 | 2,590 | |
Dow Chemical Co. | |||
2.10%, 11/15/30 (a) | 5,000 | 3,962 | |
3.60%, 11/15/50 (a) | 3,000 | 2,012 | |
4.25%, 10/01/34 (a) | 3,000 | 2,605 | |
6.30%, 03/15/33 (a) | 3,000 | 3,092 | |
DTE Energy Co. | |||
2.85%, 10/01/26 (a) | 7,000 | 6,426 | |
Duke Energy Carolinas LLC | |||
3.95%, 03/15/48 (a) | 3,000 | 2,204 | |
Duke Energy Corp. | |||
2.55%, 06/15/31 (a) | 6,000 | 4,754 | |
3.30%, 06/15/41 (a) | 7,000 | 4,796 | |
3.50%, 06/15/51 (a) | 7,000 | 4,522 | |
3.75%, 09/01/46 (a) | 5,000 | 3,448 | |
Duke Energy Corp. (4.88% fixed rate until 09/16/24; 3.39% + 5 year CMT Rate thereafter) | |||
4.88%, 09/16/24 (a)(c) | 9,000 | 8,792 | |
Duke Energy Progress LLC | |||
4.15%, 12/01/44 (a) | 9,000 | 6,867 | |
Duquesne Light Holdings, Inc. | |||
3.62%, 08/01/27 (a)(g) | 7,000 | 6,263 | |
Eastman Chemical Co. | |||
4.65%, 10/15/44 (a) | 4,000 | 3,073 | |
Eaton Corp. | |||
3.10%, 09/15/27 (a) | 2,000 | 1,842 | |
Edison International | |||
4.95%, 04/15/25 (a) | 8,000 | 7,836 | |
EIDP, Inc. | |||
2.30%, 07/15/30 (a) | 4,000 | 3,239 | |
Electronic Arts, Inc. | |||
1.85%, 02/15/31 (a) | 3,000 | 2,325 | |
Elevance Health, Inc. | |||
2.88%, 09/15/29 (a) | 3,000 | 2,585 |
24 |
State Street Income V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
3.60%, 03/15/51 (a) | $3,000 | $2,046 | |
3.70%, 09/15/49 (a) | 3,000 | 2,099 | |
Emera U.S. Finance LP | |||
2.64%, 06/15/31 (a) | 8,000 | 6,177 | |
Emerson Electric Co. | |||
1.80%, 10/15/27 (a) | 2,000 | 1,749 | |
2.75%, 10/15/50 (a) | 2,000 | 1,186 | |
Enbridge Energy Partners LP | |||
5.50%, 09/15/40 (a) | 2,000 | 1,758 | |
Enbridge, Inc. | |||
1.60%, 10/04/26 (a) | 5,000 | 4,443 | |
Enbridge, Inc. (5.75% fixed rate until 04/15/30; 5.31% + 5 year CMT Rate thereafter) | |||
5.75%, 07/15/80 (a)(c) | 9,000 | 7,801 | |
Energy Transfer LP | |||
4.50%, 04/15/24 (a) | 2,000 | 1,982 | |
4.95%, 06/15/28 (a) | 4,000 | 3,821 | |
5.30%, 04/01/44 - 04/15/47 (a) | 7,000 | 5,671 | |
5.35%, 05/15/45 (a) | 4,000 | 3,269 | |
5.75%, 02/15/33 (a) | 3,000 | 2,886 | |
6.50%, 02/01/42 (a) | 4,000 | 3,814 | |
Energy Transfer LP (6.75% fixed rate until 05/15/25; 5.13% + 5 year CMT Rate thereafter) | |||
6.75%, 05/15/25 (a)(c) | 19,000 | 17,570 | |
Energy Transfer LP/Regency Energy Finance Corp. | |||
4.50%, 11/01/23 (a) | 4,000 | 3,991 | |
Enterprise Products Operating LLC | |||
4.25%, 02/15/48 (a) | 6,000 | 4,694 | |
Enterprise Products Operating LLC (5.25% fixed rate until 08/16/27; 3.30% + 3-month Term SOFR) | |||
5.25%, 08/16/77 (a)(c) | 3,000 | 2,647 | |
EOG Resources, Inc. | |||
4.95%, 04/15/50 (a) | 3,000 | 2,647 | |
5.10%, 01/15/36 (a) | 2,000 | 1,810 | |
Equinix, Inc. | |||
1.25%, 07/15/25 (a) | 5,000 | 4,600 | |
2.15%, 07/15/30 (a) | 4,000 | 3,131 | |
Equinor ASA | |||
3.25%, 11/18/49 (a) | 4,000 | 2,678 | |
ERP Operating LP | |||
4.50%, 07/01/44 (a) | 8,000 | 6,330 | |
Estee Lauder Cos., Inc. | |||
2.38%, 12/01/29 (a) | 3,000 | 2,518 | |
Everest Reinsurance Holdings, Inc. | |||
3.13%, 10/15/52 (a) | 3,000 | 1,782 | |
Eversource Energy | |||
3.45%, 01/15/50 (a) | 5,000 | 3,253 | |
Exelon Corp. | |||
4.05%, 04/15/30 (a) | 5,000 | 4,502 | |
4.45%, 04/15/46 (a) | 5,000 | 3,894 | |
4.70%, 04/15/50 (a) | 4,000 | 3,186 | |
Extra Space Storage LP | |||
2.20%, 10/15/30 (a) | 6,000 | 4,653 | |
Exxon Mobil Corp. | |||
2.61%, 10/15/30 (a) | 4,000 | 3,377 | |
3.45%, 04/15/51 (a) | 4,000 | 2,785 | |
FedEx Corp. | |||
4.10%, 02/01/45 (a) | 6,000 | 4,476 |
Principal Amount | Fair Value | ||
Fidelity National Information Services, Inc. | |||
1.15%, 03/01/26 (a) | $4,000 | $3,581 | |
1.65%, 03/01/28 (a) | 3,000 | 2,536 | |
FirstEnergy Transmission LLC | |||
4.55%, 04/01/49 (a)(g) | 7,000 | 5,456 | |
Fiserv, Inc. | |||
3.50%, 07/01/29 (a) | 3,000 | 2,671 | |
4.40%, 07/01/49 (a) | 3,000 | 2,299 | |
Florida Power & Light Co. | |||
2.85%, 04/01/25 (a) | 7,000 | 6,719 | |
4.13%, 02/01/42 (a) | 6,000 | 4,852 | |
Flowers Foods, Inc. | |||
2.40%, 03/15/31 (a) | 3,000 | 2,355 | |
Flowserve Corp. | |||
2.80%, 01/15/32 (a) | 5,000 | 3,822 | |
Freeport-McMoRan, Inc. | |||
4.25%, 03/01/30 (a) | 3,000 | 2,655 | |
GA Global Funding Trust | |||
1.63%, 01/15/26 (a)(g) | 3,000 | 2,677 | |
General Dynamics Corp. | |||
4.25%, 04/01/50 (a) | 3,000 | 2,466 | |
General Mills, Inc. | |||
3.00%, 02/01/51 (a) | 3,000 | 1,851 | |
General Motors Co. | |||
5.20%, 04/01/45 (a) | 3,000 | 2,335 | |
5.40%, 04/01/48 (a) | 2,000 | 1,578 | |
6.13%, 10/01/25 (a) | 4,000 | 3,992 | |
6.80%, 10/01/27 (a) | 3,000 | 3,060 | |
General Motors Financial Co., Inc. | |||
1.25%, 01/08/26 (a) | 2,000 | 1,788 | |
2.35%, 01/08/31 (a) | 4,000 | 3,018 | |
5.25%, 03/01/26 (a) | 8,000 | 7,814 | |
5.85%, 04/06/30 (a) | 15,000 | 14,360 | |
Genuine Parts Co. | |||
2.75%, 02/01/32 (a) | 3,000 | 2,336 | |
George Washington University | |||
4.13%, 09/15/48 (a) | 8,000 | 6,338 | |
Georgia-Pacific LLC | |||
1.75%, 09/30/25 (a)(g) | 4,000 | 3,697 | |
3.60%, 03/01/25 (a)(g) | 9,000 | 8,720 | |
Gilead Sciences, Inc. | |||
2.60%, 10/01/40 (a) | 2,000 | 1,315 | |
3.50%, 02/01/25 (a) | 4,000 | 3,885 | |
3.65%, 03/01/26 (a) | 2,000 | 1,914 | |
4.15%, 03/01/47 (a) | 5,000 | 3,949 | |
4.60%, 09/01/35 (a) | 3,000 | 2,736 | |
5.25%, 10/15/33 (a) | 5,000 | 4,877 | |
GlaxoSmithKline Capital PLC | |||
3.38%, 06/01/29 (a) | 5,000 | 4,562 | |
GlaxoSmithKline Capital, Inc. | |||
3.63%, 05/15/25 (a) | 6,000 | 5,835 | |
Glencore Funding LLC | |||
3.88%, 04/27/51 (a)(g) | 4,000 | 2,645 | |
Goldman Sachs Group, Inc. | |||
3.85%, 01/26/27 (a) | 4,000 | 3,751 | |
4.25%, 10/21/25 (a) | 2,000 | 1,926 | |
5.15%, 05/22/45 (a) | 3,000 | 2,572 | |
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 | 3,806 |
25 |
State Street Income V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
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 | $3,227 | |
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 | 3,383 | |
Goldman Sachs Group, Inc. (3.44% fixed rate until 02/24/42; 1.63% + SOFR thereafter) | |||
3.44%, 02/24/43 (a)(c) | 6,000 | 4,138 | |
Goldman Sachs Group, Inc. (3.81% fixed rate until 04/23/28; 1.42% + 3-month Term SOFR) | |||
3.81%, 04/23/29 (a)(c) | 4,000 | 3,632 | |
Goldman Sachs Group, Inc. (4.02% fixed rate until 10/31/37; 1.64% + 3-month Term SOFR) | |||
4.02%, 10/31/38 (a)(c) | 2,000 | 1,575 | |
Goldman Sachs Group, Inc. (4.22% fixed rate until 05/01/28; 1.56% + 3-month Term SOFR) | |||
4.22%, 05/01/29 (a)(c) | 4,000 | 3,702 | |
Graphic Packaging International LLC | |||
1.51%, 04/15/26 (a)(g) | 6,000 | 5,298 | |
Gray Oak Pipeline LLC | |||
2.60%, 10/15/25 (a)(g) | 6,000 | 5,532 | |
Halliburton Co. | |||
5.00%, 11/15/45 (a) | 4,000 | 3,381 | |
Hartford Financial Services Group, Inc. (7.75% fixed rate until 10/30/23; 2.39% + 3-month Term SOFR) | |||
7.75%, 02/12/67 (a)(c)(g) | 4,000 | 3,423 | |
HCA, Inc. | |||
3.13%, 03/15/27 (a) | 10,000 | 9,079 | |
3.50%, 09/01/30 (a) | 5,000 | 4,236 | |
3.63%, 03/15/32 (a) | 3,000 | 2,488 | |
4.63%, 03/15/52 (a) | 4,000 | 3,001 | |
5.38%, 02/01/25 (a) | 21,000 | 20,784 | |
Health Care Service Corp. A Mutual Legal Reserve Co. | |||
2.20%, 06/01/30 (a)(g) | 3,000 | 2,403 | |
3.20%, 06/01/50 (a)(g) | 4,000 | 2,530 | |
Healthcare Realty Holdings LP | |||
2.00%, 03/15/31 (a) | 3,000 | 2,244 | |
Helmerich & Payne, Inc. | |||
2.90%, 09/29/31 (a) | 3,000 | 2,367 | |
Hess Corp. | |||
5.60%, 02/15/41 (a) | 2,000 | 1,806 | |
5.80%, 04/01/47 (a) | 2,000 | 1,817 | |
Hewlett Packard Enterprise Co. | |||
6.35%, 10/15/45 (a) | 3,000 | 2,912 | |
Highwoods Realty LP | |||
4.13%, 03/15/28 (a) | 3,000 | 2,668 | |
4.20%, 04/15/29 (a) | 4,000 | 3,393 | |
Home Depot, Inc. | |||
2.70%, 04/15/30 (a) | 2,000 | 1,704 | |
3.35%, 04/15/50 (a) | 3,000 | 2,044 | |
3.50%, 09/15/56 (a) | 3,000 | 2,032 | |
3.90%, 12/06/28 (a) | 4,000 | 3,770 | |
4.50%, 12/06/48 (a) | 2,000 | 1,676 |
Principal Amount | Fair Value | ||
Honeywell International, Inc. | |||
1.75%, 09/01/31 (a) | $5,000 | $3,835 | |
2.70%, 08/15/29 (a) | 2,000 | 1,744 | |
Hormel Foods Corp. | |||
1.80%, 06/11/30 (a) | 5,000 | 4,012 | |
Humana, Inc. | |||
1.35%, 02/03/27 (a) | 3,000 | 2,613 | |
2.15%, 02/03/32 (a) | 3,000 | 2,264 | |
Huntington Bancshares, Inc. | |||
2.55%, 02/04/30 (a) | 5,000 | 3,941 | |
Huntsman International LLC | |||
4.50%, 05/01/29 (a) | 4,000 | 3,614 | |
Hyundai Capital America | |||
1.30%, 01/08/26 (a)(g) | 6,000 | 5,405 | |
Indiana Michigan Power Co. | |||
3.25%, 05/01/51 (a) | 5,000 | 3,143 | |
Ingersoll Rand, Inc. | |||
5.70%, 08/14/33 (a) | 5,000 | 4,826 | |
Ingredion, Inc. | |||
3.90%, 06/01/50 (a) | 2,000 | 1,334 | |
Intel Corp. | |||
2.00%, 08/12/31 (a) | 4,000 | 3,127 | |
2.45%, 11/15/29 (a) | 6,000 | 5,092 | |
2.80%, 08/12/41 (a) | 3,000 | 1,960 | |
3.10%, 02/15/60 (a) | 3,000 | 1,723 | |
5.63%, 02/10/43 (a) | 3,000 | 2,853 | |
5.70%, 02/10/53 (a) | 3,000 | 2,812 | |
5.90%, 02/10/63 (a) | 3,000 | 2,845 | |
Intercontinental Exchange, Inc. | |||
1.85%, 09/15/32 (a) | 2,000 | 1,462 | |
2.65%, 09/15/40 (a) | 2,000 | 1,306 | |
Interstate Power & Light Co. | |||
3.40%, 08/15/25 (a) | 8,000 | 7,631 | |
Intuit, Inc. | |||
5.50%, 09/15/53 (a) | 5,000 | 4,792 | |
ITC Holdings Corp. | |||
2.95%, 05/14/30 (a)(g) | 6,000 | 4,970 | |
Jabil, Inc. | |||
3.95%, 01/12/28 (a) | 2,000 | 1,846 | |
4.25%, 05/15/27 (a) | 8,000 | 7,553 | |
Jacobs Engineering Group, Inc. | |||
5.90%, 03/01/33 (a) | 15,000 | 14,209 | |
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc. | |||
5.13%, 02/01/28 (a) | 6,000 | 5,702 | |
5.75%, 04/01/33 (a) | 3,000 | 2,738 | |
Jefferies Financial Group, Inc. | |||
5.88%, 07/21/28 (a) | 8,000 | 7,827 | |
John Deere Capital Corp. | |||
2.45%, 01/09/30 (a) | 9,000 | 7,642 | |
5.15%, 09/08/33 (a) | 17,000 | 16,616 | |
Johnson & Johnson | |||
3.63%, 03/03/37 (a) | 3,000 | 2,523 | |
Johnson Controls International PLC | |||
4.50%, 02/15/47 (a) | 3,000 | 2,401 | |
JPMorgan Chase & Co. (2.96% fixed rate until 05/13/30; 2.52% + 3-month Term SOFR) | |||
2.96%, 05/13/31 (a)(c) | 3,000 | 2,469 |
26 |
State Street Income V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
JPMorgan Chase & Co. (3.16% fixed rate until 04/22/41; 1.46% + SOFR thereafter) | |||
3.16%, 04/22/42 (a)(c) | $4,000 | $2,739 | |
JPMorgan Chase & Co. (3.88% fixed rate until 07/24/37; 1.62% + 3-month Term SOFR) | |||
3.88%, 07/24/38 (a)(c) | 2,000 | 1,595 | |
JPMorgan Chase & Co. (3.90% fixed rate until 01/23/48; 1.48% + 3 month Term SOFR) | |||
3.90%, 01/23/49 (a)(c) | 10,000 | 7,225 | |
JPMorgan Chase & Co. (4.01% fixed rate until 04/23/28; 1.38% + 3-month Term SOFR) | |||
4.01%, 04/23/29 (a)(c) | 4,000 | 3,685 | |
JPMorgan Chase & Co. (4.03% fixed rate until 07/24/47; 1.72% + 3-month Term SOFR) | |||
4.03%, 07/24/48 (a)(c) | 3,000 | 2,242 | |
JPMorgan Chase & Co. (4.49% fixed rate until 03/24/30; 3.79% + 3-month Term SOFR) | |||
4.49%, 03/24/31 (a)(c) | 4,000 | 3,657 | |
JPMorgan Chase & Co. (4.60% fixed rate until 02/01/25; 3.13% + 3-month Term SOFR) | |||
4.60%, 02/01/25 (a)(c) | 6,000 | 5,619 | |
Kaiser Foundation Hospitals | |||
3.00%, 06/01/51 (a) | 5,000 | 3,119 | |
Kenvue, Inc. | |||
4.90%, 03/22/33 (a)(g) | 11,000 | 10,513 | |
5.05%, 03/22/53 (a)(g) | 2,000 | 1,812 | |
Keurig Dr Pepper, Inc. | |||
3.20%, 05/01/30 (a) | 3,000 | 2,582 | |
3.80%, 05/01/50 (a) | 2,000 | 1,413 | |
Kinder Morgan Energy Partners LP | |||
4.70%, 11/01/42 (a) | 2,000 | 1,551 | |
5.00%, 03/01/43 (a) | 2,000 | 1,612 | |
6.38%, 03/01/41 (a) | 4,000 | 3,779 | |
Kinder Morgan, Inc. | |||
1.75%, 11/15/26 (a) | 8,000 | 7,117 | |
5.05%, 02/15/46 (a) | 8,000 | 6,400 | |
5.20%, 06/01/33 (a) | 3,000 | 2,774 | |
KLA Corp. | |||
3.30%, 03/01/50 (a) | 3,000 | 1,995 | |
Kraft Heinz Foods Co. | |||
5.20%, 07/15/45 (a) | 4,000 | 3,480 | |
L3Harris Technologies, Inc. | |||
3.85%, 12/15/26 (a) | 4,000 | 3,788 | |
Lear Corp. | |||
4.25%, 05/15/29 (a) | 3,000 | 2,723 | |
Leidos, Inc. | |||
3.63%, 05/15/25 (a) | 3,000 | 2,880 | |
4.38%, 05/15/30 (a) | 5,000 | 4,469 | |
5.75%, 03/15/33 (a) | 3,000 | 2,869 | |
Liberty Mutual Group, Inc. | |||
3.95%, 05/15/60 (a)(g) | 3,000 | 1,884 | |
Lincoln National Corp. | |||
4.35%, 03/01/48 (a) | 6,000 | 4,121 |
Principal Amount | Fair Value | ||
Lincoln National Corp. (9.25% fixed rate until 12/01/27; 5.32% + 5 year CMT Rate thereafter) | |||
9.25%, 12/01/27 (a)(c) | $5,000 | $5,183 | |
Lockheed Martin Corp. | |||
4.50%, 05/15/36 (a) | 3,000 | 2,732 | |
Lowe's Cos., Inc. | |||
1.30%, 04/15/28 (a) | 3,000 | 2,496 | |
1.70%, 09/15/28 - 10/15/30 (a) | 6,000 | 4,804 | |
3.00%, 10/15/50 (a) | 3,000 | 1,765 | |
4.05%, 05/03/47 (a) | 4,000 | 2,945 | |
5.63%, 04/15/53 (a) | 4,000 | 3,636 | |
LYB International Finance III LLC | |||
3.63%, 04/01/51 (a) | 3,000 | 1,911 | |
Masco Corp. | |||
3.50%, 11/15/27 (a) | 2,000 | 1,827 | |
McCormick & Co., Inc. | |||
1.85%, 02/15/31 (a) | 3,000 | 2,282 | |
3.25%, 11/15/25 (a) | 7,000 | 6,644 | |
McDonald's Corp. | |||
3.60%, 07/01/30 (a) | 7,000 | 6,255 | |
3.63%, 09/01/49 (a) | 3,000 | 2,113 | |
4.88%, 12/09/45 (a) | 7,000 | 6,043 | |
Medtronic Global Holdings SCA | |||
4.50%, 03/30/33 (a) | 16,000 | 14,891 | |
Medtronic, Inc. | |||
4.63%, 03/15/45 (a) | 2,000 | 1,753 | |
Memorial Sloan-Kettering Cancer Center | |||
4.13%, 07/01/52 (a) | 7,000 | 5,378 | |
Merck & Co., Inc. | |||
1.90%, 12/10/28 (a) | 10,000 | 8,527 | |
2.45%, 06/24/50 (a) | 3,000 | 1,722 | |
2.75%, 12/10/51 (a) | 3,000 | 1,812 | |
4.00%, 03/07/49 (a) | 2,000 | 1,567 | |
4.50%, 05/17/33 (a) | 10,000 | 9,356 | |
5.00%, 05/17/53 (a) | 3,000 | 2,734 | |
Meta Platforms, Inc. | |||
3.85%, 08/15/32 (a) | 6,000 | 5,324 | |
4.45%, 08/15/52 (a) | 4,000 | 3,165 | |
MetLife, Inc. | |||
4.72%, 12/15/44 (a) | 5,000 | 4,129 | |
Micron Technology, Inc. | |||
3.37%, 11/01/41 (a) | 3,000 | 1,971 | |
3.48%, 11/01/51 (a) | 3,000 | 1,833 | |
Microsoft Corp. | |||
2.40%, 08/08/26 (a) | 4,000 | 3,715 | |
2.68%, 06/01/60 (a) | 3,000 | 1,763 | |
2.92%, 03/17/52 (a) | 5,000 | 3,281 | |
3.45%, 08/08/36 (a) | 3,000 | 2,529 | |
3.50%, 02/12/35 (a) | 3,000 | 2,611 | |
Mid-America Apartments LP | |||
2.88%, 09/15/51 (a) | 5,000 | 2,888 | |
Molson Coors Beverage Co. | |||
4.20%, 07/15/46 (a) | 4,000 | 3,002 | |
Morgan Stanley | |||
3.97%, 07/22/38 (a)(c) | 7,000 | 5,538 | |
Morgan Stanley (1.51% fixed rate until 07/20/26; 0.86% + SOFR thereafter) | |||
1.51%, 07/20/27 (a)(c) | 6,000 | 5,283 |
27 |
State Street Income V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
Morgan Stanley (2.48% fixed rate until 09/16/31; 1.36% + SOFR thereafter) | |||
2.48%, 09/16/36 (a)(c) | $10,000 | $7,308 | |
Morgan Stanley (2.80% fixed rate until 01/25/51; 1.43% + SOFR thereafter) | |||
2.80%, 01/25/52 (a)(c) | 11,000 | 6,409 | |
MPLX LP | |||
2.65%, 08/15/30 (a) | 3,000 | 2,421 | |
Mylan, Inc. | |||
5.20%, 04/15/48 (a) | 3,000 | 2,174 | |
Nevada Power Co. | |||
6.00%, 03/15/54 (a) | 5,000 | 4,888 | |
Newmont Corp. | |||
4.88%, 03/15/42 (a) | 3,000 | 2,568 | |
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 | 4,607 | |
NGPL PipeCo LLC | |||
3.25%, 07/15/31 (a)(g) | 6,000 | 4,766 | |
NIKE, Inc. | |||
3.38%, 03/27/50 (a) | 2,000 | 1,423 | |
NiSource, Inc. | |||
3.60%, 05/01/30 (a) | 5,000 | 4,356 | |
3.95%, 03/30/48 (a) | 2,000 | 1,428 | |
5.25%, 03/30/28 (a) | 20,000 | 19,602 | |
NNN REIT, Inc. | |||
4.00%, 11/15/25 (a) | 4,000 | 3,830 | |
Norfolk Southern Corp. | |||
3.95%, 10/01/42 (a) | 4,000 | 3,063 | |
Northern Trust Corp. | |||
6.13%, 11/02/32 (a) | 3,000 | 2,958 | |
Northwestern Mutual Life Insurance Co. | |||
3.45%, 03/30/51 (a)(g) | 10,000 | 6,351 | |
NOV, Inc. | |||
3.60%, 12/01/29 (a) | 3,000 | 2,622 | |
Novant Health, Inc. | |||
3.32%, 11/01/61 (a) | 5,000 | 3,067 | |
Novartis Capital Corp. | |||
2.20%, 08/14/30 (a) | 4,000 | 3,315 | |
3.00%, 11/20/25 (a) | 3,000 | 2,858 | |
Nutrien Ltd. | |||
4.90%, 03/27/28 - 06/01/43 (a) | 14,000 | 12,944 | |
NVIDIA Corp. | |||
2.85%, 04/01/30 (a) | 4,000 | 3,483 | |
3.50%, 04/01/50 (a) | 2,000 | 1,457 | |
NXP BV/NXP Funding LLC/NXP USA, Inc. | |||
3.25%, 11/30/51 (a) | 5,000 | 3,035 | |
Occidental Petroleum Corp. | |||
6.13%, 01/01/31 (a) | 8,000 | 7,884 | |
Oklahoma Gas & Electric Co. | |||
3.25%, 04/01/30 (a) | 3,000 | 2,588 | |
Oncor Electric Delivery Co. LLC | |||
3.80%, 09/30/47 (a) | 2,000 | 1,463 | |
ONEOK, Inc. | |||
4.35%, 03/15/29 (a) | 4,000 | 3,681 | |
5.80%, 11/01/30 (a) | 20,000 | 19,572 | |
6.10%, 11/15/32 (a) | 3,000 | 2,963 | |
6.63%, 09/01/53 (a) | 6,000 | 5,872 |
Principal Amount | Fair Value | ||
Oracle Corp. | |||
2.95%, 04/01/30 (a) | $7,000 | $5,879 | |
3.60%, 04/01/50 (a) | 4,000 | 2,585 | |
3.65%, 03/25/41 (a) | 3,000 | 2,140 | |
3.80%, 11/15/37 (a) | 3,000 | 2,285 | |
3.95%, 03/25/51 (a) | 3,000 | 2,056 | |
4.00%, 07/15/46 - 11/15/47 (a) | 7,000 | 4,914 | |
4.10%, 03/25/61 (a) | 3,000 | 1,995 | |
5.55%, 02/06/53 (a) | 3,000 | 2,629 | |
6.15%, 11/09/29 (a) | 8,000 | 8,122 | |
6.90%, 11/09/52 (a) | 3,000 | 3,089 | |
Otis Worldwide Corp. | |||
2.06%, 04/05/25 (a) | 3,000 | 2,832 | |
2.57%, 02/15/30 (a) | 3,000 | 2,487 | |
3.36%, 02/15/50 (a) | 3,000 | 1,999 | |
Owens Corning | |||
4.40%, 01/30/48 (a) | 3,000 | 2,288 | |
Pacific Gas & Electric Co. | |||
2.10%, 08/01/27 (a) | 3,000 | 2,562 | |
2.50%, 02/01/31 (a) | 4,000 | 3,037 | |
3.00%, 06/15/28 (a) | 5,000 | 4,286 | |
3.30%, 08/01/40 (a) | 4,000 | 2,568 | |
3.50%, 08/01/50 (a) | 3,000 | 1,788 | |
4.30%, 03/15/45 (a) | 5,000 | 3,366 | |
PacifiCorp | |||
2.70%, 09/15/30 (a) | 3,000 | 2,451 | |
2.90%, 06/15/52 (a) | 8,000 | 4,405 | |
6.25%, 10/15/37 (a) | 2,000 | 1,985 | |
Paramount Global | |||
2.90%, 01/15/27 (a) | 3,000 | 2,656 | |
3.70%, 06/01/28 (a) | 2,000 | 1,747 | |
5.25%, 04/01/44 (a) | 3,000 | 2,085 | |
Parker-Hannifin Corp. | |||
3.25%, 06/14/29 (a) | 3,000 | 2,664 | |
4.50%, 09/15/29 (a) | 3,000 | 2,837 | |
Patterson-UTI Energy, Inc. | |||
7.15%, 10/01/33 (a) | 5,000 | 5,022 | |
PayPal Holdings, Inc. | |||
2.65%, 10/01/26 (a) | 4,000 | 3,688 | |
3.25%, 06/01/50 (a) | 2,000 | 1,310 | |
PepsiCo, Inc. | |||
1.63%, 05/01/30 (a) | 3,000 | 2,406 | |
2.75%, 10/21/51 (a) | 5,000 | 3,103 | |
Petroleos Mexicanos | |||
5.35%, 02/12/28 (a) | 10,000 | 8,115 | |
6.70%, 02/16/32 (a) | 10,000 | 7,421 | |
7.69%, 01/23/50 (a) | 10,000 | 6,417 | |
Pfizer Investment Enterprises Pte. Ltd. | |||
4.45%, 05/19/28 (a) | 14,000 | 13,494 | |
4.75%, 05/19/33 (a) | 10,000 | 9,476 | |
5.34%, 05/19/63 (a) | 5,000 | 4,568 | |
Pfizer, Inc. | |||
2.70%, 05/28/50 (a) | 6,000 | 3,759 | |
3.90%, 03/15/39 (a) | 3,000 | 2,462 | |
4.40%, 05/15/44 (a) | 2,000 | 1,702 | |
Philip Morris International, Inc. | |||
1.50%, 05/01/25 (a) | 4,000 | 3,744 | |
2.10%, 05/01/30 (a) | 3,000 | 2,388 | |
4.13%, 03/04/43 (a) | 2,000 | 1,503 | |
5.13%, 02/15/30 (a) | 16,000 | 15,347 | |
5.38%, 02/15/33 (a) | 5,000 | 4,727 | |
5.63%, 11/17/29 (a) | 7,000 | 6,915 |
28 |
State Street Income V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
Phillips 66 Co. | |||
2.15%, 12/15/30 (a) | $6,000 | $4,719 | |
3.15%, 12/15/29 (a) | 6,000 | 5,177 | |
3.30%, 03/15/52 (a) | 3,000 | 1,878 | |
3.75%, 03/01/28 (a) | 3,000 | 2,781 | |
4.68%, 02/15/45 (a) | 4,000 | 3,185 | |
Pilgrim's Pride Corp. | |||
6.25%, 07/01/33 (a) | 5,000 | 4,704 | |
Pioneer Natural Resources Co. | |||
1.13%, 01/15/26 (a) | 9,000 | 8,128 | |
2.15%, 01/15/31 (a) | 5,000 | 3,944 | |
Plains All American Pipeline LP/PAA Finance Corp. | |||
3.55%, 12/15/29 (a) | 3,000 | 2,575 | |
Precision Castparts Corp. | |||
4.38%, 06/15/45 (a) | 4,000 | 3,247 | |
Progressive Corp. | |||
3.00%, 03/15/32 (a) | 8,000 | 6,695 | |
Prologis LP | |||
3.05%, 03/01/50 (a) | 5,000 | 3,069 | |
3.25%, 06/30/26 (a) | 4,000 | 3,772 | |
Prospect Capital Corp. | |||
3.36%, 11/15/26 (a) | 7,000 | 6,060 | |
Prudential Financial, Inc. | |||
3.94%, 12/07/49 (a) | 5,000 | 3,595 | |
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) | 5,000 | 4,590 | |
Public Service Co. of Colorado | |||
3.70%, 06/15/28 (a) | 5,000 | 4,607 | |
PVH Corp. | |||
4.63%, 07/10/25 (a) | 5,000 | 4,826 | |
QUALCOMM, Inc. | |||
4.30%, 05/20/47 (a) | 3,000 | 2,416 | |
4.50%, 05/20/52 (a) | 4,000 | 3,260 | |
Quanta Services, Inc. | |||
2.35%, 01/15/32 (a) | 3,000 | 2,260 | |
3.05%, 10/01/41 (a) | 3,000 | 1,912 | |
Realty Income Corp. | |||
2.85%, 12/15/32 (a) | 3,000 | 2,332 | |
3.00%, 01/15/27 (a) | 3,000 | 2,748 | |
3.25%, 01/15/31 (a) | 3,000 | 2,518 | |
Regeneron Pharmaceuticals, Inc. | |||
1.75%, 09/15/30 (a) | 6,000 | 4,618 | |
RenaissanceRe Holdings Ltd. | |||
5.75%, 06/05/33 (a) | 5,000 | 4,700 | |
Republic Services, Inc. | |||
5.00%, 04/01/34 (a) | 5,000 | 4,732 | |
Rio Tinto Finance USA PLC | |||
4.13%, 08/21/42 (a) | 4,000 | 3,228 | |
Rockwell Automation, Inc. | |||
4.20%, 03/01/49 (a) | 2,000 | 1,626 | |
Rogers Communications, Inc. | |||
5.00%, 03/15/44 (a) | 2,000 | 1,610 | |
Roper Technologies, Inc. | |||
2.95%, 09/15/29 (a) | 2,000 | 1,732 | |
Ross Stores, Inc. | |||
4.70%, 04/15/27 (a) | 3,000 | 2,882 | |
Royalty Pharma PLC | |||
1.20%, 09/02/25 (a) | 5,000 | 4,544 | |
1.75%, 09/02/27 (a) | 3,000 | 2,558 | |
2.20%, 09/02/30 (a) | 3,000 | 2,322 |
Principal Amount | Fair Value | ||
RPM International, Inc. | |||
3.75%, 03/15/27 (a) | $2,000 | $1,862 | |
RTX Corp. | |||
1.90%, 09/01/31 (a) | 5,000 | 3,775 | |
2.82%, 09/01/51 (a) | 3,000 | 1,723 | |
3.95%, 08/16/25 (a) | 2,000 | 1,934 | |
4.15%, 05/15/45 (a) | 3,000 | 2,272 | |
4.45%, 11/16/38 (a) | 2,000 | 1,675 | |
Ryder System, Inc. | |||
2.90%, 12/01/26 (a) | 5,000 | 4,567 | |
Salesforce, Inc. | |||
1.95%, 07/15/31 (a) | 6,000 | 4,738 | |
2.70%, 07/15/41 (a) | 3,000 | 2,028 | |
Schlumberger Holdings Corp. | |||
3.90%, 05/17/28 (a)(g) | 4,000 | 3,732 | |
Schlumberger Investment SA | |||
4.85%, 05/15/33 (a) | 10,000 | 9,431 | |
Sealed Air Corp. | |||
1.57%, 10/15/26 (a)(g) | 10,000 | 8,697 | |
Selective Insurance Group, Inc. | |||
5.38%, 03/01/49 (a) | 3,000 | 2,554 | |
Sempra | |||
3.80%, 02/01/38 (a) | 2,000 | 1,552 | |
4.00%, 02/01/48 (a) | 4,000 | 2,878 | |
Sempra (4.13% fixed rate until 01/01/27; 2.87% + 5 year CMT Rate thereafter) | |||
4.13%, 04/01/52 (a)(c) | 7,000 | 5,682 | |
Shell International Finance BV | |||
3.75%, 09/12/46 (a) | 6,000 | 4,429 | |
Shire Acquisitions Investments Ireland DAC | |||
3.20%, 09/23/26 (a) | 3,000 | 2,802 | |
Simon Property Group LP | |||
3.38%, 06/15/27 (a) | 4,000 | 3,689 | |
Sonoco Products Co. | |||
2.85%, 02/01/32 (a) | 3,000 | 2,396 | |
Southern California Edison Co. | |||
4.00%, 04/01/47 (a) | 9,000 | 6,516 | |
4.20%, 03/01/29 (a) | 8,000 | 7,438 | |
5.65%, 10/01/28 (a) | 25,000 | 24,975 | |
Southern Co. | |||
3.70%, 04/30/30 (a) | 6,000 | 5,306 | |
Southern Co. Gas Capital Corp. | |||
3.95%, 10/01/46 (a) | 4,000 | 2,784 | |
4.40%, 05/30/47 (a) | 2,000 | 1,509 | |
Southwest Airlines Co. | |||
2.63%, 02/10/30 (a) | 7,000 | 5,758 | |
Southwestern Electric Power Co. | |||
2.75%, 10/01/26 (a) | 5,000 | 4,581 | |
Spectra Energy Partners LP | |||
3.38%, 10/15/26 (a) | 2,000 | 1,860 | |
4.50%, 03/15/45 (a) | 3,000 | 2,276 | |
Stanley Black & Decker, Inc. | |||
3.00%, 05/15/32 (a) | 3,000 | 2,427 | |
Starbucks Corp. | |||
4.00%, 11/15/28 (a) | 4,000 | 3,758 | |
Stryker Corp. | |||
1.95%, 06/15/30 (a) | 7,000 | 5,605 | |
Sumitomo Mitsui Financial Group, Inc. | |||
6.18%, 07/13/43 (a) | 8,000 | 7,650 | |
Suncor Energy, Inc. | |||
4.00%, 11/15/47 (a) | 3,000 | 2,120 |
29 |
State Street Income V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
Sysco Corp. | |||
3.25%, 07/15/27 (a) | $2,000 | $1,836 | |
Take-Two Interactive Software, Inc. | |||
3.70%, 04/14/27 (a) | 15,000 | 14,044 | |
4.00%, 04/14/32 (a) | 3,000 | 2,612 | |
Tampa Electric Co. | |||
2.40%, 03/15/31 (a) | 8,000 | 6,358 | |
3.45%, 03/15/51 (a) | 5,000 | 3,212 | |
4.35%, 05/15/44 (a) | 6,000 | 4,611 | |
Targa Resources Partners LP/Targa Resources Partners Finance Corp. | |||
5.00%, 01/15/28 (a) | 8,000 | 7,605 | |
Target Corp. | |||
1.95%, 01/15/27 (a) | 2,000 | 1,806 | |
Teck Resources Ltd. | |||
5.40%, 02/01/43 (a) | 2,000 | 1,676 | |
Texas Instruments, Inc. | |||
3.88%, 03/15/39 (a) | 4,000 | 3,288 | |
Thermo Fisher Scientific, Inc. | |||
2.80%, 10/15/41 (a) | 5,000 | 3,364 | |
Time Warner Cable LLC | |||
6.55%, 05/01/37 (a) | 3,000 | 2,721 | |
T-Mobile USA, Inc. | |||
3.50%, 04/15/31 (a) | 17,000 | 14,359 | |
3.75%, 04/15/27 (a) | 4,000 | 3,735 | |
4.50%, 04/15/50 (a) | 3,000 | 2,300 | |
4.80%, 07/15/28 (a) | 15,000 | 14,403 | |
Toronto-Dominion Bank | |||
3.20%, 03/10/32 (a) | 11,000 | 8,997 | |
4.46%, 06/08/32 (a) | 3,000 | 2,693 | |
Toronto-Dominion Bank (3.63% fixed rate until 9/15/26; 2.21% + 5 year swap Rate thereafter) | |||
3.63%, 09/15/31 (a)(c) | 6,000 | 5,547 | |
TotalEnergies Capital International SA | |||
3.46%, 02/19/29 (a) | 3,000 | 2,744 | |
Tractor Supply Co. | |||
5.25%, 05/15/33 (a) | 5,000 | 4,708 | |
Trane Technologies Financing Ltd. | |||
3.55%, 11/01/24 (a) | 5,000 | 4,874 | |
3.80%, 03/21/29 (a) | 4,000 | 3,687 | |
TransCanada PipeLines Ltd. | |||
4.25%, 05/15/28 (a) | 7,000 | 6,555 | |
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 | 8,326 | |
Transcontinental Gas Pipe Line Co. LLC | |||
4.00%, 03/15/28 (a) | 4,000 | 3,723 | |
Travelers Cos., Inc. | |||
2.55%, 04/27/50 (a) | 4,000 | 2,331 | |
Truist Financial Corp. (4.80% fixed rate until 09/01/24; 3.00% + 5 year CMT Rate thereafter) | |||
4.80%, 09/01/24 (a)(c) | 9,000 | 7,675 | |
TWDC Enterprises 18 Corp. | |||
4.13%, 06/01/44 (a) | 4,000 | 3,152 | |
Tyco Electronics Group SA | |||
3.13%, 08/15/27 (a) | 3,000 | 2,767 |
Principal Amount | Fair Value | ||
U.S. Bancorp (4.97% fixed rate until 07/22/32; 2.11% + SOFR thereafter) | |||
4.97%, 07/22/33 (a)(c) | $11,000 | $9,587 | |
UDR, Inc. | |||
2.10%, 08/01/32 (a) | 3,000 | 2,159 | |
3.00%, 08/15/31 (a) | 3,000 | 2,431 | |
Union Pacific Corp. | |||
3.55%, 05/20/61 (a) | 4,000 | 2,608 | |
3.80%, 04/06/71 (a) | 5,000 | 3,346 | |
4.10%, 09/15/67 (a) | 5,000 | 3,612 | |
UnitedHealth Group, Inc. | |||
2.00%, 05/15/30 (a) | 6,000 | 4,856 | |
4.20%, 05/15/32 (a) | 3,000 | 2,734 | |
4.45%, 12/15/48 (a) | 4,000 | 3,279 | |
4.75%, 07/15/45 - 05/15/52 (a) | 8,000 | 6,870 | |
5.05%, 04/15/53 (a) | 3,000 | 2,685 | |
5.20%, 04/15/63 (a) | 5,000 | 4,460 | |
Utah Acquisition Sub, Inc. | |||
3.95%, 06/15/26 (a) | 21,000 | 19,663 | |
Vale Overseas Ltd. | |||
6.13%, 06/12/33 (a) | 5,000 | 4,827 | |
Ventas Realty LP | |||
3.25%, 10/15/26 (a) | 7,000 | 6,428 | |
Verizon Communications, Inc. | |||
2.36%, 03/15/32 (a) | 6,000 | 4,574 | |
3.00%, 03/22/27 (a) | 4,000 | 3,667 | |
3.40%, 03/22/41 (a) | 4,000 | 2,821 | |
3.55%, 03/22/51 (a) | 3,000 | 1,975 | |
3.70%, 03/22/61 (a) | 6,000 | 3,815 | |
4.40%, 11/01/34 (a) | 7,000 | 6,071 | |
Viatris, Inc. | |||
1.65%, 06/22/25 (a) | 16,000 | 14,776 | |
4.00%, 06/22/50 (a) | 4,000 | 2,416 | |
Virginia Electric & Power Co. | |||
4.00%, 11/15/46 (a) | 5,000 | 3,636 | |
Visa, Inc. | |||
2.70%, 04/15/40 (a) | 4,000 | 2,804 | |
Vistra Operations Co. LLC | |||
3.55%, 07/15/24 (a)(g) | 6,000 | 5,855 | |
Vontier Corp. | |||
2.40%, 04/01/28 (a) | 6,000 | 4,982 | |
2.95%, 04/01/31 (a) | 4,000 | 3,078 | |
Vornado Realty LP | |||
2.15%, 06/01/26 (a) | 4,000 | 3,397 | |
Vulcan Materials Co. | |||
3.90%, 04/01/27 (a) | 2,000 | 1,884 | |
Walmart, Inc. | |||
1.80%, 09/22/31 (a) | 3,000 | 2,359 | |
2.50%, 09/22/41 (a) | 3,000 | 2,002 | |
Walt Disney Co. | |||
2.65%, 01/13/31 (a) | 4,000 | 3,310 | |
3.38%, 11/15/26 (a) | 3,000 | 2,827 | |
3.60%, 01/13/51 (a) | 2,000 | 1,390 | |
4.75%, 11/15/46 (a) | 2,000 | 1,672 | |
6.65%, 11/15/37 (a) | 4,000 | 4,297 | |
Warnermedia Holdings, Inc. | |||
4.28%, 03/15/32 (a) | 17,000 | 14,428 | |
Waste Connections, Inc. | |||
2.20%, 01/15/32 (a) | 3,000 | 2,309 | |
2.95%, 01/15/52 (a) | 3,000 | 1,825 | |
WEC Energy Group, Inc. | |||
3.55%, 06/15/25 (a) | 2,000 | 1,919 | |
Wells Fargo & Co. | |||
4.15%, 01/24/29 (a) | 7,000 | 6,426 |
30 |
State Street Income V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
4.75%, 12/07/46 (a) | $2,000 | $1,553 | |
5.88%, 06/15/25 (a)(c) | 13,000 | 12,754 | |
Wells Fargo & Co. (2.19% fixed rate until 04/30/25; 2.00% + SOFR thereafter) | |||
2.19%, 04/30/26 (a)(c) | 8,000 | 7,510 | |
Wells Fargo & Co. (2.39% fixed rate until 06/02/27; 2.10% + SOFR thereafter) | |||
2.39%, 06/02/28 (a)(c) | 2,000 | 1,754 | |
Wells Fargo & Co. (3.07% fixed rate until 04/30/40; 2.53% + SOFR thereafter) | |||
3.07%, 04/30/41 (a)(c) | 7,000 | 4,671 | |
Westlake Corp. | |||
2.88%, 08/15/41 (a) | 3,000 | 1,858 | |
3.13%, 08/15/51 (a) | 3,000 | 1,728 | |
3.38%, 08/15/61 (a) | 2,000 | 1,105 | |
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 | 6,613 | |
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) | 3,000 | 2,591 | |
Weyerhaeuser Co. | |||
4.00%, 03/09/52 (a) | 3,000 | 2,169 | |
Williams Cos., Inc. | |||
3.75%, 06/15/27 (a) | 3,000 | 2,791 | |
4.85%, 03/01/48 (a) | 3,000 | 2,403 | |
4.90%, 01/15/45 (a) | 4,000 | 3,206 | |
5.40%, 03/04/44 (a) | 2,000 | 1,727 | |
Willis North America, Inc. | |||
3.88%, 09/15/49 (a) | 4,000 | 2,683 | |
Workday, Inc. | |||
3.50%, 04/01/27 (a) | 3,000 | 2,798 | |
3.70%, 04/01/29 (a) | 8,000 | 7,255 | |
WPP Finance 2010 | |||
3.75%, 09/19/24 (a) | 8,000 | 7,806 | |
Xcel Energy, Inc. | |||
3.40%, 06/01/30 (a) | 3,000 | 2,591 | |
Yamana Gold, Inc. | |||
2.63%, 08/15/31 (a) | 4,000 | 3,066 | |
Zoetis, Inc. | |||
3.00%, 09/12/27 (a) | 3,000 | 2,752 | |
3.90%, 08/20/28 (a) | 4,000 | 3,756 | |
5.60%, 11/16/32 (a) | 10,000 | 9,963 | |
3,036,810 | |||
Non-Agency Collateralized Mortgage Obligations - 6.9% | |||
Bank | |||
3.18%, 09/15/60 (a) | 158,000 | 141,994 | |
4.41%, 11/15/61 (a)(c) | 66,000 | 61,440 | |
BPR Trust 1.90% + 1-month Term SOFR | |||
7.23%, 04/15/37 (a)(c)(g) | 24,770 | 24,321 | |
Cantor Commercial Real Estate Lending | |||
3.01%, 01/15/53 (a) | 34,000 | 28,604 | |
CD Mortgage Trust | |||
2.91%, 08/15/57 (a) | 63,000 | 52,734 | |
Citigroup Commercial Mortgage Trust | |||
4.03%, 12/10/49 (a)(c) | 31,273 | 28,167 |
Principal Amount | Fair Value | ||
COMM Mortgage Trust | |||
4.53%, 02/10/47 (a)(c) | $25,000 | $24,247 | |
GS Mortgage Securities Trust | |||
2.75%, 09/10/52 (a) | 105,000 | 87,844 | |
3.05%, 11/10/52 (a) | 56,000 | 47,474 | |
4.14%, 03/10/51 (a)(c) | 25,000 | 22,442 | |
4.56%, 11/10/48 (a)(c) | 25,000 | 19,153 | |
JPMBB Commercial Mortgage Securities Trust | |||
4.80%, 11/15/48 (a)(c) | 20,000 | 15,503 | |
MASTR Alternative Loan Trust | |||
5.00%, 08/25/18 (a)(e) | 717 | 39 | |
Morgan Stanley Bank of America Merrill Lynch Trust | |||
0.98%, 03/15/48 (a)(c)(e) | 308,269 | 2,260 | |
Wells Fargo Commercial Mortgage Trust | |||
4.32%, 08/15/50 (a) | 28,250 | 22,961 | |
WFRBS Commercial Mortgage Trust | |||
4.26%, 12/15/46 (a) | 20,594 | 20,466 | |
4.35%, 03/15/47 (a)(c) | 58,000 | 57,278 | |
656,927 | |||
Sovereign Bonds - 0.5% | |||
Mexico Government International Bonds | |||
4.75%, 03/08/44 (a) | 20,000 | 15,335 | |
Peru Government International Bonds | |||
1.86%, 12/01/32 (a) | 10,000 | 7,217 | |
2.78%, 12/01/60 (a) | 15,000 | 7,975 | |
5.63%, 11/18/50 (a) | 11,000 | 10,159 | |
Uruguay Government International Bonds | |||
5.10%, 06/18/50 (a) | 14,040 | 12,460 | |
53,146 | |||
Municipal Bonds and Notes - 0.7% | |||
American Municipal Power, Inc., OH | |||
6.27%, 02/15/50 (a) | 15,000 | 15,394 | |
Board of Regents of the University of Texas System, TX | |||
3.35%, 08/15/47 (a) | 10,000 | 7,254 | |
Port Authority of New York & New Jersey, NY | |||
4.46%, 10/01/62 (a) | 25,000 | 20,595 | |
State of California, CA | |||
4.60%, 04/01/38 (a) | 15,000 | 13,454 | |
State of Illinois, IL | |||
5.10%, 06/01/33 (a) | 10,000 | 9,493 | |
66,190 | |||
Total Bonds and Notes (Cost $10,505,587) | 9,277,024 | ||
Total Investments in Securities (Cost $10,505,587) | 9,277,024 |
31 |
State Street Income V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Short-Term Investments - 21.3% | |||
State Street Institutional U.S. Government Money Market Fund - Class G Shares 5.33% (h),(i) (Cost $2,039,831) | 2,039,831 | 2,039,831 | |
Total Investments (Cost $12,545,418) | 11,316,855 | ||
Liabilities in Excess of Other Assets, net - (18.1)% | (1,733,967) | ||
NET ASSETS - 100.0% | $9,582,888 |
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) | |||||||
Buy Protection | ||||||||||||||
Markit CDX North America High Yield Index | Intercontinental Exchange | $257 | 5.00%/ Quarterly | 06/20/28 | $4,440 | $6,922 | $(2,482) |
The Fund had the following long futures contracts open at September 30, 2023: |
Description | Expiration Date | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
5 Yr. U.S. Treasury Notes Futures | December 2023 | 10 | $1,062,581 | $1,053,594 | $(8,987) | |||||
2 Yr. U.S. Treasury Notes Futures | December 2023 | 4 | 812,727 | 810,844 | (1,883) | |||||
10 Yr. U.S. Treasury Ultra Futures | December 2023 | 9 | 1,034,668 | 1,004,063 | (30,605) | |||||
$(41,475) |
The Fund had the following short futures contracts open at September 30, 2023: |
Description | Expiration date | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
10 Yr. U.S. Treasury Notes Futures | December 2023 | 5 | $(550,753) | $(540,313) | $10,440 | |||||
Ultra Long-Term U.S. Treasury Bond Futures | December 2023 | 1 | (126,967) | (118,687) | 8,280 | |||||
$18,720 |
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 September 30, 2023, 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 September 30, 2023. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above. |
(d) | 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. |
(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 September 30, 2023, these securities amounted to $184,416 or 1.92% 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. |
32 |
State Street Income V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
(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 September 30, 2023. |
Abbreviations: |
CMT - Constant Maturity Treasury |
LIBOR - London Interbank Offered Rate |
REIT - Real Estate Investment Trust |
REMIC - Real Estate Mortgage Investment Conduit |
RFUCCT - Refinitiv USD IBOR Consumer Cash Fallbacks Term |
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 September 30, 2023:
Investments | Level 1 | Level 2 | Level 3 | Total | ||||
Investments in Securities | ||||||||
U.S. Treasuries | $— | $2,267,091 | $— | $2,267,091 | ||||
Agency Mortgage Backed | — | 3,097,708 | — | 3,097,708 | ||||
Agency Collateralized Mortgage Obligations | — | 99,152 | — | 99,152 | ||||
Corporate Notes | — | 3,036,810 | — | 3,036,810 | ||||
Non-Agency Collateralized Mortgage Obligations | — | 656,927 | — | 656,927 | ||||
Sovereign Bonds | — | 53,146 | — | 53,146 | ||||
Municipal Bonds and Notes | — | 66,190 | — | 66,190 | ||||
Short-Term Investments | 2,039,831 | — | — | 2,039,831 | ||||
Total Investments in Securities | $2,039,831 | $9,277,024 | $— | $11,316,855 | ||||
Other Financial Instruments | ||||||||
Credit Default Swap Contracts - Unrealized Depreciation | — | (2,482) | — | (2,482) | ||||
Long Futures Contracts - Unrealized Depreciation | (41,475) | — | — | (41,475) | ||||
Short Futures Contracts - Unrealized Appreciation | 18,720 | — | — | 18,720 | ||||
Total Other Financial Instruments | $(22,755) | $(2,482) | $— | $(25,237) |
Affiliate Table |
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
State Street Institutional U.S. Government Money Market Fund - Class G Shares | 2,022,424 | $2,022,424 | $3,189,531 | $3,172,124 | $— | $— | 2,039,831 | $2,039,831 | $72,669 |
33 |
State Street Total Return V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Domestic Equity - 45.7% † | |||
Common Stock - 45.7% | |||
Advertising - 0.1% | |||
Advantage Solutions, Inc. (a) | 4,888 | $13,882 | |
Boston Omaha Corp., Class A (a) | 1,276 | 20,914 | |
Cardlytics, Inc. (a) | 1,712 | 28,248 | |
Clear Channel Outdoor Holdings, Inc. (a) | 18,632 | 29,438 | |
Emerald Holding, Inc. (a) | 546 | 2,468 | |
Integral Ad Science Holding Corp. (a) | 2,550 | 30,319 | |
Interpublic Group of Cos., Inc. | 4,842 | 138,772 | |
Magnite, Inc. (a) | 7,028 | 52,991 | |
Omnicom Group, Inc. | 2,227 | 165,867 | |
PubMatic, Inc., Class A (a) | 2,148 | 25,991 | |
Stagwell, Inc. (a) | 4,051 | 18,999 | |
TechTarget, Inc. (a) | 1,297 | 39,377 | |
Thryv Holdings, Inc. (a) | 1,543 | 28,962 | |
Trade Desk, Inc., Class A (a) | 5,111 | 399,425 | |
995,653 | |||
Aerospace & Defense - 0.6% | |||
AAR Corp. (a) | 1,793 | 106,737 | |
AeroVironment, Inc. (a) | 1,347 | 150,231 | |
AerSale Corp. (a) | 1,315 | 19,646 | |
Archer Aviation, Inc., Class A (a) | 7,559 | 38,249 | |
Astronics Corp. (a) | 1,318 | 20,904 | |
Axon Enterprise, Inc. (a) | 800 | 159,192 | |
Boeing Co. (a) | 6,546 | 1,254,737 | |
BWX Technologies, Inc. | 1,000 | 74,980 | |
Cadre Holdings, Inc. | 987 | 26,304 | |
Curtiss-Wright Corp. | 500 | 97,815 | |
Ducommun, Inc. (a) | 700 | 30,457 | |
Eve Holding, Inc. | 1,070 | 8,870 | |
General Dynamics Corp. | 2,915 | 644,128 | |
HEICO Corp. | 500 | 80,965 | |
HEICO Corp., Class A | 800 | 103,376 | |
Hexcel Corp. | 1,000 | 65,140 | |
Howmet Aerospace, Inc. | 4,497 | 207,986 | |
Huntington Ingalls Industries, Inc. | 500 | 102,290 | |
Kaman Corp. | 1,405 | 27,608 | |
Kratos Defense & Security Solutions, Inc. (a) | 6,518 | 97,900 | |
L3Harris Technologies, Inc. | 2,180 | 379,582 | |
Leonardo DRS, Inc. (a) | 2,502 | 41,783 | |
Lockheed Martin Corp. | 2,652 | 1,084,562 | |
Mercury Systems, Inc. (a) | 600 | 22,254 | |
Moog, Inc., Class A | 1,469 | 165,938 | |
National Presto Industries, Inc. | 263 | 19,057 | |
Northrop Grumman Corp. | 1,678 | 738,639 | |
Park Aerospace Corp. | 964 | 14,971 | |
Parsons Corp. (a) | 2,143 | 116,472 | |
Redwire Corp. (a) | 404 | 1,168 | |
Rocket Lab USA, Inc. (a) | 14,521 | 63,602 | |
RTX Corp. | 17,186 | 1,236,876 | |
Spirit AeroSystems Holdings, Inc., Class A | 1,100 | 17,754 | |
Terran Orbital Corp. (a) | 2,969 | 2,471 | |
Textron, Inc. | 2,171 | 169,642 | |
TransDigm Group, Inc. (a) | 594 | 500,819 | |
Triumph Group, Inc. (a) | 3,239 | 24,811 | |
V2X, Inc. (a) | 578 | 29,860 | |
Virgin Galactic Holdings, Inc. (a) | 12,515 | 22,527 |
Number of Shares | Fair Value | ||
Woodward, Inc. | 800 | $99,408 | |
8,069,711 | |||
Agricultural & Farm Machinery - 0.1% | |||
AGCO Corp. | 723 | 85,516 | |
Deere & Co. | 3,139 | 1,184,596 | |
Lindsay Corp. | 578 | 68,019 | |
Titan International, Inc. (a) | 2,626 | 35,267 | |
Toro Co. | 1,268 | 105,371 | |
1,478,769 | |||
Agricultural Products & Services - 0.1% | |||
Alico, Inc. | 357 | 8,911 | |
Archer-Daniels-Midland Co. | 6,472 | 488,118 | |
Benson Hill, Inc. (a) | 7,944 | 2,633 | |
Bunge Ltd. | 1,737 | 188,030 | |
Darling Ingredients, Inc. (a) | 2,000 | 104,400 | |
Fresh Del Monte Produce, Inc. | 1,683 | 43,489 | |
Ingredion, Inc. | 744 | 73,210 | |
Limoneira Co. | 982 | 15,044 | |
923,835 | |||
Air Freight & Logistics - 0.2% | |||
Air Transport Services Group, Inc. (a) | 2,952 | 61,608 | |
CH Robinson Worldwide, Inc. | 1,369 | 117,912 | |
Expeditors International of Washington, Inc. | 1,801 | 206,449 | |
FedEx Corp. | 2,772 | 734,358 | |
Forward Air Corp. | 1,361 | 93,555 | |
GXO Logistics, Inc. (a) | 1,173 | 68,797 | |
Hub Group, Inc., Class A (a) | 1,643 | 129,041 | |
Radiant Logistics, Inc. (a) | 1,858 | 10,498 | |
United Parcel Service, Inc., Class B | 8,492 | 1,323,648 | |
2,745,866 | |||
Alternative Carriers - 0.0% * | |||
Anterix, Inc. (a) | 661 | 20,742 | |
AST SpaceMobile, Inc. (a) | 4,437 | 16,860 | |
Bandwidth, Inc., Class A (a) | 1,078 | 12,149 | |
Charge Enterprises, Inc. (a) | 6,770 | 3,366 | |
Cogent Communications Holdings, Inc. | 2,243 | 138,842 | |
EchoStar Corp., Class A (a) | 1,672 | 28,006 | |
Globalstar, Inc. (a) | 34,219 | 44,827 | |
Iridium Communications, Inc. | 1,600 | 72,784 | |
Lumen Technologies, Inc. (a) | 52,664 | 74,783 | |
412,359 | |||
Aluminum - 0.0% * | |||
Alcoa Corp. | 2,058 | 59,805 | |
Century Aluminum Co. (a) | 2,668 | 19,183 | |
Constellium SE (a) | 6,576 | 119,683 | |
Kaiser Aluminum Corp. | 835 | 62,842 | |
Tredegar Corp. | 1,338 | 7,239 | |
268,752 | |||
Apparel Retail - 0.2% | |||
Abercrombie & Fitch Co., Class A (a) | 2,531 | 142,672 | |
American Eagle Outfitters, Inc. | 9,466 | 157,230 | |
Boot Barn Holdings, Inc. (a) | 1,543 | 125,276 | |
Buckle, Inc. | 1,610 | 53,758 | |
Burlington Stores, Inc. (a) | 835 | 112,976 | |
Caleres, Inc. | 1,716 | 49,352 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Cato Corp., Class A | 921 | $7,055 | |
Chico's FAS, Inc. (a) | 6,076 | 45,449 | |
Children's Place, Inc. (a) | 659 | 17,813 | |
Designer Brands, Inc., Class A | 2,496 | 31,599 | |
Destination XL Group, Inc. (a) | 2,678 | 11,997 | |
Duluth Holdings, Inc., Class B (a) | 355 | 2,134 | |
Foot Locker, Inc. | 4,288 | 74,397 | |
Gap, Inc. | 2,400 | 25,512 | |
Genesco, Inc. (a) | 583 | 17,968 | |
Guess?, Inc. | 1,444 | 31,248 | |
J Jill, Inc. (a) | 159 | 4,706 | |
Lands' End, Inc. (a) | 462 | 3,451 | |
Revolve Group, Inc. (a) | 2,046 | 27,846 | |
Ross Stores, Inc. | 3,885 | 438,811 | |
Shoe Carnival, Inc. | 853 | 20,498 | |
Stitch Fix, Inc., Class A (a) | 4,336 | 14,959 | |
ThredUp, Inc., Class A (a) | 4,042 | 16,208 | |
Tilly's, Inc., Class A (a) | 1,159 | 9,411 | |
TJX Cos., Inc. | 13,453 | 1,195,703 | |
Torrid Holdings, Inc. (a) | 662 | 1,463 | |
Urban Outfitters, Inc. (a) | 3,316 | 108,400 | |
Victoria's Secret & Co. (a) | 739 | 12,327 | |
Zumiez, Inc. (a) | 728 | 12,958 | |
2,773,177 | |||
Apparel, Accessories & Luxury Goods - 0.1% | |||
Capri Holdings Ltd. (a) | 1,405 | 73,917 | |
Carter's, Inc. | 400 | 27,660 | |
Columbia Sportswear Co. | 400 | 29,640 | |
Figs, Inc., Class A (a) | 6,335 | 37,377 | |
Fossil Group, Inc. (a) | 1,488 | 3,065 | |
G-III Apparel Group Ltd. (a) | 2,086 | 51,983 | |
Hanesbrands, Inc. | 18,346 | 72,650 | |
Kontoor Brands, Inc. | 2,916 | 128,042 | |
Lululemon Athletica, Inc. (a) | 1,327 | 511,704 | |
Movado Group, Inc. | 780 | 21,333 | |
Oxford Industries, Inc. | 782 | 75,174 | |
PVH Corp. | 800 | 61,208 | |
Ralph Lauren Corp. | 500 | 58,045 | |
Tapestry, Inc. | 3,074 | 88,378 | |
Under Armour, Inc., Class A (a) | 2,700 | 18,495 | |
Vera Bradley, Inc. (a) | 1,527 | 10,093 | |
VF Corp. | 4,600 | 81,282 | |
1,350,046 | |||
Application Software - 1.5% | |||
8x8, Inc. (a) | 5,737 | 14,457 | |
ACI Worldwide, Inc. (a) | 5,626 | 126,923 | |
Adobe, Inc. (a) | 5,337 | 2,721,336 | |
Agilysys, Inc. (a) | 1,048 | 69,336 | |
Alarm.com Holdings, Inc. (a) | 2,482 | 151,749 | |
Alkami Technology, Inc. (a) | 1,979 | 36,057 | |
Altair Engineering, Inc., Class A (a) | 2,779 | 173,854 | |
Alteryx, Inc., Class A (a) | 600 | 22,614 | |
American Software, Inc., Class A | 1,541 | 17,660 | |
Amplitude, Inc., Class A (a) | 3,374 | 39,037 | |
ANSYS, Inc. (a) | 1,071 | 318,676 | |
Appfolio, Inc., Class A (a) | 993 | 181,352 | |
Applied Digital Corp. (a) | 3,444 | 21,491 | |
AppLovin Corp., Class A (a) | 2,300 | 91,908 | |
Asana, Inc., Class A (a) | 4,142 | 75,840 | |
Aspen Technology, Inc. (a) | 320 | 65,363 |
Number of Shares | Fair Value | ||
Atlassian Corp., Class A (a) | 1,696 | $341,761 | |
Aurora Innovation, Inc. (a) | 17,469 | 41,052 | |
Autodesk, Inc. (a) | 2,574 | 532,586 | |
AvePoint, Inc. (a) | 7,592 | 51,018 | |
Bentley Systems, Inc., Class B | 2,000 | 100,320 | |
Bill Holdings, Inc. (a) | 1,192 | 129,415 | |
Blackbaud, Inc. (a) | 2,255 | 158,572 | |
BlackLine, Inc. (a) | 2,918 | 161,861 | |
Box, Inc., Class A (a) | 7,292 | 176,539 | |
Braze, Inc., Class A (a) | 2,691 | 125,750 | |
C3.ai, Inc., Class A (a) | 3,151 | 80,414 | |
Cadence Design Systems, Inc. (a) | 3,151 | 738,279 | |
CCC Intelligent Solutions Holdings, Inc. (a) | 900 | 12,015 | |
Cerence, Inc. (a) | 1,988 | 40,496 | |
Cipher Mining, Inc. (a) | 1,687 | 3,931 | |
Cleanspark, Inc. (a) | 5,966 | 22,730 | |
Clear Secure, Inc., Class A | 4,340 | 82,634 | |
Confluent, Inc., Class A (a) | 1,800 | 53,298 | |
Consensus Cloud Solutions, Inc. (a) | 995 | 25,054 | |
CoreCard Corp. (a) | 428 | 8,560 | |
Couchbase, Inc. (a) | 1,716 | 29,447 | |
CS Disco, Inc. (a) | 1,287 | 8,546 | |
Datadog, Inc., Class A (a) | 3,196 | 291,124 | |
Digimarc Corp. (a) | 718 | 23,328 | |
Digital Turbine, Inc. (a) | 4,680 | 28,314 | |
DocuSign, Inc. (a) | 2,489 | 104,538 | |
Domo, Inc., Class B (a) | 1,550 | 15,206 | |
DoubleVerify Holdings, Inc. (a) | 1,300 | 36,335 | |
Dropbox, Inc., Class A (a) | 3,200 | 87,136 | |
Dynatrace, Inc. (a) | 2,700 | 126,171 | |
E2open Parent Holdings, Inc. (a) | 8,722 | 39,598 | |
Ebix, Inc. | 1,318 | 13,022 | |
eGain Corp. (a) | 737 | 4,518 | |
Elastic NV (a) | 900 | 73,116 | |
Enfusion, Inc., Class A (a) | 2,075 | 18,613 | |
EngageSmart, Inc. (a) | 2,412 | 43,392 | |
Envestnet, Inc. (a) | 2,599 | 114,434 | |
Everbridge, Inc. (a) | 2,013 | 45,131 | |
EverCommerce, Inc. (a) | 1,177 | 11,805 | |
Expensify, Inc., Class A (a) | 3,148 | 10,231 | |
Fair Isaac Corp. (a) | 266 | 231,029 | |
Five9, Inc. (a) | 800 | 51,440 | |
Freshworks, Inc., Class A Revenue (a) | 8,379 | 166,910 | |
Guidewire Software, Inc. (a) | 1,000 | 90,000 | |
HashiCorp, Inc., Class A (a) | 1,400 | 31,962 | |
HubSpot, Inc. (a) | 518 | 255,115 | |
Instructure Holdings, Inc. (a) | 985 | 25,019 | |
Intapp, Inc. (a) | 1,166 | 39,084 | |
InterDigital, Inc. | 1,390 | 111,534 | |
Intuit, Inc. | 3,244 | 1,657,489 | |
Jamf Holding Corp. (a) | 3,660 | 64,636 | |
Kaltura, Inc. (a) | 4,889 | 8,458 | |
LivePerson, Inc. (a) | 3,971 | 15,447 | |
LiveRamp Holdings, Inc. (a) | 3,420 | 98,633 | |
LiveVox Holdings, Inc. (a) | 1,495 | 4,993 | |
Manhattan Associates, Inc. (a) | 731 | 144,489 | |
Marathon Digital Holdings, Inc. (a) | 8,909 | 75,727 | |
Matterport, Inc. (a) | 12,466 | 27,051 | |
MeridianLink, Inc. (a) | 1,329 | 22,673 | |
MicroStrategy, Inc., Class A (a) | 571 | 187,448 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Mitek Systems, Inc. (a) | 2,158 | $23,134 | |
Model N, Inc. (a) | 1,981 | 48,356 | |
nCino, Inc. (a) | 1,100 | 34,980 | |
NCR Corp. (a) | 1,300 | 35,061 | |
New Relic, Inc. (a) | 800 | 68,496 | |
NextNav, Inc. (a) | 2,812 | 14,454 | |
Nutanix, Inc., Class A (a) | 3,100 | 108,128 | |
Olo, Inc., Class A (a) | 5,149 | 31,203 | |
ON24, Inc. | 1,859 | 11,767 | |
PagerDuty, Inc. (a) | 4,610 | 103,679 | |
Palantir Technologies, Inc., Class A (a) | 22,729 | 363,664 | |
Pegasystems, Inc. | 200 | 8,682 | |
PowerSchool Holdings, Inc., Class A (a) | 2,933 | 66,462 | |
Procore Technologies, Inc. (a) | 1,100 | 71,852 | |
PROS Holdings, Inc. (a) | 2,332 | 80,734 | |
PTC, Inc. (a) | 1,348 | 190,985 | |
Q2 Holdings, Inc. (a) | 2,961 | 95,551 | |
Red Violet, Inc. (a) | 493 | 9,865 | |
Rimini Street, Inc. (a) | 2,472 | 5,438 | |
RingCentral, Inc., Class A (a) | 900 | 26,667 | |
Riot Platforms, Inc. (a) | 8,883 | 82,878 | |
Roper Technologies, Inc. | 1,275 | 617,457 | |
Salesforce, Inc. (a) | 11,121 | 2,255,116 | |
SEMrush Holdings, Inc., Class A (a) | 1,745 | 14,833 | |
Smartsheet, Inc., Class A (a) | 1,400 | 56,644 | |
SoundHound AI, Inc., Class A (a) | 7,624 | 15,324 | |
SoundThinking, Inc. (a) | 429 | 7,679 | |
Splunk, Inc. (a) | 1,810 | 264,713 | |
Sprinklr, Inc., Class A (a) | 5,373 | 74,362 | |
Sprout Social, Inc., Class A (a) | 2,478 | 123,603 | |
SPS Commerce, Inc. (a) | 1,893 | 322,965 | |
Synopsys, Inc. (a) | 1,782 | 817,885 | |
Terawulf, Inc. (a) | 7,663 | 9,655 | |
Tyler Technologies, Inc. (a) | 450 | 173,763 | |
Unity Software, Inc. (a) | 3,198 | 100,385 | |
Verint Systems, Inc. (a) | 3,258 | 74,901 | |
Veritone, Inc. (a) | 1,607 | 4,146 | |
