NPORT-P
    false
    
      
      
        
          0001107414
          XXXXXXXX
        
      
      
      
      
        S000065844
        C000212726
      
      
      
    
  
  
    
      STATE STREET INSTITUTIONAL INVESTMENT TRUST
      811-09819
      0001107414
      549300P1E098W6ES7M39
      One Iron Street
      Boston
      
      02210
      617-664-7037
      State Street China Equity Select Fund
      S000065844
      549300YYGXLU0SEVM010
      2022-12-31
      2022-03-31
      Y
    
    
      4771657.32
      25382.79
      4746274.53
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      58664.77000000
      N
      
        
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Hong Kong Exchanges & Clearing Ltd
        213800YTVSXYQN17BW16
        Hong Kong Exchanges & Clearing Ltd
        000000000
        
          
        
        2000.00000000
        NS
        
        93769.37000000
        1.975641514356
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Ping An Insurance Group Co of China Ltd
        529900M9MC28JLN35U89
        Ping An Insurance Group Co of China Ltd
        000000000
        
          
        
        23100.00000000
        NS
        
        161532.77000000
        3.403359181585
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        NetEase Inc
        5299004AF4DSJDB0PA32
        NetEase Inc
        64110W102
        
          
        
        1400.00000000
        NS
        USD
        125566.00000000
        2.645569682207
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Contemporary Amperex Technology Co Ltd
        300300KINDY1K0E9I032
        Contemporary Amperex Technology Co Ltd
        000000000
        
          
        
        600.00000000
        NS
        
        47974.20000000
        1.010775919023
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Kweichow Moutai Co Ltd
        N/A
        Kweichow Moutai Co Ltd
        000000000
        
          
        
        500.00000000
        NS
        
        134594.66000000
        2.835795931087
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Wuliangye Yibin Co Ltd
        N/A
        Wuliangye Yibin Co Ltd
        000000000
        
          
        
        4200.00000000
        NS
        
        101887.84000000
        2.146690827848
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Shenzhen Inovance Technology Co Ltd
        N/A
        Shenzhen Inovance Technology Co Ltd
        000000000
        
          
        
        4600.00000000
        NS
        
        41039.73000000
        0.864672486612
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Angelalign Technology Inc
        N/A
        Angelalign Technology Inc
        000000000
        
          
        
        1000.00000000
        NS
        
        17054.85000000
        0.359331300627
        Long
        EC
        CORP
        KY
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        China Merchants Bank Co Ltd
        549300MKO5B60FFIHF58
        China Merchants Bank Co Ltd
        000000000
        
          
        
        21000.00000000
        NS
        
        153917.55000000
        3.242912921010
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Midea Group Co Ltd
        3003003TRPHLHZD2IF61
        Midea Group Co Ltd
        000000000
        
          
        
        10000.00000000
        NS
        
        89122.42000000
        1.877734198405
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Sino Wealth Electronic Ltd
        N/A
        Sino Wealth Electronic Ltd
        000000000
        
          
        
        10300.00000000
        NS
        
        92328.83000000
        1.945290551914
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Alibaba Group Holding Ltd
        5493001NTNQJDH60PM02
        Alibaba Group Holding Ltd
        01609W102
        
          
        
        450.00000000
        NS
        USD
        48960.00000000
        1.031545893321
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        WuXi AppTec Co Ltd
        254900OEPQLZSPLN9175
        WuXi AppTec Co Ltd
        000000000
        
          
        
        8252.00000000
        NS
        
        128960.14000000
        2.717081348431
        Long
        EC
        CORP
        CN
        Y
        
        2
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        127595.79000000
        NS
        USD
        127595.79000000
        2.688335645009
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wuxi Biologics Cayman Inc
        5493001TD2TH6VDTJU11
        Wuxi Biologics Cayman Inc
        000000000
        
          
        
        14000.00000000
        NS
        
        111195.31000000
        2.342791368201
        Long
        EC
        CORP
        KY
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        Gigadevice Semiconductor Beijing Inc
        N/A
        Gigadevice Semiconductor Beijing Inc
        000000000
        
          
        
        2500.00000000
        NS
        
        55099.31000000
        1.160895975395
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        NetEase Inc
        5299004AF4DSJDB0PA32
        NetEase Inc
        000000000
        
          
        
        3700.00000000
        NS
        
        66774.43000000
        1.406880903705
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        ANTA Sports Products Ltd
        529900291XG0CTK4LF95
        ANTA Sports Products Ltd
        000000000
        
          
        
        11000.00000000
        NS
        
        136488.08000000
        2.875688693043
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Maxscend Microelectronics Co Ltd
        N/A
        Maxscend Microelectronics Co Ltd
        000000000
        
          
        
        2360.00000000
        NS
        
        77471.55000000
        1.632260197136
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Pharmaron Beijing Co Ltd
        300300JYXHGVS5SNGG54
        Pharmaron Beijing Co Ltd
        000000000
        
          
        
        4600.00000000
        NS
        
        55334.74000000
        1.165856286867
        Long
        EC
        CORP
        CN
        Y
        
        2
        
          N
          N
          N
        
      
      
        JD.com Inc
        549300HVTWB0GJZ16V92
        JD.com Inc
        000000000
        
          
        
        10119.00000000
        NS
        
        287599.83000000
        6.059485775257
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Li Ning Co Ltd
        529900T77L2FV3FZ3U81
        Li Ning Co Ltd
        000000000
        
          
        
