Quarterly Report
September 30, 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
The information contained in this report is intended for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-800-997-7327 or visiting www.ssga.com. Please read the prospectus carefully before you invest.
TABLE OF CONTENTS (Unaudited)
Schedules of Investments (Unaudited)  
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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
September 30, 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 — 98.7%          
COMMUNICATION SERVICES — 8.0%      
Activision Blizzard, Inc.
    145,700   $10,831,338
Alphabet, Inc. Class A (a)
    1,235,740   118,198,531
Alphabet, Inc. Class C (a)
    1,105,340   106,278,441
AT&T, Inc.
    1,462,140   22,429,227
Charter Communications, Inc. Class A (a)
    23,300   7,068,055
Comcast Corp. Class A
    912,966   26,777,293
DISH Network Corp. Class A (a)
    45,918   635,046
Electronic Arts, Inc.
    57,079   6,604,611
Fox Corp. Class A
    58,866   1,806,009
Fox Corp. Class B
    29,300   835,050
Interpublic Group of Cos., Inc.
    83,366   2,134,170
Live Nation Entertainment, Inc. (a)
    27,600   2,098,704
Lumen Technologies, Inc. (b)
    199,078   1,449,288
Match Group, Inc. (a)
    57,400   2,740,850
Meta Platforms, Inc. Class A (a)
    468,793   63,605,834
Netflix, Inc. (a)
    91,104   21,449,526
News Corp. Class A
    71,188   1,075,651
News Corp. Class B (b)
    21,600   333,072
Omnicom Group, Inc.
    44,891   2,832,173
Paramount Global Class B (b)
    103,281   1,966,470
Take-Two Interactive Software, Inc. (a)
    31,100   3,389,900
T-Mobile US, Inc. (a)
    123,175   16,526,390
Twitter, Inc. (a)
    137,600   6,032,384
Verizon Communications, Inc.
    870,215   33,042,063
Walt Disney Co. (a)
    377,564   35,615,612
Warner Bros Discovery, Inc. (a)
    449,378   5,167,847
          500,923,535
CONSUMER DISCRETIONARY — 11.5%      
Advance Auto Parts, Inc.
    11,500   1,797,910
Amazon.com, Inc. (a)
    1,825,100   206,236,300
Aptiv PLC (a)
    54,219   4,240,468
AutoZone, Inc. (a)
    3,976   8,516,314
Bath & Body Works, Inc.
    48,421   1,578,525
Best Buy Co., Inc.
    40,506   2,565,650
Booking Holdings, Inc. (a)
    8,324   13,678,080
BorgWarner, Inc.
    44,077   1,384,018
Caesars Entertainment, Inc. (a)
    45,700   1,474,282
Security Description     Shares   Value
CarMax, Inc. (a)
    32,603   $2,152,450
Carnival Corp. (a)(b)
    218,001   1,532,547
Chipotle Mexican Grill, Inc. (a)
    5,686   8,544,693
D.R. Horton, Inc.
    64,197   4,323,668
Darden Restaurants, Inc.
    26,971   3,406,977
Dollar General Corp.
    47,313   11,348,496
Dollar Tree, Inc. (a)
    45,626   6,209,699
Domino's Pizza, Inc.
    7,500   2,326,500
eBay, Inc.
    118,145   4,348,917
Etsy, Inc. (a)
    26,900   2,693,497
Expedia Group, Inc. (a)
    31,634   2,963,789
Ford Motor Co.
    808,038   9,050,026
Garmin, Ltd.
    31,740   2,549,039
General Motors Co.
    294,123   9,438,407
Genuine Parts Co.
    29,289   4,373,433
Hasbro, Inc.
    27,597   1,860,590
Hilton Worldwide Holdings, Inc.
    58,100   7,008,022
Home Depot, Inc.
    212,302   58,582,614
Las Vegas Sands Corp. (a)
    72,300   2,712,696
Lennar Corp. Class A
    55,106   4,108,152
LKQ Corp.