Viant Technology, Inc., Class A (a) | 600 | 3,360 | |
Weave Communications, Inc. (a) | 1,821 | 14,841 | |
Workday, Inc., Class A (a) | 2,310 | 496,303 | |
Workiva, Inc. (a) | 2,524 | 255,782 | |
Yext, Inc. (a) | 5,288 | 33,473 | |
Zeta Global Holdings Corp., Class A (a) | 7,215 | 60,245 | |
Zoom Video Communications, Inc., Class A (a) | 3,074 | 214,996 | |
18,941,547 | |||
Asset Management & Custody Banks - 0.4% | |||
Affiliated Managers Group, Inc. | 400 | 52,136 | |
AlTi Global, Inc. (a) | 1,236 | 8,603 | |
Ameriprise Financial, Inc. | 1,267 | 417,705 | |
Ares Management Corp., Class A | 1,922 | 197,716 | |
Artisan Partners Asset Management, Inc., Class A | 3,189 | 119,332 | |
AssetMark Financial Holdings, Inc. (a) | 1,101 | 27,613 | |
Avantax, Inc. (a) | 1,945 | 49,753 | |
Bank of New York Mellon Corp. | 8,906 | 379,841 | |
BlackRock, Inc. | 1,756 | 1,135,236 |
Number of Shares | Fair Value | ||
Blackstone, Inc. | 8,412 | $901,262 | |
Blue Owl Capital, Inc. | 5,700 | 73,872 | |
Brightsphere Investment Group, Inc. | 1,629 | 31,586 | |
Carlyle Group, Inc. | 2,651 | 79,954 | |
Cohen & Steers, Inc. | 1,355 | 84,945 | |
Diamond Hill Investment Group, Inc. | 147 | 24,780 | |
Franklin Resources, Inc. | 3,300 | 81,114 | |
GCM Grosvenor, Inc., Class A | 1,919 | 14,891 | |
Hamilton Lane, Inc., Class A | 1,891 | 171,022 | |
Invesco Ltd. | 4,300 | 62,436 | |
Janus Henderson Group PLC | 1,800 | 46,476 | |
KKR & Co., Inc. | 7,705 | 474,628 | |
Northern Trust Corp. | 2,532 | 175,923 | |
P10, Inc., Class A | 2,172 | 25,304 | |
Sculptor Capital Management, Inc. | 1,080 | 12,528 | |
SEI Investments Co. | 1,000 | 60,230 | |
Silvercrest Asset Management Group, Inc., Class A | 496 | 7,872 | |
State Street Corp. (b) | 3,961 | 265,229 | |
StepStone Group, Inc., Class A | 2,810 | 88,740 | |
T Rowe Price Group, Inc. | 2,557 | 268,153 | |
TPG, Inc. | 900 | 27,108 | |
Victory Capital Holdings, Inc., Class A | 1,372 | 45,742 | |
Virtus Investment Partners, Inc. | 362 | 73,120 | |
WisdomTree, Inc. | 6,836 | 47,852 | |
5,532,702 | |||
Automobile Manufacturers - 0.8% | |||
Fisker, Inc. (a) | 10,262 | 65,882 | |
Ford Motor Co. | 46,691 | 579,902 | |
General Motors Co. | 15,727 | 518,519 | |
Lucid Group, Inc. (a) | 7,700 | 43,043 | |
Rivian Automotive, Inc., Class A (a) | 7,800 | 189,384 | |
Stellantis NV | 21,082 | 406,458 | |
Tesla, Inc. (a) | 32,377 | 8,101,373 | |
Thor Industries, Inc. | 634 | 60,313 | |
Winnebago Industries, Inc. | 1,527 | 90,780 | |
Workhorse Group, Inc. (a) | 7,669 | 3,178 | |
10,058,832 | |||
Automotive Parts & Equipment - 0.2% | |||
Adient PLC (a) | 4,941 | 181,335 | |
American Axle & Manufacturing Holdings, Inc. (a) | 5,647 | 40,997 | |
Aptiv PLC (a) | 3,091 | 304,742 | |
Atmus Filtration Technologies, Inc. (a) | 843 | 17,576 | |
BorgWarner, Inc. | 2,886 | 116,508 | |
Cooper-Standard Holdings, Inc. (a) | 953 | 12,789 | |
Dana, Inc. | 6,777 | 99,419 | |
Dorman Products, Inc. (a) | 1,369 | 103,715 | |
Fox Factory Holding Corp. (a) | 2,204 | 218,372 | |
Gentex Corp. | 2,758 | 89,745 | |
Gentherm, Inc. (a) | 1,722 | 93,436 | |
Holley, Inc. (a) | 2,944 | 14,691 | |
LCI Industries | 1,280 | 150,298 | |
Lear Corp. | 700 | 93,940 | |
Luminar Technologies, Inc. (a) | 14,219 | 64,696 | |
Modine Manufacturing Co. (a) | 2,670 | 122,152 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Patrick Industries, Inc. | 1,113 | $83,542 | |
Phinia, Inc. | 577 | 15,458 | |
QuantumScape Corp. (a) | 2,200 | 14,718 | |
Solid Power, Inc. (a) | 8,527 | 17,224 | |
Standard Motor Products, Inc. | 1,052 | 35,368 | |
Stoneridge, Inc. (a) | 1,325 | 26,593 | |
Visteon Corp. (a) | 1,454 | 200,754 | |
XPEL, Inc. (a) | 1,178 | 90,836 | |
2,208,904 | |||
Automotive Retail - 0.2% | |||
Advance Auto Parts, Inc. | 698 | 39,039 | |
America's Car-Mart, Inc. (a) | 293 | 26,660 | |
Arko Corp. | 4,119 | 29,451 | |
Asbury Automotive Group, Inc. (a) | 1,070 | 246,175 | |
AutoNation, Inc. (a) | 382 | 57,835 | |
AutoZone, Inc. (a) | 210 | 533,398 | |
Camping World Holdings, Inc., Class A | 2,057 | 41,983 | |
CarMax, Inc. (a) | 1,800 | 127,314 | |
CarParts.com, Inc. (a) | 2,475 | 10,197 | |
Carvana Co. (a) | 4,954 | 207,969 | |
EVgo, Inc. (a) | 5,568 | 18,820 | |
Group 1 Automotive, Inc. | 720 | 193,471 | |
Lazydays Holdings, Inc. (a) | 441 | 3,352 | |
Lithia Motors, Inc. | 300 | 88,599 | |
Monro, Inc. | 1,536 | 42,655 | |
Murphy USA, Inc. | 200 | 68,346 | |
OneWater Marine, Inc., Class A (a) | 558 | 14,296 | |
O'Reilly Automotive, Inc. (a) | 700 | 636,202 | |
Penske Automotive Group, Inc. | 270 | 45,106 | |
Sonic Automotive, Inc., Class A | 781 | 37,300 | |
Valvoline, Inc. | 2,000 | 64,480 | |
2,532,648 | |||
Biotechnology - 1.5% | |||
2seventy bio, Inc. (a) | 2,854 | 11,188 | |
4D Molecular Therapeutics, Inc. (a) | 2,089 | 26,593 | |
89bio, Inc. (a) | 3,275 | 50,566 | |
Aadi Bioscience, Inc. (a) | 431 | 2,086 | |
AbbVie, Inc. | 20,772 | 3,096,274 | |
ACADIA Pharmaceuticals, Inc. (a) | 6,267 | 130,604 | |
ACELYRIN, Inc. (a) | 1,701 | 17,299 | |
Acrivon Therapeutics, Inc. (a) | 376 | 3,595 | |
Actinium Pharmaceuticals, Inc. (a) | 1,534 | 9,081 | |
Adicet Bio, Inc. (a) | 1,535 | 2,103 | |
ADMA Biologics, Inc. (a) | 10,435 | 37,357 | |
Aduro Biotech, Inc. | 4,580 | 595 | |
Aerovate Therapeutics, Inc. (a) | 461 | 6,256 | |
Agenus, Inc. (a) | 16,549 | 18,700 | |
Agios Pharmaceuticals, Inc. (a) | 2,897 | 71,701 | |
Akero Therapeutics, Inc. (a) | 2,660 | 134,543 | |
Aldeyra Therapeutics, Inc. (a) | 2,558 | 17,087 | |
Alector, Inc. (a) | 3,218 | 20,853 | |
Alkermes PLC (a) | 8,562 | 239,822 | |
Allakos, Inc. (a) | 3,894 | 8,839 | |
Allogene Therapeutics, Inc. (a) | 4,225 | 13,393 | |
Allovir, Inc. (a) | 3,038 | 6,532 | |
Alnylam Pharmaceuticals, Inc. (a) | 1,481 | 262,285 |
Number of Shares | Fair Value | ||
Alpine Immune Sciences, Inc. (a) | 1,724 | $19,740 | |
Altimmune, Inc. (a) | 1,722 | 4,477 | |
ALX Oncology Holdings, Inc. (a) | 1,343 | 6,446 | |
Amgen, Inc. | 6,229 | 1,674,106 | |
Amicus Therapeutics, Inc. (a) | 14,491 | 176,211 | |
AnaptysBio, Inc. (a) | 947 | 17,008 | |
Anavex Life Sciences Corp. (a) | 3,531 | 23,128 | |
Anika Therapeutics, Inc. (a) | 821 | 15,295 | |
Annexon, Inc. (a) | 1,590 | 3,752 | |
Apellis Pharmaceuticals, Inc. (a) | 1,000 | 38,040 | |
Apogee Therapeutics, Inc. | 1,001 | 21,321 | |
Arbutus Biopharma Corp. (a) | 6,956 | 14,121 | |
Arcellx, Inc. (a) | 1,983 | 71,150 | |
Arcturus Therapeutics Holdings, Inc. (a) | 1,169 | 29,868 | |
Arcus Biosciences, Inc. (a) | 2,792 | 50,116 | |
Arcutis Biotherapeutics, Inc. (a) | 2,598 | 13,795 | |
Ardelyx, Inc. (a) | 10,567 | 43,113 | |
Arrowhead Pharmaceuticals, Inc. (a) | 5,237 | 140,718 | |
ARS Pharmaceuticals, Inc. (a) | 1,406 | 5,315 | |
Astria Therapeutics, Inc. (a) | 1,452 | 10,832 | |
Atara Biotherapeutics, Inc. (a) | 4,598 | 6,805 | |
Aura Biosciences, Inc. (a) | 1,527 | 13,697 | |
Avid Bioservices, Inc. (a) | 3,088 | 29,151 | |
Avidity Biosciences, Inc. (a) | 3,539 | 22,579 | |
Avita Medical, Inc. (a) | 1,212 | 17,707 | |
Beam Therapeutics, Inc. (a) | 3,628 | 87,253 | |
BioAtla, Inc. (a) | 1,541 | 2,620 | |
BioCryst Pharmaceuticals, Inc. (a) | 9,909 | 70,156 | |
Biogen, Inc. (a) | 1,692 | 434,861 | |
Biohaven Ltd. (a) | 3,069 | 79,825 | |
BioMarin Pharmaceutical, Inc. (a) | 2,289 | 202,531 | |
Biomea Fusion, Inc. (a) | 1,095 | 15,067 | |
Bioxcel Therapeutics, Inc. (a) | 871 | 2,204 | |
Bluebird Bio, Inc. (a) | 5,833 | 17,732 | |
Blueprint Medicines Corp. (a) | 3,145 | 157,942 | |
Bridgebio Pharma, Inc. (a) | 5,923 | 156,190 | |
Cabaletta Bio, Inc. (a) | 1,847 | 28,111 | |
CareDx, Inc. (a) | 2,615 | 18,305 | |
Caribou Biosciences, Inc. (a) | 4,024 | 19,235 | |
Carisma Therapeutics, Inc. | 929 | 3,930 | |
Catalyst Pharmaceuticals, Inc. (a) | 5,251 | 61,384 | |
Celcuity, Inc. (a) | 1,024 | 9,359 | |
Celldex Therapeutics, Inc. (a) | 2,430 | 66,874 | |
Century Therapeutics, Inc. (a) | 612 | 1,224 | |
Cerevel Therapeutics Holdings, Inc. (a) | 3,228 | 70,467 | |
Chinook Therapeutics, Inc. | 2,824 | 1,101 | |
Cogent Biosciences, Inc. (a) | 4,263 | 41,564 | |
Coherus Biosciences, Inc. (a) | 5,363 | 20,058 | |
Compass Therapeutics, Inc. (a) | 5,218 | 10,279 | |
Crinetics Pharmaceuticals, Inc. (a) | 3,317 | 98,648 | |
CSL Ltd. | 4,606 | 745,556 | |
Cue Biopharma, Inc. (a) | 1,204 | 2,769 | |
Cullinan Oncology, Inc. (a) | 1,139 | 10,308 | |
Cytokinetics, Inc. (a) | 4,818 | 141,938 | |
Day One Biopharmaceuticals, Inc. (a) | 3,301 | 40,503 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Deciphera Pharmaceuticals, Inc. (a) | 2,615 | $33,263 | |
Denali Therapeutics, Inc. (a) | 6,117 | 126,194 | |
Design Therapeutics, Inc. (a) | 1,688 | 3,984 | |
Disc Medicine, Inc. (a) | 475 | 22,316 | |
Dynavax Technologies Corp. (a) | 6,745 | 99,624 | |
Dyne Therapeutics, Inc. (a) | 2,050 | 18,368 | |
Eagle Pharmaceuticals, Inc. (a) | 607 | 9,572 | |
Editas Medicine, Inc. (a) | 4,355 | 33,969 | |
Emergent BioSolutions, Inc. (a) | 2,883 | 9,802 | |
Enanta Pharmaceuticals, Inc. (a) | 1,124 | 12,555 | |
Entrada Therapeutics, Inc. (a) | 1,181 | 18,660 | |
EQRx, Inc. (a) | 15,902 | 35,302 | |
Erasca, Inc. (a) | 3,602 | 7,096 | |
Exact Sciences Corp. (a) | 2,000 | 136,440 | |
Exelixis, Inc. (a) | 3,200 | 69,920 | |
Fate Therapeutics, Inc. (a) | 4,845 | 10,271 | |
FibroGen, Inc. (a) | 3,057 | 2,638 | |
Foghorn Therapeutics, Inc. (a) | 1,203 | 6,015 | |
Genelux Corp. (a) | 1,007 | 24,661 | |
Generation Bio Co. (a) | 2,581 | 9,782 | |
Geron Corp. (a) | 26,088 | 55,307 | |
Gilead Sciences, Inc. | 14,555 | 1,090,752 | |
Graphite Bio, Inc. (a) | 976 | 2,420 | |
Gritstone bio, Inc. (a) | 3,058 | 5,260 | |
Halozyme Therapeutics, Inc. (a) | 6,755 | 258,041 | |
Heron Therapeutics, Inc. (a) | 5,147 | 5,301 | |
HilleVax, Inc. (a) | 1,184 | 15,925 | |
Horizon Therapeutics PLC (a) | 2,709 | 313,404 | |
Humacyte, Inc. (a) | 2,556 | 7,489 | |
Icosavax, Inc. (a) | 1,163 | 9,013 | |
Ideaya Biosciences, Inc. (a) | 2,830 | 76,353 | |
IGM Biosciences, Inc. (a) | 539 | 4,501 | |
Immuneering Corp., Class A (a) | 1,303 | 10,007 | |
ImmunityBio, Inc. (a) | 6,566 | 11,097 | |
ImmunoGen, Inc. (a) | 12,386 | 196,566 | |
Immunovant, Inc. (a) | 2,824 | 108,413 | |
Incyte Corp. (a) | 2,246 | 129,751 | |
Inhibrx, Inc. (a) | 1,724 | 31,635 | |
Inozyme Pharma, Inc. (a) | 1,990 | 8,358 | |
Insmed, Inc. (a) | 6,815 | 172,079 | |
Intellia Therapeutics, Inc. (a) | 4,562 | 144,250 | |
Intercept Pharmaceuticals, Inc. (a) | 2,188 | 40,566 | |
Ionis Pharmaceuticals, Inc. (a) | 2,000 | 90,720 | |
Iovance Biotherapeutics, Inc. (a) | 11,978 | 54,500 | |
Ironwood Pharmaceuticals, Inc. (a) | 7,264 | 69,952 | |
iTeos Therapeutics, Inc. (a) | 1,196 | 13,096 | |
Janux Therapeutics, Inc. (a) | 862 | 8,689 | |
KalVista Pharmaceuticals, Inc. (a) | 1,379 | 13,280 | |
Karuna Therapeutics, Inc. (a) | 400 | 67,636 | |
Karyopharm Therapeutics, Inc. (a) | 6,758 | 9,056 | |
Keros Therapeutics, Inc. (a) | 1,117 | 35,610 | |
Kezar Life Sciences, Inc. (a) | 2,657 | 3,162 | |
Kiniksa Pharmaceuticals Ltd., Class A (a) | 1,578 | 27,410 | |
Kodiak Sciences, Inc. (a) | 1,076 | 1,937 | |
Krystal Biotech, Inc. (a) | 1,119 | 129,804 |
Number of Shares | Fair Value | ||
Kura Oncology, Inc. (a) | 3,744 | $34,145 | |
Kymera Therapeutics, Inc. (a) | 1,890 | 26,271 | |
Larimar Therapeutics, Inc. (a) | 894 | 3,531 | |
Legend Biotech Corp. ADR (a) | 1,100 | 73,887 | |
Lexicon Pharmaceuticals, Inc. (a) | 4,215 | 4,594 | |
Lineage Cell Therapeutics, Inc. (a) | 7,531 | 8,887 | |
Lyell Immunopharma, Inc. (a) | 8,855 | 13,017 | |
MacroGenics, Inc. (a) | 2,935 | 13,677 | |
Madrigal Pharmaceuticals, Inc. (a) | 706 | 103,104 | |
MannKind Corp. (a) | 13,465 | 55,610 | |
MeiraGTx Holdings PLC (a) | 1,671 | 8,205 | |
Merrimack Pharmaceuticals, Inc. (a) | 365 | 4,500 | |
Mersana Therapeutics, Inc. (a) | 6,315 | 8,020 | |
MiMedx Group, Inc. (a) | 6,124 | 44,644 | |
Mineralys Therapeutics, Inc. (a) | 526 | 5,002 | |
Mirati Therapeutics, Inc. (a) | 500 | 21,780 | |
Mirum Pharmaceuticals, Inc. (a) | 1,270 | 40,132 | |
Moderna, Inc. (a) | 3,908 | 403,657 | |
Monte Rosa Therapeutics, Inc. (a) | 1,484 | 7,108 | |
Morphic Holding, Inc. (a) | 1,793 | 41,078 | |
Myriad Genetics, Inc. (a) | 4,222 | 67,721 | |
Natera, Inc. (a) | 1,100 | 48,675 | |
Neurocrine Biosciences, Inc. (a) | 1,200 | 135,000 | |
Nkarta, Inc. (a) | 1,076 | 1,496 | |
Novavax, Inc. (a) | 4,359 | 31,559 | |
Nurix Therapeutics, Inc. (a) | 2,392 | 18,801 | |
Nuvalent, Inc., Class A (a) | 1,262 | 58,014 | |
Nuvectis Pharma, Inc. | 239 | 3,081 | |
Ocean Biomedical, Inc. (a) | 304 | 1,186 | |
Olema Pharmaceuticals, Inc. (a) | 1,476 | 18,229 | |
Omega Therapeutics, Inc. (a) | 849 | 1,825 | |
Organogenesis Holdings, Inc. (a) | 4,068 | 12,936 | |
ORIC Pharmaceuticals, Inc. (a) | 2,140 | 12,947 | |
Outlook Therapeutics, Inc. (a) | 5,405 | 1,195 | |
Ovid therapeutics, Inc. (a) | 3,406 | 13,079 | |
PDS Biotechnology Corp. (a) | 1,640 | 8,282 | |
PepGen, Inc. (a) | 719 | 3,653 | |
PMV Pharmaceuticals, Inc. (a) | 2,176 | 13,361 | |
Point Biopharma Global, Inc. (a) | 4,499 | 30,008 | |
Poseida Therapeutics, Inc. (a) | 4,029 | 9,589 | |
Precigen, Inc. (a) | 6,491 | 9,217 | |
Prime Medicine, Inc. (a) | 1,999 | 19,070 | |
ProKidney Corp. (a) | 2,310 | 10,580 | |
Protagonist Therapeutics, Inc. (a) | 2,997 | 49,990 | |
Protalix BioTherapeutics, Inc. (a) | 4,094 | 6,796 | |
PTC Therapeutics, Inc. (a) | 3,668 | 82,200 | |
Rallybio Corp. (a) | 1,795 | 6,049 | |
RAPT Therapeutics, Inc. (a) | 1,475 | 24,515 | |
Recursion Pharmaceuticals, Inc., Class A (a) | 7,153 | 54,720 | |
Regeneron Pharmaceuticals, Inc. (a) | 1,211 | 996,605 | |
REGENXBIO, Inc. (a) | 2,024 | 33,315 | |
Relay Therapeutics, Inc. (a) | 4,456 | 37,475 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Reneo Pharmaceuticals, Inc. (a) | 820 | $6,244 | |
Replimune Group, Inc. (a) | 2,027 | 34,682 | |
REVOLUTION Medicines, Inc. (a) | 5,245 | 145,182 | |
Rhythm Pharmaceuticals, Inc. (a) | 2,685 | 61,554 | |
Rigel Pharmaceuticals, Inc. (a) | 9,861 | 10,650 | |
Rocket Pharmaceuticals, Inc. (a) | 2,946 | 60,364 | |
Roivant Sciences Ltd. (a) | 2,100 | 24,528 | |
Sage Therapeutics, Inc. (a) | 2,793 | 57,480 | |
Sagimet Biosciences, Inc., Class A | 276 | 2,429 | |
Sana Biotechnology, Inc. (a) | 4,708 | 18,220 | |
Sangamo Therapeutics, Inc. (a) | 6,601 | 3,959 | |
Sarepta Therapeutics, Inc. (a) | 1,000 | 121,220 | |
Savara, Inc. (a) | 4,955 | 18,730 | |
Scholar Rock Holding Corp. (a) | 2,423 | 17,203 | |
Seagen, Inc. (a) | 1,700 | 360,655 | |
Selecta Biosciences, Inc. (a) | 4,047 | 4,290 | |
Seres Therapeutics, Inc. (a) | 5,387 | 12,821 | |
SpringWorks Therapeutics, Inc. (a) | 3,037 | 70,215 | |
Stoke Therapeutics, Inc. (a) | 1,137 | 4,480 | |
Summit Therapeutics, Inc. (a) | 6,688 | 12,507 | |
Sutro Biopharma, Inc. (a) | 2,642 | 9,168 | |
Syndax Pharmaceuticals, Inc. (a) | 3,453 | 50,138 | |
Tango Therapeutics, Inc. (a) | 2,348 | 26,438 | |
Tenaya Therapeutics, Inc. (a) | 1,595 | 4,067 | |
TG Therapeutics, Inc. (a) | 7,160 | 59,858 | |
Travere Therapeutics, Inc. (a) | 3,586 | 32,059 | |
Twist Bioscience Corp. (a) | 2,975 | 60,274 | |
Tyra Biosciences, Inc. (a) | 664 | 9,143 | |
Ultragenyx Pharmaceutical, Inc. (a) | 700 | 24,955 | |
United Therapeutics Corp. (a) | 511 | 115,420 | |
UroGen Pharma Ltd. (a) | 1,077 | 15,089 | |
Vanda Pharmaceuticals, Inc. (a) | 2,958 | 12,779 | |
Vaxcyte, Inc. (a) | 4,840 | 246,743 | |
Vaxxinity, Inc., Class A (a) | 1,485 | 2,034 | |
Vera Therapeutics, Inc. (a) | 1,693 | 23,211 | |
Veracyte, Inc. (a) | 3,786 | 84,541 | |
Vericel Corp. (a) | 2,481 | 83,163 | |
Vertex Pharmaceuticals, Inc. (a) | 2,981 | 1,036,613 | |
Verve Therapeutics, Inc. (a) | 2,512 | 33,309 | |
Vigil Neuroscience, Inc. (a) | 560 | 3,018 | |
Viking Therapeutics, Inc. (a) | 5,014 | 55,505 | |
Vir Biotechnology, Inc. (a) | 4,123 | 38,633 | |
Viridian Therapeutics, Inc. (a) | 2,096 | 32,153 | |
Vor BioPharma, Inc. (a) | 1,313 | 2,784 | |
Voyager Therapeutics, Inc. (a) | 1,766 | 13,687 | |
X4 Pharmaceuticals, Inc. (a) | 7,292 | 7,948 | |
Xencor, Inc. (a) | 3,035 | 61,155 | |
XOMA Corp. (a) | 255 | 3,593 | |
Y-mAbs Therapeutics, Inc. (a) | 2,122 | 11,565 | |
Zentalis Pharmaceuticals, Inc. (a) | 3,039 | 60,962 | |
Zymeworks, Inc. (a) | 2,576 | 16,332 | |
19,211,377 |
Number of Shares | Fair Value | ||
Brewers - 0.0% * | |||
Boston Beer Co., Inc., Class A (a) | 114 | $44,406 | |
Molson Coors Beverage Co., Class B | 2,200 | 139,898 | |
184,304 | |||
Broadcasting - 0.1% | |||
AMC Networks, Inc., Class A (a) | 1,576 | 18,565 | |
Entravision Communications Corp., Class A | 3,408 | 12,439 | |
EW Scripps Co., Class A (a) | 2,981 | 16,336 | |
Fox Corp., Class A | 3,800 | 118,560 | |
Fox Corp., Class B | 1,200 | 34,656 | |
Gray Television, Inc. | 4,115 | 28,476 | |
iHeartMedia, Inc., Class A (a) | 5,643 | 17,832 | |
Nexstar Media Group, Inc. | 424 | 60,789 | |
Paramount Global, Class B | 6,904 | 89,062 | |
Sinclair, Inc. | 1,795 | 20,140 | |
TEGNA, Inc. | 10,371 | 151,105 | |
Townsquare Media, Inc., Class A | 407 | 3,549 | |
Urban One, Inc. (a) | 814 | 4,093 | |
575,602 | |||
Broadline Retail - 1.1% | |||
Amazon.com, Inc. (a) | 105,720 | 13,439,126 | |
Big Lots, Inc. | 1,310 | 6,694 | |
ContextLogic, Inc., Class A (a) | 956 | 4,216 | |
Dillard's, Inc., Class A | 178 | 58,884 | |
eBay, Inc. | 6,248 | 275,474 | |
Etsy, Inc. (a) | 1,591 | 102,747 | |
Kohl's Corp. | 1,200 | 25,152 | |
Macy's, Inc. | 3,000 | 34,830 | |
Nordstrom, Inc. | 1,600 | 23,904 | |
Ollie's Bargain Outlet Holdings, Inc. (a) | 800 | 61,744 | |
Savers Value Village, Inc. (a) | 1,331 | 24,850 | |
14,057,621 | |||
Building Products - 0.4% | |||
A O Smith Corp. | 1,406 | 92,979 | |
AAON, Inc. | 3,500 | 199,045 | |
Advanced Drainage Systems, Inc. | 700 | 79,681 | |
Allegion PLC | 956 | 99,615 | |
American Woodmark Corp. (a) | 819 | 61,925 | |
Apogee Enterprises, Inc. | 1,163 | 54,754 | |
Armstrong World Industries, Inc. | 500 | 36,000 | |
AZEK Co., Inc. (a) | 1,400 | 41,636 | |
AZZ, Inc. | 1,304 | 59,436 | |
Builders FirstSource, Inc. (a) | 1,500 | 186,735 | |
Carlisle Cos., Inc. | 580 | 150,371 | |
Carrier Global Corp. | 10,092 | 557,078 | |
CSW Industrials, Inc. | 799 | 140,017 | |
Fortune Brands Innovations, Inc. | 1,435 | 89,200 | |
Gibraltar Industries, Inc. (a) | 1,587 | 107,138 | |
Griffon Corp. | 2,284 | 90,606 | |
Hayward Holdings, Inc. (a) | 1,700 | 23,970 | |
Insteel Industries, Inc. | 941 | 30,545 | |
Janus International Group, Inc. (a) | 4,203 | 44,972 | |
JELD-WEN Holding, Inc. (a) | 4,460 | 59,586 | |
Johnson Controls International PLC | 7,895 | 420,093 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Lennox International, Inc. | 400 | $149,776 | |
Masco Corp. | 2,800 | 149,660 | |
Masonite International Corp. (a) | 1,154 | 107,576 | |
Masterbrand, Inc. (a) | 6,764 | 82,183 | |
Owens Corning | 999 | 136,274 | |
PGT Innovations, Inc. (a) | 2,982 | 82,750 | |
Quanex Building Products Corp. | 1,634 | 46,030 | |
Resideo Technologies, Inc. (a) | 7,602 | 120,112 | |
Simpson Manufacturing Co., Inc. | 2,213 | 331,529 | |
Trane Technologies PLC | 2,713 | 550,495 | |
Trex Co., Inc. (a) | 1,396 | 86,035 | |
UFP Industries, Inc. | 3,098 | 317,235 | |
Zurn Elkay Water Solutions Corp. | 7,646 | 214,241 | |
4,999,278 | |||
Cable & Satellite - 0.2% | |||
Cable One, Inc. | 64 | 39,401 | |
Charter Communications, Inc., Class A (a) | 1,223 | 537,900 | |
Comcast Corp., Class A | 47,989 | 2,127,832 | |
DISH Network Corp., Class A (a) | 3,000 | 17,580 | |
Liberty Broadband Corp., Class C (a) | 1,500 | 136,980 | |
Liberty Media Corp.-Liberty SiriusXM, Class C (a) | 1,497 | 38,114 | |
Liberty Media Corp.-Liberty SiriusXM, Class A | 1,200 | 30,540 | |
Sirius XM Holdings, Inc. | 7,300 | 32,996 | |
WideOpenWest, Inc. (a) | 2,634 | 20,150 | |
2,981,493 | |||
Cargo Ground Transportation - 0.1% | |||
ArcBest Corp. | 1,252 | 127,266 | |
Covenant Logistics Group, Inc. | 431 | 18,899 | |
Daseke, Inc. (a) | 1,887 | 9,680 | |
Heartland Express, Inc. | 2,335 | 34,301 | |
JB Hunt Transport Services, Inc. | 954 | 179,848 | |
Knight-Swift Transportation Holdings, Inc. | 2,022 | 101,403 | |
Landstar System, Inc. | 444 | 78,562 | |
Marten Transport Ltd. | 3,044 | 59,997 | |
Old Dominion Freight Line, Inc. | 1,184 | 484,422 | |
PAM Transportation Services, Inc. (a) | 233 | 5,021 | |
RXO, Inc. (a) | 6,039 | 119,150 | |
Ryder System, Inc. | 594 | 63,528 | |
Saia, Inc. (a) | 337 | 134,345 | |
Schneider National, Inc., Class B | 800 | 22,152 | |
TuSimple Holdings, Inc., Class A (a) | 7,095 | 11,068 | |
U-Haul Holding Co. | 747 | 39,135 | |
Universal Logistics Holdings, Inc. | 360 | 9,065 | |
Werner Enterprises, Inc. | 3,284 | 127,912 | |
XPO, Inc. (a) | 1,200 | 89,592 | |
1,715,346 | |||
Casinos & Gaming - 0.1% | |||
Accel Entertainment, Inc. (a) | 2,703 | 29,598 | |
Bally's Corp. (a) | 1,594 | 20,897 | |
Boyd Gaming Corp. | 900 | 54,747 |
Number of Shares | Fair Value | ||
Caesars Entertainment, Inc. (a) | 2,359 | $109,340 | |
Century Casinos, Inc. (a) | 1,371 | 7,033 | |
Churchill Downs, Inc. | 800 | 92,832 | |
DraftKings, Inc., Class A (a) | 4,500 | 132,480 | |
Everi Holdings, Inc. (a) | 4,421 | 58,446 | |
Full House Resorts, Inc. (a) | 1,622 | 6,926 | |
Golden Entertainment, Inc. | 1,004 | 34,317 | |
Inspired Entertainment, Inc. (a) | 1,211 | 14,484 | |
International Game Technology PLC | 5,619 | 170,368 | |
Las Vegas Sands Corp. | 3,859 | 176,896 | |
Light & Wonder, Inc. (a) | 4,709 | 335,893 | |
MGM Resorts International | 3,600 | 132,336 | |
Monarch Casino & Resort, Inc. | 667 | 41,421 | |
Penn Entertainment, Inc. (a) | 1,700 | 39,015 | |
PlayAGS, Inc. (a) | 2,076 | 13,535 | |
Red Rock Resorts, Inc., Class A | 2,474 | 101,434 | |
Rush Street Interactive, Inc. (a) | 3,062 | 14,146 | |
Wynn Resorts Ltd. | 1,270 | 117,361 | |
1,703,505 | |||
Coal & Consumable Fuels - 0.1% | |||
Centrus Energy Corp., Class A (a) | 655 | 37,178 | |
CONSOL Energy, Inc. | 1,730 | 181,494 | |
Energy Fuels, Inc. (a) | 8,236 | 67,700 | |
Enviva, Inc. | 1,760 | 13,147 | |
Hallador Energy Co. (a) | 1,281 | 18,472 | |
NACCO Industries, Inc., Class A | 210 | 7,365 | |
Peabody Energy Corp. | 6,459 | 167,869 | |
Uranium Energy Corp. (a) | 19,151 | 98,628 | |
591,853 | |||
Commercial & Residential Mortgage Finance - 0.1% | |||
Enact Holdings, Inc. | 1,487 | 40,491 | |
Essent Group Ltd. | 5,465 | 258,440 | |
Federal Agricultural Mortgage Corp., Class C | 476 | 73,447 | |
Finance of America Cos., Inc., Class A (a) | 3,696 | 4,731 | |
Merchants Bancorp | 802 | 22,231 | |
MGIC Investment Corp. | 3,500 | 58,415 | |
Mr Cooper Group, Inc. (a) | 3,387 | 181,408 | |
NMI Holdings, Inc., Class A (a) | 4,260 | 115,403 | |
Ocwen Financial Corp. (a) | 375 | 9,705 | |
PennyMac Financial Services, Inc. | 1,328 | 88,445 | |
Radian Group, Inc. | 8,133 | 204,220 | |
Rocket Cos., Inc., Class A (a) | 2,200 | 17,996 | |
Security National Financial Corp., Class A (a) | 435 | 3,410 | |
Velocity Financial, Inc. (a) | 557 | 6,294 | |
Walker & Dunlop, Inc. | 1,649 | 122,422 | |
Waterstone Financial, Inc. | 919 | 10,063 | |
1,217,121 | |||
Commercial Printing - 0.0% * | |||
Deluxe Corp. | 2,153 | 40,670 | |
Ennis, Inc. | 1,282 | 27,204 | |
Quad/Graphics, Inc. (a) | 1,858 | 9,346 | |
77,220 | |||
Commodity Chemicals - 0.1% | |||
AdvanSix, Inc. | 1,310 | 40,715 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Cabot Corp. | 2,864 | $198,389 | |
Core Molding Technologies, Inc. (a) | 444 | 12,650 | |
Dow, Inc. | 8,486 | 437,538 | |
Hawkins, Inc. | 1,017 | 59,850 | |
Koppers Holdings, Inc. | 1,003 | 39,669 | |
Kronos Worldwide, Inc. | 1,114 | 8,634 | |
LyondellBasell Industries NV, Class A | 3,134 | 296,790 | |
Mativ Holdings, Inc. | 2,695 | 38,431 | |
Olin Corp. | 1,390 | 69,472 | |
Origin Materials, Inc. (a) | 5,385 | 6,893 | |
PureCycle Technologies, Inc. (a) | 5,710 | 32,033 | |
Trinseo PLC | 1,773 | 14,485 | |
Tronox Holdings PLC | 6,105 | 82,051 | |
Westlake Corp. | 300 | 37,401 | |
1,375,001 | |||
Communications Equipment - 0.4% | |||
ADTRAN Holdings, Inc. | 3,917 | 32,237 | |
Arista Networks, Inc. (a) | 2,953 | 543,145 | |
Aviat Networks, Inc. (a) | 555 | 17,316 | |
Calix, Inc. (a) | 3,056 | 140,087 | |
Cambium Networks Corp. (a) | 575 | 4,215 | |
Ciena Corp. (a) | 1,879 | 88,802 | |
Cisco Systems, Inc. | 47,856 | 2,572,739 | |
Clearfield, Inc. (a) | 631 | 18,084 | |
CommScope Holding Co., Inc. (a) | 10,332 | 34,716 | |
Comtech Telecommunications Corp. | 1,246 | 10,902 | |
Digi International, Inc. (a) | 1,851 | 49,977 | |
DZS, Inc. (a) | 1,034 | 2,171 | |
Extreme Networks, Inc. (a) | 6,531 | 158,116 | |
F5, Inc. (a) | 700 | 112,798 | |
Harmonic, Inc. (a) | 5,797 | 55,825 | |
Infinera Corp. (a) | 9,932 | 41,516 | |
Juniper Networks, Inc. | 4,155 | 115,467 | |
KVH Industries, Inc. (a) | 654 | 3,335 | |
Lumentum Holdings, Inc. (a) | 800 | 36,144 | |
Motorola Solutions, Inc. | 1,929 | 525,151 | |
NETGEAR, Inc. (a) | 1,378 | 17,349 | |
NetScout Systems, Inc. (a) | 3,548 | 99,415 | |
Ribbon Communications, Inc. (a) | 4,997 | 13,392 | |
Viasat, Inc. (a) | 700 | 12,922 | |
Viavi Solutions, Inc. (a) | 11,490 | 105,019 | |
4,810,840 | |||
Computer & Electronics Retail - 0.0% * | |||
Best Buy Co., Inc. | 2,238 | 155,474 | |
GameStop Corp., Class A (a) | 3,700 | 60,902 | |
Upbound Group, Inc. | 2,872 | 84,580 | |
300,956 | |||
Construction & Engineering - 0.2% | |||
AECOM | 1,600 | 132,864 | |
Ameresco, Inc., Class A (a) | 1,680 | 64,781 | |
API Group Corp. (a) | 10,795 | 279,914 | |
Arcosa, Inc. | 2,509 | 180,397 | |
Argan, Inc. | 641 | 29,178 | |
Bowman Consulting Group Ltd. (a) | 583 | 16,342 | |
Comfort Systems USA, Inc. | 1,841 | 313,725 | |
Concrete Pumping Holdings, Inc. (a) | 1,296 | 11,120 |
Number of Shares | Fair Value | ||
Construction Partners, Inc., Class A (a) | 2,098 | $76,703 | |
Dycom Industries, Inc. (a) | 1,485 | 132,165 | |
EMCOR Group, Inc. | 600 | 126,234 | |
Eneti, Inc. | 1,101 | 11,098 | |
Ferrovial SE | 4,822 | 147,900 | |
Fluor Corp. (a) | 7,364 | 270,259 | |
Granite Construction, Inc. | 2,297 | 87,332 | |
Great Lakes Dredge & Dock Corp. (a) | 3,299 | 26,293 | |
IES Holdings, Inc. (a) | 413 | 27,204 | |
INNOVATE Corp. (a) | 1,600 | 2,592 | |
Limbach Holdings, Inc. (a) | 507 | 16,087 | |
MasTec, Inc. (a) | 800 | 57,576 | |
MDU Resources Group, Inc. | 2,200 | 43,076 | |
MYR Group, Inc. (a) | 854 | 115,085 | |
Northwest Pipe Co. (a) | 453 | 13,667 | |
Primoris Services Corp. | 2,765 | 90,499 | |
Quanta Services, Inc. | 1,638 | 306,421 | |
Sterling Infrastructure, Inc. (a) | 1,554 | 114,188 | |
Tutor Perini Corp. (a) | 2,057 | 16,106 | |
Valmont Industries, Inc. | 239 | 57,410 | |
WillScot Mobile Mini Holdings Corp. (a) | 2,500 | 103,975 | |
2,870,191 | |||
Construction Machinery & Heavy Transportation Equipment - 0.3% | |||
Alamo Group, Inc. | 526 | 90,924 | |
Allison Transmission Holdings, Inc. | 1,100 | 64,966 | |
Astec Industries, Inc. | 1,192 | 56,155 | |
Blue Bird Corp. (a) | 848 | 18,105 | |
Caterpillar, Inc. | 6,015 | 1,642,095 | |
Commercial Vehicle Group, Inc. (a) | 1,797 | 13,945 | |
Cummins, Inc. | 1,658 | 378,787 | |
Douglas Dynamics, Inc. | 1,124 | 33,922 | |
Federal Signal Corp. | 3,101 | 185,223 | |
Greenbrier Cos., Inc. | 1,546 | 61,840 | |
Hyliion Holdings Corp. (a) | 5,974 | 7,049 | |
Manitowoc Co., Inc. (a) | 1,748 | 26,307 | |
Microvast Holdings, Inc. (a) | 5,947 | 11,240 | |
Miller Industries, Inc. | 567 | 22,232 | |
Nikola Corp. (a) | 33,262 | 52,221 | |
Oshkosh Corp. | 700 | 66,801 | |
PACCAR, Inc. | 6,005 | 510,545 | |
REV Group, Inc. | 1,614 | 25,824 | |
Shyft Group, Inc. | 1,736 | 25,988 | |
Terex Corp. | 3,474 | 200,172 | |
Trinity Industries, Inc. | 4,223 | 102,830 | |
Wabash National Corp. | 2,496 | 52,716 | |
Westinghouse Air Brake Technologies Corp. | 2,041 | 216,897 | |
3,866,784 | |||
Construction Materials - 0.2% | |||
CRH PLC | 6,914 | 383,294 | |
Eagle Materials, Inc. | 400 | 66,608 | |
Holcim AG | 4,962 | 318,831 | |
James Hardie Industries PLC (a) | 4,157 | 109,436 | |
Knife River Corp. (a) | 2,931 | 143,121 | |
Martin Marietta Materials, Inc. | 697 | 286,104 | |
Summit Materials, Inc., Class A (a) | 6,176 | 192,321 | |
U.S. Lime & Minerals, Inc. | 105 | 21,105 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Vulcan Materials Co. | 1,631 | $329,495 | |
1,850,315 | |||
Consumer Electronics - 0.0% * | |||
Garmin Ltd. | 1,848 | 194,410 | |
GoPro, Inc., Class A (a) | 6,547 | 20,558 | |
Snap One Holdings Corp. (a) | 920 | 8,501 | |
Sonos, Inc. (a) | 6,618 | 85,438 | |
Vizio Holding Corp., Class A (a) | 3,818 | 20,655 | |
VOXX International Corp. (a) | 484 | 3,862 | |
333,424 | |||
Consumer Finance - 0.3% | |||
Ally Financial, Inc. | 3,427 | 91,432 | |
American Express Co. | 6,957 | 1,037,915 | |
Atlanticus Holdings Corp. (a) | 275 | 8,335 | |
Bread Financial Holdings, Inc. | 2,627 | 89,843 | |
Capital One Financial Corp. | 4,510 | 437,695 | |
Consumer Portfolio Services, Inc. (a) | 417 | 3,782 | |
Credit Acceptance Corp. (a) | 81 | 37,270 | |
Discover Financial Services | 2,975 | 257,724 | |
Encore Capital Group, Inc. (a) | 1,223 | 58,410 | |
Enova International, Inc. (a) | 1,587 | 80,731 | |
FirstCash Holdings, Inc. | 1,949 | 195,641 | |
Green Dot Corp., Class A (a) | 2,312 | 32,206 | |
LendingClub Corp. (a) | 5,286 | 32,245 | |
LendingTree, Inc. (a) | 490 | 7,595 | |
Navient Corp. | 4,526 | 77,938 | |
Nelnet, Inc., Class A | 761 | 67,973 | |
NerdWallet, Inc., Class A (a) | 1,902 | 16,909 | |
OneMain Holdings, Inc. | 1,500 | 60,135 | |
PRA Group, Inc. (a) | 1,917 | 36,826 | |
PROG Holdings, Inc. (a) | 2,415 | 80,202 | |
Regional Management Corp. | 380 | 10,518 | |
SLM Corp. | 3,000 | 40,860 | |
SoFi Technologies, Inc. (a) | 11,400 | 91,086 | |
Synchrony Financial | 5,042 | 154,134 | |
Upstart Holdings, Inc. (a) | 3,743 | 106,825 | |
World Acceptance Corp. (a) | 218 | 27,699 | |
3,141,929 | |||
Consumer Staples Merchandise Retail - 0.5% | |||
BJ's Wholesale Club Holdings, Inc. (a) | 1,700 | 121,329 | |
Costco Wholesale Corp. | 5,165 | 2,918,018 | |
Dollar General Corp. | 2,537 | 268,415 | |
Dollar Tree, Inc. (a) | 2,526 | 268,893 | |
PriceSmart, Inc. | 1,345 | 100,108 | |
Target Corp. | 5,474 | 605,260 | |
Walmart, Inc. | 16,708 | 2,672,111 | |
6,954,134 | |||
Copper - 0.1% | |||
Freeport-McMoRan, Inc. | 17,098 | 637,584 | |
Data Center REITs - 0.1% | |||
Digital Realty Trust, Inc. | 3,521 | 426,111 | |
Equinix, Inc. | 1,088 | 790,171 | |
1,216,282 | |||
Data Processing & Outsourced Services - 0.1% | |||
Broadridge Financial Solutions, Inc. | 1,447 | 259,085 | |
Concentrix Corp. | 452 | 36,210 |
Number of Shares | Fair Value | ||
Conduent, Inc. (a) | 8,656 | $30,123 | |
CSG Systems International, Inc. | 1,647 | 84,195 | |
ExlService Holdings, Inc. (a) | 8,350 | 234,134 | |
Genpact Ltd. | 2,200 | 79,640 | |
IBEX Holdings Ltd. (a) | 428 | 6,613 | |
Maximus, Inc. | 3,141 | 234,570 | |
SS&C Technologies Holdings, Inc. | 2,600 | 136,604 | |
TTEC Holdings, Inc. | 978 | 25,643 | |
Verra Mobility Corp. (a) | 7,242 | 135,425 | |
1,262,242 | |||
Distillers & Vintners - 0.1% | |||
Brown-Forman Corp., Class B | 2,335 | 134,706 | |
Brown-Forman Corp., Class A | 600 | 34,860 | |
Constellation Brands, Inc., Class A | 1,808 | 454,405 | |
Duckhorn Portfolio, Inc. (a) | 2,211 | 22,685 | |
MGP Ingredients, Inc. | 826 | 87,126 | |
733,782 | |||
Distributors - 0.1% | |||
Genuine Parts Co. | 1,700 | 245,446 | |
LKQ Corp. | 3,146 | 155,759 | |
Pool Corp. | 423 | 150,630 | |
Weyco Group, Inc. | 307 | 7,782 | |
559,617 | |||
Diversified Banks - 0.9% | |||
Bank of America Corp. | 81,351 | 2,227,390 | |
Citigroup, Inc. | 22,452 | 923,451 | |
JPMorgan Chase & Co. | 33,841 | 4,907,622 | |
KeyCorp | 11,751 | 126,441 | |
PNC Financial Services Group, Inc. | 4,515 | 554,306 | |
U.S. Bancorp | 18,100 | 598,386 | |
Wells Fargo & Co. | 43,059 | 1,759,391 | |
11,096,987 | |||
Diversified Capital Markets - 0.0% * | |||
Forge Global Holdings, Inc. (a) | 6,177 | 12,539 | |
Diversified Chemicals - 0.0% * | |||
Chemours Co. | 2,100 | 58,905 | |
Huntsman Corp. | 1,911 | 46,628 | |
LSB Industries, Inc. (a) | 2,760 | 28,235 | |
133,768 | |||
Diversified Financial Services - 0.1% | |||
Alerus Financial Corp. | 1,000 | 18,180 | |
Apollo Global Management, Inc. | 6,154 | 552,383 | |
Corebridge Financial, Inc. | 1,900 | 37,525 | |
Equitable Holdings, Inc. | 4,700 | 133,433 | |
Jackson Financial, Inc., Class A | 4,289 | 163,926 | |
NewtekOne, Inc. | 1,212 | 17,877 | |
Voya Financial, Inc. | 1,100 | 73,095 | |
996,419 | |||
Diversified Metals & Mining - 0.0% * | |||
5E Advanced Materials, Inc. (a) | 1,943 | 4,391 | |
Compass Minerals International, Inc. | 1,807 | 50,506 | |
Contango ORE, Inc. (a) | 130 | 2,358 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Ferroglobe PLC (c) | 1,316 | $— | |
Ivanhoe Electric, Inc. (a) | 2,764 | 32,892 | |
Materion Corp. | 1,067 | 108,738 | |
MP Materials Corp. (a) | 800 | 15,280 | |
Piedmont Lithium, Inc. (a) | 889 | 35,293 | |
249,458 | |||
Diversified Real Estate Activities - 0.0% * | |||
RMR Group, Inc., Class A | 743 | 18,218 | |
St. Joe Co. | 1,790 | 97,251 | |
Tejon Ranch Co. (a) | 1,010 | 16,382 | |
131,851 | |||
Diversified REITs - 0.1% | |||
Alexander & Baldwin, Inc. | 3,798 | 63,541 | |
Alpine Income Property Trust, Inc. | 740 | 12,106 | |
American Assets Trust, Inc. | 2,590 | 50,376 | |
Armada Hoffler Properties, Inc. | 3,347 | 34,273 | |
Broadstone Net Lease, Inc. | 9,734 | 139,196 | |
CTO Realty Growth, Inc. | 1,199 | 19,436 | |
Empire State Realty Trust, Inc., Class A | 6,924 | 55,669 | |
Essential Properties Realty Trust, Inc. | 8,066 | 174,468 | |
Gladstone Commercial Corp. | 2,028 | 24,660 | |
Global Net Lease, Inc. | 9,997 | 96,071 | |
NexPoint Diversified Real Estate Trust | 1,718 | 14,964 | |
One Liberty Properties, Inc. | 816 | 15,398 | |
Star Holdings (a) | 599 | 7,499 | |
WP Carey, Inc. | 2,531 | 136,877 | |
844,534 | |||
Diversified Support Services - 0.1% | |||
ACV Auctions, Inc., Class A (a) | 6,603 | 100,234 | |
Cintas Corp. | 1,043 | 501,693 | |
Copart, Inc. (a) | 9,896 | 426,419 | |
Healthcare Services Group, Inc. | 3,680 | 38,382 | |
Liquidity Services, Inc. (a) | 1,062 | 18,712 | |
Matthews International Corp., Class A | 1,558 | 60,622 | |
OPENLANE, Inc. (a) | 5,626 | 83,940 | |
Performant Financial Corp. (a) | 3,961 | 8,952 | |
UniFirst Corp. | 778 | 126,822 | |
Viad Corp. (a) | 1,022 | 26,776 | |
VSE Corp. | 679 | 34,249 | |
1,426,801 | |||
Drug Retail - 0.0% * | |||
Walgreens Boots Alliance, Inc. | 8,376 | 186,282 | |
Education Services - 0.1% | |||
2U, Inc. (a) | 4,461 | 11,019 | |
Adtalem Global Education, Inc. (a) | 2,213 | 94,827 | |
Bright Horizons Family Solutions, Inc. (a) | 791 | 64,435 | |
Chegg, Inc. (a) | 6,184 | 55,161 | |
Coursera, Inc. (a) | 6,756 | 126,270 | |
Duolingo, Inc. (a) | 1,482 | 245,819 | |
Graham Holdings Co., Class B | 188 | 109,604 | |
Grand Canyon Education, Inc. (a) | 300 | 35,064 | |
Laureate Education, Inc. | 6,821 | 96,176 |
Number of Shares | Fair Value | ||
Lincoln Educational Services Corp. (a) | 1,357 | $11,467 | |
Nerdy, Inc. (a) | 2,782 | 10,293 | |
Perdoceo Education Corp. | 3,530 | 60,363 | |
Strategic Education, Inc. | 1,178 | 88,645 | |
Stride, Inc. (a) | 2,207 | 99,381 | |
Udemy, Inc. (a) | 4,244 | 40,318 | |
Universal Technical Institute, Inc. (a) | 1,648 | 13,810 | |
1,162,652 | |||
Electric Utilities - 0.6% | |||
ALLETE, Inc. | 2,992 | 157,978 | |
Alliant Energy Corp. | 3,156 | 152,908 | |
American Electric Power Co., Inc. | 5,888 | 442,895 | |
Avangrid, Inc. | 898 | 27,093 | |
Constellation Energy Corp. | 3,807 | 415,268 | |
Duke Energy Corp. | 8,888 | 784,455 | |
Edison International | 4,411 | 279,172 | |
Entergy Corp. | 2,584 | 239,020 | |
Evergy, Inc. | 2,787 | 141,301 | |
Eversource Energy | 4,114 | 239,229 | |
Exelon Corp. | 11,388 | 430,352 | |
FirstEnergy Corp. | 6,428 | 219,709 | |
Genie Energy Ltd., Class B | 1,097 | 16,159 | |
Hawaiian Electric Industries, Inc. | 1,100 | 13,541 | |
IDACORP, Inc. | 700 | 65,555 | |
MGE Energy, Inc. | 1,892 | 129,621 | |
NextEra Energy, Inc. | 23,557 | 1,349,581 | |
NRG Energy, Inc. | 2,461 | 94,798 | |
OGE Energy Corp. | 2,650 | 88,324 | |
Otter Tail Corp. | 2,138 | 162,317 | |
PG&E Corp. (a) | 23,400 | 377,442 | |
Pinnacle West Capital Corp. | 1,484 | 109,341 | |
PNM Resources, Inc. | 4,433 | 197,756 | |
Portland General Electric Co. | 5,020 | 203,210 | |
PPL Corp. | 8,900 | 209,684 | |
Southern Co. | 12,585 | 814,501 | |
Xcel Energy, Inc. | 6,473 | 370,385 | |
7,731,595 | |||
Electrical Components & Equipment - 0.5% | |||
Acuity Brands, Inc. | 400 | 68,124 | |
Allient, Inc. | 668 | 20,655 | |
AMETEK, Inc. | 2,727 | 402,941 | |
Array Technologies, Inc. (a) | 7,835 | 173,859 | |
Atkore, Inc. (a) | 1,994 | 297,485 | |
Blink Charging Co. (a) | 3,123 | 9,556 | |
ChargePoint Holdings, Inc. (a) | 2,400 | 11,928 | |
Dragonfly Energy Holdings Corp. (a) | 2,114 | 3,256 | |
Eaton Corp. PLC | 4,718 | 1,006,255 | |
Emerson Electric Co. | 6,629 | 640,163 | |
Encore Wire Corp. | 837 | 152,719 | |
EnerSys | 2,133 | 201,931 | |
Enovix Corp. (a) | 7,114 | 89,281 | |
Eos Energy Enterprises, Inc. (a) | 5,207 | 11,195 | |
ESS Tech, Inc. (a) | 5,451 | 10,248 | |
Fluence Energy, Inc. (a) | 1,940 | 44,601 | |
FTC Solar, Inc. (a) | 2,225 | 2,848 | |
FuelCell Energy, Inc. (a) | 20,357 | 26,057 | |
Generac Holdings, Inc. (a) | 798 | 86,950 | |
GrafTech International Ltd. | 9,618 | 36,837 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Hubbell, Inc. | 600 | $188,046 | |
LSI Industries, Inc. | 1,312 | 20,835 | |
NEXTracker, Inc., Class A (a) | 2,578 | 103,532 | |
nVent Electric PLC | 2,100 | 111,279 | |
Plug Power, Inc. (a) | 7,200 | 54,720 | |
Powell Industries, Inc. | 457 | 37,885 | |
Preformed Line Products Co. | 127 | 20,648 | |
Regal Rexnord Corp. | 867 | 123,877 | |
Rockwell Automation, Inc. | 1,322 | 377,920 | |
Schneider Electric SE | 5,198 | 863,921 | |
Sensata Technologies Holding PLC | 1,800 | 68,076 | |
SES AI Corp. (a) | 6,964 | 15,808 | |
Shoals Technologies Group, Inc., Class A (a) | 8,868 | 161,841 | |
SKYX Platforms Corp. (a) | 1,981 | 2,813 | |
Stem, Inc. (a) | 7,038 | 29,841 | |
SunPower Corp. (a) | 4,348 | 26,827 | |
Sunrun, Inc. (a) | 2,300 | 28,888 | |
Thermon Group Holdings, Inc. (a) | 1,656 | 45,490 | |
Vertiv Holdings Co. | 3,500 | 130,200 | |
Vicor Corp. (a) | 1,159 | 68,253 | |
5,777,589 | |||
Electronic Components - 0.1% | |||
Akoustis Technologies, Inc. (a) | 3,351 | 2,523 | |
Amphenol Corp., Class A | 6,999 | 587,846 | |
Bel Fuse, Inc., Class B | 528 | 25,196 | |
Belden, Inc. | 2,197 | 212,120 | |
Coherent Corp. (a) | 1,373 | 44,815 | |
Corning, Inc. | 9,017 | 274,748 | |
Knowles Corp. (a) | 4,703 | 69,651 | |
Lightwave Logic, Inc. (a) | 5,706 | 25,506 | |
Littelfuse, Inc. | 300 | 74,196 | |
Rogers Corp. (a) | 899 | 118,192 | |
Vishay Intertechnology, Inc. | 6,676 | 165,031 | |
1,599,824 | |||
Electronic Equipment & Instruments - 0.2% | |||
908 Devices, Inc. (a) | 1,312 | 8,738 | |
Advanced Energy Industries, Inc. | 1,945 | 200,568 | |
Aeva Technologies, Inc. (a) | 3,153 | 2,412 | |
Arlo Technologies, Inc. (a) | 4,617 | 47,555 | |
Badger Meter, Inc. | 1,519 | 218,539 | |
Cognex Corp. | 2,200 | 93,368 | |
Crane NXT Co. | 600 | 33,342 | |
Daktronics, Inc. (a) | 2,058 | 18,357 | |
Evolv Technologies Holdings, Inc. (a) | 5,623 | 27,328 | |
FARO Technologies, Inc. (a) | 1,049 | 15,976 | |
Iteris, Inc. (a) | 2,459 | 10,180 | |
Itron, Inc. (a) | 2,360 | 142,969 | |
Keysight Technologies, Inc. (a) | 1,973 | 261,048 | |
Luna Innovations, Inc. (a) | 1,843 | 10,800 | |
MicroVision, Inc. (a) | 8,884 | 19,456 | |
Mirion Technologies, Inc. (a) | 10,450 | 78,061 | |
Napco Security Technologies, Inc. | 1,554 | 34,577 | |
National Instruments Corp. | 1,300 | 77,506 | |
nLight, Inc. (a) | 2,129 | 22,142 | |
Novanta, Inc. (a) | 1,848 | 265,077 | |
OSI Systems, Inc. (a) | 824 | 97,265 | |
PAR Technology Corp. (a) | 1,410 | 54,341 | |
SmartRent, Inc. (a) | 9,208 | 24,033 |
Number of Shares | Fair Value | ||
Teledyne Technologies, Inc. (a) | 525 | $214,504 | |
Trimble, Inc. (a) | 3,132 | 168,690 | |
Vishay Precision Group, Inc. (a) | 629 | 21,122 | |
Vontier Corp. | 1,699 | 52,533 | |
Vuzix Corp. (a) | 3,353 | 12,171 | |
Zebra Technologies Corp., Class A (a) | 559 | 132,220 | |
2,364,878 | |||
Electronic Manufacturing Services - 0.1% | |||
Benchmark Electronics, Inc. | 1,750 | 42,455 | |
CTS Corp. | 1,640 | 68,454 | |
IPG Photonics Corp. (a) | 300 | 30,462 | |
Jabil, Inc. | 1,614 | 204,800 | |
Kimball Electronics, Inc. (a) | 1,196 | 32,746 | |
Methode Electronics, Inc. | 1,740 | 39,759 | |
Plexus Corp. (a) | 1,424 | 132,404 | |
Sanmina Corp. (a) | 2,985 | 162,026 | |
TTM Technologies, Inc. (a) | 5,350 | 68,908 | |
782,014 | |||
Environmental & Facilities Services - 0.2% | |||
ABM Industries, Inc. | 3,435 | 137,434 | |
Aris Water Solutions, Inc., Class A | 1,657 | 16,537 | |
BrightView Holdings, Inc. (a) | 2,021 | 15,663 | |
Casella Waste Systems, Inc., Class A (a) | 2,917 | 222,567 | |
CECO Environmental Corp. (a) | 1,535 | 24,514 | |
Clean Harbors, Inc. (a) | 600 | 100,416 | |
Enviri Corp. (a) | 3,970 | 28,663 | |
Heritage-Crystal Clean, Inc. (a) | 933 | 42,312 | |
LanzaTech Global, Inc. (a) | 1,208 | 5,641 | |
Montrose Environmental Group, Inc. (a) | 1,376 | 40,262 | |
Republic Services, Inc. | 2,490 | 354,850 | |
Rollins, Inc. | 2,378 | 88,771 | |
SP Plus Corp. (a) | 972 | 35,089 | |
Stericycle, Inc. (a) | 800 | 35,768 | |
Tetra Tech, Inc. | 700 | 106,421 | |
Waste Management, Inc. | 4,709 | 717,840 | |
1,972,748 | |||
Fertilizers & Agricultural Chemicals - 0.1% | |||
American Vanguard Corp. | 1,371 | 14,985 | |
CF Industries Holdings, Inc. | 2,382 | 204,233 | |
Corteva, Inc. | 8,002 | 409,382 | |
FMC Corp. | 1,464 | 98,044 | |
Intrepid Potash, Inc. (a) | 518 | 13,033 | |
Mosaic Co. | 3,947 | 140,513 | |
Scotts Miracle-Gro Co. | 462 | 23,876 | |
904,066 | |||
Financial Exchanges & Data - 0.4% | |||
Bakkt Holdings, Inc. (a) | 1,663 | 1,946 | |
Cboe Global Markets, Inc. | 1,252 | 195,575 | |
CME Group, Inc. | 4,222 | 845,329 | |
Coinbase Global, Inc., Class A (a) | 2,000 | 150,160 | |
Donnelley Financial Solutions, Inc. (a) | 1,296 | 72,939 | |
FactSet Research Systems, Inc. | 415 | 181,463 | |
Intercontinental Exchange, Inc. | 6,620 | 728,332 | |
MarketAxess Holdings, Inc. | 422 | 90,156 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
MarketWise, Inc. | 991 | $1,586 | |
Moody's Corp. | 1,838 | 581,120 | |
Morningstar, Inc. | 300 | 70,272 | |
MSCI, Inc. | 897 | 460,233 | |
Nasdaq, Inc. | 4,238 | 205,924 | |
Open Lending Corp., Class A (a) | 4,912 | 35,956 | |
S&P Global, Inc. | 3,736 | 1,365,172 | |
Tradeweb Markets, Inc., Class A | 1,273 | 102,095 | |
Value Line, Inc. | 20 | 874 | |
5,089,132 | |||
Food Distributors - 0.1% | |||
Andersons, Inc. | 1,678 | 86,433 | |
Chefs' Warehouse, Inc. (a) | 1,738 | 36,811 | |
HF Foods Group, Inc. (a) | 1,972 | 7,829 | |
Performance Food Group Co. (a) | 1,900 | 111,834 | |
SpartanNash Co. | 1,734 | 38,148 | |
Sysco Corp. | 5,918 | 390,884 | |
U.S. Foods Holding Corp. (a) | 2,700 | 107,190 | |
United Natural Foods, Inc. (a) | 2,913 | 41,190 | |
820,319 | |||
Food Retail - 0.1% | |||
Albertsons Cos., Inc., Class A | 5,000 | 113,750 | |
Casey's General Stores, Inc. | 478 | 129,787 | |
Grocery Outlet Holding Corp. (a) | 900 | 25,965 | |
Ingles Markets, Inc., Class A | 740 | 55,744 | |
Kroger Co. | 7,439 | 332,895 | |
Natural Grocers by Vitamin Cottage, Inc. | 425 | 5,487 | |
Sprouts Farmers Market, Inc. (a) | 5,354 | 229,151 | |
Village Super Market, Inc., Class A | 426 | 9,645 | |
Weis Markets, Inc. | 867 | 54,621 | |
957,045 | |||
Footwear - 0.1% | |||
Allbirds, Inc., Class A (a) | 3,139 | 3,484 | |
Crocs, Inc. (a) | 700 | 61,761 | |
Deckers Outdoor Corp. (a) | 300 | 154,227 | |
NIKE, Inc., Class B | 13,871 | 1,326,345 | |
Rocky Brands, Inc. | 354 | 5,204 | |
Skechers USA, Inc., Class A (a) | 1,800 | 88,110 | |
Steven Madden Ltd. | 3,905 | 124,062 | |
Wolverine World Wide, Inc. | 3,844 | 30,983 | |
1,794,176 | |||
Forest Products - 0.0% * | |||
Louisiana-Pacific Corp. | 700 | 38,689 | |
Gas Utilities - 0.1% | |||
Atmos Energy Corp. | 1,734 | 183,683 | |
Chesapeake Utilities Corp. | 909 | 88,855 | |
National Fuel Gas Co. | 900 | 46,719 | |
New Jersey Resources Corp. | 5,024 | 204,125 | |
Northwest Natural Holding Co. | 1,876 | 71,588 | |
ONE Gas, Inc. | 2,853 | 194,803 | |
RGC Resources, Inc. | 477 | 8,252 | |
Southwest Gas Holdings, Inc. | 3,195 | 193,010 | |
Spire, Inc. | 2,669 | 151,012 |
Number of Shares | Fair Value | ||
UGI Corp. | 2,800 | $64,400 | |
1,206,447 | |||
Gold - 0.0% * | |||
Coeur Mining, Inc. (a) | 17,534 | 38,926 | |
Dakota Gold Corp. (a) | 2,650 | 6,837 | |
Newmont Corp. | 9,117 | 336,873 | |
Perpetua Resources Corp. (a) | 2,255 | 7,351 | |
Royal Gold, Inc. | 763 | 81,130 | |
471,117 | |||
Health Care REITs - 0.1% | |||
CareTrust REIT, Inc. | 5,207 | 106,743 | |
Community Healthcare Trust, Inc. | 1,264 | 37,541 | |
Diversified Healthcare Trust | 11,881 | 23,049 | |
Global Medical REIT, Inc. | 3,059 | 27,439 | |
Healthcare Realty Trust, Inc. | 4,800 | 73,296 | |
Healthpeak Properties, Inc. | 6,436 | 118,165 | |
LTC Properties, Inc. | 2,145 | 68,919 | |
Medical Properties Trust, Inc. | 7,100 | 38,695 | |
National Health Investors, Inc. | 2,169 | 111,400 | |
Omega Healthcare Investors, Inc. | 2,300 | 76,268 | |
Physicians Realty Trust | 12,322 | 150,205 | |
Sabra Health Care REIT, Inc. | 11,987 | 167,099 | |
Universal Health Realty Income Trust | 645 | 26,077 | |
Ventas, Inc. | 4,738 | 199,612 | |
Welltower, Inc. | 5,914 | 484,475 | |
1,708,983 | |||
Healthcare Distributors - 0.1% | |||
AdaptHealth Corp. (a) | 5,028 | 45,755 | |
Cardinal Health, Inc. | 3,045 | 264,367 | |
Cencora, Inc. | 1,908 | 343,383 | |
Henry Schein, Inc. (a) | 1,672 | 124,146 | |
McKesson Corp. | 1,611 | 700,543 | |
Owens & Minor, Inc. (a) | 3,888 | 62,830 | |
Patterson Cos., Inc. | 4,455 | 132,046 | |
PetIQ, Inc. (a) | 1,473 | 29,018 | |
1,702,088 | |||
Healthcare Equipment - 1.0% | |||
Abbott Laboratories | 20,332 | 1,969,154 | |
Accuray, Inc. (a) | 5,232 | 14,231 | |
Alphatec Holdings, Inc. (a) | 4,204 | 54,526 | |
AngioDynamics, Inc. (a) | 2,108 | 15,409 | |
Artivion, Inc. (a) | 1,968 | 29,835 | |
AtriCure, Inc. (a) | 2,420 | 105,996 | |
Axogen, Inc. (a) | 1,763 | 8,815 | |
Axonics, Inc. (a) | 2,539 | 142,489 | |
Baxter International, Inc. | 5,717 | 215,760 | |
Becton Dickinson & Co. | 3,345 | 864,783 | |
Beyond Air, Inc. (a) | 893 | 2,063 | |
Boston Scientific Corp. (a) | 16,667 | 880,018 | |
Butterfly Network, Inc. (a) | 7,827 | 9,236 | |
ClearPoint Neuro, Inc. (a) | 799 | 4,003 | |
CONMED Corp. | 1,586 | 159,948 | |
Cutera, Inc. (a) | 758 | 4,563 | |
CVRx, Inc. (a) | 648 | 9,830 | |
Dexcom, Inc. (a) | 4,500 | 419,850 | |
Edwards Lifesciences Corp. (a) | 7,271 | 503,735 | |
Enovis Corp. (a) | 633 | 33,378 | |
Envista Holdings Corp. (a) | 1,900 | 52,972 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
GE HealthCare Technologies, Inc. | 4,549 | $309,514 | |
Glaukos Corp. (a) | 2,423 | 182,331 | |
Globus Medical, Inc., Class A (a) | 1,400 | 69,510 | |
Hologic, Inc. (a) | 3,000 | 208,200 | |
IDEXX Laboratories, Inc. (a) | 944 | 412,783 | |
Inari Medical, Inc. (a) | 2,766 | 180,896 | |
Inmode Ltd. (a) | 4,011 | 122,175 | |
Inogen, Inc. (a) | 1,402 | 7,318 | |
Inspire Medical Systems, Inc. (a) | 365 | 72,431 | |