        13000.00000000
        NS
        
        110414.33000000
        2.326336778500
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Venustech Group Inc
        N/A
        Venustech Group Inc
        000000000
        
          
        
        24600.00000000
        NS
        
        80538.82000000
        1.696884988235
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Great Wall Motor Co Ltd
        254900CR8AHWTMFZHH60
        Great Wall Motor Co Ltd
        000000000
        
          
        
        18500.00000000
        NS
        
        29042.51000000
        0.611901183052
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        JD.com Inc
        549300HVTWB0GJZ16V92
        JD.com Inc
        47215P106
        
          
        
        677.00000000
        NS
        USD
        39177.99000000
        0.825447195529
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Baidu Inc
        254900AL64IANZYI1E02
        Baidu Inc
        056752108
        
          
        
        650.00000000
        NS
        USD
        85995.00000000
        1.811842097553
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Shenzhou International Group Holdings Ltd
        529900B4W41TCUKJFM73
        Shenzhou International Group Holdings Ltd
        000000000
        
          
        
        3300.00000000
        NS
        
        43577.24000000
        0.918135681460
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Longfor Group Holdings Ltd
        254900UJX27B2F1JYR13
        Longfor Group Holdings Ltd
        000000000
        
          
        
        9000.00000000
        NS
        
        46047.67000000
        0.970185557302
        Long
        EC
        CORP
        KY
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        BeiGene Ltd
        549300JFUK6FRD5MH739
        BeiGene Ltd
        07725L102
        
          
        
        190.00000000
        NS
        USD
        35834.00000000
        0.754992147493
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Alibaba Group Holding Ltd
        5493001NTNQJDH60PM02
        Alibaba Group Holding Ltd
        000000000
        
          
        
        23700.00000000
        NS
        
        323505.53000000
        6.815988581258
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Blue Moon Group Holdings Ltd
        N/A
        Blue Moon Group Holdings Ltd
        000000000
        
          
        
        56400.00000000
        NS
        
        40187.99000000
        0.846727043410
        Long
        EC
        CORP
        KY
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        SG Micro Corp
        N/A
        SG Micro Corp
        000000000
        
          
        
        1400.00000000
        NS
        
        71480.50000000
        1.506033828178
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        China Merchants Bank Co Ltd
        549300MKO5B60FFIHF58
        China Merchants Bank Co Ltd
        000000000
        
          
        
        17600.00000000
        NS
        
        137039.06000000
        2.887297376791
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        AIA Group Ltd
        ZP5ILWVSYE4LJGMMVD57
        AIA Group Ltd
        000000000
        
          
        
        10800.00000000
        NS
        
        112799.63000000
        2.376593037065
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Tencent Holdings Ltd
        254900N4SLUMW4XUYY11
        Tencent Holdings Ltd
        000000000
        
          
        
        15100.00000000
        NS
        
        696193.45000000
        14.66820862551
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        NIO Inc
        549300JBU4TV5OCKJV96
        NIO Inc
        62914V106
        
          
        
        3800.00000000
        NS
        USD
        79990.00000000
        1.685321813864
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Shenzhen Mindray Bio-Medical Electronics Co Ltd
        N/A
        Shenzhen Mindray Bio-Medical Electronics Co Ltd
        000000000
        
          
        
        2000.00000000
        NS
        
        96556.29000000
        2.034359567481
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        XPeng Inc
        N/A
        XPeng Inc
        98422D105
        
          
        
        2800.00000000
        NS
        USD
        77252.00000000
        1.627634463866
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Meituan
        21380033K525E5JLIA77
        Meituan
        000000000
        
          
        
        6700.00000000
        NS
        
        126955.17000000
        2.674838322089
        Long
        EC
        CORP
        KY
        
        Y
        
        2
        
          N
          N
          N
        
      
      
        BYD Co Ltd
        5299005557VL7ULJ7A69
        BYD Co Ltd
        000000000
        
          
        
        2000.00000000
        NS
        
        55644.06000000
        1.172373398299
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        China Construction Bank Corp
        5493001KQW6DM7KEDR62
        China Construction Bank Corp
        000000000
        
          
        
        361000.00000000
        NS
        
        270477.89000000
        5.698740944932
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
    
    
      2022-04-29
      STATE STREET INSTITUTIONAL INVESTMENT TRUST
      Arthur Jensen
      Arthur Jensen
      Deputy Treasurer
    
  
  XXXX




Quarterly Report
March 31, 2022
State Street Institutional Investment Trust
State Street Equity 500 Index Fund
State Street Equity 500 Index II Portfolio
State Street Aggregate Bond Index Fund
State Street Aggregate Bond Index Portfolio
State Street Global All Cap Equity ex- U.S. Index Fund
State Street Global All Cap Equity ex- U.S. Index Portfolio
State Street Small/Mid Cap Equity Index Fund
State Street Small/Mid Cap Equity Index Portfolio
State Street Emerging Markets Equity Index Fund
State Street Hedged International Developed Equity Index Fund
State Street Target Retirement Fund
State Street Target Retirement 2020 Fund
State Street Target Retirement 2025 Fund
State Street Target Retirement 2030 Fund
State Street Target Retirement 2035 Fund
State Street Target Retirement 2040 Fund
State Street Target Retirement 2045 Fund
State Street Target Retirement 2050 Fund
State Street Target Retirement 2055 Fund
State Street Target Retirement 2060 Fund
State Street Target Retirement 2065 Fund
State Street International Value Spotlight Fund
State Street China Equity Select Fund
The information contained in this report is intended for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-800-997-7327 or visiting www.ssga.com. Please read the prospectus carefully before you invest.


