Quarterly Report
November 30, 2023
SSGA Funds
State Street S&P 500 Index Fund |
The information contained in this report is intended for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-800-997-7327 or visiting www.ssga.com. Please read the prospectus carefully before you invest.
TABLE OF CONTENTS (Unaudited)
The information contained in this report is intended for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-800-997-7327 or visiting www.ssga.com. Please read the prospectus carefully before you invest.
STATE STREET S&P 500 INDEX FUND
SCHEDULE OF INVESTMENTS
November 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
COMMON STOCKS — 99.5% | |||||
COMMUNICATION SERVICES — 8.6% | |||||
Alphabet, Inc. Class A (a) | 202,446 | $26,830,168 | |||
Alphabet, Inc. Class C (a) | 172,159 | 23,055,533 | |||
AT&T, Inc. | 242,541 | 4,018,904 | |||
Charter Communications, Inc. Class A (a) | 3,600 | 1,440,468 | |||
Comcast Corp. Class A | 139,987 | 5,864,055 | |||
Electronic Arts, Inc. | 8,142 | 1,123,677 | |||
Fox Corp. Class A | 9,616 | 284,057 | |||
Fox Corp. Class B | 5,600 | 154,896 | |||
Interpublic Group of Cos., Inc. | 14,828 | 455,813 | |||
Live Nation Entertainment, Inc. (a) | 5,300 | 446,366 | |||
Match Group, Inc. (a) | 10,687 | 346,045 | |||
Meta Platforms, Inc. Class A (a) | 75,864 | 24,818,908 | |||
Netflix, Inc. (a) | 15,091 | 7,152,681 | |||
News Corp. Class A | 14,614 | 322,093 | |||
News Corp. Class B | 3,800 | 87,552 | |||
Omnicom Group, Inc. | 6,598 | 531,997 | |||
Paramount Global Class B | 18,831 | 270,602 | |||
Take-Two Interactive Software, Inc. (a) | 5,294 | 837,511 | |||
T-Mobile U.S., Inc. | 17,955 | 2,701,330 | |||
Verizon Communications, Inc. | 144,664 | 5,544,971 | |||
Walt Disney Co. (a) | 62,918 | 5,831,869 | |||
Warner Bros Discovery, Inc. (a) | 76,633 | 800,815 | |||
112,920,311 | |||||
CONSUMER DISCRETIONARY — 10.7% | |||||
Airbnb, Inc. Class A (a) | 14,800 | 1,869,832 | |||
Amazon.com, Inc. (a) | 309,900 | 45,273,291 | |||
Aptiv PLC (a) | 9,611 | 796,175 | |||
AutoZone, Inc. (a) | 614 | 1,602,497 | |||
Bath & Body Works, Inc. | 8,646 | 282,033 | |||
Best Buy Co., Inc. | 6,513 | 462,032 | |||
Booking Holdings, Inc. (a) | 1,226 | 3,832,108 | |||
BorgWarner, Inc. | 8,963 | 301,963 | |||
Caesars Entertainment, Inc. (a) | 6,777 | 303,067 | |||
CarMax, Inc. (a) | 6,092 | 389,522 | |||
Carnival Corp. (a) | 32,449 | 488,682 | |||
Chipotle Mexican Grill, Inc. (a) | 937 | 2,063,508 | |||
Darden Restaurants, Inc. | 3,946 | 617,431 | |||
Domino's Pizza, Inc. | 1,319 | 518,222 | |||
DR Horton, Inc. | 10,579 | 1,350,621 | |||
eBay, Inc. | 18,792 | 770,660 | |||
Etsy, Inc. (a) | 4,805 | 364,267 | |||
Expedia Group, Inc. (a) | 4,775 | 650,260 | |||
Ford Motor Co. | 137,931 | 1,415,172 | |||
Garmin Ltd. | 4,899 | 598,854 | |||
General Motors Co. | 46,041 | 1,454,896 | |||
Genuine Parts Co. | 4,820 | 640,000 | |||
Hasbro, Inc. | 5,132 | 238,176 | |||
Hilton Worldwide Holdings, Inc. | 8,543 | 1,431,123 | |||
Home Depot, Inc. | 34,316 | 10,757,723 | |||
Las Vegas Sands Corp. | 11,000 | 507,320 |
Security Description | Shares | Value | |||
Lennar Corp. Class A | 8,680 | $1,110,346 | |||
LKQ Corp. | 8,100 | 360,693 | |||
Lowe's Cos., Inc. | 19,903 | 3,957,313 | |||
Lululemon Athletica, Inc. (a) | 4,000 | 1,787,200 | |||
Marriott International, Inc. Class A | 8,706 | 1,764,706 | |||
McDonald's Corp. | 25,029 | 7,054,173 | |||
MGM Resorts International | 10,200 | 402,288 | |||
Mohawk Industries, Inc. (a) | 1,969 | 173,882 | |||
NIKE, Inc. Class B | 41,726 | 4,601,126 | |||