    54,600   2,574,390
Lowe's Cos., Inc.
    130,750   24,556,158
Marriott International, Inc. Class A
    55,655   7,799,492
McDonald's Corp.
    150,910   34,820,973
MGM Resorts International
    71,300   2,119,036
Mohawk Industries, Inc. (a)
    10,431   951,203
Newell Brands, Inc.
    69,541   965,924
NIKE, Inc. Class B
    257,306   21,387,275
Norwegian Cruise Line Holdings, Ltd. (a)
    84,300   957,648
NVR, Inc. (a)
    600   2,392,248
O'Reilly Automotive, Inc. (a)
    13,080   9,199,818
Pool Corp.
    8,100   2,577,501
PulteGroup, Inc. (a)
    46,362   1,738,575
Ralph Lauren Corp. (b)
    8,979   762,586
Ross Stores, Inc.
    70,056   5,903,619
Royal Caribbean Cruises, Ltd. (a)
    42,300   1,603,170
Starbucks Corp.
    235,430   19,837,332
Tapestry, Inc.
    50,528   1,436,511
Target Corp.
    95,072   14,107,734
Tesla, Inc. (a)
    548,700   145,542,675
TJX Cos., Inc.
    237,074   14,727,037
Tractor Supply Co.
    21,926   4,075,605
Ulta Beauty, Inc. (a)
    10,600   4,252,614
VF Corp.
    65,244   1,951,448
See accompanying notes to Schedule of Investments.
1
Table of Contents
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments  (continued)
September 30, 2022 (Unaudited)
Security Description     Shares   Value
Whirlpool Corp.
    11,102   $1,496,661
Wynn Resorts, Ltd. (a)(b)
    19,341   1,219,063
Yum! Brands, Inc.
    56,802   6,040,325
          726,002,380
CONSUMER STAPLES — 6.8%      
Altria Group, Inc.
    365,229   14,747,947
Archer-Daniels-Midland Co.
    113,732   9,149,739
Brown-Forman Corp. Class B
    38,452   2,559,750
Campbell Soup Co.
    42,782   2,015,888
Church & Dwight Co., Inc.
    47,800   3,414,832
Clorox Co.
    25,464   3,269,323
Coca-Cola Co.
    798,000   44,703,960
Colgate-Palmolive Co.
    169,123   11,880,891
Conagra Brands, Inc.
    99,624   3,250,731
Constellation Brands, Inc. Class A
    32,950   7,567,956
Costco Wholesale Corp.
    90,855   42,908,091
Estee Lauder Cos., Inc. Class A
    47,841   10,328,872
General Mills, Inc.
    124,842   9,564,146
Hershey Co.
    29,667   6,540,683
Hormel Foods Corp.
    59,602   2,708,315
JM Smucker Co.
    21,505   2,955,002
Kellogg Co.
    52,128   3,631,236
Keurig Dr. Pepper, Inc.
    173,800   6,225,516
Kimberly-Clark Corp.
    68,027   7,655,759
Kraft Heinz Co.
    163,018   5,436,650
Kroger Co.
    137,342   6,008,713
Lamb Weston Holdings, Inc.
    30,700   2,375,566
McCormick & Co., Inc.
    53,184   3,790,424
Molson Coors Beverage Co. Class B
    39,653   1,902,947
Mondelez International, Inc. Class A
    285,615   15,660,270
Monster Beverage Corp. (a)
    76,235   6,629,396
PepsiCo, Inc.
    282,916   46,188,866
Philip Morris International, Inc.
    317,812   26,381,574
Procter & Gamble Co.
    490,626   61,941,532
Sysco Corp.
    105,874   7,486,351
Tyson Foods, Inc. Class A
    57,444   3,787,283
Walgreens Boots Alliance, Inc.
    145,905   4,581,417
Walmart, Inc.
    291,603   37,820,909
          425,070,535
ENERGY — 4.5%      
APA Corp.
    65,155   2,227,649
Baker Hughes Co.