TABLE OF CONTENTS (Unaudited)
Schedules of Investments (Unaudited)  

1

8

72

150

181

204

209

220

222

224

226

228

230

232

234

236

238

240

242

244

246
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
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments
March 31, 2022 (Unaudited)

State Street Equity 500 Index Fund is a feeder fund that invests substantially all of its investable assets in a master fund, the State Street Equity 500 Index II Portfolio. The schedule of investments for the State Street Equity 500 Index II Portfolio follows.
Security Description     Shares   Value
COMMON STOCKS — 98.2%          
COMMUNICATION SERVICES — 9.2%      
Activision Blizzard, Inc.

    146,800   $11,760,148
Alphabet, Inc. Class A (a)

    56,067   155,941,951
Alphabet, Inc. Class C (a)

    51,787   144,640,573
AT&T, Inc.

    1,327,540   31,369,770
Cars.com, Inc. (a)

    1   14
Charter Communications, Inc. Class A (a)

    22,800   12,437,856
Comcast Corp. Class A

    845,066   39,565,990
Discovery, Inc. Class A (a)

    33,003   822,435
Discovery, Inc. Class C (a)

    55,804   1,393,426
DISH Network Corp. Class A (a)

    45,918   1,453,305
Electronic Arts, Inc.

    52,079   6,588,514
Fox Corp. Class A

    58,866   2,322,264
Fox Corp. Class B

    29,300   1,063,004
Interpublic Group of Cos., Inc.

    72,066   2,554,740
Live Nation Entertainment, Inc. (a)

    24,700   2,905,708
Lumen Technologies, Inc. (b)

    167,478   1,887,477
Match Group, Inc. (a)

    52,200   5,676,228
Meta Platforms, Inc. Class A (a)

    430,393   95,702,188
Netflix, Inc. (a)

    83,004   31,092,468
News Corp. Class A

    71,188   1,576,814
News Corp. Class B

    21,600   486,432
Omnicom Group, Inc.

    38,891   3,301,068
Paramount Global Class B

    110,881   4,192,411
Take-Two Interactive Software, Inc. (a)(b)

    21,100   3,243,914
T-Mobile US, Inc. (a)

    110,375   14,166,631
Twitter, Inc. (a)

    146,900   5,683,561
Verizon Communications, Inc.

    781,015   39,784,904
Walt Disney Co. (a)

    340,064   46,643,178
          668,256,972
CONSUMER DISCRETIONARY — 11.8%      
Advance Auto Parts, Inc.

    11,500   2,380,040
Amazon.com, Inc. (a)

    81,690   266,305,316
Aptiv PLC (a)

    49,919   5,975,803
AutoZone, Inc. (a)

    3,876   7,924,792
Bath & Body Works, Inc.

    48,421   2,314,524
Best Buy Co., Inc.

    40,506   3,681,995
Booking Holdings, Inc. (a)

    7,624   17,904,583
BorgWarner, Inc.

    44,077   1,714,595
Caesars Entertainment, Inc. (a)

    39,100   3,024,776
Security Description     Shares   Value
CarMax, Inc. (a)(b)

    29,703   $2,865,745
Carnival Corp. (a)

    147,801   2,988,536
Chipotle Mexican Grill, Inc. (a)

    5,186   8,204,408
D.R. Horton, Inc.

    60,197   4,485,278
Darden Restaurants, Inc.

    23,771   3,160,354
Dollar General Corp.

    42,813   9,531,458
Dollar Tree, Inc. (a)

    41,526   6,650,389
Domino's Pizza, Inc.

    6,700   2,726,967
eBay, Inc.

    115,345   6,604,655
Etsy, Inc. (a)

    23,200   2,883,296
Expedia Group, Inc. (a)

    28,534   5,583,248
Ford Motor Co.

    737,538   12,471,768
Garmin, Ltd.

    27,840   3,302,102
General Motors Co. (a)

    273,723   11,972,644
Genuine Parts Co.

    26,089   3,287,736
Hasbro, Inc.

    23,797   1,949,450
Hilton Worldwide Holdings, Inc. (a)

    52,500   7,966,350
Home Depot, Inc.

    195,002   58,369,949
Las Vegas Sands Corp. (a)

    63,000   2,448,810
Lennar Corp. Class A

    49,906   4,050,870
LKQ Corp.

    49,100   2,229,631
Lowe's Cos., Inc.

    125,550   25,384,955
Marriott International, Inc. Class A (a)

    51,455   9,043,216
McDonald's Corp.

    139,710   34,547,489
MGM Resorts International

    71,300   2,990,322
Mohawk Industries, Inc. (a)

    10,431   1,295,530
Newell Brands, Inc.

    69,541   1,488,873
NIKE, Inc. Class B

    237,706   31,985,719
Norwegian Cruise Line Holdings, Ltd. (a)(b)

    84,300   1,844,484
NVR, Inc. (a)

    600   2,680,362
O'Reilly Automotive, Inc. (a)

    12,680   8,685,293
Penn National Gaming, Inc. (a)

    30,500   1,293,810
Pool Corp.

    7,400   3,129,090
PulteGroup, Inc.

    46,362   1,942,568
PVH Corp.

    13,049   999,684
Ralph Lauren Corp.

    8,979   1,018,578
Ross Stores, Inc.