Norwegian Cruise Line Holdings Ltd. (a)(b) | 16,300 | 248,901 | |||
NVR, Inc. (a) | 110 | 677,093 | |||
O'Reilly Automotive, Inc. (a) | 2,112 | 2,074,787 | |||
Pool Corp. | 1,465 | 508,824 | |||
PulteGroup, Inc. | 7,352 | 650,064 | |||
Ralph Lauren Corp. | 1,696 | 219,428 | |||
Ross Stores, Inc. | 11,534 | 1,503,803 | |||
Royal Caribbean Cruises Ltd. (a) | 7,300 | 784,458 | |||
Starbucks Corp. | 38,969 | 3,869,622 | |||
Tapestry, Inc. | 9,254 | 293,074 | |||
Tesla, Inc. (a) | 94,191 | 22,613,375 | |||
TJX Cos., Inc. | 38,924 | 3,429,594 | |||
Tractor Supply Co. (b) | 3,788 | 769,002 | |||
Ulta Beauty, Inc. (a) | 1,749 | 745,057 | |||
VF Corp. | 12,628 | 211,266 | |||
Whirlpool Corp. | 2,155 | 234,680 | |||
Wynn Resorts Ltd. | 3,391 | 286,268 | |||
Yum! Brands, Inc. | 9,749 | 1,223,987 | |||
140,534,445 | |||||
CONSUMER STAPLES — 6.3% | |||||
Altria Group, Inc. | 61,041 | 2,566,164 | |||
Archer-Daniels-Midland Co. | 17,561 | 1,294,772 | |||
Brown-Forman Corp. Class B | 5,827 | 342,278 | |||
Bunge Global SA | 5,600 | 615,272 | |||
Campbell Soup Co. | 7,661 | 307,819 | |||
Church & Dwight Co., Inc. | 8,303 | 802,319 | |||
Clorox Co. | 4,169 | 597,626 | |||
Coca-Cola Co. | 132,578 | 7,747,858 | |||
Colgate-Palmolive Co. | 28,692 | 2,260,069 | |||
Conagra Brands, Inc. | 14,679 | 415,269 | |||
Constellation Brands, Inc. Class A | 5,676 | 1,365,021 | |||
Costco Wholesale Corp. | 15,130 | 8,968,156 | |||
Dollar General Corp. | 7,874 | 1,032,439 | |||
Dollar Tree, Inc. (a) | 7,245 | 895,410 | |||
Estee Lauder Cos., Inc. Class A | 7,964 | 1,016,923 | |||
General Mills, Inc. | 19,295 | 1,228,320 | |||
Hershey Co. | 5,106 | 959,519 | |||
Hormel Foods Corp. | 11,098 | 339,488 | |||
J M Smucker Co. | 3,555 | 390,090 | |||
Kellanova | 9,784 | 514,051 | |||
Kenvue, Inc. | 59,763 | 1,221,556 | |||
Keurig Dr Pepper, Inc. | 34,889 | 1,101,446 | |||
Kimberly-Clark Corp. | 11,647 | 1,441,083 | |||
Kraft Heinz Co. | 27,451 | 963,805 |
See accompanying notes to Schedule of Investments.
1
STATE STREET S&P 500 INDEX FUND
SCHEDULE OF INVESTMENTS (continued)
November 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Kroger Co. | 22,642 | $1,002,361 | |||
Lamb Weston Holdings, Inc. | 5,500 | 550,165 | |||
McCormick & Co., Inc. | 8,422 | 545,998 | |||
Molson Coors Beverage Co. Class B | 5,909 | 363,640 | |||
Mondelez International, Inc. Class A | 47,110 | 3,347,637 | |||
Monster Beverage Corp. (a) | 24,410 | 1,346,211 | |||
PepsiCo, Inc. | 46,921 | 7,896,335 | |||
Philip Morris International, Inc. | 52,685 | 4,918,672 | |||
Procter & Gamble Co. | 80,836 | 12,409,943 | |||
Sysco Corp. | 17,341 | 1,251,500 | |||
Target Corp. | 15,636 | 2,092,253 | |||
Tyson Foods, Inc. Class A | 8,849 | 414,487 | |||
Walgreens Boots Alliance, Inc. | 24,834 | 495,190 | |||
Walmart, Inc. | 48,874 | 7,609,193 | |||
82,630,338 | |||||
ENERGY — 4.1% | |||||
APA Corp. | 9,509 | 342,324 | |||
Baker Hughes Co. | 33,198 | 1,120,433 | |||
Chevron Corp. | 60,858 | 8,739,209 | |||
ConocoPhillips | 40,608 | 4,693,067 | |||
Coterra Energy, Inc. | 25,652 | 673,365 | |||
Devon Energy Corp. | 22,886 | 1,029,183 | |||
Diamondback Energy, Inc. | 5,966 | 921,210 | |||
EOG Resources, Inc. | 19,923 | 2,451,924 | |||
EQT Corp. | 11,426 | 456,583 | |||
Exxon Mobil Corp. | 138,166 | 14,195,175 | |||
Halliburton Co. | 30,567 | 1,131,896 | |||
Hess Corp. | 9,716 | 1,365,681 | |||
Kinder Morgan, Inc. | 64,955 | 1,141,259 | |||
Marathon Oil Corp. | 19,689 | 500,691 | |||
Marathon Petroleum Corp. | 13,912 | 2,075,531 | |||