Insulet Corp. (a) | 768 | 122,488 | |
Integer Holdings Corp. (a) | 1,721 | 134,978 | |
Integra LifeSciences Holdings Corp. (a) | 900 | 34,371 | |
Intuitive Surgical, Inc. (a) | 4,156 | 1,214,757 | |
iRadimed Corp. | 353 | 15,663 | |
iRhythm Technologies, Inc. (a) | 1,588 | 149,685 | |
KORU Medical Systems, Inc. (a) | 1,218 | 3,289 | |
LeMaitre Vascular, Inc. | 1,037 | 56,496 | |
LivaNova PLC (a) | 2,809 | 148,540 | |
Masimo Corp. (a) | 576 | 50,504 | |
Medtronic PLC | 15,432 | 1,209,251 | |
Nevro Corp. (a) | 1,770 | 34,019 | |
Novocure Ltd. (a) | 1,400 | 22,610 | |
Omnicell, Inc. (a) | 2,331 | 104,988 | |
Orchestra BioMed Holdings, Inc. (a) | 748 | 6,522 | |
Orthofix Medical, Inc. (a) | 1,760 | 22,634 | |
Outset Medical, Inc. (a) | 2,453 | 26,689 | |
Paragon 28, Inc. (a) | 2,194 | 27,535 | |
Penumbra, Inc. (a) | 400 | 96,764 | |
PROCEPT BioRobotics Corp. (a) | 1,889 | 61,978 | |
Pulmonx Corp. (a) | 1,878 | 19,400 | |
Pulse Biosciences, Inc. (a) | 563 | 2,269 | |
QuidelOrtho Corp. (a) | 600 | 43,824 | |
ResMed, Inc. | 1,759 | 260,103 | |
Semler Scientific, Inc. (a) | 174 | 4,414 | |
Shockwave Medical, Inc. (a) | 400 | 79,640 | |
SI-BONE, Inc. (a) | 1,732 | 36,788 | |
Sight Sciences, Inc. (a) | 1,094 | 3,687 | |
Silk Road Medical, Inc. (a) | 1,910 | 28,631 | |
STERIS PLC | 1,160 | 254,527 | |
Stryker Corp. | 4,203 | 1,148,554 | |
Surmodics, Inc. (a) | 697 | 22,367 | |
Tactile Systems Technology, Inc. (a) | 1,123 | 15,778 | |
Tandem Diabetes Care, Inc. (a) | 700 | 14,539 | |
Teleflex, Inc. | 610 | 119,810 | |
TransMedics Group, Inc. (a) | 1,649 | 90,283 | |
Treace Medical Concepts, Inc. (a) | 2,237 | 29,327 | |
Varex Imaging Corp. (a) | 1,923 | 36,133 | |
Vicarious Surgical, Inc. (a) | 1,656 | 978 | |
Zimmer Biomet Holdings, Inc. | 2,570 | 288,405 | |
Zimvie, Inc. (a) | 1,437 | 13,522 | |
Zynex, Inc. (a) | 1,065 | 8,520 | |
13,131,012 | |||
Healthcare Facilities - 0.1% | |||
Acadia Healthcare Co., Inc. (a) | 1,200 | 84,372 | |
Brookdale Senior Living, Inc. (a) | 9,882 | 40,911 | |
Cano Health, Inc. (a) | 8,217 | 2,084 |
Number of Shares | Fair Value | ||
Community Health Systems, Inc. (a) | 6,373 | $18,482 | |
Encompass Health Corp. | 1,100 | 73,876 | |
Ensign Group, Inc. | 2,815 | 261,598 | |
HCA Healthcare, Inc. | 2,363 | 581,251 | |
Joint Corp. (a) | 694 | 6,239 | |
National HealthCare Corp. | 619 | 39,604 | |
Select Medical Holdings Corp. | 5,386 | 136,104 | |
Surgery Partners, Inc. (a) | 3,505 | 102,521 | |
Tenet Healthcare Corp. (a) | 1,000 | 65,890 | |
U.S. Physical Therapy, Inc. | 764 | 70,082 | |
Universal Health Services, Inc., Class B | 720 | 90,525 | |
1,573,539 | |||
Healthcare Services - 0.3% | |||
23andMe Holding Co., Class A (a) | 13,202 | 12,908 | |
Accolade, Inc. (a) | 3,573 | 37,802 | |
Addus HomeCare Corp. (a) | 818 | 69,685 | |
Agiliti, Inc. (a) | 1,498 | 9,722 | |
agilon health, Inc. (a) | 3,300 | 58,608 | |
AirSculpt Technologies, Inc. (a) | 383 | 2,620 | |
Amedisys, Inc. (a) | 300 | 28,020 | |
AMN Healthcare Services, Inc. (a) | 2,058 | 175,300 | |
Apollo Medical Holdings, Inc. (a) | 2,237 | 69,011 | |
ATI Physical Therapy, Inc. | 1 | 9 | |
Aveanna Healthcare Holdings, Inc. (a) | 2,000 | 2,380 | |
CareMax, Inc. (a) | 2,959 | 6,273 | |
Castle Biosciences, Inc. (a) | 1,264 | 21,349 | |
Chemed Corp. | 159 | 82,632 | |
Cigna Group | 3,430 | 981,220 | |
CorVel Corp. (a) | 454 | 89,279 | |
Cross Country Healthcare, Inc. (a) | 1,711 | 42,416 | |
CVS Health Corp. | 14,818 | 1,034,593 | |
DaVita, Inc. (a) | 587 | 55,489 | |
DocGo, Inc. (a) | 3,864 | 20,595 | |
Enhabit, Inc. (a) | 2,513 | 28,271 | |
Fulgent Genetics, Inc. (a) | 1,022 | 27,328 | |
Guardant Health, Inc. (a) | 5,837 | 173,009 | |
Hims & Hers Health, Inc. (a) | 6,049 | 38,048 | |
InfuSystem Holdings, Inc. (a) | 1,054 | 10,161 | |
Innovage Holding Corp. (a) | 1,017 | 6,092 | |
Invitae Corp. (a) | 11,293 | 6,835 | |
Laboratory Corp. of America Holdings | 1,087 | 218,541 | |
LifeStance Health Group, Inc. (a) | 5,250 | 36,068 | |
ModivCare, Inc. (a) | 648 | 20,418 | |
National Research Corp. | 721 | 31,991 | |
NeoGenomics, Inc. (a) | 6,630 | 81,549 | |
OPKO Health, Inc. (a) | 20,063 | 32,101 | |
Option Care Health, Inc. (a) | 8,775 | 283,871 | |
P3 Health Partners, Inc. (a) | 1,389 | 2,042 | |
Pediatrix Medical Group, Inc. (a) | 4,429 | 56,293 | |
Pennant Group, Inc. (a) | 1,570 | 17,474 | |
Premier, Inc., Class A | 1,400 | 30,100 | |
Privia Health Group, Inc. (a) | 5,722 | 131,606 | |
Quest Diagnostics, Inc. | 1,329 | 161,952 | |
Quipt Home Medical Corp. (a) | 2,281 | 11,610 | |
R1 RCM, Inc. (a) | 2,100 | 31,647 | |
RadNet, Inc. (a) | 3,099 | 87,361 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Viemed Healthcare, Inc. (a) | 1,913 | $12,875 | |
4,337,154 | |||
Healthcare Supplies - 0.1% | |||
Align Technology, Inc. (a) | 859 | 262,270 | |
Atrion Corp. | 68 | 28,096 | |
Avanos Medical, Inc. (a) | 2,453 | 49,600 | |
Cerus Corp. (a) | 9,242 | 14,972 | |
Cooper Cos., Inc. | 530 | 168,545 | |
DENTSPLY SIRONA, Inc. | 2,467 | 84,273 | |
Embecta Corp. | 3,069 | 46,188 | |
Haemonetics Corp. (a) | 2,590 | 232,012 | |
ICU Medical, Inc. (a) | 200 | 23,802 | |
Lantheus Holdings, Inc. (a) | 3,513 | 244,083 | |
Merit Medical Systems, Inc. (a) | 2,939 | 202,850 | |
Neogen Corp. (a) | 11,188 | 207,426 | |
OraSure Technologies, Inc. (a) | 3,777 | 22,398 | |
OrthoPediatrics Corp. (a) | 794 | 25,408 | |
RxSight, Inc. (a) | 1,345 | 37,512 | |
Sanara Medtech, Inc. (a) | 132 | 4,109 | |
STAAR Surgical Co. (a) | 2,524 | 101,414 | |
Tela Bio, Inc. (a) | 966 | 7,728 | |
UFP Technologies, Inc. (a) | 372 | 60,059 | |
Utah Medical Products, Inc. | 176 | 15,136 | |
1,837,881 | |||
Healthcare Technology - 0.1% | |||
American Well Corp., Class A (a) | 13,447 | 15,733 | |
Certara, Inc. (a) | 1,400 | 20,356 | |
Computer Programs & Systems, Inc. (a) | 733 | 11,684 | |
Definitive Healthcare Corp. (a) | 2,279 | 18,209 | |
Doximity, Inc., Class A (a) | 1,500 | 31,830 | |
Evolent Health, Inc., Class A (a) | 5,704 | 155,320 | |
Health Catalyst, Inc. (a) | 2,781 | 28,144 | |
HealthStream, Inc. | 1,229 | 26,522 | |
Multiplan Corp. (a) | 20,886 | 35,088 | |
NextGen Healthcare, Inc. (a) | 2,874 | 68,200 | |
OptimizeRx Corp. (a) | 825 | 6,419 | |
Phreesia, Inc. (a) | 2,705 | 50,529 | |
Schrodinger, Inc. (a) | 2,834 | 80,117 | |
Sharecare, Inc. (a) | 17,188 | 16,164 | |
Simulations Plus, Inc. | 787 | 32,818 | |
Teladoc Health, Inc. (a) | 2,351 | 43,705 | |
Veeva Systems, Inc., Class A (a) | 1,679 | 341,593 | |
Veradigm, Inc. (a) | 5,637 | 74,070 | |
1,056,501 | |||
Heavy Electrical Equipment - 0.0% * | |||
Babcock & Wilcox Enterprises, Inc. (a) | 3,275 | 13,788 | |
Bloom Energy Corp., Class A (a) | 9,978 | 132,308 | |
Energy Vault Holdings, Inc. (a) | 5,431 | 13,849 | |
NuScale Power Corp. (a) | 2,955 | 14,479 | |
TPI Composites, Inc. (a) | 2,447 | 6,485 | |
180,909 | |||
Home Building - 0.3% | |||
Beazer Homes USA, Inc. (a) | 1,456 | 36,269 | |
Cavco Industries, Inc. (a) | 454 | 120,610 | |
Century Communities, Inc. | 1,479 | 98,768 | |
DR Horton, Inc. | 3,640 | 391,191 |
Number of Shares | Fair Value | ||
Dream Finders Homes, Inc., Class A (a) | 1,206 | $26,809 | |
Green Brick Partners, Inc. (a) | 1,379 | 57,242 | |
Hovnanian Enterprises, Inc., Class A (a) | 243 | 24,703 | |
Installed Building Products, Inc. | 1,227 | 153,240 | |
KB Home | 3,746 | 173,365 | |
Landsea Homes Corp. (a) | 566 | 5,088 | |
Legacy Housing Corp. (a) | 442 | 8,579 | |
Lennar Corp., Class A | 2,805 | 314,805 | |
LGI Homes, Inc. (a) | 1,080 | 107,449 | |
M/I Homes, Inc. (a) | 1,397 | 117,404 | |
MDC Holdings, Inc. | 3,043 | 125,463 | |
Meritage Homes Corp. | 1,881 | 230,216 | |
NVR, Inc. (a) | 32 | 190,826 | |
PulteGroup, Inc. | 2,618 | 193,863 | |
Skyline Champion Corp. (a) | 2,771 | 176,568 | |
Taylor Morrison Home Corp. (a) | 5,433 | 231,500 | |
Toll Brothers, Inc. | 1,415 | 104,654 | |
TopBuild Corp. (a) | 400 | 100,640 | |
Tri Pointe Homes, Inc. (a) | 5,138 | 140,524 | |
United Homes Group, Inc. (a) | 215 | 1,204 | |
3,130,980 | |||
Home Furnishing Retail - 0.0% * | |||
Aaron's Co., Inc. | 1,408 | 14,742 | |
Haverty Furniture Cos., Inc. | 740 | 21,297 | |
Overstock.com, Inc. (a) | 2,211 | 34,978 | |
RH (a) | 170 | 44,941 | |
Sleep Number Corp. (a) | 1,069 | 26,287 | |
Wayfair, Inc., Class A (a) | 1,000 | 60,570 | |
Williams-Sonoma, Inc. | 755 | 117,327 | |
320,142 | |||
Home Furnishings - 0.0% * | |||
Ethan Allen Interiors, Inc. | 1,135 | 33,936 | |
Hooker Furnishings Corp. | 622 | 12,098 | |
La-Z-Boy, Inc. | 2,270 | 70,098 | |
Leggett & Platt, Inc. | 1,600 | 40,656 | |
Lovesac Co. (a) | 742 | 14,781 | |
Mohawk Industries, Inc. (a) | 600 | 51,486 | |
Purple Innovation, Inc. | 3,199 | 5,470 | |
Tempur Sealy International, Inc. | 1,800 | 78,012 | |
306,537 | |||
Home Improvement Retail - 0.4% | |||
Floor & Decor Holdings, Inc., Class A (a) | 1,300 | 117,650 | |
GrowGeneration Corp. (a) | 2,890 | 8,439 | |
Home Depot, Inc. | 11,844 | 3,578,783 | |
Lowe's Cos., Inc. | 6,923 | 1,438,876 | |
Tile Shop Holdings, Inc. (a) | 1,695 | 9,306 | |
5,153,054 | |||
Hotel & Resort REITs - 0.1% | |||
Apple Hospitality REIT, Inc. | 11,156 | 171,133 | |
Braemar Hotels & Resorts, Inc. | 3,160 | 8,753 | |
Chatham Lodging Trust | 2,447 | 23,418 | |
DiamondRock Hospitality Co. | 10,953 | 87,953 | |
Hersha Hospitality Trust, Class A | 1,586 | 15,638 | |
Host Hotels & Resorts, Inc. | 8,754 | 140,677 | |
Park Hotels & Resorts, Inc. | 2,200 | 27,104 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Pebblebrook Hotel Trust | 6,324 | $85,943 | |
RLJ Lodging Trust | 8,166 | 79,945 | |
Ryman Hospitality Properties, Inc. | 2,983 | 248,424 | |
Service Properties Trust | 8,628 | 66,349 | |
Summit Hotel Properties, Inc. | 5,253 | 30,467 | |
Sunstone Hotel Investors, Inc. | 10,836 | 101,317 | |
Xenia Hotels & Resorts, Inc. | 5,795 | 68,265 | |
1,155,386 | |||
Hotels, Resorts & Cruise Lines - 0.3% | |||
Airbnb, Inc., Class A (a) | 4,800 | 658,608 | |
Bluegreen Vacations Holding Corp. | 588 | 21,568 | |
Booking Holdings, Inc. (a) | 442 | 1,363,106 | |
Carnival Corp. (a) | 12,300 | 168,756 | |
Choice Hotels International, Inc. | 300 | 36,753 | |
Expedia Group, Inc. (a) | 1,578 | 162,644 | |
Global Business Travel Group I (a) | 1,875 | 10,312 | |
Hilton Grand Vacations, Inc. (a) | 4,211 | 171,388 | |
Hilton Worldwide Holdings, Inc. | 3,036 | 455,946 | |
Hyatt Hotels Corp., Class A | 500 | 53,040 | |
Lindblad Expeditions Holdings, Inc. (a) | 1,800 | 12,960 | |
Marriott International, Inc., Class A | 3,003 | 590,270 | |
Marriott Vacations Worldwide Corp. | 555 | 55,850 | |
Mondee Holdings, Inc. (a) | 2,519 | 8,993 | |
Norwegian Cruise Line Holdings Ltd. (a) | 5,500 | 90,640 | |
Royal Caribbean Cruises Ltd. (a) | 2,800 | 257,992 | |
Sabre Corp. (a) | 17,270 | 77,542 | |
Target Hospitality Corp. (a) | 1,509 | 23,963 | |
Travel & Leisure Co. | 900 | 33,057 | |
Wyndham Hotels & Resorts, Inc. | 800 | 55,632 | |
4,309,020 | |||
Household Appliances - 0.0% * | |||
Cricut, Inc., Class A | 2,422 | 22,500 | |
Helen of Troy Ltd. (a) | 1,248 | 145,467 | |
iRobot Corp. (a) | 1,444 | 54,728 | |
Traeger, Inc. (a) | 1,754 | 4,788 | |
Whirlpool Corp. | 558 | 74,605 | |
302,088 | |||
Household Products - 0.5% | |||
Central Garden & Pet Co., Class A (a) | 2,054 | 82,345 | |
Central Garden & Pet Co. (a) | 497 | 21,938 | |
Church & Dwight Co., Inc. | 2,928 | 268,293 | |
Clorox Co. | 1,547 | 202,750 | |
Colgate-Palmolive Co. | 9,795 | 696,522 | |
Energizer Holdings, Inc. | 3,717 | 119,093 | |
Kimberly-Clark Corp. | 3,898 | 471,073 | |
Oil-Dri Corp. of America | 272 | 16,796 | |
Procter & Gamble Co. | 27,612 | 4,027,486 | |
Reynolds Consumer Products, Inc. | 900 | 23,067 | |
Spectrum Brands Holdings, Inc. | 400 | 31,340 | |
WD-40 Co. | 704 | 143,081 | |
6,103,784 |
Number of Shares | Fair Value | ||
Housewares & Specialties - 0.0% * | |||
Newell Brands, Inc. | 5,300 | $47,859 | |
Human Resource & Employment Services - 0.3% | |||
Alight, Inc., Class A (a) | 20,620 | 146,196 | |
ASGN, Inc. (a) | 2,493 | 203,628 | |
Asure Software, Inc. (a) | 1,075 | 10,170 | |
Automatic Data Processing, Inc. | 4,829 | 1,161,761 | |
Barrett Business Services, Inc. | 335 | 30,230 | |
Ceridian HCM Holding, Inc. (a) | 1,705 | 115,684 | |
First Advantage Corp. | 2,718 | 37,481 | |
Heidrick & Struggles International, Inc. | 998 | 24,970 | |
HireQuest, Inc. | 187 | 2,885 | |
HireRight Holdings Corp. (a) | 523 | 4,974 | |
Insperity, Inc. | 1,885 | 183,976 | |
Kelly Services, Inc., Class A | 1,654 | 30,086 | |
Kforce, Inc. | 1,018 | 60,734 | |
Korn Ferry | 2,706 | 128,373 | |
ManpowerGroup, Inc. | 679 | 49,784 | |
Paychex, Inc. | 3,728 | 429,950 | |
Paycom Software, Inc. | 635 | 164,637 | |
Paylocity Holding Corp. (a) | 500 | 90,850 | |
Robert Half, Inc. | 1,275 | 93,432 | |
Skillsoft Corp. (a) | 2,868 | 2,542 | |
Sterling Check Corp. (a) | 1,706 | 21,530 | |
TriNet Group, Inc. (a) | 1,946 | 226,670 | |
TrueBlue, Inc. (a) | 1,543 | 22,636 | |
Upwork, Inc. (a) | 6,442 | 73,181 | |
3,316,360 | |||
Independent Power Producers & Energy Traders - 0.0% * | |||
AES Corp. | 8,400 | 127,680 | |
Vistra Corp. | 4,100 | 136,038 | |
263,718 | |||
Industrial Conglomerates - 0.3% | |||
3M Co. | 6,392 | 598,419 | |
General Electric Co. | 12,748 | 1,409,291 | |
Honeywell International, Inc. | 7,754 | 1,432,474 | |
3,440,184 | |||
Industrial Gases - 0.2% | |||
Air Products & Chemicals, Inc. | 2,581 | 731,455 | |
Linde PLC | 5,733 | 2,134,683 | |
2,866,138 | |||
Industrial Machinery & Supplies & Components - 0.6% | |||
374Water, Inc. (a) | 2,064 | 2,559 | |
3D Systems Corp. (a) | 6,293 | 30,899 | |
Albany International Corp., Class A | 1,622 | 139,946 | |
Barnes Group, Inc. | 2,550 | 86,623 | |
Chart Industries, Inc. (a) | 2,216 | 374,770 | |
CIRCOR International, Inc. (a) | 1,066 | 59,430 | |
Columbus McKinnon Corp. | 1,496 | 52,225 | |
Crane Co. | 600 | 53,304 | |
Desktop Metal, Inc., Class A (a) | 13,528 | 19,751 | |
Donaldson Co., Inc. | 1,400 | 83,496 | |
Dover Corp. | 1,674 | 233,540 | |
Energy Recovery, Inc. (a) | 2,912 | 61,764 | |
Enerpac Tool Group Corp. | 2,949 | 77,942 | |
EnPro Industries, Inc. | 1,086 | 131,612 | |
Esab Corp. | 733 | 51,471 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
ESCO Technologies, Inc. | 1,328 | $138,696 | |
Flowserve Corp. | 1,200 | 47,724 | |
Fortive Corp. | 4,250 | 315,180 | |
Franklin Electric Co., Inc. | 2,387 | 212,992 | |
Gates Industrial Corp. PLC (a) | 2,000 | 23,220 | |
Gencor Industries, Inc. (a) | 620 | 8,761 | |
Gorman-Rupp Co. | 1,140 | 37,506 | |
Graco, Inc. | 2,039 | 148,602 | |
Helios Technologies, Inc. | 1,705 | 94,593 | |
Hillenbrand, Inc. | 3,577 | 151,343 | |
Hillman Solutions Corp. (a) | 10,173 | 83,927 | |
Hyster-Yale Materials Handling, Inc. | 548 | 24,430 | |
IDEX Corp. | 857 | 178,273 | |
Illinois Tool Works, Inc. | 3,502 | 806,546 | |
Ingersoll Rand, Inc. | 4,821 | 307,194 | |
ITT, Inc. | 1,100 | 107,701 | |
John Bean Technologies Corp. | 1,648 | 173,271 | |
Kadant, Inc. | 606 | 136,683 | |
Kennametal, Inc. | 4,191 | 104,272 | |
Lincoln Electric Holdings, Inc. | 700 | 127,253 | |
Mayville Engineering Co., Inc. (a) | 385 | 4,223 | |
Middleby Corp. (a) | 510 | 65,280 | |
Mueller Industries, Inc. | 2,897 | 217,739 | |
Mueller Water Products, Inc., Class A | 8,067 | 102,290 | |
Nordson Corp. | 635 | 141,713 | |
Omega Flex, Inc. | 183 | 14,408 | |
Otis Worldwide Corp. | 4,904 | 393,840 | |
Parker-Hannifin Corp. | 1,505 | 586,228 | |
Park-Ohio Holdings Corp. | 490 | 9,756 | |
Pentair PLC | 1,700 | 110,075 | |
Proto Labs, Inc. (a) | 1,312 | 34,637 | |
RBC Bearings, Inc. (a) | 300 | 70,239 | |
Snap-on, Inc. | 625 | 159,412 | |
SPX Technologies, Inc. (a) | 2,284 | 185,918 | |
Standex International Corp. | 614 | 89,454 | |
Stanley Black & Decker, Inc. | 1,887 | 157,715 | |
Tennant Co. | 967 | 71,703 | |
Timken Co. | 400 | 29,396 | |
Velo3D, Inc. (a) | 3,102 | 4,839 | |
Watts Water Technologies, Inc., Class A | 1,412 | 244,022 | |
Xylem, Inc. | 2,843 | 258,798 | |
7,639,184 | |||
Industrial REITs - 0.2% | |||
Americold Realty Trust, Inc. | 3,500 | 106,435 | |
EastGroup Properties, Inc. | 500 | 83,265 | |
First Industrial Realty Trust, Inc. | 1,500 | 71,385 | |
Innovative Industrial Properties, Inc. | 1,449 | 109,631 | |
LXP Industrial Trust | 15,016 | 133,642 | |
Plymouth Industrial REIT, Inc. | 2,123 | 44,477 | |
Prologis, Inc. | 10,853 | 1,217,815 | |
Rexford Industrial Realty, Inc. | 2,548 | 125,744 | |
STAG Industrial, Inc. | 1,500 | 51,765 | |
Terreno Realty Corp. | 4,222 | 239,810 | |
2,183,969 | |||
Insurance Brokers - 0.2% | |||
Aon PLC, Class A | 2,343 | 759,647 | |
Arthur J Gallagher & Co. | 2,507 | 571,421 | |
Brown & Brown, Inc. | 2,900 | 202,536 |
Number of Shares | Fair Value | ||
BRP Group, Inc., Class A (a) | 3,141 | $72,965 | |
Crawford & Co., Class A | 864 | 8,070 | |
eHealth, Inc. (a) | 1,238 | 9,161 | |
GoHealth, Inc., Class A (a) | 137 | 1,985 | |
Goosehead Insurance, Inc., Class A (a) | 1,124 | 83,772 | |
Hippo Holdings, Inc. (a) | 365 | 2,909 | |
Marsh & McLennan Cos., Inc. | 5,832 | 1,109,830 | |
Ryan Specialty Holdings, Inc. (a) | 800 | 38,720 | |
Selectquote, Inc. (a) | 6,659 | 7,791 | |
Willis Towers Watson PLC | 1,224 | 255,767 | |
3,124,574 | |||
Integrated Oil & Gas - 0.7% | |||
Chevron Corp. | 20,794 | 3,506,284 | |
Exxon Mobil Corp. | 47,018 | 5,528,377 | |
Occidental Petroleum Corp. | 7,939 | 515,082 | |
9,549,743 | |||
Integrated Telecommunication Services - 0.2% | |||
AT&T, Inc. | 82,840 | 1,244,257 | |
ATN International, Inc. | 561 | 17,705 | |
Consolidated Communications Holdings, Inc. (a) | 4,220 | 14,432 | |
Frontier Communications Parent, Inc. (a) | 3,200 | 50,080 | |
IDT Corp., Class B (a) | 751 | 16,560 | |
Ooma, Inc. (a) | 1,314 | 17,095 | |
Verizon Communications, Inc. | 48,984 | 1,587,571 | |
2,947,700 | |||
Interactive Home Entertainment - 0.1% | |||
Activision Blizzard, Inc. | 8,542 | 799,788 | |
Electronic Arts, Inc. | 3,161 | 380,584 | |
Playstudios, Inc. (a) | 4,747 | 15,096 | |
ROBLOX Corp., Class A (a) | 5,600 | 162,176 | |
Take-Two Interactive Software, Inc. (a) | 1,883 | 264,354 | |
1,621,998 | |||
Interactive Media & Services - 2.0% | |||
Alphabet, Inc., Class C (a) | 59,720 | 7,874,082 | |
Alphabet, Inc., Class A (a) | 69,720 | 9,123,559 | |
Bumble, Inc., Class A (a) | 5,276 | 78,718 | |
Cargurus, Inc. (a) | 5,090 | 89,177 | |
Cars.com, Inc. (a) | 3,485 | 58,757 | |
DHI Group, Inc. (a) | 2,195 | 6,717 | |
Eventbrite, Inc., Class A (a) | 3,831 | 37,774 | |
EverQuote, Inc., Class A (a) | 977 | 7,064 | |
fuboTV, Inc. (a) | 15,036 | 40,146 | |
IAC, Inc. (a) | 900 | 45,351 | |
Match Group, Inc. (a) | 3,563 | 139,581 | |
MediaAlpha, Inc., Class A (a) | 848 | 7,004 | |
Meta Platforms, Inc., Class A (a) | 25,884 | 7,770,636 | |
Nextdoor Holdings, Inc. (a) | 8,076 | 14,698 | |
Outbrain, Inc. (a) | 2,336 | 11,376 | |
Pinterest, Inc., Class A (a) | 7,397 | 199,941 | |
QuinStreet, Inc. (a) | 2,633 | 23,618 | |
Shutterstock, Inc. | 1,216 | 46,269 | |
System1, Inc. (a) | 863 | 1,044 | |
TripAdvisor, Inc. (a) | 1,600 | 26,528 | |
TrueCar, Inc. (a) | 4,387 | 9,081 | |
Vimeo, Inc. (a) | 7,618 | 26,968 | |
Yelp, Inc. (a) | 3,487 | 145,024 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Ziff Davis, Inc. (a) | 2,437 | $155,212 | |
ZipRecruiter, Inc., Class A (a) | 3,430 | 41,126 | |
ZoomInfo Technologies, Inc. (a) | 3,000 | 49,200 | |
26,028,651 | |||
Internet Services & Infrastructure - 0.2% | |||
Akamai Technologies, Inc. (a) | 1,914 | 203,918 | |
BigCommerce Holdings, Inc. Series 1 (a) | 3,347 | 33,035 | |
Brightcove, Inc. (a) | 2,099 | 6,906 | |
Cloudflare, Inc., Class A (a) | 3,385 | 213,390 | |
DigitalOcean Holdings, Inc. (a) | 3,304 | 79,395 | |
Fastly, Inc., Class A (a) | 6,143 | 117,761 | |
GoDaddy, Inc., Class A (a) | 1,600 | 119,168 | |
MongoDB, Inc. (a) | 737 | 254,899 | |
Okta, Inc. (a) | 1,661 | 135,388 | |
Rackspace Technology, Inc. (a) | 3,110 | 7,308 | |
Snowflake, Inc., Class A (a) | 3,610 | 551,500 | |
Squarespace, Inc., Class A (a) | 2,334 | 67,616 | |
Tucows, Inc., Class A (a) | 490 | 10,001 | |
Twilio, Inc., Class A (a) | 2,147 | 125,664 | |
VeriSign, Inc. (a) | 1,107 | 224,201 | |
2,150,150 | |||
Investment Banking & Brokerage - 0.4% | |||
B Riley Financial, Inc. | 922 | 37,793 | |
BGC Group, Inc., Class A | 16,380 | 86,486 | |
Charles Schwab Corp. | 17,181 | 943,237 | |
Evercore, Inc., Class A | 366 | 50,464 | |
Goldman Sachs Group, Inc. | 3,808 | 1,232,154 | |
Houlihan Lokey, Inc. | 600 | 64,272 | |
Interactive Brokers Group, Inc., Class A | 1,100 | 95,216 | |
Jefferies Financial Group, Inc. | 2,609 | 95,568 | |
Lazard Ltd., Class A | 1,000 | 31,010 | |
LPL Financial Holdings, Inc. | 903 | 214,598 | |
Moelis & Co., Class A | 3,459 | 156,105 | |
Morgan Stanley | 13,897 | 1,134,968 | |
Perella Weinberg Partners | 2,056 | 20,930 | |
Piper Sandler Cos. | 900 | 130,779 | |
PJT Partners, Inc., Class A | 1,238 | 98,347 | |
Raymond James Financial, Inc. | 2,392 | 240,229 | |
Robinhood Markets, Inc., Class A (a) | 8,100 | 79,461 | |
Stifel Financial Corp. | 1,300 | 79,872 | |
StoneX Group, Inc. (a) | 931 | 90,232 | |
Virtu Financial, Inc., Class A | 1,300 | 22,451 | |
4,904,172 | |||
IT Consulting & Other Services - 0.4% | |||
Accenture PLC, Class A | 7,457 | 2,290,119 | |
Amdocs Ltd. | 1,367 | 115,498 | |
BigBear.ai Holdings, Inc. (a) | 939 | 1,418 | |
Cognizant Technology Solutions Corp., Class A | 5,802 | 393,028 | |
DXC Technology Co. (a) | 2,800 | 58,324 | |
EPAM Systems, Inc. (a) | 665 | 170,034 | |
Gartner, Inc. (a) | 938 | 322,306 | |
Globant SA (a) | 500 | 98,925 | |
Grid Dynamics Holdings, Inc. (a) | 2,780 | 33,860 | |
Hackett Group, Inc. | 1,210 | 28,544 | |
Information Services Group, Inc. | 1,794 | 7,858 |
Number of Shares | Fair Value | ||
International Business Machines Corp. | 10,553 | $1,480,586 | |
Kyndryl Holdings, Inc. (a) | 2,959 | 44,681 | |
Perficient, Inc. (a) | 1,784 | 103,222 | |
Thoughtworks Holding, Inc. (a) | 4,688 | 19,127 | |
Unisys Corp. (a) | 3,276 | 11,302 | |
5,178,832 | |||
Leisure Facilities - 0.0% * | |||
Bowlero Corp. (a) | 1,544 | 14,853 | |
Life Time Group Holdings, Inc. (a) | 2,222 | 33,797 | |
Planet Fitness, Inc., Class A (a) | 1,200 | 59,016 | |
SeaWorld Entertainment, Inc. (a) | 1,868 | 86,395 | |
Six Flags Entertainment Corp. (a) | 3,758 | 88,351 | |
Vail Resorts, Inc. | 500 | 110,945 | |
Xponential Fitness, Inc., Class A (a) | 1,251 | 19,390 | |
412,747 | |||
Leisure Products - 0.1% | |||
Acushnet Holdings Corp. | 1,625 | 86,190 | |
AMMO, Inc. (a) | 5,210 | 10,524 | |
BRP, Inc. | 326 | 24,790 | |
Brunswick Corp. | 800 | 63,200 | |
Clarus Corp. | 1,685 | 12,739 | |
Escalade, Inc. | 589 | 9,018 | |
Funko, Inc., Class A (a) | 1,959 | 14,986 | |
Hasbro, Inc. | 1,400 | 92,596 | |
JAKKS Pacific, Inc. (a) | 252 | 4,685 | |
Johnson Outdoors, Inc., Class A | 249 | 13,618 | |
Latham Group, Inc. (a) | 1,359 | 3,805 | |
Malibu Boats, Inc., Class A (a) | 1,078 | 52,844 | |
Marine Products Corp. | 521 | 7,403 | |
MasterCraft Boat Holdings, Inc. (a) | 888 | 19,731 | |
Mattel, Inc. (a) | 4,459 | 98,232 | |
Peloton Interactive, Inc., Class A (a) | 3,572 | 18,039 | |
Polaris, Inc. | 700 | 72,898 | |
Smith & Wesson Brands, Inc. | 2,296 | 29,641 | |
Solo Brands, Inc., Class A (a) | 1,145 | 5,839 | |
Sturm Ruger & Co., Inc. | 864 | 45,032 | |
Topgolf Callaway Brands Corp. (a) | 7,468 | 103,357 | |
Vista Outdoor, Inc. (a) | 3,012 | 99,757 | |
YETI Holdings, Inc. (a) | 900 | 43,398 | |
932,322 | |||
Life & Health Insurance - 0.2% | |||
Aflac, Inc. | 7,255 | 556,821 | |
American Equity Investment Life Holding Co. (a) | 4,018 | 215,526 | |
Brighthouse Financial, Inc. (a) | 670 | 32,790 | |
CNO Financial Group, Inc. | 5,900 | 140,007 | |
F&G Annuities & Life, Inc. | 945 | 26,517 | |
Genworth Financial, Inc., Class A (a) | 24,726 | 144,894 | |
Globe Life, Inc. | 900 | 97,857 | |
Lincoln National Corp. | 1,886 | 46,565 | |
MetLife, Inc. | 7,642 | 480,758 | |
National Western Life Group, Inc., Class A | 120 | 52,499 | |
Oscar Health, Inc., Class A (a) | 7,619 | 42,438 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Primerica, Inc. | 400 | $77,604 | |
Principal Financial Group, Inc. | 2,900 | 209,003 | |
Prudential Financial, Inc. | 4,202 | 398,728 | |
Unum Group | 2,200 | 108,218 | |
2,630,225 | |||
Life Sciences Tools & Services - 0.6% | |||
10X Genomics, Inc., Class A (a) | 1,300 | 53,625 | |
Adaptive Biotechnologies Corp. (a) | 5,651 | 30,798 | |
Agilent Technologies, Inc. | 3,406 | 380,859 | |
Akoya Biosciences, Inc. (a) | 1,416 | 6,584 | |
Avantor, Inc. (a) | 7,600 | 160,208 | |
Azenta, Inc. (a) | 700 | 35,133 | |
BioLife Solutions, Inc. (a) | 1,741 | 24,043 | |
Bio-Rad Laboratories, Inc., Class A (a) | 261 | 93,556 | |
Bio-Techne Corp. | 1,940 | 132,056 | |
Bruker Corp. | 1,361 | 84,790 | |
Charles River Laboratories International, Inc. (a) | 628 | 123,076 | |
Codexis, Inc. (a) | 3,022 | 5,712 | |
CryoPort, Inc. (a) | 2,154 | 29,531 | |
Cytek Biosciences, Inc. (a) | 5,972 | 32,966 | |
Danaher Corp. | 7,711 | 1,913,099 | |
Fortrea Holdings, Inc. (a) | 1,087 | 31,077 | |
Harvard Bioscience, Inc. (a) | 2,347 | 10,092 | |
ICON PLC ADR (a) | 1,000 | 246,250 | |
Illumina, Inc. (a) | 1,872 | 256,988 | |
IQVIA Holdings, Inc. (a) | 2,219 | 436,588 | |
Maravai LifeSciences Holdings, Inc., Class A (a) | 1,300 | 13,000 | |
MaxCyte, Inc. (a) | 4,522 | 14,109 | |
Medpace Holdings, Inc. (a) | 300 | 72,639 | |
Mesa Laboratories, Inc. | 257 | 27,003 | |
Mettler-Toledo International, Inc. (a) | 248 | 274,801 | |
NanoString Technologies, Inc. (a) | 1,489 | 2,561 | |
Nautilus Biotechnology, Inc. (a) | 2,944 | 9,303 | |
OmniAb, Inc. (a)(d) | 4,702 | 24,403 | |
OmniAb, Inc. (c)(d) | 394 | — | |
Pacific Biosciences of California, Inc. (a) | 12,938 | 108,032 | |
QIAGEN NV (a) | 4,543 | 184,031 | |
Quanterix Corp. (a) | 1,744 | 47,332 | |
Quantum-Si, Inc. (a) | 5,748 | 9,542 | |
Repligen Corp. (a) | 706 | 112,261 | |
Revvity, Inc. | 1,560 | 172,692 | |
Seer, Inc. (a) | 2,601 | 5,748 | |
SomaLogic, Inc. (a) | 7,848 | 18,757 | |
Sotera Health Co. (a) | 1,300 | 19,474 | |
Thermo Fisher Scientific, Inc. | 4,537 | 2,296,493 | |
Waters Corp. (a) | 652 | 178,785 | |
West Pharmaceutical Services, Inc. | 842 | 315,927 | |
7,993,924 | |||
Managed Healthcare - 0.7% | |||
Alignment Healthcare, Inc. (a) | 4,304 | 29,870 | |
Centene Corp. (a) | 6,626 | 456,399 | |
Elevance Health, Inc. | 2,779 | 1,210,032 | |
HealthEquity, Inc. (a) | 4,336 | 316,745 | |
Humana, Inc. | 1,477 | 718,590 | |
Molina Healthcare, Inc. (a) | 639 | 209,522 | |
Progyny, Inc. (a) | 4,067 | 138,359 |
Number of Shares | Fair Value | ||
UnitedHealth Group, Inc. | 10,870 | $5,480,545 | |
8,560,062 | |||
Marine Transportation - 0.0% * | |||
Eagle Bulk Shipping, Inc. | 475 | 19,964 | |
Genco Shipping & Trading Ltd. | 2,114 | 29,575 | |
Kirby Corp. (a) | 600 | 49,680 | |
Matson, Inc. | 1,845 | 163,689 | |
Pangaea Logistics Solutions Ltd. | 2,089 | 12,283 | |
275,191 | |||
Metal, Glass & Plastic Containers - 0.1% | |||
AptarGroup, Inc. | 764 | 95,531 | |
Ball Corp. | 3,692 | 183,788 | |
Berry Global Group, Inc. | 1,518 | 93,979 | |
Crown Holdings, Inc. | 1,247 | 110,335 | |
Greif, Inc., Class A | 1,267 | 84,648 | |
Greif, Inc., Class B | 249 | 16,573 | |
Myers Industries, Inc. | 1,826 | 32,740 | |
O-I Glass, Inc. (a) | 8,049 | 134,660 | |
Silgan Holdings, Inc. | 923 | 39,790 | |
TriMas Corp. | 2,197 | 54,398 | |
846,442 | |||
Mortgage REITs - 0.1% | |||
AFC Gamma, Inc. | 818 | 9,603 | |
AGNC Investment Corp. | 6,689 | 63,144 | |
Angel Oak Mortgage REIT, Inc. | 737 | 6,287 | |
Annaly Capital Management, Inc. | 5,875 | 110,509 | |
Apollo Commercial Real Estate Finance, Inc. | 7,408 | 75,043 | |
Arbor Realty Trust, Inc. | 9,435 | 143,223 | |
Ares Commercial Real Estate Corp. | 2,617 | 24,914 | |
ARMOUR Residential REIT, Inc. | 12,016 | 51,068 | |
Blackstone Mortgage Trust, Inc., Class A | 8,907 | 193,727 | |
BrightSpire Capital, Inc. | 6,380 | 39,939 | |
Chicago Atlantic Real Estate Finance, Inc. | 919 | 13,528 | |
Chimera Investment Corp. | 12,166 | 66,426 | |
Claros Mortgage Trust, Inc. | 4,809 | 53,284 | |
Dynex Capital, Inc. | 2,695 | 32,178 | |
Ellington Financial, Inc. | 3,237 | 40,365 | |
Franklin BSP Realty Trust, Inc. | 4,357 | 57,687 | |
Granite Point Mortgage Trust, Inc. | 2,546 | 12,424 | |
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 5,366 | 113,759 | |
Invesco Mortgage Capital, Inc. | 2,126 | 21,281 | |
KKR Real Estate Finance Trust, Inc. | 2,935 | 34,838 | |
Ladder Capital Corp. | 5,929 | 60,832 | |
MFA Financial, Inc. | 5,385 | 51,750 | |
New York Mortgage Trust, Inc. | 4,518 | 38,358 | |
Nexpoint Real Estate Finance, Inc. | 483 | 7,902 | |
Orchid Island Capital, Inc. | 2,397 | 20,398 | |
PennyMac Mortgage Investment Trust | 4,647 | 57,623 | |
Ready Capital Corp. | 8,342 | 84,338 | |
Redwood Trust, Inc. | 5,643 | 40,235 | |
Rithm Capital Corp. | 4,700 | 43,663 | |
Starwood Property Trust, Inc. | 2,900 | 56,115 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
TPG RE Finance Trust, Inc. | 3,497 | $23,535 | |
Two Harbors Investment Corp. | 5,086 | 67,339 | |
1,715,315 | |||
Motorcycle Manufacturers - 0.0% * | |||
Harley-Davidson, Inc. | 1,500 | 49,590 | |
Movies & Entertainment - 0.4% | |||
AMC Entertainment Holdings, Inc., Class A (a) | 929 | 7,423 | |
Atlanta Braves Holdings, Inc., Class C (a) | 2,373 | 84,787 | |
Atlanta Braves Holdings, Inc., Class A | 510 | 19,926 | |
Cinemark Holdings, Inc. (a) | 5,723 | 105,017 | |
IMAX Corp. (a) | 2,226 | 43,006 | |
Liberty Media Corp.-Liberty Formula One, Class C (a) | 2,321 | 144,598 | |
Liberty Media Corp.-Liberty Formula One, Class A | 400 | 22,616 | |
Liberty Media Corp.-Liberty Live, Class C (a) | 473 | 15,183 | |
Liberty Media Corp.-Liberty Live, Class A | 300 | 9,576 | |
Lions Gate Entertainment Corp., Class A (a) | 2,959 | 25,092 | |
Lions Gate Entertainment Corp., Class B (a) | 6,207 | 48,849 | |
Live Nation Entertainment, Inc. (a) | 1,928 | 160,101 | |
Loop Media, Inc. (a) | 1,270 | 631 | |
Madison Square Garden Entertainment Corp. (a) | 2,258 | 74,311 | |
Madison Square Garden Sports Corp. | 200 | 35,260 | |
Marcus Corp. | 1,240 | 19,220 | |
Netflix, Inc. (a) | 5,105 | 1,927,648 | |
Reservoir Media, Inc. (a) | 1,230 | 7,503 | |
Roku, Inc. (a) | 1,584 | 111,815 | |
Sphere Entertainment Co. (a) | 1,383 | 51,392 | |
Spotify Technology SA (a) | 1,595 | 246,651 | |
TKO Group Holdings, Inc. | 500 | 42,030 | |
Vivid Seats, Inc., Class A (a) | 1,298 | 8,333 | |
Walt Disney Co. (a) | 21,456 | 1,739,009 | |
Warner Bros Discovery, Inc. (a) | 25,746 | 279,602 | |
5,229,579 | |||
Multi-Family Residential REITs - 0.1% | |||
Apartment Income REIT Corp. | 1,951 | 59,896 | |
Apartment Investment & Management Co., Class A (a) | 7,807 | 53,088 | |
AvalonBay Communities, Inc. | 1,705 | 292,817 | |
BRT Apartments Corp. | 596 | 10,293 | |
Camden Property Trust | 1,338 | 126,548 | |
Centerspace | 747 | 45,014 | |
Clipper Realty, Inc. | 311 | 1,611 | |
Elme Communities | 4,598 | 62,717 | |
Equity Residential | 4,412 | 259,028 | |
Essex Property Trust, Inc. | 704 | 149,311 | |
Independence Realty Trust, Inc. | 11,670 | 164,197 | |
Mid-America Apartment Communities, Inc. | 1,424 | 183,198 | |
NexPoint Residential Trust, Inc. | 1,118 | 35,977 | |
UDR, Inc. | 4,047 | 144,356 |
Number of Shares | Fair Value | ||
Veris Residential, Inc. | 4,132 | $68,178 | |
1,656,229 | |||
Multi-Line Insurance - 0.1% | |||
American International Group, Inc. | 8,875 | 537,825 | |
Assurant, Inc. | 536 | 76,959 | |
Hartford Financial Services Group, Inc. | 3,594 | 254,851 | |
Horace Mann Educators Corp. | 2,154 | 63,284 | |
932,919 | |||
Multi-Sector Holdings - 0.6% | |||
Berkshire Hathaway, Inc., Class B (a) | 21,524 | 7,539,857 | |
Cannae Holdings, Inc. (a) | 3,738 | 69,676 | |
Compass Diversified Holdings | 3,306 | 62,054 | |
7,671,587 | |||
Multi-Utilities - 0.3% | |||
Ameren Corp. | 3,051 | 228,306 | |
Avista Corp. | 3,913 | 126,664 | |
Black Hills Corp. | 3,447 | 174,384 | |
CenterPoint Energy, Inc. | 7,537 | 202,368 | |
CMS Energy Corp. | 3,600 | 191,196 | |
Consolidated Edison, Inc. | 4,039 | 345,456 | |
Dominion Energy, Inc. | 9,842 | 439,642 | |
DTE Energy Co. | 2,384 | 236,683 | |
NiSource, Inc. | 5,313 | 131,125 | |
Northwestern Energy Group, Inc. | 3,117 | 149,803 | |
Public Service Enterprise Group, Inc. | 5,669 | 322,623 | |
Sempra | 7,178 | 488,319 | |
Unitil Corp. | 793 | 33,869 | |
WEC Energy Group, Inc. | 3,674 | 295,941 | |
3,366,379 | |||
Office REITs - 0.1% | |||
Alexandria Real Estate Equities, Inc. | 2,092 | 209,409 | |
Boston Properties, Inc. | 2,000 | 118,960 | |
Brandywine Realty Trust | 8,443 | 38,331 | |
City Office REIT, Inc. | 1,911 | 8,122 | |
COPT Defense Properties | 5,843 | 139,239 | |
Cousins Properties, Inc. | 1,600 | 32,592 | |
Douglas Emmett, Inc. | 8,556 | 109,174 | |
Easterly Government Properties, Inc. | 4,926 | 56,304 | |
Equity Commonwealth | 5,456 | 100,227 | |
Highwoods Properties, Inc. | 1,300 | 26,793 | |
Hudson Pacific Properties, Inc. | 6,843 | 45,506 | |
JBG SMITH Properties | 5,715 | 82,639 | |
Kilroy Realty Corp. | 1,322 | 41,788 | |
Office Properties Income Trust | 2,523 | 10,344 | |
Orion Office REIT, Inc. | 2,758 | 14,369 | |
Paramount Group, Inc. | 9,159 | 42,315 | |
Peakstone Realty Trust | 1,925 | 32,032 | |
Piedmont Office Realty Trust, Inc., Class A | 6,122 | 34,406 | |
Postal Realty Trust, Inc., Class A | 879 | 11,866 | |
SL Green Realty Corp. | 3,359 | 125,291 | |
Vornado Realty Trust | 2,100 | 47,628 | |
1,327,335 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Office Services & Supplies - 0.0% * | |||
ACCO Brands Corp. | 4,648 | $26,680 | |
CompX International, Inc. | 19 | 353 | |
HNI Corp. | 2,411 | 83,493 | |
Interface, Inc. | 2,878 | 28,233 | |
MillerKnoll, Inc. | 3,975 | 97,189 | |
MSA Safety, Inc. | 400 | 63,060 | |
NL Industries, Inc. | 196 | 931 | |
Pitney Bowes, Inc. | 8,801 | 26,579 | |
Steelcase, Inc., Class A | 4,901 | 54,744 | |
381,262 | |||
Oil & Gas Drilling - 0.1% | |||
Diamond Offshore Drilling, Inc. (a) | 5,303 | 77,848 | |
Helmerich & Payne, Inc. | 5,031 | 212,107 | |
Nabors Industries Ltd. (a) | 482 | 59,353 | |
Noble Corp. PLC | 5,711 | 289,262 | |
Patterson-UTI Energy, Inc. | 18,251 | 252,594 | |
Valaris Ltd. (a) | 3,171 | 237,762 | |
1,128,926 | |||
Oil & Gas Equipment & Services - 0.3% | |||
Archrock, Inc. | 7,241 | 91,237 | |
Atlas Energy Solutions, Inc., Class A | 888 | 19,740 | |
Baker Hughes Co. | 11,733 | 414,410 | |
Bristow Group, Inc. (a) | 1,177 | 33,156 | |
Cactus, Inc., Class A | 3,343 | 167,852 | |
ChampionX Corp. | 10,259 | 365,426 | |
Core Laboratories, Inc. | 2,456 | 58,969 | |
DMC Global, Inc. (a) | 942 | 23,051 | |
Dril-Quip, Inc. (a) | 1,684 | 47,438 | |
Expro Group Holdings NV (a) | 4,584 | 106,486 | |
Forum Energy Technologies, Inc. (a) | 546 | 13,115 | |
Halliburton Co. | 9,982 | 404,271 | |
Helix Energy Solutions Group, Inc. (a) | 7,501 | 83,786 | |
KLX Energy Services Holdings, Inc. (a) | 758 | 8,982 | |
Kodiak Gas Services, Inc. (a) | 789 | 14,107 | |
Liberty Energy, Inc. | 8,600 | 159,272 | |
Mammoth Energy Services, Inc. (a) | 812 | 3,768 | |
Newpark Resources, Inc. (a) | 3,920 | 27,087 | |
NOV, Inc. | 5,300 | 110,770 | |
Oceaneering International, Inc. (a) | 5,212 | 134,053 | |
Oil States International, Inc. (a) | 3,193 | 26,725 | |
ProFrac Holding Corp., Class A (a) | 1,443 | 15,700 | |
ProPetro Holding Corp. (a) | 5,223 | 55,520 | |
Ranger Energy Services, Inc. | 863 | 12,237 | |
RPC, Inc. | 4,243 | 37,932 | |
Schlumberger NV | 16,950 | 988,185 | |
SEACOR Marine Holdings, Inc. (a) | 1,324 | 18,377 | |
Select Water Solutions, Inc. | 4,250 | 33,788 | |
Solaris Oilfield Infrastructure, Inc., Class A | 1,548 | 16,502 | |
Tenaris SA | 4,418 | 70,093 | |
TETRA Technologies, Inc. (a) | 6,258 | 39,926 | |
Tidewater, Inc. (a) | 2,459 | 174,761 | |
U.S. Silica Holdings, Inc. (a) | 3,989 | 56,006 |
Number of Shares | Fair Value | ||
Weatherford International PLC (a) | 3,672 | $331,692 | |
4,164,420 | |||
Oil & Gas Exploration & Production - 0.7% | |||
Amplify Energy Corp. (a) | 1,763 | 12,958 | |
Antero Resources Corp. (a) | 3,500 | 88,830 | |
APA Corp. | 3,400 | 139,740 | |
Berry Corp. | 3,819 | 31,316 | |
California Resources Corp. | 3,712 | 207,909 | |
Callon Petroleum Co. (a) | 3,179 | 124,363 | |
Chesapeake Energy Corp. | 1,500 | 129,345 | |
Chord Energy Corp. | 2,158 | 349,747 | |
Civitas Resources, Inc. | 3,573 | 288,949 | |
CNX Resources Corp. (a) | 8,236 | 185,969 | |
Comstock Resources, Inc. | 4,874 | 53,760 | |
ConocoPhillips | 14,272 | 1,709,786 | |
Coterra Energy, Inc. | 8,627 | 233,360 | |
Crescent Energy Co., Class A | 1,941 | 24,534 | |
Denbury, Inc. (a) | 2,630 | 257,766 | |
Devon Energy Corp. | 7,429 | 354,363 | |
Diamondback Energy, Inc. | 2,131 | 330,049 | |
Earthstone Energy, Inc., Class A (a) | 3,018 | 61,084 | |
Empire Petroleum Corp. (a) | 548 | 5,277 | |
EOG Resources, Inc. | 6,953 | 881,362 | |
EQT Corp. | 4,302 | 174,575 | |
Evolution Petroleum Corp. | 1,728 | 11,820 | |
Granite Ridge Resources, Inc. | 1,530 | 9,333 | |
Gulfport Energy Corp. (a) | 573 | 67,992 | |
Hess Corp. | 3,213 | 491,589 | |
HighPeak Energy, Inc. | 697 | 11,765 | |
Magnolia Oil & Gas Corp., Class A | 9,475 | 217,072 | |
Marathon Oil Corp. | 7,387 | 197,602 | |
Matador Resources Co. | 5,892 | 350,456 | |
Murphy Oil Corp. | 7,728 | 350,465 | |
Northern Oil & Gas, Inc. | 4,237 | 170,455 | |
Ovintiv, Inc. | 2,800 | 133,196 | |
Permian Resources Corp. | 14,249 | 198,916 | |
Pioneer Natural Resources Co. | 2,719 | 624,146 | |
PrimeEnergy Resources Corp. (a) | 26 | 3,016 | |
Range Resources Corp. | 2,600 | 84,266 | |
Riley Exploration Permian, Inc. | 493 | 15,673 | |
Ring Energy, Inc. (a) | 6,806 | 13,272 | |
SandRidge Energy, Inc. | 1,610 | 25,213 | |
SilverBow Resources, Inc. (a) | 882 | 31,549 | |
Sitio Royalties Corp., Class A | 4,193 | 101,513 | |
SM Energy Co. | 6,200 | 245,830 | |
Southwestern Energy Co. (a) | 12,300 | 79,335 | |
Talos Energy, Inc. (a) | 5,732 | 94,234 | |
Tellurian, Inc. (a) | 26,470 | 30,705 | |
Texas Pacific Land Corp. | 65 | 118,531 | |
VAALCO Energy, Inc. | 5,467 | 24,000 | |
Vital Energy, Inc. (a) | 836 | 46,331 | |
Vitesse Energy, Inc. | 1,256 | 28,750 | |
W&T Offshore, Inc. (a) | 5,025 | 22,010 | |
9,444,077 | |||
Oil & Gas Refining & Marketing - 0.2% | |||
Clean Energy Fuels Corp. (a) | 8,437 | 32,314 | |
CVR Energy, Inc. | 1,562 | 53,155 | |
Delek U.S. Holdings, Inc. | 3,393 | 96,395 | |
Gevo, Inc. (a) | 12,920 | 15,375 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Green Plains, Inc. (a) | 3,024 | $91,022 | |
HF Sinclair Corp. | 1,600 | 91,088 | |
Marathon Petroleum Corp. | 5,068 | 766,991 | |
Par Pacific Holdings, Inc. (a) | 2,872 | 103,220 | |
PBF Energy, Inc., Class A | 5,873 | 314,382 | |
Phillips 66 | 5,341 | 641,721 | |
REX American Resources Corp. (a) | 779 | 31,721 | |
Valero Energy Corp. | 4,286 | 607,369 | |
Vertex Energy, Inc. (a) | 3,590 | 15,975 | |
World Kinect Corp. | 3,222 | 72,269 | |
2,932,997 | |||
Oil & Gas Storage & Transportation - 0.2% | |||
Antero Midstream Corp. | 4,100 | 49,118 | |
Cheniere Energy, Inc. | 2,779 | 461,203 | |
DHT Holdings, Inc. | 7,184 | 73,995 | |
Dorian LPG Ltd. | 1,586 | 45,566 | |
DT Midstream, Inc. | 1,150 | 60,858 | |
Equitrans Midstream Corp. | 22,577 | 211,546 | |
Excelerate Energy, Inc., Class A | 892 | 15,200 | |
International Seaways, Inc. | 2,116 | 95,220 | |
Kinder Morgan, Inc. | 23,417 | 388,254 | |
Kinetik Holdings, Inc. | 862 | 29,092 | |
New Fortress Energy, Inc. | 900 | 29,502 | |
NextDecade Corp. (a) | 1,781 | 9,119 | |
Nordic American Tankers Ltd. | 10,169 | 41,896 | |
ONEOK, Inc. | 5,255 | 333,325 | |
Overseas Shipholding Group, Inc., Class A (a) | 3,535 | 15,519 | |
Targa Resources Corp. | 2,747 | 235,473 | |
Williams Cos., Inc. | 14,437 | 486,382 | |
2,581,268 | |||
Other Specialized REITs - 0.1% | |||
EPR Properties | 700 | 29,078 | |
Farmland Partners, Inc. | 2,542 | 26,081 | |
Four Corners Property Trust, Inc. | 4,502 | 99,899 | |
Gaming & Leisure Properties, Inc. | 2,911 | 132,596 | |
Gladstone Land Corp. | 1,686 | 23,992 | |
Iron Mountain, Inc. | 3,500 | 208,075 | |
Lamar Advertising Co., Class A | 1,100 | 91,817 | |
Outfront Media, Inc. | 7,694 | 77,709 | |
Safehold, Inc. | 2,312 | 41,154 | |
Uniti Group, Inc. | 12,488 | 58,943 | |
VICI Properties, Inc. | 11,759 | 342,187 | |
1,131,531 | |||
Other Specialty Retail - 0.1% | |||
1-800-Flowers.com, Inc., Class A (a) | 1,508 | 10,556 | |
Academy Sports & Outdoors, Inc. | 3,862 | 182,557 | |
BARK, Inc. (a) | 5,659 | 6,791 | |
Bath & Body Works, Inc. | 2,998 | 101,332 | |
Big 5 Sporting Goods Corp. | 1,275 | 8,938 | |
Build-A-Bear Workshop, Inc. | 719 | 21,146 | |
Dick's Sporting Goods, Inc. | 687 | 74,594 | |
Envela Corp. (a) | 265 | 1,256 | |
Five Below, Inc. (a) | 700 | 112,630 | |
Hibbett, Inc. | 633 | 30,074 | |
Leslie's, Inc. (a) | 9,427 | 53,357 | |
MarineMax, Inc. (a) | 1,062 | 34,855 |
Number of Shares | Fair Value | ||
National Vision Holdings, Inc. (a) | 4,062 | $65,723 | |
ODP Corp. (a) | 1,677 | 77,394 | |
PetMed Express, Inc. | 940 | 9,635 | |
Rent the Runway, Inc., Class A (a) | 1,423 | 968 | |
Sally Beauty Holdings, Inc. (a) | 5,701 | 47,774 | |
Signet Jewelers Ltd. | 2,307 | 165,666 | |
Sportsman's Warehouse Holdings, Inc. (a) | 2,306 | 10,354 | |
Tractor Supply Co. | 1,303 | 264,574 | |
Ulta Beauty, Inc. (a) | 582 | 232,480 | |
Warby Parker, Inc., Class A (a) | 4,461 | 58,707 | |
Winmark Corp. | 150 | 55,969 | |
1,627,330 | |||
Packaged Foods & Meats - 0.6% | |||
B&G Foods, Inc. | 3,519 | 34,803 | |
Beyond Meat, Inc. (a) | 2,947 | 28,350 | |
BRC, Inc., Class A (a) | 1,418 | 5,091 | |
Calavo Growers, Inc. | 866 | 21,849 | |
Cal-Maine Foods, Inc. | 1,987 | 96,211 | |
Campbell Soup Co. | 2,400 | 98,592 | |
Conagra Brands, Inc. | 5,900 | 161,778 | |
Dole PLC | 3,536 | 40,947 | |
Flowers Foods, Inc. | 2,100 | 46,578 | |
Freshpet, Inc. (a) | 600 | 39,528 | |
General Mills, Inc. | 6,830 | 437,052 | |
Hain Celestial Group, Inc. (a) | 4,416 | 45,794 | |
Hershey Co. | 1,694 | 338,935 | |
Hormel Foods Corp. | 3,578 | 136,071 | |
Hostess Brands, Inc. (a) | 6,861 | 228,540 | |
J & J Snack Foods Corp. | 781 | 127,811 | |
J M Smucker Co. | 1,221 | 150,073 | |
JBS SA | 12,000 | 43,275 | |
John B Sanfilippo & Son, Inc. | 443 | 43,768 | |
Kellogg Co. | 3,050 | 181,505 | |
Kraft Heinz Co. | 9,629 | 323,920 | |
Lamb Weston Holdings, Inc. | 1,786 | 165,134 | |
Lancaster Colony Corp. | 1,011 | 166,845 | |
McCormick & Co., Inc. | 2,877 | 217,616 | |
Mission Produce, Inc. (a) | 2,440 | 23,619 | |
Mondelez International, Inc., Class A | 15,902 | 1,103,599 | |
Nestle SA | 25,535 | 2,895,716 | |
Post Holdings, Inc. (a) | 600 | 51,444 | |
Seneca Foods Corp., Class A (a) | 250 | 13,457 | |
Simply Good Foods Co. (a) | 4,702 | 162,313 | |
Sovos Brands, Inc. (a) | 2,672 | 60,254 | |
TreeHouse Foods, Inc. (a) | 2,672 | 116,446 | |
Tyson Foods, Inc., Class A | 3,332 | 168,233 | |
Utz Brands, Inc. | 3,795 | 50,967 | |
Vital Farms, Inc. (a) | 1,473 | 17,057 | |
Westrock Coffee Co. (a) | 1,577 | 13,972 | |
7,857,143 | |||
Paper & Plastic Packaging Products & Materials - 0.1% | |||
Amcor PLC | 16,500 | 151,140 | |
Avery Dennison Corp. | 942 | 172,075 | |
Graphic Packaging Holding Co. | 3,800 | 84,664 | |
International Paper Co. | 4,223 | 149,790 | |
Packaging Corp. of America | 983 | 150,940 | |
Pactiv Evergreen, Inc. | 2,216 | 18,016 | |
Ranpak Holdings Corp. (a) | 2,152 | 11,707 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Sealed Air Corp. | 1,505 | $49,454 | |
Sonoco Products Co. | 1,100 | 59,785 | |
Westrock Co. | 3,400 | 121,720 | |
969,291 | |||
Paper Products - 0.0% * | |||
Clearwater Paper Corp. (a) | 841 | 30,486 | |
Glatfelter Corp. (a) | 1,418 | 2,836 | |
Sylvamo Corp. | 1,900 | 83,486 | |
116,808 | |||
Passenger Airlines - 0.1% | |||
Alaska Air Group, Inc. (a) | 1,521 | 56,399 | |
Allegiant Travel Co. | 826 | 63,486 | |
American Airlines Group, Inc. (a) | 7,500 | 96,075 | |
Blade Air Mobility, Inc. (a) | 2,879 | 7,457 | |
Delta Air Lines, Inc. | 7,357 | 272,209 | |
Frontier Group Holdings, Inc. (a) | 2,152 | 10,416 | |
Hawaiian Holdings, Inc. (a) | 2,563 | 16,224 | |
JetBlue Airways Corp. (a) | 17,227 | 79,244 | |
Joby Aviation, Inc. (a) | 14,486 | 93,435 | |
SkyWest, Inc. (a) | 2,258 | 94,700 | |
Southwest Airlines Co. | 7,262 | 196,582 | |
Spirit Airlines, Inc. | 5,706 | 94,149 | |
Sun Country Airlines Holdings, Inc. (a) | 1,891 | 28,062 | |
United Airlines Holdings, Inc. (a) | 3,666 | 155,072 | |
1,263,510 | |||
Passenger Ground Transportation - 0.1% | |||
Avis Budget Group, Inc. (a) | 300 | 53,907 | |
Hertz Global Holdings, Inc. (a) | 1,800 | 22,050 | |
Lyft, Inc., Class A (a) | 3,215 | 33,886 | |
Uber Technologies, Inc. (a) | 22,559 | 1,037,489 | |
1,147,332 | |||
Personal Care Products - 0.2% | |||
Beauty Health Co. (a) | 4,099 | 24,676 | |
BellRing Brands, Inc. (a) | 6,919 | 285,270 | |
Coty, Inc., Class A (a) | 4,300 | 47,171 | |
Edgewell Personal Care Co. | 2,664 | 98,462 | |
elf Beauty, Inc. (a) | 2,751 | 302,142 | |
Estee Lauder Cos., Inc., Class A | 2,666 | 385,370 | |
Haleon PLC | 52,613 | 218,883 | |
Herbalife Ltd. (a) | 5,162 | 72,217 | |
Inter Parfums, Inc. | 952 | 127,892 | |
Kenvue, Inc. | 20,374 | 409,110 | |
Medifast, Inc. | 531 | 39,745 | |
Nature's Sunshine Products, Inc. (a) | 546 | 9,047 | |
Nu Skin Enterprises, Inc., Class A | 2,614 | 55,443 | |
Thorne HealthTech, Inc. (a) | 801 | 8,162 | |
USANA Health Sciences, Inc. (a) | 566 | 33,173 | |
Waldencast PLC, Class A | 2,014 | 18,972 | |
2,135,735 | |||
Pharmaceuticals - 1.9% | |||
Aclaris Therapeutics, Inc. (a) | 3,483 | 23,859 | |
Amneal Pharmaceuticals, Inc. (a) | 6,137 | 25,898 |
Number of Shares | Fair Value | ||
Amphastar Pharmaceuticals, Inc. (a) | 1,975 | $90,830 | |
Amylyx Pharmaceuticals, Inc. (a) | 2,691 | 49,272 | |
ANI Pharmaceuticals, Inc. (a) | 765 | 44,416 | |
Arvinas, Inc. (a) | 2,565 | 50,377 | |
Assertio Holdings, Inc. (a) | 4,951 | 12,675 | |
Atea Pharmaceuticals, Inc. (a) | 4,300 | 12,900 | |
Axsome Therapeutics, Inc. (a) | 1,822 | 127,340 | |
Biote Corp., Class A (a) | 488 | 2,499 | |
Bright Green Corp. (a) | 2,110 | 835 | |
Bristol-Myers Squibb Co. | 24,529 | 1,423,663 | |
Cara Therapeutics, Inc. (a) | 2,213 | 3,718 | |
Cassava Sciences, Inc. (a) | 1,979 | 32,931 | |
Catalent, Inc. (a) | 2,329 | 106,039 | |
Citius Pharmaceuticals, Inc. (a) | 4,282 | 2,931 | |
Collegium Pharmaceutical, Inc. (a) | 1,719 | 38,420 | |
Corcept Therapeutics, Inc. (a) | 4,158 | 113,285 | |
CorMedix, Inc. (a) | 2,986 | 11,048 | |
Cymabay Therapeutics, Inc. (a) | 5,107 | 76,145 | |
Edgewise Therapeutics, Inc. (a) | 1,855 | 10,629 | |
Elanco Animal Health, Inc. (a) | 4,882 | 54,874 | |
Eli Lilly & Co. | 9,888 | 5,311,141 | |
Enliven Therapeutics, Inc. (a) | 1,129 | 15,422 | |
Evolus, Inc. (a) | 2,252 | 20,583 | |
Eyenovia, Inc. (a) | 973 | 1,615 | |
EyePoint Pharmaceuticals, Inc. (a) | 1,263 | 10,091 | |
GSK PLC | 39,095 | 711,943 | |
Harmony Biosciences Holdings, Inc. (a) | 1,726 | 56,561 | |
Harrow, Inc. (a) | 1,577 | 22,662 | |
Ikena Oncology, Inc. (a) | 1,532 | 6,634 | |
Innoviva, Inc. (a) | 3,075 | 39,944 | |
Intra-Cellular Therapies, Inc. (a) | 4,832 | 251,699 | |
Jazz Pharmaceuticals PLC (a) | 800 | 103,552 | |