    65,556   5,930,196
Royal Caribbean Cruises, Ltd. (a)

    41,100   3,443,358
Starbucks Corp.

    217,030   19,743,219
Tapestry, Inc.

    50,528   1,877,115
Target Corp.

    89,672   19,030,192
Tesla, Inc. (a)

    156,200   168,321,120
TJX Cos., Inc.

    220,874   13,380,547
See accompanying notes to schedule of investments.
1

Table of Contents
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments  (continued)
March 31, 2022 (Unaudited)

Security Description     Shares   Value
Tractor Supply Co.

    20,826   $4,860,164
Ulta Beauty, Inc. (a)

    10,000   3,982,200
Under Armour, Inc. Class A (a)

    33,524   570,578
Under Armour, Inc. Class C (a)

    37,975   590,891
VF Corp.

    59,744   3,397,044
Whirlpool Corp.

    11,102   1,918,204
Wynn Resorts, Ltd. (a)

    19,341   1,542,251
Yum! Brands, Inc.

    54,002   6,400,857
          858,277,977
CONSUMER STAPLES — 5.9%      
Altria Group, Inc.

    341,429   17,839,665
Archer-Daniels-Midland Co.

    105,232   9,498,240
Brown-Forman Corp. Class B

    33,552   2,248,655
Campbell Soup Co.

    37,182   1,657,202
Church & Dwight Co., Inc.

    44,800   4,452,224
Clorox Co.

    22,464   3,123,170
Coca-Cola Co.

    726,200   45,024,400
Colgate-Palmolive Co.

    158,823   12,043,548
Conagra Brands, Inc.

    87,624   2,941,538
Constellation Brands, Inc. Class A

    30,250   6,967,180
Costco Wholesale Corp.

    82,855   47,712,052
Estee Lauder Cos., Inc. Class A

    43,641   11,884,317
General Mills, Inc.

    111,442   7,546,852
Hershey Co.

    26,867   5,820,198
Hormel Foods Corp.

    51,702   2,664,721
J.M. Smucker Co.

    19,805   2,681,795
Kellogg Co.

    46,828   3,019,938
Kimberly-Clark Corp.

    63,427   7,811,669
Kraft Heinz Co.

    130,418   5,137,165
Kroger Co.

    124,742   7,156,449
Lamb Weston Holdings, Inc.

    26,800   1,605,588
McCormick & Co., Inc.

    45,784   4,569,243
Molson Coors Beverage Co. Class B

    34,653   1,849,777
Mondelez International, Inc. Class A

    260,715   16,367,688
Monster Beverage Corp. (a)

    69,335   5,539,866
PepsiCo, Inc.

    258,416   43,253,670
Philip Morris International, Inc.

    290,012   27,243,727
Procter & Gamble Co.

    447,126   68,320,853
Sysco Corp.

    94,274   7,697,472
Tyson Foods, Inc. Class A

    54,444   4,879,816
Walmart, Inc.

    264,303   39,360,003
Walgreens Boots Alliance, Inc.

    132,405   5,927,772
          433,846,453
ENERGY — 3.8%      
APA Corp.

    66,555   2,750,718
Baker Hughes Co.

    171,479   6,243,550
ChampionX Corp. (a)

    1   24
Security Description     Shares   Value
Chevron Corp.

    359,617   $58,556,436
ConocoPhillips

    242,635   24,263,500
Coterra Energy, Inc.

    148,678   4,009,846
Devon Energy Corp.

    115,873   6,851,571
Diamondback Energy, Inc.

    31,300   4,290,604
EOG Resources, Inc.

    110,071   13,123,765
Exxon Mobil Corp.

    789,675   65,219,258
Halliburton Co.

    165,267   6,258,661
Hess Corp.

    50,657   5,422,325
Kinder Morgan, Inc.

    359,250   6,793,418
Marathon Oil Corp.

    142,588   3,580,385
Marathon Petroleum Corp.

    113,141   9,673,556
Occidental Petroleum Corp.

    166,773   9,462,700
ONEOK, Inc.

    81,896   5,784,315
Phillips 66

    88,173   7,617,265
Pioneer Natural Resources Co.

    42,876   10,720,286
Schlumberger NV

    264,650   10,932,692
Valero Energy Corp.

    75,323   7,648,297
Williams Cos., Inc.

    223,558   7,469,073
          276,672,245
FINANCIALS — 10.9%      
Aflac, Inc.

    112,106   7,218,505
Allstate Corp.

    52,839   7,318,730
American Express Co.

    115,412   21,582,044
American International Group, Inc.

    156,801   9,842,399
Ameriprise Financial, Inc.

    20,544   6,170,596
Aon PLC Class A

    40,498   13,187,364
Arthur J Gallagher & Co.

    39,300   6,861,780
Assurant, Inc.

    10,485   1,906,488
Bank of America Corp.

    1,326,405   54,674,414
Bank of New York Mellon Corp.

    139,794   6,937,976
Berkshire Hathaway, Inc. Class B (a)

    341,284   120,442,536
BlackRock, Inc.

    26,716   20,415,566
Brown & Brown, Inc.

    42,900   3,100,383
Capital One Financial Corp.

    78,195   10,266,222
Cboe Global Markets, Inc.

    19,500   2,231,190
Charles Schwab Corp.

    280,304   23,632,430
Chubb, Ltd.

    80,553   17,230,287
Cincinnati Financial Corp.