Occidental Petroleum Corp. | 22,960 | 1,358,084 | |||
ONEOK, Inc. | 20,166 | 1,388,429 | |||
Phillips 66 | 15,392 | 1,983,875 | |||
Pioneer Natural Resources Co. | 7,853 | 1,819,069 | |||
Schlumberger NV | 48,711 | 2,534,920 | |||
Targa Resources Corp. | 7,000 | 633,150 | |||
Valero Energy Corp. | 12,275 | 1,538,794 | |||
Williams Cos., Inc. | 40,272 | 1,481,607 | |||
53,575,459 | |||||
FINANCIALS — 12.9% | |||||
Aflac, Inc. | 18,733 | 1,549,406 | |||
Allstate Corp. | 9,067 | 1,250,067 | |||
American Express Co. | 19,712 | 3,366,218 | |||
American International Group, Inc. | 24,046 | 1,582,467 | |||
Ameriprise Financial, Inc. | 3,376 | 1,193,450 | |||
Aon PLC Class A | 6,948 | 2,282,349 | |||
Arch Capital Group Ltd. (a) | 12,838 | 1,074,412 | |||
Arthur J Gallagher & Co. | 7,415 | 1,846,335 | |||
Assurant, Inc. | 2,104 | 353,514 | |||
Bank of America Corp. | 235,306 | 7,174,480 | |||
Bank of New York Mellon Corp. | 26,972 | 1,303,287 |
Security Description | Shares | Value | |||
Berkshire Hathaway, Inc. Class B (a) | 62,179 | $22,384,440 | |||
BlackRock, Inc. | 4,834 | 3,631,446 | |||
Blackstone, Inc. | 24,600 | 2,764,302 | |||
Brown & Brown, Inc. | 7,479 | 558,980 | |||
Capital One Financial Corp. | 13,173 | 1,470,897 | |||
Cboe Global Markets, Inc. | 3,500 | 637,665 | |||
Charles Schwab Corp. | 50,812 | 3,115,792 | |||
Chubb Ltd. | 14,197 | 3,257,218 | |||
Cincinnati Financial Corp. | 4,974 | 511,277 | |||
Citigroup, Inc. | 66,431 | 3,062,469 | |||
Citizens Financial Group, Inc. | 15,394 | 419,794 | |||
CME Group, Inc. | 12,258 | 2,676,657 | |||
Comerica, Inc. | 5,172 | 233,878 | |||
Discover Financial Services | 7,977 | 741,861 | |||
Everest Group Ltd. | 1,458 | 598,582 | |||
FactSet Research Systems, Inc. | 1,301 | 589,951 | |||
Fidelity National Information Services, Inc. | 19,435 | 1,139,668 | |||
Fifth Third Bancorp | 21,927 | 634,787 | |||
Fiserv, Inc. (a) | 21,044 | 2,748,557 | |||
FleetCor Technologies, Inc. (a) | 2,365 | 568,782 | |||
Franklin Resources, Inc. | 10,551 | 261,665 | |||
Global Payments, Inc. | 9,057 | 1,054,597 | |||
Globe Life, Inc. | 2,584 | 318,168 | |||
Goldman Sachs Group, Inc. | 11,403 | 3,894,581 | |||
Hartford Financial Services Group, Inc. | 10,067 | 786,837 | |||
Huntington Bancshares, Inc. | 44,914 | 505,732 | |||
Intercontinental Exchange, Inc. | 19,578 | 2,228,760 | |||
Invesco Ltd. | 17,689 | 252,422 | |||
Jack Henry & Associates, Inc. | 2,780 | 441,158 | |||
JPMorgan Chase & Co. | 99,276 | 15,494,998 | |||
KeyCorp | 35,671 | 441,964 | |||
Loews Corp. | 5,606 | 394,046 | |||
M&T Bank Corp. | 5,643 | 723,263 | |||
MarketAxess Holdings, Inc. | 1,400 | 336,168 | |||
Marsh & McLennan Cos., Inc. | 17,011 | 3,392,334 | |||
Mastercard, Inc. Class A | 28,528 | 11,805,742 | |||
MetLife, Inc. | 21,887 | 1,392,670 | |||
Moody's Corp. | 5,339 | 1,948,521 | |||
Morgan Stanley | 43,238 | 3,430,503 | |||
MSCI, Inc. | 2,688 | 1,400,045 | |||
Nasdaq, Inc. | 11,175 | 624,012 | |||
Northern Trust Corp. | 6,568 | 520,514 | |||
PayPal Holdings, Inc. (a) | 36,994 | 2,131,224 | |||
PNC Financial Services Group, Inc. | 13,247 | 1,774,568 | |||
Principal Financial Group, Inc. | 7,326 | 540,879 | |||
Progressive Corp. | 20,000 | 3,280,600 | |||
Prudential Financial, Inc. | 12,706 | 1,242,393 | |||
Raymond James Financial, Inc. | 6,300 | 662,445 | |||
Regions Financial Corp. | 30,340 | 506,071 | |||
S&P Global, Inc. | 11,056 | 4,597,416 | |||
State Street Corp. (c) | 11,033 | 803,423 | |||
Synchrony Financial | 13,297 | 430,291 |
See accompanying notes to Schedule of Investments.