Johnson & Johnson | 28,174 | 4,388,101 | |
Ligand Pharmaceuticals, Inc. (a) | 882 | 52,849 | |
Liquidia Corp. (a) | 2,289 | 14,512 | |
Longboard Pharmaceuticals, Inc. (a) | 543 | 3,019 | |
Marinus Pharmaceuticals, Inc. (a) | 2,780 | 22,379 | |
Merck & Co., Inc. | 29,892 | 3,077,381 | |
NGM Biopharmaceuticals, Inc. (a) | 1,322 | 1,415 | |
Nuvation Bio, Inc. (a) | 8,262 | 11,071 | |
Ocular Therapeutix, Inc. (a) | 3,775 | 11,854 | |
Omeros Corp. (a) | 3,476 | 10,150 | |
Optinose, Inc. (a) | 2,541 | 3,125 | |
Organon & Co. | 2,790 | 48,434 | |
Pacira BioSciences, Inc. (a) | 2,375 | 72,865 | |
Perrigo Co. PLC | 1,600 | 51,120 | |
Pfizer, Inc. | 66,495 | 2,205,639 | |
Phathom Pharmaceuticals, Inc. (a) | 1,676 | 17,380 | |
Phibro Animal Health Corp., Class A | 956 | 12,208 | |
Pliant Therapeutics, Inc. (a) | 2,995 | 51,933 | |
Prestige Consumer Healthcare, Inc. (a) | 2,581 | 147,607 | |
Revance Therapeutics, Inc. (a) | 4,362 | 50,032 | |
Roche Holding AG | 7,018 | 1,927,593 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Royalty Pharma PLC, Class A | 4,300 | $116,702 | |
Sanofi | 10,857 | 1,166,497 | |
scPharmaceuticals, Inc. (a) | 1,641 | 11,684 | |
SIGA Technologies, Inc. | 2,314 | 12,149 | |
Supernus Pharmaceuticals, Inc. (a) | 2,565 | 70,717 | |
Taro Pharmaceutical Industries Ltd. (a) | 451 | 17,007 | |
Tarsus Pharmaceuticals, Inc. (a) | 1,282 | 22,781 | |
Terns Pharmaceuticals, Inc. (a) | 2,422 | 12,183 | |
Theravance Biopharma, Inc. (a) | 2,894 | 24,975 | |
Theseus Pharmaceuticals, Inc. (a) | 898 | 2,416 | |
Third Harmonic Bio, Inc. (a) | 1,193 | 7,623 | |
Trevi Therapeutics, Inc. (a) | 1,451 | 3,163 | |
Ventyx Biosciences, Inc. (a) | 2,439 | 84,707 | |
Verrica Pharmaceuticals, Inc. (a) | 727 | 2,824 | |
Viatris, Inc. | 13,600 | 134,096 | |
WaVe Life Sciences Ltd. (a) | 3,292 | 18,929 | |
Xeris Biopharma Holdings, Inc. (a) | 6,977 | 12,977 | |
Zevra Therapeutics, Inc. (a) | 1,969 | 9,491 | |
Zoetis, Inc. | 5,322 | 925,922 | |
23,703,941 | |||
Property & Casualty Insurance - 0.4% | |||
Allstate Corp. | 3,191 | 355,509 | |
Ambac Financial Group, Inc. (a) | 2,222 | 26,797 | |
American Coastal Insurance Corp., Class C (a) | 1,163 | 8,560 | |
American Financial Group, Inc. | 881 | 98,381 | |
AMERISAFE, Inc. | 1,011 | 50,621 | |
Arch Capital Group Ltd. (a) | 4,200 | 334,782 | |
Argo Group International Holdings Ltd. | 1,582 | 47,207 | |
Assured Guaranty Ltd. | 700 | 42,364 | |
Axis Capital Holdings Ltd. | 900 | 50,733 | |
Chubb Ltd. | 4,769 | 992,810 | |
Cincinnati Financial Corp. | 1,765 | 180,542 | |
CNA Financial Corp. | 600 | 23,610 | |
Donegal Group, Inc., Class A | 770 | 10,976 | |
Employers Holdings, Inc. | 1,409 | 56,290 | |
Fidelity National Financial, Inc. | 2,600 | 107,380 | |
First American Financial Corp. | 1,100 | 62,139 | |
Hanover Insurance Group, Inc. | 400 | 44,392 | |
HCI Group, Inc. | 292 | 15,853 | |
Investors Title Co. | 65 | 9,626 | |
James River Group Holdings Ltd. | 1,857 | 28,505 | |
Kemper Corp. | 1,000 | 42,030 | |
Kinsale Capital Group, Inc. | 292 | 120,926 | |
Lemonade, Inc. (a) | 2,517 | 29,247 | |
Loews Corp. | 2,100 | 132,951 | |
Markel Group, Inc. (a) | 160 | 235,598 | |
MBIA, Inc. (a) | 2,470 | 17,809 | |
Mercury General Corp. | 1,330 | 37,280 | |
NI Holdings, Inc. (a) | 515 | 6,628 | |
Old Republic International Corp. | 3,110 | 83,783 | |
Palomar Holdings, Inc. (a) | 1,276 | 64,757 | |
ProAssurance Corp. | 2,861 | 54,044 | |
Progressive Corp. | 6,767 | 942,643 | |
RLI Corp. | 500 | 67,945 |
Number of Shares | Fair Value | ||
Safety Insurance Group, Inc. | 761 | $51,893 | |
Selective Insurance Group, Inc. | 3,132 | 323,128 | |
Skyward Specialty Insurance Group, Inc. (a) | 1,278 | 34,966 | |
Stewart Information Services Corp. | 1,402 | 61,408 | |
Tiptree, Inc. | 1,159 | 19,425 | |
Travelers Cos., Inc. | 2,691 | 439,467 | |
Trupanion, Inc. (a) | 2,075 | 58,515 | |
United Fire Group, Inc. | 1,072 | 21,172 | |
Universal Insurance Holdings, Inc. | 1,328 | 18,619 | |
W R Berkley Corp. | 2,531 | 160,693 | |
White Mountains Insurance Group Ltd. | 24 | 35,897 | |
5,607,901 | |||
Publishing - 0.0% * | |||
Daily Journal Corp. (a) | 65 | 19,110 | |
Gannett Co., Inc. (a) | 7,293 | 17,868 | |
John Wiley & Sons, Inc., Class A | 2,227 | 82,777 | |
New York Times Co., Class A | 1,901 | 78,321 | |
News Corp., Class A | 4,794 | 96,168 | |
News Corp., Class B | 874 | 18,240 | |
Scholastic Corp. | 1,406 | 53,625 | |
366,109 | |||
Rail Transportation - 0.2% | |||
CSX Corp. | 23,184 | 712,908 | |
FTAI Infrastructure, Inc. | 5,430 | 17,485 | |
Norfolk Southern Corp. | 2,638 | 519,501 | |
Union Pacific Corp. | 7,119 | 1,449,642 | |
2,699,536 | |||
Real Estate Development - 0.0% * | |||
Forestar Group, Inc. (a) | 921 | 24,811 | |
Howard Hughes Holdings, Inc. (a) | 400 | 29,652 | |
Maui Land & Pineapple Co., Inc. (a) | 263 | 3,485 | |
Stratus Properties, Inc. (a) | 332 | 9,097 | |
67,045 | |||
Real Estate Operating Companies - 0.0% * | |||
DigitalBridge Group, Inc. | 8,383 | 147,373 | |
FRP Holdings, Inc. (a) | 360 | 19,429 | |
Kennedy-Wilson Holdings, Inc. | 6,224 | 91,742 | |
Transcontinental Realty Investors, Inc. (a) | 80 | 2,450 | |
260,994 | |||
Real Estate Services - 0.1% | |||
Anywhere Real Estate, Inc. (a) | 5,343 | 34,355 | |
CBRE Group, Inc., Class A (a) | 3,582 | 264,567 | |
Compass, Inc., Class A (a) | 14,702 | 42,636 | |
CoStar Group, Inc. (a) | 4,728 | 363,536 | |
Cushman & Wakefield PLC (a) | 8,670 | 66,065 | |
Douglas Elliman, Inc. | 3,725 | 8,419 | |
eXp World Holdings, Inc. | 3,726 | 60,510 | |
Jones Lang LaSalle, Inc. (a) | 500 | 70,590 | |
Marcus & Millichap, Inc. | 1,196 | 35,091 | |
Newmark Group, Inc., Class A | 7,223 | 46,444 | |
Opendoor Technologies, Inc. (a) | 28,366 | 74,886 | |
RE/MAX Holdings, Inc., Class A | 773 | 10,003 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Redfin Corp. (a) | 5,236 | $36,861 | |
Zillow Group, Inc., Class A (a) | 400 | 17,916 | |
Zillow Group, Inc., Class C (a) | 1,500 | 69,240 | |
1,201,119 | |||
Regional Banks - 1.0% | |||
1st Source Corp. | 828 | 34,851 | |
ACNB Corp. | 404 | 12,770 | |
Amalgamated Financial Corp. | 818 | 14,086 | |
Amerant Bancorp, Inc. | 1,301 | 22,689 | |
American National Bankshares, Inc. | 523 | 19,843 | |
Ameris Bancorp | 3,432 | 131,754 | |
Ames National Corp. | 510 | 8,461 | |
Arrow Financial Corp. | 674 | 11,465 | |
Associated Banc-Corp. | 7,851 | 134,331 | |
Atlantic Union Bankshares Corp. | 3,901 | 112,271 | |
Axos Financial, Inc. (a) | 2,950 | 111,687 | |
Banc of California, Inc. | 2,715 | 33,612 | |
BancFirst Corp. | 1,146 | 99,393 | |
Bancorp, Inc. (a) | 2,750 | 94,875 | |
Bank First Corp. | 464 | 35,798 | |
Bank of Hawaii Corp. | 2,040 | 101,368 | |
Bank of Marin Bancorp | 721 | 13,180 | |
Bank OZK | 1,200 | 44,484 | |
Bank7 Corp. | 130 | 2,926 | |
BankUnited, Inc. | 3,871 | 87,872 | |
Bankwell Financial Group, Inc. | 294 | 7,135 | |
Banner Corp. | 1,787 | 75,733 | |
Bar Harbor Bankshares | 763 | 18,030 | |
BayCom Corp. | 604 | 11,603 | |
BCB Bancorp, Inc. | 722 | 8,043 | |
Berkshire Hills Bancorp, Inc. | 2,177 | 43,649 | |
Blue Foundry Bancorp (a) | 1,248 | 10,446 | |
Blue Ridge Bankshares, Inc. | 866 | 3,914 | |
BOK Financial Corp. | 300 | 23,994 | |
Bridgewater Bancshares, Inc. (a) | 1,007 | 9,546 | |
Brookline Bancorp, Inc. | 4,320 | 39,355 | |
Burke & Herbert Financial Services Corp. | 355 | 16,495 | |
Business First Bancshares, Inc. | 1,214 | 22,775 | |
Byline Bancorp, Inc. | 1,247 | 24,578 | |
C&F Financial Corp. | 189 | 10,130 | |
Cadence Bank | 9,421 | 199,914 | |
Cambridge Bancorp | 385 | 23,982 | |
Camden National Corp. | 721 | 20,347 | |
Capital Bancorp, Inc. | 466 | 8,915 | |
Capital City Bank Group, Inc. | 674 | 20,105 | |
Capitol Federal Financial, Inc. | 6,341 | 30,247 | |
Capstar Financial Holdings, Inc. | 952 | 13,509 | |
Carter Bankshares, Inc. (a) | 1,246 | 15,612 | |
Cathay General Bancorp | 3,606 | 125,345 | |
Central Pacific Financial Corp. | 1,345 | 22,435 | |
Central Valley Community Bancorp | 593 | 8,367 | |
Chemung Financial Corp. | 210 | 8,318 | |
ChoiceOne Financial Services, Inc. | 410 | 8,052 | |
Citizens & Northern Corp. | 837 | 14,689 | |
Citizens Financial Group, Inc. | 5,152 | 138,074 | |
Citizens Financial Services, Inc. | 151 | 7,236 | |
City Holding Co. | 746 | 67,401 |
Number of Shares | Fair Value | ||
Civista Bancshares, Inc. | 750 | $11,625 | |
CNB Financial Corp. | 1,059 | 19,178 | |
Coastal Financial Corp. (a) | 584 | 25,059 | |
Codorus Valley Bancorp, Inc. | 541 | 10,084 | |
Colony Bankcorp, Inc. | 836 | 8,356 | |
Columbia Banking System, Inc. | 2,293 | 46,548 | |
Columbia Financial, Inc. (a) | 1,432 | 22,497 | |
Comerica, Inc. | 1,264 | 52,519 | |
Commerce Bancshares, Inc. | 1,123 | 53,882 | |
Community Bank System, Inc. | 2,764 | 116,668 | |
Community Trust Bancorp, Inc. | 779 | 26,689 | |
ConnectOne Bancorp, Inc. | 1,842 | 32,843 | |
CrossFirst Bankshares, Inc. (a) | 2,247 | 22,672 | |
Cullen/Frost Bankers, Inc. | 800 | 72,968 | |
Customers Bancorp, Inc. (a) | 1,518 | 52,295 | |
CVB Financial Corp. | 6,908 | 114,466 | |
Dime Community Bancshares, Inc. | 1,737 | 34,671 | |
Eagle Bancorp, Inc. | 1,521 | 32,625 | |
East West Bancorp, Inc. | 1,893 | 99,780 | |
Eastern Bankshares, Inc. | 8,056 | 101,022 | |
Enterprise Bancorp, Inc. | 453 | 12,403 | |
Enterprise Financial Services Corp. | 1,896 | 71,100 | |
Equity Bancshares, Inc., Class A | 760 | 18,293 | |
Esquire Financial Holdings, Inc. | 378 | 17,271 | |
ESSA Bancorp, Inc. | 303 | 4,548 | |
Evans Bancorp, Inc. | 312 | 8,362 | |
Farmers & Merchants Bancorp, Inc. | 611 | 10,711 | |
Farmers National Banc Corp. | 1,861 | 21,513 | |
FB Financial Corp. | 1,870 | 53,033 | |
Fidelity D&D Bancorp, Inc. | 267 | 12,122 | |
Fifth Third Bancorp | 8,033 | 203,476 | |
Financial Institutions, Inc. | 732 | 12,320 | |
First Bancorp | 2,089 | 58,784 | |
First Bancorp, Inc. | 476 | 11,186 | |
First Bancshares, Inc. | 1,633 | 44,042 | |
First Bank | 1,180 | 12,720 | |
First Busey Corp. | 2,736 | 52,586 | |
First Business Financial Services, Inc. | 390 | 11,704 | |
First Citizens BancShares, Inc., Class A | 119 | 164,232 | |
First Commonwealth Financial Corp. | 5,357 | 65,409 | |
First Community Bankshares, Inc. | 885 | 26,063 | |
First Community Corp. | 257 | 4,438 | |
First Financial Bancorp | 4,901 | 96,060 | |
First Financial Bankshares, Inc. | 6,744 | 169,409 | |
First Financial Corp. | 597 | 20,185 | |
First Foundation, Inc. | 2,783 | 16,921 | |
First Hawaiian, Inc. | 1,200 | 21,660 | |
First Horizon Corp. | 5,900 | 65,018 | |
First Interstate BancSystem, Inc., Class A | 4,294 | 107,092 | |
First Merchants Corp. | 3,080 | 85,686 | |
First Mid Bancshares, Inc. | 962 | 25,551 | |
First of Long Island Corp. | 1,047 | 12,051 | |
First Western Financial, Inc. (a) | 408 | 7,405 | |
Five Star Bancorp | 589 | 11,815 | |
Flushing Financial Corp. | 1,433 | 18,815 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
FNB Corp. | 4,000 | $43,160 | |
FS Bancorp, Inc. | 381 | 11,240 | |
Fulton Financial Corp. | 8,457 | 102,414 | |
FVCBankcorp, Inc. (a) | 757 | 9,697 | |
German American Bancorp, Inc. | 1,390 | 37,655 | |
Glacier Bancorp, Inc. | 5,774 | 164,559 | |
Great Southern Bancorp, Inc. | 457 | 21,899 | |
Greene County Bancorp, Inc. | 348 | 8,369 | |
Guaranty Bancshares, Inc. | 403 | 11,562 | |
Hancock Whitney Corp. | 4,491 | 166,122 | |
Hanmi Financial Corp. | 1,529 | 24,816 | |
HarborOne Bancorp, Inc. | 2,136 | 20,335 | |
HBT Financial, Inc. | 595 | 10,853 | |
Heartland Financial USA, Inc. | 2,211 | 65,070 | |
Heritage Commerce Corp. | 2,980 | 25,241 | |
Heritage Financial Corp. | 1,735 | 28,298 | |
Hilltop Holdings, Inc. | 2,441 | 69,227 | |
Hingham Institution For Savings The | 68 | 12,699 | |
Home Bancorp, Inc. | 358 | 11,409 | |
Home BancShares, Inc. | 9,859 | 206,447 | |
HomeStreet, Inc. | 1,061 | 8,265 | |
HomeTrust Bancshares, Inc. | 851 | 18,441 | |
Hope Bancorp, Inc. | 6,080 | 53,808 | |
Horizon Bancorp, Inc. | 2,174 | 23,218 | |
Huntington Bancshares, Inc. | 15,746 | 163,758 | |
Independent Bank Corp. | 3,221 | 129,613 | |
Independent Bank Group, Inc. | 1,890 | 74,750 | |
International Bancshares Corp. | 2,788 | 120,832 | |
John Marshall Bancorp, Inc. | 567 | 10,121 | |
Kearny Financial Corp. | 2,905 | 20,132 | |
Lakeland Bancorp, Inc. | 3,087 | 38,958 | |
Lakeland Financial Corp. | 1,300 | 61,698 | |
LCNB Corp. | 622 | 8,876 | |
Live Oak Bancshares, Inc. | 1,773 | 51,328 | |
Luther Burbank Corp. | 526 | 4,418 | |
M&T Bank Corp. | 1,852 | 234,185 | |
Macatawa Bank Corp. | 1,283 | 11,496 | |
MainStreet Bancshares, Inc. | 411 | 8,442 | |
Mercantile Bank Corp. | 789 | 24,388 | |
Metrocity Bankshares, Inc. | 935 | 18,401 | |
Metropolitan Bank Holding Corp. (a) | 570 | 20,680 | |
Mid Penn Bancorp, Inc. | 688 | 13,849 | |
Middlefield Banc Corp. | 451 | 11,460 | |
Midland States Bancorp, Inc. | 1,076 | 22,101 | |
MidWestOne Financial Group, Inc. | 654 | 13,296 | |
MVB Financial Corp. | 507 | 11,448 | |
National Bank Holdings Corp., Class A | 1,932 | 57,496 | |
National Bankshares, Inc. | 343 | 8,589 | |
NBT Bancorp, Inc. | 2,392 | 75,802 | |
New York Community Bancorp, Inc. | 8,500 | 96,390 | |
Nicolet Bankshares, Inc. | 635 | 44,310 | |
Northeast Bank | 322 | 14,200 | |
Northeast Community Bancorp, Inc. | 764 | 11,277 | |
Northfield Bancorp, Inc. | 2,098 | 19,826 | |
Northrim BanCorp, Inc. | 313 | 12,401 | |
Northwest Bancshares, Inc. | 6,662 | 68,152 | |
Norwood Financial Corp. | 425 | 10,948 | |
Oak Valley Bancorp | 392 | 9,831 | |
OceanFirst Financial Corp. | 2,873 | 41,572 |
Number of Shares | Fair Value | ||
Old National Bancorp | 15,139 | $220,121 | |
Old Second Bancorp, Inc. | 2,165 | 29,466 | |
Orange County Bancorp, Inc. | 288 | 12,433 | |
Origin Bancorp, Inc. | 1,443 | 41,659 | |
Orrstown Financial Services, Inc. | 512 | 10,757 | |
Pacific Premier Bancorp, Inc. | 4,930 | 107,277 | |
PacWest Bancorp | 5,913 | 46,772 | |
Park National Corp. | 749 | 70,795 | |
Parke Bancorp, Inc. | 513 | 8,357 | |
Pathward Financial, Inc. | 1,347 | 62,083 | |
PCB Bancorp | 582 | 8,992 | |
Peapack-Gladstone Financial Corp. | 863 | 22,136 | |
Penns Woods Bancorp, Inc. | 400 | 8,432 | |
Peoples Bancorp, Inc. | 1,675 | 42,512 | |
Peoples Financial Services Corp. | 318 | 12,752 | |
Pinnacle Financial Partners, Inc. | 886 | 59,397 | |
Pioneer Bancorp, Inc. (a) | 624 | 5,329 | |
Plumas Bancorp | 318 | 10,857 | |
Ponce Financial Group, Inc. (a) | 1,205 | 9,423 | |
Preferred Bank | 664 | 41,334 | |
Premier Financial Corp. | 1,761 | 30,043 | |
Primis Financial Corp. | 1,102 | 8,981 | |
Princeton Bancorp, Inc. | 301 | 8,726 | |
Prosperity Bancshares, Inc. | 1,200 | 65,496 | |
Provident Financial Services, Inc. | 3,849 | 58,851 | |
QCR Holdings, Inc. | 817 | 39,641 | |
RBB Bancorp | 722 | 9,227 | |
Red River Bancshares, Inc. | 218 | 10,019 | |
Regions Financial Corp. | 10,977 | 188,804 | |
Renasant Corp. | 2,883 | 75,506 | |
Republic Bancorp, Inc., Class A | 440 | 19,382 | |
S&T Bancorp, Inc. | 2,048 | 55,460 | |
Sandy Spring Bancorp, Inc. | 2,327 | 49,868 | |
Seacoast Banking Corp. of Florida | 4,382 | 96,229 | |
ServisFirst Bancshares, Inc. | 2,641 | 137,781 | |
Shore Bancshares, Inc. | 1,641 | 17,263 | |
Sierra Bancorp | 676 | 12,817 | |
Simmons First National Corp., Class A | 6,559 | 111,241 | |
SmartFinancial, Inc. | 811 | 17,331 | |
South Plains Financial, Inc. | 663 | 17,530 | |
Southern First Bancshares, Inc. (a) | 372 | 10,022 | |
Southern Missouri Bancorp, Inc. | 470 | 18,184 | |
Southern States Bancshares, Inc. | 439 | 9,917 | |
Southside Bancshares, Inc. | 1,453 | 41,701 | |
SouthState Corp. | 3,930 | 264,725 | |
Stellar Bancorp, Inc. | 2,565 | 54,686 | |
Sterling Bancorp, Inc. (a) | 1,317 | 7,691 | |
Stock Yards Bancorp, Inc. | 1,423 | 55,910 | |
Summit Financial Group, Inc. | 548 | 12,352 | |
Synovus Financial Corp. | 1,618 | 44,980 | |
Texas Capital Bancshares, Inc. (a) | 2,481 | 146,131 | |
Third Coast Bancshares, Inc. (a) | 638 | 10,910 | |
Timberland Bancorp, Inc. | 429 | 11,626 | |
Tompkins Financial Corp. | 688 | 33,705 | |
Towne Bank | 3,659 | 83,901 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
TriCo Bancshares | 1,638 | $52,465 | |
Triumph Financial, Inc. (a) | 1,160 | 75,156 | |
Truist Financial Corp. | 15,998 | 457,703 | |
TrustCo Bank Corp. | 936 | 25,543 | |
Trustmark Corp. | 3,182 | 69,145 | |
UMB Financial Corp. | 2,296 | 142,467 | |
United Bankshares, Inc. | 6,768 | 186,729 | |
United Community Banks, Inc. | 5,988 | 152,155 | |
Unity Bancorp, Inc. | 364 | 8,529 | |
Univest Financial Corp. | 1,458 | 25,340 | |
USCB Financial Holdings, Inc. (a) | 652 | 6,853 | |
Valley National Bancorp | 22,320 | 191,059 | |
Veritex Holdings, Inc. | 2,784 | 49,973 | |
Virginia National Bankshares Corp. | 279 | 8,468 | |
Washington Federal, Inc. | 3,413 | 87,441 | |
Washington Trust Bancorp, Inc. | 853 | 22,459 | |
Webster Financial Corp. | 2,172 | 87,553 | |
WesBanco, Inc. | 3,014 | 73,602 | |
West BanCorp, Inc. | 785 | 12,803 | |
Westamerica BanCorp | 1,369 | 59,209 | |
Western Alliance Bancorp | 1,100 | 50,567 | |
Wintrust Financial Corp. | 900 | 67,950 | |
WSFS Financial Corp. | 3,179 | 116,033 | |
Zions Bancorp NA | 1,575 | 54,952 | |
12,147,624 | |||
Reinsurance - 0.1% | |||
Enstar Group Ltd. (a) | 618 | 149,556 | |
Everest Group Ltd. | 535 | 198,843 | |
Greenlight Capital Re Ltd., Class A (a) | 1,282 | 13,769 | |
Maiden Holdings Ltd. (a) | 5,298 | 9,325 | |
Reinsurance Group of America, Inc. | 800 | 116,152 | |
Swiss Re AG | 2,870 | 295,910 | |
783,555 | |||
Renewable Electricity - 0.0% * | |||
Altus Power, Inc. (a) | 2,938 | 15,424 | |
Brookfield Renewable Corp., Class A | 2,534 | 60,795 | |
Clearway Energy, Inc., Class C | 1,300 | 27,508 | |
Montauk Renewables, Inc. (a) | 3,352 | 30,537 | |
Ormat Technologies, Inc. | 2,765 | 193,329 | |
Sunnova Energy International, Inc. (a) | 5,283 | 55,313 | |
382,906 | |||
Research & Consulting Services - 0.2% | |||
Blacksky Technology, Inc. (a) | 7,101 | 8,308 | |
Booz Allen Hamilton Holding Corp. | 1,624 | 177,454 | |
CACI International, Inc., Class A (a) | 269 | 84,447 | |
CBIZ, Inc. (a) | 2,485 | 128,971 | |
Clarivate PLC (a) | 5,512 | 36,986 | |
CRA International, Inc. | 339 | 34,158 | |
Dun & Bradstreet Holdings, Inc. | 3,900 | 38,961 | |
Equifax, Inc. | 1,391 | 254,803 | |
Experian PLC | 8,757 | 287,624 | |
Exponent, Inc. | 2,616 | 223,930 | |
FiscalNote Holdings, Inc. (a) | 2,170 | 4,514 | |
Forrester Research, Inc. (a) | 603 | 17,427 |
Number of Shares | Fair Value | ||
Franklin Covey Co. (a) | 613 | $26,310 | |
FTI Consulting, Inc. (a) | 400 | 71,364 | |
Huron Consulting Group, Inc. (a) | 990 | 103,118 | |
ICF International, Inc. | 971 | 117,306 | |
Innodata, Inc. (a) | 1,425 | 12,155 | |
Jacobs Solutions, Inc. | 1,400 | 191,100 | |
KBR, Inc. | 1,700 | 100,198 | |
Legalzoom.com, Inc. (a) | 5,467 | 59,809 | |
Leidos Holdings, Inc. | 1,591 | 146,627 | |
Mistras Group, Inc. (a) | 726 | 3,957 | |
NV5 Global, Inc. (a) | 719 | 69,189 | |
Planet Labs PBC (a) | 8,633 | 22,446 | |
Resources Connection, Inc. | 1,637 | 24,408 | |
Science Applications International Corp. | 600 | 63,324 | |
TransUnion | 2,289 | 164,327 | |
Verisk Analytics, Inc. | 1,646 | 388,851 | |
Willdan Group, Inc. (a) | 588 | 12,013 | |
2,874,085 | |||
Restaurants - 0.5% | |||
Aramark | 2,900 | 100,630 | |
Biglari Holdings, Inc., Class B (a) | 39 | 6,474 | |
BJ's Restaurants, Inc. (a) | 1,132 | 26,557 | |
Bloomin' Brands, Inc. | 4,548 | 111,835 | |
Brinker International, Inc. (a) | 2,293 | 72,436 | |
Carrols Restaurant Group, Inc. (a) | 2,079 | 13,701 | |
Cheesecake Factory, Inc. | 2,533 | 76,750 | |
Chipotle Mexican Grill, Inc. (a) | 315 | 577,026 | |
Chuy's Holdings, Inc. (a) | 901 | 32,058 | |
Cracker Barrel Old Country Store, Inc. | 1,150 | 77,280 | |
Darden Restaurants, Inc. | 1,500 | 214,830 | |
Dave & Buster's Entertainment, Inc. (a) | 1,856 | 68,802 | |
Denny's Corp. (a) | 2,746 | 23,259 | |
Dine Brands Global, Inc. | 774 | 38,274 | |
Domino's Pizza, Inc. | 380 | 143,940 | |
DoorDash, Inc., Class A (a) | 3,600 | 286,092 | |
El Pollo Loco Holdings, Inc. | 1,582 | 14,159 | |
Fiesta Restaurant Group, Inc. (a) | 1,048 | 8,866 | |
First Watch Restaurant Group, Inc. (a) | 1,205 | 20,834 | |
Jack in the Box, Inc. | 1,072 | 74,032 | |
Krispy Kreme, Inc. | 4,590 | 57,237 | |
Kura Sushi USA, Inc., Class A (a) | 294 | 19,439 | |
McDonald's Corp. | 8,560 | 2,255,046 | |
Nathan's Famous, Inc. | 162 | 11,447 | |
Noodles & Co. (a) | 2,040 | 5,018 | |
ONE Group Hospitality, Inc. (a) | 1,141 | 6,276 | |
Papa John's International, Inc. | 1,698 | 115,838 | |
Portillo's, Inc., Class A (a) | 2,399 | 36,921 | |
Potbelly Corp. (a) | 1,493 | 11,645 | |
RCI Hospitality Holdings, Inc. | 430 | 26,084 | |
Red Robin Gourmet Burgers, Inc. (a) | 929 | 7,469 | |
Shake Shack, Inc., Class A (a) | 1,960 | 113,817 | |
Starbucks Corp. | 13,080 | 1,193,812 | |
Sweetgreen, Inc., Class A (a) | 5,050 | 59,338 | |
Texas Roadhouse, Inc. | 800 | 76,880 | |
Wendy's Co. | 1,700 | 34,697 | |
Wingstop, Inc. | 400 | 71,936 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Yum! Brands, Inc. | 3,381 | $422,422 | |
6,513,157 | |||
Retail REITs - 0.2% | |||
Acadia Realty Trust | 4,882 | 70,057 | |
Agree Realty Corp. | 1,100 | 60,764 | |
Alexander's, Inc. | 110 | 20,045 | |
Brixmor Property Group, Inc. | 3,500 | 72,730 | |
CBL & Associates Properties, Inc. | 1,351 | 28,344 | |
Federal Realty Investment Trust | 900 | 81,567 | |
Getty Realty Corp. | 2,343 | 64,971 | |
InvenTrust Properties Corp. | 3,544 | 84,383 | |
Kimco Realty Corp. | 7,534 | 132,523 | |
Kite Realty Group Trust | 11,242 | 240,804 | |
Macerich Co. | 11,209 | 122,290 | |
NETSTREIT Corp. | 3,537 | 55,107 | |
NNN REIT, Inc. | 1,800 | 63,612 | |
Phillips Edison & Co., Inc. | 6,097 | 204,493 | |
Realty Income Corp. | 7,697 | 384,388 | |
Regency Centers Corp. | 2,100 | 124,824 | |
Retail Opportunity Investments Corp. | 6,416 | 79,430 | |
RPT Realty | 4,255 | 44,933 | |
Saul Centers, Inc. | 593 | 20,915 | |
Simon Property Group, Inc. | 3,763 | 406,517 | |
SITE Centers Corp. | 9,885 | 121,882 | |
Spirit Realty Capital, Inc. | 1,600 | 53,648 | |
Tanger Factory Outlet Centers, Inc. | 5,303 | 119,848 | |
Urban Edge Properties | 5,978 | 91,224 | |
Whitestone REIT | 2,498 | 24,056 | |
2,773,355 | |||
Security & Alarm Services - 0.0% * | |||
Brink's Co. | 2,388 | 173,464 | |
CoreCivic, Inc. (a) | 5,967 | 67,129 | |
GEO Group, Inc. (a) | 6,360 | 52,025 | |
292,618 | |||
Self Storage REITs - 0.1% | |||
CubeSmart | 2,800 | 106,764 | |
Extra Space Storage, Inc. | 2,554 | 310,515 | |
National Storage Affiliates Trust | 1,300 | 41,262 | |
Public Storage | 1,808 | 476,444 | |
934,985 | |||
Semiconductor Materials & Equipment - 0.4% | |||
ACM Research, Inc., Class A (a) | 2,406 | 43,561 | |
Aehr Test Systems (a) | 1,354 | 61,878 | |
Amkor Technology, Inc. | 5,320 | 120,232 | |
Applied Materials, Inc. | 9,834 | 1,361,517 | |
Atomera, Inc. (a) | 1,288 | 8,063 | |
Axcelis Technologies, Inc. (a) | 1,682 | 274,250 | |
Cohu, Inc. (a) | 2,433 | 83,792 | |
Enphase Energy, Inc. (a) | 1,646 | 197,767 | |
Entegris, Inc. | 1,782 | 167,348 | |
FormFactor, Inc. (a) | 4,002 | 139,830 | |
Ichor Holdings Ltd. (a) | 1,408 | 43,592 | |
inTEST Corp. (a) | 628 | 9,527 | |
KLA Corp. | 1,613 | 739,819 | |
Lam Research Corp. | 1,589 | 995,938 | |
MKS Instruments, Inc. | 800 | 69,232 |
Number of Shares | Fair Value | ||
Onto Innovation, Inc. (a) | 2,526 | $322,115 | |
PDF Solutions, Inc. (a) | 1,615 | 52,326 | |
Photronics, Inc. (a) | 3,197 | 64,611 | |
Teradyne, Inc. | 1,929 | 193,787 | |
Ultra Clean Holdings, Inc. (a) | 2,326 | 69,012 | |
Veeco Instruments, Inc. (a) | 2,656 | 74,660 | |
5,092,857 | |||
Semiconductors - 2.3% | |||
Advanced Micro Devices, Inc. (a) | 18,900 | 1,943,298 | |
Alpha & Omega Semiconductor Ltd. (a) | 1,153 | 34,406 | |
Ambarella, Inc. (a) | 1,969 | 104,416 | |
Analog Devices, Inc. | 5,969 | 1,045,112 | |
Broadcom, Inc. | 4,710 | 3,912,032 | |
CEVA, Inc. (a) | 1,167 | 22,628 | |
Cirrus Logic, Inc. (a) | 600 | 44,376 | |
Credo Technology Group Holding Ltd. (a) | 5,090 | 77,622 | |
Diodes, Inc. (a) | 2,336 | 184,170 | |
First Solar, Inc. (a) | 1,311 | 211,844 | |
GLOBALFOUNDRIES, Inc. (a) | 1,100 | 64,009 | |
Impinj, Inc. (a) | 1,200 | 66,036 | |
Intel Corp. | 48,803 | 1,734,947 | |
Lattice Semiconductor Corp. (a) | 1,700 | 146,081 | |
MACOM Technology Solutions Holdings, Inc. (a) | 2,809 | 229,158 | |
Marvell Technology, Inc. | 10,221 | 553,263 | |
Maxeon Solar Technologies Ltd. (a) | 1,592 | 18,451 | |
MaxLinear, Inc. (a) | 3,885 | 86,441 | |
Microchip Technology, Inc. | 6,438 | 502,486 | |
Micron Technology, Inc. | 12,590 | 856,498 | |
Monolithic Power Systems, Inc. | 507 | 234,234 | |
Navitas Semiconductor Corp. (a) | 5,767 | 40,081 | |
NVE Corp. | 245 | 20,124 | |
NVIDIA Corp. | 27,882 | 12,128,391 | |
ON Semiconductor Corp. (a) | 5,017 | 466,330 | |
Parade Technologies Ltd. | 2,000 | 60,966 | |
Power Integrations, Inc. | 2,935 | 223,970 | |
Qorvo, Inc. (a) | 1,197 | 114,278 | |
QUALCOMM, Inc. | 12,934 | 1,436,450 | |
Rambus, Inc. (a) | 5,625 | 313,819 | |
Semtech Corp. (a) | 3,337 | 85,928 | |
Silicon Laboratories, Inc. (a) | 1,642 | 190,291 | |
SiTime Corp. (a) | 894 | 102,139 | |
SkyWater Technology, Inc. (a) | 616 | 3,708 | |
Skyworks Solutions, Inc. | 1,673 | 164,941 | |
SMART Global Holdings, Inc. (a) | 2,533 | 61,679 | |
Synaptics, Inc. (a) | 2,043 | 182,726 | |
Texas Instruments, Inc. | 10,692 | 1,700,135 | |
Transphorm, Inc. (a) | 571 | 1,268 | |
Universal Display Corp. | 487 | 76,454 | |
Wolfspeed, Inc. (a) | 1,679 | 63,970 | |
29,509,156 | |||
Silver - 0.0% * | |||
Hecla Mining Co. | 31,697 | 123,935 | |
Single-Family Residential REITs - 0.1% | |||
American Homes 4 Rent, Class A | 4,100 | 138,129 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Equity LifeStyle Properties, Inc. | 1,802 | $114,805 | |
Invitation Homes, Inc. | 7,270 | 230,386 | |
Sun Communities, Inc. | 1,520 | 179,877 | |
UMH Properties, Inc. | 2,725 | 38,205 | |
701,402 | |||
Soft Drinks & Non-alcoholic Beverages - 0.5% | |||
Celsius Holdings, Inc. (a) | 600 | 102,960 | |
Coca-Cola Co. | 45,438 | 2,543,619 | |
Coca-Cola Consolidated, Inc. | 247 | 157,171 | |
Keurig Dr Pepper, Inc. | 11,491 | 362,771 | |
Monster Beverage Corp. (a) | 8,604 | 455,582 | |
National Beverage Corp. (a) | 1,243 | 58,446 | |
PepsiCo, Inc. | 16,163 | 2,738,659 | |
Primo Water Corp. | 8,123 | 112,097 | |
Vita Coco Co., Inc. (a) | 1,422 | 37,029 | |
Zevia PBC, Class A (a) | 869 | 1,929 | |
6,570,263 | |||
Specialized Consumer Services - 0.0% * | |||
ADT, Inc. | 4,000 | 24,000 | |
Carriage Services, Inc. | 684 | 19,323 | |
European Wax Center, Inc., Class A (a) | 1,711 | 27,718 | |
Frontdoor, Inc. (a) | 4,266 | 130,497 | |
H&R Block, Inc. | 2,000 | 86,120 | |
Rover Group, Inc. (a) | 4,657 | 29,153 | |
Service Corp. International | 1,878 | 107,309 | |
WW International, Inc. (a) | 2,759 | 30,542 | |
454,662 | |||
Specialized Finance - 0.0% * | |||
Acacia Research Corp. (a) | 2,281 | 8,326 | |
A-Mark Precious Metals, Inc. | 949 | 27,834 | |
SWK Holdings Corp. (a) | 217 | 3,418 | |
39,578 | |||
Specialty Chemicals - 0.4% | |||
Albemarle Corp. | 1,337 | 227,344 | |
Ashland, Inc. | 700 | 57,176 | |
Aspen Aerogels, Inc. (a) | 2,815 | 24,209 | |
Avient Corp. | 4,679 | 165,262 | |
Axalta Coating Systems Ltd. (a) | 2,500 | 67,250 | |
Balchem Corp. | 1,653 | 205,038 | |
Celanese Corp. | 1,200 | 150,624 | |
Chase Corp. | 375 | 47,711 | |
Danimer Scientific, Inc. (a) | 5,105 | 10,567 | |
DuPont de Nemours, Inc. | 5,276 | 393,537 | |
Eastman Chemical Co. | 1,377 | 105,644 | |
Ecolab, Inc. | 2,940 | 498,036 | |
Ecovyst, Inc. (a) | 4,710 | 46,346 | |
Element Solutions, Inc. | 2,400 | 47,064 | |
FutureFuel Corp. | 1,304 | 9,350 | |
Ginkgo Bioworks Holdings, Inc. (a) | 14,700 | 26,607 | |
HB Fuller Co. | 2,798 | 191,971 | |
Ingevity Corp. (a) | 1,903 | 90,602 | |
Innospec, Inc. | 1,294 | 132,247 | |
International Flavors & Fragrances, Inc. | 3,113 | 212,213 | |
Livent Corp. (a) | 9,335 | 171,857 | |
Minerals Technologies, Inc. | 1,694 | 92,763 | |
NewMarket Corp. | 75 | 34,128 | |
Perimeter Solutions SA (a) | 7,758 | 35,221 |
Number of Shares | Fair Value | ||
PPG Industries, Inc. | 2,691 | $349,292 | |
Quaker Chemical Corp. | 721 | 115,360 | |
Rayonier Advanced Materials, Inc. (a) | 3,659 | 12,953 | |
RPM International, Inc. | 1,536 | 145,628 | |
Sensient Technologies Corp. | 2,182 | 127,603 | |
Sherwin-Williams Co. | 2,808 | 716,180 | |
Stepan Co. | 1,110 | 83,217 | |
Valhi, Inc. | 60 | 796 | |
4,593,796 | |||
Steel - 0.2% | |||
Alpha Metallurgical Resources, Inc. | 648 | 168,305 | |
Arch Resources, Inc. | 949 | 161,956 | |
ATI, Inc. (a) | 6,655 | 273,853 | |
Carpenter Technology Corp. | 2,495 | 167,689 | |
Cleveland-Cliffs, Inc. (a) | 6,337 | 99,047 | |
Commercial Metals Co. | 6,044 | 298,634 | |
Haynes International, Inc. | 627 | 29,168 | |
Nucor Corp. | 2,993 | 467,956 | |
Olympic Steel, Inc. | 499 | 28,049 | |
Ramaco Resources, Inc., Class B | 225 | 2,684 | |
Ramaco Resources, Inc., Class A | 1,129 | 12,408 | |
Reliance Steel & Aluminum Co. | 698 | 183,037 | |
Ryerson Holding Corp. | 1,277 | 37,148 | |
Schnitzer Steel Industries, Inc., Class A | 1,284 | 35,759 | |
Steel Dynamics, Inc. | 1,902 | 203,933 | |
SunCoke Energy, Inc. | 4,156 | 42,183 | |
TimkenSteel Corp. (a) | 2,151 | 46,720 | |
U.S. Steel Corp. | 2,600 | 84,448 | |
Warrior Met Coal, Inc. | 2,687 | 137,252 | |
Worthington Industries, Inc. | 1,599 | 98,850 | |
2,579,079 | |||
Systems Software - 2.7% | |||
A10 Networks, Inc. | 3,717 | 55,867 | |
Adeia, Inc. | 5,625 | 60,075 | |
Appian Corp., Class A (a) | 2,132 | 97,241 | |
CommVault Systems, Inc. (a) | 2,282 | 154,286 | |
Crowdstrike Holdings, Inc., Class A (a) | 2,510 | 420,124 | |
CyberArk Software Ltd. (a) | 400 | 65,508 | |
Dolby Laboratories, Inc., Class A | 657 | 52,074 | |
Fortinet, Inc. (a) | 7,955 | 466,799 | |
Gen Digital, Inc. | 6,913 | 122,222 | |
Gitlab, Inc., Class A (a) | 1,000 | 45,220 | |
Microsoft Corp. | 87,250 | 27,549,187 | |
Monday.com Ltd. (a) | 193 | 30,729 | |
N-able, Inc. (a) | 3,458 | 44,608 | |
OneSpan, Inc. (a) | 2,019 | 21,704 | |
Oracle Corp. | 17,845 | 1,890,142 | |
Palo Alto Networks, Inc. (a) | 3,541 | 830,152 | |
Progress Software Corp. | 2,257 | 118,673 | |
Qualys, Inc. (a) | 1,919 | 292,743 | |
Rapid7, Inc. (a) | 3,107 | 142,238 | |
SentinelOne, Inc., Class A (a) | 2,400 | 40,464 | |
ServiceNow, Inc. (a) | 2,428 | 1,357,155 | |
SolarWinds Corp. (a) | 2,556 | 24,129 | |
Tenable Holdings, Inc. (a) | 5,894 | 264,051 | |
Teradata Corp. (a) | 1,100 | 49,522 | |
UiPath, Inc., Class A (a) | 4,800 | 82,128 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Varonis Systems, Inc. (a) | 5,624 | $171,757 | |
VMware, Inc., Class A (a) | 2,439 | 406,045 | |
Xperi, Inc. (a) | 2,128 | 20,982 | |
Zscaler, Inc. (a) | 1,079 | 167,882 | |
Zuora, Inc., Class A (a) | 6,794 | 55,983 | |
35,099,690 | |||
Technology Distributors - 0.1% | |||
Arrow Electronics, Inc. (a) | 667 | 83,535 | |
Avnet, Inc. | 1,000 | 48,190 | |
CDW Corp. | 1,571 | 316,965 | |
Climb Global Solutions, Inc. | 243 | 10,451 | |
ePlus, Inc. (a) | 1,384 | 87,912 | |
Insight Enterprises, Inc. (a) | 1,483 | 215,777 | |
PC Connection, Inc. | 574 | 30,640 | |
Richardson Electronics Ltd. | 417 | 4,558 | |
ScanSource, Inc. (a) | 1,253 | 37,978 | |
TD SYNNEX Corp. | 500 | 49,930 | |
885,936 | |||
Technology Hardware, Storage & Peripherals - 2.5% | |||
Apple, Inc. | 174,965 | 29,955,759 | |
Avid Technology, Inc. (a) | 1,684 | 45,249 | |
CompoSecure, Inc. (a) | 573 | 3,696 | |
Corsair Gaming, Inc. (a) | 1,853 | 26,924 | |
CPI Card Group, Inc. (a) | 148 | 2,741 | |
Eastman Kodak Co. (a) | 2,847 | 11,986 | |
Hewlett Packard Enterprise Co. | 15,184 | 263,746 | |
HP, Inc. | 10,238 | 263,116 | |
Immersion Corp. | 1,784 | 11,792 | |
Intevac, Inc. (a) | 889 | 2,765 | |
IonQ, Inc. (a) | 8,320 | 123,802 | |
NetApp, Inc. | 2,567 | 194,784 | |
Pure Storage, Inc., Class A (a) | 3,000 | 106,860 | |
Super Micro Computer, Inc. (a) | 2,408 | 660,322 | |
Turtle Beach Corp. (a) | 925 | 8,394 | |
Western Digital Corp. (a) | 4,000 | 182,520 | |
Xerox Holdings Corp. | 5,970 | 93,669 | |
31,958,125 | |||
Telecom Tower REITs - 0.1% | |||
American Tower Corp. | 5,534 | 910,066 | |
Crown Castle, Inc. | 5,005 | 460,610 | |
SBA Communications Corp. | 1,315 | 263,224 | |
1,633,900 | |||
Timber REITs - 0.0% * | |||
PotlatchDeltic Corp. | 4,092 | 185,736 | |
Rayonier, Inc. | 1,600 | 45,536 | |
Weyerhaeuser Co. | 8,293 | 254,263 | |
485,535 | |||
Tires & Rubber - 0.0% * | |||
Goodyear Tire & Rubber Co. (a) | 14,566 | 181,055 | |
Tobacco - 0.2% | |||
Altria Group, Inc. | 21,207 | 891,754 | |
Philip Morris International, Inc. | 18,091 | 1,674,865 | |
Turning Point Brands, Inc. | 930 | 21,474 | |
Universal Corp. | 1,267 | 59,815 | |
Vector Group Ltd. | 7,586 | 80,715 | |
2,728,623 |
Number of Shares | Fair Value | ||
Trading Companies & Distributors - 0.3% | |||
Air Lease Corp. | 1,200 | $47,292 | |
Alta Equipment Group, Inc. | 1,275 | 15,377 | |
Applied Industrial Technologies, Inc. | 1,991 | 307,829 | |
Beacon Roofing Supply, Inc. (a) | 2,788 | 215,150 | |
BlueLinx Holdings, Inc. (a) | 435 | 35,709 | |
Boise Cascade Co. | 2,053 | 211,541 | |
Core & Main, Inc., Class A (a) | 700 | 20,195 | |
Custom Truck One Source, Inc. (a) | 2,894 | 17,943 | |
Distribution Solutions Group, Inc. (a) | 512 | 13,312 | |
DXP Enterprises, Inc. (a) | 726 | 25,366 | |
EVI Industries, Inc. (a) | 165 | 4,095 | |
Fastenal Co. | 6,437 | 351,718 | |
Ferguson PLC | 2,500 | 411,175 | |
FTAI Aviation Ltd. | 5,148 | 183,011 | |
GATX Corp. | 1,836 | 199,812 | |
Global Industrial Co. | 667 | 22,345 | |
GMS, Inc. (a) | 2,127 | 136,064 | |
H&E Equipment Services, Inc. | 1,680 | 72,559 | |
Herc Holdings, Inc. | 1,462 | 173,890 | |
Hudson Technologies, Inc. (a) | 2,225 | 29,593 | |
Karat Packaging, Inc. | 334 | 7,702 | |
McGrath RentCorp | 1,281 | 128,407 | |
MRC Global, Inc. (a) | 4,172 | 42,763 | |
MSC Industrial Direct Co., Inc., Class A | 498 | 48,879 | |
NOW, Inc. (a) | 5,401 | 64,110 | |
Rush Enterprises, Inc., Class A | 3,230 | 131,881 | |
Rush Enterprises, Inc., Class B | 451 | 20,426 | |
SiteOne Landscape Supply, Inc. (a) | 500 | 81,725 | |
Titan Machinery, Inc. (a) | 1,030 | 27,377 | |
Transcat, Inc. (a) | 368 | 36,053 | |
United Rentals, Inc. | 784 | 348,543 | |
Veritiv Corp. | 681 | 115,021 | |
Watsco, Inc. | 420 | 158,642 | |
WESCO International, Inc. | 500 | 71,910 | |
Willis Lease Finance Corp. (a) | 191 | 8,079 | |
WW Grainger, Inc. | 526 | 363,908 | |
Xometry, Inc., Class A (a) | 1,711 | 29,053 | |
4,178,455 | |||
Transaction & Payment Processing Services - 1.0% | |||
Affirm Holdings, Inc. (a) | 2,000 | 42,540 | |
AvidXchange Holdings, Inc. (a) | 7,795 | 73,897 | |
Block, Inc. (a) | 6,532 | 289,106 | |
Cantaloupe, Inc. (a) | 2,925 | 18,281 | |
Cass Information Systems, Inc. | 691 | 25,740 | |
Euronet Worldwide, Inc. (a) | 500 | 39,690 | |
Fidelity National Information Services, Inc. | 6,768 | 374,067 | |
Fiserv, Inc. (a) | 7,147 | 807,325 | |
FleetCor Technologies, Inc. (a) | 888 | 226,742 | |
Flywire Corp. (a) | 4,974 | 158,621 | |
Global Payments, Inc. | 3,113 | 359,209 | |
I3 Verticals, Inc., Class A (a) | 1,136 | 24,015 | |
International Money Express, Inc. (a) | 1,766 | 29,898 | |
Jack Henry & Associates, Inc. | 938 | 141,769 | |
Marqeta, Inc., Class A (a) | 25,368 | 151,701 | |
Mastercard, Inc., Class A | 9,800 | 3,879,918 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Payoneer Global, Inc. (a) | 13,804 | $84,481 | |
PayPal Holdings, Inc. (a) | 13,331 | 779,330 | |
Paysafe Ltd. (a) | 1,631 | 19,556 | |
Paysign, Inc. (a) | 1,138 | 2,219 | |
Priority Technology Holdings, Inc. (a) | 431 | 1,396 | |
Remitly Global, Inc. (a) | 6,713 | 169,302 | |
Repay Holdings Corp. (a) | 4,052 | 30,755 | |
Shift4 Payments, Inc., Class A (a) | 600 | 33,222 | |
Toast, Inc., Class A (a) | 3,800 | 71,174 | |
Visa, Inc., Class A | 18,966 | 4,362,370 | |
Western Union Co. | 4,000 | 52,720 | |
WEX, Inc. (a) | 492 | 92,540 | |
12,341,584 | |||
Water Utilities - 0.1% | |||
American States Water Co. | 1,919 | 150,987 | |
American Water Works Co., Inc. | 2,232 | 276,389 | |
Artesian Resources Corp., Class A | 431 | 18,098 | |
Cadiz, Inc. (a) | 2,368 | 7,838 | |
California Water Service Group | 2,995 | 141,693 | |
Essential Utilities, Inc. | 2,900 | 99,557 | |
Global Water Resources, Inc. | 695 | 6,776 | |
Middlesex Water Co. | 917 | 60,751 | |
Pure Cycle Corp. (a) | 1,119 | 10,742 | |
SJW Group | 1,659 | 99,723 | |
York Water Co. | 715 | 26,805 | |
899,359 | |||
Wireless Telecommunication Services - 0.1% | |||
Gogo, Inc. (a) | 3,289 | 39,238 | |
Shenandoah Telecommunications Co. | 2,574 | 53,050 | |
Spok Holdings, Inc. | 994 | 14,184 | |
Telephone & Data Systems, Inc. | 5,153 | 94,351 | |
Tingo Group, Inc. (a) | 7,238 | 7,419 | |
T-Mobile U.S., Inc. (a) | 6,315 | 884,416 | |
1,092,658 | |||
Total Common Stock (Cost $559,892,830) | 587,083,876 | ||
Total Domestic Equity (Cost $559,892,830) | 587,083,876 | ||
Foreign Equity - 20.8% | |||
Common Stock - 20.5% | |||
Advertising - 0.0% * | |||
CyberAgent, Inc. | 3,800 | 20,532 | |
Dentsu Group, Inc. | 1,900 | 56,023 | |
Focus Media Information Technology Co. Ltd., Class A | 10,900 | 10,697 | |
Gambling.com Group Ltd. (a) | 503 | 6,579 | |
Hakuhodo DY Holdings, Inc. | 1,900 | 15,654 | |
Informa PLC | 13,218 | 121,064 | |
Publicis Groupe SA | 2,170 | 164,868 | |
WPP PLC | 10,115 | 90,495 | |
485,912 | |||
Aerospace & Defense - 0.2% | |||
AECC Aviation Power Co. Ltd., Class A | 2,100 | 10,708 | |
Airbus SE | 5,661 | 761,065 |
Number of Shares | Fair Value | ||
Aselsan Elektronik Sanayi Ve Ticaret AS | 27,180 | $40,450 | |
AviChina Industry & Technology Co. Ltd., Class H | 35,000 | 16,624 | |
BAE Systems PLC | 29,043 | 353,704 | |
Bharat Electronics Ltd. | 64,856 | 108,014 | |
CAE, Inc. (a) | 2,976 | 69,800 | |
Dassault Aviation SA | 189 | 35,699 | |
Elbit Systems Ltd. | 306 | 60,935 | |
Hanwha Aerospace Co. Ltd. | 728 | 56,432 | |
Hindustan Aeronautics Ltd. | 3,262 | 75,741 | |
Kongsberg Gruppen ASA | 806 | 33,419 | |
Korea Aerospace Industries Ltd. | 1,232 | 44,554 | |
Kuang-Chi Technologies Co. Ltd., Class A | 3,100 | 6,144 | |
Melrose Industries PLC | 12,679 | 72,610 | |
MTU Aero Engines AG | 508 | 92,375 | |
Rheinmetall AG | 411 | 106,132 | |
Rolls-Royce Holdings PLC (a) | 79,952 | 215,566 | |
Saab AB, Class B | 912 | 46,741 | |
Safran SA | 3,261 | 513,192 | |
Singapore Technologies Engineering Ltd. | 14,400 | 41,251 | |
Thales SA | 995 | 140,215 | |
2,901,371 | |||
Agricultural & Farm Machinery - 0.0% * | |||
CNH Industrial NV | 21,372 | 259,742 | |
Husqvarna AB, Class B | 3,137 | 24,180 | |
Kubota Corp. | 9,600 | 141,788 | |
425,710 | |||
Agricultural Products & Services - 0.0% * | |||
Beijing Dabeinong Technology Group Co. Ltd., Class A | 7,600 | 7,041 | |
Charoen Pokphand Indonesia Tbk PT (a) | 152,000 | 53,355 | |
IOI Corp. Bhd | 38,800 | 32,890 | |
Kuala Lumpur Kepong Bhd | 6,800 | 30,993 | |
New Hope Liuhe Co. Ltd., Class A (a) | 3,200 | 4,831 | |
Sime Darby Plantation Bhd | 21,300 | 19,416 | |
Wilmar International Ltd. | 22,106 | 60,411 | |
208,937 | |||
Air Freight & Logistics - 0.1% | |||
Agility Public Warehousing Co. KSC (a) | 22,511 | 40,644 | |
Deutsche Post AG | 9,449 | 385,509 | |
DSV AS | 1,773 | 332,035 | |
Hyundai Glovis Co. Ltd. | 309 | 42,226 | |
JD Logistics, Inc. (a)(e) | 41,900 | 53,232 | |
NIPPON EXPRESS HOLDINGS, Inc. | 700 | 36,603 | |
SF Holding Co. Ltd., Class A | 7,300 | 40,880 | |
SG Holdings Co. Ltd. | 3,700 | 47,482 | |
Yamato Holdings Co. Ltd. | 2,500 | 40,794 | |
YTO Express Group Co. Ltd., Class A | 2,700 | 5,570 | |
Yunda Holding Co. Ltd., Class A | 3,600 | 4,872 | |
ZTO Express Cayman, Inc. ADR | 7,709 | 186,326 | |
1,216,173 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Airport Services - 0.1% | |||
Aena SME SA (e) | 707 | $106,741 | |
Aeroports de Paris SA | 271 | 32,106 | |
Airports of Thailand PCL NVDR (a) | 78,663 | 150,683 | |
Auckland International Airport Ltd. | 11,634 | 55,293 | |
Beijing Capital International Airport Co. Ltd., Class H (a) | 36,000 | 16,686 | |
Grupo Aeroportuario del Pacifico SAB de CV, Class B | 6,800 | 112,081 | |
Grupo Aeroportuario del Sureste SAB de CV, Class B | 3,525 | 86,522 | |
Malaysia Airports Holdings Bhd | 19,943 | 30,285 | |
Shanghai International Airport Co. Ltd., Class A (a) | 1,300 | 6,761 | |
597,158 | |||
Alternative Carriers - 0.0% * | |||
Liberty Latin America Ltd., Class A (a) | 1,983 | 16,181 | |
Liberty Latin America Ltd., Class C (a) | 7,534 | 61,478 | |
77,659 | |||
Aluminum - 0.0% * | |||
Aluminum Corp. of China Ltd., Class H | 78,000 | 43,622 | |
Aluminum Corp. of China Ltd., Class A | 21,600 | 18,618 | |
China Hongqiao Group Ltd. | 51,500 | 50,436 | |
Hindalco Industries Ltd. | 22,482 | 133,377 | |
Norsk Hydro ASA | 12,403 | 78,328 | |
Press Metal Aluminium Holdings Bhd | 71,800 | 72,026 | |
Shandong Nanshan Aluminum Co. Ltd., Class A | 14,700 | 6,335 | |
United Co. RUSAL International PJSC (c)** | 55,670 | — | |
Yunnan Aluminium Co. Ltd., Class A | 4,900 | 10,155 | |
412,897 | |||
Apparel Retail - 0.1% | |||
Fast Retailing Co. Ltd. | 1,700 | 371,271 | |
H & M Hennes & Mauritz AB, Class B | 6,073 | 86,901 | |
Industria de Diseno Textil SA | 10,395 | 388,391 | |
Lojas Renner SA | 14,632 | 39,173 | |
Pepkor Holdings Ltd. (e) | 31,319 | 28,677 | |
Topsports International Holdings Ltd. (e) | 46,000 | 34,947 | |
Trent Ltd. | 3,424 | 85,770 | |
Zalando SE (a)(e) | 2,084 | 46,622 | |
ZOZO, Inc. | 1,800 | 33,081 | |
1,114,833 | |||
Apparel, Accessories & Luxury Goods - 0.4% | |||
adidas AG | 1,542 | 272,023 | |
ANTA Sports Products Ltd. | 22,876 | 257,477 | |
Bosideng International Holdings Ltd. | 92,000 | 39,587 | |
Burberry Group PLC | 3,548 | 82,648 | |
Cie Financiere Richemont SA, Class A | 4,983 | 610,074 | |
F&F Co. Ltd. | 299 | 25,038 | |
FF Group (a)(c)** | 1,860 | — |
Number of Shares | Fair Value | ||
Gildan Activewear, Inc. | 1,648 | $46,405 | |
Hermes International SCA | 302 | 553,091 | |
Kering SA | 709 | 324,207 | |
Li Ning Co. Ltd. | 42,319 | 178,044 | |
LPP SA | 17 | 50,629 | |
LVMH Moet Hennessy Louis Vuitton SE | 2,640 | 2,002,410 | |
Moncler SpA | 1,945 | 113,424 | |
Page Industries Ltd. | 96 | 45,061 | |
Pandora AS | 794 | 82,475 | |
Shenzhou International Group Holdings Ltd. | 14,900 | 142,687 | |
Swatch Group AG | 744 | 92,925 | |
Titan Co. Ltd. | 6,239 | 236,574 | |
5,154,779 | |||
Application Software - 0.2% | |||
Beijing Kingsoft Office Software, Inc., Class A | 441 | 22,444 | |
Bit Digital, Inc. (a) | 4,291 | 9,183 | |
Constellation Software, Inc. | 192 | 398,211 | |
Dassault Systemes SE | 6,370 | 238,038 | |
Descartes Systems Group, Inc. (a) | 792 | 58,398 | |
Hundsun Technologies, Inc., Class A | 1,456 | 6,485 | |
Iflytek Co. Ltd., Class A | 1,500 | 10,430 | |
Kingdee International Software Group Co. Ltd. (a) | 52,000 | 64,005 | |
NavInfo Co. Ltd., Class A (a) | 4,600 | 6,396 | |
Nemetschek SE | 528 | 32,356 | |
Nice Ltd. (a) | 597 | 101,162 | |
Open Text Corp. | 2,549 | 89,875 | |
Sage Group PLC | 9,682 | 116,874 | |
SAP SE | 9,981 | 1,297,886 | |
Sapiens International Corp. NV | 1,520 | 43,214 | |
Shanghai Baosight Software Co. Ltd., Class B | 11,520 | 24,250 | |
Shanghai Baosight Software Co. Ltd., Class A | 1,872 | 11,608 | |
Temenos AG | 732 | 51,547 | |
Thunder Software Technology Co. Ltd., Class A | 500 | 5,255 | |
WiseTech Global Ltd. | 1,551 | 65,116 | |
Xero Ltd. (a) | 1,356 | 98,394 | |
Yonyou Network Technology Co. Ltd., Class A | 2,600 | 5,931 | |
2,757,058 | |||
Asset Management & Custody Banks - 0.1% | |||
3i Group PLC | 9,249 | 234,018 | |
abrdn PLC | 23,038 | 43,795 | |
Amundi SA (e) | 692 | 39,087 | |
Brookfield Asset Management Ltd., Class A | 3,309 | 110,773 | |
Brookfield Corp. | 13,425 | 421,716 | |
China Cinda Asset Management Co. Ltd., Class H | 91,556 | 9,235 | |
EQT AB | 3,320 | 66,283 | |
Hargreaves Lansdown PLC | 4,025 | 37,985 | |
HDFC Asset Management Co. Ltd. (e) | 1,677 | 53,465 | |
IGM Financial, Inc. | 1,177 | 29,991 | |
Julius Baer Group Ltd. | 1,947 | 125,274 | |
Onex Corp. | 630 | 37,199 | |
Partners Group Holding AG | 216 | 244,263 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Patria Investments Ltd., Class A | 2,698 | $39,337 | |
Reinet Investments SCA | 2,142 | 47,268 | |
Schroders PLC | 7,392 | 36,739 | |
St. James's Place PLC | 5,097 | 51,772 | |
1,628,200 | |||
Automobile Manufacturers - 0.6% | |||
Bayerische Motoren Werke AG | 2,864 | 292,249 | |
BYD Co. Ltd., Class H | 18,500 | 571,640 | |
BYD Co. Ltd., Class A | 2,300 | 74,722 | |
Chongqing Changan Automobile Co. Ltd., Class A | 5,014 | 9,249 | |
Dongfeng Motor Group Co. Ltd., Class H | 30,000 | 11,836 | |
Ferrari NV | 1,201 | 355,655 | |
Ford Otomotiv Sanayi AS | 1,067 | 32,888 | |
Geely Automobile Holdings Ltd. | 115,000 | 135,677 | |
Great Wall Motor Co. Ltd., Class H | 47,033 | 56,090 | |
Great Wall Motor Co. Ltd., Class A | 800 | 2,819 | |
Guangzhou Automobile Group Co. Ltd., Class H | 38,000 | 18,777 | |
Guangzhou Automobile Group Co. Ltd., Class A | 10,400 | 14,289 | |
Honda Motor Co. Ltd. | 44,100 | 497,076 | |
Hyundai Motor Co. | 2,401 | 340,026 | |
Isuzu Motors Ltd. | 5,500 | 69,310 | |
Kia Corp. | 4,645 | 280,201 | |
Li Auto, Inc., Class A (a) | 20,100 | 354,939 | |
Mahindra & Mahindra Ltd. | 16,691 | 312,399 | |
Maruti Suzuki India Ltd. | 2,477 | 316,499 | |
Mazda Motor Corp. | 5,300 | 60,254 | |
Mercedes-Benz Group AG | 7,655 | 534,021 | |
NIO, Inc. ADR (a) | 24,623 | 222,592 | |
Nissan Motor Co. Ltd. | 21,800 | 96,462 | |
Renault SA | 1,797 | 73,962 | |
SAIC Motor Corp. Ltd., Class A | 5,000 | 10,157 | |
Seres Group Co. Ltd., Class A (a) | 3,600 | 27,532 | |
Subaru Corp. | 5,800 | 112,949 | |
Suzuki Motor Corp. | 3,500 | 141,102 | |
Tata Motors Ltd. | 29,419 | 223,261 | |
Tofas Turk Otomobil Fabrikasi AS | 2,560 | 27,594 | |
Toyota Motor Corp. | 101,400 | 1,819,390 | |
Volkswagen AG | 337 | 44,493 | |
Volvo Car AB, Class B (a) | 5,237 | 21,422 | |
XPeng, Inc., Class A (a) | 18,400 | 164,339 | |
7,325,871 | |||
Automotive Parts & Equipment - 0.1% | |||
Aisin Corp. | 1,700 | 64,366 | |
Bharat Forge Ltd. | 4,768 | 62,677 | |
Changzhou Xingyu Automotive Lighting Systems Co. Ltd., Class A | 300 | 6,259 | |
Continental AG | 1,030 | 72,802 | |
Denso Corp. | 16,400 | 263,873 | |
Fuyao Glass Industry Group Co. Ltd., Class H (e) | 13,356 | 61,222 | |
Fuyao Glass Industry Group Co. Ltd., Class A | 900 | 4,561 | |
Hanon Systems | 2,623 | 18,311 |
Number of Shares | Fair Value | ||
Huayu Automotive Systems Co. Ltd., Class A | 1,768 | $4,555 | |
Huizhou Desay Sv Automotive Co. Ltd., Class A | 200 | 3,943 | |
Hyundai Mobis Co. Ltd. | 1,049 | 186,960 | |
Koito Manufacturing Co. Ltd. | 1,900 | 28,731 | |
Magna International, Inc. | 2,573 | 138,527 | |
Minth Group Ltd. | 18,000 | 46,311 | |
Ningbo Tuopu Group Co. Ltd., Class A | 800 | 8,140 | |
Samvardhana Motherson International Ltd. | 39,416 | 45,567 | |
Sona Blw Precision Forgings Ltd. (e) | 5,634 | 39,581 | |
Sumitomo Electric Industries Ltd. | 6,666 | 80,474 | |
Tube Investments of India Ltd. | 2,022 | 72,763 | |
Valeo SE | 1,894 | 32,746 | |
1,242,369 | |||