    207,479   4,348,760
Chevron Corp.
    372,217   53,476,416
ConocoPhillips
    263,835   27,000,874
Coterra Energy, Inc.
    171,178   4,471,169
Devon Energy Corp.
    133,973   8,055,796
Diamondback Energy, Inc.
    36,400   4,384,744
EOG Resources, Inc.
    118,271   13,214,419
EQT Corp.
    76,000   3,097,000
Security Description     Shares   Value
Exxon Mobil Corp.
    860,175   $75,101,879
Halliburton Co.
    183,567   4,519,420
Hess Corp.
    56,357   6,142,349
Kinder Morgan, Inc.
    395,850   6,586,944
Marathon Oil Corp.
    146,988   3,318,989
Marathon Petroleum Corp.
    102,041   10,135,733
Occidental Petroleum Corp.
    152,473   9,369,466
ONEOK, Inc.
    91,196   4,672,883
Phillips 66
    100,473   8,110,181
Pioneer Natural Resources Co.
    48,876   10,583,120
Schlumberger NV
    293,450   10,534,855
Valero Energy Corp.
    82,623   8,828,268
Williams Cos., Inc.
    248,758   7,121,942
          285,302,856
FINANCIALS — 10.9%      
Aflac, Inc.
    117,906   6,626,317
Allstate Corp.
    55,239   6,878,913
American Express Co.
    125,312   16,905,842
American International Group, Inc.
    160,201   7,606,343
Ameriprise Financial, Inc.
    21,944   5,528,791
Aon PLC Class A
    42,898   11,491,087
Arthur J Gallagher & Co.
    42,900   7,345,338
Assurant, Inc.
    10,485   1,523,156
Bank of America Corp.
    1,440,905   43,515,331
Bank of New York Mellon Corp.
    155,794   6,001,185
Berkshire Hathaway, Inc. Class B (a)
    372,184   99,380,572
BlackRock, Inc.
    30,816   16,957,428
Brown & Brown, Inc.
    47,700   2,884,896
Capital One Financial Corp.
    79,495   7,327,054
Cboe Global Markets, Inc.
    22,300   2,617,351
Charles Schwab Corp.
    317,604   22,826,199
Chubb, Ltd.
    85,453   15,542,192
Cincinnati Financial Corp.
    30,909   2,768,519
Citigroup, Inc.
    400,027   16,669,125
Citizens Financial Group, Inc.
    95,900   3,295,124
CME Group, Inc.
    75,363   13,349,048
Comerica, Inc.
    28,827   2,049,600
Discover Financial Services
    56,928   5,175,894
Everest Re Group, Ltd.
    8,300   2,178,252
FactSet Research Systems, Inc.
    7,500   3,000,825
Fifth Third Bancorp
    139,862   4,469,990
First Republic Bank
    36,600   4,778,130
Franklin Resources, Inc.
    51,589   1,110,195
Globe Life, Inc.
    17,212   1,716,036
Goldman Sachs Group, Inc.
    70,246   20,585,590
Hartford Financial Services Group, Inc.
    66,667   4,129,354
Huntington Bancshares, Inc.
    287,891   3,794,403
Intercontinental Exchange, Inc.
    112,485   10,163,020
Invesco, Ltd.
    93,111   1,275,621
 
See accompanying notes to Schedule of Investments.
2
Table of Contents
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments  (continued)
September 30, 2022 (Unaudited)
Security Description     Shares   Value
JPMorgan Chase & Co.
    605,543   $63,279,243
KeyCorp.
    192,996   3,091,796
Lincoln National Corp.
    31,082   1,364,811
Loews Corp.
    36,819   1,835,059
M&T Bank Corp.
    36,545   6,443,614
MarketAxess Holdings, Inc.
    7,000   1,557,430
Marsh & McLennan Cos., Inc.
    101,219   15,110,985
MetLife, Inc.
    140,070   8,513,455
Moody's Corp.