2
STATE STREET S&P 500 INDEX FUND
SCHEDULE OF INVESTMENTS (continued)
November 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
T Rowe Price Group, Inc. | 7,422 | $743,165 | |||
Travelers Cos., Inc. | 7,882 | 1,423,647 | |||
Truist Financial Corp. | 45,536 | 1,463,527 | |||
U.S. Bancorp | 53,951 | 2,056,612 | |||
Visa, Inc. Class A | 54,720 | 14,045,530 | |||
W R Berkley Corp. | 6,250 | 453,437 | |||
Wells Fargo & Co. | 124,298 | 5,542,448 | |||
Willis Towers Watson PLC | 3,628 | 893,576 | |||
Zions Bancorp NA | 5,758 | 205,158 | |||
169,168,098 | |||||
HEALTH CARE — 12.6% | |||||
Abbott Laboratories | 59,555 | 6,210,991 | |||
AbbVie, Inc. | 60,034 | 8,548,241 | |||
Agilent Technologies, Inc. | 9,909 | 1,266,370 | |||
Align Technology, Inc. (a) | 2,472 | 528,514 | |||
Amgen, Inc. | 18,305 | 4,935,760 | |||
Baxter International, Inc. | 17,009 | 613,685 | |||
Becton Dickinson & Co. | 10,050 | 2,373,609 | |||
Biogen, Inc. (a) | 5,047 | 1,181,402 | |||
Bio-Rad Laboratories, Inc. Class A (a) | 847 | 258,267 | |||
Bio-Techne Corp. | 6,004 | 377,652 | |||
Boston Scientific Corp. (a) | 50,898 | 2,844,689 | |||
Bristol-Myers Squibb Co. | 70,713 | 3,491,808 | |||
Cardinal Health, Inc. | 8,470 | 906,968 | |||
Catalent, Inc. (a) | 6,900 | 268,065 | |||
Cencora, Inc. | 5,452 | 1,108,773 | |||
Centene Corp. (a) | 18,896 | 1,392,257 | |||
Charles River Laboratories International, Inc. (a) | 1,911 | 376,620 | |||
Cigna Group | 10,173 | 2,674,278 | |||
Cooper Cos., Inc. | 1,650 | 555,918 | |||
CVS Health Corp. | 44,369 | 3,014,874 | |||
Danaher Corp. | 22,356 | 4,992,318 | |||
DaVita, Inc. (a) | 2,072 | 210,225 | |||
DENTSPLY SIRONA, Inc. | 8,566 | 271,970 | |||
Dexcom, Inc. (a) | 12,820 | 1,480,966 | |||
Edwards Lifesciences Corp. (a) | 20,208 | 1,368,284 | |||
Elevance Health, Inc. | 7,982 | 3,827,289 | |||
Eli Lilly & Co. | 27,214 | 16,084,563 | |||
GE HealthCare Technologies, Inc. | 12,549 | 859,105 | |||
Gilead Sciences, Inc. | 43,160 | 3,306,056 | |||
HCA Healthcare, Inc. | 6,810 | 1,705,769 | |||
Henry Schein, Inc. (a) | 5,200 | 346,996 | |||
Hologic, Inc. (a) | 8,462 | 603,341 | |||
Humana, Inc. | 4,265 | 2,067,928 | |||
IDEXX Laboratories, Inc. (a) | 2,891 | 1,346,686 | |||
Illumina, Inc. (a) | 5,511 | 561,846 | |||
Incyte Corp. (a) | 6,800 | 369,512 | |||
Insulet Corp. (a) | 2,600 | 491,634 | |||
Intuitive Surgical, Inc. (a) | 12,057 | 3,747,798 | |||
IQVIA Holdings, Inc. (a) | 6,473 | 1,385,869 | |||
Johnson & Johnson | 82,215 | 12,715,372 | |||
Laboratory Corp. of America Holdings | 2,974 | 645,090 |
Security Description | Shares | Value | |||
McKesson Corp. | 4,582 | $2,156,106 | |||
Medtronic PLC | 44,939 | 3,562,314 | |||
Merck & Co., Inc. | 86,431 | 8,857,449 | |||
Mettler-Toledo International, Inc. (a) | 790 | 862,625 | |||
Moderna, Inc. (a) | 11,700 | 909,090 | |||
Molina Healthcare, Inc. (a) | 1,797 | 656,911 | |||
Pfizer, Inc. | 191,929 | 5,848,077 | |||
Quest Diagnostics, Inc. | 3,710 | 509,123 | |||
Regeneron Pharmaceuticals, Inc. (a) | 3,690 | 3,039,859 | |||
ResMed, Inc. | 5,089 | 802,688 | |||
Revvity, Inc. | 3,690 | 328,041 | |||
STERIS PLC | 3,354 | 673,953 | |||
Stryker Corp. | 11,545 | 3,421,130 | |||
Teleflex, Inc. | 1,754 | 395,860 | |||
Thermo Fisher Scientific, Inc. | 13,115 | 6,501,892 | |||
UnitedHealth Group, Inc. | 31,673 | 17,514,219 | |||
Universal Health Services, Inc. Class B | 2,400 | 329,952 | |||
Vertex Pharmaceuticals, Inc. (a) | 8,782 | 3,115,941 | |||
Viatris, Inc. | 46,437 | 426,292 | |||
Waters Corp. (a) | 1,867 | 523,899 | |||
West Pharmaceutical Services, Inc. | 2,570 | 901,453 | |||
Zimmer Biomet Holdings, Inc. | 7,227 | 840,572 | |||
Zoetis, Inc. | 15,989 | 2,824,777 | |||
166,319,581 | |||||
INDUSTRIALS — 8.2% | |||||
3M Co. | 18,469 | 1,829,724 | |||
A O Smith Corp. | 4,900 | 369,264 | |||
Alaska Air Group, Inc. (a) | 4,900 | 185,269 | |||
Allegion PLC | 3,473 | 368,451 | |||
American Airlines Group, Inc. (a) | 25,690 | 319,327 | |||
AMETEK, Inc. | 7,976 | 1,238,114 | |||
Automatic Data Processing, Inc. | 13,934 | 3,203,705 | |||
Axon Enterprise, Inc. (a) | 2,400 | 551,688 | |||
Boeing Co. (a) | 19,498 | 4,516,322 | |||
Broadridge Financial Solutions, Inc. | 3,900 | 755,898 | |||
Carrier Global Corp. | 29,170 | 1,515,673 | |||
Caterpillar, Inc. | 17,553 | 4,400,888 | |||
Ceridian HCM Holding, Inc. (a) | 5,900 | 406,510 | |||
CH Robinson Worldwide, Inc. | 4,497 | 368,979 | |||
Cintas Corp. | 3,022 | 1,671,921 | |||
Copart, Inc. (a) | 29,624 | 1,487,717 | |||
CSX Corp. | 69,533 | 2,245,916 | |||
Cummins, Inc. | 4,874 | 1,092,556 | |||
Deere & Co. | 9,341 | 3,403,954 | |||
Delta Air Lines, Inc. | 21,149 | 781,033 | |||
Dover Corp. | 4,575 | 645,807 | |||
Eaton Corp. PLC | 13,473 | 3,067,667 | |||
Emerson Electric Co. | 19,076 | 1,695,856 | |||
Equifax, Inc. | 4,139 | 901,102 | |||
Expeditors International of Washington, Inc. | 4,967 | 597,729 |
See accompanying notes to Schedule of Investments.