Automotive Retail - 0.0% * | |||
Abu Dhabi National Oil Co. for Distribution PJSC | 63,985 | 65,325 | |
China Meidong Auto Holdings Ltd. | 6,000 | 3,287 | |
Hotai Motor Co. Ltd. | 4,940 | 100,237 | |
PTT Oil & Retail Business PCL NVDR | 66,108 | 33,950 | |
USS Co. Ltd. | 1,900 | 31,481 | |
Vibra Energia SA | 22,500 | 85,052 | |
Zhongsheng Group Holdings Ltd. | 17,000 | 47,862 | |
367,194 | |||
Biotechnology - 0.1% | |||
3SBio, Inc. (e) | 46,500 | 38,889 | |
Akeso, Inc. (a)(e) | 12,000 | 55,159 | |
Argenx SE (a) | 532 | 259,435 | |
Aurinia Pharmaceuticals, Inc. (a) | 7,078 | 54,996 | |
BeiGene Ltd. (a) | 12,500 | 171,735 | |
Beijing Wantai Biological Pharmacy Enterprise Co. Ltd., Class A | 112 | 738 | |
BGI Genomics Co. Ltd., Class A | 800 | 5,728 | |
Bloomage Biotechnology Corp. Ltd., Class A | 1,087 | 12,941 | |
Celltrion, Inc. | 1,976 | 203,838 | |
Chongqing Zhifei Biological Products Co. Ltd., Class A | 3,150 | 21,043 | |
Fennec Pharmaceuticals, Inc. (a) | 1,089 | 8,178 | |
Genmab AS (a) | 628 | 223,623 | |
Grifols SA (a) | 3,397 | 44,220 | |
Hualan Biological Engineering, Inc., Class A | 2,038 | 6,210 | |
Imeik Technology Development Co. Ltd., Class A | 300 | 16,070 | |
Innovent Biologics, Inc. (a)(e) | 21,000 | 102,562 | |
PharmaEssentia Corp. (a) | 5,000 | 52,044 | |
Prothena Corp. PLC (a) | 2,151 | 103,786 | |
Shanghai RAAS Blood Products Co. Ltd., Class A | 5,500 | 5,254 | |
Shenzhen Kangtai Biological Products Co. Ltd., Class A (a) | 800 | 3,214 | |
SK Bioscience Co. Ltd. (a) | 632 | 31,708 | |
Swedish Orphan Biovitrum AB (a) | 1,790 | 36,808 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Walvax Biotechnology Co. Ltd., Class A | 1,400 | $4,523 | |
Zai Lab Ltd. ADR (a) | 1,300 | 31,603 | |
Zura Bio Ltd. | 788 | 5,201 | |
1,499,506 | |||
Brewers - 0.1% | |||
Ambev SA | 81,400 | 213,209 | |
Anheuser-Busch InBev SA | 8,283 | 460,493 | |
Asahi Group Holdings Ltd. | 4,600 | 172,317 | |
Budweiser Brewing Co. APAC Ltd. (e) | 15,700 | 30,992 | |
Carlsberg AS, Class B | 931 | 117,829 | |
China Resources Beer Holdings Co. Ltd. | 30,000 | 164,521 | |
Chongqing Brewery Co. Ltd., Class A | 100 | 1,170 | |
Cia Cervecerias Unidas SA | 1,321 | 8,352 | |
Heineken Holding NV | 1,219 | 92,150 | |
Heineken NV | 2,739 | 242,027 | |
Kirin Holdings Co. Ltd. | 7,300 | 102,388 | |
Tsingtao Brewery Co. Ltd., Class H | 12,924 | 105,777 | |
Tsingtao Brewery Co. Ltd., Class A | 800 | 9,603 | |
1,720,828 | |||
Broadcasting - 0.0% * | |||
Vivendi SE | 6,296 | 55,300 | |
Broadline Retail - 0.6% | |||
Alibaba Group Holding Ltd. (a) | 291,900 | 3,190,388 | |
Allegro.eu SA (a)(e) | 9,220 | 68,088 | |
Canadian Tire Corp. Ltd., Class A | 488 | 52,716 | |
Central Retail Corp. PCL NVDR (f) | 39,816 | 42,372 | |
Coupang, Inc. (a) | 13,000 | 221,000 | |
Dollarama, Inc. | 2,686 | 185,914 | |
Falabella SA | 20,641 | 45,882 | |
Global-e Online Ltd. (a) | 1,100 | 43,714 | |
GoTo Gojek Tokopedia Tbk PT (a) | 14,761,800 | 81,188 | |
JD.com, Inc., Class A | 41,826 | 614,692 | |
Magazine Luiza SA (a) | 37,124 | 15,724 | |
MINISO Group Holding Ltd. ADR | 1,400 | 36,260 | |
momo.com, Inc. | 1,100 | 17,106 | |
Naspers Ltd., N Shares | 4,983 | 800,255 | |
Next PLC | 1,134 | 100,984 | |
Ozon Holdings PLC ADR (a)(c)** | 1,300 | — | |
Pan Pacific International Holdings Corp. | 3,600 | 75,703 | |
PDD Holdings, Inc. ADR (a) | 10,657 | 1,045,132 | |
Pepco Group NV (a) | 2,698 | 12,510 | |
Prosus NV | 14,574 | 430,812 | |
Rakuten Group, Inc. | 13,900 | 57,109 | |
Vipshop Holdings Ltd. ADR (a) | 6,434 | 103,008 | |
Wesfarmers Ltd. | 10,809 | 368,758 | |
Woolworths Holdings Ltd. | 14,667 | 52,808 | |
7,662,123 | |||
Building Products - 0.1% | |||
AGC, Inc. | 1,800 | 63,255 | |
Assa Abloy AB, Class B | 9,517 | 208,662 | |
Astral Ltd. | 2,378 | 54,766 |
Number of Shares | Fair Value | ||
Beijing New Building Materials PLC, Class A | 1,600 | $6,599 | |
Cie de Saint-Gobain SA | 4,400 | 264,975 | |
Daikin Industries Ltd. | 2,500 | 393,282 | |
Geberit AG | 317 | 159,054 | |
Kingspan Group PLC | 1,459 | 109,613 | |
Lixil Corp. | 2,600 | 30,343 | |
Nibe Industrier AB, Class B | 14,280 | 94,375 | |
ROCKWOOL AS, Class B | 128 | 31,122 | |
TOTO Ltd. | 1,500 | 38,831 | |
Xinyi Glass Holdings Ltd. | 14,588 | 18,887 | |
1,473,764 | |||
Cable & Satellite - 0.0% * | |||
Cyfrowy Polsat SA (a) | 3,840 | 10,632 | |
Grupo Televisa SAB Series CPO | 39,600 | 24,131 | |
34,763 | |||
Cargo Ground Transportation - 0.0% * | |||
TFI International, Inc. | 727 | 93,800 | |
Casinos & Gaming - 0.1% | |||
Aristocrat Leisure Ltd. | 5,568 | 146,798 | |
Entain PLC | 6,002 | 68,334 | |
Evolution AB (e) | 1,739 | 177,098 | |
Flutter Entertainment PLC (a) | 1,681 | 275,685 | |
Galaxy Entertainment Group Ltd. | 21,000 | 126,426 | |
Genting Bhd | 24,200 | 21,493 | |
Genting Malaysia Bhd | 54,700 | 29,125 | |
Genting Singapore Ltd. | 55,400 | 34,298 | |
Kangwon Land, Inc. | 1,128 | 12,622 | |
La Francaise des Jeux SAEM (e) | 1,192 | 38,871 | |
Lottery Corp. Ltd. | 20,776 | 63,290 | |
OPAP SA | 3,043 | 51,097 | |
Sands China Ltd. (a) | 22,800 | 69,869 | |
Super Group SGHC Ltd. (a) | 6,584 | 24,295 | |
1,139,301 | |||
Coal & Consumable Fuels - 0.1% | |||
Adaro Energy Indonesia Tbk PT | 172,900 | 31,884 | |
Banpu PCL NVDR | 136,500 | 29,990 | |
Cameco Corp. | 4,100 | 163,424 | |
China Coal Energy Co. Ltd., Class H | 49,000 | 38,415 | |
China Shenhua Energy Co. Ltd., Class H | 63,490 | 205,909 | |
China Shenhua Energy Co. Ltd., Class A | 7,600 | 32,546 | |
Coal India Ltd. | 27,564 | 97,986 | |
Encore Energy Corp. | 7,719 | 25,164 | |
Exxaro Resources Ltd. | 3,784 | 34,623 | |
Inner Mongolia Yitai Coal Co. Ltd., Class B (a) | 27,700 | 38,752 | |
Shaanxi Coal Industry Co. Ltd., Class A | 15,100 | 38,259 | |
Shanxi Coking Coal Energy Group Co. Ltd., Class A | 3,800 | 5,247 | |
Shanxi Lu'an Environmental Energy Development Co. Ltd., Class A | 5,200 | 13,554 | |
United Tractors Tbk PT | 26,500 | 48,439 | |
Yankuang Energy Group Co. Ltd., Class H | 45,000 | 85,037 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Yankuang Energy Group Co. Ltd., Class A | 3,450 | $9,589 | |
898,818 | |||
Commercial Printing - 0.0% * | |||
Cimpress PLC (a) | 935 | 65,459 | |
Dai Nippon Printing Co. Ltd. | 2,500 | 65,170 | |
TOPPAN, Inc. | 2,800 | 67,080 | |
197,709 | |||
Commodity Chemicals - 0.2% | |||
Advanced Petrochemical Co. | 3,349 | 35,808 | |
Asahi Kasei Corp. | 11,800 | 74,323 | |
Barito Pacific Tbk PT | 342,922 | 28,845 | |
Berger Paints India Ltd. | 6,820 | 46,716 | |
Canmax Technologies Co. Ltd., Class A | 520 | 1,834 | |
Do-Fluoride New Materials Co. Ltd., Class A | 560 | 1,234 | |
Ecopro Co. Ltd. | 354 | 236,367 | |
Formosa Chemicals & Fibre Corp. | 68,000 | 129,552 | |
Formosa Plastics Corp. | 72,000 | 177,990 | |
Guangzhou Tinci Materials Technology Co. Ltd., Class A | 1,860 | 6,901 | |
Hanwha Solutions Corp. (a) | 1,597 | 35,209 | |
Hengli Petrochemical Co. Ltd., Class A (a) | 4,300 | 8,499 | |
Hengyi Petrochemical Co. Ltd., Class A (a) | 4,700 | 4,741 | |
Huafon Chemical Co. Ltd., Class A | 4,900 | 4,755 | |
Hubei Xingfa Chemicals Group Co. Ltd., Class A | 600 | 1,628 | |
Indorama Ventures PCL NVDR | 44,595 | 31,843 | |
Inner Mongolia Yuan Xing Energy Co. Ltd., Class A | 2,700 | 2,620 | |
Jiangsu Eastern Shenghong Co. Ltd., Class A | 3,800 | 6,024 | |
Kumho Petrochemical Co. Ltd. | 395 | 39,254 | |
LB Group Co. Ltd., Class A | 2,100 | 5,295 | |
LG Chem Ltd. | 897 | 330,043 | |
Lotte Chemical Corp. | 324 | 32,919 | |
Mesaieed Petrochemical Holding Co. | 65,734 | 33,499 | |
Mitsui Chemicals, Inc. | 1,600 | 41,569 | |
Nan Ya Plastics Corp. | 89,000 | 183,622 | |
National Industrialization Co. (a) | 9,299 | 31,489 | |
Orbia Advance Corp. SAB de CV | 16,700 | 34,796 | |
Orica Ltd. | 5,195 | 52,271 | |
Orion SA | 2,937 | 62,499 | |
Petronas Chemicals Group Bhd | 50,100 | 76,720 | |
PTT Global Chemical PCL NVDR | 35,138 | 33,292 | |
Rongsheng Petrochemical Co. Ltd., Class A | 13,350 | 21,823 | |
Sahara International Petrochemical Co. | 5,604 | 56,481 | |
Sasa Polyester Sanayi AS (a) | 14,830 | 26,604 | |
Satellite Chemical Co. Ltd., Class A | 3,525 | 7,417 | |
Saudi Aramco Base Oil Co. | 1,204 | 47,769 | |
Saudi Basic Industries Corp. | 16,267 | 357,831 | |
Saudi Industrial Investment Group | 6,465 | 40,957 |
Number of Shares | Fair Value | ||
Saudi Kayan Petrochemical Co. (a) | 11,878 | $39,589 | |
Shenzhen Senior Technology Material Co. Ltd., Class A | 599 | 1,075 | |
Sinoma Science & Technology Co. Ltd., Class A | 2,800 | 7,901 | |
SKC Co. Ltd. | 278 | 15,637 | |
Skshu Paint Co. Ltd., Class A (a) | 560 | 5,267 | |
Supreme Industries Ltd. | 1,181 | 58,615 | |
Tongkun Group Co. Ltd., Class A (a) | 3,400 | 6,883 | |
Toray Industries, Inc. | 13,000 | 67,777 | |
Tosoh Corp. | 2,382 | 30,616 | |
Yanbu National Petrochemical Co. | 5,910 | 65,554 | |
Yunnan Energy New Material Co. Ltd., Class A | 500 | 4,111 | |
2,654,064 | |||
Communications Equipment - 0.1% | |||
Accton Technology Corp. | 9,000 | 137,452 | |
BYD Electronic International Co. Ltd. | 16,020 | 73,024 | |
Nokia Oyj | 50,799 | 191,899 | |
Telefonaktiebolaget LM Ericsson, Class B | 27,705 | 135,998 | |
Tianjin 712 Communication & Broadcasting Co. Ltd., Class A | 500 | 1,735 | |
Yealink Network Technology Corp. Ltd., Class A | 1,540 | 7,533 | |
Zhongji Innolight Co. Ltd., Class A | 500 | 7,947 | |
ZTE Corp., Class H | 10,000 | 30,197 | |
ZTE Corp., Class A | 6,900 | 30,950 | |
616,735 | |||
Construction & Engineering - 0.2% | |||
ACS Actividades de Construccion y Servicios SA | 2,050 | 73,947 | |
Bouygues SA | 1,777 | 62,350 | |
Budimex SA | 294 | 29,265 | |
China Communications Services Corp. Ltd., Class H | 45,733 | 19,211 | |
China Conch Venture Holdings Ltd. | 26,500 | 22,603 | |
China Energy Engineering Corp. Ltd. | 34,900 | 10,826 | |
China National Chemical Engineering Co. Ltd., Class A | 10,700 | 11,426 | |
China Railway Group Ltd., Class H | 97,000 | 50,037 | |
China Railway Group Ltd., Class A | 24,800 | 23,215 | |
China State Construction Engineering Corp. Ltd., Class A | 41,900 | 31,803 | |
China State Construction International Holdings Ltd. | 32,000 | 33,668 | |
Eiffage SA | 687 | 65,492 | |
Gamuda Bhd | 35,325 | 33,329 | |
Hyundai Engineering & Construction Co. Ltd. | 1,136 | 30,517 | |
Kajima Corp. | 4,000 | 65,230 | |
Larsen & Toubro Ltd. | 11,594 | 422,140 | |
Metallurgical Corp. of China Ltd., Class A | 24,100 | 12,140 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Obayashi Corp. | 6,000 | $52,933 | |
Power Construction Corp. of China Ltd., Class A | 21,000 | 15,420 | |
Samsung Engineering Co. Ltd. (a) | 3,098 | 69,449 | |
Shimizu Corp. | 5,100 | 35,526 | |
Sichuan Road & Bridge Group Co. Ltd., Class A | 9,800 | 11,662 | |
Skanska AB, Class B | 3,907 | 64,732 | |
Stantec, Inc. | 1,000 | 66,760 | |
Taisei Corp. | 1,600 | 56,409 | |
Vinci SA | 5,071 | 563,844 | |
WSP Global, Inc. | 1,181 | 167,454 | |
2,101,388 | |||
Construction Machinery & Heavy Transportation Equipment - 0.2% | |||
Alstom SA | 2,677 | 64,055 | |
Ashok Leyland Ltd. | 30,667 | 65,366 | |
China CSSC Holdings Ltd., Class A | 2,700 | 10,339 | |
CRRC Corp. Ltd., Class H | 102,000 | 49,230 | |
CRRC Corp. Ltd., Class A | 30,500 | 24,448 | |
Cummins India Ltd. | 2,829 | 57,788 | |
Daimler Truck Holding AG | 4,678 | 162,552 | |
Doosan Bobcat, Inc. | 1,139 | 43,048 | |
Epiroc AB, Class A | 6,222 | 119,123 | |
Epiroc AB, Class B | 3,634 | 58,603 | |
Hanwha Ocean Co. Ltd. (a) | 788 | 18,074 | |
HD Hyundai Heavy Industries Co. Ltd. (a) | 443 | 39,789 | |
HD Korea Shipbuilding & Offshore Engineering Co. Ltd. (a) | 670 | 55,113 | |
Hitachi Construction Machinery Co. Ltd. | 1,000 | 30,464 | |
Hyundai Mipo Dockyard Co. Ltd. (a) | 389 | 23,927 | |
Knorr-Bremse AG | 832 | 53,011 | |
Komatsu Ltd. | 8,800 | 238,421 | |
Metso Oyj | 6,202 | 65,362 | |
Samsung Heavy Industries Co. Ltd. (a) | 12,744 | 74,042 | |
Sany Heavy Equipment International Holdings Co. Ltd. | 22,000 | 34,776 | |
Sany Heavy Industry Co. Ltd., Class A | 14,300 | 31,188 | |
Seatrium Ltd. (a) | 408,689 | 40,123 | |
Sinotruk Hong Kong Ltd. | 16,000 | 30,808 | |
Toyota Industries Corp. | 1,400 | 110,471 | |
Volvo AB, Class B | 14,358 | 298,150 | |
Volvo AB, Class A | 2,285 | 47,828 | |
Weichai Power Co. Ltd., Class H | 31,401 | 42,740 | |
Weichai Power Co. Ltd., Class A | 7,800 | 13,414 | |
XCMG Construction Machinery Co. Ltd., Class A | 9,300 | 8,131 | |
Zhuzhou CRRC Times Electric Co. Ltd. | 12,400 | 42,907 | |
Zoomlion Heavy Industry Science & Technology Co. Ltd., Class A | 8,700 | 8,180 | |
1,961,471 | |||
Construction Materials - 0.1% | |||
Ambuja Cements Ltd. | 12,561 | 64,256 | |
Anhui Conch Cement Co. Ltd., Class H | 19,581 | 52,129 |
Number of Shares | Fair Value | ||
Anhui Conch Cement Co. Ltd., Class A | 2,769 | $9,893 | |
Asia Cement Corp. | 35,000 | 43,099 | |
Cemex SAB de CV (a) | 271,500 | 177,631 | |
China Jushi Co. Ltd., Class A | 4,114 | 7,623 | |
China National Building Material Co. Ltd., Class H | 59,243 | 31,089 | |
China Resources Cement Holdings Ltd. | 26,000 | 6,673 | |
Grasim Industries Ltd. | 5,182 | 121,211 | |
Heidelberg Materials AG | 1,365 | 106,251 | |
Semen Indonesia Persero Tbk PT | 43,992 | 18,288 | |
Shree Cement Ltd. | 179 | 54,891 | |
Siam Cement PCL NVDR | 15,165 | 125,360 | |
Taiwan Cement Corp. | 122,595 | 126,277 | |
UltraTech Cement Ltd. | 2,167 | 215,414 | |
1,160,085 | |||
Consumer Electronics - 0.1% | |||
LG Electronics, Inc. | 1,873 | 140,052 | |
Panasonic Holdings Corp. | 21,000 | 236,703 | |
Sharp Corp. (a) | 2,200 | 13,740 | |
Sony Group Corp. | 12,000 | 984,285 | |
1,374,780 | |||
Consumer Finance - 0.1% | |||
Bajaj Finance Ltd. | 4,725 | 444,427 | |
Cholamandalam Investment & Finance Co. Ltd. | 7,383 | 108,249 | |
Krungthai Card PCL NVDR | 24,365 | 29,442 | |
Lufax Holding Ltd. ADR | 5,600 | 5,936 | |
Muangthai Capital PCL NVDR | 7,500 | 7,415 | |
Muthoot Finance Ltd. | 1,370 | 20,655 | |
Qifu Technology, Inc. ADR | 2,400 | 36,864 | |
SBI Cards & Payment Services Ltd. | 5,531 | 52,692 | |
Shriram Finance Ltd. | 4,845 | 111,984 | |
817,664 | |||
Consumer Staples Merchandise Retail - 0.1% | |||
Aeon Co. Ltd. | 6,175 | 122,590 | |
Atacadao SA | 6,800 | 12,091 | |
Berli Jucker PCL NVDR | 12,600 | 10,641 | |
Carrefour SA | 5,629 | 97,054 | |
Cencosud SA | 26,788 | 50,526 | |
Sendas Distribuidora SA | 26,300 | 63,895 | |
Wal-Mart de Mexico SAB de CV | 90,386 | 341,187 | |
697,984 | |||
Copper - 0.0% * | |||
Antofagasta PLC | 3,685 | 64,272 | |
First Quantum Minerals Ltd. | 5,571 | 132,229 | |
Jiangxi Copper Co. Ltd., Class H | 14,782 | 23,178 | |
Jiangxi Copper Co. Ltd., Class A | 300 | 793 | |
KGHM Polska Miedz SA | 2,776 | 71,196 | |
Lundin Mining Corp. | 7,500 | 56,194 | |
Southern Copper Corp. | 2,490 | 187,472 | |
535,334 | |||
Data Processing & Outsourced Services - 0.0% * | |||
Computershare Ltd. | 5,390 | 90,307 | |
Teleperformance SE | 554 | 70,034 | |
160,341 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Distillers & Vintners - 0.2% | |||
Anhui Gujing Distillery Co. Ltd., Class B | 1,900 | $31,780 | |
Anhui Gujing Distillery Co. Ltd., Class A | 400 | 14,922 | |
Davide Campari-Milano NV | 4,875 | 57,627 | |
Diageo PLC | 21,461 | 794,733 | |
Jiangsu King's Luck Brewery JSC Ltd., Class A | 1,400 | 11,274 | |
Jiangsu Yanghe Brewery Joint-Stock Co. Ltd., Class A | 1,700 | 30,193 | |
JiuGui Liquor Co. Ltd., Class A | 400 | 4,843 | |
Kweichow Moutai Co. Ltd., Class A | 1,400 | 345,602 | |
Luzhou Laojiao Co. Ltd., Class A | 1,500 | 44,604 | |
Pernod Ricard SA | 1,948 | 325,557 | |
Remy Cointreau SA | 259 | 31,713 | |
Shanghai Bairun Investment Holding Group Co. Ltd., Class A | 980 | 3,878 | |
Shanxi Xinghuacun Fen Wine Factory Co. Ltd., Class A | 1,640 | 53,911 | |
Sichuan Swellfun Co. Ltd., Class A | 600 | 4,968 | |
Treasury Wine Estates Ltd. | 8,310 | 66,129 | |
United Spirits Ltd. (a) | 4,501 | 54,595 | |
Wuliangye Yibin Co. Ltd., Class A | 4,700 | 100,699 | |
1,977,028 | |||
Distributors - 0.0% * | |||
D'ieteren Group | 196 | 33,182 | |
Diversified Banks - 2.8% | |||
ABN AMRO Bank NV GDR (e) | 3,752 | 53,389 | |
Absa Group Ltd. | 14,226 | 132,018 | |
Abu Dhabi Commercial Bank PJSC | 49,700 | 117,043 | |
Abu Dhabi Islamic Bank PJSC | 27,848 | 85,370 | |
Agricultural Bank of China Ltd., Class H | 552,717 | 206,073 | |
Agricultural Bank of China Ltd., Class A | 91,347 | 45,136 | |
AIB Group PLC | 15,444 | 69,657 | |
Akbank TAS | 46,147 | 56,322 | |
Al Rajhi Bank | 34,542 | 625,365 | |
Alinma Bank | 17,033 | 151,689 | |
Alpha Services & Holdings SA (a) | 43,060 | 57,375 | |
AMMB Holdings Bhd | 37,400 | 29,472 | |
ANZ Group Holdings Ltd. | 28,656 | 474,571 | |
Arab National Bank | 11,480 | 73,463 | |
Axis Bank Ltd. | 40,059 | 500,103 | |
Banco Bilbao Vizcaya Argentaria SA | 56,867 | 464,203 | |
Banco Bradesco SA | 23,067 | 58,345 | |
Banco de Chile | 667,199 | 67,583 | |
Banco de Credito e Inversiones SA | 1,244 | 31,688 | |
Banco del Bajio SA (e) | 11,200 | 35,324 | |
Banco do Brasil SA | 14,600 | 137,622 | |
Banco Santander Brasil SA | 5,900 | 30,707 | |
Banco Santander Chile | 774,790 | 35,689 | |
Banco Santander SA | 154,422 | 591,604 | |
Bancolombia SA | 3,348 | 25,495 | |
Bank AlBilad | 8,744 | 98,621 | |
Bank Al-Jazira (a) | 6,739 | 30,187 |
Number of Shares | Fair Value | ||
Bank Central Asia Tbk PT | 977,700 | $558,279 | |
Bank Hapoalim BM | 11,955 | 106,424 | |
Bank Leumi Le-Israel BM | 14,471 | 119,774 | |
Bank Mandiri Persero Tbk PT | 660,000 | 257,295 | |
Bank Negara Indonesia Persero Tbk PT | 144,800 | 96,736 | |
Bank of Baroda | 14,547 | 37,479 | |
Bank of Beijing Co. Ltd., Class A | 31,600 | 20,081 | |
Bank of China Ltd., Class H | 1,445,868 | 505,842 | |
Bank of China Ltd., Class A | 42,794 | 22,144 | |
Bank of Communications Co. Ltd., Class H | 176,127 | 106,596 | |
Bank of Communications Co. Ltd., Class A | 44,600 | 35,260 | |
Bank of Ireland Group PLC | 9,940 | 97,768 | |
Bank of Montreal | 6,805 | 576,714 | |
Bank of Nova Scotia | 11,369 | 511,941 | |
Bank of NT Butterfield & Son Ltd. | 2,618 | 70,895 | |
Bank of Shanghai Co. Ltd., Class A | 6,100 | 5,166 | |
Bank of the Philippine Islands | 38,922 | 77,051 | |
Bank Polska Kasa Opieki SA | 3,502 | 80,990 | |
Bank Rakyat Indonesia Persero Tbk PT | 1,205,609 | 407,590 | |
Banque Saudi Fransi | 10,354 | 100,767 | |
Barclays PLC | 147,979 | 287,071 | |
BDO Unibank, Inc. | 45,162 | 113,272 | |
BNP Paribas SA | 10,014 | 640,698 | |
BOC Hong Kong Holdings Ltd. | 35,000 | 95,859 | |
Boubyan Bank KSCP | 21,343 | 41,712 | |
CaixaBank SA | 39,059 | 156,565 | |
Canadian Imperial Bank of Commerce | 8,628 | 334,590 | |
Capitec Bank Holdings Ltd. | 1,480 | 134,833 | |
Chang Hwa Commercial Bank Ltd. | 82,324 | 43,992 | |
China CITIC Bank Corp. Ltd., Class H | 184,881 | 85,927 | |
China Common Rich Renewable Energy Investments Ltd. (c)** | 64,000 | — | |
China Construction Bank Corp., Class H | 1,729,000 | 975,782 | |
China Construction Bank Corp., Class A | 7,400 | 6,399 | |
China Everbright Bank Co. Ltd., Class H | 46,883 | 14,068 | |
China Everbright Bank Co. Ltd., Class A | 30,820 | 12,987 | |
China Merchants Bank Co. Ltd., Class H | 67,000 | 279,742 | |
China Merchants Bank Co. Ltd., Class A | 24,600 | 111,322 | |
China Minsheng Banking Corp. Ltd., Class H | 136,700 | 46,778 | |
China Minsheng Banking Corp. Ltd., Class A | 46,100 | 24,297 | |
China Zheshang Bank Co. Ltd., Class A | 23,140 | 8,131 | |
CIMB Group Holdings Bhd | 99,294 | 114,832 | |
Commercial Bank PSQC | 60,675 | 90,012 | |
Commercial International Bank Egypt SAE | 24,801 | 48,157 | |
Commerzbank AG | 10,024 | 114,513 | |
Commonwealth Bank of Australia | 16,014 | 1,033,233 | |
Credicorp Ltd. | 1,300 | 166,361 | |
Credit Agricole SA | 11,447 | 141,701 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
CTBC Financial Holding Co. Ltd. | 302,000 | $229,210 | |
Danske Bank AS | 6,527 | 152,305 | |
DBS Group Holdings Ltd. | 17,310 | 426,631 | |
DNB Bank ASA | 8,775 | 177,795 | |
Dubai Islamic Bank PJSC | 54,537 | 86,860 | |
E.Sun Financial Holding Co. Ltd. | 251,647 | 189,044 | |
Emirates NBD Bank PJSC | 32,909 | 159,481 | |
Erste Group Bank AG | 3,243 | 112,688 | |
Eurobank Ergasias Services & Holdings SA, Class A (a) | 37,601 | 58,083 | |
FinecoBank Banca Fineco SpA | 5,714 | 69,662 | |
First Abu Dhabi Bank PJSC | 75,909 | 281,064 | |
First Financial Holding Co. Ltd. | 198,121 | 162,950 | |
Grupo Financiero Banorte SAB de CV, Class O | 45,500 | 382,542 | |
Grupo Financiero Inbursa SAB de CV, Class O (a) | 30,000 | 59,159 | |
Gulf Bank KSCP | 26,188 | 22,286 | |
Haci Omer Sabanci Holding AS | 18,817 | 40,977 | |
Hana Financial Group, Inc. | 4,949 | 155,688 | |
Hang Seng Bank Ltd. | 7,200 | 89,588 | |
HDFC Bank Ltd. | 48,707 | 895,236 | |
Hong Leong Bank Bhd | 9,900 | 41,116 | |
HSBC Holdings PLC | 188,933 | 1,487,153 | |
Hua Nan Financial Holdings Co. Ltd. | 159,089 | 101,031 | |
Huaxia Bank Co. Ltd., Class A | 22,200 | 17,429 | |
ICICI Bank Ltd. | 90,862 | 1,041,549 | |
IDFC First Bank Ltd. (a) | 56,845 | 65,374 | |
Industrial & Commercial Bank of China Ltd., Class H | 1,174,505 | 565,369 | |
Industrial & Commercial Bank of China Ltd., Class A | 67,200 | 43,166 | |
Industrial Bank Co. Ltd., Class A | 21,300 | 47,624 | |
Industrial Bank of Korea | 5,368 | 44,594 | |
ING Groep NV Series N | 34,516 | 458,625 | |
Intesa Sanpaolo SpA | 148,080 | 382,543 | |
Israel Discount Bank Ltd., Class A | 11,503 | 62,214 | |
Japan Post Bank Co. Ltd. | 13,600 | 118,570 | |
KakaoBank Corp. | 3,129 | 54,144 | |
Kasikornbank PCL | 9,700 | 33,565 | |
KB Financial Group, Inc. | 6,591 | 270,107 | |
KBC Group NV | 2,369 | 148,334 | |
Komercni Banka AS | 1,230 | 35,931 | |
Kotak Mahindra Bank Ltd. | 19,134 | 399,932 | |
Krung Thai Bank PCL NVDR | 63,077 | 32,914 | |
Kuwait Finance House KSCP | 148,576 | 352,390 | |
Lloyds Banking Group PLC | 613,125 | 332,043 | |
Malayan Banking Bhd | 96,489 | 180,638 | |
Masraf Al Rayan QSC | 115,237 | 70,567 | |
mBank SA (a) | 151 | 13,675 | |
Mediobanca Banca di Credito Finanziario SpA | 5,157 | 68,413 | |
Mega Financial Holding Co. Ltd. | 192,321 | 224,609 | |
Metropolitan Bank & Trust Co. | 32,670 | 31,183 | |
Mitsubishi UFJ Financial Group, Inc. | 109,100 | 927,414 | |
Mizrahi Tefahot Bank Ltd. | 1,776 | 64,425 | |
Mizuho Financial Group, Inc. | 23,000 | 391,644 | |
Moneta Money Bank AS (e) | 3,392 | 12,357 | |
National Australia Bank Ltd. | 29,953 | 561,971 |
Number of Shares | Fair Value | ||
National Bank of Canada | 3,210 | $214,230 | |
National Bank of Greece SA (a) | 7,939 | 44,885 | |
National Bank of Kuwait SAKP | 136,298 | 399,566 | |
NatWest Group PLC | 55,040 | 158,341 | |
Nedbank Group Ltd. | 8,344 | 89,612 | |
Nordea Bank Abp | 30,676 | 339,169 | |
NU Holdings Ltd., Class A (a) | 28,700 | 208,075 | |
OTP Bank Nyrt | 4,063 | 147,332 | |
Oversea-Chinese Banking Corp. Ltd. | 32,230 | 302,488 | |
Ping An Bank Co. Ltd., Class A | 20,300 | 31,206 | |
Piraeus Financial Holdings SA (a) | 13,663 | 40,649 | |
Postal Savings Bank of China Co. Ltd., Class H (e) | 148,675 | 75,174 | |
Postal Savings Bank of China Co. Ltd., Class A | 34,100 | 23,261 | |
Powszechna Kasa Oszczednosci Bank Polski SA (a) | 16,037 | 127,560 | |
Public Bank Bhd | 252,300 | 218,165 | |
Qatar International Islamic Bank QSC | 21,548 | 56,830 | |
Qatar Islamic Bank SAQ | 29,919 | 152,554 | |
Qatar National Bank QPSC | 82,442 | 348,793 | |
RHB Bank Bhd | 27,214 | 31,473 | |
Riyad Bank | 25,501 | 188,685 | |
Royal Bank of Canada | 13,243 | 1,162,681 | |
Santander Bank Polska SA (a) | 547 | 45,113 | |
Saudi Awwal Bank | 17,442 | 160,447 | |
Saudi Investment Bank | 7,687 | 32,384 | |
Saudi National Bank | 51,659 | 451,790 | |
Sberbank of Russia PJSC (c)** | 192,160 | — | |
SCB X PCL NVDR | 13,396 | 37,709 | |
Shanghai Commercial & Savings Bank Ltd. | 69,565 | 93,204 | |
Shanghai Pudong Development Bank Co. Ltd., Class A | 33,600 | 32,743 | |
Shanghai Rural Commercial Bank Co. Ltd., Class A | 18,800 | 15,586 | |
Shinhan Financial Group Co. Ltd. | 7,458 | 196,758 | |
SinoPac Financial Holdings Co. Ltd. | 192,921 | 103,989 | |
Skandinaviska Enskilda Banken AB, Class A | 15,043 | 180,903 | |
Societe Generale SA | 6,901 | 168,377 | |
Standard Bank Group Ltd. | 22,973 | 224,030 | |
Standard Chartered PLC | 22,513 | 208,285 | |
State Bank of India | 29,995 | 216,200 | |
Sumitomo Mitsui Financial Group, Inc. | 12,100 | 595,736 | |
Sumitomo Mitsui Trust Holdings, Inc. | 3,100 | 116,978 | |
Svenska Handelsbanken AB, Class A | 13,764 | 123,600 | |
Swedbank AB, Class A | 8,031 | 148,804 | |
Taishin Financial Holding Co. Ltd. | 196,512 | 108,969 | |
Taiwan Business Bank | 91,136 | 37,267 | |
Taiwan Cooperative Financial Holding Co. Ltd. | 185,067 | 146,767 | |
TCS Group Holding PLC GDR (a)(c)** | 2,171 | — | |
Toronto-Dominion Bank | 17,565 | 1,063,124 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Turkiye Is Bankasi AS, Class C | 63,462 | $59,585 | |
UniCredit SpA | 17,570 | 422,829 | |
United Overseas Bank Ltd. | 12,000 | 250,568 | |
VTB Bank PJSC (a)(c)** | 70,264,000 | — | |
Westpac Banking Corp. | 33,459 | 456,722 | |
Woori Financial Group, Inc. | 10,107 | 91,827 | |
Yapi ve Kredi Bankasi AS | 44,416 | 29,908 | |
Yes Bank Ltd. (a) | 116,408 | 24,181 | |
35,840,714 | |||
Diversified Capital Markets - 0.1% | |||
Banco BTG Pactual SA | 21,708 | 134,753 | |
Deutsche Bank AG | 18,391 | 203,477 | |
Macquarie Group Ltd. | 3,498 | 378,669 | |
Mirae Asset Securities Co. Ltd. | 6,977 | 33,349 | |
UBS Group AG | 31,409 | 779,045 | |
1,529,293 | |||
Diversified Chemicals - 0.1% | |||
BASF SE | 8,519 | 387,387 | |
Mitsubishi Chemical Group Corp. | 12,000 | 75,808 | |
Ningxia Baofeng Energy Group Co. Ltd., Class A | 11,000 | 21,590 | |
Nissan Chemical Corp. | 1,200 | 51,136 | |
Pidilite Industries Ltd. | 3,067 | 90,099 | |
Sasol Ltd. | 10,003 | 138,592 | |
Solvay SA | 695 | 77,152 | |
SRF Ltd. | 2,942 | 79,692 | |
Sumitomo Chemical Co. Ltd. | 16,000 | 43,639 | |
965,095 | |||
Diversified Financial Services - 0.1% | |||
Bajaj Finserv Ltd. | 6,539 | 121,285 | |
FirstRand Ltd. | 87,707 | 297,301 | |
Jio Financial Services Ltd. (a) | 53,375 | 148,605 | |
M&G PLC | 25,818 | 62,174 | |
Meritz Financial Group, Inc. | 1,997 | 81,691 | |
ORIX Corp. | 11,100 | 207,755 | |
Yuanta Financial Holding Co. Ltd. | 183,373 | 142,299 | |
1,061,110 | |||
Diversified Metals & Mining - 0.4% | |||
African Rainbow Minerals Ltd. | 1,352 | 12,206 | |
Anglo American PLC | 12,095 | 334,446 | |
BHP Group Ltd. | 48,416 | 1,382,710 | |
Boliden AB | 2,556 | 73,980 | |
China Northern Rare Earth Group High-Tech Co. Ltd., Class A | 2,000 | 5,982 | |
China Rare Earth Resources & Technology Co. Ltd., Class A | 500 | 1,976 | |
CMOC Group Ltd., Class H | 57,000 | 36,608 | |
CMOC Group Ltd., Class A | 11,000 | 8,923 | |
GEM Co. Ltd., Class A | 7,800 | 6,520 | |
Glencore PLC | 100,480 | 576,289 | |
Grupo Mexico SAB de CV Series B | 55,042 | 261,266 | |
Henan Shenhuo Coal & Power Co. Ltd., Class A | 4,000 | 9,377 | |
IGO Ltd. | 6,345 | 51,843 | |
Ivanhoe Mines Ltd., Class A (a) | 7,000 | 60,266 | |
Korea Zinc Co. Ltd. | 131 | 49,123 |
Number of Shares | Fair Value | ||
Merdeka Copper Gold Tbk PT (a) | 198,993 | $37,082 | |
Mineral Resources Ltd. | 1,638 | 71,496 | |
MMC Norilsk Nickel PJSC ADR (a)(c)** | 8,131 | — | |
MMC Norilsk Nickel PJSC (a)(c)** | 305 | — | |
Pilbara Minerals Ltd. | 25,261 | 70,105 | |
PolyMet Mining Corp. (a) | 1,753 | 3,646 | |
Rio Tinto Ltd. | 3,529 | 258,623 | |
Rio Tinto PLC | 10,747 | 678,686 | |
Saudi Arabian Mining Co. (a) | 23,654 | 254,487 | |
Shenghe Resources Holding Co. Ltd., Class A | 3,500 | 5,222 | |
Sinomine Resource Group Co. Ltd., Class A | 1,120 | 5,597 | |
South32 Ltd. | 42,725 | 93,478 | |
Sumitomo Metal Mining Co. Ltd. | 2,300 | 67,802 | |
Teck Resources Ltd., Class B | 4,320 | 186,795 | |
Vale Indonesia Tbk PT | 23,800 | 8,701 | |
Vedanta Ltd. | 11,044 | 29,598 | |
Western Mining Co. Ltd., Class A | 1,400 | 2,469 | |
Yunnan Tin Co. Ltd., Class A | 1,000 | 1,967 | |
Zhejiang Huayou Cobalt Co. Ltd., Class A | 1,530 | 7,877 | |
4,655,146 | |||
Diversified Real Estate Activities - 0.1% | |||
Aldar Properties PJSC | 68,917 | 108,074 | |
Ayala Land, Inc. | 105,500 | 54,917 | |
Barwa Real Estate Co. | 31,838 | 22,566 | |
City Developments Ltd. | 4,500 | 21,793 | |
Daito Trust Construction Co. Ltd. | 600 | 63,327 | |
Daiwa House Industry Co. Ltd. | 5,600 | 150,672 | |
DLF Ltd. | 8,691 | 55,563 | |
ESR Group Ltd. (e) | 28,000 | 39,327 | |
Lendlease Corp. Ltd. | 6,265 | 29,032 | |
Mitsubishi Estate Co. Ltd. | 10,700 | 140,181 | |
Mitsui Fudosan Co. Ltd. | 8,400 | 185,422 | |
New World Development Co. Ltd. | 14,000 | 27,243 | |
Nomura Real Estate Holdings, Inc. | 996 | 25,049 | |
Sumitomo Realty & Development Co. Ltd. | 2,700 | 70,311 | |
Sun Hung Kai Properties Ltd. | 13,500 | 144,449 | |
Swire Pacific Ltd., Class A | 4,000 | 26,992 | |
UOL Group Ltd. | 4,100 | 19,285 | |
1,184,203 | |||
Diversified REITs - 0.0% * | |||
Daiwa House REIT Investment Corp. | 20 | 35,356 | |
Fibra Uno Administracion SA de CV | 55,100 | 92,106 | |
GPT Group | 22,018 | 55,421 | |
Growthpoint Properties Ltd. | 75,376 | 42,210 | |
Land Securities Group PLC | 8,113 | 58,404 | |
Mirvac Group | 36,683 | 50,428 | |
Nomura Real Estate Master Fund, Inc. | 49 | 54,968 | |
Stockland | 22,215 | 56,203 | |
445,096 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Diversified Support Services - 0.0% * | |||
Brambles Ltd. | 13,127 | $121,321 | |
Indian Railway Catering & Tourism Corp. Ltd. | 5,615 | 46,037 | |
RB Global, Inc. | 3,851 | 241,373 | |
408,731 | |||
Drug Retail - 0.0% * | |||
Alibaba Health Information Technology Ltd. (a) | 104,000 | 64,802 | |
Clicks Group Ltd. | 4,784 | 65,681 | |
JD Health International, Inc. (a)(e) | 20,000 | 103,679 | |
MatsukiyoCocokara & Co. | 3,300 | 59,277 | |
Nahdi Medical Co. | 553 | 21,262 | |
Ping An Healthcare & Technology Co. Ltd. (a)(e) | 9,500 | 22,174 | |
Raia Drogasil SA | 24,324 | 134,226 | |
Welcia Holdings Co. Ltd. | 1,344 | 23,268 | |
494,369 | |||
Education Services - 0.0% * | |||
East Buy Holding Ltd. (a)(e) | 8,000 | 37,743 | |
IDP Education Ltd. | 2,294 | 31,654 | |
New Oriental Education & Technology Group, Inc. (a) | 26,300 | 160,181 | |
Pearson PLC | 6,021 | 63,818 | |
TAL Education Group ADR (a) | 7,100 | 64,681 | |
358,077 | |||
Electric Utilities - 0.3% | |||
Acciona SA | 224 | 28,625 | |
BKW AG | 193 | 34,072 | |
Centrais Eletricas Brasileiras SA | 19,427 | 143,183 | |
CEZ AS | 2,835 | 120,775 | |
Chubu Electric Power Co., Inc. | 6,000 | 76,676 | |
CK Infrastructure Holdings Ltd. | 7,000 | 33,115 | |
CLP Holdings Ltd. | 15,500 | 114,689 | |
CPFL Energia SA | 5,400 | 36,261 | |
EDP - Energias de Portugal SA | 29,667 | 123,629 | |
Elia Group SA | 331 | 32,469 | |
Emera, Inc. | 2,567 | 90,035 | |
Endesa SA | 2,961 | 60,426 | |
Enel Americas SA (a) | 212,573 | 24,271 | |
Enel Chile SA | 508,946 | 30,764 | |
Enel SpA | 77,584 | 478,067 | |
Energisa SA | 3,800 | 35,493 | |
Equatorial Energia SA | 19,292 | 123,572 | |
Fortis, Inc. | 4,655 | 177,627 | |
Fortum Oyj | 4,170 | 48,543 | |
Hydro One Ltd. (e) | 3,091 | 79,058 | |
Iberdrola SA | 58,119 | 651,947 | |
Inter RAO UES PJSC (c)** | 467,243 | — | |
Interconexion Electrica SA ESP | 4,165 | 15,359 | |
Kansai Electric Power Co., Inc. | 6,600 | 91,885 | |
Korea Electric Power Corp. (a) | 5,036 | 67,251 | |
Manila Electric Co. | 4,930 | 32,067 | |
Mercury NZ Ltd. | 6,195 | 22,706 | |
Origin Energy Ltd. | 16,189 | 91,737 | |
Orsted AS (e) | 1,781 | 97,379 | |
PGE Polska Grupa Energetyczna SA (a) | 10,086 | 17,325 | |
Power Assets Holdings Ltd. | 13,000 | 62,910 |
Number of Shares | Fair Value | ||
Power Grid Corp. of India Ltd. | 75,250 | $181,009 | |
Public Power Corp. SA (a) | 3,866 | 38,885 | |
Redeia Corp. SA | 3,784 | 59,674 | |
Saudi Electricity Co. | 14,858 | 75,509 | |
SSE PLC | 10,354 | 203,465 | |
Tata Power Co. Ltd. | 26,496 | 83,692 | |
Tenaga Nasional Bhd | 45,900 | 97,661 | |
Terna - Rete Elettrica Nazionale | 13,270 | 100,146 | |
Tokyo Electric Power Co. Holdings, Inc. (a) | 14,200 | 63,642 | |
Verbund AG | 783 | 63,875 | |
4,009,474 | |||
Electrical Components & Equipment - 0.2% | |||
ABB Ltd. | 15,264 | 547,288 | |
CG Power & Industrial Solutions Ltd. | 12,744 | 67,863 | |
Contemporary Amperex Technology Co. Ltd., Class A | 5,100 | 142,120 | |
Ecopro BM Co. Ltd. | 870 | 163,117 | |
Eve Energy Co. Ltd., Class A | 2,500 | 15,482 | |
Fuji Electric Co. Ltd. | 1,200 | 54,248 | |
Ginlong Technologies Co. Ltd., Class A | 300 | 3,233 | |
Gotion High-tech Co. Ltd., Class A (a) | 1,800 | 5,732 | |
Havells India Ltd. | 5,128 | 85,771 | |
Jiangsu Zhongtian Technology Co. Ltd., Class A | 4,400 | 8,968 | |
Legrand SA | 2,537 | 234,492 | |
LG Energy Solution Ltd. (a) | 833 | 294,149 | |
NIDEC Corp. | 4,000 | 185,787 | |
POSCO Future M Co. Ltd. | 551 | 146,794 | |
Prysmian SpA | 2,473 | 99,888 | |
Sungrow Power Supply Co. Ltd., Class A | 1,900 | 23,343 | |
Sunwoda Electronic Co. Ltd., Class A | 800 | 1,856 | |
Suzhou Maxwell Technologies Co. Ltd., Class A | 256 | 4,449 | |
TBEA Co. Ltd., Class A | 5,460 | 11,106 | |
Voltronic Power Technology Corp. | 1,000 | 49,101 | |
Walsin Lihwa Corp. | 57,000 | 64,980 | |
WEG SA | 31,046 | 224,974 | |
Zhejiang Chint Electrics Co. Ltd., Class A | 1,800 | 5,754 | |
2,440,495 | |||
Electronic Components - 0.2% | |||
AUO Corp. | 136,200 | 69,196 | |
Avary Holding Shenzhen Co. Ltd., Class A | 2,600 | 7,266 | |
BOE Technology Group Co. Ltd., Class A | 61,900 | 32,795 | |
Chaozhou Three-Circle Group Co. Ltd., Class A | 2,200 | 9,361 | |
China Zhenhua Group Science & Technology Co. Ltd., Class A | 200 | 2,223 | |
Delta Electronics Thailand PCL NVDR | 55,000 | 124,991 | |
Delta Electronics, Inc. | 35,000 | 351,838 | |
E Ink Holdings, Inc. | 15,000 | 83,409 | |
Guangzhou Shiyuan Electronic Technology Co. Ltd., Class A | 800 | 5,566 | |
Hamamatsu Photonics KK | 1,300 | 54,875 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Hirose Electric Co. Ltd. | 374 | $43,409 | |
Ibiden Co. Ltd. | 1,100 | 58,706 | |
Innolux Corp. | 171,333 | 69,795 | |
Kingboard Holdings Ltd. | 17,000 | 38,160 | |
Kingboard Laminates Holdings Ltd. | 13,549 | 9,584 | |
Kyocera Corp. | 3,000 | 152,528 | |
L&F Co. Ltd. | 474 | 60,910 | |
Largan Precision Co. Ltd. | 2,000 | 132,278 | |
Lens Technology Co. Ltd., Class A | 4,960 | 8,360 | |
LG Display Co. Ltd. (a) | 3,737 | 36,307 | |
LG Innotek Co. Ltd. | 236 | 42,761 | |
Lingyi iTech Guangdong Co., Class A | 8,000 | 6,281 | |
Lotte Energy Materials Corp. | 276 | 8,140 | |
Luxshare Precision Industry Co. Ltd., Class A | 10,600 | 43,385 | |
Maxscend Microelectronics Co. Ltd., Class A | 128 | 2,050 | |
Murata Manufacturing Co. Ltd. | 16,500 | 302,302 | |
Nan Ya Printed Circuit Board Corp. | 4,000 | 33,023 | |
Omron Corp. | 1,597 | 71,350 | |
Samsung Electro-Mechanics Co. Ltd. | 1,056 | 107,525 | |
Samsung SDI Co. Ltd. | 985 | 373,736 | |
Shengyi Technology Co. Ltd., Class A | 1,400 | 2,951 | |
Shennan Circuits Co. Ltd., Class A | 800 | 7,310 | |
Sunny Optical Technology Group Co. Ltd. | 13,300 | 92,891 | |
TDK Corp. | 3,700 | 137,413 | |
Unimicron Technology Corp. | 24,000 | 128,994 | |
Yageo Corp. | 5,979 | 97,241 | |
Zhen Ding Technology Holding Ltd. | 15,665 | 47,751 | |
2,856,661 | |||
Electronic Equipment & Instruments - 0.1% | |||
Azbil Corp. | 1,100 | 33,746 | |
CETC Cyberspace Security Technology Co. Ltd., Class A | 400 | 1,306 | |
Halma PLC | 3,573 | 84,538 | |
Hexagon AB, Class B | 19,679 | 169,145 | |
Keyence Corp. | 1,900 | 706,651 | |
Shimadzu Corp. | 2,200 | 58,559 | |
SUPCON Technology Co. Ltd., Class A | 1,570 | 10,300 | |
TCL Technology Group Corp., Class A (a) | 14,329 | 8,024 | |
Wuhan Guide Infrared Co. Ltd., Class A | 4,550 | 4,759 | |
Yokogawa Electric Corp. | 2,100 | 40,649 | |
Zhejiang Dahua Technology Co. Ltd., Class A | 2,800 | 8,559 | |
1,126,236 | |||
Electronic Manufacturing Services - 0.1% | |||
AAC Technologies Holdings, Inc. | 8,500 | 14,543 | |
Fabrinet (a) | 1,899 | 316,412 | |
Foxconn Industrial Internet Co. Ltd., Class A | 8,600 | 23,254 | |
GoerTek, Inc., Class A | 2,448 | 5,302 | |
Hon Hai Precision Industry Co. Ltd. | 224,000 | 721,674 |
Number of Shares | Fair Value | ||
Wingtech Technology Co. Ltd., Class A (a) | 1,200 | $7,189 | |
1,088,374 | |||
Environmental & Facilities Services - 0.0% * | |||
China Everbright Environment Group Ltd. | 48,000 | 16,548 | |
GFL Environmental, Inc. | 2,173 | 69,320 | |
Li-Cycle Holdings Corp. (a) | 6,869 | 24,385 | |
Rentokil Initial PLC | 23,895 | 177,965 | |
288,218 | |||
Fertilizers & Agricultural Chemicals - 0.1% | |||
Hektas Ticaret TAS (a) | 16,643 | 16,330 | |
ICL Group Ltd. | 7,126 | 39,439 | |
Nutrien Ltd. | 4,721 | 292,898 | |
OCI NV | 950 | 26,543 | |
PhosAgro PJSC (c)** | 13 | — | |
PhosAgro PJSC GDR (a)(c)** | 1,956 | — | |
PI Industries Ltd. | 1,633 | 67,903 | |
Qinghai Salt Lake Industry Co. Ltd., Class A (a) | 3,300 | 7,772 | |
SABIC Agri-Nutrients Co. | 4,334 | 153,694 | |
Shandong Hualu Hengsheng Chemical Co. Ltd., Class A | 2,470 | 10,883 | |
UPL Ltd. | 7,182 | 53,298 | |
Yara International ASA | 1,542 | 58,733 | |
727,493 | |||
Financial Exchanges & Data - 0.1% | |||
ASX Ltd. | 1,807 | 66,616 | |
B3 SA - Brasil Bolsa Balcao | 104,400 | 256,349 | |
Deutsche Boerse AG | 1,809 | 313,531 | |
East Money Information Co. Ltd., Class A | 16,188 | 33,772 | |
Euronext NV (e) | 797 | 55,692 | |
Hithink RoyalFlush Information Network Co. Ltd., Class A | 500 | 10,257 | |
Hong Kong Exchanges & Clearing Ltd. | 11,500 | 429,643 | |
Japan Exchange Group, Inc. | 4,700 | 87,370 | |
London Stock Exchange Group PLC | 4,048 | 406,824 | |
Moscow Exchange MICEX-Rates PJSC (c)** | 17,461 | — | |
Saudi Tadawul Group Holding Co. | 719 | 37,000 | |
Singapore Exchange Ltd. | 7,936 | 56,690 | |
TMX Group Ltd. | 2,590 | 55,919 | |
1,809,663 | |||
Food Distributors - 0.0% * | |||
Bid Corp. Ltd. | 6,052 | 135,644 | |
CP Axtra PCL | 38,700 | 34,276 | |
169,920 | |||
Food Retail - 0.2% | |||
Alimentation Couche-Tard, Inc. | 7,446 | 379,900 | |
Avenue Supermarts Ltd. (a)(e) | 2,799 | 123,890 | |
BGF retail Co. Ltd. | 251 | 26,227 | |
BIM Birlesik Magazalar AS | 8,934 | 89,519 | |
Coles Group Ltd. | 12,647 | 127,007 | |
CP ALL PCL NVDR | 106,415 | 176,810 | |
Dino Polska SA (a)(e) | 940 | 76,448 | |
Empire Co. Ltd., Class A | 1,327 | 36,267 | |
Endeavour Group Ltd. | 16,495 | 56,104 | |
George Weston Ltd. | 583 | 64,954 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
HelloFresh SE (a) | 1,433 | $42,906 | |
J Sainsbury PLC | 18,991 | 58,598 | |
Jeronimo Martins SGPS SA | 2,641 | 59,446 | |
Kesko Oyj, Class B | 3,140 | 56,416 | |
Kobe Bussan Co. Ltd. | 1,400 | 32,893 | |
Koninklijke Ahold Delhaize NV | 9,242 | 279,067 | |
Loblaw Cos. Ltd. | 1,511 | 128,886 | |
Metro, Inc. | 2,186 | 114,054 | |
Ocado Group PLC (a) | 5,385 | 39,462 | |
President Chain Store Corp. | 11,000 | 89,450 | |
Seven & i Holdings Co. Ltd. | 7,200 | 282,500 | |
Shoprite Holdings Ltd. | 9,134 | 116,283 | |
Sumber Alfaria Trijaya Tbk PT | 242,800 | 46,502 | |
Tesco PLC | 68,094 | 219,582 | |
Woolworths Group Ltd. | 11,595 | 279,281 | |
X5 Retail Group NV GDR (a)(c)** | 2,502 | — | |
3,002,452 | |||
Footwear - 0.0% * | |||
Feng TAY Enterprise Co. Ltd. | 5,600 | 31,747 | |
Pou Chen Corp. | 32,000 | 28,401 | |
Puma SE | 986 | 61,383 | |
Xtep International Holdings Ltd. | 37,000 | 34,298 | |
155,829 | |||
Forest Products - 0.0% * | |||
Svenska Cellulosa AB SCA, Class B | 5,673 | 78,300 | |
West Fraser Timber Co. Ltd. | 521 | 38,000 | |
116,300 | |||
Gas Utilities - 0.1% | |||
AltaGas Ltd. | 3,200 | 61,657 | |
APA Group | 13,688 | 73,324 | |
Beijing Enterprises Holdings Ltd. | 12,500 | 43,093 | |
Brookfield Infrastructure Corp., Class A | 5,100 | 180,234 | |
China Gas Holdings Ltd. | 43,000 | 40,574 | |
China Resources Gas Group Ltd. | 13,600 | 39,853 | |
Enagas SA | 2,287 | 37,967 | |
ENN Energy Holdings Ltd. | 14,300 | 118,682 | |
ENN Natural Gas Co. Ltd., Class A | 5,300 | 12,672 | |
GAIL India Ltd. | 40,533 | 60,721 | |
Hong Kong & China Gas Co. Ltd. | 104,650 | 72,957 | |
Indraprastha Gas Ltd. | 5,170 | 28,318 | |
Kunlun Energy Co. Ltd. | 82,000 | 70,673 | |
Naturgy Energy Group SA | 1,149 | 31,337 | |
Osaka Gas Co. Ltd. | 3,500 | 57,745 | |
Petronas Gas Bhd | 4,249 | 15,240 | |
Snam SpA | 18,982 | 89,412 | |
Tokyo Gas Co. Ltd. | 3,700 | 84,079 | |
1,118,538 | |||
Gold - 0.2% | |||
Agnico Eagle Mines Ltd. | 4,726 | 215,746 | |
Aneka Tambang Tbk | 103,400 | 12,143 | |
Anglogold Ashanti PLC | 7,540 | 121,957 | |
Barrick Gold Corp. | 16,695 | 243,633 | |
Caledonia Mining Corp. PLC | 963 | 9,495 | |
Cia de Minas Buenaventura SAA ADR | 3,900 | 33,228 |
Number of Shares | Fair Value | ||
Endeavour Mining PLC | 2,110 | $40,845 | |
Franco-Nevada Corp. | 1,825 | 244,769 | |
Gold Fields Ltd. | 15,956 | 173,887 | |
Harmony Gold Mining Co. Ltd. | 11,714 | 44,159 | |
i-80 Gold Corp. | 9,932 | 15,196 | |
Kinross Gold Corp. | 11,409 | 52,235 | |
Koza Altin Isletmeleri AS | 17,857 | 18,746 | |
Newcrest Mining Ltd. | 8,459 | 133,866 | |
Northern Star Resources Ltd. | 10,778 | 72,761 | |
Novagold Resources, Inc. (a) | 12,725 | 48,864 | |
Polymetal International PLC (a)(c)** | 1,670 | — | |
Polyus PJSC GDR (a)(c)** | 977 | — | |
Polyus PJSC (a)(c)** | 122 | — | |
Shandong Gold Mining Co. Ltd., Class A | 3,000 | 10,339 | |
Shandong Gold Mining Co. Ltd., Class H (e) | 14,250 | 26,965 | |
SSR Mining, Inc. | 3,200 | 42,528 | |
Wheaton Precious Metals Corp. | 4,295 | 175,104 | |
Zhaojin Mining Industry Co. Ltd., Class H | 30,000 | 41,829 | |
Zijin Mining Group Co. Ltd., Class H | 103,119 | 157,736 | |
Zijin Mining Group Co. Ltd., Class A | 22,900 | 38,126 | |
1,974,157 | |||
Healthcare Distributors - 0.0% * | |||
Amplifon SpA | 1,416 | 42,157 | |
Celltrion Healthcare Co. Ltd. | 1,878 | 87,679 | |
EBOS Group Ltd. | 1,391 | 28,584 | |
Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd., Class A | 900 | 3,881 | |
Huadong Medicine Co. Ltd., Class A | 1,700 | 9,856 | |
Shanghai Pharmaceuticals Holding Co. Ltd., Class H | 9,000 | 14,043 | |
Shanghai Pharmaceuticals Holding Co. Ltd., Class A | 1,700 | 4,219 | |
Sinopharm Group Co. Ltd., Class H | 27,600 | 79,996 | |
270,415 | |||
Healthcare Equipment - 0.1% | |||
BioMerieux | 472 | 45,885 | |
Carl Zeiss Meditec AG | 459 | 40,248 | |
Cochlear Ltd. | 619 | 102,001 | |
Demant AS (a) | 926 | 38,469 | |
DiaSorin SpA | 198 | 18,116 | |
Fisher & Paykel Healthcare Corp. Ltd. | 5,417 | 70,239 | |
Getinge AB, Class B | 2,092 | 37,106 | |
Jiangsu Yuyue Medical Equipment & Supply Co. Ltd., Class A | 600 | 2,836 | |
Koninklijke Philips NV | 8,809 | 176,887 | |
Lepu Medical Technology Beijing Co. Ltd., Class A | 2,300 | 5,187 | |
Microport Scientific Corp. (a) | 11,707 | 17,698 | |
Nano-X Imaging Ltd. (a) | 2,323 | 15,239 | |
Olympus Corp. | 12,000 | 156,127 | |
Shenzhen Mindray Bio-Medical Electronics Co. Ltd., Class A | 1,100 | 40,736 | |
Siemens Healthineers AG (e) | 2,665 | 135,435 | |
Smith & Nephew PLC | 8,236 | 102,837 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Sonova Holding AG | 491 | $116,846 | |
Straumann Holding AG | 1,057 | 135,418 | |
Sysmex Corp. | 1,600 | 76,481 | |
Terumo Corp. | 6,400 | 169,966 | |
1,503,757 | |||
Healthcare Facilities - 0.1% | |||
Aier Eye Hospital Group Co. Ltd., Class A | 10,282 | 25,360 | |
Apollo Hospitals Enterprise Ltd. | 1,873 | 115,882 | |
Bangkok Dusit Medical Services PCL NVDR | 203,911 | 149,801 | |
Bumrungrad Hospital PCL NVDR | 11,241 | 82,735 | |
Dallah Healthcare Co. | 522 | 19,847 | |
Dr Sulaiman Al Habib Medical Services Group Co. | 1,578 | 99,129 | |
Hygeia Healthcare Holdings Co. Ltd. (e) | 7,000 | 39,237 | |
IHH Healthcare Bhd | 44,200 | 55,071 | |
Max Healthcare Institute Ltd. | 13,892 | 94,921 | |
Mouwasat Medical Services Co. | 1,444 | 39,657 | |
Ramsay Health Care Ltd. | 1,703 | 57,011 | |
Rede D'Or Sao Luiz SA (e) | 8,200 | 41,629 | |
820,280 | |||
Healthcare Services - 0.0% * | |||
Fresenius Medical Care AG & Co. KGaA | 1,928 | 83,365 | |
Fresenius SE & Co. KGaA | 3,989 | 124,420 | |
Guangzhou Kingmed Diagnostics Group Co. Ltd., Class A | 500 | 4,280 | |
Meinian Onehealth Healthcare Holdings Co. Ltd., Class A (a) | 4,500 | 4,200 | |
Sonic Healthcare Ltd. | 4,199 | 80,759 | |
Topchoice Medical Corp., Class A (a) | 300 | 3,632 | |
300,656 | |||
Healthcare Supplies - 0.1% | |||
Alcon, Inc. | 4,762 | 369,279 | |
Asahi Intecc Co. Ltd. | 2,500 | 45,033 | |
Coloplast AS, Class B | 1,293 | 137,245 | |
EssilorLuxottica SA | 2,813 | 491,890 | |
HLB, Inc. (a) | 1,941 | 43,152 | |
Hoya Corp. | 3,400 | 349,171 | |
Ovctek China, Inc., Class A | 600 | 2,115 | |
Shandong Weigao Group Medical Polymer Co. Ltd., Class H | 36,400 | 31,976 | |
1,469,861 | |||
Healthcare Technology - 0.0% * | |||
M3, Inc. | 4,100 | 74,623 | |
Heavy Electrical Equipment - 0.1% | |||
ABB India Ltd. | 830 | 40,962 | |
Dongfang Electric Corp. Ltd., Class A | 1,000 | 2,147 | |
Doosan Enerbility Co. Ltd. (a) | 8,283 | 100,852 | |
Goldwind Science & Technology Co. Ltd., Class A | 2,800 | 3,547 | |
Ming Yang Smart Energy Group Ltd., Class A | 600 | 1,300 | |
Mitsubishi Electric Corp. | 18,400 | 227,989 |
Number of Shares | Fair Value | ||
NARI Technology Co. Ltd., Class A | 12,355 | $37,629 | |
Shanghai Electric Group Co. Ltd., Class A (a) | 15,400 | 9,892 | |
Siemens Energy AG (a) | 4,848 | 63,544 | |
Titan Wind Energy Suzhou Co. Ltd., Class A (a) | 900 | 1,595 | |
Vestas Wind Systems AS (a) | 9,587 | 206,299 | |
695,756 | |||
Highways & Railtracks - 0.0% * | |||
Bangkok Expressway & Metro PCL NVDR (f) | 177,383 | 40,433 | |
CCR SA | 20,900 | 53,824 | |
Getlink SE | 3,323 | 53,160 | |
Jiangsu Expressway Co. Ltd., Class H | 26,000 | 23,471 | |
Promotora y Operadora de Infraestructura SAB de CV | 3,155 | 28,280 | |
Shenzhen International Holdings Ltd. | 17,503 | 10,794 | |
Taiwan High Speed Rail Corp. | 33,000 | 30,618 | |
Transurban Group | 29,286 | 239,856 | |
Zhejiang Expressway Co. Ltd., Class H | 16,000 | 11,931 | |
492,367 | |||
Home Building - 0.0% * | |||
Barratt Developments PLC | 11,336 | 61,031 | |
Berkeley Group Holdings PLC | 986 | 49,426 | |
Iida Group Holdings Co. Ltd. | 1,438 | 23,961 | |
Open House Group Co. Ltd. | 900 | 30,602 | |
Persimmon PLC | 3,652 | 48,029 | |
Sekisui Chemical Co. Ltd. | 4,200 | 60,597 | |
Sekisui House Ltd. | 5,658 | 112,876 | |
Taylor Wimpey PLC | 40,585 | 58,106 | |
444,628 | |||
Home Furnishing Retail - 0.0% * | |||
Nitori Holdings Co. Ltd. | 800 | 89,583 | |
Home Furnishings - 0.0% * | |||
Nien Made Enterprise Co. Ltd. | 2,000 | 19,206 | |
Oppein Home Group, Inc., Class A | 500 | 6,581 | |
25,787 | |||
Home Improvement Retail - 0.0% * | |||
Home Product Center PCL NVDR | 95,609 | 32,821 | |
Kingfisher PLC | 17,656 | 48,121 | |
MR DIY Group M Bhd (e) | 42,900 | 13,797 | |
94,739 | |||
Hotels, Resorts & Cruise Lines - 0.1% | |||
Accor SA | 1,730 | 58,502 | |
Amadeus IT Group SA | 4,287 | 259,986 | |
Asset World Corp. PCL NVDR | 34,533 | 3,699 | |
H World Group Ltd. ADR (a) | 3,700 | 145,891 | |
Indian Hotels Co. Ltd. | 12,126 | 60,030 | |
InterContinental Hotels Group PLC | 1,590 | 117,877 | |
Minor International PCL NVDR (f) | 47,349 | 40,636 | |
Shanghai Jinjiang International Hotels Co. Ltd., Class A | 900 | 4,645 | |