    32,432   7,884,544
Morgan Stanley
    274,027   21,650,873
MSCI, Inc.
    16,900   7,128,251
Nasdaq, Inc.
    71,025   4,025,697
Northern Trust Corp.
    44,596   3,815,634
PNC Financial Services Group, Inc.
    83,475   12,472,834
Principal Financial Group, Inc.
    50,465   3,641,050
Progressive Corp.
    122,449   14,229,798
Prudential Financial, Inc.
    78,602   6,742,480
Raymond James Financial, Inc.
    39,000   3,853,980
Regions Financial Corp.
    188,346   3,780,104
S&P Global, Inc.
    69,688   21,279,231
Signature Bank
    12,100   1,827,100
State Street Corp.
    74,878   4,553,331
SVB Financial Group (a)
    12,500   4,197,250
Synchrony Financial
    99,976   2,818,323
T Rowe Price Group, Inc.
    46,355   4,867,739
Travelers Cos., Inc.
    49,506   7,584,319
Truist Financial Corp.
    274,815   11,965,445
US Bancorp
    284,222   11,459,831
W R Berkley Corp.
    42,500   2,744,650
Wells Fargo & Co.
    777,703   31,279,215
Willis Towers Watson PLC
    23,745   4,771,320
Zions Bancorp NA
    28,695   1,459,428
          682,695,541
HEALTH CARE — 14.9%      
Abbott Laboratories
    362,749   35,099,593
AbbVie, Inc.
    362,480   48,648,441
ABIOMED, Inc. (a)
    9,600   2,358,336
Agilent Technologies, Inc.
    62,493   7,596,024
Align Technology, Inc. (a)
    15,700   3,251,627
AmerisourceBergen Corp.
    31,234   4,226,897
Amgen, Inc.
    109,054   24,580,772
Baxter International, Inc.
    100,279   5,401,027
Becton Dickinson & Co.
    57,856   12,892,052
Biogen, Inc. (a)
    30,784   8,219,328
Bio-Rad Laboratories, Inc. Class A (a)
    4,800   2,002,272
Bio-Techne Corp.
    8,000   2,272,000
Boston Scientific Corp. (a)
    287,957   11,152,575
Bristol-Myers Squibb Co.
    437,775   31,121,425
Cardinal Health, Inc.
    56,533   3,769,620
Catalent, Inc. (a)
    38,700   2,800,343
Centene Corp. (a)
    118,004   9,181,891
Security Description     Shares   Value
Charles River Laboratories International, Inc. (a)
    10,700   $2,105,780
Cigna Corp.
    62,441   17,325,504
Cooper Cos., Inc.
    9,900   2,612,610
CVS Health Corp.
    267,794   25,539,514
Danaher Corp.
    134,194   34,660,968
DaVita, Inc. (a)
    12,028   995,558
DENTSPLY SIRONA, Inc.
    40,134   1,137,799
DexCom, Inc. (a)
    81,500   6,564,010
Edwards Lifesciences Corp. (a)
    125,630   10,380,807
Elevance Health, Inc.
    49,319   22,402,663
Eli Lilly & Co.
    163,072   52,729,331
Gilead Sciences, Inc.
    261,852   16,153,650
HCA Healthcare, Inc.
    46,000   8,454,340
Henry Schein, Inc. (a)
    29,100   1,913,907
Hologic, Inc. (a)
    50,100   3,232,452
Humana, Inc.
    25,690   12,464,531
IDEXX Laboratories, Inc. (a)
    16,800   5,473,440
Illumina, Inc. (a)
    32,900   6,276,991
Incyte Corp. (a)
    38,300   2,552,312
Intuitive Surgical, Inc. (a)
    74,132   13,895,302
IQVIA Holdings, Inc. (a)
    38,600   6,992,004
Johnson & Johnson
    542,308   88,591,435
Laboratory Corp. of America Holdings
    18,975   3,886,270
McKesson Corp.
    30,052   10,213,773
Medtronic PLC
    274,193   22,141,085
Merck & Co., Inc.