3
STATE STREET S&P 500 INDEX FUND
SCHEDULE OF INVESTMENTS (continued)
November 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Fastenal Co. | 19,819 | $1,188,545 | |||
FedEx Corp. | 7,736 | 2,002,309 | |||
Fortive Corp. | 12,220 | 842,936 | |||
Generac Holdings, Inc. (a) | 2,523 | 295,368 | |||
General Dynamics Corp. | 7,690 | 1,899,199 | |||
General Electric Co. | 37,047 | 4,512,325 | |||
Honeywell International, Inc. | 22,820 | 4,470,894 | |||
Howmet Aerospace, Inc. | 11,963 | 629,254 | |||
Hubbell, Inc. | 1,800 | 540,000 | |||
Huntington Ingalls Industries, Inc. | 1,579 | 374,255 | |||
IDEX Corp. | 2,284 | 460,637 | |||
Illinois Tool Works, Inc. | 9,401 | 2,277,016 | |||
Ingersoll Rand, Inc. | 14,006 | 1,000,449 | |||
Jacobs Solutions, Inc. | 4,016 | 510,755 | |||
JB Hunt Transport Services, Inc. | 2,617 | 484,852 | |||
Johnson Controls International PLC | 23,931 | 1,263,557 | |||
L3Harris Technologies, Inc. | 6,112 | 1,166,231 | |||
Leidos Holdings, Inc. | 4,300 | 461,476 | |||
Lockheed Martin Corp. | 7,680 | 3,438,874 | |||
Masco Corp. | 7,115 | 430,813 | |||
Nordson Corp. | 2,037 | 479,388 | |||
Norfolk Southern Corp. | 7,985 | 1,742,008 | |||
Northrop Grumman Corp. | 4,897 | 2,326,858 | |||
Old Dominion Freight Line, Inc. | 3,000 | 1,167,180 | |||
Otis Worldwide Corp. | 14,413 | 1,236,491 | |||
PACCAR, Inc. | 18,219 | 1,672,869 | |||
Parker-Hannifin Corp. | 4,475 | 1,938,480 | |||
Paychex, Inc. | 10,763 | 1,312,763 | |||
Paycom Software, Inc. | 1,822 | 330,984 | |||
Pentair PLC | 4,702 | 303,467 | |||
Quanta Services, Inc. | 4,854 | 914,057 | |||
Republic Services, Inc. | 7,157 | 1,158,289 | |||
Robert Half, Inc. | 4,174 | 342,184 | |||
Rockwell Automation, Inc. | 3,963 | 1,091,569 | |||
Rollins, Inc. | 8,825 | 359,530 | |||
RTX Corp. | 50,197 | 4,090,052 | |||
Snap-on, Inc. | 1,606 | 441,152 | |||
Southwest Airlines Co. | 19,627 | 501,862 | |||
Stanley Black & Decker, Inc. | 5,650 | 513,585 | |||
Textron, Inc. | 6,363 | 487,788 | |||
Trane Technologies PLC | 7,960 | 1,794,264 | |||
TransDigm Group, Inc. | 1,837 | 1,768,792 | |||
Union Pacific Corp. | 20,739 | 4,671,874 | |||
United Airlines Holdings, Inc. (a) | 10,517 | 414,370 | |||
United Parcel Service, Inc. Class B | 24,834 | 3,765,083 | |||
United Rentals, Inc. | 2,267 | 1,079,137 | |||
Veralto Corp. (a) | 7,585 | 585,941 | |||
Verisk Analytics, Inc. | 4,905 | 1,184,214 | |||
Waste Management, Inc. | 12,538 | 2,143,873 | |||
Westinghouse Air Brake Technologies Corp. | 5,982 | 697,262 | |||
WW Grainger, Inc. | 1,512 | 1,188,719 |
Security Description | Shares | Value | |||
Xylem, Inc. | 8,534 | $897,179 | |||
108,472,079 | |||||
INFORMATION TECHNOLOGY — 28.9% | |||||
Accenture PLC Class A | 21,505 | 7,164,176 | |||
Adobe, Inc. (a) | 15,535 | 9,492,040 | |||
Advanced Micro Devices, Inc. (a) | 54,968 | 6,659,923 | |||
Akamai Technologies, Inc. (a) | 4,784 | 552,696 | |||
Amphenol Corp. Class A | 20,515 | 1,866,660 | |||
Analog Devices, Inc. | 16,991 | 3,115,810 | |||
ANSYS, Inc. (a) | 3,042 | 892,401 | |||
Apple, Inc. | 501,733 | 95,304,183 | |||
Applied Materials, Inc. | 28,374 | 4,249,858 | |||
Arista Networks, Inc. (a) | 8,727 | 1,917,409 | |||
Autodesk, Inc. (a) | 7,389 | 1,613,979 | |||
Broadcom, Inc. | 14,953 | 13,842,441 | |||
Cadence Design Systems, Inc. (a) | 9,227 | 2,521,462 | |||
CDW Corp. | 4,447 | 937,783 | |||
Cisco Systems, Inc. | 138,913 | 6,720,611 | |||
Cognizant Technology Solutions Corp. Class A | 17,797 | 1,252,553 | |||
Corning, Inc. | 26,176 | 745,754 | |||
Enphase Energy, Inc. (a) | 4,455 | 450,044 | |||
EPAM Systems, Inc. (a) | 2,168 | 559,756 | |||
F5, Inc. (a) | 1,755 | 300,438 | |||
Fair Isaac Corp. (a) | 800 | 870,080 | |||
First Solar, Inc. (a) | 3,300 | 520,674 | |||
Fortinet, Inc. (a) | 22,773 | 1,196,949 | |||
Gartner, Inc. (a) | 2,600 | 1,130,584 | |||
Gen Digital, Inc. | 17,519 | 386,820 | |||
Hewlett Packard Enterprise Co. | 41,566 | 702,881 | |||
HP, Inc. | 29,992 | 879,965 | |||
Intel Corp. | 142,332 | 6,362,240 | |||