    27,409   3,726,528
Citigroup, Inc.

    370,327   19,775,462
Citizens Financial Group, Inc.

    77,900   3,531,207
CME Group, Inc.

    67,163   15,975,391
Comerica, Inc.

    24,127   2,181,805
Discover Financial Services

    54,028   5,953,345
Everest Re Group, Ltd.

    7,200   2,169,936
FactSet Research Systems, Inc.

    6,900   2,995,635
Fifth Third Bancorp

    126,162   5,430,012
First Republic Bank

    32,900   5,333,090
Franklin Resources, Inc.

    51,589   1,440,365
Globe Life, Inc.

    17,212   1,731,527
Goldman Sachs Group, Inc.

    63,346   20,910,515
 
See accompanying notes to schedule of investments.
2

Table of Contents
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments  (continued)
March 31, 2022 (Unaudited)

Security Description     Shares   Value
Hartford Financial Services Group, Inc.

    62,567   $4,492,936
Huntington Bancshares, Inc.

    265,691   3,884,402
Intercontinental Exchange, Inc.

    105,685   13,963,102
Invesco, Ltd.

    62,711   1,446,116
JPMorgan Chase & Co.

    551,043   75,118,182
KeyCorp.

    170,496   3,815,700
Lincoln National Corp.

    31,082   2,031,520
Loews Corp.

    36,819   2,386,608
M&T Bank Corp.

    23,663   4,010,878
MarketAxess Holdings, Inc.

    7,000   2,381,400
Marsh & McLennan Cos., Inc.

    94,419   16,090,886
MetLife, Inc.

    131,370   9,232,684
Moody's Corp.

    30,332   10,234,320
Morgan Stanley

    264,027   23,075,960
MSCI, Inc.

    15,200   7,643,776
Nasdaq, Inc.

    21,475   3,826,845
Northern Trust Corp.

    37,996   4,424,634
People's United Financial, Inc.

    78,666   1,572,533
PNC Financial Services Group, Inc.

    78,675   14,511,604
Principal Financial Group, Inc.

    45,165   3,315,563
Progressive Corp.

    110,049   12,544,486
Prudential Financial, Inc.

    71,102   8,402,123
Raymond James Financial, Inc.

    35,500   3,901,805
Regions Financial Corp.

    175,146   3,898,750
S&P Global, Inc.

    65,988   27,066,958
Signature Bank

    12,100   3,551,229
State Street Corp. (c)

    67,478   5,878,683
SVB Financial Group (a)

    10,800   6,042,060
Synchrony Financial

    99,976   3,480,165
T Rowe Price Group, Inc.

    43,455   6,569,961
Travelers Cos., Inc.

    45,206   8,260,492
Truist Financial Corp.

    250,915   14,226,880
US Bancorp

    252,822   13,437,489
Wells Fargo & Co.

    723,103   35,041,571
Willis Towers Watson PLC

    23,045   5,443,690
WR Berkley Corp.

    38,400   2,557,056
Zions Bancorp NA

    28,695   1,881,244
          793,818,019
HEALTH CARE — 13.4%      
Abbott Laboratories

    330,449   39,111,944
AbbVie, Inc.

    329,980   53,493,058
ABIOMED, Inc. (a)

    8,400   2,782,416
Agilent Technologies, Inc.

    55,693   7,369,855
Align Technology, Inc. (a)

    13,500   5,886,000
AmerisourceBergen Corp.

    27,534   4,259,785
Amgen, Inc.

    105,054   25,404,158
Anthem, Inc.

    45,319   22,261,599
Baxter International, Inc.

    92,079   7,139,806
Becton Dickinson & Co.

    52,756   14,033,096
Biogen, Inc. (a)

    27,084   5,703,890
Security Description     Shares   Value
Bio-Rad Laboratories, Inc. Class A (a)

    4,000   $2,252,920
Bio-Techne Corp.

    7,200   3,117,888
Boston Scientific Corp. (a)

    268,457   11,889,961
Bristol-Myers Squibb Co.

    408,275   29,816,323
Cardinal Health, Inc.

    51,633   2,927,591
Catalent, Inc. (a)

    34,400   3,814,960
Centene Corp. (a)

    109,704   9,235,980
Cerner Corp.

    54,337   5,083,770
Charles River Laboratories International, Inc. (a)

    9,300   2,640,921
Cigna Corp.

    60,941   14,602,073
Cooper Cos., Inc.

    9,100   3,800,069
CVS Health Corp.

    245,594   24,856,569
Danaher Corp.

    118,894   34,875,177
DaVita, Inc. (a)

    12,028   1,360,487
DENTSPLY SIRONA, Inc.

    40,134   1,975,395
DexCom, Inc. (a)

    18,200   9,311,120
Edwards Lifesciences Corp. (a)

    117,430   13,823,860
Eli Lilly & Co.

    148,372   42,489,290
Gilead Sciences, Inc.

    235,952   14,027,346
HCA Healthcare, Inc.

    45,100   11,302,962
Henry Schein, Inc. (a)

    25,500   2,223,345
Hologic, Inc. (a)

    46,300   3,556,766
Humana, Inc.

    24,290   10,570,279
IDEXX Laboratories, Inc. (a)

    15,900   8,698,254
Illumina, Inc. (a)

    29,500   10,307,300
Incyte Corp. (a)

    34,400   2,732,048
Intuitive Surgical, Inc. (a)

    66,832   20,161,878
IQVIA Holdings, Inc. (a)

    35,900   8,300,439
Johnson & Johnson

    490,808   86,985,902
Laboratory Corp. of America Holdings (a)

    17,575   4,633,824
McKesson Corp.