    519,372   44,728,317
Mettler-Toledo International, Inc. (a)
    4,600   4,986,952
Moderna, Inc. (a)
    72,000   8,514,000
Molina Healthcare, Inc. (a)
    12,100   3,991,064
Organon & Co.
    46,067   1,077,968
PerkinElmer, Inc.
    25,986   3,126,895
Pfizer, Inc.
    1,160,033   50,763,044
Quest Diagnostics, Inc.
    22,442   2,753,409
Regeneron Pharmaceuticals, Inc. (a)
    22,042   15,184,072
ResMed, Inc.
    29,000   6,330,700
STERIS PLC
    21,300   3,541,764
Stryker Corp.
    70,494   14,277,855
Teleflex, Inc.
    9,800   1,974,308
Thermo Fisher Scientific, Inc.
    81,112   41,139,195
UnitedHealth Group, Inc.
    192,874   97,409,085
Universal Health Services, Inc. Class B
    13,400   1,181,612
Vertex Pharmaceuticals, Inc. (a)
    52,552   15,215,906
Viatris, Inc.
    245,014   2,087,519
Waters Corp. (a)
    12,950   3,490,413
West Pharmaceutical Services, Inc.
    15,200   3,740,416
Zimmer Biomet Holdings, Inc.
    43,325   4,529,629
Zoetis, Inc.
    94,920   14,075,687
          937,390,069
 
See accompanying notes to Schedule of Investments.
3
Table of Contents
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments  (continued)
September 30, 2022 (Unaudited)
Security Description     Shares   Value
INDUSTRIALS — 7.8%      
3M Co.
    112,858   $12,470,809
A.O. Smith Corp.
    24,500   1,190,210
Alaska Air Group, Inc. (a)
    23,100   904,365
Allegion PLC
    16,496   1,479,361
American Airlines Group, Inc. (a)
    137,900   1,660,316
AMETEK, Inc.
    47,299   5,364,180
Boeing Co. (a)
    114,364   13,847,193
C.H. Robinson Worldwide, Inc.
    25,879   2,492,406
Carrier Global Corp.
    175,879   6,254,257
Caterpillar, Inc.
    109,824   18,019,922
Cintas Corp.
    17,366   6,741,307
Copart, Inc. (a)
    44,100   4,692,240
CoStar Group, Inc. (a)
    81,000   5,641,650
CSX Corp.
    438,565   11,683,372
Cummins, Inc.
    28,214   5,741,831
Deere & Co.
    57,283   19,126,221
Delta Air Lines, Inc. (a)
    136,634   3,833,950
Dover Corp.
    29,750   3,468,255
Eaton Corp. PLC
    80,425   10,725,478
Emerson Electric Co.
    120,979   8,858,082
Equifax, Inc.
    25,088   4,300,836
Expeditors International of Washington, Inc.
    34,976   3,088,731
Fastenal Co.
    117,216   5,396,625
FedEx Corp.
    48,550   7,208,218
Fortive Corp.
    76,249   4,445,317
Fortune Brands Home & Security, Inc.
    24,900   1,336,881
Generac Holdings, Inc. (a)
    12,700   2,262,378
General Dynamics Corp.
    46,572   9,881,181
General Electric Co.
    227,223   14,067,376
Honeywell International, Inc.
    139,278   23,255,248
Howmet Aerospace, Inc.
    78,186   2,418,293
Huntington Ingalls Industries, Inc.
    7,400   1,639,100
IDEX Corp.
    15,400   3,077,690
Illinois Tool Works, Inc.
    57,600   10,405,440
Ingersoll Rand, Inc.
    84,187   3,641,930
Jacobs Solutions, Inc.
    25,943   2,814,556
JB Hunt Transport Services, Inc.
    17,000   2,659,140
Johnson Controls International PLC
    141,108   6,945,336
L3Harris Technologies, Inc.
    40,021   8,317,564
Leidos Holdings, Inc.