International Business Machines Corp. | 30,920 | 4,902,675 | |||
Intuit, Inc. | 9,563 | 5,464,872 | |||
Juniper Networks, Inc. | 12,754 | 362,851 | |||
Keysight Technologies, Inc. (a) | 5,914 | 803,654 | |||
KLA Corp. | 4,668 | 2,542,286 | |||
Lam Research Corp. | 4,615 | 3,303,971 | |||
Microchip Technology, Inc. | 18,312 | 1,527,953 | |||
Micron Technology, Inc. | 37,290 | 2,838,515 | |||
Microsoft Corp. | 253,642 | 96,107,490 | |||
Monolithic Power Systems, Inc. | 1,500 | 823,080 | |||
Motorola Solutions, Inc. | 5,654 | 1,825,507 | |||
NetApp, Inc. | 6,887 | 629,403 | |||
NVIDIA Corp. | 84,271 | 39,413,547 | |||
NXP Semiconductors NV | 8,700 | 1,775,496 | |||
ON Semiconductor Corp. (a) | 15,027 | 1,071,876 | |||
Oracle Corp. | 53,512 | 6,218,630 | |||
Palo Alto Networks, Inc. (a) | 10,316 | 3,044,148 | |||
PTC, Inc. (a) | 4,079 | 641,871 | |||
Qorvo, Inc. (a) | 3,880 | 374,420 | |||
QUALCOMM, Inc. | 38,026 | 4,907,255 | |||
Roper Technologies, Inc. | 3,691 | 1,986,681 | |||
Salesforce, Inc. (a) | 33,320 | 8,393,308 |
See accompanying notes to Schedule of Investments.
4
STATE STREET S&P 500 INDEX FUND
SCHEDULE OF INVESTMENTS (continued)
November 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
Seagate Technology Holdings PLC | 6,121 | $484,171 | |||
ServiceNow, Inc. (a) | 6,876 | 4,715,148 | |||
Skyworks Solutions, Inc. | 5,143 | 498,511 | |||
SolarEdge Technologies, Inc. (a) | 2,100 | 166,698 | |||
Synopsys, Inc. (a) | 5,191 | 2,819,907 | |||
TE Connectivity Ltd. | 10,554 | 1,382,574 | |||
Teledyne Technologies, Inc. (a) | 1,453 | 585,501 | |||
Teradyne, Inc. | 5,098 | 470,189 | |||
Texas Instruments, Inc. | 31,253 | 4,772,646 | |||
Trimble, Inc. (a) | 9,491 | 440,382 | |||
Tyler Technologies, Inc. (a) | 1,344 | 549,481 | |||
VeriSign, Inc. (a) | 2,990 | 634,478 | |||
Western Digital Corp. (a) | 9,580 | 462,810 | |||
Zebra Technologies Corp. Class A (a) | 1,947 | 461,400 | |||
379,613,555 | |||||
MATERIALS — 2.4% | |||||
Air Products & Chemicals, Inc. | 7,568 | 2,047,522 | |||
Albemarle Corp. (b) | 4,330 | 525,099 | |||
Amcor PLC | 46,908 | 444,688 | |||
Avery Dennison Corp. | 2,581 | 502,005 | |||
Ball Corp. | 10,226 | 565,396 | |||
Celanese Corp. | 3,065 | 424,993 | |||
CF Industries Holdings, Inc. | 6,161 | 462,999 | |||
Corteva, Inc. | 23,861 | 1,078,517 | |||
Dow, Inc. | 23,091 | 1,194,959 | |||
DuPont de Nemours, Inc. | 15,902 | 1,137,629 | |||
Eastman Chemical Co. | 4,555 | 381,846 | |||
Ecolab, Inc. | 8,702 | 1,668,435 | |||
FMC Corp. | 4,780 | 256,495 | |||
Freeport-McMoRan, Inc. | 50,332 | 1,878,390 | |||
International Flavors & Fragrances, Inc. | 8,817 | 664,625 | |||
International Paper Co. | 10,112 | 373,537 | |||
Linde PLC | 16,592 | 6,865,272 | |||
LyondellBasell Industries NV Class A | 8,622 | 819,952 | |||
Martin Marietta Materials, Inc. | 2,066 | 959,843 | |||
Mosaic Co. | 9,816 | 352,296 | |||
Newmont Corp. | 39,577 | 1,590,600 | |||
Nucor Corp. | 8,349 | 1,419,080 | |||
Packaging Corp. of America | 2,700 | 453,627 | |||
PPG Industries, Inc. | 8,190 | 1,162,898 | |||
Sealed Air Corp. | 5,741 | 191,635 | |||
Sherwin-Williams Co. | 8,224 | 2,292,851 | |||
Steel Dynamics, Inc. | 5,700 | 679,041 | |||
Vulcan Materials Co. | 4,490 | 958,884 | |||
Westrock Co. | 10,053 | 413,882 | |||
31,766,996 | |||||
REAL ESTATE — 2.4% | |||||
Alexandria Real Estate Equities, Inc. REIT | 5,670 | 620,298 | |||
American Tower Corp. REIT | 15,960 | 3,332,129 |
Security Description | Shares | Value | |||
AvalonBay Communities, Inc. REIT | 4,728 | $817,660 | |||
Boston Properties, Inc. REIT | 5,639 | 321,028 | |||
Camden Property Trust REIT | 4,100 | 370,066 | |||
CBRE Group, Inc. Class A (a) | 10,408 | 821,816 | |||
CoStar Group, Inc. (a) | 14,553 | 1,208,481 | |||
Crown Castle, Inc. REIT | 15,219 | 1,784,884 | |||
Digital Realty Trust, Inc. REIT | 9,962 | 1,382,526 | |||
Equinix, Inc. REIT | 3,200 | 2,608,032 | |||
Equity Residential REIT | 11,082 | 629,901 | |||
Essex Property Trust, Inc. REIT | 1,975 | 421,584 | |||
Extra Space Storage, Inc. REIT | 7,494 | 975,494 | |||