    28,052   8,587,559
Medtronic PLC

    250,593   27,803,293
Merck & Co., Inc.

    471,972   38,725,303
Mettler-Toledo International, Inc. (a)

    4,300   5,904,717
Moderna, Inc. (a)

    66,500   11,455,290
Molina Healthcare, Inc. (a)

    10,700   3,569,413
Organon & Co.

    46,067   1,609,120
PerkinElmer, Inc.

    23,186   4,045,030
Pfizer, Inc.

    1,047,433   54,225,606
Quest Diagnostics, Inc.

    22,442   3,071,412
Regeneron Pharmaceuticals, Inc. (a)

    19,942   13,927,892
ResMed, Inc.

    27,600   6,693,276
STERIS PLC

    18,300   4,424,391
Stryker Corp.

    62,794   16,787,976
Teleflex, Inc.

    8,600   3,051,538
Thermo Fisher Scientific, Inc.

    73,612   43,478,928
UnitedHealth Group, Inc.

    175,574   89,537,473
Universal Health Services, Inc. Class B

    13,400   1,942,330
Vertex Pharmaceuticals, Inc. (a)

    47,952   12,514,033
 
See accompanying notes to schedule of investments.
3

Table of Contents
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments  (continued)
March 31, 2022 (Unaudited)

Security Description     Shares   Value
Viatris, Inc.

    221,414   $2,408,984
Waters Corp. (a)

    11,150   3,460,848
West Pharmaceutical Services, Inc.

    13,600   5,585,656
Zimmer Biomet Holdings, Inc.

    38,425   4,914,557
Zoetis, Inc.

    88,420   16,675,128
          973,220,057
INDUSTRIALS — 7.7%      
3M Co.

    105,829   15,755,822
A.O. Smith Corp.

    24,500   1,565,305
Alaska Air Group, Inc. (a)

    23,100   1,340,031
Allegion PLC

    16,496   1,810,931
American Airlines Group, Inc. (a)(b)

    118,900   2,169,925
AMETEK, Inc.

    42,499   5,660,017
Boeing Co. (a)

    102,164   19,564,406
C.H. Robinson Worldwide, Inc.

    23,679   2,550,465
Carrier Global Corp.

    159,479   7,315,302
Caterpillar, Inc.

    100,924   22,487,886
Cintas Corp.

    16,566   7,047,011
Copart, Inc. (a)

    39,200   4,918,424
CSX Corp.

    415,065   15,544,184
Cummins, Inc.

    26,314   5,397,265
Deere & Co.

    52,583   21,846,133
Delta Air Lines, Inc. (a)

    117,734   4,658,734
Dover Corp.

    26,350   4,134,315
Eaton Corp. PLC

    75,125   11,400,970
Emerson Electric Co.

    109,979   10,783,441
Equifax, Inc.

    22,388   5,308,195
Expeditors International of Washington, Inc.

    30,976   3,195,484
Fastenal Co.

    106,116   6,303,290
FedEx Corp.

    45,750   10,586,092
Fortive Corp.

    65,549   3,993,901
Fortune Brands Home & Security, Inc.

    24,900   1,849,572
Generac Holdings, Inc. (a)

    11,600   3,448,216
General Dynamics Corp.

    42,572   10,267,515
General Electric Co.

    205,323   18,787,054
Honeywell International, Inc.

    128,378   24,979,791
Howmet Aerospace, Inc.

    70,386   2,529,673
Huntington Ingalls Industries, Inc.

    7,400   1,475,856
IDEX Corp.

    13,900   2,665,047
Illinois Tool Works, Inc.

    53,800   11,265,720
Ingersoll Rand, Inc.

    74,587   3,755,455
Jacobs Engineering Group, Inc.

    23,843   3,285,804
JB Hunt Transport Services, Inc.

    15,400   3,092,166
Johnson Controls International PLC

    130,208   8,537,739
L3Harris Technologies, Inc.

    36,921   9,173,761
Leidos Holdings, Inc.

    25,600   2,765,312
Lockheed Martin Corp.

    45,171   19,938,479
Security Description     Shares   Value
Masco Corp.

    44,684   $2,278,884
Nielsen Holdings PLC

    66,225   1,803,969
Nordson Corp.

    9,900   2,248,092
Norfolk Southern Corp.

    44,687   12,745,626
Northrop Grumman Corp.

    27,425   12,265,008
Old Dominion Freight Line, Inc.

    17,150   5,122,362
Otis Worldwide Corp.

    78,289   6,024,339
PACCAR, Inc.

    64,039   5,639,915
Parker-Hannifin Corp.

    23,789   6,750,367
Pentair PLC

    30,404   1,648,201
Quanta Services, Inc.

    26,107   3,435,942
Raytheon Technologies Corp.

    278,001   27,541,559
Republic Services, Inc.

    38,489   5,099,792
Robert Half International, Inc.

    20,466   2,336,808
Rockwell Automation, Inc.

    21,426   5,999,923
Rollins, Inc.

    41,625   1,458,956
Roper Technologies, Inc.

    19,965   9,428,072
Snap-on, Inc.

    9,840   2,021,923
Southwest Airlines Co. (a)

    108,759   4,981,162
Stanley Black & Decker, Inc.

    29,957   4,187,689
Textron, Inc.