Tongcheng Travel Holdings Ltd. (a) | 18,400 | 40,409 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
TravelSky Technology Ltd., Class H | 21,000 | $36,413 | |
Trip.com Group Ltd. (a) | 9,750 | 347,581 | |
Whitbread PLC | 1,858 | 78,556 | |
1,194,225 | |||
Household Appliances - 0.0% * | |||
Coway Co. Ltd. | 967 | 29,596 | |
Ecovacs Robotics Co. Ltd., Class A | 400 | 2,663 | |
Gree Electric Appliances, Inc. of Zhuhai, Class A | 4,100 | 20,427 | |
Haier Smart Home Co. Ltd., Class A | 10,300 | 33,364 | |
Haier Smart Home Co. Ltd., Class H | 43,600 | 137,227 | |
SEB SA | 277 | 25,999 | |
249,276 | |||
Household Products - 0.1% | |||
Essity AB, Class B | 5,756 | 124,983 | |
Henkel AG & Co. KGaA | 971 | 61,395 | |
Kimberly-Clark de Mexico SAB de CV, Class A | 24,500 | 48,919 | |
Reckitt Benckiser Group PLC | 6,843 | 483,928 | |
Unicharm Corp. | 3,800 | 134,735 | |
Unilever Indonesia Tbk PT | 125,600 | 30,394 | |
Vinda International Holdings Ltd. | 4,000 | 9,612 | |
893,966 | |||
Human Resource & Employment Services - 0.1% | |||
Adecco Group AG | 1,492 | 61,585 | |
Persol Holdings Co. Ltd. | 20,000 | 32,622 | |
Randstad NV | 1,027 | 56,955 | |
Recruit Holdings Co. Ltd. | 13,700 | 423,141 | |
574,303 | |||
Independent Power Producers & Energy Traders - 0.1% | |||
ACWA Power Co. | 1,712 | 89,287 | |
Adani Power Ltd. (a) | 13,194 | 59,971 | |
B Grimm Power PCL NVDR | 8,800 | 6,948 | |
CGN Power Co. Ltd., Class H (e) | 185,000 | 47,952 | |
China National Nuclear Power Co. Ltd., Class A | 32,100 | 32,163 | |
China Power International Development Ltd. | 116,000 | 42,212 | |
China Resources Power Holdings Co. Ltd. | 38,000 | 72,489 | |
Electricity Generating PCL NVDR | 4,166 | 13,844 | |
Eneva SA (a) | 15,300 | 36,865 | |
GD Power Development Co. Ltd., Class A | 10,800 | 5,455 | |
Global Power Synergy PCL NVDR | 13,498 | 16,589 | |
Gulf Energy Development PCL NVDR (f) | 55,733 | 69,642 | |
Huadian Power International Corp. Ltd., Class A | 16,100 | 11,380 | |
Huaneng Power International, Inc., Class H (a) | 98,000 | 47,549 | |
Huaneng Power International, Inc., Class A (a) | 7,700 | 8,318 | |
NTPC Ltd. | 76,745 | 226,932 | |
Ratch Group PCL NVDR | 11,000 | 9,516 | |
RWE AG | 6,009 | 223,625 |
Number of Shares | Fair Value | ||
SDIC Power Holdings Co. Ltd., Class A | 15,000 | $24,232 | |
Shenzhen Energy Group Co. Ltd., Class A | 5,900 | 5,167 | |
1,050,136 | |||
Industrial Conglomerates - 0.3% | |||
Aboitiz Equity Ventures, Inc. | 28,670 | 25,414 | |
Alfa SAB de CV, Class A | 67,600 | 44,111 | |
Astra International Tbk PT | 361,400 | 145,565 | |
Ayala Corp. | 3,810 | 42,022 | |
Bidvest Group Ltd. | 5,628 | 81,489 | |
Brookfield Business Corp., Class A | 1,310 | 23,685 | |
China Baoan Group Co. Ltd., Class A | 1,200 | 1,716 | |
CITIC Ltd. | 109,000 | 100,206 | |
CK Hutchison Holdings Ltd. | 25,500 | 136,424 | |
DCC PLC | 1,136 | 63,906 | |
Far Eastern New Century Corp. | 60,000 | 53,438 | |
Fosun International Ltd. | 31,000 | 19,593 | |
Grupo Carso SAB de CV Series A1 | 9,526 | 69,977 | |
GS Holdings Corp. | 672 | 19,870 | |
Hikari Tsushin, Inc. | 200 | 30,524 | |
Hitachi Ltd. | 9,000 | 559,390 | |
Industries Qatar QSC | 26,897 | 101,307 | |
Investment AB Latour, Class B | 1,327 | 23,543 | |
Jardine Cycle & Carriage Ltd. | 900 | 21,054 | |
Jardine Matheson Holdings Ltd. | 1,500 | 69,630 | |
JG Summit Holdings, Inc. | 46,990 | 31,644 | |
Keppel Corp. Ltd. | 13,600 | 67,756 | |
KOC Holding AS | 14,763 | 78,998 | |
LG Corp. | 1,675 | 104,020 | |
Lifco AB, Class B | 2,664 | 47,068 | |
Multiply Group PJSC (a) | 69,559 | 75,751 | |
Mytilineos SA | 2,218 | 81,909 | |
Samsung C&T Corp. | 1,465 | 116,818 | |
Siemens AG | 7,261 | 1,042,898 | |
Siemens Ltd. | 1,485 | 65,674 | |
Sime Darby Bhd | 56,158 | 26,433 | |
SK Square Co. Ltd. (a) | 1,543 | 48,540 | |
SK, Inc. | 536 | 58,073 | |
SM Investments Corp. | 5,000 | 74,546 | |
Smiths Group PLC | 3,269 | 64,618 | |
Toshiba Corp. (a) | 800 | 24,677 | |
Turkiye Sise ve Cam Fabrikalari AS | 26,673 | 53,171 | |
3,695,458 | |||
Industrial Gases - 0.1% | |||
Air Liquide SA | 5,003 | 846,660 | |
Nippon Sanso Holdings Corp. | 1,600 | 38,010 | |
884,670 | |||
Industrial Machinery & Supplies & Components - 0.2% | |||
Airtac International Group | 2,364 | 71,695 | |
Alfa Laval AB | 2,722 | 94,156 | |
Atlas Copco AB, A Shares | 25,581 | 346,717 | |
Atlas Copco AB, B Shares | 14,797 | 174,608 | |
Daifuku Co. Ltd. | 3,500 | 66,365 | |
FANUC Corp. | 9,100 | 237,402 | |
GEA Group AG | 1,427 | 52,819 | |
Haitian International Holdings Ltd. | 16,655 | 35,301 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Hoshizaki Corp. | 1,000 | $34,813 | |
Indutrade AB | 3,144 | 58,659 | |
Jiangsu Hengli Hydraulic Co. Ltd., Class A | 900 | 7,893 | |
Kone Oyj, Class B | 3,216 | 135,925 | |
Kurita Water Industries Ltd. | 1,207 | 42,173 | |
Luxfer Holdings PLC | 1,466 | 19,131 | |
Makita Corp. | 2,100 | 51,956 | |
MINEBEA MITSUMI, Inc. | 3,400 | 55,628 | |
MISUMI Group, Inc. | 3,300 | 51,670 | |
Mitsubishi Heavy Industries Ltd. | 3,000 | 167,787 | |
NGK Insulators Ltd. | 2,100 | 27,892 | |
Ningbo Deye Technology Co. Ltd., Class A | 360 | 3,826 | |
North Industries Group Red Arrow Co. Ltd., Class A | 600 | 1,216 | |
Rational AG | 47 | 29,857 | |
Sandvik AB | 10,115 | 187,698 | |
Schindler Holding AG | 652 | 128,599 | |
Shenzhen Inovance Technology Co. Ltd., Class A | 1,750 | 15,971 | |
SKF AB, Class B | 3,933 | 65,941 | |
SMC Corp. | 600 | 269,311 | |
Spirax-Sarco Engineering PLC | 693 | 80,575 | |
Techtronic Industries Co. Ltd. | 13,000 | 126,152 | |
VAT Group AG (e) | 254 | 91,349 | |
Wartsila Oyj Abp | 4,397 | 50,068 | |
Yaskawa Electric Corp. | 2,300 | 83,153 | |
2,866,306 | |||
Industrial REITs - 0.1% | |||
CapitaLand Ascendas REIT | 34,900 | 70,317 | |
GLP J-Reit | 43 | 38,526 | |
Goodman Group | 16,115 | 223,093 | |
Mapletree Logistics Trust | 39,336 | 48,417 | |
Nippon Prologis REIT, Inc. | 25 | 46,775 | |
Segro PLC | 10,955 | 96,192 | |
Warehouses De Pauw CVA | 1,865 | 46,284 | |
569,604 | |||
Integrated Oil & Gas - 0.6% | |||
BP PLC | 165,787 | 1,075,295 | |
Cenovus Energy, Inc. | 13,623 | 284,954 | |
China Petroleum & Chemical Corp., Class H | 456,000 | 249,198 | |
China Petroleum & Chemical Corp., Class A | 37,300 | 31,076 | |
Eni SpA | 22,511 | 363,604 | |
Equinor ASA | 8,571 | 282,844 | |
Galp Energia SGPS SA | 4,598 | 68,349 | |
Gazprom PJSC ADR (a)(c)** | 77,360 | — | |
Gazprom PJSC (a)(c)** | 56,590 | — | |
Guanghui Energy Co. Ltd., Class A | 8,300 | 8,704 | |
Imperial Oil Ltd. | 1,929 | 119,364 | |
LUKOIL PJSC (c)** | 7,480 | — | |
MOL Hungarian Oil & Gas PLC | 8,703 | 66,297 | |
Novatek PJSC GDR (a)(c)** | 1,641 | — | |
Oil & Natural Gas Corp. Ltd. | 53,431 | 123,441 | |
OMV AG | 1,376 | 66,024 | |
PetroChina Co. Ltd., Class H | 384,000 | 289,280 | |
PetroChina Co. Ltd., Class A | 24,900 | 27,273 | |
Petroleo Brasileiro SA | 64,900 | 491,301 | |
PTT PCL NVDR | 178,241 | 163,984 |
Number of Shares | Fair Value | ||
Repsol SA | 12,122 | $199,828 | |
Rosneft Oil Co. PJSC (c)** | 20,586 | — | |
Saudi Arabian Oil Co. (e) | 45,698 | 426,463 | |
Shell PLC | 64,102 | 2,038,926 | |
Suncor Energy, Inc. | 12,572 | 434,348 | |
Surgutneftegas PJSC ADR (a)(c)** | 9,978 | — | |
Surgutneftegas PJSC (c)** | 31,000 | — | |
TotalEnergies SE | 21,490 | 1,417,711 | |
8,228,264 | |||
Integrated Telecommunication Services - 0.3% | |||
BCE, Inc. | 659 | 25,273 | |
BT Group PLC | 60,639 | 86,373 | |
Cellnex Telecom SA (e) | 5,365 | 187,276 | |
China Tower Corp. Ltd., Class H (e) | 620,000 | 59,373 | |
Chunghwa Telecom Co. Ltd. | 71,071 | 255,394 | |
Deutsche Telekom AG | 30,940 | 650,831 | |
Elisa Oyj | 1,327 | 61,664 | |
Emirates Telecommunications Group Co. PJSC | 62,629 | 348,521 | |
Hellenic Telecommunications Organization SA | 3,059 | 44,759 | |
HKT Trust & HKT Ltd. | 42,815 | 44,718 | |
Infrastrutture Wireless Italiane SpA (e) | 3,086 | 36,806 | |
Koninklijke KPN NV | 30,440 | 100,520 | |
KT Corp. | 1,554 | 38,176 | |
LG Uplus Corp. | 3,323 | 25,512 | |
Nippon Telegraph & Telephone Corp. | 284,525 | 336,721 | |
Ooredoo QPSC | 12,728 | 37,380 | |
Operadora De Sites Mexicanos SAB de CV | 26,500 | 22,080 | |
Orange SA | 17,678 | 203,262 | |
Quebecor, Inc., Class B | 1,399 | 30,122 | |
Sarana Menara Nusantara Tbk PT | 268,300 | 16,666 | |
Saudi Telecom Co. | 36,315 | 364,075 | |
Singapore Telecommunications Ltd. | 78,100 | 138,473 | |
Spark New Zealand Ltd. | 17,099 | 49,418 | |
Swisscom AG | 245 | 145,747 | |
Telecom Italia SpA (a) | 90,498 | 28,371 | |
Telefonica Brasil SA | 8,287 | 71,492 | |
Telefonica Deutschland Holding AG | 12,611 | 22,631 | |
Telefonica SA | 49,131 | 201,203 | |
Telekom Malaysia Bhd | 30,997 | 32,349 | |
Telenor ASA | 6,542 | 74,698 | |
Telia Co. AB | 21,765 | 45,216 | |
Telkom Indonesia Persero Tbk PT | 929,000 | 225,412 | |
Telstra Group Ltd. | 38,055 | 94,559 | |
TELUS Corp. | 3,939 | 64,621 | |
True Corp. PCL NVDR | 169,442 | 33,039 | |
4,202,731 | |||
Interactive Home Entertainment - 0.1% | |||
37 Interactive Entertainment Network Technology Group Co. Ltd., Class A | 3,000 | 8,935 | |
Bilibili, Inc., Class Z (a) | 4,060 | 56,142 | |
Capcom Co. Ltd. | 1,600 | 57,738 | |
CD Projekt SA | 1,255 | 35,996 | |
Kakao Games Corp. (a) | 347 | 6,545 | |
Kingsoft Corp. Ltd. | 19,200 | 69,623 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Koei Tecmo Holdings Co. Ltd. | 1,680 | $23,929 | |
Konami Group Corp. | 900 | 47,568 | |
Krafton, Inc. (a) | 594 | 66,294 | |
NCSoft Corp. | 236 | 38,914 | |
NetEase, Inc. | 34,570 | 704,037 | |
Netmarble Corp. (a)(e) | 299 | 9,329 | |
Nexon Co. Ltd. | 3,200 | 57,331 | |
Nintendo Co. Ltd. | 9,900 | 413,316 | |
Pearl Abyss Corp. (a) | 358 | 12,363 | |
Perfect World Co. Ltd., Class A | 3,300 | 5,979 | |
Sea Ltd. ADR (a) | 3,400 | 149,430 | |
Square Enix Holdings Co. Ltd. | 800 | 27,475 | |
Zhejiang Century Huatong Group Co. Ltd., Class A (a) | 8,600 | 5,701 | |
1,796,645 | |||
Interactive Media & Services - 0.5% | |||
Adevinta ASA (a) | 4,364 | 43,431 | |
Auto Trader Group PLC (e) | 8,576 | 64,647 | |
Autohome, Inc. ADR | 1,200 | 36,420 | |
Baidu, Inc., Class A (a) | 40,050 | 682,172 | |
Grindr, Inc. (a) | 2,308 | 13,271 | |
Info Edge India Ltd. | 1,004 | 50,360 | |
JOYY, Inc. ADR | 900 | 34,299 | |
Kakao Corp. | 5,386 | 175,422 | |
Kanzhun Ltd. ADR (a) | 4,000 | 60,680 | |
Kuaishou Technology (a)(e) | 41,200 | 330,627 | |
NAVER Corp. | 2,282 | 340,761 | |
REA Group Ltd. | 607 | 60,456 | |
Scout24 SE (e) | 860 | 59,785 | |
SEEK Ltd. | 3,876 | 55,210 | |
Tencent Holdings Ltd. | 118,975 | 4,651,538 | |
VK Co. Ltd. GDR (a)(c)** | 1,600 | — | |
Weibo Corp. ADR | 700 | 8,778 | |
Yandex NV, Class A (a)(c)** | 5,562 | — | |
Z Holdings Corp. | 24,996 | 69,599 | |
6,737,456 | |||
Internet Services & Infrastructure - 0.1% | |||
GDS Holdings Ltd., Class A (a) | 22,400 | 30,889 | |
Shopify, Inc., Class A (a) | 11,452 | 627,997 | |
Wix.com Ltd. (a) | 499 | 45,808 | |
704,694 | |||
Investment Banking & Brokerage - 0.1% | |||
China Galaxy Securities Co. Ltd., Class H | 58,500 | 30,177 | |
China Galaxy Securities Co. Ltd., Class A | 2,700 | 4,073 | |
China International Capital Corp. Ltd., Class H (e) | 25,200 | 46,205 | |
China International Capital Corp. Ltd., Class A | 1,200 | 6,170 | |
China Merchants Securities Co. Ltd., Class A | 10,800 | 20,723 | |
CITIC Securities Co. Ltd., Class H | 30,425 | 61,690 | |
CITIC Securities Co. Ltd., Class A | 16,990 | 50,510 | |
CSC Financial Co. Ltd., Class A | 4,000 | 13,511 | |
Daiwa Securities Group, Inc. | 12,500 | 72,299 | |
Everbright Securities Co. Ltd., Class A | 3,600 | 8,232 | |
Founder Securities Co. Ltd., Class A | 21,000 | 21,329 | |
Futu Holdings Ltd. ADR (a) | 600 | 34,686 |
Number of Shares | Fair Value | ||
GF Securities Co. Ltd., Class H | 14,200 | $19,074 | |
GF Securities Co. Ltd., Class A | 3,200 | 6,443 | |
Guosen Securities Co. Ltd., Class A | 6,800 | 8,596 | |
Guotai Junan Securities Co. Ltd., Class A | 4,100 | 8,182 | |
Haitong Securities Co. Ltd., Class H | 51,200 | 30,726 | |
Haitong Securities Co. Ltd., Class A | 14,800 | 20,212 | |
Huatai Securities Co. Ltd., Class H (e) | 20,000 | 25,537 | |
Huatai Securities Co. Ltd., Class A | 4,600 | 9,982 | |
Industrial Securities Co. Ltd., Class A | 7,500 | 6,609 | |
Korea Investment Holdings Co. Ltd. | 1,032 | 40,610 | |
NH Investment & Securities Co. Ltd. | 4,184 | 31,688 | |
Nomura Holdings, Inc. | 28,400 | 114,019 | |
Orient Securities Co. Ltd., Class A | 8,192 | 10,772 | |
Samsung Securities Co. Ltd. | 1,533 | 41,750 | |
SBI Holdings, Inc. | 2,800 | 59,068 | |
SDIC Capital Co. Ltd., Class A | 14,100 | 13,334 | |
Shenwan Hongyuan Group Co. Ltd., Class A | 13,700 | 8,142 | |
SooChow Securities Co. Ltd., Class A | 2,100 | 2,430 | |
XP, Inc., Class A | 4,300 | 99,115 | |
Zheshang Securities Co. Ltd., Class A | 4,800 | 6,641 | |
Zhongtai Securities Co. Ltd., Class A | 7,200 | 7,016 | |
939,551 | |||
IT Consulting & Other Services - 0.3% | |||
Arabian Internet & Communications Services Co. | 348 | 29,655 | |
Bechtle AG | 751 | 35,176 | |
Capgemini SE | 1,569 | 275,424 | |
CGI, Inc. (a) | 2,010 | 199,038 | |
Chinasoft International Ltd. | 50,000 | 35,624 | |
Elm Co. | 442 | 91,925 | |
Fujitsu Ltd. | 1,700 | 200,503 | |
HCL Technologies Ltd. | 17,544 | 260,874 | |
Infosys Ltd. | 59,058 | 1,020,876 | |
LTIMindtree Ltd. (e) | 1,690 | 106,027 | |
Mphasis Ltd. | 1,610 | 46,077 | |
NEC Corp. | 2,340 | 129,541 | |
Nomura Research Institute Ltd. | 3,660 | 95,483 | |
NTT Data Group Corp. | 5,900 | 79,253 | |
Obic Co. Ltd. | 700 | 106,413 | |
Otsuka Corp. | 1,300 | 55,162 | |
Samsung SDS Co. Ltd. | 758 | 75,946 | |
SCSK Corp. | 1,400 | 24,477 | |
Tata Consultancy Services Ltd. | 16,381 | 696,064 | |
Tech Mahindra Ltd. | 10,020 | 147,547 | |
TIS, Inc. | 2,500 | 55,168 | |
Wipro Ltd. | 25,458 | 124,483 | |
3,890,736 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Leisure Facilities - 0.0% * | |||
Oriental Land Co. Ltd. | 10,400 | $342,125 | |
Songcheng Performance Development Co. Ltd., Class A | 2,387 | 4,004 | |
346,129 | |||
Leisure Products - 0.0% * | |||
Bandai Namco Holdings, Inc. | 5,700 | 116,197 | |
Giant Manufacturing Co. Ltd. | 4,108 | 22,716 | |
Shimano, Inc. | 700 | 94,592 | |
Yamaha Corp. | 1,600 | 43,810 | |
277,315 | |||
Life & Health Insurance - 0.4% | |||
Aegon NV | 15,819 | 76,741 | |
AIA Group Ltd. | 110,400 | 900,048 | |
Bupa Arabia for Cooperative Insurance Co. | 1,424 | 78,975 | |
Cathay Financial Holding Co. Ltd. | 162,529 | 224,305 | |
China Development Financial Holding Corp. (a) | 282,120 | 103,128 | |
China Life Insurance Co. Ltd., Class H | 132,000 | 205,622 | |
China Life Insurance Co. Ltd., Class A | 3,900 | 19,410 | |
China Taiping Insurance Holdings Co. Ltd. | 27,200 | 27,089 | |
Dai-ichi Life Holdings, Inc. | 8,900 | 184,710 | |
Discovery Ltd. (a) | 10,152 | 73,911 | |
Fubon Financial Holding Co. Ltd. | 134,131 | 252,219 | |
Great-West Lifeco, Inc. | 2,618 | 75,248 | |
HDFC Life Insurance Co. Ltd. (e) | 16,695 | 128,146 | |
iA Financial Corp., Inc. | 956 | 60,245 | |
ICICI Prudential Life Insurance Co. Ltd. (e) | 4,451 | 30,348 | |
Japan Post Holdings Co. Ltd. | 21,300 | 170,928 | |
Japan Post Insurance Co. Ltd. | 1,700 | 28,714 | |
Legal & General Group PLC | 56,604 | 153,721 | |
Manulife Financial Corp. | 17,515 | 321,540 | |
Medibank Pvt Ltd. | 25,634 | 56,912 | |
New China Life Insurance Co. Ltd., Class H | 13,500 | 32,544 | |
New China Life Insurance Co. Ltd., Class A | 1,600 | 8,088 | |
NN Group NV | 2,447 | 78,863 | |
Old Mutual Ltd. | 70,305 | 45,006 | |
Phoenix Group Holdings PLC | 8,613 | 50,692 | |
Ping An Insurance Group Co. of China Ltd., Class H | 117,000 | 670,014 | |
Ping An Insurance Group Co. of China Ltd., Class A | 13,200 | 87,508 | |
Poste Italiane SpA (e) | 4,850 | 51,185 | |
Power Corp. of Canada | 5,478 | 140,110 | |
Prudential PLC | 26,201 | 284,235 | |
Samsung Life Insurance Co. Ltd. | 1,535 | 79,969 | |
Sanlam Ltd. | 30,436 | 106,093 | |
SBI Life Insurance Co. Ltd. (e) | 7,931 | 124,674 | |
Shin Kong Financial Holding Co. Ltd. (a) | 249,263 | 71,581 | |
Sun Life Financial, Inc. | 5,581 | 273,560 | |
Swiss Life Holding AG | 280 | 174,954 | |
T&D Holdings, Inc. | 4,700 | 77,732 | |
5,528,768 |
Number of Shares | Fair Value | ||
Life Sciences Tools & Services - 0.1% | |||
Bachem Holding AG | 379 | $28,172 | |
Divi's Laboratories Ltd. | 2,209 | 100,158 | |
Eurofins Scientific SE | 1,264 | 71,597 | |
Genscript Biotech Corp. (a) | 18,000 | 47,460 | |
Hangzhou Tigermed Consulting Co. Ltd., Class A | 500 | 4,571 | |
Lonza Group AG | 710 | 330,319 | |
Pharmaron Beijing Co. Ltd., Class A | 675 | 2,881 | |
Samsung Biologics Co. Ltd. (a)(e) | 332 | 167,550 | |
Sartorius Stedim Biotech | 259 | 61,973 | |
WuXi AppTec Co. Ltd., Class H (e) | 6,008 | 71,918 | |
WuXi AppTec Co. Ltd., Class A | 3,920 | 46,368 | |
Wuxi Biologics Cayman, Inc. (a)(e) | 68,500 | 399,270 | |
1,332,237 | |||
Managed Healthcare - 0.0% * | |||
Hapvida Participacoes e Investimentos SA (a)(e) | 98,440 | 92,437 | |
Marine Ports & Services - 0.0% * | |||
Adani Ports & Special Economic Zone Ltd. | 9,161 | 91,030 | |
China Merchants Port Holdings Co. Ltd. | 24,353 | 30,317 | |
COSCO SHIPPING Ports Ltd. | 19,404 | 12,685 | |
International Container Terminal Services, Inc. | 20,480 | 75,005 | |
Shanghai International Port Group Co. Ltd., Class A | 3,100 | 2,191 | |
211,228 | |||
Marine Transportation - 0.1% | |||
AP Moller - Maersk AS, Class B | 46 | 83,174 | |
AP Moller - Maersk AS, Class A | 28 | 49,813 | |
Cia Sud Americana de Vapores SA | 285,714 | 17,047 | |
COSCO SHIPPING Holdings Co. Ltd., Class H | 49,682 | 50,939 | |
COSCO SHIPPING Holdings Co. Ltd., Class A | 8,910 | 11,997 | |
Costamare, Inc. | 2,439 | 23,463 | |
Evergreen Marine Corp. Taiwan Ltd. | 20,400 | 73,307 | |
Golden Ocean Group Ltd. | 6,091 | 47,997 | |
Himalaya Shipping Ltd. | 448 | 2,164 | |
HMM Co. Ltd. | 3,879 | 46,741 | |
Kawasaki Kisen Kaisha Ltd. | 1,600 | 54,725 | |
Kuehne & Nagel International AG | 514 | 146,648 | |
MISC Bhd | 22,675 | 34,192 | |
Mitsui OSK Lines Ltd. | 3,200 | 88,135 | |
Nippon Yusen KK | 4,600 | 119,790 | |
Orient Overseas International Ltd. | 3,000 | 40,029 | |
Pan Ocean Co. Ltd. | 2,635 | 9,685 | |
Safe Bulkers, Inc. | 3,509 | 11,369 | |
SITC International Holdings Co. Ltd. | 12,000 | 20,164 | |
Wan Hai Lines Ltd. | 20,670 | 30,928 | |
Yang Ming Marine Transport Corp. | 26,000 | 36,607 | |
998,914 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Metal, Glass & Plastic Containers - 0.0% * | |||
CCL Industries, Inc., Class B | 1,389 | $58,570 | |
Motorcycle Manufacturers - 0.0% * | |||
Bajaj Auto Ltd. | 1,340 | 81,711 | |
Eicher Motors Ltd. | 2,553 | 105,972 | |
Hero MotoCorp Ltd. | 1,715 | 63,139 | |
Livewire Group, Inc. | 384 | 2,661 | |
TVS Motor Co. Ltd. | 4,559 | 83,547 | |
Yadea Group Holdings Ltd. (e) | 26,000 | 48,270 | |
Yamaha Motor Co. Ltd. | 2,800 | 73,760 | |
459,060 | |||
Movies & Entertainment - 0.0% * | |||
Beijing Enlight Media Co. Ltd., Class A | 5,600 | 6,610 | |
Bollore SE | 6,773 | 36,500 | |
China Ruyi Holdings Ltd. (a) | 104,000 | 26,956 | |
HYBE Co. Ltd. (a) | 282 | 49,738 | |
iQIYI, Inc. ADR (a) | 6,500 | 30,810 | |
JYP Entertainment Corp. | 521 | 43,359 | |
Mango Excellent Media Co. Ltd., Class A | 1,600 | 6,217 | |
Tencent Music Entertainment Group ADR (a) | 13,500 | 86,130 | |
Toho Co. Ltd. | 1,000 | 34,190 | |
Universal Music Group NV | 7,776 | 203,598 | |
524,108 | |||
Multi-Family Residential REITs - 0.0% * | |||
Canadian Apartment Properties REIT | 740 | 24,674 | |
Multi-Line Insurance - 0.3% | |||
Ageas SA | 1,489 | 61,530 | |
Allianz SE | 3,852 | 920,473 | |
ASR Nederland NV | 1,491 | 63,728 | |
Assicurazioni Generali SpA | 9,619 | 197,215 | |
Aviva PLC | 25,852 | 122,996 | |
AXA SA | 17,506 | 522,302 | |
Baloise Holding AG | 428 | 62,179 | |
BB Seguridade Participacoes SA | 12,903 | 80,457 | |
China Pacific Insurance Group Co. Ltd., Class H | 47,289 | 118,346 | |
China Pacific Insurance Group Co. Ltd., Class A | 7,800 | 30,608 | |
Co. for Cooperative Insurance | 1,369 | 45,993 | |
Gjensidige Forsikring ASA | 1,807 | 26,746 | |
Helvetia Holding AG | 345 | 48,424 | |
Powszechny Zaklad Ubezpieczen SA | 12,036 | 114,072 | |
Sampo Oyj, A Shares | 4,364 | 189,343 | |
Talanx AG | 719 | 45,674 | |
ZhongAn Online P&C Insurance Co. Ltd., Class H (a)(e) | 10,400 | 30,675 | |
Zurich Insurance Group AG | 1,436 | 659,449 | |
3,340,210 | |||
Multi-Sector Holdings - 0.1% | |||
Bajaj Holdings & Investment Ltd. | 380 | 32,529 | |
Eurazeo SE | 390 | 23,309 | |
EXOR NV | 1,019 | 90,560 | |
Groupe Bruxelles Lambert NV | 892 | 66,637 | |
Industrivarden AB, Class A | 1,183 | 31,447 | |
Industrivarden AB, Class C | 1,759 | 46,727 |
Number of Shares | Fair Value | ||
Investor AB, Class B | 16,478 | $318,209 | |
L E Lundbergforetagen AB, Class B | 688 | 28,940 | |
Remgro Ltd. | 10,069 | 79,368 | |
Sofina SA | 140 | 28,430 | |
Washington H Soul Pattinson & Co. Ltd. | 2,691 | 56,601 | |
Wendel SE | 237 | 18,832 | |
821,589 | |||
Multi-Utilities - 0.1% | |||
Algonquin Power & Utilities Corp. | 6,033 | 35,877 | |
Canadian Utilities Ltd., Class A | 1,185 | 25,155 | |
Centrica PLC | 52,447 | 98,870 | |
E.ON SE | 21,352 | 253,192 | |
Engie SA | 17,376 | 267,306 | |
National Grid PLC | 35,103 | 419,880 | |
Power & Water Utility Co. for Jubail & Yanbu | 1,409 | 23,518 | |
Qatar Electricity & Water Co. QSC | 10,231 | 49,356 | |
Sembcorp Industries Ltd. | 11,200 | 41,767 | |
Veolia Environnement SA | 6,451 | 187,347 | |
1,402,268 | |||
Office REITs - 0.0% * | |||
Covivio SA | 449 | 20,014 | |
Dexus | 12,387 | 58,360 | |
Gecina SA | 527 | 53,983 | |
Japan Real Estate Investment Corp. | 12 | 46,882 | |
Nippon Building Fund, Inc. | 14 | 56,854 | |
236,093 | |||
Office Services & Supplies - 0.0% * | |||
Shanghai M&G Stationery, Inc., Class A | 1,000 | 5,010 | |
Oil & Gas Drilling - 0.0% * | |||
Borr Drilling Ltd. (a) | 11,171 | 79,314 | |
China Oilfield Services Ltd., Class H | 32,000 | 38,407 | |
Seadrill Ltd. (a) | 2,622 | 117,440 | |
235,161 | |||
Oil & Gas Equipment & Services - 0.0% * | |||
Dialog Group Bhd | 82,900 | 37,431 | |
Offshore Oil Engineering Co. Ltd., Class A | 2,700 | 2,401 | |
TechnipFMC PLC | 5,300 | 107,802 | |
Yantai Jereh Oilfield Services Group Co. Ltd., Class A | 500 | 2,189 | |
149,823 | |||
Oil & Gas Exploration & Production - 0.2% | |||
Aker BP ASA | 2,966 | 82,506 | |
ARC Resources Ltd. | 5,735 | 91,964 | |
Canadian Natural Resources Ltd. | 10,571 | 686,802 | |
Inpex Corp. | 9,200 | 139,086 | |
Kosmos Energy Ltd. (a) | 23,627 | 193,269 | |
PRIO SA (a) | 14,200 | 133,455 | |
PTT Exploration & Production PCL NVDR | 23,899 | 112,234 | |
Santos Ltd. | 30,753 | 156,799 | |
Tatneft PJSC ADR (a)(c)** | 3,383 | — |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Tatneft PJSC (c)** | 4,926 | $— | |
Tourmaline Oil Corp. | 3,052 | 154,293 | |
Woodside Energy Group Ltd. | 18,102 | 426,314 | |
2,176,722 | |||
Oil & Gas Refining & Marketing - 0.2% | |||
Ampol Ltd. | 2,732 | 59,597 | |
Bharat Petroleum Corp. Ltd. | 12,398 | 51,747 | |
Cosan SA | 23,236 | 79,570 | |
Empresas Copec SA | 4,726 | 33,328 | |
ENEOS Holdings, Inc. | 27,200 | 107,524 | |
Formosa Petrochemical Corp. | 22,000 | 54,931 | |
HD Hyundai Co. Ltd. | 934 | 45,890 | |
Hindustan Petroleum Corp. Ltd. (a) | 6,936 | 21,295 | |
Idemitsu Kosan Co. Ltd. | 1,800 | 41,470 | |
Indian Oil Corp. Ltd. | 43,439 | 47,576 | |
Motor Oil Hellas Corinth Refineries SA | 1,609 | 40,783 | |
Neste Oyj | 4,003 | 136,173 | |
ORLEN SA | 10,448 | 140,502 | |
Parkland Corp. | 1,290 | 37,908 | |
Petronas Dagangan Bhd | 7,200 | 34,319 | |
Qatar Fuel QSC | 13,273 | 60,166 | |
Rabigh Refining & Petrochemical Co. (a) | 5,905 | 17,067 | |
Reliance Industries Ltd. | 53,703 | 1,516,518 | |
SK Innovation Co. Ltd. (a) | 1,093 | 120,527 | |
S-Oil Corp. | 757 | 44,431 | |
Thai Oil PCL NVDR | 14,966 | 20,756 | |
Turkiye Petrol Rafinerileri AS | 18,260 | 105,903 | |
2,817,981 | |||
Oil & Gas Storage & Transportation - 0.1% | |||
Ardmore Shipping Corp. | 2,067 | 26,892 | |
China Merchants Energy Shipping Co. Ltd., Class A | 10,900 | 9,620 | |
COSCO SHIPPING Energy Transportation Co. Ltd., Class H | 18,000 | 19,673 | |
COSCO SHIPPING Energy Transportation Co. Ltd., Class A | 3,600 | 6,680 | |
Enbridge, Inc. | 20,286 | 675,950 | |
FLEX LNG Ltd. | 1,473 | 44,426 | |
Golar LNG Ltd. | 5,258 | 127,559 | |
Keyera Corp. | 2,126 | 50,147 | |
Pembina Pipeline Corp. | 5,214 | 157,500 | |
Petronet LNG Ltd. | 11,737 | 33,914 | |
Qatar Gas Transport Co. Ltd. | 42,816 | 43,757 | |
Scorpio Tankers, Inc. | 2,564 | 138,764 | |
SFL Corp. Ltd. | 6,025 | 67,179 | |
TC Energy Corp. | 9,696 | 334,985 | |
Teekay Corp. (a) | 3,391 | 20,922 | |
Teekay Tankers Ltd., Class A | 1,267 | 52,745 | |
Ultrapar Participacoes SA | 10,900 | 40,833 | |
1,851,546 | |||
Other Specialty Retail - 0.0% * | |||
China Tourism Group Duty Free Corp. Ltd., Class A | 2,100 | 30,544 | |
China Tourism Group Duty Free Corp. Ltd., Class H (e) | 2,200 | 29,186 | |
Chow Tai Fook Jewellery Group Ltd. | 42,800 | 64,486 | |
Dufry AG (a) | 1,128 | 43,046 | |
Hotel Shilla Co. Ltd. | 673 | 42,243 | |
Jarir Marketing Co. | 9,820 | 37,966 |
Number of Shares | Fair Value | ||
JD Sports Fashion PLC | 29,680 | $54,230 | |
JUMBO SA | 1,720 | 47,347 | |
Pop Mart International Group Ltd. (e) | 7,200 | 21,283 | |
370,331 | |||
Packaged Foods & Meats - 0.3% | |||
Ajinomoto Co., Inc. | 4,300 | 166,093 | |
Almarai Co. JSC | 4,680 | 79,363 | |
Angel Yeast Co. Ltd., Class A | 500 | 2,306 | |
Associated British Foods PLC | 3,262 | 82,336 | |
Barry Callebaut AG | 33 | 52,595 | |
Britannia Industries Ltd. | 1,532 | 83,704 | |
Charoen Pokphand Foods PCL NVDR | 53,869 | 30,624 | |
China Feihe Ltd. (e) | 58,568 | 34,549 | |
China Huishan Dairy Holdings Co. Ltd. (c)** | 55,000 | — | |
China Mengniu Dairy Co. Ltd. | 58,000 | 194,398 | |
Chocoladefabriken Lindt & Spruengli AG | 10 | 210,002 | |
CJ CheilJedang Corp. | 103 | 23,433 | |
Danone SA | 6,133 | 339,341 | |
Forafric Global PLC | 183 | 2,066 | |
Foshan Haitian Flavouring & Food Co. Ltd., Class A | 3,484 | 18,167 | |
Gruma SAB de CV, Class B | 3,010 | 51,697 | |
Grupo Bimbo SAB de CV Series A | 22,781 | 110,140 | |
Guangdong Haid Group Co. Ltd., Class A | 1,000 | 6,211 | |
Henan Shuanghui Investment & Development Co. Ltd., Class A | 3,185 | 11,537 | |
Indofood CBP Sukses Makmur Tbk PT | 55,000 | 39,413 | |
Indofood Sukses Makmur Tbk PT | 65,636 | 28,136 | |
Inner Mongolia Yili Industrial Group Co. Ltd., Class A | 7,700 | 28,038 | |
JDE Peet's NV | 1,422 | 39,776 | |
Kerry Group PLC, Class A | 1,507 | 126,335 | |
Kikkoman Corp. | 1,300 | 68,334 | |
Lotus Bakeries NV | 5 | 40,709 | |
Marico Ltd. | 7,717 | 52,194 | |
MEIJI Holdings Co. Ltd. | 2,500 | 62,255 | |
Mowi ASA | 4,116 | 73,320 | |
Muyuan Foods Co. Ltd., Class A | 8,020 | 41,709 | |
Nestle India Ltd. | 562 | 152,320 | |
Nestle Malaysia Bhd | 1,639 | 44,158 | |
Nissin Foods Holdings Co. Ltd. | 600 | 49,958 | |
Orion Corp. | 377 | 35,845 | |
Orkla ASA | 6,973 | 52,411 | |
PPB Group Bhd | 10,487 | 34,575 | |
QL Resources Bhd | 12,588 | 14,638 | |
Salmar ASA | 662 | 33,807 | |
Saputo, Inc. | 2,900 | 60,917 | |
Savola Group | 3,340 | 32,105 | |
SunOpta, Inc. (a) | 4,573 | 15,411 | |
Tata Consumer Products Ltd. | 9,992 | 105,514 | |
Tingyi Cayman Islands Holding Corp. | 30,000 | 41,906 | |
Uni-President China Holdings Ltd. | 28,000 | 19,663 | |
Uni-President Enterprises Corp. | 84,000 | 182,414 | |
Universal Robina Corp. | 14,460 | 30,389 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Want Want China Holdings Ltd. | 77,000 | $50,240 | |
Wens Foodstuffs Group Co. Ltd., Class A | 8,800 | 20,992 | |
WH Group Ltd. (e) | 95,166 | 49,941 | |
Yakult Honsha Co. Ltd. | 2,400 | 58,430 | |
Yihai International Holding Ltd. | 15,364 | 26,483 | |
Yihai Kerry Arawana Holdings Co. Ltd., Class A | 1,000 | 4,719 | |
3,215,617 | |||
Paper & Plastic Packaging Products & Materials - 0.0% * | |||
Klabin SA | 11,900 | 56,609 | |
SCG Packaging PCL NVDR (f) | 32,842 | 34,499 | |
SIG Group AG | 2,863 | 70,855 | |
Smurfit Kappa Group PLC | 2,446 | 81,731 | |
243,694 | |||
Paper Products - 0.1% | |||
Empresas CMPC SA | 23,491 | 43,022 | |
Holmen AB, Class B | 854 | 33,471 | |
Indah Kiat Pulp & Paper Tbk PT | 60,500 | 43,452 | |
Mondi PLC | 4,546 | 76,155 | |
Nine Dragons Paper Holdings Ltd. | 35,310 | 19,837 | |
Oji Holdings Corp. | 9,700 | 40,887 | |
Stora Enso Oyj, R Shares | 5,435 | 68,419 | |
Suzano SA | 14,700 | 159,417 | |
UPM-Kymmene Oyj | 5,058 | 173,882 | |
658,542 | |||
Passenger Airlines - 0.1% | |||
Air Canada (a) | 1,577 | 22,605 | |
Air China Ltd., Class H (a) | 46,000 | 31,071 | |
Air China Ltd., Class A (a) | 12,700 | 14,084 | |
ANA Holdings, Inc. (a) | 1,500 | 31,493 | |
China Airlines Ltd. | 64,000 | 42,032 | |
China Eastern Airlines Corp. Ltd., Class A (a) | 12,400 | 7,489 | |
China Southern Airlines Co. Ltd., Class H (a) | 20,000 | 9,729 | |
China Southern Airlines Co. Ltd., Class A (a) | 11,600 | 9,744 | |
Deutsche Lufthansa AG (a) | 6,882 | 54,691 | |
Eva Airways Corp. | 42,000 | 38,708 | |
InterGlobe Aviation Ltd. (a)(e) | 2,354 | 67,501 | |
Japan Airlines Co. Ltd. | 1,314 | 25,606 | |
Korean Air Lines Co. Ltd. | 3,905 | 62,942 | |
Pegasus Hava Tasimaciligi AS (a) | 685 | 20,594 | |
Qantas Airways Ltd. (a) | 7,630 | 25,508 | |
Singapore Airlines Ltd. | 13,900 | 65,788 | |
Turk Hava Yollari AO (a) | 10,174 | 89,994 | |
619,579 | |||
Passenger Ground Transportation - 0.0% * | |||
Grab Holdings Ltd., Class A (a) | 17,500 | 61,950 | |
Localiza Rent a Car SA | 16,935 | 198,137 | |
260,087 | |||
Personal Care Products - 0.3% | |||
Amorepacific Corp. | 448 | 40,504 | |
Beiersdorf AG | 952 | 123,119 | |
By-health Co. Ltd., Class A | 1,000 | 2,606 | |
Colgate-Palmolive India Ltd. | 2,661 | 64,266 |
Number of Shares | Fair Value | ||
Dabur India Ltd. | 12,746 | $84,665 | |
Godrej Consumer Products Ltd. (a) | 8,228 | 98,251 | |
Hengan International Group Co. Ltd. | 9,980 | 31,793 | |
Hindustan Unilever Ltd. | 14,924 | 443,113 | |
Kao Corp. | 4,400 | 163,675 | |
Kobayashi Pharmaceutical Co. Ltd. | 500 | 22,366 | |
Kose Corp. | 300 | 21,823 | |
LG H&H Co. Ltd. | 193 | 63,861 | |
L'Oreal SA | 2,304 | 959,156 | |
Natura & Co. Holding SA (a) | 18,400 | 53,525 | |
Shiseido Co. Ltd. | 3,800 | 133,691 | |
Unilever PLC | 24,034 | 1,191,575 | |
3,497,989 | |||
Pharmaceuticals - 0.9% | |||
Aspen Pharmacare Holdings Ltd. | 5,616 | 51,219 | |
Astellas Pharma, Inc. | 17,200 | 239,054 | |
AstraZeneca PLC | 14,819 | 2,008,055 | |
Asymchem Laboratories Tianjin Co. Ltd., Class A | 232 | 4,831 | |
Aurobindo Pharma Ltd. | 5,378 | 59,216 | |
Bayer AG | 9,371 | 450,934 | |
Beijing Tongrentang Co. Ltd., Class A | 1,700 | 12,782 | |
Betta Pharmaceuticals Co. Ltd., Class A | 600 | 4,717 | |
Celltrion Pharm, Inc. (a) | 226 | 11,188 | |
Changchun High & New Technology Industry Group, Inc., Class A | 300 | 5,723 | |
China Medical System Holdings Ltd. | 24,000 | 36,344 | |
China Resources Pharmaceutical Group Ltd. (e) | 17,000 | 11,287 | |
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd., Class A | 1,600 | 11,007 | |
China Traditional Chinese Medicine Holdings Co. Ltd. | 82,000 | 38,216 | |
Chugai Pharmaceutical Co. Ltd. | 6,400 | 198,315 | |
Cipla Ltd. | 9,524 | 136,040 | |
CSPC Pharmaceutical Group Ltd. | 172,000 | 126,060 | |
Daiichi Sankyo Co. Ltd. | 17,600 | 484,273 | |
Dong-E-E-Jiao Co. Ltd., Class A | 400 | 2,693 | |
Dr Reddy's Laboratories Ltd. | 1,942 | 130,657 | |
Eisai Co. Ltd. | 2,400 | 133,554 | |
Hanmi Pharm Co. Ltd. | 84 | 18,613 | |
Hansoh Pharmaceutical Group Co. Ltd. (e) | 28,000 | 38,111 | |
Hikma Pharmaceuticals PLC | 1,524 | 38,839 | |
Humanwell Healthcare Group Co. Ltd., Class A | 2,200 | 7,304 | |
Hypera SA | 6,200 | 46,006 | |
Ipsen SA | 432 | 56,807 | |
Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A | 6,820 | 42,067 | |
Kalbe Farma Tbk PT | 246,000 | 27,935 | |
Kyowa Kirin Co. Ltd. | 3,100 | 54,095 | |
Lupin Ltd. | 4,071 | 57,419 | |
Merck KGaA | 1,228 | 205,618 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd., Class A | 520 | $906 | |
Novartis AG | 19,597 | 2,010,899 | |
Novo Nordisk AS, Class B | 31,210 | 2,853,265 | |
Ono Pharmaceutical Co. Ltd. | 3,600 | 69,189 | |
Orion Oyj, Class B | 990 | 39,013 | |
Otsuka Holdings Co. Ltd. | 3,700 | 131,735 | |
Recordati Industria Chimica e Farmaceutica SpA | 1,199 | 56,757 | |
Richter Gedeon Nyrt | 2,786 | 67,717 | |
Scilex Holding Co. (a) | 1,832 | 2,565 | |
Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H | 13,500 | 31,717 | |
Shanghai Fosun Pharmaceutical Group Co. Ltd., Class A | 1,500 | 5,888 | |
Shijiazhuang Yiling Pharmaceutical Co. Ltd., Class A | 3,300 | 10,626 | |
Shionogi & Co. Ltd. | 2,500 | 112,012 | |
Sino Biopharmaceutical Ltd. | 216,000 | 78,050 | |
SK Biopharmaceuticals Co. Ltd. (a) | 382 | 24,402 | |
Sun Pharmaceutical Industries Ltd. | 16,901 | 235,815 | |
Takeda Pharmaceutical Co. Ltd. | 15,100 | 469,620 | |
Teva Pharmaceutical Industries Ltd. ADR (a) | 10,600 | 108,120 | |
Torrent Pharmaceuticals Ltd. | 2,014 | 46,786 | |
UCB SA | 1,192 | 97,858 | |
Yuhan Corp. | 884 | 49,657 | |
Yunnan Baiyao Group Co. Ltd., Class A | 1,400 | 10,242 | |
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd., Class A | 1,000 | 37,774 | |
Zhejiang Huahai Pharmaceutical Co. Ltd., Class A | 2,600 | 6,049 | |
Zhejiang NHU Co. Ltd., Class A | 2,592 | 5,778 | |
11,311,419 | |||
Precious Metals & Minerals - 0.0% * | |||
Alrosa PJSC (c)** | 46,308 | — | |
Anglo American Platinum Ltd. | 1,418 | 53,136 | |
Impala Platinum Holdings Ltd. | 16,740 | 87,844 | |
Industrias Penoles SAB de CV (a) | 3,900 | 46,106 | |
Northam Platinum Holdings Ltd. | 4,788 | 29,181 | |
Sibanye Stillwater Ltd. | 55,068 | 85,440 | |
301,707 | |||
Property & Casualty Insurance - 0.2% | |||
Admiral Group PLC | 1,976 | 57,328 | |
DB Insurance Co. Ltd. | 667 | 44,190 | |
Fairfax Financial Holdings Ltd. | 202 | 165,659 | |
Fidelis Insurance Holdings Ltd. | 779 | 11,436 | |
ICICI Lombard General Insurance Co. Ltd. (e) | 4,750 | 74,907 | |
Insurance Australia Group Ltd. | 22,917 | 84,011 | |
Intact Financial Corp. | 1,666 | 244,010 | |
Kingsway Financial Services, Inc. (a) | 371 | 2,801 |
Number of Shares | Fair Value | ||
MS&AD Insurance Group Holdings, Inc. | 4,100 | $150,977 | |
OUTsurance Group Ltd. | 11,894 | 26,996 | |
People's Insurance Co. Group of China Ltd., Class H | 134,000 | 48,078 | |
People's Insurance Co. Group of China Ltd., Class A | 10,900 | 8,827 | |
PICC Property & Casualty Co. Ltd., Class H | 130,000 | 166,985 | |
QBE Insurance Group Ltd. | 14,111 | 143,075 | |
Samsung Fire & Marine Insurance Co. Ltd. | 548 | 105,791 | |
Sompo Holdings, Inc. | 2,800 | 120,706 | |
Suncorp Group Ltd. | 11,936 | 107,618 | |
Tokio Marine Holdings, Inc. | 17,200 | 399,383 | |
Tryg AS | 3,257 | 59,815 | |
2,022,593 | |||
Publishing - 0.0% * | |||
China Literature Ltd. (a)(e) | 9,600 | 35,118 | |
Saudi Research & Media Group (a) | 633 | 27,748 | |
62,866 | |||
Rail Transportation - 0.2% | |||
Aurizon Holdings Ltd. | 16,912 | 38,093 | |
Beijing-Shanghai High Speed Railway Co. Ltd., Class A | 27,500 | 19,363 | |
BTS Group Holdings PCL NVDR | 141,626 | 29,171 | |
Canadian National Railway Co. | 5,373 | 584,552 | |
Canadian Pacific Kansas City Ltd. | 8,888 | 663,708 | |
Central Japan Railway Co. | 7,000 | 170,514 | |
Container Corp. of India Ltd. | 4,866 | 41,967 | |
Daqin Railway Co. Ltd., Class A | 9,300 | 9,305 | |
East Japan Railway Co. | 2,900 | 166,256 | |
Hankyu Hanshin Holdings, Inc. | 2,100 | 71,785 | |
Keio Corp. | 1,200 | 41,350 | |
Keisei Electric Railway Co. Ltd. | 1,500 | 52,069 | |
Kintetsu Group Holdings Co. Ltd. | 1,700 | 48,280 | |
MTR Corp. Ltd. | 14,614 | 57,845 | |
Odakyu Electric Railway Co. Ltd. | 3,400 | 50,912 | |
Rumo SA | 24,900 | 113,526 | |
Tobu Railway Co. Ltd. | 2,200 | 56,642 | |
Tokyu Corp. | 4,700 | 54,299 | |
West Japan Railway Co. | 2,100 | 87,040 | |
2,356,677 | |||
Real Estate Development - 0.1% | |||
C&D International Investment Group Ltd. | 15,531 | 37,797 | |
China Jinmao Holdings Group Ltd. | 66,065 | 8,520 | |
China Merchants Shekou Industrial Zone Holdings Co. Ltd., Class A | 11,200 | 19,046 | |
China Overseas Land & Investment Ltd. | 66,500 | 137,893 | |
China Resources Land Ltd. | 56,000 | 223,089 | |
China Vanke Co. Ltd., Class H | 26,700 | 29,455 | |
China Vanke Co. Ltd., Class A | 12,500 | 22,441 | |
CK Asset Holdings Ltd. | 18,586 | 97,892 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Country Garden Holdings Co. Ltd. (a) | 178,298 | $20,717 | |
Dar Al Arkan Real Estate Development Co. (a) | 8,773 | 36,866 | |
Emaar Properties PJSC | 111,427 | 243,904 | |
Gemdale Corp., Class A | 1,500 | 1,404 | |
Godrej Properties Ltd. (a) | 1,425 | 26,669 | |
Greentown China Holdings Ltd. | 24,000 | 24,914 | |
Henderson Land Development Co. Ltd. | 13,000 | 34,277 | |
Land & Houses PCL NVDR | 150,488 | 32,236 | |
Longfor Group Holdings Ltd. (e) | 28,337 | 50,944 | |
Poly Developments & Holdings Group Co. Ltd., Class A | 14,400 | 25,180 | |
Ruentex Development Co. Ltd. | 26,550 | 28,951 | |
Seazen Holdings Co. Ltd., Class A (a) | 1,400 | 2,546 | |
Shenzhen Overseas Chinese Town Co. Ltd., Class A (a) | 7,300 | 4,238 | |
Sino Land Co. Ltd. | 41,480 | 46,766 | |
Yuexiu Property Co. Ltd. | 30,981 | 35,721 | |
1,191,466 | |||
Real Estate Operating Companies - 0.1% | |||
Azrieli Group Ltd. | 375 | 19,247 | |
CapitaLand Investment Ltd. | 24,200 | 54,964 | |
Central Pattana PCL NVDR | 28,578 | 49,641 | |
China Resources Mixc Lifestyle Services Ltd. (e) | 13,000 | 52,452 | |
Country Garden Services Holdings Co. Ltd. | 31,715 | 32,720 | |
Fastighets AB Balder, Class B (a) | 5,889 | 26,723 | |
Hang Lung Properties Ltd. | 16,000 | 21,900 | |
Hongkong Land Holdings Ltd. | 12,600 | 44,982 | |
Hulic Co. Ltd. | 3,500 | 31,452 | |
LEG Immobilien SE (a) | 850 | 58,802 | |
Mabanee Co. KPSC | 7,478 | 19,962 | |
NEPI Rockcastle NV | 9,380 | 51,831 | |
Sagax AB, Class B | 2,171 | 41,665 | |
SM Prime Holdings, Inc. | 177,000 | 94,795 | |
Swire Properties Ltd. | 13,000 | 27,123 | |
Swiss Prime Site AG | 717 | 65,798 | |
Vonovia SE | 6,948 | 167,795 | |
Wharf Real Estate Investment Co. Ltd. | 16,000 | 61,799 | |
Zhejiang China Commodities City Group Co. Ltd., Class A | 9,800 | 12,160 | |
935,811 | |||
Real Estate Services - 0.0% * | |||
China Overseas Property Holdings Ltd. | 30,000 | 33,862 | |
FirstService Corp. | 373 | 54,504 | |
KE Holdings, Inc. ADR | 11,600 | 180,032 | |
268,398 | |||
Regional Banks - 0.1% | |||
AU Small Finance Bank Ltd. (e) | 3,332 | 28,629 | |
Bandhan Bank Ltd. (e) | 14,511 | 43,966 | |
Bank of Chengdu Co. Ltd., Class A | 400 | 755 | |
Bank of Hangzhou Co. Ltd., Class A | 5,547 | 8,497 |
Number of Shares | Fair Value | ||
Bank of Jiangsu Co. Ltd., Class A | 21,100 | $20,794 | |
Bank of Nanjing Co. Ltd., Class A | 5,600 | 6,187 | |
Bank of Ningbo Co. Ltd., Class A | 10,156 | 37,456 | |
Banque Cantonale Vaudoise | 273 | 28,664 | |
Chiba Bank Ltd. | 4,900 | 35,709 | |
Concordia Financial Group Ltd. | 9,800 | 44,756 | |
Dukhan Bank | 39,437 | 43,012 | |
First BanCorp | 9,201 | 123,845 | |
OFG Bancorp | 2,436 | 72,739 | |
Popular, Inc. | 852 | 53,685 | |
Resona Holdings, Inc. | 20,200 | 112,124 | |
Shizuoka Financial Group, Inc. | 4,300 | 35,126 | |
695,944 | |||
Reinsurance - 0.1% | |||
Hannover Rueck SE | 570 | 125,465 | |
Muenchener Rueckversicherungs-Gesellschaft AG | 1,302 | 508,802 | |
RenaissanceRe Holdings Ltd. | 600 | 118,752 | |
SiriusPoint Ltd. (a) | 4,521 | 45,978 | |
798,997 | |||
Renewable Electricity - 0.0% * | |||
Adani Green Energy Ltd. (a) | 5,018 | 59,651 | |
China Longyuan Power Group Corp. Ltd., Class H | 73,000 | 63,569 | |
China Three Gorges Renewables Group Co. Ltd., Class A | 19,800 | 12,990 | |
China Yangtze Power Co. Ltd., Class A | 30,100 | 91,881 | |
Corp. ACCIONA Energias Renovables SA | 573 | 14,803 | |
EDP Renovaveis SA | 2,850 | 46,816 | |
Energy Absolute PCL NVDR | 24,620 | 34,483 | |
Engie Brasil Energia SA | 3,733 | 30,900 | |
Meridian Energy Ltd. | 11,830 | 36,535 | |
Northland Power, Inc. | 2,866 | 46,890 | |
Sichuan Chuantou Energy Co. Ltd., Class A | 7,500 | 15,235 | |
453,753 | |||
Research & Consulting Services - 0.1% | |||
BayCurrent Consulting, Inc. | 1,500 | 50,240 | |
Bureau Veritas SA | 2,761 | 68,725 | |
Intertek Group PLC | 1,514 | 75,986 | |
RELX PLC | 18,073 | 612,137 | |
SGS SA | 1,417 | 119,302 | |
Thomson Reuters Corp. | 1,508 | 185,332 | |
Wolters Kluwer NV | 2,451 | 297,516 | |
1,409,238 | |||
Restaurants - 0.2% | |||
Americana Restaurants International PLC | 42,922 | 47,911 | |
Compass Group PLC | 16,525 | 403,392 | |
Delivery Hero SE (a)(e) | 2,010 | 57,820 | |
Haidilao International Holding Ltd. (e) | 31,000 | 83,122 | |
Jiumaojiu International Holdings Ltd. (e) | 14,000 | 19,056 | |
Jollibee Foods Corp. | 10,340 | 41,926 | |
Jubilant Foodworks Ltd. | 7,860 | 50,459 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
McDonald's Holdings Co. Japan Ltd. | 1,000 | $38,264 | |
Meituan, Class B (a)(e) | 89,907 | 1,315,569 | |
Restaurant Brands International, Inc. | 2,806 | 187,724 | |
Sodexo SA | 832 | 85,903 | |
Yum China Holdings, Inc. | 7,500 | 417,900 | |
Zensho Holdings Co. Ltd. | 1,100 | 47,900 | |
Zomato Ltd. (a) | 73,205 | 89,477 | |
2,886,423 | |||
Retail REITs - 0.0% * | |||
CapitaLand Integrated Commercial Trust | 49,759 | 67,444 | |
Japan Metropolitan Fund Invest | 80 | 52,002 | |
Klepierre SA | 2,477 | 60,921 | |
Link REIT | 23,868 | 117,026 | |
Mapletree Pan Asia Commercial Trust | 21,046 | 22,050 | |
RioCan Real Estate Investment Trust | 2,100 | 28,068 | |
Scentre Group | 48,717 | 77,347 | |
Unibail-Rodamco-Westfield (a) | 1,100 | 54,446 | |
Vicinity Ltd. | 44,330 | 48,495 | |
527,799 | |||
Security & Alarm Services - 0.0% * | |||
Secom Co. Ltd. | 2,000 | 135,902 | |
Securitas AB, Class B | 4,497 | 35,871 | |
171,773 | |||
Semiconductor Materials & Equipment - 0.3% | |||
Advanced Micro-Fabrication Equipment, Inc. China, Class A | 339 | 7,005 | |
Advantest Corp. | 7,200 | 201,730 | |
ASM International NV | 446 | 187,700 | |
ASML Holding NV | 3,855 | 2,281,956 | |
BE Semiconductor Industries NV | 723 | 81,217 | |
Daqo New Energy Corp. ADR (a) | 900 | 27,243 | |
Disco Corp. | 900 | 166,339 | |
Flat Glass Group Co. Ltd., Class H | 12,000 | 26,967 | |
Flat Glass Group Co. Ltd., Class A | 1,700 | 6,608 | |
GCL Technology Holdings Ltd. | 300,000 | 55,925 | |
Globalwafers Co. Ltd. | 3,000 | 42,146 | |
Hangzhou First Applied Material Co. Ltd., Class A | 1,372 | 5,378 | |
Hanmi Semiconductor Co. Ltd. | 989 | 38,625 | |
Hoyuan Green Energy Co. Ltd., Class A | 391 | 2,248 | |
Kulicke & Soffa Industries, Inc. | 2,877 | 139,909 | |
Lasertec Corp. | 700 | 109,157 | |
NAURA Technology Group Co. Ltd., Class A | 900 | 29,808 | |
Shenzhen SC New Energy Technology Corp., Class A | 100 | 1,042 | |
SUMCO Corp. | 4,000 | 52,243 | |
TCL Zhonghuan Renewable Energy Technology Co. Ltd., Class A | 5,500 | 17,650 | |
Tokyo Electron Ltd. | 4,500 | 616,385 |
Number of Shares | Fair Value | ||
Xinjiang Daqo New Energy Co. Ltd., Class A | 4,082 | $22,652 | |
Xinyi Solar Holdings Ltd. | 95,985 | 71,819 | |
Zhejiang Jingsheng Mechanical & Electrical Co. Ltd., Class A | 1,900 | 12,442 | |
4,204,194 | |||
Semiconductors - 0.9% | |||
Allegro MicroSystems, Inc. (a) | 700 | 22,358 | |
ASE Technology Holding Co. Ltd. | 55,000 | 186,568 | |
Cambricon Technologies Corp. Ltd., Class A (a) | 348 | 5,920 | |
China Resources Microelectronics Ltd., Class A | 1,955 | 14,514 | |
eMemory Technology, Inc. | 1,000 | 62,422 | |
GigaDevice Semiconductor, Inc., Class A | 560 | 7,579 | |
Global Unichip Corp. | 2,000 | 84,571 | |
Hangzhou Silan Microelectronics Co. Ltd., Class A | 1,100 | 3,678 | |
Hua Hong Semiconductor Ltd. (a)(e) | 10,000 | 25,332 | |
Inari Amertron Bhd | 56,500 | 34,897 | |
indie Semiconductor, Inc., Class A (a) | 6,785 | 42,746 | |
Infineon Technologies AG | 12,449 | 413,271 | |
Ingenic Semiconductor Co. Ltd., Class A | 600 | 6,070 | |
JA Solar Technology Co. Ltd., Class A | 4,268 | 14,985 | |
JCET Group Co. Ltd., Class A | 2,000 | 8,373 | |
Jinko Solar Co. Ltd., Class A | 15,683 | 21,741 | |
LONGi Green Energy Technology Co. Ltd., Class A | 7,836 | 29,340 | |
MediaTek, Inc. | 27,000 | 614,767 | |
Montage Technology Co. Ltd., Class A | 361 | 2,463 | |
Nanya Technology Corp. | 25,000 | 50,805 | |
Novatek Microelectronics Corp. | 10,886 | 142,649 | |
Powerchip Semiconductor Manufacturing Corp. | 45,000 | 37,012 | |
Realtek Semiconductor Corp. | 9,040 | 110,618 | |
Renesas Electronics Corp. (a) | 12,100 | 185,321 | |
Rohm Co. Ltd. | 3,200 | 60,408 | |
Sanan Optoelectronics Co. Ltd., Class A | 10,900 | 23,069 | |
SG Micro Corp., Class A | 195 | 2,081 | |
Silergy Corp. | 4,888 | 46,108 | |
SK Hynix, Inc. | 9,689 | 823,572 | |
StarPower Semiconductor Ltd., Class A | 100 | 2,466 | |
STMicroelectronics NV | 6,504 | 282,227 | |
Taiwan Semiconductor Manufacturing Co. Ltd. | 437,557 | 7,089,181 | |
Tianshui Huatian Technology Co. Ltd., Class A | 700 | 863 | |
Tongwei Co. Ltd., Class A | 3,300 | 14,612 | |
Trina Solar Co. Ltd., Class A | 1,600 | 6,713 | |
Unigroup Guoxin Microelectronics Co. Ltd., Class A (a) | 419 | 5,015 | |
United Microelectronics Corp. | 203,000 | 284,246 | |
Vanguard International Semiconductor Corp. | 19,330 | 40,719 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Will Semiconductor Co. Ltd. Shanghai, Class A | 2,240 | $28,611 | |
Winbond Electronics Corp. | 47,000 | 36,836 | |
10,874,727 | |||
Silver - 0.0% * | |||
Pan American Silver Corp. | 3,383 | 49,194 | |
Soft Drinks & Non-alcoholic Beverages - 0.1% | |||
Arca Continental SAB de CV | 9,100 | 82,881 | |
Coca-Cola Europacific Partners PLC | 1,900 | 118,712 | |
Coca-Cola Femsa SAB de CV | 9,865 | 77,644 | |
Coca-Cola HBC AG | 2,057 | 56,465 | |
Fomento Economico Mexicano SAB de CV | 34,500 | 377,845 | |
Nongfu Spring Co. Ltd., Class H (e) | 33,400 | 191,909 | |
Osotspa PCL | 21,800 | 14,967 | |
Suntory Beverage & Food Ltd. | 1,300 | 39,638 | |
Varun Beverages Ltd. | 8,265 | 94,125 | |
1,054,186 | |||
Specialized Consumer Services - 0.0% * | |||
OneSpaWorld Holdings Ltd. (a) | 4,389 | 49,245 | |
Specialized Finance - 0.0% * | |||
Banco Latinoamericano de Comercio Exterior SA, Class E | 1,374 | 29,129 | |
Chailease Holding Co. Ltd. | 26,201 | 146,911 | |
Element Fleet Management Corp. | 3,625 | 52,257 | |
Far East Horizon Ltd. | 23,000 | 16,563 | |
Mitsubishi HC Capital, Inc. | 7,500 | 50,059 | |
Power Finance Corp. Ltd. (d) | 17,589 | 53,355 | |
Power Finance Corp. Ltd. (a)(d) | 4,397 | 13,339 | |
REC Ltd. | 20,073 | 69,471 | |
431,084 | |||
Specialty Chemicals - 0.2% | |||
Akzo Nobel NV | 1,612 | 116,875 | |
Arkema SA | 649 | 64,288 | |
Asian Paints Ltd. | 6,998 | 266,386 | |
Chengxin Lithium Group Co. Ltd., Class A | 500 | 1,535 | |
Chr Hansen Holding AS | 985 | 60,472 | |
Clariant AG | 1,965 | 31,146 | |
Covestro AG (a)(e) | 1,819 | 98,335 | |
Croda International PLC | 1,311 | 78,647 | |
Dongyue Group Ltd. | 41,000 | 30,834 | |
DSM-Firmenich AG | 1,761 | 149,399 | |
EMS-Chemie Holding AG | 81 | 55,163 | |
Evonik Industries AG | 1,922 | 35,255 | |