Federal Realty Investment Trust REIT | 2,800 | 267,652 | |||
Healthpeak Properties, Inc. REIT | 20,531 | 355,597 | |||
Host Hotels & Resorts, Inc. REIT | 22,759 | 397,600 | |||
Invitation Homes, Inc. REIT | 18,923 | 631,271 | |||
Iron Mountain, Inc. REIT | 9,474 | 607,757 | |||
Kimco Realty Corp. REIT | 23,650 | 456,918 | |||
Mid-America Apartment Communities, Inc. REIT | 3,664 | 456,095 | |||
Prologis, Inc. REIT | 31,326 | 3,600,297 | |||
Public Storage REIT | 5,346 | 1,383,331 | |||
Realty Income Corp. REIT | 24,000 | 1,295,040 | |||
Regency Centers Corp. REIT | 5,799 | 364,061 | |||
SBA Communications Corp. REIT | 3,865 | 954,500 | |||
Simon Property Group, Inc. REIT | 11,341 | 1,416,378 | |||
UDR, Inc. REIT | 11,700 | 390,780 | |||
Ventas, Inc. REIT | 13,102 | 600,596 | |||
VICI Properties, Inc. REIT | 33,266 | 994,321 | |||
Welltower, Inc. REIT | 16,981 | 1,513,007 | |||
Weyerhaeuser Co. REIT | 24,867 | 779,580 | |||
31,758,680 | |||||
UTILITIES — 2.4% | |||||
AES Corp. | 25,559 | 439,870 | |||
Alliant Energy Corp. | 7,500 | 379,275 | |||
Ameren Corp. | 8,814 | 683,878 | |||
American Electric Power Co., Inc. | 17,238 | 1,371,283 | |||
American Water Works Co., Inc. | 6,987 | 921,166 | |||
Atmos Energy Corp. | 5,200 | 591,812 | |||
CenterPoint Energy, Inc. | 20,586 | 581,966 | |||
CMS Energy Corp. | 9,701 | 550,629 | |||
Consolidated Edison, Inc. | 11,472 | 1,033,742 | |||
Constellation Energy Corp. | 11,221 | 1,358,190 | |||
Dominion Energy, Inc. | 29,111 | 1,319,893 | |||
DTE Energy Co. | 6,559 | 682,858 | |||
Duke Energy Corp. | 26,305 | 2,427,426 | |||
Edison International | 13,288 | 890,163 | |||
Entergy Corp. | 6,742 | 683,706 | |||
Evergy, Inc. | 8,774 | 447,825 | |||
Eversource Energy | 11,996 | 712,682 | |||
Exelon Corp. | 34,907 | 1,344,269 | |||
FirstEnergy Corp. | 17,760 | 656,054 | |||
NextEra Energy, Inc. | 68,574 | 4,012,265 |
See accompanying notes to Schedule of Investments.
5
STATE STREET S&P 500 INDEX FUND
SCHEDULE OF INVESTMENTS (continued)
November 30, 2023 (Unaudited)
Security Description | Shares | Value | |||
NiSource, Inc. | 15,578 | $399,420 | |||
NRG Energy, Inc. | 8,798 | 420,896 | |||
PG&E Corp. (a) | 72,549 | 1,245,666 | |||
Pinnacle West Capital Corp. | 4,469 | 334,907 | |||
PPL Corp. | 24,204 | 632,209 | |||
Public Service Enterprise Group, Inc. | 17,321 | 1,081,350 | |||
Sempra | 21,152 | 1,541,346 | |||
Southern Co. | 37,252 | 2,644,147 | |||
WEC Energy Group, Inc. | 10,970 | 917,311 | |||
Xcel Energy, Inc. | 19,624 | 1,193,924 | |||
31,500,128 | |||||
TOTAL COMMON STOCKS (Cost $265,350,840) | 1,308,259,670 |
SHORT-TERM INVESTMENTS — 0.5% | |||
State Street Institutional U.S. Government Money Market Fund, Class G Shares 5.35% (d) (e) | 5,469,376 | 5,469,376 | |
State Street Navigator Securities Lending Portfolio II (c) (f) | 714,739 | 714,739 | |
TOTAL SHORT-TERM INVESTMENTS (Cost $6,184,115) | 6,184,115 | ||
TOTAL INVESTMENTS — 100.0% (Cost $271,534,955) | 1,314,443,785 | ||
LIABILITIES IN EXCESS OF OTHER ASSETS — (0.0)% (g) | (168,153) | ||
NET ASSETS — 100.0% | $1,314,275,632 |
(a) | Non-income producing security. |
(b) | All or a portion of the shares of the security are on loan at November 30, 2023. |
(c) | The Fund invested in an affiliated entity. Amounts related to these investments during the period ended November 30, 2023 are shown in the Affiliate Table below. |
(d) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended November 30, 2023 are shown in the Affiliate Table below. |
(e) | The rate shown is the annualized seven-day yield at November 30, 2023. |
(f) | Investment of cash collateral for securities loaned. |
(g) | Amount shown represents less than 0.05% of net assets. |
REIT | Real Estate Investment Trust |
At November 30, 2023, open futures contracts were as follows:
Description | Number of Contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
E-mini S&P 500 Index (long) | 39 | 12/15/2023 | $8,794,696 | $8,924,663 | $129,967 |
See accompanying notes to Schedule of Investments.