    40,333   2,999,969
Trane Technologies PLC

    43,784   6,685,817
TransDigm Group, Inc. (a)

    10,000   6,515,400
Union Pacific Corp.

    119,098   32,538,765
United Airlines Holdings, Inc. (a)

    59,300   2,749,148
United Parcel Service, Inc. Class B

    135,591   29,078,846
United Rentals, Inc. (a)

    13,300   4,724,293
Verisk Analytics, Inc.

    29,800   6,395,974
W.W. Grainger, Inc.

    7,957   4,104,141
Waste Management, Inc.

    72,535   11,496,797
Westinghouse Air Brake Technologies Corp.

    34,166   3,285,744
Xylem, Inc.

    33,058   2,818,525
          559,566,697
INFORMATION TECHNOLOGY — 27.5%      
Accenture PLC Class A

    118,118   39,832,933
Adobe, Inc. (a)

    88,144   40,160,169
Advanced Micro Devices, Inc. (a)

    305,494   33,402,714
Akamai Technologies, Inc. (a)

    29,690   3,544,689
Amphenol Corp. Class A

    112,640   8,487,424
Analog Devices, Inc.

    98,761   16,313,342
ANSYS, Inc. (a)

    16,000   5,082,400
Apple, Inc.

    2,891,996   504,971,422
Applied Materials, Inc.

    166,054   21,885,917
Arista Networks, Inc. (a)

    41,200   5,725,976
Autodesk, Inc. (a)

    41,306   8,853,941
Automatic Data Processing, Inc.

    78,852   17,941,984
Broadcom, Inc.

    77,091   48,542,661
Broadridge Financial Solutions, Inc.

    21,300   3,316,623
 
See accompanying notes to schedule of investments.
4

Table of Contents
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments  (continued)
March 31, 2022 (Unaudited)

Security Description     Shares   Value
Cadence Design Systems, Inc. (a)

    52,100   $8,568,366
CDW Corp.

    25,000   4,472,250
Ceridian HCM Holding, Inc. (a)

    25,000   1,709,000
Cisco Systems, Inc.

    787,990   43,938,322
Citrix Systems, Inc.

    22,789   2,299,410
Cognizant Technology Solutions Corp. Class A

    98,741   8,854,106
Corning, Inc.

    141,726   5,231,107
DXC Technology Co. (a)

    46,338   1,512,009
Enphase Energy, Inc. (a)

    24,700   4,983,966
EPAM Systems, Inc. (a)

    10,400   3,084,744
F5, Inc. (a)

    11,041   2,307,017
Fidelity National Information Services, Inc.

    114,791   11,527,312
Fiserv, Inc. (a)

    112,024   11,359,234
FleetCor Technologies, Inc. (a)

    14,900   3,710,994
Fortinet, Inc. (a)

    25,500   8,714,370
Gartner, Inc. (a)

    15,100   4,491,646
Global Payments, Inc.

    53,368   7,302,877
Hewlett Packard Enterprise Co.

    240,653   4,021,312
HP, Inc.

    212,053   7,697,524
Intel Corp.

    760,836   37,707,032
International Business Machines Corp.

    167,295   21,751,696
Intuit, Inc.

    52,737   25,358,059
IPG Photonics Corp. (a)

    6,400   702,464
Jack Henry & Associates, Inc.

    13,600   2,679,880
Juniper Networks, Inc.

    59,749   2,220,273
Keysight Technologies, Inc. (a)

    33,800   5,339,386
KLA Corp.

    28,332   10,371,212
Lam Research Corp.

    25,877   13,911,734
Mastercard, Inc. Class A

    161,151   57,592,144
Microchip Technology, Inc.

    104,566   7,857,089
Micron Technology, Inc.

    209,434   16,312,814
Microsoft Corp.

    1,398,458   431,158,586
Monolithic Power Systems, Inc.

    8,000   3,885,440
Motorola Solutions, Inc.

    31,072   7,525,638
NetApp, Inc.

    40,914   3,395,862
NortonLifeLock, Inc.

    106,360   2,820,667
NVIDIA Corp.

    466,576   127,309,927
NXP Semiconductors NV

    50,300   9,309,524
Oracle Corp.

    296,735   24,548,887
Paychex, Inc.

    59,107   8,066,332
Paycom Software, Inc. (a)

    8,800   3,048,144
PayPal Holdings, Inc. (a)

    217,845   25,193,774
PTC, Inc. (a)

    19,200   2,068,224
Qorvo, Inc. (a)

    20,200   2,506,820
QUALCOMM, Inc.

    210,626   32,187,865
salesforce.com, Inc. (a)

    183,995   39,065,818
Seagate Technology Holdings PLC

    37,424   3,364,418
Security Description     Shares   Value
ServiceNow, Inc. (a)

    37,300   $20,771,997
Skyworks Solutions, Inc.

    30,200   4,025,056
SolarEdge Technologies, Inc. (a)

    9,600   3,094,752
Synopsys, Inc. (a)

    28,900   9,631,503
TE Connectivity, Ltd.

    61,251   8,022,656
Teledyne Technologies, Inc. (a)

    8,590   4,059,892
Teradyne, Inc.

    29,800   3,523,254
Texas Instruments, Inc.