Ganfeng Lithium Group Co. Ltd., Class A | 940 | 5,754 | |
Ganfeng Lithium Group Co. Ltd., Class H (e) | 5,840 | 23,973 | |
Givaudan SA | 88 | 288,010 | |
Hoshine Silicon Industry Co. Ltd., Class A | 200 | 1,658 | |
Johnson Matthey PLC | 1,682 | 33,422 | |
JSR Corp. | 2,061 | 55,480 | |
Nippon Paint Holdings Co. Ltd. | 8,900 | 59,999 | |
Nitto Denko Corp. | 1,300 | 85,444 | |
Novozymes AS, Class B | 1,921 | 77,651 |
Number of Shares | Fair Value | ||
Shanghai Putailai New Energy Technology Co. Ltd., Class A | 1,798 | $7,228 | |
Shenzhen Capchem Technology Co. Ltd., Class A | 180 | 1,083 | |
Shin-Etsu Chemical Co. Ltd. | 17,400 | 506,404 | |
Sika AG | 1,395 | 355,460 | |
SK IE Technology Co. Ltd. (a)(e) | 583 | 31,971 | |
Symrise AG | 1,254 | 119,915 | |
Tianqi Lithium Corp., Class A | 700 | 5,278 | |
Umicore SA | 2,417 | 57,450 | |
Wacker Chemie AG | 163 | 23,410 | |
Wanhua Chemical Group Co. Ltd., Class A | 3,300 | 40,004 | |
2,767,929 | |||
Steel - 0.2% | |||
ArcelorMittal SA | 4,834 | 121,680 | |
Baoshan Iron & Steel Co. Ltd., Class A | 26,900 | 22,485 | |
BlueScope Steel Ltd. | 4,241 | 53,210 | |
China Steel Corp. | 224,000 | 175,214 | |
Cia Siderurgica Nacional SA | 12,100 | 29,348 | |
Eregli Demir ve Celik Fabrikalari TAS (a) | 22,053 | 35,813 | |
Fortescue Metals Group Ltd. | 16,074 | 217,027 | |
Hyundai Steel Co. | 1,347 | 37,982 | |
Inner Mongolia BaoTou Steel Union Co. Ltd., Class A (a) | 42,400 | 10,010 | |
JFE Holdings, Inc. | 4,600 | 67,540 | |
Jindal Steel & Power Ltd. | 6,999 | 59,112 | |
JSW Steel Ltd. | 11,831 | 111,071 | |
Kumba Iron Ore Ltd. | 1,082 | 26,120 | |
Nippon Steel Corp. | 8,100 | 190,253 | |
Novolipetsk Steel PJSC GDR (a)(c)** | 2,290 | — | |
Novolipetsk Steel PJSC (a)(c)** | 4,980 | — | |
Pangang Group Vanadium Titanium & Resources Co. Ltd., Class A (a) | 10,100 | 5,102 | |
POSCO Holdings, Inc. | 1,277 | 506,295 | |
Severstal PAO GDR (a)(c)** | 3,070 | — | |
Severstal PAO (a)(c)** | 695 | — | |
Shanxi Meijin Energy Co. Ltd., Class A (a) | 3,500 | 3,372 | |
Shanxi Taigang Stainless Steel Co. Ltd., Class A | 6,700 | 3,715 | |
Tata Steel Ltd. | 136,678 | 212,157 | |
Vale SA | 60,340 | 814,708 | |
voestalpine AG | 1,054 | 28,836 | |
YongXing Special Materials Technology Co. Ltd., Class A | 260 | 1,621 | |
2,732,671 | |||
Systems Software - 0.0% * | |||
360 Security Technology, Inc., Class A (a) | 4,700 | 6,341 | |
Check Point Software Technologies Ltd. (a) | 884 | 117,820 | |
Oracle Corp. | 437 | 32,506 | |
Sangfor Technologies, Inc., Class A (a) | 300 | 3,842 | |
Tata Elxsi Ltd. | 550 | 47,867 | |
TOTVS SA | 11,338 | 61,162 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Trend Micro, Inc. | 1,200 | $45,579 | |
315,117 | |||
Technology Distributors - 0.0% * | |||
Synnex Technology International Corp. | 21,178 | 42,054 | |
Unisplendour Corp. Ltd., Class A (a) | 3,100 | 10,029 | |
WPG Holdings Ltd. | 25,938 | 48,693 | |
100,776 | |||
Technology Hardware, Storage & Peripherals - 0.6% | |||
Acer, Inc. | 44,000 | 49,479 | |
Advantech Co. Ltd. | 8,599 | 91,902 | |
Asustek Computer, Inc. | 12,053 | 137,032 | |
Brother Industries Ltd. | 2,100 | 33,894 | |
Canon, Inc. | 9,500 | 229,502 | |
Catcher Technology Co. Ltd. | 10,000 | 56,536 | |
Compal Electronics, Inc. | 84,225 | 80,101 | |
CosmoAM&T Co. Ltd. (a) | 509 | 56,354 | |
FUJIFILM Holdings Corp. | 3,515 | 203,940 | |
Gigabyte Technology Co. Ltd. | 9,000 | 78,484 | |
IEIT Systems Co. Ltd., Class A | 2,700 | 13,938 | |
Inventec Corp. | 51,249 | 77,793 | |
Lenovo Group Ltd. | 134,000 | 138,075 | |
Lite-On Technology Corp. ADR | 34,693 | 130,580 | |
Logitech International SA | 1,551 | 107,288 | |
Micro-Star International Co. Ltd. | 14,000 | 71,127 | |
Ninestar Corp., Class A | 1,200 | 4,259 | |
Pegatron Corp. | 38,251 | 90,768 | |
Quanta Computer, Inc. | 47,507 | 352,471 | |
Ricoh Co. Ltd. | 6,300 | 54,482 | |
Samsung Electronics Co. Ltd. | 84,749 | 4,295,859 | |
Seiko Epson Corp. | 3,300 | 51,957 | |
Shenzhen Transsion Holdings Co. Ltd., Class A | 1,494 | 29,885 | |
Wistron Corp. | 45,000 | 141,494 | |
Wiwynn Corp. | 1,000 | 46,313 | |
Xiaomi Corp., Class B (a)(e) | 277,400 | 437,076 | |
7,060,589 | |||
Textiles - 0.0% * | |||
Eclat Textile Co. Ltd. | 3,000 | 45,260 | |
Tires & Rubber - 0.0% * | |||
Balkrishna Industries Ltd. | 1,229 | 37,855 | |
Bridgestone Corp. | 5,396 | 210,778 | |
Cheng Shin Rubber Industry Co. Ltd. | 20,000 | 26,332 | |
Cie Generale des Etablissements Michelin SCA | 6,441 | 198,240 | |
Hankook Tire & Technology Co. Ltd. | 1,305 | 38,297 | |
MRF Ltd. | 38 | 49,099 | |
Sailun Group Co. Ltd., Class A | 2,300 | 3,981 | |
Shandong Linglong Tyre Co. Ltd., Class A | 1,500 | 4,183 | |
568,765 | |||
Tobacco - 0.1% | |||
British American Tobacco PLC | 20,280 | 637,878 | |
Imperial Brands PLC | 8,188 | 166,598 | |
ITC Ltd. | 52,836 | 282,755 |
Number of Shares | Fair Value | ||
Japan Tobacco, Inc. | 11,400 | $262,798 | |
KT&G Corp. | 2,007 | 128,356 | |
Smoore International Holdings Ltd. (e) | 32,000 | 29,051 | |
1,507,436 | |||
Trading Companies & Distributors - 0.3% | |||
Adani Enterprises Ltd. | 2,913 | 84,677 | |
AerCap Holdings NV (a) | 1,700 | 106,539 | |
Ashtead Group PLC | 4,168 | 254,464 | |
Beijer Ref AB | 4,415 | 46,937 | |
BOC Aviation Ltd. (e) | 2,700 | 18,840 | |
Brenntag SE | 1,384 | 107,671 | |
Bunzl PLC | 3,188 | 113,854 | |
IMCD NV | 533 | 67,718 | |
ITOCHU Corp. | 11,305 | 409,548 | |
Marubeni Corp. | 13,700 | 214,095 | |
Mitsubishi Corp. | 11,000 | 525,435 | |
Mitsui & Co. Ltd. | 12,500 | 454,264 | |
MonotaRO Co. Ltd. | 2,300 | 24,668 | |
Posco International Corp. | 924 | 48,891 | |
Reece Ltd. | 2,523 | 30,336 | |
Sichuan New Energy Power Co. Ltd. (a) | 800 | 1,307 | |
Sumitomo Corp. | 9,900 | 197,967 | |
Textainer Group Holdings Ltd. | 2,204 | 82,099 | |
Toromont Industries Ltd. | 767 | 62,756 | |
Toyota Tsusho Corp. | 2,000 | 117,876 | |
Triton International Ltd. (a) | 2,820 | 231,987 | |
3,201,929 | |||
Transaction & Payment Processing Services - 0.1% | |||
Adyen NV (a)(e) | 206 | 153,915 | |
Edenred SE | 2,363 | 148,309 | |
EVERTEC, Inc. | 3,390 | 126,040 | |
GMO Payment Gateway, Inc. | 500 | 27,398 | |
Kakaopay Corp. (a) | 382 | 11,536 | |
Nexi SpA (a)(e) | 6,746 | 41,340 | |
Nuvei Corp. (e) | 1,100 | 16,573 | |
Pagseguro Digital Ltd., Class A (a) | 10,337 | 89,002 | |
StoneCo Ltd., Class A (a) | 15,060 | 160,690 | |
Wise PLC, Class A (a) | 7,088 | 59,313 | |
Worldline SA (a)(e) | 2,245 | 63,344 | |
897,460 | |||
Water Utilities - 0.0% * | |||
Beijing Enterprises Water Group Ltd. | 50,000 | 10,917 | |
Cia de Saneamento Basico do Estado de Sao Paulo SABESP | 5,100 | 62,186 | |
Consolidated Water Co. Ltd. | 724 | 20,591 | |
Guangdong Investment Ltd. | 48,000 | 36,650 | |
Severn Trent PLC | 2,361 | 68,153 | |
United Utilities Group PLC | 6,389 | 73,941 | |
272,438 | |||
Wireless Telecommunication Services - 0.3% | |||
Advanced Info Service PCL NVDR | 22,907 | 143,434 | |
America Movil SAB de CV Series B | 339,000 | 294,359 | |
Axiata Group Bhd | 71,100 | 37,706 | |
Bharti Airtel Ltd. | 40,462 | 451,390 | |
CELCOMDIGI Bhd | 67,400 | 62,731 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
China United Network Communications Ltd., Class A | 33,400 | $22,509 | |
Etihad Etisalat Co. | 7,478 | 88,828 | |
Far EasTone Telecommunications Co. Ltd. | 34,000 | 76,573 | |
Intouch Holdings PCL NVDR | 5,700 | 11,545 | |
Intouch Holdings PCL Series F | 6,200 | 12,557 | |
KDDI Corp. | 14,308 | 438,852 | |
Maxis Bhd | 49,300 | 42,420 | |
Mobile Telecommunications Co. KSCP | 33,002 | 52,004 | |
Mobile Telecommunications Co. Saudi Arabia | 8,107 | 28,447 | |
Mobile TeleSystems PJSC ADR (a)(c)** | 6,600 | — | |
Mobile TeleSystems PJSC (c)** | 3,970 | — | |
MTN Group Ltd. | 30,444 | 182,363 | |
PLDT, Inc. | 960 | 19,955 | |
Rogers Communications, Inc., Class B | 3,354 | 129,372 | |
SoftBank Corp. | 27,400 | 310,402 | |
SoftBank Group Corp. | 9,800 | 416,036 | |
Taiwan Mobile Co. Ltd. | 34,946 | 102,411 | |
Tele2 AB, Class B | 6,057 | 46,653 | |
TELUS Corp. | 469 | 7,694 | |
TIM SA | 17,500 | 52,061 | |
Turkcell Iletisim Hizmetleri AS (a) | 18,021 | 35,036 | |
Vodacom Group Ltd. | 12,550 | 70,453 | |
Vodafone Group PLC | 218,272 | 204,658 | |
3,340,449 | |||
Total Common Stock (Cost $272,360,021) | 263,992,201 | ||
Preferred Stock - 0.3% | |||
Automobile Manufacturers - 0.0% * | |||
Bayerische Motoren Werke AG 9.70% | 536 | 50,109 | |
Dr Ing hc F Porsche AG 1.13% (e) | 1,075 | 101,296 | |
Hyundai Motor Co. 1.42% | 595 | 46,695 | |
Hyundai Motor Co. 1.43% | 529 | 41,202 | |
Porsche Automobil Holding SE 5.50% | 1,434 | 70,826 | |
Volkswagen AG 25.58% | 1,959 | 225,952 | |
536,080 | |||
Commodity Chemicals - 0.0% * | |||
LG Chem Ltd. 3.22% | 89 | 20,578 | |
Diversified Banks - 0.1% | |||
Banco Bradesco SA 7.05% | 94,721 | 270,621 | |
Bancolombia SA 12.67% | 7,637 | 51,115 | |
Itau Unibanco Holding SA 5.50% | 83,700 | 455,022 | |
Itausa SA 7.61% | 88,538 | 160,087 | |
Itausa SA | 997 | 1,803 | |
938,648 | |||
Diversified Capital Markets - 0.0% * | |||
Banco BTG Pactual SA 2.28% | 4 | 7 | |
Electric Utilities - 0.0% * | |||
Centrais Eletricas Brasileiras SA 3.70% | 5,800 | 46,757 |
Number of Shares | Fair Value | ||
Cia Energetica de Minas Gerais 8.91% | 21,029 | $52,140 | |
98,897 | |||
Electrical Components & Equipment - 0.0% * | |||
Sociedad Quimica y Minera de Chile SA 14.37% | 2,544 | 150,507 | |
Household Products - 0.0% * | |||
Henkel AG & Co. KGaA 2.75% | 1,598 | 114,134 | |
Integrated Oil & Gas - 0.1% | |||
Petroleo Brasileiro SA 10.50% | 84,700 | 586,192 | |
Surgutneftegas PJSC 1.38% (c)** | 115,200 | — | |
586,192 | |||
Life Sciences Tools & Services - 0.0% * | |||
Sartorius AG 0.45% | 246 | 83,814 | |
Steel - 0.0% * | |||
Gerdau SA 15.97% | 21,080 | 101,626 | |
Technology Hardware, Storage & Peripherals - 0.1% | |||
Samsung Electronics Co. Ltd. 1.99% | 14,413 | 582,117 | |
Total Preferred Stock (Cost $3,335,945) | 3,212,600 | ||
Rights - 0.0%* | |||
Construction Machinery & Heavy Transportation Equipment - 0.0% * | |||
Hanwha Ocean Co. Ltd. (expiring 11/09/23) | 260 | 1,753 | |
Diversified Banks - 0.0% * | |||
Banco de Credito e Inversiones SA (expiring 10/21/23) | 183 | 152 | |
Passenger Ground Transportation - 0.0% * | |||
Localiza Rent a Car SA (expiring 11/10/23) | 124 | 397 | |
Technology Hardware, Storage & Peripherals - 0.0% * | |||
CosmoAM&T Co. Ltd. (expiring 11/07/23) | 17 | 335 | |
Total Rights (Cost $0) | 2,637 | ||
Warrants - 0.0% * | |||
Application Software - 0.0% | |||
Constellation Software, Inc. (expiring 07/31/40) (c)** | 238 | — | |
Rail Transportation - 0.0% | |||
BTS Group Holdings PCL (expiring 11/07/24) (a) | 9,760 | 35 | |
BTS Group Holdings PCL (expiring 11/20/26) (a) | 19,520 | 81 | |
116 | |||
Total Warrants (Cost $0) | 116 | ||
Total Foreign Equity (Cost $275,695,966) | 267,207,554 |
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
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
Bonds and Notes - 14.1% | |||
U.S. Treasuries - 8.7% | |||
U.S. Treasury Bonds | |||
1.25% 05/15/50 | $25,000 | $11,801 | |
1.63% 11/15/50 | 200,000 | 104,781 | |
1.88% 02/15/51 - 11/15/51 | 575,000 | 321,781 | |
2.00% 02/15/50 - 08/15/51 | 700,000 | 405,743 | |
2.25% 08/15/46 - 02/15/52 | 515,000 | 320,548 | |
2.38% 11/15/49 - 05/15/51 | 665,000 | 423,932 | |
2.50% 02/15/45 - 05/15/46 | 485,000 | 327,718 | |
2.75% 11/15/42 - 11/15/47 | 675,000 | 475,828 | |
2.88% 08/15/45 - 05/15/52 | 1,135,000 | 810,032 | |
3.00% 11/15/44 - 08/15/52 | 2,350,000 | 1,728,008 | |
3.13% 02/15/43 - 05/15/48 | 800,000 | 606,828 | |
3.38% 08/15/42 - 11/15/48 | 975,000 | 778,883 | |
3.63% 02/15/44 - 05/15/53 | 965,000 | 799,447 | |
3.88% 02/15/43 - 05/15/43 | 250,000 | 217,559 | |
4.00% 11/15/42 - 11/15/52 | 625,000 | 554,340 | |
4.13% 08/15/53 | 100,000 | 90,813 | |
4.25% 05/15/39 - 11/15/40 | 200,000 | 187,219 | |
4.38% 02/15/38 - 08/15/43 | 400,000 | 378,375 | |
4.50% 02/15/36 | 100,000 | 99,688 | |
4.63% 02/15/40 | 100,000 | 97,906 | |
5.25% 02/15/29 | 200,000 | 204,984 | |
5.50% 08/15/28 | 200,000 | 206,969 | |
6.00% 02/15/26 | 427,000 | 435,206 | |
6.13% 08/15/29 | 200,000 | 214,687 | |
6.38% 08/15/27 | 200,000 | 211,000 | |
7.63% 02/15/25 | 200,000 | 205,812 | |
U.S. Treasury Inflation-Indexed Bonds | |||
0.13% 02/15/51 - 02/15/52 | 1,832,825 | 1,014,737 | |
0.25% 02/15/50 | 826,313 | 487,347 | |
0.63% 02/15/43 | 870,836 | 634,096 | |
0.75% 02/15/42 - 02/15/45 | 2,376,249 | 1,764,871 | |
0.88% 02/15/47 | 861,070 | 628,897 | |
1.00% 02/15/46 - 02/15/49 | 1,752,230 | 1,311,314 | |
1.38% 02/15/44 | 1,193,520 | 999,633 | |
1.50% 02/15/53 | 987,187 | 817,474 | |
1.75% 01/15/28 | 766,017 | 744,359 | |
2.00% 01/15/26 | 770,040 | 755,032 | |
2.13% 02/15/40 - 02/15/41 | 1,221,267 | 1,184,957 | |
2.38% 01/15/25 - 01/15/27 | 2,323,802 | 2,300,109 | |
2.50% 01/15/29 | 1,067,790 | 1,075,613 | |
3.38% 04/15/32 | 430,523 | 464,237 | |
3.63% 04/15/28 | 1,001,642 | 1,053,114 | |
3.88% 04/15/29 | 976,132 | 1,051,385 | |
U.S. Treasury Inflation-Indexed Notes | |||
0.13% 10/15/24 - 01/15/32 | 24,229,355 | 21,849,028 | |
0.25% 01/15/25 - 07/15/29 | 3,982,834 | 3,707,858 | |
0.38% 07/15/25 - 07/15/27 | 6,159,678 | 5,787,425 | |
0.50% 01/15/28 | 1,883,599 | 1,736,588 | |
0.63% 01/15/26 - 07/15/32 | 4,857,356 | 4,399,803 | |
0.75% 07/15/28 | 1,808,329 | 1,683,212 | |
0.88% 01/15/29 | 1,416,367 | 1,314,434 | |
1.13% 01/15/33 | 2,683,435 | 2,424,464 | |
1.25% 04/15/28 | 2,262,358 | 2,151,141 | |
1.38% 07/15/33 | 1,630,621 | 1,508,523 | |
1.63% 10/15/27 | 2,347,527 | 2,279,409 | |
U.S. Treasury Notes | |||
0.25% 05/31/25 - 09/30/25 | 1,600,000 | 1,463,895 | |
0.38% 04/30/25 - 09/30/27 | 1,600,000 | 1,405,851 | |
0.50% 03/31/25 - 02/28/26 | 1,000,000 | 916,035 | |
0.63% 11/30/27 | 275,000 | 233,170 |
Principal Amount | Fair Value | ||
0.75% 03/31/26 | $250,000 | $226,035 | |
1.13% 02/28/25 - 10/31/26 | 750,000 | 676,726 | |
1.25% 04/30/28 - 05/31/28 | 750,000 | 644,718 | |
1.38% 01/31/25 - 12/31/28 | 850,000 | 777,759 | |
1.50% 02/15/25 | 600,000 | 569,812 | |
1.63% 02/15/26 - 08/15/29 | 300,000 | 268,273 | |
1.75% 01/31/29 - 11/15/29 | 650,000 | 558,336 | |
1.88% 06/30/26 - 02/15/32 | 1,100,000 | 949,314 | |
2.00% 02/15/25 - 11/15/26 | 1,494,000 | 1,416,816 | |
2.13% 11/30/24 - 05/31/26 | 700,000 | 665,699 | |
2.25% 12/31/24 - 11/15/27 | 2,400,000 | 2,247,622 | |
2.38% 05/15/27 - 05/15/29 | 1,750,000 | 1,578,098 | |
2.50% 01/31/25 | 750,000 | 722,783 | |
2.63% 12/31/25 - 07/31/29 | 1,350,000 | 1,230,750 | |
2.75% 02/28/25 - 05/31/29 | 1,050,000 | 990,281 | |
2.88% 11/30/25 - 05/15/32 | 2,280,000 | 2,111,187 | |
3.00% 09/30/25 | 300,000 | 288,328 | |
3.13% 08/15/25 - 08/31/29 | 1,250,000 | 1,173,896 | |
3.25% 06/30/27 - 06/30/29 | 650,000 | 612,355 | |
3.38% 05/15/33 | 750,000 | 680,273 | |
3.50% 01/31/28 - 02/15/33 | 2,075,000 | 1,941,555 | |
3.63% 03/31/28 - 03/31/30 | 1,000,000 | 952,515 | |
3.75% 05/31/30 - 06/30/30 | 900,000 | 854,265 | |
3.88% 03/31/25 - 08/15/33 | 3,825,002 | 3,679,714 | |
4.00% 12/15/25 - 02/28/30 | 2,250,000 | 2,189,436 | |
4.13% 01/31/25 - 11/15/32 | 2,225,000 | 2,167,492 | |
4.25% 12/31/24 - 10/15/25 | 500,000 | 492,656 | |
4.38% 08/15/26 - 08/31/28 | 500,000 | 494,375 | |
4.63% 02/28/25 - 09/30/30 | 1,000,000 | 996,336 | |
5.00% 08/31/25 - 09/30/25 | 500,000 | 499,221 | |
112,024,525 | |||
Agency Mortgage Backed - 2.5% | |||
Federal Home Loan Banks | |||
1.88% 09/11/26 | 500,000 | 458,370 | |
3.25% 11/16/28 | 125,000 | 116,970 | |
Federal Home Loan Mortgage Corp. | |||
1.50% 04/01/37 - 11/01/51 | 888,409 | 664,314 | |
2.00% 01/01/37 - 03/01/52 | 1,860,599 | 1,436,599 | |
2.50% 07/01/28 - 05/01/52 | 2,015,145 | 1,609,898 | |
3.00% 07/01/30 - 06/01/51 | 1,513,416 | 1,312,203 | |
3.50% 03/01/26 - 09/01/52 | 1,212,707 | 1,065,390 | |
4.00% 06/01/42 - 08/01/48 | 386,284 | 352,291 | |
4.50% 05/01/42 - 11/01/48 | 71,247 | 66,873 | |
5.00% 10/01/52 - 12/01/52 | 211,308 | 200,311 | |
5.50% 01/01/38 - 04/01/39 | 128,275 | 128,577 | |
6.00% 06/01/37 - 11/01/37 | 120,672 | 124,818 | |
6.25% 07/15/32 | 250,000 | 276,375 | |
Federal National Mortgage Association | |||
1.50% 04/01/36 - 03/01/51 | 970,221 | 770,887 | |
2.00% 11/01/35 - 03/01/52 | 7,253,657 | 5,678,077 | |
2.13% 04/24/26 | 200,000 | 186,524 | |
2.50% 09/01/28 - 03/01/52 | 4,072,165 | 3,308,616 | |
3.00% 04/01/30 - 05/01/52 | 3,121,176 | 2,679,663 | |
3.50% 01/01/27 - 02/01/50 | 1,401,235 | 1,232,535 | |
4.00% 10/01/41 - 08/01/52 | 1,319,117 | 1,195,133 | |
4.50% 10/01/40 - 09/01/49 | 377,576 | 354,507 | |
5.00% 12/01/39 - 02/01/53 | 603,212 | 571,613 | |
5.50% 12/01/35 - 04/01/38 | 438,671 | 437,266 | |
6.00% 03/01/34 - 08/01/37 | 583,791 | 599,378 | |
Government National Mortgage Association | |||
2.00% 10/20/50 - 04/20/52 | 1,868,332 | 1,480,374 | |
2.50% 07/20/50 - 01/20/52 | 1,766,926 | 1,447,050 |
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
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
3.00% 10/15/42 - 12/20/50 | $1,563,917 | $1,342,172 | |
3.50% 11/20/43 - 08/20/49 | 1,194,132 | 1,065,032 | |
4.00% 12/20/40 - 10/20/52 | 811,869 | 743,431 | |
4.50% 05/20/40 - 01/20/53 | 422,328 | 394,692 | |
5.00% 08/15/41 | 451,409 | 442,427 | |
Tennessee Valley Authority | |||
3.50% 12/15/42 | 100,000 | 76,153 | |
31,818,519 | |||
Agency Collateralized Mortgage Obligations - 0.1% | |||
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | |||
1.48% 04/25/30 | 69,643 | 55,583 | |
1.56% 04/25/30 | 40,000 | 32,044 | |
1.87% 01/25/30 | 58,333 | 48,015 | |
3.78% 08/25/28 | 162,993 | 156,912 | |
3.90% 04/25/28 | 100,000 | 94,917 | |
4.35% 01/25/33 (g) | 100,000 | 93,215 | |
Federal National Mortgage Association-Aces | |||
1.27% 07/25/30 | 80,000 | 62,082 | |
1.51% 03/25/31 (g) | 145,000 | 111,263 | |
1.72% 10/25/31 (g) | 100,000 | 76,658 | |
3.16% 06/25/27 (g) | 171,338 | 159,539 | |
890,228 | |||
Asset Backed - 0.0% * | |||
American Express Credit Account Master Trust | |||
0.90% 11/15/26 | 184,000 | 174,308 | |
Capital One Multi-Asset Execution Trust | |||
3.49% 05/15/27 | 100,000 | 96,629 | |
CarMax Auto Owner Trust | |||
5.28% 05/15/28 | 36,000 | 35,716 | |
Carvana Auto Receivables Trust | |||
1.64% 12/10/27 | 150,000 | 133,889 | |
Discover Card Execution Note Trust | |||
1.03% 09/15/28 | 81,000 | 71,416 | |
Honda Auto Receivables Owner Trust | |||
5.41% 02/18/28 | 61,000 | 60,811 | |
572,769 | |||
Corporate Notes - 2.5% | |||
3M Co. | |||
3.38% 03/01/29 (f) | 25,000 | 22,324 | |
AbbVie, Inc. | |||
2.95% 11/21/26 (f) | 25,000 | 23,207 | |
3.20% 05/14/26 (f) | 50,000 | 47,240 | |
4.25% 11/14/28 - 11/21/49 (f) | 60,000 | 49,893 | |
4.30% 05/14/36 (f) | 50,000 | 43,853 | |
4.85% 06/15/44 (f) | 50,000 | 43,342 | |
4.88% 11/14/48 (f) | 25,000 | 21,865 | |
Activision Blizzard, Inc. | |||
2.50% 09/15/50 (f) | 50,000 | 29,705 | |
Adobe, Inc. | |||
3.25% 02/01/25 (f) | 70,000 | 68,031 | |
Advocate Health & Hospitals Corp. | |||
3.39% 10/15/49 (f) | 25,000 | 16,931 | |
AEP Texas, Inc. | |||
3.45% 05/15/51 (f) | 35,000 | 22,157 |
Principal Amount | Fair Value | ||
AerCap Ireland Capital DAC/AerCap Global Aviation Trust | |||
4.45% 04/03/26 (f) | $250,000 | $240,062 | |
Aflac, Inc. | |||
2.88% 10/15/26 (f) | 100,000 | 92,600 | |
Agilent Technologies, Inc. | |||
2.75% 09/15/29 (f) | 25,000 | 21,334 | |
Agree LP | |||
4.80% 10/01/32 (f) | 15,000 | 13,299 | |
Air Lease Corp. | |||
3.25% 10/01/29 (f) | 100,000 | 85,095 | |
Air Products & Chemicals, Inc. | |||
2.05% 05/15/30 (f) | 10,000 | 8,204 | |
2.70% 05/15/40 (f) | 25,000 | 17,136 | |
Alabama Power Co. | |||
3.45% 10/01/49 (f) | 50,000 | 33,291 | |
Albemarle Corp. | |||
5.05% 06/01/32 (f) | 25,000 | 22,757 | |
Alexandria Real Estate Equities, Inc. | |||
4.85% 04/15/49 (f) | 50,000 | 39,164 | |
Alibaba Group Holding Ltd. | |||
4.00% 12/06/37 (f) | 100,000 | 77,284 | |
Allegion PLC | |||
3.50% 10/01/29 (f) | 15,000 | 13,094 | |
Allina Health System | |||
2.90% 11/15/51 (f) | 10,000 | 5,985 | |
Ally Financial, Inc. | |||
8.00% 11/01/31 (f) | 50,000 | 50,356 | |
Alphabet, Inc. | |||
0.80% 08/15/27 (f) | 50,000 | 42,842 | |
2.25% 08/15/60 (f) | 25,000 | 13,250 | |
Altria Group, Inc. | |||
5.80% 02/14/39 (f) | 65,000 | 60,128 | |
Amazon.com, Inc. | |||
3.00% 04/13/25 (f) | 75,000 | 72,430 | |
3.15% 08/22/27 (f) | 50,000 | 46,478 | |
3.30% 04/13/27 (f) | 25,000 | 23,518 | |
3.60% 04/13/32 (f) | 25,000 | 22,176 | |
3.95% 04/13/52 (f) | 25,000 | 19,315 | |
4.10% 04/13/62 (f) | 25,000 | 19,027 | |
4.25% 08/22/57 (f) | 50,000 | 39,991 | |
Amcor Flexibles North America, Inc. | |||
4.00% 05/17/25 (f) | 15,000 | 14,509 | |
Ameren Illinois Co. | |||
3.85% 09/01/32 (f) | 50,000 | 43,752 | |
America Movil SAB de CV | |||
6.13% 03/30/40 (f) | 100,000 | 98,999 | |
American Airlines Pass-Through Trust | |||
3.15% 08/15/33 (f) | 40,507 | 34,642 | |
American Express Co. | |||
3.00% 10/30/24 (f) | 100,000 | 96,997 | |
3.63% 12/05/24 (f) | 50,000 | 48,612 | |
American Express Co. (4.42% fixed rate until 08/03/32; 1.76% + SOFR thereafter) | |||
4.42% 08/03/33 (f)(g) | 50,000 | 44,497 | |
American Homes 4 Rent LP | |||
3.63% 04/15/32 (f) | 20,000 | 16,503 | |
American International Group, Inc. | |||
2.50% 06/30/25 (f) | 17,000 | 16,026 | |
4.20% 04/01/28 (f) | 75,000 | 70,394 |
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
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
American Tower Corp. | |||
2.40% 03/15/25 (f) | $75,000 | $71,091 | |
3.13% 01/15/27 (f) | 150,000 | 136,999 | |
4.05% 03/15/32 (f) | 10,000 | 8,613 | |
American Water Capital Corp. | |||
3.45% 06/01/29 (f) | 50,000 | 45,055 | |
4.00% 12/01/46 (f) | 100,000 | 74,447 | |
Ameriprise Financial, Inc. | |||
4.50% 05/13/32 (f) | 10,000 | 9,141 | |
Amgen, Inc. | |||
3.35% 02/22/32 (f) | 30,000 | 25,281 | |
4.20% 03/01/33 (f) | 25,000 | 22,170 | |
4.56% 06/15/48 (f) | 50,000 | 40,113 | |
5.65% 06/15/42 (f) | 100,000 | 93,164 | |
Amphenol Corp. | |||
4.35% 06/01/29 (f) | 25,000 | 23,728 | |
Analog Devices, Inc. | |||
3.50% 12/05/26 (f) | 75,000 | 71,135 | |
Anheuser-Busch InBev Worldwide, Inc. | |||
4.00% 04/13/28 (f) | 55,000 | 51,995 | |
8.00% 11/15/39 (f) | 150,000 | 178,402 | |
Aon Corp./Aon Global Holdings PLC | |||
2.05% 08/23/31 (f) | 50,000 | 38,040 | |
2.60% 12/02/31 (f) | 35,000 | 27,643 | |
Appalachian Power Co. | |||
4.45% 06/01/45 (f) | 100,000 | 77,043 | |
4.50% 08/01/32 (f) | 45,000 | 40,299 | |
Apple, Inc. | |||
0.55% 08/20/25 (f) | 50,000 | 45,832 | |
1.13% 05/11/25 (f) | 50,000 | 46,759 | |
1.70% 08/05/31 (f) | 50,000 | 39,335 | |
2.80% 02/08/61 (f) | 50,000 | 29,232 | |
3.45% 02/09/45 (f) | 50,000 | 37,549 | |
4.10% 08/08/62 (f) | 25,000 | 19,240 | |
4.38% 05/13/45 (f) | 65,000 | 55,929 | |
Applied Materials, Inc. | |||
1.75% 06/01/30 (f) | 75,000 | 60,003 | |
Aptiv PLC/Aptiv Corp. | |||
2.40% 02/18/25 (f) | 20,000 | 19,024 | |
4.15% 05/01/52 (f) | 15,000 | 10,386 | |
Arch Capital Finance LLC | |||
5.03% 12/15/46 (f) | 50,000 | 41,717 | |
Archer-Daniels-Midland Co. | |||
4.02% 04/16/43 (f) | 50,000 | 38,732 | |
Arizona Public Service Co. | |||
4.25% 03/01/49 (f) | 25,000 | 18,056 | |
Arrow Electronics, Inc. | |||
4.00% 04/01/25 (f) | 40,000 | 38,701 | |
Ascension Health | |||
3.95% 11/15/46 (f) | 50,000 | 38,541 | |
Asian Development Bank | |||
1.00% 04/14/26 | 50,000 | 45,292 | |
1.88% 01/24/30 | 75,000 | 63,199 | |
3.13% 09/26/28 | 25,000 | 23,216 | |
6.22% 08/15/27 | 200,000 | 208,608 | |
Asian Infrastructure Investment Bank | |||
3.75% 09/14/27 | 100,000 | 96,059 | |
Assurant, Inc. | |||
4.90% 03/27/28 (f) | 50,000 | 47,799 | |
AstraZeneca PLC | |||
4.00% 01/17/29 (f) | 20,000 | 18,821 | |
6.45% 09/15/37 (f) | 50,000 | 53,959 |
Principal Amount | Fair Value | ||
AT&T, Inc. | |||
2.25% 02/01/32 (f) | $25,000 | $18,816 | |
3.50% 06/01/41 (f) | 50,000 | 34,738 | |
4.75% 05/15/46 (f) | 50,000 | 39,364 | |
Athene Holding Ltd. | |||
3.50% 01/15/31 (f) | 10,000 | 8,133 | |
Atmos Energy Corp. | |||
4.30% 10/01/48 (f) | 50,000 | 39,792 | |
5.45% 10/15/32 (f) | 15,000 | 14,886 | |
Australia & New Zealand Banking Group Ltd. | |||
3.70% 11/16/25 (f) | 50,000 | 48,082 | |
Automatic Data Processing, Inc. | |||
1.70% 05/15/28 (f) | 20,000 | 17,255 | |
AutoNation, Inc. | |||
2.40% 08/01/31 (f) | 50,000 | 36,901 | |
AutoZone, Inc. | |||
3.75% 04/18/29 (f) | 50,000 | 45,123 | |
AvalonBay Communities, Inc. | |||
2.05% 01/15/32 (f) | 35,000 | 27,064 | |
3.90% 10/15/46 (f) | 50,000 | 35,267 | |
Baltimore Gas & Electric Co. | |||
4.55% 06/01/52 (f) | 5,000 | 4,003 | |
Banco Santander SA (4.18% fixed rate until 03/24/27; 2.00% + 1 year CMT Rate thereafter) | |||
4.18% 03/24/28 (f)(g) | 100,000 | 92,296 | |
Bank of America Corp. | |||
4.18% 11/25/27 (f) | 50,000 | 46,458 | |
5.00% 01/21/44 (f) | 50,000 | 43,823 | |
6.11% 01/29/37 (f) | 100,000 | 98,710 | |
Bank of America Corp. (2.57% fixed rate until 10/20/31; 1.21% + SOFR thereafter) | |||
2.57% 10/20/32 (f)(g) | 25,000 | 19,194 | |
Bank of America Corp. (2.88% fixed rate until 10/22/29; 1.45% + 3 month Term SOFR) | |||
2.88% 10/22/30 (f)(g) | 100,000 | 83,349 | |
Bank of America Corp. (3.19% fixed rate until 07/23/29; 1.44% + 3 month Term SOFR) | |||
3.19% 07/23/30 (f)(g) | 50,000 | 42,727 | |
Bank of America Corp. (3.42% fixed rate until 12/20/27; 1.30% + 3 month Term SOFR) | |||
3.42% 12/20/28 (f)(g) | 107,000 | 95,959 | |
Bank of America Corp. (4.24% fixed rate until 04/24/37; 2.08% + 3 month Term SOFR) | |||
4.24% 04/24/38 (f)(g) | 50,000 | 41,120 | |
Bank of America Corp. (4.38% fixed rate until 04/27/27; 1.58% + SOFR thereafter) | |||
4.38% 04/27/28 (f)(g) | 50,000 | 47,147 | |
Bank of America Corp. (4.83% fixed rate until 07/22/25; 1.75% + SOFR thereafter) | |||
4.83% 07/22/26 (f)(g) | 250,000 | 243,805 | |
Bank of Montreal | |||
4.70% 09/14/27 (f) | 25,000 | 23,950 | |
Bank of New York Mellon Corp. | |||
2.50% 01/26/32 (f) | 25,000 | 19,618 | |
3.85% 04/26/29 (f) | 25,000 | 23,189 |
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
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
Bank of New York Mellon Corp. (4.41% fixed rate until 07/24/25; 1.35% + SOFR thereafter) | |||
4.41% 07/24/26 (f)(g) | $25,000 | $24,287 | |
Bank of Nova Scotia | |||
1.95% 02/02/27 (f) | 25,000 | 22,114 | |
2.95% 03/11/27 (f) | 50,000 | 45,633 | |
4.50% 12/16/25 (f) | 75,000 | 72,406 | |
Banner Health | |||
2.34% 01/01/30 (f) | 75,000 | 62,146 | |
Barclays PLC (3.56% fixed rate until 09/23/30; 2.90% + 5 year CMT Rate thereafter) | |||
3.56% 09/23/35 (f)(g) | 100,000 | 77,227 | |
Barclays PLC (4.97% fixed rate until 05/16/28; 1.90% + 3 month USD LIBOR thereafter) | |||
4.97% 05/16/29 (f)(g) | 100,000 | 93,463 | |
Barclays PLC (5.09% fixed rate until 06/20/29; 3.05% + 3 month USD LIBOR thereafter) | |||
5.09% 06/20/30 (f)(g) | 100,000 | 89,410 | |
BAT Capital Corp. | |||
3.98% 09/25/50 (f) | 25,000 | 15,680 | |
4.39% 08/15/37 (f) | 50,000 | 38,111 | |
Baxalta, Inc. | |||
5.25% 06/23/45 (f) | 75,000 | 67,078 | |
Becton Dickinson & Co. | |||
3.70% 06/06/27 (f) | 66,000 | 61,858 | |
4.30% 08/22/32 (f) | 10,000 | 9,026 | |
Bell Telephone Co. of Canada or Bell Canada | |||
4.30% 07/29/49 (f) | 30,000 | 22,502 | |
Berkshire Hathaway Finance Corp. | |||
2.88% 03/15/32 (f) | 25,000 | 20,985 | |
BHP Billiton Finance USA Ltd. | |||
6.42% 03/01/26 (f) | 150,000 | 152,739 | |
Biogen, Inc. | |||
4.05% 09/15/25 (f) | 100,000 | 96,554 | |
Black Hills Corp. | |||
4.35% 05/01/33 (f) | 30,000 | 25,618 | |
BlackRock, Inc. | |||
2.40% 04/30/30 (f) | 20,000 | 16,648 | |
3.25% 04/30/29 (f) | 60,000 | 54,143 | |
Boardwalk Pipelines LP | |||
3.60% 09/01/32 (f) | 25,000 | 20,331 | |
Boeing Co. | |||
3.20% 03/01/29 (f) | 50,000 | 43,890 | |
3.75% 02/01/50 (f) | 25,000 | 16,951 | |
5.71% 05/01/40 (f) | 50,000 | 46,109 | |
Booking Holdings, Inc. | |||
3.60% 06/01/26 (f) | 75,000 | 71,507 | |
Boston Properties LP | |||
2.55% 04/01/32 (f) | 75,000 | 54,137 | |
3.40% 06/21/29 (f) | 50,000 | 41,706 | |
Boston Scientific Corp. | |||
4.55% 03/01/39 (f) | 50,000 | 43,068 | |
BP Capital Markets America, Inc. | |||
2.72% 01/12/32 (f) | 35,000 | 28,401 | |
2.77% 11/10/50 (f) | 25,000 | 14,715 | |
3.94% 09/21/28 (f) | 25,000 | 23,403 | |
4.23% 11/06/28 (f) | 50,000 | 47,503 |
Principal Amount | Fair Value | ||
Brighthouse Financial, Inc. | |||
3.85% 12/22/51 (f) | $50,000 | $29,266 | |
Bristol-Myers Squibb Co. | |||
3.40% 07/26/29 (f) | 17,000 | 15,405 | |
3.55% 03/15/42 (f) | 15,000 | 11,259 | |
4.13% 06/15/39 (f) | 15,000 | 12,467 | |
British Telecommunications PLC | |||
9.63% 12/15/30 (f) | 50,000 | 58,882 | |
Broadcom, Inc. | |||
3.50% 02/15/41 (e)(f) | 50,000 | 34,626 | |
4.30% 11/15/32 (f) | 25,000 | 21,806 | |
Brookfield Corp. | |||
4.00% 01/15/25 (f) | 75,000 | 72,943 | |
Brookfield Finance, Inc. | |||
3.90% 01/25/28 (f) | 50,000 | 46,026 | |
Brown & Brown, Inc. | |||
4.20% 03/17/32 (f) | 15,000 | 12,936 | |
Burlington Northern Santa Fe LLC | |||
5.40% 06/01/41 (f) | 50,000 | 47,444 | |
5.75% 05/01/40 (f) | 75,000 | 74,371 | |
California Institute of Technology | |||
3.65% 09/01/19 (f) | 20,000 | 12,242 | |
Camden Property Trust | |||
3.35% 11/01/49 (f) | 10,000 | 6,610 | |
4.10% 10/15/28 (f) | 10,000 | 9,345 | |
Campbell Soup Co. | |||
2.38% 04/24/30 (f) | 15,000 | 12,129 | |
Canadian Imperial Bank of Commerce | |||
3.60% 04/07/32 (f) | 10,000 | 8,482 | |
3.95% 08/04/25 (f) | 25,000 | 24,139 | |
Canadian National Railway Co. | |||
2.95% 11/21/24 (f) | 55,000 | 53,280 | |
3.85% 08/05/32 (f) | 25,000 | 22,227 | |
Canadian Pacific Railway Co. | |||
2.05% 03/05/30 (f) | 20,000 | 16,171 | |
2.90% 02/01/25 (f) | 50,000 | 48,109 | |
4.70% 05/01/48 (f) | 50,000 | 41,262 | |
Capital One Financial Corp. | |||
4.20% 10/29/25 (f) | 75,000 | 71,484 | |
Capital One Financial Corp. (2.62% fixed rate until 11/02/31; 1.27% + SOFR thereafter) | |||
2.62% 11/02/32 (f)(g) | 25,000 | 18,378 | |
Capital One Financial Corp. (5.25% fixed rate until 07/26/29; 2.60% + SOFR thereafter) | |||
5.25% 07/26/30 (f)(g) | 50,000 | 46,192 | |
Cardinal Health, Inc. | |||
3.50% 11/15/24 (f) | 75,000 | 72,811 | |
Carlisle Cos., Inc. | |||
2.20% 03/01/32 (f) | 50,000 | 37,840 | |
Carrier Global Corp. | |||
2.24% 02/15/25 (f) | 65,000 | 61,764 | |
2.49% 02/15/27 (f) | 15,000 | 13,507 | |
3.58% 04/05/50 (f) | 25,000 | 16,891 | |
Caterpillar Financial Services Corp. | |||
3.60% 08/12/27 (f) | 50,000 | 47,178 | |
Caterpillar, Inc. | |||
3.25% 04/09/50 (f) | 25,000 | 17,550 | |
4.30% 05/15/44 (f) | 75,000 | 63,811 |
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
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
CDW LLC/CDW Finance Corp. | |||
2.67% 12/01/26 (f) | $70,000 | $63,126 | |
Celanese U.S. Holdings LLC | |||
6.17% 07/15/27 (f) | 25,000 | 24,649 | |
Celulosa Arauco y Constitucion SA | |||
3.88% 11/02/27 (f) | 100,000 | 90,275 | |
Cencora, Inc. | |||
3.45% 12/15/27 (f) | 50,000 | 46,347 | |
CenterPoint Energy Houston Electric LLC | |||
4.45% 10/01/32 (f) | 50,000 | 45,885 | |
4.50% 04/01/44 (f) | 75,000 | 61,429 | |
Charles Schwab Corp. | |||
3.85% 05/21/25 (f) | 50,000 | 48,290 | |
4.63% 03/22/30 (f) | 50,000 | 46,734 | |
Charter Communications Operating LLC/Charter Communications Operating Capital | |||
2.80% 04/01/31 (f) | 65,000 | 50,665 | |
3.70% 04/01/51 (f) | 25,000 | 14,518 | |
4.91% 07/23/25 (f) | 50,000 | 48,862 | |
5.25% 04/01/53 (f) | 25,000 | 18,688 | |
6.38% 10/23/35 (f) | 100,000 | 93,103 | |
Cheniere Corpus Christi Holdings LLC | |||
2.74% 12/31/39 (f) | 55,000 | 41,054 | |
Chubb INA Holdings, Inc. | |||
3.15% 03/15/25 (f) | 50,000 | 48,244 | |
4.35% 11/03/45 (f) | 50,000 | 40,875 | |
Church & Dwight Co., Inc. | |||
5.00% 06/15/52 (f) | 25,000 | 22,096 | |
CI Financial Corp. | |||
4.10% 06/15/51 (f) | 50,000 | 28,767 | |
Cigna Group | |||
2.40% 03/15/30 (f) | 15,000 | 12,282 | |
4.13% 11/15/25 (f) | 75,000 | 72,628 | |
4.38% 10/15/28 (f) | 40,000 | 37,795 | |
4.50% 02/25/26 (f) | 50,000 | 48,612 | |
4.80% 08/15/38 (f) | 30,000 | 26,389 | |
Cintas Corp. No. 2 | |||
3.45% 05/01/25 (f) | 5,000 | 4,835 | |
Cisco Systems, Inc. | |||
2.50% 09/20/26 (f) | 25,000 | 23,227 | |
5.90% 02/15/39 (f) | 50,000 | 51,438 | |
Citigroup, Inc. | |||
3.70% 01/12/26 (f) | 150,000 | 142,639 | |
3.88% 03/26/25 (f) | 50,000 | 48,304 | |
4.30% 11/20/26 (f) | 100,000 | 94,716 | |
Citigroup, Inc. (2.52% fixed rate until 11/03/31; 1.18% + SOFR thereafter) | |||
2.52% 11/03/32 (f)(g) | 35,000 | 26,583 | |
Citigroup, Inc. (3.06% fixed rate until 01/25/32; 1.35% + SOFR thereafter) | |||
3.06% 01/25/33 (f)(g) | 50,000 | 39,403 | |
Citigroup, Inc. (3.79% fixed rate until 03/17/32; 1.94% + SOFR thereafter) | |||
3.79% 03/17/33 (f)(g) | 50,000 | 41,642 | |
Citigroup, Inc. (4.08% fixed rate until 04/23/28; 1.45% + 3 month Term SOFR) | |||
4.08% 04/23/29 (f)(g) | 75,000 | 68,977 |
Principal Amount | Fair Value | ||
Citigroup, Inc. (4.91% fixed rate until 05/24/32; 2.09% + SOFR thereafter) | |||
4.91% 05/24/33 (f)(g) | $50,000 | $45,486 | |
Citizens Financial Group, Inc. (5.64% fixed rate until 05/21/32; 2.75% + 5 year CMT Rate thereafter) | |||
5.64% 05/21/37 (f)(g) | 50,000 | 41,886 | |
Clorox Co. | |||
1.80% 05/15/30 (f) | 50,000 | 39,370 | |
CME Group, Inc. | |||
2.65% 03/15/32 (f) | 20,000 | 16,288 | |
CNH Industrial Capital LLC | |||
3.95% 05/23/25 (f) | 10,000 | 9,694 | |
CNOOC Petroleum North America ULC | |||
6.40% 05/15/37 | 25,000 | 25,802 | |
Coca-Cola Co. | |||
2.50% 06/01/40 (f) | 45,000 | 30,515 | |
Colgate-Palmolive Co. | |||
3.25% 08/15/32 (f) | 15,000 | 13,076 | |
Comcast Corp. | |||
2.94% 11/01/56 (f) | 25,000 | 14,206 | |
3.38% 08/15/25 (f) | 50,000 | 48,078 | |
3.55% 05/01/28 (f) | 50,000 | 46,399 | |
4.25% 10/15/30 (f) | 100,000 | 92,127 | |
4.60% 10/15/38 (f) | 30,000 | 26,260 | |
6.50% 11/15/35 (f) | 50,000 | 52,849 | |
Comerica, Inc. | |||
4.00% 02/01/29 (f) | 50,000 | 41,734 | |
Commonwealth Edison Co. | |||
4.60% 08/15/43 (f) | 100,000 | 84,103 | |
Conagra Brands, Inc. | |||
5.40% 11/01/48 (f) | 75,000 | 63,338 | |
ConocoPhillips | |||
6.50% 02/01/39 (f) | 50,000 | 53,436 | |
Constellation Brands, Inc. | |||
3.50% 05/09/27 (f) | 25,000 | 23,200 | |
3.75% 05/01/50 (f) | 5,000 | 3,538 | |
4.35% 05/09/27 (f) | 50,000 | 47,777 | |
5.25% 11/15/48 (f) | 15,000 | 13,246 | |
Consumers Energy Co. | |||
4.05% 05/15/48 (f) | 50,000 | 38,488 | |
Cooperatieve Rabobank UA | |||
5.75% 12/01/43 (f) | 100,000 | 91,827 | |
Corning, Inc. | |||
3.90% 11/15/49 (f) | 25,000 | 17,780 | |
Corp. Andina de Fomento | |||
2.25% 02/08/27 | 50,000 | 44,739 | |
Credit Suisse AG | |||
3.70% 02/21/25 (f) | 75,000 | 72,256 | |
Crown Castle, Inc. | |||
1.35% 07/15/25 (f) | 50,000 | 46,054 | |
2.90% 03/15/27 (f) | 25,000 | 22,653 | |
3.80% 02/15/28 (f) | 25,000 | 22,917 | |
5.20% 02/15/49 (f) | 50,000 | 41,746 | |
CSX Corp. | |||
6.22% 04/30/40 (f) | 75,000 | 76,740 | |
CubeSmart LP | |||
4.38% 02/15/29 (f) | 15,000 | 13,827 | |
CVS Health Corp. | |||
3.88% 07/20/25 (f) | 50,000 | 48,298 | |
Darden Restaurants, Inc. | |||
4.55% 02/15/48 (f) | 15,000 | 11,597 |
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
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
Dayton Power & Light Co. | |||
3.95% 06/15/49 (f) | $15,000 | $10,568 | |
Deere & Co. | |||
2.75% 04/15/25 (f) | 25,000 | 23,982 | |
7.13% 03/03/31 (f) | 75,000 | 83,143 | |
Dell International LLC/EMC Corp. | |||
8.35% 07/15/46 (f) | 75,000 | 87,345 | |
Deutsche Bank AG (3.55% fixed rate until 09/18/30; 3.04% + SOFR thereafter) | |||
3.55% 09/18/31 (f)(g) | 100,000 | 80,533 | |
Deutsche Telekom International Finance BV | |||
8.75% 06/15/30 (f) | 50,000 | 57,255 | |
Devon Energy Corp. | |||
5.00% 06/15/45 (f) | 25,000 | 20,128 | |
DH Europe Finance II Sarl | |||
2.60% 11/15/29 (f) | 75,000 | 64,330 | |
3.40% 11/15/49 (f) | 25,000 | 17,345 | |
Diamondback Energy, Inc. | |||
4.40% 03/24/51 (f) | 25,000 | 18,439 | |
Discover Financial Services | |||
3.75% 03/04/25 (f) | 100,000 | 95,821 | |
Dollar General Corp. | |||
4.13% 05/01/28 (f) | 25,000 | 23,291 | |
Dollar Tree, Inc. | |||
4.00% 05/15/25 (f) | 50,000 | 48,389 | |
Dominion Energy, Inc. | |||
3.30% 03/15/25 (f) | 50,000 | 48,159 | |
4.25% 06/01/28 (f) | 50,000 | 47,160 | |
4.70% 12/01/44 (f) | 50,000 | 39,811 | |
Duke Energy Corp. (3.25% fixed rate until 01/15/27; 2.32% + 5 year CMT Rate thereafter) | |||
3.25% 01/15/82 (f)(g) | 25,000 | 18,537 | |
Duke Energy Florida LLC | |||
6.35% 09/15/37 (f) | 250,000 | 255,552 | |
DuPont de Nemours, Inc. | |||
5.32% 11/15/38 (f) | 15,000 | 13,993 | |
5.42% 11/15/48 (f) | 40,000 | 36,671 | |
Eagle Materials, Inc. | |||
2.50% 07/01/31 (f) | 25,000 | 19,494 | |
eBay, Inc. | |||
1.40% 05/10/26 (f) | 50,000 | 44,768 | |
Ecolab, Inc. | |||
2.13% 02/01/32 (f) | 25,000 | 19,621 | |
Edison International | |||
5.75% 06/15/27 (f) | 100,000 | 98,962 | |
Elevance Health, Inc. | |||
4.10% 05/15/32 (f) | 25,000 | 22,227 | |
4.65% 01/15/43 (f) | 50,000 | 41,939 | |
Eli Lilly & Co. | |||
2.25% 05/15/50 (f) | 50,000 | 28,294 | |
2.75% 06/01/25 (f) | 22,000 | 21,078 | |
3.38% 03/15/29 (f) | 13,000 | 11,951 | |
Emera U.S. Finance LP | |||
3.55% 06/15/26 (f) | 60,000 | 56,264 | |
Emory University | |||
2.14% 09/01/30 (f) | 40,000 | 32,616 | |
Enbridge Energy Partners LP | |||
5.88% 10/15/25 (f) | 75,000 | 74,968 | |
Enbridge, Inc. | |||
4.00% 11/15/49 (f) | 75,000 | 52,604 | |
Enel Chile SA | |||
4.88% 06/12/28 (f) | 25,000 | 23,757 |
Principal Amount | Fair Value | ||
Energy Transfer LP | |||
4.95% 05/15/28 (f) | $60,000 | $57,381 | |
6.00% 06/15/48 (f) | 50,000 | 44,370 | |
6.50% 02/01/42 (f) | 50,000 | 47,673 | |
Enstar Group Ltd. | |||
3.10% 09/01/31 (f) | 10,000 | 7,528 | |
Enterprise Products Operating LLC | |||
4.45% 02/15/43 (f) | 42,000 | 34,310 | |
Enterprise Products Operating LLC (5.38% fixed rate until 02/15/28; 2.83% + 3 month Term SOFR) | |||
5.38% 02/15/78 (f)(g) | 50,000 | 41,596 | |
Equifax, Inc. | |||
5.10% 12/15/27 (f) | 25,000 | 24,215 | |
Equinix, Inc. | |||
2.63% 11/18/24 (f) | 65,000 | 62,542 | |
Equinor ASA | |||
2.88% 04/06/25 | 75,000 | 72,169 | |
ERP Operating LP | |||
4.50% 07/01/44 (f) | 75,000 | 59,347 | |
Essential Utilities, Inc. | |||
2.70% 04/15/30 (f) | 25,000 | 20,586 | |
Estee Lauder Cos., Inc. | |||
2.38% 12/01/29 (f) | 20,000 | 16,786 | |
3.13% 12/01/49 (f) | 30,000 | 19,532 | |
European Investment Bank | |||
0.38% 12/15/25 - 03/26/26 | 150,000 | 134,610 | |
1.88% 02/10/25 | 100,000 | 95,407 | |
2.75% 08/15/25 | 20,000 | 19,156 | |
Expedia Group, Inc. | |||
3.80% 02/15/28 (f) | 75,000 | 68,474 | |
Extra Space Storage LP | |||
3.90% 04/01/29 (f) | 5,000 | 4,484 | |
Exxon Mobil Corp. | |||
2.28% 08/16/26 (f) | 50,000 | 46,209 | |
2.99% 03/19/25 (f) | 50,000 | 48,285 | |
3.04% 03/01/26 (f) | 50,000 | 47,411 | |
Fairfax Financial Holdings Ltd. | |||
4.63% 04/29/30 (f) | 25,000 | 22,428 | |
Federal Realty OP LP | |||
3.20% 06/15/29 (f) | 50,000 | 42,777 | |
Fidelity National Financial, Inc. | |||
4.50% 08/15/28 (f) | 25,000 | 23,262 | |
Fidelity National Information Services, Inc. | |||
4.70% 07/15/27 (f) | 75,000 | 72,595 | |
Fifth Third Bancorp (1.71% fixed rate until 11/01/26; 0.69% + SOFR thereafter) | |||
1.71% 11/01/27 (f)(g) | 25,000 | 21,558 | |
Fifth Third Bancorp (4.77% fixed rate until 07/28/29; 2.13% + SOFR thereafter) | |||
4.77% 07/28/30 (f)(g) | 25,000 | 22,678 | |
Fifth Third Bank NA | |||
3.85% 03/15/26 (f) | 75,000 | 69,320 | |
Flex Ltd. | |||
4.88% 06/15/29 (f) | 25,000 | 23,339 | |
Florida Power & Light Co. | |||
4.13% 02/01/42 (f) | 50,000 | 40,433 | |
5.95% 02/01/38 (f) | 25,000 | 25,200 | |
Fortune Brands Innovations, Inc. | |||
4.00% 03/25/32 (f) | 25,000 | 21,323 |
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
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
Freeport-McMoRan, Inc. | |||
4.63% 08/01/30 (f) | $25,000 | $22,522 | |
FS KKR Capital Corp. | |||
4.13% 02/01/25 (f) | 25,000 | 24,013 | |
GATX Corp. | |||
3.50% 03/15/28 (f) | 25,000 | 22,566 | |
4.90% 03/15/33 (f) | 25,000 | 22,692 | |
General Dynamics Corp. | |||
4.25% 04/01/40 (f) | 25,000 | 21,170 | |
General Mills, Inc. | |||
2.88% 04/15/30 (f) | 75,000 | 63,254 | |
General Motors Co. | |||
5.60% 10/15/32 (f) | 25,000 | 23,275 | |
General Motors Financial Co., Inc. | |||
5.00% 04/09/27 (f) | 15,000 | 14,394 | |
Georgetown University | |||
2.94% 04/01/50 (f) | 10,000 | 6,127 | |
Georgia Power Co. | |||
4.70% 05/15/32 (f) | 25,000 | 23,153 | |
Gilead Sciences, Inc. | |||
3.65% 03/01/26 (f) | 75,000 | 71,784 | |
4.80% 04/01/44 (f) | 50,000 | 43,436 | |
5.65% 12/01/41 (f) | 50,000 | 48,538 | |
GlaxoSmithKline Capital PLC | |||
3.38% 06/01/29 (f) | 75,000 | 68,437 | |
GlaxoSmithKline Capital, Inc. | |||
3.63% 05/15/25 (f) | 55,000 | 53,490 | |
Global Payments, Inc. | |||
5.40% 08/15/32 (f) | 25,000 | 23,385 | |
Globe Life, Inc. | |||
4.80% 06/15/32 (f) | 15,000 | 13,735 | |
GLP Capital LP/GLP Financing II, Inc. | |||
4.00% 01/15/31 (f) | 50,000 | 41,620 | |
5.25% 06/01/25 (f) | 10,000 | 9,797 | |
5.38% 04/15/26 (f) | 20,000 | 19,402 | |
5.75% 06/01/28 (f) | 10,000 | 9,586 | |
Goldman Sachs Group, Inc. | |||
3.75% 02/25/26 (f) | 100,000 | 95,064 | |
4.80% 07/08/44 (f) | 75,000 | 62,175 | |
6.25% 02/01/41 (f) | 50,000 | 50,344 | |
6.75% 10/01/37 (f) | 100,000 | 101,137 | |
Goldman Sachs Group, Inc. (2.65% fixed rate until 10/21/31; 1.26% + SOFR thereafter) | |||
2.65% 10/21/32 (f)(g) | 30,000 | 23,187 | |
Goldman Sachs Group, Inc. (4.39% fixed rate until 06/15/26; 1.51% + SOFR thereafter) | |||
4.39% 06/15/27 (f)(g) | 15,000 | 14,418 | |
Hartford Financial Services Group, Inc. | |||
4.30% 04/15/43 (f) | 100,000 | 76,560 | |
Hasbro, Inc. | |||
3.90% 11/19/29 (f) | 50,000 | 44,244 | |
HCA, Inc. | |||
5.38% 09/01/26 (f) | 100,000 | 98,166 | |
5.50% 06/15/47 (f) | 85,000 | 72,532 | |
Hershey Co. | |||
2.45% 11/15/29 (f) | 75,000 | 64,474 | |
Hess Corp. | |||
5.80% 04/01/47 (f) | 75,000 | 68,139 | |
Highwoods Realty LP | |||
4.20% 04/15/29 (f) | 25,000 | 21,205 |
Principal Amount | Fair Value | ||
Home Depot, Inc. | |||
1.88% 09/15/31 (f) | $20,000 | $15,496 | |
2.75% 09/15/51 (f) | 50,000 | 29,625 | |
3.00% 04/01/26 (f) | 50,000 | 47,371 | |
3.25% 04/15/32 (f) | 20,000 | 17,149 | |
3.63% 04/15/52 (f) | 75,000 | 53,299 | |
4.20% 04/01/43 (f) | 50,000 | 40,952 | |
4.50% 09/15/32 (f) | 15,000 | 14,153 | |
Honeywell International, Inc. | |||
5.38% 03/01/41 (f) | 50,000 | 48,126 | |
Host Hotels & Resorts LP | |||
3.38% 12/15/29 (f) | 50,000 | 42,018 | |
HP, Inc. | |||
4.20% 04/15/32 (f) | 25,000 | 21,619 | |
5.50% 01/15/33 (f) | 15,000 | 14,060 | |
6.00% 09/15/41 (f) | 37,000 | 34,750 | |
HSBC Holdings PLC | |||
5.25% 03/14/44 (f) | 75,000 | 62,188 | |
HSBC Holdings PLC (4.29% fixed rate until 09/12/25; 1.61% + 3 month Term SOFR) | |||
4.29% 09/12/26 (f)(g) | 50,000 | 48,000 | |
HSBC Holdings PLC (7.39% fixed rate until 11/03/27; 3.35% + SOFR thereafter) | |||
7.39% 11/03/28 (f)(g) | 250,000 | 258,467 | |
Hubbell, Inc. | |||
3.50% 02/15/28 (f) | 50,000 | 46,299 | |
Huntington Bancshares, Inc. (5.02% fixed rate until 05/17/32; 2.05% + SOFR thereafter) | |||
5.02% 05/17/33 (f)(g) | 35,000 | 30,831 | |
Huntsman International LLC | |||
4.50% 05/01/29 (f) | 20,000 | 18,070 | |
Hyatt Hotels Corp. | |||
5.75% 04/23/30 (f) | 25,000 | 24,177 | |
IDEX Corp. | |||
3.00% 05/01/30 (f) | 10,000 | 8,454 | |
Illinois Tool Works, Inc. | |||
2.65% 11/15/26 (f) | 50,000 | 46,464 | |
Indiana University Health, Inc. Obligated Group | |||
2.85% 11/01/51 (f) | 15,000 | 8,945 | |
ING Groep NV | |||
4.05% 04/09/29 (f) | 50,000 | 45,331 | |
Intel Corp. | |||
2.45% 11/15/29 (f) | 25,000 | 21,218 | |
3.75% 03/25/27 (f) | 50,000 | 47,441 | |
4.15% 08/05/32 (f) | 25,000 | 22,753 | |
4.60% 03/25/40 (f) | 50,000 | 43,393 | |
4.90% 08/05/52 (f) | 25,000 | 20,983 | |
Inter-American Development Bank | |||
1.13% 01/13/31 | 75,000 | 58,480 | |
7.00% 06/15/25 | 200,000 | 204,776 | |
Intercontinental Exchange, Inc. | |||
3.00% 06/15/50 (f) | 15,000 | 9,254 | |
3.65% 05/23/25 (f) | 75,000 | 72,478 | |
4.60% 03/15/33 (f) | 15,000 | 13,746 | |
International Bank for Reconstruction & Development | |||
1.25% 02/10/31 | 150,000 | 117,882 | |
2.50% 07/29/25 | 100,000 | 95,376 | |
3.13% 06/15/27 | 50,000 | 47,160 | |
3.63% 09/21/29 | 250,000 | 236,295 |
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
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
International Business Machines Corp. | |||
4.00% 06/20/42 (f) | $50,000 | $38,787 | |
6.22% 08/01/27 (f) | 100,000 | 102,869 | |
International Finance Corp. | |||
0.38% 07/16/25 | 100,000 | 91,862 | |
International Flavors & Fragrances, Inc. | |||
5.00% 09/26/48 (f) | 15,000 | 11,201 | |
Interpublic Group of Cos., Inc. | |||
4.65% 10/01/28 (f) | 10,000 | 9,409 | |
Interstate Power & Light Co. | |||
6.25% 07/15/39 (f) | 75,000 | 73,429 | |
Invitation Homes Operating Partnership LP | |||
2.70% 01/15/34 (f) | 15,000 | 10,917 | |
Jabil, Inc. | |||
4.25% 05/15/27 (f) | 15,000 | 14,162 | |
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc. | |||
5.13% 02/01/28 (f) | 50,000 | 47,518 | |
5.75% 04/01/33 (f) | 35,000 | 31,938 | |
6.50% 12/01/52 (f) | 15,000 | 13,414 | |
Jefferies Financial Group, Inc. | |||
2.75% 10/15/32 (f) | 35,000 | 26,045 | |
4.85% 01/15/27 (f) | 75,000 | 71,926 | |
John Deere Capital Corp. | |||
2.35% 03/08/27 (f) | 25,000 | 22,649 | |
3.45% 03/13/25 (f) | 50,000 | 48,607 | |
Johnson & Johnson | |||
3.40% 01/15/38 (f) | 25,000 | 20,107 | |
Johnson Controls International PLC | |||
6.00% 01/15/36 (f) | 75,000 | 74,320 | |
JPMorgan Chase & Co. | |||
3.63% 12/01/27 (f) | 100,000 | 92,164 | |
6.40% 05/15/38 (f) | 100,000 | 104,032 | |
JPMorgan Chase & Co. (2.95% fixed rate until 02/24/27; 1.17% + SOFR thereafter) | |||
2.95% 02/24/28 (f)(g) | 30,000 | 27,211 | |
JPMorgan Chase & Co. (3.70% fixed rate until 05/06/29; 1.42% + 3 month Term SOFR) | |||
3.70% 05/06/30 (f)(g) | 75,000 | 66,856 | |
JPMorgan Chase & Co. (3.90% fixed rate until 01/23/48; 1.48% + 3 month Term SOFR) | |||
3.90% 01/23/49 (f)(g) | 25,000 | 18,063 | |
JPMorgan Chase & Co. (4.08% fixed rate until 04/26/25; 1.32% + SOFR thereafter) | |||
4.08% 04/26/26 (f)(g) | 250,000 | 242,580 | |
JPMorgan Chase & Co. (4.45% fixed rate until 12/05/28; 1.59% + 3 month Term SOFR) | |||
4.45% 12/05/29 (f)(g) | 50,000 | 46,588 | |
JPMorgan Chase & Co. (4.59% fixed rate until 04/26/32; 1.80% + SOFR thereafter) | |||
4.59% 04/26/33 (f)(g) | 40,000 | 36,018 |
Principal Amount | Fair Value | ||
JPMorgan Chase & Co. (5.72% fixed rate until 09/14/32; 2.58% + SOFR thereafter) | |||
5.72% 09/14/33 (f)(g) | $75,000 | $72,187 | |
Kaiser Foundation Hospitals | |||
3.00% 06/01/51 (f) | 70,000 | 43,667 | |
Kellogg Co. | |||
4.50% 04/01/46 (f) | 50,000 | 40,286 | |
Kemper Corp. | |||
3.80% 02/23/32 (f) | 25,000 | 19,661 | |
Kennametal, Inc. | |||
4.63% 06/15/28 (f) | 25,000 | 23,527 | |
Kentucky Utilities Co. | |||
4.38% 10/01/45 (f) | 40,000 | 31,034 | |
Keurig Dr Pepper, Inc. | |||
4.05% 04/15/32 (f) | 35,000 | 30,871 | |
KeyBank NA | |||
3.90% 04/13/29 (f) | 100,000 | 81,220 | |
Keysight Technologies, Inc. | |||
3.00% 10/30/29 (f) | 25,000 | 21,451 | |
Kilroy Realty LP | |||
3.45% 12/15/24 (f) | 50,000 | 48,073 | |
Kimberly-Clark Corp. | |||
2.00% 11/02/31 (f) | 50,000 | 39,431 | |
Kimco Realty OP LLC | |||
4.60% 02/01/33 (f) | 25,000 | 22,200 | |
Kinder Morgan Energy Partners LP | |||
5.00% 08/15/42 (f) | 50,000 | 40,302 | |
KLA Corp. | |||
4.65% 11/01/24 (f) | 25,000 | 24,656 | |