6
STATE STREET S&P 500 INDEX FUND
SCHEDULE OF INVESTMENTS (continued)
November 30, 2023 (Unaudited)
The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of November 30, 2023.
Description | Level 1 – Quoted Prices | Level 2 – Other Significant Observable Inputs | Level 3 – Significant Unobservable Inputs | Total | ||||
ASSETS: | ||||||||
INVESTMENTS: | ||||||||
Common Stocks | $1,308,259,670 | $— | $— | $1,308,259,670 | ||||
Short-Term Investments | 6,184,115 | — | — | 6,184,115 | ||||
TOTAL INVESTMENTS | $1,314,443,785 | $— | $— | $1,314,443,785 | ||||
OTHER FINANCIAL INSTRUMENTS: | ||||||||
Futures Contracts - Unrealized Appreciation | $129,967 | $— | $— | $129,967 | ||||
TOTAL OTHER FINANCIAL INSTRUMENTS: | $129,967 | $— | $— | $129,967 |
Affiliate Table
Number of Shares Held at 8/31/23 | Value at 8/31/23 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation/ Depreciation | Number of Shares Held at 11/30/23 | Value at 11/30/23 | Dividend Income | |||||||||
State Street Corp. | 12,033 | $827,148 | $— | $71,846 | $45,335 | $2,786 | 11,033 | $803,423 | $7,613 | ||||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares | 9,972,314 | 9,972,314 | 32,772,671 | 37,275,609 | — | — | 5,469,376 | 5,469,376 | 96,690 | ||||||||
State Street Navigator Securities Lending Portfolio II | 1,167,160 | 1,167,160 | 4,962,377 | 5,414,798 | — | — | 714,739 | 714,739 | 570 | ||||||||
Total | $11,966,622 | $37,735,048 | $42,762,253 | $45,335 | $2,786 | $6,987,538 | $104,873 |
See accompanying notes to Schedule of Investments.
7
STATE STREET S&P 500 INDEX FUND
Notes to Schedule of Investments
November 30, 2023 (Unaudited)
Security Valuation
The 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 the Fund are valued pursuant to the policy and procedures developed by the Oversight Committee (the “Committee”) and approved by the Board of Trustees of the Trust (the “Board”). The Committee provides oversight of the valuation of investments for the Fund. The Board has responsibility for overseeing the determination of the fair value of investments.
Valuation techniques used to value the 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.
• 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.
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.
Various inputs are used in determining the value of the Fund's investments.
The Fund values its assets and liabilities at fair value using a fair value hierarchy consisting of three broad levels that prioritize the inputs to valuation techniques giving the highest priority to readily available unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements) when market prices are not readily available or reliable. The categorization of a value determined for an investment within the hierarchy is based upon the pricing transparency of the investment and is not necessarily an indication of the risk associated with investing in it.
The three levels of the fair value hierarchy are as follows:
• Level 1 – Unadjusted quoted prices in active markets for an identical asset or liability;
• Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability either directly or indirectly, including quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not considered to be active, inputs other than quoted prices that are observable for the asset or liability (such as exchange rates, financing terms, interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs; and
• Level 3 – Unobservable inputs for the asset or liability, including the Committee’s assumptions used in determining the fair value of investments.
The value of the Fund’s investments according to the fair value hierarchy as of November 30, 2023 is disclosed in the Fund’s Schedule of Investments.
8
STATE STREET S&P 500 INDEX FUND
Notes to Schedule of Investments (continued)
November 30, 2023 (Unaudited)
Futures Contracts
The Fund may enter into futures contracts to meet the Fund's objectives. A futures contract is a standardized, exchange-traded agreement to buy or sell a financial instrument at a set price on a future date. Upon entering into a futures contract, the 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 included in Net cash at broker on the Statements of Assets and Liabilities. Subsequent payments are made or received by the Fund equal to the daily change in the contract value, accumulated, exchange rates, and or other transactional fees. The accumulation of those payments are recorded as variation margin receivable or payable with a corresponding offset to unrealized gains or losses. The 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.
For the period ended November 30, 2023, the Fund entered into futures contracts for cash equitization, to reduce tracking error and to facilitate daily liquidity.
Other Transactions with Affiliates
The Fund may invest in affiliated entities, including securities issued by State Street Corporation, affiliated funds, or entities deemed to be affiliates as a result of the Fund owning more than five percent of the entity’s voting securities or outstanding shares. Amounts relating to these transactions during the period ended November 30, 2023, are disclosed in the Fund's Schedule of Investments.
Subsequent Events
Management has evaluated the impact of all subsequent events on the Fund through the date on which the Form N-PORT filing was issued and has determined that there were no subsequent events requiring adjustment or disclosure in the Form N-PORT filing.
9