    172,593   31,667,364
Trimble, Inc. (a)

    46,000   3,318,440
Tyler Technologies, Inc. (a)

    7,500   3,336,675
VeriSign, Inc. (a)

    17,701   3,937,765
Visa, Inc. Class A

    309,360   68,606,767
Western Digital Corp. (a)

    57,053   2,832,682
Zebra Technologies Corp. Class A (a)

    9,800   4,054,260
          2,001,990,533
MATERIALS — 2.6%      
Air Products & Chemicals, Inc.

    41,802   10,446,738
Albemarle Corp.

    21,400   4,732,610
Alcoa Corp.

    1   90
Amcor PLC

    280,226   3,174,961
Avery Dennison Corp.

    15,170   2,639,125
Ball Corp.

    59,832   5,384,880
Celanese Corp.

    19,900   2,843,113
CF Industries Holdings, Inc.

    39,320   4,052,319
Corteva, Inc.

    134,182   7,712,781
Dow, Inc.

    135,948   8,662,607
DuPont de Nemours, Inc.

    95,373   7,017,545
Eastman Chemical Co.

    24,636   2,760,710
Ecolab, Inc.

    46,900   8,280,664
FMC Corp.

    23,178   3,049,529
Freeport-McMoRan, Inc.

    276,140   13,735,204
International Flavors & Fragrances, Inc.

    46,876   6,156,225
International Paper Co.

    70,903   3,272,173
Linde PLC (a)

    95,863   30,621,518
LyondellBasell Industries NV Class A

    48,258   4,961,888
Martin Marietta Materials, Inc.

    11,445   4,405,066
Mosaic Co.

    68,184   4,534,236
Newmont Corp.

    150,233   11,936,012
Nucor Corp.

    52,648   7,826,125
Packaging Corp. of America

    17,400   2,716,314
PPG Industries, Inc.

    43,654   5,721,730
Sealed Air Corp.

    27,223   1,822,852
Sherwin-Williams Co.

    45,427   11,339,488
Vulcan Materials Co.

    24,371   4,476,953
Westrock Co.

    49,036   2,306,163
          186,589,619
REAL ESTATE — 2.7%      
Alexandria Real Estate Equities, Inc. REIT

    27,700   5,574,625
 
See accompanying notes to schedule of investments.
5

Table of Contents
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments  (continued)
March 31, 2022 (Unaudited)

Security Description     Shares   Value
American Tower Corp. REIT

    85,018   $21,358,222
AvalonBay Communities, Inc. REIT

    25,769   6,400,246
Boston Properties, Inc. REIT

    25,946   3,341,845
CBRE Group, Inc. Class A (a)

    61,667   5,643,764
Crown Castle International Corp. REIT

    81,258   15,000,227
Digital Realty Trust, Inc. REIT

    53,400   7,572,120
Duke Realty Corp. REIT

    69,600   4,040,976
Equinix, Inc. REIT

    16,943   12,565,268
Equity Residential REIT

    62,719   5,639,692
Essex Property Trust, Inc. REIT

    11,945   4,126,758
Extra Space Storage, Inc. REIT

    24,600   5,057,760
Federal Realty Investment Trust REIT

    12,900   1,574,703
Healthpeak Properties, Inc. REIT

    98,723   3,389,160
Host Hotels & Resorts, Inc. REIT

    130,762   2,540,706
Iron Mountain, Inc. REIT

    52,981   2,935,677
Kimco Realty Corp. REIT

    113,253   2,797,349
Mid-America Apartment Communities, Inc. REIT

    21,200   4,440,340
Prologis, Inc. REIT

    137,850   22,260,018
Public Storage REIT

    28,735   11,214,696
Realty Income Corp. REIT

    104,100   7,214,130
Regency Centers Corp. REIT

    28,300   2,018,922
SBA Communications Corp. REIT

    20,000   6,882,000
Simon Property Group, Inc. REIT

    61,780   8,127,777
UDR, Inc. REIT

    58,200   3,338,934
Ventas, Inc. REIT

    73,297   4,526,823
Vornado Realty Trust REIT

    29,168   1,321,894
Welltower, Inc. REIT

    81,919   7,875,693
Weyerhaeuser Co. REIT

    137,587   5,214,547
          193,994,872
UTILITIES — 2.7%      
AES Corp.

    122,036   3,139,986
Alliant Energy Corp.

    45,800   2,861,584
Ameren Corp.

    47,104   4,416,471
American Electric Power Co., Inc.

    94,709   9,449,117
American Water Works Co., Inc.

    33,300   5,512,149
Atmos Energy Corp. (b)

    25,900   3,094,791
CenterPoint Energy, Inc.

    114,976   3,522,865
CMS Energy Corp.

    52,955   3,703,673
Consolidated Edison, Inc.

    65,252   6,178,059
Constellation Energy Corp.

    59,594   3,352,163
Dominion Energy, Inc.

    152,466   12,955,036
DTE Energy Co.

    35,545   4,699,404
Duke Energy Corp.

    143,892   16,066,981
Edison International

    69,814   4,893,961
Security Description     Shares   Value
Entergy Corp.

    36,898   $4,307,842
Evergy, Inc.

    41,999   2,870,212
Eversource Energy

    63,517   5,601,564
Exelon Corp.

    179,884   8,567,875
FirstEnergy Corp.

    108,693   4,984,661
NextEra Energy, Inc.

    364,856   30,906,952
NiSource, Inc.

    72,104   2,292,907
NRG Energy, Inc.

    45,002   1,726,277
Pinnacle West Capital Corp.

    20,704   1,616,982
PPL Corp.

    137,219   3,918,975
Public Service Enterprise Group, Inc.