4.95% 07/15/52 (f) | 25,000 | 21,843 | |
Kraft Heinz Foods Co. | |||
6.88% 01/26/39 (f) | 50,000 | 52,456 | |
Kreditanstalt fuer Wiederaufbau | |||
0.38% 07/18/25 | 50,000 | 45,896 | |
0.75% 09/30/30 | 75,000 | 57,536 | |
2.00% 05/02/25 | 75,000 | 71,241 | |
3.88% 06/15/28 | 150,000 | 144,466 | |
Kroger Co. | |||
3.95% 01/15/50 (f) | 50,000 | 35,950 | |
4.50% 01/15/29 (f) | 25,000 | 23,755 | |
Kyndryl Holdings, Inc. | |||
2.70% 10/15/28 (f) | 75,000 | 61,621 | |
L3Harris Technologies, Inc. | |||
3.83% 04/27/25 (f) | 50,000 | 48,503 | |
4.85% 04/27/35 (f) | 40,000 | 36,460 | |
Lam Research Corp. | |||
3.80% 03/15/25 (f) | 65,000 | 63,279 | |
Lear Corp. | |||
4.25% 05/15/29 (f) | 25,000 | 22,695 | |
Lennar Corp. | |||
5.25% 06/01/26 (f) | 100,000 | 98,474 | |
Lloyds Banking Group PLC | |||
4.65% 03/24/26 (f) | 50,000 | 47,863 | |
Lockheed Martin Corp. | |||
3.80% 03/01/45 (f) | 25,000 | 19,074 | |
4.15% 06/15/53 (f) | 45,000 | 35,307 | |
4.70% 05/15/46 (f) | 50,000 | 43,801 | |
Lowe's Cos., Inc. | |||
1.70% 10/15/30 (f) | 45,000 | 34,494 | |
2.63% 04/01/31 (f) | 25,000 | 20,241 | |
3.00% 10/15/50 (f) | 30,000 | 17,648 | |
3.38% 09/15/25 (f) | 30,000 | 28,696 |
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
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
4.25% 04/01/52 (f) | $50,000 | $36,898 | |
4.65% 04/15/42 (f) | 25,000 | 20,714 | |
LYB International Finance III LLC | |||
3.80% 10/01/60 (f) | 75,000 | 45,784 | |
M&T Bank Corp. (4.55% fixed rate until 08/16/27; 1.78% + SOFR thereafter) | |||
4.55% 08/16/28 (f)(g) | 15,000 | 13,848 | |
Manulife Financial Corp. | |||
3.70% 03/16/32 (f) | 50,000 | 43,755 | |
Marathon Petroleum Corp. | |||
4.50% 04/01/48 (f) | 25,000 | 18,576 | |
Markel Group, Inc. | |||
3.50% 11/01/27 (f) | 50,000 | 45,958 | |
Marriott International, Inc. | |||
3.75% 10/01/25 (f) | 50,000 | 48,016 | |
5.75% 05/01/25 (f) | 40,000 | 39,912 | |
Martin Marietta Materials, Inc. | |||
3.50% 12/15/27 (f) | 50,000 | 46,053 | |
Marvell Technology, Inc. | |||
1.65% 04/15/26 (f) | 25,000 | 22,593 | |
Mastercard, Inc. | |||
2.95% 11/21/26 (f) | 50,000 | 46,824 | |
McDonald's Corp. | |||
3.50% 07/01/27 (f) | 25,000 | 23,382 | |
3.63% 09/01/49 (f) | 55,000 | 38,745 | |
3.80% 04/01/28 (f) | 50,000 | 46,972 | |
4.60% 09/09/32 (f) | 35,000 | 32,813 | |
Memorial Sloan-Kettering Cancer Center | |||
4.13% 07/01/52 (f) | 95,000 | 72,986 | |
Merck & Co., Inc. | |||
2.75% 12/10/51 (f) | 25,000 | 15,102 | |
3.70% 02/10/45 (f) | 50,000 | 38,079 | |
4.00% 03/07/49 (f) | 40,000 | 31,330 | |
6.50% 12/01/33 (f) | 100,000 | 108,228 | |
Meta Platforms, Inc. | |||
4.45% 08/15/52 (f) | 75,000 | 59,351 | |
MetLife, Inc. | |||
4.13% 08/13/42 (f) | 25,000 | 19,558 | |
5.00% 07/15/52 (f) | 30,000 | 25,906 | |
6.50% 12/15/32 (f) | 50,000 | 52,333 | |
Micron Technology, Inc. | |||
4.66% 02/15/30 (f) | 75,000 | 68,304 | |
Microsoft Corp. | |||
2.68% 06/01/60 (f) | 50,000 | 29,384 | |
3.45% 08/08/36 (f) | 48,000 | 40,462 | |
4.25% 02/06/47 (f) | 50,000 | 43,423 | |
Mitsubishi UFJ Financial Group, Inc. | |||
4.05% 09/11/28 (f) | 100,000 | 92,966 | |
4.15% 03/07/39 (f) | 25,000 | 20,545 | |
Moody's Corp. | |||
3.25% 05/20/50 (f) | 50,000 | 31,816 | |
3.75% 03/24/25 (f) | 50,000 | 48,508 | |
Morgan Stanley | |||
4.00% 07/23/25 (f) | 95,000 | 91,840 | |
4.35% 09/08/26 (f) | 50,000 | 47,675 | |
Morgan Stanley (2.48% fixed rate until 09/16/31; 1.36% + SOFR thereafter) | |||
2.48% 09/16/36 (f)(g) | 50,000 | 36,538 | |
Morgan Stanley (2.51% fixed rate until 10/20/31; 1.20% + SOFR thereafter) | |||
2.51% 10/20/32 (f)(g) | 75,000 | 57,287 |
Principal Amount | Fair Value | ||
Morgan Stanley (2.80% fixed rate until 01/25/51; 1.43% + SOFR thereafter) | |||
2.80% 01/25/52 (f)(g) | $25,000 | $14,565 | |
Morgan Stanley (4.46% fixed rate until 04/22/38; 1.69% + 3 month Term SOFR) | |||
4.46% 04/22/39 (f)(g) | 50,000 | 41,881 | |
Morgan Stanley (4.89% fixed rate until 07/20/32; 2.08% + SOFR thereafter) | |||
4.89% 07/20/33 (f)(g) | 60,000 | 54,537 | |
Morgan Stanley (6.14% fixed rate until 10/16/25; 1.77% + SOFR thereafter) | |||
6.14% 10/16/26 (f)(g) | 250,000 | 250,130 | |
Motorola Solutions, Inc. | |||
5.60% 06/01/32 (f) | 50,000 | 47,749 | |
MPLX LP | |||
4.80% 02/15/29 (f) | 70,000 | 66,354 | |
5.50% 02/15/49 (f) | 50,000 | 42,333 | |
Nasdaq, Inc. | |||
3.25% 04/28/50 (f) | 20,000 | 12,473 | |
National Australia Bank Ltd. | |||
3.50% 06/09/25 (f) | 100,000 | 96,646 | |
National Fuel Gas Co. | |||
4.75% 09/01/28 (f) | 50,000 | 46,855 | |
National Rural Utilities Cooperative Finance Corp. | |||
1.35% 03/15/31 (f) | 50,000 | 36,540 | |
3.45% 06/15/25 (f) | 15,000 | 14,438 | |
4.40% 11/01/48 (f) | 10,000 | 7,794 | |
NatWest Group PLC (3.75% fixed rate until 11/01/24; 2.10% + 5 year CMT Rate thereafter) | |||
3.75% 11/01/29 (f)(g) | 100,000 | 95,179 | |
NatWest Group PLC (4.89% fixed rate until 05/18/28; 1.75% + 3-month USD LIBOR thereafter) | |||
4.89% 05/18/29 (f)(g) | 100,000 | 93,494 | |
New York & Presbyterian Hospital | |||
2.26% 08/01/40 (f) | 25,000 | 15,441 | |
3.95% 08/01/19 (f) | 35,000 | 22,774 | |
Newmont Corp. | |||
2.60% 07/15/32 (f) | 50,000 | 39,136 | |
NextEra Energy Capital Holdings, Inc. | |||
3.50% 04/01/29 (f) | 50,000 | 44,722 | |
Nomura Holdings, Inc. | |||
5.10% 07/03/25 (f) | 50,000 | 48,973 | |
Nordic Investment Bank | |||
0.38% 09/11/25 | 75,000 | 68,456 | |
Norfolk Southern Corp. | |||
3.16% 05/15/55 (f) | 50,000 | 30,615 | |
3.70% 03/15/53 (f) | 25,000 | 17,248 | |
3.80% 08/01/28 (f) | 30,000 | 27,948 | |
3.94% 11/01/47 (f) | 35,000 | 25,924 | |
Northern Trust Corp. | |||
1.95% 05/01/30 (f) | 40,000 | 31,637 | |
Northrop Grumman Corp. | |||
2.93% 01/15/25 (f) | 50,000 | 48,212 | |
Northwell Healthcare, Inc. | |||
3.81% 11/01/49 (f) | 50,000 | 34,372 | |
Northwestern University | |||
3.66% 12/01/57 (f) | 10,000 | 7,190 |
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
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
Novartis Capital Corp. | |||
4.40% 05/06/44 (f) | $50,000 | $42,997 | |
Nucor Corp. | |||
3.13% 04/01/32 (f) | 10,000 | 8,238 | |
NVIDIA Corp. | |||
1.55% 06/15/28 (f) | 50,000 | 42,660 | |
NXP BV/NXP Funding LLC/NXP USA, Inc. | |||
3.13% 02/15/42 (f) | 75,000 | 48,811 | |
Oesterreichische Kontrollbank AG | |||
1.50% 02/12/25 | 50,000 | 47,397 | |
2.88% 05/23/25 | 25,000 | 23,998 | |
Oglethorpe Power Corp. | |||
4.50% 04/01/47 (f) | 15,000 | 11,183 | |
OhioHealth Corp. | |||
2.83% 11/15/41 (f) | 25,000 | 16,545 | |
Oklahoma Gas & Electric Co. | |||
3.30% 03/15/30 (f) | 50,000 | 43,323 | |
Omnicom Group, Inc. | |||
4.20% 06/01/30 (f) | 75,000 | 67,153 | |
Oncor Electric Delivery Co. LLC | |||
4.15% 06/01/32 (f) | 20,000 | 18,181 | |
4.60% 06/01/52 (f) | 50,000 | 41,258 | |
ONE Gas, Inc. | |||
4.50% 11/01/48 (f) | 20,000 | 15,342 | |
ONEOK Partners LP | |||
6.13% 02/01/41 (f) | 62,000 | 57,371 | |
ONEOK, Inc. | |||
4.35% 03/15/29 (f) | 50,000 | 46,011 | |
Oracle Corp. | |||
3.25% 05/15/30 (f) | 50,000 | 42,649 | |
3.60% 04/01/40 (f) | 50,000 | 35,960 | |
4.30% 07/08/34 (f) | 75,000 | 64,372 | |
4.50% 07/08/44 (f) | 75,000 | 57,832 | |
Orange SA | |||
9.00% 03/01/31 (f) | 50,000 | 59,081 | |
ORIX Corp. | |||
5.20% 09/13/32 (f) | 100,000 | 95,833 | |
Otis Worldwide Corp. | |||
2.06% 04/05/25 (f) | 50,000 | 47,193 | |
Owens Corning | |||
3.88% 06/01/30 (f) | 25,000 | 22,098 | |
Pacific Gas & Electric Co. | |||
3.50% 08/01/50 (f) | 50,000 | 29,802 | |
4.40% 03/01/32 (f) | 25,000 | 21,131 | |
6.10% 01/15/29 (f) | 100,000 | 97,520 | |
PacifiCorp | |||
6.25% 10/15/37 (f) | 203,000 | 201,494 | |
Paramount Global | |||
5.85% 09/01/43 (f) | 25,000 | 19,279 | |
Parker-Hannifin Corp. | |||
4.00% 06/14/49 (f) | 20,000 | 15,203 | |
PeaceHealth Obligated Group | |||
3.22% 11/15/50 (f) | 25,000 | 14,855 | |
PepsiCo, Inc. | |||
3.45% 10/06/46 (f) | 25,000 | 18,353 | |
3.50% 07/17/25 (f) | 150,000 | 145,236 | |
Pfizer, Inc. | |||
4.13% 12/15/46 (f) | 50,000 | 40,132 | |
4.30% 06/15/43 (f) | 50,000 | 42,082 | |
Philip Morris International, Inc. | |||
1.75% 11/01/30 (f) | 75,000 | 57,041 | |
3.38% 08/15/29 (f) | 50,000 | 43,985 | |
3.88% 08/21/42 (f) | 42,000 | 30,882 |
Principal Amount | Fair Value | ||
Phillips 66 Co. | |||
3.15% 12/15/29 (f) | $50,000 | $43,139 | |
Pioneer Natural Resources Co. | |||
1.13% 01/15/26 (f) | 50,000 | 45,154 | |
PNC Bank NA | |||
3.10% 10/25/27 (f) | 100,000 | 89,983 | |
PNC Financial Services Group, Inc. | |||
2.60% 07/23/26 (f) | 50,000 | 46,086 | |
PNC Financial Services Group, Inc. (4.63% fixed rate until 06/06/32; 1.85% + SOFR thereafter) | |||
4.63% 06/06/33 (f)(g) | 25,000 | 21,536 | |
President & Fellows of Harvard College | |||
3.15% 07/15/46 (f) | 50,000 | 34,951 | |
Principal Financial Group, Inc. | |||
3.40% 05/15/25 (f) | 50,000 | 47,925 | |
Procter & Gamble Co. | |||
2.45% 11/03/26 (f) | 75,000 | 69,542 | |
5.55% 03/05/37 (f) | 75,000 | 77,236 | |
Progressive Corp. | |||
4.20% 03/15/48 (f) | 50,000 | 39,414 | |
Prologis LP | |||
2.25% 01/15/32 (f) | 50,000 | 38,622 | |
4.38% 02/01/29 (f) | 65,000 | 61,587 | |
Providence St Joseph Health Obligated Group | |||
3.93% 10/01/48 (f) | 20,000 | 14,406 | |
Public Service Co. of Colorado | |||
3.70% 06/15/28 (f) | 50,000 | 46,071 | |
4.10% 06/15/48 (f) | 30,000 | 21,980 | |
Public Service Electric & Gas Co. | |||
3.20% 08/01/49 (f) | 40,000 | 26,339 | |
3.80% 03/01/46 (f) | 75,000 | 55,567 | |
Puget Energy, Inc. | |||
3.65% 05/15/25 (f) | 50,000 | 47,942 | |
QUALCOMM, Inc. | |||
3.25% 05/20/50 (f) | 65,000 | 44,130 | |
4.25% 05/20/32 (f) | 10,000 | 9,257 | |
4.65% 05/20/35 (f) | 50,000 | 46,950 | |
Realty Income Corp. | |||
3.10% 12/15/29 (f) | 25,000 | 21,615 | |
3.25% 01/15/31 (f) | 75,000 | 62,959 | |
Regency Centers LP | |||
4.13% 03/15/28 (f) | 25,000 | 23,138 | |
Regeneron Pharmaceuticals, Inc. | |||
1.75% 09/15/30 (f) | 45,000 | 34,638 | |
Reliance Steel & Aluminum Co. | |||
1.30% 08/15/25 (f) | 55,000 | 50,421 | |
RELX Capital, Inc. | |||
4.00% 03/18/29 (f) | 25,000 | 23,280 | |
RenaissanceRe Holdings Ltd. | |||
3.60% 04/15/29 (f) | 25,000 | 22,003 | |
Revvity, Inc. | |||
2.25% 09/15/31 (f) | 35,000 | 26,607 | |
3.30% 09/15/29 (f) | 15,000 | 12,990 | |
Rio Tinto Finance USA Ltd. | |||
5.20% 11/02/40 (f) | 50,000 | 46,724 | |
Rockwell Automation, Inc. | |||
3.50% 03/01/29 (f) | 45,000 | 41,403 |
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
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
Rogers Communications, Inc. | |||
4.50% 03/15/42 (f) | $10,000 | $7,741 | |
7.50% 08/15/38 (f) | 150,000 | 155,151 | |
Roper Technologies, Inc. | |||
3.80% 12/15/26 (f) | 75,000 | 71,002 | |
Ross Stores, Inc. | |||
4.60% 04/15/25 (f) | 50,000 | 48,991 | |
Royal Bank of Canada | |||
3.88% 05/04/32 (f) | 50,000 | 43,473 | |
4.24% 08/03/27 (f) | 50,000 | 47,456 | |
RPM International, Inc. | |||
4.25% 01/15/48 (f) | 50,000 | 35,858 | |
RTX Corp. | |||
3.95% 08/16/25 (f) | 15,000 | 14,506 | |
4.63% 11/16/48 (f) | 15,000 | 12,189 | |
Ryder System, Inc. | |||
1.75% 09/01/26 (f) | 15,000 | 13,445 | |
4.30% 06/15/27 (f) | 10,000 | 9,506 | |
S&P Global, Inc. | |||
3.70% 03/01/52 (f) | 50,000 | 36,105 | |
Sabra Health Care LP | |||
3.90% 10/15/29 (f) | 25,000 | 20,792 | |
Safehold GL Holdings LLC | |||
2.85% 01/15/32 (f) | 25,000 | 18,353 | |
Salesforce, Inc. | |||
2.70% 07/15/41 (f) | 50,000 | 33,793 | |
3.05% 07/15/61 (f) | 25,000 | 14,862 | |
Sempra | |||
3.80% 02/01/38 (f) | 25,000 | 19,402 | |
Shell International Finance BV | |||
4.38% 05/11/45 (f) | 50,000 | 41,005 | |
6.38% 12/15/38 (f) | 50,000 | 53,017 | |
Sherwin-Williams Co. | |||
3.95% 01/15/26 (f) | 100,000 | 96,312 | |
Snap-on, Inc. | |||
3.10% 05/01/50 (f) | 15,000 | 9,728 | |
Sonoco Products Co. | |||
3.13% 05/01/30 (f) | 75,000 | 63,079 | |
Southern California Edison Co. | |||
3.45% 02/01/52 (f) | 25,000 | 15,877 | |
3.60% 02/01/45 (f) | 50,000 | 34,219 | |
4.20% 03/01/29 (f) | 25,000 | 23,244 | |
Southern California Gas Co. | |||
2.55% 02/01/30 (f) | 50,000 | 41,431 | |
Southwest Airlines Co. | |||
3.00% 11/15/26 (f) | 50,000 | 46,240 | |
Southwest Gas Corp. | |||
4.05% 03/15/32 (f) | 15,000 | 12,969 | |
Southwestern Electric Power Co. | |||
3.25% 11/01/51 (f) | 25,000 | 15,028 | |
Spirit Realty LP | |||
2.70% 02/15/32 (f) | 30,000 | 22,824 | |
Stanley Black & Decker, Inc. | |||
3.40% 03/01/26 (f) | 75,000 | 70,893 | |
Starbucks Corp. | |||
3.00% 02/14/32 (f) | 45,000 | 37,161 | |
3.75% 12/01/47 (f) | 35,000 | 24,827 | |
3.80% 08/15/25 (f) | 50,000 | 48,389 | |
Stryker Corp. | |||
4.63% 03/15/46 (f) | 25,000 | 21,012 | |
Sumitomo Mitsui Financial Group, Inc. | |||
1.47% 07/08/25 (f) | 50,000 | 46,243 | |
2.14% 09/23/30 (f) | 25,000 | 19,281 |
Principal Amount | Fair Value | ||
3.01% 10/19/26 (f) | $100,000 | $92,019 | |
3.35% 10/18/27 (f) | 50,000 | 45,456 | |
4.31% 10/16/28 (f) | 25,000 | 23,226 | |
Suncor Energy, Inc. | |||
6.85% 06/01/39 (f) | 50,000 | 50,241 | |
Suzano Austria GmbH | |||
3.75% 01/15/31 (f) | 55,000 | 45,259 | |
Synchrony Financial | |||
3.95% 12/01/27 (f) | 25,000 | 21,969 | |
Sysco Corp. | |||
3.25% 07/15/27 (f) | 75,000 | 68,859 | |
Tampa Electric Co. | |||
4.30% 06/15/48 (f) | 25,000 | 18,977 | |
Tapestry, Inc. | |||
3.05% 03/15/32 (f) | 25,000 | 18,286 | |
Target Corp. | |||
2.25% 04/15/25 (f) | 50,000 | 47,630 | |
4.50% 09/15/32 (f) | 25,000 | 23,259 | |
Teck Resources Ltd. | |||
6.25% 07/15/41 (f) | 25,000 | 23,209 | |
Telefonica Emisiones SA | |||
7.05% 06/20/36 (f) | 50,000 | 51,450 | |
TELUS Corp. | |||
4.60% 11/16/48 (f) | 50,000 | 38,564 | |
Tennessee Gas Pipeline Co. LLC | |||
7.00% 10/15/28 (f) | 200,000 | 207,470 | |
Texas Instruments, Inc. | |||
3.65% 08/16/32 (f) | 15,000 | 13,184 | |
3.88% 03/15/39 (f) | 50,000 | 41,097 | |
Textron, Inc. | |||
3.90% 09/17/29 (f) | 50,000 | 44,964 | |
Thermo Fisher Scientific, Inc. | |||
1.75% 10/15/28 (f) | 20,000 | 16,904 | |
Time Warner Cable LLC | |||
4.50% 09/15/42 (f) | 75,000 | 51,971 | |
7.30% 07/01/38 (f) | 50,000 | 48,155 | |
Timken Co. | |||
4.50% 12/15/28 (f) | 20,000 | 18,578 | |
T-Mobile USA, Inc. | |||
3.60% 11/15/60 (f) | 45,000 | 27,872 | |
Toronto-Dominion Bank | |||
0.75% 09/11/25 (f) | 50,000 | 45,502 | |
1.95% 01/12/27 (f) | 50,000 | 44,451 | |
Tosco Corp. | |||
8.13% 02/15/30 (f) | 150,000 | 168,184 | |
TotalEnergies Capital International SA | |||
3.39% 06/29/60 (f) | 50,000 | 32,166 | |
Toyota Motor Credit Corp. | |||
3.00% 04/01/25 (f) | 50,000 | 48,159 | |
4.55% 09/20/27 (f) | 25,000 | 24,301 | |
Trane Technologies Financing Ltd. | |||
4.50% 03/21/49 (f) | 50,000 | 40,210 | |
TransCanada PipeLines Ltd. | |||
5.85% 03/15/36 (f) | 150,000 | 142,648 | |
Travelers Cos., Inc. | |||
4.00% 05/30/47 (f) | 50,000 | 38,522 | |
Truist Bank | |||
3.30% 05/15/26 (f) | 100,000 | 92,097 | |
Truist Financial Corp. | |||
1.95% 06/05/30 (f) | 25,000 | 19,081 |
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
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
Truist Financial Corp. (4.92% fixed rate until 07/28/32; 2.24% + SOFR thereafter) | |||
4.92% 07/28/33 (f)(g) | $25,000 | $21,318 | |
Tucson Electric Power Co. | |||
4.85% 12/01/48 (f) | 50,000 | 40,509 | |
TWDC Enterprises 18 Corp. | |||
3.00% 07/30/46 (f) | 75,000 | 47,451 | |
Tyco Electronics Group SA | |||
2.50% 02/04/32 (f) | 45,000 | 36,035 | |
Tyson Foods, Inc. | |||
4.00% 03/01/26 (f) | 15,000 | 14,398 | |
4.88% 08/15/34 (f) | 45,000 | 40,631 | |
U.S. Bancorp | |||
3.95% 11/17/25 (f) | 50,000 | 48,106 | |
U.S. Bancorp (4.55% fixed rate until 07/22/27; 1.66% + SOFR thereafter) | |||
4.55% 07/22/28 (f)(g) | 25,000 | 23,478 | |
UBS Group AG | |||
4.88% 05/15/45 (f) | 50,000 | 41,084 | |
Unilever Capital Corp. | |||
2.90% 05/05/27 (f) | 50,000 | 46,062 | |
Union Electric Co. | |||
3.50% 03/15/29 (f) | 25,000 | 22,648 | |
3.65% 04/15/45 (f) | 35,000 | 24,581 | |
Union Pacific Corp. | |||
2.80% 02/14/32 (f) | 15,000 | 12,335 | |
3.38% 02/14/42 (f) | 10,000 | 7,331 | |
3.55% 08/15/39 (f) | 15,000 | 11,468 | |
3.95% 08/15/59 (f) | 20,000 | 14,279 | |
4.95% 09/09/52 (f) | 50,000 | 44,787 | |
United Airlines Pass-Through Trust | |||
5.88% 04/15/29 (f) | 116,082 | 114,986 | |
UnitedHealth Group, Inc. | |||
3.70% 12/15/25 (f) | 110,000 | 106,026 | |
3.75% 10/15/47 (f) | 25,000 | 18,251 | |
3.88% 12/15/28 (f) | 15,000 | 14,083 | |
4.45% 12/15/48 (f) | 10,000 | 8,196 | |
5.95% 02/15/41 (f) | 125,000 | 125,117 | |
6.88% 02/15/38 (f) | 50,000 | 55,645 | |
University of Notre Dame du Lac | |||
3.39% 02/15/48 (f) | 25,000 | 18,252 | |
Vale Overseas Ltd. | |||
6.88% 11/10/39 (f) | 75,000 | 75,134 | |
Valero Energy Corp. | |||
6.63% 06/15/37 (f) | 50,000 | 51,125 | |
VeriSign, Inc. | |||
2.70% 06/15/31 (f) | 30,000 | 23,859 | |
Verisk Analytics, Inc. | |||
4.13% 03/15/29 (f) | 60,000 | 55,879 | |
Verizon Communications, Inc. | |||
2.88% 11/20/50 (f) | 50,000 | 28,757 | |
3.88% 02/08/29 - 03/01/52 (f) | 105,000 | 74,760 | |
4.02% 12/03/29 (f) | 50,000 | 45,227 | |
4.33% 09/21/28 (f) | 34,000 | 31,927 | |
VF Corp. | |||
2.95% 04/23/30 (f) | 75,000 | 59,056 | |
VMware, Inc. | |||
4.50% 05/15/25 (f) | 25,000 | 24,409 | |
Vodafone Group PLC | |||
4.25% 09/17/50 (f) | 75,000 | 54,028 | |
Vulcan Materials Co. | |||
4.70% 03/01/48 (f) | 50,000 | 41,317 |
Principal Amount | Fair Value | ||
W R Berkley Corp. | |||
4.00% 05/12/50 (f) | $20,000 | $14,146 | |
Wachovia Corp. | |||
5.50% 08/01/35 (f) | 100,000 | 91,895 | |
Walmart, Inc. | |||
3.25% 07/08/29 (f) | 40,000 | 36,500 | |
Walt Disney Co. | |||
3.38% 11/15/26 (f) | 50,000 | 47,117 | |
3.60% 01/13/51 (f) | 25,000 | 17,375 | |
4.70% 03/23/50 (f) | 50,000 | 42,365 | |
Warnermedia Holdings, Inc. | |||
3.64% 03/15/25 (f) | 50,000 | 48,205 | |
3.76% 03/15/27 (f) | 75,000 | 69,229 | |
4.28% 03/15/32 (f) | 40,000 | 33,947 | |
5.05% 03/15/42 (f) | 15,000 | 11,603 | |
5.39% 03/15/62 (f) | 15,000 | 11,059 | |
Waste Connections, Inc. | |||
3.50% 05/01/29 (f) | 50,000 | 45,309 | |
Waste Management, Inc. | |||
2.00% 06/01/29 (f) | 25,000 | 20,842 | |
Wells Fargo & Co. | |||
4.15% 01/24/29 (f) | 100,000 | 91,793 | |
4.40% 06/14/46 (f) | 50,000 | 36,906 | |
Wells Fargo & Co. (4.90% fixed rate until 07/25/32; 2.10% + SOFR thereafter) | |||
4.90% 07/25/33 (f)(g) | 60,000 | 54,316 | |
Welltower OP LLC | |||
4.13% 03/15/29 (f) | 75,000 | 68,314 | |
Western Digital Corp. | |||
3.10% 02/01/32 (f) | 30,000 | 21,943 | |
Westlake Corp. | |||
4.38% 11/15/47 (f) | 50,000 | 36,571 | |
Westpac Banking Corp. | |||
1.95% 11/20/28 (f) | 25,000 | 21,145 | |
3.74% 08/26/25 (f) | 50,000 | 48,343 | |
Whirlpool Corp. | |||
4.70% 05/14/32 (f) | 15,000 | 13,747 | |
Williams Cos., Inc. | |||
5.75% 06/24/44 (f) | 65,000 | 58,727 | |
Wisconsin Electric Power Co. | |||
4.30% 10/15/48 (f) | 10,000 | 7,792 | |
Wisconsin Public Service Corp. | |||
3.30% 09/01/49 (f) | 20,000 | 12,977 | |
WP Carey, Inc. | |||
3.85% 07/15/29 (f) | 50,000 | 44,077 | |
Zimmer Biomet Holdings, Inc. | |||
3.55% 04/01/25 (f) | 50,000 | 48,209 | |
Zoetis, Inc. | |||
3.00% 05/15/50 (f) | 70,000 | 44,310 | |
32,052,394 | |||
Non-Agency Collateralized Mortgage Obligations - 0.1% | |||
Bank | |||
2.98% 11/15/62 | 50,000 | 42,200 | |
3.01% 09/15/62 | 50,000 | 41,619 | |
BBCMS Mortgage Trust | |||
2.69% 11/15/54 | 150,000 | 118,986 | |
4.31% 12/15/51 | 50,000 | 46,281 | |
Benchmark Mortgage Trust | |||
2.58% 04/15/54 | 150,000 | 114,267 | |
Citigroup Commercial Mortgage Trust | |||
2.87% 08/10/56 | 100,000 | 84,303 | |
4.03% 05/10/47 | 100,000 | 97,678 |
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
September 30, 2023 (Unaudited)
Principal Amount | Fair Value | ||
COMM Mortgage Trust | |||
3.18% 02/10/48 | $150,000 | $144,130 | |
CSAIL Commercial Mortgage Trust | |||
3.45% 09/15/50 | 150,000 | 135,653 | |
GS Mortgage Securities Trust | |||
2.78% 10/10/49 | 40,261 | 38,572 | |
3.97% 02/10/52 | 50,000 | 45,222 | |
Morgan Stanley Bank of America Merrill Lynch Trust | |||
3.72% 12/15/49 | 89,000 | 82,260 | |
Morgan Stanley Capital I Trust | |||
3.60% 12/15/49 | 150,000 | 137,112 | |
UBS Commercial Mortgage Trust | |||
4.07% 12/15/51 | 39,747 | 36,632 | |
Wells Fargo Commercial Mortgage Trust | |||
2.73% 02/15/53 | 100,000 | 82,637 | |
3.73% 05/15/52 | 175,000 | 154,270 | |
1,401,822 | |||
Sovereign Bonds - 0.1% | |||
Chile Government International Bonds | |||
3.86% 06/21/47 | 100,000 | 73,117 | |
Export Development Canada | |||
3.00% 05/25/27 | 50,000 | 46,979 | |
Indonesia Government International Bonds | |||
3.05% 03/12/51 | 100,000 | 64,835 | |
4.75% 02/11/29 | 100,000 | 96,292 | |
Israel Government International Bonds | |||
3.88% 07/03/50 | 100,000 | 72,545 | |
Japan Bank for International Cooperation | |||
1.25% 01/21/31 | 150,000 | 114,840 | |
2.88% 07/21/27 | 100,000 | 92,447 | |
Korea Development Bank | |||
2.13% 10/01/24 | 100,000 | 96,500 | |
Korea International Bonds | |||
1.75% 10/15/31 | 100,000 | 79,272 | |
Mexico Government International Bonds | |||
3.75% 01/11/28 | 100,000 | 92,571 | |
4.75% 03/08/44 | 52,000 | 39,871 | |
4.88% 05/19/33 | 100,000 | 89,700 | |
6.05% 01/11/40 | 55,000 | 50,892 | |
Panama Government International Bonds | |||
3.87% 07/23/60 | 50,000 | 28,866 | |
6.70% 01/26/36 | 75,000 | 74,126 | |
Peru Government International Bonds | |||
3.00% 01/15/34 | 29,000 | 22,311 | |
3.23% 07/28/21 | 25,000 | 13,049 | |
6.55% 03/14/37 | 47,000 | 48,608 | |
Philippines Government International Bonds | |||
2.95% 05/05/45 | 100,000 | 63,857 | |
10.63% 03/16/25 | 250,000 | 268,110 | |
Uruguay Government International Bonds | |||
5.10% 06/18/50 | 50,000 | 44,374 | |
1,573,162 |
Principal Amount | Fair Value | ||
Municipal Bonds and Notes - 0.1% | |||
Board of Regents of the University of Texas System, TX | |||
4.79% 08/15/46 | $100,000 | $93,580 | |
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue, IL | |||
6.90% 12/01/40 | 75,000 | 81,516 | |
Commonwealth of Massachusetts, MA | |||
4.50% 08/01/31 | 100,000 | 94,982 | |
Dallas Area Rapid Transit, TX | |||
5.02% 12/01/48 | 50,000 | 46,017 | |
Dallas Fort Worth International Airport, TX | |||
4.09% 11/01/51 | 5,000 | 3,964 | |
Los Angeles Department of Water & Power, CA | |||
6.60% 07/01/50 | 90,000 | 101,938 | |
Los Angeles Unified School District, CA | |||
5.76% 07/01/29 | 110,000 | 110,651 | |
New York City Municipal Water Finance Authority, NY | |||
6.01% 06/15/42 | 50,000 | 51,390 | |
New York State Urban Development Corp., NY | |||
3.90% 03/15/33 | 25,000 | 22,555 | |
North Texas Tollway Authority, TX | |||
6.72% 01/01/49 | 100,000 | 112,599 | |
Port Authority of New York & New Jersey, NY | |||
5.31% 08/01/46 | 125,000 | 113,421 | |
Regents of the University of California Medical Center Pooled Revenue, CA | |||
6.58% 05/15/49 | 100,000 | 107,989 | |
Sales Tax Securitization Corp., IL | |||
4.64% 01/01/40 | 25,000 | 22,382 | |
San Joaquin Hills Transportation Corridor Agency, CA | |||
3.49% 01/15/50 | 100,000 | 70,599 | |
South Carolina Public Service Authority, SC | |||
6.45% 01/01/50 | 50,000 | 51,128 | |
State of California, CA | |||
2.50% 10/01/29 | 100,000 | 86,135 | |
7.60% 11/01/40 | 50,000 | 59,050 | |
Texas Transportation Commission, TX | |||
2.56% 04/01/42 | 80,000 | 55,800 | |
1,285,696 | |||
Total Bonds and Notes (Cost $206,997,567) | 181,619,115 |
Number of Shares | ||
Exchange Traded & Mutual Funds - 10.6% | ||
SPDR Bloomberg High Yield Bond ETF (h) | 580,838 | 52,507,755 |
SPDR Bloomberg International Treasury Bond ETF (h) | 305,129 | 6,480,940 |
SPDR Gold Shares (h) | 111,853 | 19,177,197 |
SPDR Portfolio Aggregate Bond ETF (h) | 1,609,972 | 39,186,719 |
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
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
SPDR Portfolio Long Term Treasury ETF (h) | 721,963 | $18,879,332 | |
Total Exchange Traded & Mutual Funds (Cost $141,313,738) | 136,231,943 | ||
Total Investments in Securities (Cost $1,183,900,101) | 1,172,142,488 | ||
Short-Term Investments - 8.6% | |||
State Street Institutional U.S. Government Money Market Fund - Class G Shares 5.33% (h)(i) | 110,709,837 | 110,709,837 | |
Total Short-Term Investments (Cost $110,709,837) | 110,709,837 | ||
Total Investments (Cost $1,294,609,938) | 1,282,852,325 | ||
Other Assets and Liabilities, net - 0.2% | 2,778,858 | ||
NET ASSETS - 100.0% | $1,285,631,183 |
Other Information:
The Fund had the following long futures contracts open at September 30, 2023: |
Description | Expiration Date | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
S&P/Toronto Stock Exchange 60 Index | December 2023 | 3 | $538,961 | $522,027 | $(16,934) | |||||
MSCI EAFE Mini Index Futures | December 2023 | 40 | 4,189,374 | 4,083,000 | (106,374) | |||||
MSCI Emerging Markets Index Futures | December 2023 | 36 | 1,773,867 | 1,719,900 | (53,967) | |||||
E-mini Russell 2000 Index Futures | December 2023 | 66 | 6,190,213 | 5,935,380 | (254,833) | |||||
E-mini Russell 1000 Index Futures | December 2023 | 14 | 1,730,166 | 1,660,050 | (70,116) | |||||
$(502,224) |
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) | Reflects separate holdings of the issuer's common stock traded on different securities exchanges. |
(e) | 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 September 30, 2023, these securities amounted to $7,960,801 or 0.62% 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. |
(f) | At September 30, 2023, all or a portion of this security was pledged to cover collateral requirements for futures contracts. |
(g) | Variable Rate Security - Interest rate shown is rate in effect at September 30, 2023. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above. |
(h) | 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 September 30, 2023. |
* | Less than 0.05%. |
** | Amount is less than $0.50. |
Abbreviations: |
ADR - American Depositary Receipt |
CMT - Constant Maturity Treasury |
GDR - Global Depositary Receipt |
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.
102 | State Street Total Return V.I.S. Fund |
State Street Total Return V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
The following table
presents the Fund’s investments measured at fair value on a recurring basis at September 30, 2023:
Investments | Level 1 | Level 2 | Level 3 | Total | ||||
Investments in Securities | ||||||||
Domestic Equity | $587,082,180 | $1,696 | $0(a) | $587,083,876 | ||||
Foreign Equity | 266,870,420 | 337,134 | 0(a) | 267,207,554 | ||||
U.S. Treasuries | — | 112,024,525 | — | 112,024,525 | ||||
Agency Mortgage Backed | — | 31,818,519 | — | 31,818,519 | ||||
Agency Collateralized Mortgage Obligations | — | 890,228 | — | 890,228 | ||||
Asset Backed | — | 572,769 | — | 572,769 | ||||
Corporate Notes | — | 32,052,394 | — | 32,052,394 | ||||
Non-Agency Collateralized Mortgage Obligations | — | 1,401,822 | — | 1,401,822 | ||||
Sovereign Bonds | — | 1,573,162 | — | 1,573,162 | ||||
Municipal Bonds and Notes | — | 1,285,696 | — | 1,285,696 | ||||
Exchange Traded & Mutual Funds | 136,231,943 | — | — | 136,231,943 | ||||
Short-Term Investments | 110,709,837 | — | — | 110,709,837 | ||||
Total Investments in Securities | $1,100,894,380 | $181,957,945 | $— | $1,282,852,325 | ||||
Other Financial Instruments | ||||||||
Long Futures Contracts - Unrealized Depreciation | (502,224) | — | — | (502,224) | ||||
Total Other Financial Instruments | $(502,224) | $— | $— | $(502,224) |
(a) | The Fund held Level 3 securities that were valued at $0 at September 30, 2023. |
The Fund was invested
in the following countries/territories at September 30, 2023 (unaudited):
Country/Territory | Percentage (based on Fair Value) | |
United States | 78.47% | |
China | 2.74% | |
Japan | 2.59% | |
Canada | 1.42% | |
India | 1.42% | |
United Kingdom | 1.40% | |
Taiwan | 1.32% | |
France | 1.14% | |
Republic of Korea | 1.10% | |
Germany | 0.95% | |
Australia | 0.89% | |
Switzerland | 0.69% | |
Netherlands | 0.61% | |
Brazil | 0.56% | |
Saudi Arabia | 0.37% | |
Denmark | 0.36% | |
Sweden | 0.32% | |
South Africa | 0.30% | |
Spain | 0.29% | |
Mexico | 0.27% | |
Hong Kong | 0.25% | |
Italy | 0.25% | |
Thailand | 0.19% | |
Singapore | 0.19% | |
Indonesia | 0.19% | |
Supranational | 0.13% | |
Malaysia | 0.12% | |
United Arab Emirates | 0.12% | |
Finland | 0.12% | |
Belgium | 0.11% | |
Norway | 0.10% | |
Qatar | 0.09% | |
Philippines | 0.08% | |
Ireland | 0.08% | |
Israel | 0.08% | |
Kuwait | 0.07% | |
Poland | 0.07% | |
Turkey | 0.07% | |
Chile | 0.07% | |
Bermuda | 0.04% | |
Greece | 0.04% | |
Puerto Rico | 0.04% | |
South Korea | 0.03% | |
Austria | 0.03% | |
New Zealand | 0.03% | |
Peru | 0.02% | |
Hungary | 0.02% | |
Portugal | 0.02% | |
Luxembourg | 0.02% | |
Macau | 0.02% | |
Ghana | 0.02% | |
Czech Republic | 0.01% |
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
September 30, 2023 (Unaudited)
Country/Territory | Percentage (based on Fair Value) | |
Monaco | 0.01% | |
Zambia | 0.01% | |
Panama | 0.01% | |
Cameroon | 0.01% | |
Colombia | 0.01% | |
Cayman Islands | 0.01% | |
Romania | 0.01% | |
Bahamas | 0.00%*** | |
Egypt | 0.00%*** | |
UAE | 0.00%*** | |
Uruguay | 0.00%*** | |
Burkina Faso | 0.00%*** | |
Jordan | 0.00%*** | |
Guernsey | 0.00%*** | |
Malta | 0.00%*** | |
Gibraltar | 0.00%*** | |
Russian Federation | 0.00%*** | |
100.00% |
*** | Less than 0.005%. |
The Fund’s %
share of investment in the various categories, based on Fair Value, is as follows at September 30, 2023 (Unaudited):
Industry | Domestic | Foreign | Total | |||
Exchange Traded Funds | 10.62% | 0.00% | 10.62% | |||
Diversified Banks | 0.87% | 2.86% | 3.73% | |||
Semiconductors | 2.30% | 0.85% | 3.15% | |||
Technology Hardware, Storage & Peripherals | 2.49% | 0.59% | 3.08% | |||
Systems Software | 2.74% | 0.02% | 2.76% | |||
Pharmaceuticals | 1.85% | 0.88% | 2.73% | |||
Interactive Media & Services | 2.03% | 0.53% | 2.56% | |||
Broadline Retail | 1.10% | 0.60% | 1.70% | |||
Application Software | 1.48% | 0.22% | 1.70% | |||
Biotechnology | 1.50% | 0.12% | 1.62% | |||
Integrated Oil & Gas | 0.74% | 0.69% | 1.43% | |||
Automobile Manufacturers | 0.78% | 0.61% | 1.39% | |||
Healthcare Equipment | 1.02% | 0.12% | 1.14% | |||
Transaction & Payment Processing Services | 0.96% | 0.07% | 1.03% | |||
Regional Banks | 0.95% | 0.05% | 1.00% | |||
Electric Utilities | 0.60% | 0.32% | 0.92% | |||
Oil & Gas Exploration & Production | 0.74% | 0.17% | 0.91% | |||
Packaged Foods & Meats | 0.61% | 0.25% | 0.86% | |||
Aerospace & Defense | 0.63% | 0.23% | 0.86% | |||
Industrial Machinery & Supplies & Components | 0.60% | 0.22% | 0.82% | |||
Life Sciences Tools & Services | 0.62% | 0.11% | 0.73% | |||
Restaurants | 0.51% | 0.23% | 0.74% | |||
Semiconductor Materials & Equipment | 0.40% | 0.33% | 0.73% | |||
IT Consulting & Other Services | 0.40% | 0.30% | 0.70% | |||
Managed Healthcare | 0.67% | 0.01% | 0.68% | |||
Multi-Sector Holdings | 0.60% | 0.06% | 0.66% | |||
Electrical Components & Equipment | 0.45% | 0.20% | 0.65% |
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
September 30, 2023 (Unaudited)
Industry | Domestic | Foreign | Total | |||
Life & Health Insurance | 0.21% | 0.43% | 0.64% | |||
Consumer Staples Merchandise Retail | 0.54% | 0.05% | 0.59% | |||
Property & Casualty Insurance | 0.44% | 0.16% | 0.60% | |||
Soft Drinks & Non-alcoholic Beverages | 0.51% | 0.08% | 0.59% | |||
Trading Companies & Distributors | 0.33% | 0.25% | 0.58% | |||
Specialty Chemicals | 0.36% | 0.22% | 0.58% | |||
Asset Management & Custody Banks | 0.43% | 0.13% | 0.56% | |||
Integrated Telecommunication Services | 0.23% | 0.33% | 0.56% | |||
Industrial Conglomerates | 0.27% | 0.29% | 0.56% | |||
Household Products | 0.48% | 0.08% | 0.56% | |||
Financial Exchanges & Data | 0.40% | 0.14% | 0.54% | |||
Apparel, Accessories & Luxury Goods | 0.11% | 0.40% | 0.51% | |||
Building Products | 0.39% | 0.12% | 0.51% | |||
Investment Banking & Brokerage | 0.38% | 0.07% | 0.45% | |||
Construction Machinery & Heavy Transportation Equipment | 0.30% | 0.15% | 0.45% | |||
Movies & Entertainment | 0.41% | 0.04% | 0.45% | |||
Oil & Gas Refining & Marketing | 0.23% | 0.22% | 0.45% | |||
Personal Care Products | 0.17% | 0.27% | 0.44% | |||
Hotels, Resorts & Cruise Lines | 0.34% | 0.09% | 0.43% | |||
Communications Equipment | 0.38% | 0.05% | 0.43% | |||
Steel | 0.20% | 0.22% | 0.42% | |||
Home Improvement Retail | 0.40% | 0.01% | 0.41% | |||
Rail Transportation | 0.21% | 0.18% | 0.39% | |||
Construction & Engineering | 0.22% | 0.16% | 0.38% | |||
Diversified Metals & Mining | 0.02% | 0.36% | 0.38% | |||
Multi-Utilities | 0.26% | 0.11% | 0.37% | |||
Healthcare Services | 0.34% | 0.02% | 0.36% | |||
Electronic Components | 0.12% | 0.22% | 0.34% | |||
Wireless Telecommunication Services | 0.09% | 0.26% | 0.35% | |||
Oil & Gas Storage & Transportation | 0.20% | 0.14% | 0.34% | |||
Oil & Gas Equipment & Services | 0.32% | 0.01% | 0.33% | |||
Research & Consulting Services | 0.22% | 0.11% | 0.33% | |||
Multi-Line Insurance | 0.07% | 0.26% | 0.33% | |||
Tobacco | 0.21% | 0.12% | 0.33% | |||
Commodity Chemicals | 0.11% | 0.21% | 0.32% | |||
Air Freight & Logistics | 0.21% | 0.10% | 0.31% | |||
Consumer Finance | 0.25% | 0.06% | 0.31% | |||
Food Retail | 0.07% | 0.23% | 0.30% |
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
September 30, 2023 (Unaudited)
Industry | Domestic | Foreign | Total | |||
Human Resource & Employment Services | 0.26% | 0.05% | 0.31% | |||
Apparel Retail | 0.22% | 0.09% | 0.31% | |||
Industrial Gases | 0.22% | 0.07% | 0.29% | |||
Home Building | 0.24% | 0.04% | 0.28% | |||
Electronic Equipment & Instruments | 0.18% | 0.09% | 0.27% | |||
Automotive Parts & Equipment | 0.17% | 0.10% | 0.27% | |||
Interactive Home Entertainment | 0.13% | 0.14% | 0.27% | |||
Healthcare Supplies | 0.14% | 0.12% | 0.26% | |||
Retail REITs | 0.22% | 0.04% | 0.26% | |||
Insurance Brokers | 0.24% | 0.00% | 0.24% | |||
Cable & Satellite | 0.23% | 0.00% | 0.23% | |||
Construction Materials | 0.14% | 0.09% | 0.23% | |||
Automotive Retail | 0.20% | 0.03% | 0.23% | |||
Internet Services & Infrastructure | 0.17% | 0.06% | 0.23% | |||
Casinos & Gaming | 0.13% | 0.09% | 0.22% | |||
Industrial REITs | 0.17% | 0.04% | 0.21% | |||
Distillers & Vintners | 0.06% | 0.15% | 0.21% | |||
Gold | 0.04% | 0.15% | 0.19% | |||
Healthcare Facilities | 0.12% | 0.06% | 0.18% | |||
Gas Utilities | 0.09% | 0.09% | 0.18% | |||
Environmental & Facilities Services | 0.15% | 0.02% | 0.17% | |||
Diversified Financial Services | 0.08% | 0.08% | 0.16% | |||
Other Specialty Retail | 0.13% | 0.03% | 0.16% | |||
Healthcare Distributors | 0.13% | 0.02% | 0.15% | |||
Footwear | 0.14% | 0.01% | 0.15% | |||
Brewers | 0.01% | 0.13% | 0.14% | |||
Agricultural & Farm Machinery | 0.12% | 0.03% | 0.15% | |||
Passenger Airlines | 0.10% | 0.05% | 0.15% | |||
Electronic Manufacturing Services | 0.06% | 0.09% | 0.15% | |||
Diversified Support Services | 0.11% | 0.03% | 0.14% | |||
Cargo Ground Transportation | 0.13% | 0.01% | 0.14% | |||
Mortgage REITs | 0.13% | 0.00% | 0.13% | |||
Health Care REITs | 0.13% | 0.00% | 0.13% | |||
Consumer Electronics | 0.03% | 0.11% | 0.14% | |||
Multi-Family Residential REITs | 0.13% | 0.00% | 0.13% | |||
Telecom Tower REITs | 0.13% | 0.00% | 0.13% | |||
Fertilizers & Agricultural Chemicals | 0.07% | 0.06% | 0.13% | |||
Reinsurance | 0.06% | 0.06% | 0.12% | |||
Office REITs | 0.10% | 0.02% | 0.12% | |||
Diversified Capital Markets | 0.00% | 0.12% | 0.12% | |||
Education Services | 0.09% | 0.03% | 0.12% | |||
Coal & Consumable Fuels | 0.05% | 0.07% | 0.12% | |||
Advertising | 0.08% | 0.04% | 0.12% | |||
Real Estate Services | 0.09% | 0.02% | 0.11% | |||
Data Processing & Outsourced Services | 0.10% | 0.01% | 0.11% |
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
September 30, 2023 (Unaudited)
Industry | Domestic | Foreign | Total | |||
Passenger Ground Transportation | 0.09% | 0.02% | 0.11% | |||
Oil & Gas Drilling | 0.09% | 0.02% | 0.11% | |||
Diversified Real Estate Activities | 0.01% | 0.09% | 0.10% | |||
Independent Power Producers & Energy Traders | 0.02% | 0.08% | 0.10% | |||
Diversified REITs | 0.07% | 0.04% | 0.11% | |||
Marine Transportation | 0.02% | 0.08% | 0.10% | |||
Real Estate Development | 0.01% | 0.09% | 0.10% | |||
Commercial & Residential Mortgage Finance | 0.10% | 0.00% | 0.10% | |||
Data Center REITs | 0.10% | 0.00% | 0.10% | |||
Paper & Plastic Packaging Products & Materials | 0.08% | 0.02% | 0.10% | |||
Leisure Products | 0.07% | 0.02% | 0.09% | |||
Real Estate Operating Companies | 0.02% | 0.07% | 0.09% | |||
Copper | 0.05% | 0.04% | 0.09% | |||
Water Utilities | 0.07% | 0.02% | 0.09% | |||
Hotel & Resort REITs | 0.09% | 0.00% | 0.09% | |||
Agricultural Products & Services | 0.07% | 0.02% | 0.09% | |||
Other Specialized REITs | 0.09% | 0.00% | 0.09% | |||
Healthcare Technology | 0.08% | 0.01% | 0.09% | |||
Diversified Chemicals | 0.01% | 0.08% | 0.09% | |||
Food Distributors | 0.06% | 0.01% | 0.07% | |||
Technology Distributors | 0.07% | 0.01% | 0.08% | |||
Self Storage REITs | 0.07% | 0.00% | 0.07% | |||
Metal, Glass & Plastic Containers | 0.07% | 0.01% | 0.08% | |||
Heavy Electrical Equipment | 0.01% | 0.05% | 0.06% | |||
Renewable Electricity | 0.03% | 0.04% | 0.07% | |||
Paper Products | 0.01% | 0.05% | 0.06% | |||
Leisure Facilities | 0.03% | 0.03% | 0.06% | |||
Tires & Rubber | 0.01% | 0.04% | 0.05% | |||
Single-Family Residential REITs | 0.05% | 0.00% | 0.05% | |||
Aluminum | 0.02% | 0.03% | 0.05% | |||
Drug Retail | 0.01% | 0.04% | 0.05% | |||
Broadcasting | 0.05% | 0.00% | 0.05% | |||
Airport Services | 0.00% | 0.05% | 0.05% | |||
Distributors | 0.04% | 0.00% | 0.04% | |||
Household Appliances | 0.02% | 0.02% | 0.04% | |||
Motorcycle Manufacturers | 0.00% | 0.04% | 0.04% | |||
Specialized Consumer Services | 0.04% | 0.00% | 0.04% | |||
Highways & Railtracks | 0.00% | 0.04% | 0.04% | |||
Alternative Carriers | 0.03% | 0.01% | 0.04% | |||
Timber REITs | 0.04% | 0.00% | 0.04% | |||
Specialized Finance | 0.00% | 0.03% | 0.03% | |||
Security & Alarm Services | 0.02% | 0.01% | 0.03% | |||
Publishing | 0.03% | 0.01% | 0.04% | |||
Home Furnishing Retail | 0.03% | 0.01% | 0.04% | |||
Office Services & Supplies | 0.03% | 0.00% | 0.03% |
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
September 30, 2023 (Unaudited)
Industry | Domestic | Foreign | Total | |||
Home Furnishings | 0.02% | 0.00% | 0.02% | |||
Precious Metals & Minerals | 0.00% | 0.02% | 0.02% | |||
Computer & Electronics Retail | 0.02% | 0.00% | 0.02% | |||
Commercial Printing | 0.01% | 0.02% | 0.03% | |||
Marine Ports & Services | 0.00% | 0.02% | 0.02% | |||
Silver | 0.01% | 0.00% | 0.01% | |||
Forest Products | 0.00% | 0.01% | 0.01% | |||
Housewares & Specialties | 0.00% | 0.00% | 0.00%*** | |||
Textiles | 0.00% | 0.00% | 0.00%*** | |||
77.21% |
Sector | Percentage (based on Fair Value) | ||
U.S. Treasuries | 8.73% | ||
Corporate Notes | 2.50% | ||
Agency Mortgage Backed | 2.48% | ||
Sovereign Bonds | 0.12% | ||
Non-Agency Collateralized Mortgage Obligations | 0.11% | ||
Municipal Bonds and Notes | 0.10% | ||
Agency Collateralized Mortgage Obligations | 0.07% | ||
Asset Backed | 0.05% | ||
14.16% |
Short-Term Investments | Percentage (based on Fair Value) | ||
Short-Term Investments | 8.63% | ||
8.63% | |||
100.00% |
*** | Less than 0.005%. |
Affiliate Table |
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
SPDR Bloomberg High Yield Bond ETF | 150,705 | $13,563,450 | $70,611,587 | $29,920,728 | $(1,145,067) | $(601,487) | 580,838 | $52,507,755 | $2,025,245 | ||||||||
SPDR Bloomberg International Treasury Bond ETF | 2,402,330 | 53,884,262 | 17,069,018 | 63,559,756 | (1,147,465) | 234,881 | 305,129 | 6,480,940 | 627,656 | ||||||||
SPDR Gold Shares | — | — | 22,928,455 | 2,887,327 | 41,515 | (905,446) | 111,853 | 19,177,197 | — | ||||||||
SPDR Portfolio Aggregate Bond ETF | 2,657,053 | 66,771,742 | 76,259,476 | 103,748,854 | 1,748,375 | (1,844,020) | 1,609,972 | 39,186,719 | 450,347 | ||||||||
SPDR Portfolio Long Term Treasury ETF | 1,523,635 | 44,231,124 | 31,058,657 | 54,714,926 | (3,705,652) | 2,010,129 | 721,963 | 18,879,332 | 615,955 | ||||||||
State Street Corp. | 3,761 | 291,741 | 82,436 | 62,905 | (11,369) | (34,674) | 3,961 | 265,229 | 7,850 | ||||||||
State Street Institutional U.S. Government Money Market Fund - Class G Shares | 52,907,231 | 52,907,231 | 349,272,186 | 291,469,580 | — | — | 110,709,837 | 110,709,837 | 2,639,742 | ||||||||
TOTAL | $231,649,550 | $567,281,815 | $546,364,076 | $(4,219,663) | $(1,140,617) | $247,207,009 | $6,366,795 |
See Notes to Schedule of
Investments.
108 | State Street Total Return V.I.S. Fund |
State Street Real Estate Securities V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
Number of Shares | Fair Value | ||
Common Stock (REITs) - 98.9% † | |||
Alternate Housing - 8.7% | |||
American Homes 4 Rent, Class A | 40,271 | $1,356,730 | |
Invitation Homes, Inc. | 39,660 | 1,256,825 | |
Sun Communities, Inc. | 16,140 | 1,910,008 | |
Tricon Residential, Inc. | 87,250 | 645,650 | |
5,169,213 | |||
Data Center - 12.2% | |||
Digital Realty Trust, Inc. | 22,200 | 2,686,644 | |
Equinix, Inc. | 6,231 | 4,525,326 | |
7,211,970 | |||
Healthcare - 15.3% | |||
Alexandria Real Estate Equities, Inc. | 12,160 | 1,217,216 | |
CareTrust REIT, Inc. | 23,415 | 480,007 | |
Healthpeak Properties, Inc. | 76,930 | 1,412,435 | |
Medical Properties Trust, Inc. | 78,429 | 427,438 | |
Omega Healthcare Investors, Inc. | 22,710 | 753,064 | |
Ventas, Inc. | 47,380 | 1,996,119 | |
Welltower, Inc. | 33,765 | 2,766,029 | |
9,052,308 | |||
Hotel - 3.1% | |||
DiamondRock Hospitality Co. | 40,700 | 326,821 | |
Host Hotels & Resorts, Inc. | 68,820 | 1,105,937 | |
Xenia Hotels & Resorts, Inc. | 36,873 | 434,364 | |
1,867,122 | |||
Industrial - 14.3% | |||
Americold Realty Trust, Inc. | 10,640 | 323,562 | |
First Industrial Realty Trust, Inc. | 26,370 | 1,254,948 | |
Prologis, Inc. | 49,861 | 5,594,903 | |
Rexford Industrial Realty, Inc. | 26,130 | 1,289,516 | |
8,462,929 | |||
Multifamily - 11.1% | |||
AvalonBay Communities, Inc. | 11,640 | 1,999,054 | |
Elme Communities | 16,392 | 223,587 | |
Equity Residential | 37,090 | 2,177,554 | |
Independence Realty Trust, Inc. | 9,532 | 134,115 | |
Mid-America Apartment Communities, Inc. | 3,922 | 504,565 | |
UDR, Inc. | 43,415 | 1,548,613 | |
6,587,488 | |||
Net Lease - 7.8% | |||
Agree Realty Corp. | 28,380 | 1,567,711 | |
Broadstone Net Lease, Inc. | 49,480 | 707,564 | |
Realty Income Corp. | 47,155 | 2,354,921 | |
4,630,196 | |||
Office - 4.3% | |||
Boston Properties, Inc. | 10,510 | 625,135 | |
Cousins Properties, Inc. | 32,850 | 669,155 | |
Douglas Emmett, Inc. | 42,794 | 546,051 | |
Highwoods Properties, Inc. | 7,297 | 150,391 |
Number of Shares | Fair Value | ||
Kilroy Realty Corp. | 18,470 | $583,837 | |
2,574,569 | |||
Regional Malls - 2.9% | |||
Simon Property Group, Inc. | 15,730 | 1,699,312 | |
Self Storage - 8.0% | |||
Extra Space Storage, Inc. | 22,430 | 2,727,040 | |
Public Storage | 7,760 | 2,044,915 | |
4,771,955 | |||
Shopping Centers - 6.7% | |||
Acadia Realty Trust | 12,695 | 182,173 | |
Brixmor Property Group, Inc. | 49,860 | 1,036,091 | |
Kimco Realty Corp. | 76,213 | 1,340,587 | |
Retail Opportunity Investments Corp. | 48,217 | 596,926 | |
RPT Realty | 39,375 | 415,800 | |
Urban Edge Properties | 24,696 | 376,861 | |
3,948,438 | |||
Specialty - 4.5% | |||
American Tower Corp. | 3,530 | 580,508 | |
Outfront Media, Inc. | 9,609 | 97,051 | |
SBA Communications Corp. | 1,340 | 268,228 | |
VICI Properties, Inc. | 58,490 | 1,702,059 | |
2,647,846 | |||
Total Common Stock (REITs) (Cost $65,296,760) | 58,623,346 | ||
Short-Term Investments - 0.8% | |||
State Street Institutional U.S. Government Money Market Fund - Class G Shares 5.33% (a)(b) (Cost $474,736) | 474,736 | 474,736 | |
Total Investments (Cost $65,771,496) | 59,098,082 | ||
Other Assets and Liabilities, net - 0.3% | 158,572 | ||
NET ASSETS - 100.0% | $59,256,654 |
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) | 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. |
(b) | Coupon amount represents effective yield. |
† | Percentages are based on net assets as of September 30, 2023. |
Abbreviations: |
REIT - Real Estate Investment Trust |
See Notes to Schedule of
Investments.
State Street Real Estate Securities V.I.S. Fund | 109 |
State Street Real Estate Securities V.I.S. Fund
Schedule of Investments
September 30, 2023 (Unaudited)
The following table
presents the Fund’s investments measured at fair value on a recurring basis at September 30, 2023:
Investments | Level 1 | Level 2 | Level 3 | Total | ||||
Investments in Securities | ||||||||
Common Stock | $58,623,346 | $— | $— | $58,623,346 | ||||
Short-Term Investments | 474,736 | — | — | 474,736 | ||||
Total Investments in Securities | $59,098,082 | $— | $— | $59,098,082 |
Affiliate Table |
Number of Shares Held at 12/31/22 | Value at 12/31/22 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Number of Shares Held at 9/30/23 | Value at 9/30/23 | Dividend Income | |||||||||
State Street Institutional U.S. Government Money Market Fund - Class G Shares | 300,858 | $300,858 | $28,661,505 | $28,487,627 | $— | $— | 474,736 | $474,736 | $17,041 |
See Notes to Schedule of
Investments.
110 | State Street Real Estate Securities V.I.S. Fund |
State Street Variable Insurance Series Funds,
Inc.
Notes to Schedule of Investments
September 30, 2023 (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.
•Rights and warrants are valued at the last reported sale price obtained from independent pricing services or brokers on the valuation date. If no price is obtained from pricing services
or brokers, valuation will be based upon the intrinsic value pursuant to the valuation policy and procedures approved by the Board.
•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 September 30,
2023, the independent fair value service was used for certain foreign securities in certain Funds/Portfolios, and these securities were classified within Level 2 of the fair value hierarchy.
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;
111
State Street Variable Insurance Series Funds,
Inc.
Notes to Schedule of Investments
September 30, 2023 (Unaudited)
•Level 2 — Inputs other than quoted prices included within Level 1 that are observable for the asset or liability either directly or indirectly, including quoted prices for similar
assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not considered to be active, inputs other than quoted prices that are observable for the asset
or liability (such as exchange rates, financing terms, interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs; and
•Level 3 — Unobservable inputs for the asset or liability, including the Committee’s assumptions used in determining the fair value of investments.
The value of each
Fund’s investments according to the fair value hierarchy as of September 30, 2023 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
September 30, 2023, 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
September 30, 2023, 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
112
State Street Variable Insurance Series Funds,
Inc.
Notes to Schedule of Investments
September 30, 2023 (Unaudited)
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 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.
113