    27,800   2,431,666
Lockheed Martin Corp.
    48,571   18,762,492
Masco Corp.
    44,684   2,086,296
Nielsen Holdings PLC
    80,925   2,243,241
Nordson Corp.
    11,400   2,419,878
Norfolk Southern Corp.
    48,187   10,102,404
Northrop Grumman Corp.
    30,225   14,215,422
Old Dominion Freight Line, Inc.
    18,750   4,664,437
Otis Worldwide Corp.
    86,289   5,505,238
Security Description     Shares   Value
PACCAR, Inc.
    70,739   $5,920,147
Parker-Hannifin Corp.
    26,089   6,321,626
Pentair PLC
    30,404   1,235,314
Quanta Services, Inc.
    29,707   3,784,375
Raytheon Technologies Corp.
    303,601   24,852,778
Republic Services, Inc.
    42,689   5,807,412
Robert Half International, Inc.
    20,466   1,565,649
Rockwell Automation, Inc.
    24,026   5,168,233
Rollins, Inc.
    41,625   1,443,555
Snap-on, Inc.
    11,240   2,263,174
Southwest Airlines Co. (a)
    124,859   3,850,652
Stanley Black & Decker, Inc.
    30,757   2,313,234
Textron, Inc.
    43,633   2,542,059
Trane Technologies PLC
    48,784   7,064,411
TransDigm Group, Inc.
    10,600   5,563,092
Union Pacific Corp.
    128,098   24,956,052
United Airlines Holdings, Inc. (a)
    64,000   2,081,920
United Parcel Service, Inc. Class B
    152,091   24,568,780
United Rentals, Inc. (a)
    14,900   4,024,788
Verisk Analytics, Inc.
    33,200   5,661,596
W.W. Grainger, Inc.
    8,857   4,332,756
Waste Management, Inc.
    77,135   12,357,798
Westinghouse Air Brake Technologies Corp.
    35,266   2,868,889
Xylem, Inc.
    36,458   3,184,971
          487,521,580
INFORMATION TECHNOLOGY — 26.0%      
Accenture PLC Class A
    129,218   33,247,791
Adobe, Inc. (a)
    96,444   26,541,389
Advanced Micro Devices, Inc. (a)
    328,594   20,819,716
Akamai Technologies, Inc. (a)
    30,690   2,465,021
Amphenol Corp. Class A
    121,740   8,151,710
Analog Devices, Inc.
    108,061   15,057,220
ANSYS, Inc. (a)
    18,500   4,101,450
Apple, Inc.
    3,108,696   429,621,787
Applied Materials, Inc.
    182,254   14,932,070
Arista Networks, Inc. (a)
    50,400   5,689,656
Autodesk, Inc. (a)
    45,206   8,444,481
Automatic Data Processing, Inc.
    86,052   19,464,102
Broadcom, Inc.
    83,291   36,982,037
Broadridge Financial Solutions, Inc.
    24,300   3,506,976
Cadence Design Systems, Inc. (a)
    56,200   9,184,766
CDW Corp.
    27,700   4,323,416
Ceridian HCM Holding, Inc. (a)
    31,400   1,754,632
Cisco Systems, Inc.
    847,590   33,903,600
Citrix Systems, Inc. (a)
    25,489   2,650,856
Cognizant Technology Solutions Corp. Class A
    109,441   6,286,291
Corning, Inc.
    152,326   4,420,501
 
See accompanying notes to Schedule of Investments.
4
Table of Contents
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments  (continued)
September 30, 2022 (Unaudited)
Security Description     Shares   Value
DXC Technology Co. (a)
    46,338   $1,134,354
Enphase Energy, Inc. (a)
    27,000   7,491,690
EPAM Systems, Inc. (a)
    11,800   4,273,842
F5, Inc. (a)
    12,841   1,858,478
Fidelity National Information Services, Inc.
    122,991   9,294,430
Fiserv, Inc. (a)
    130,824   12,241,202
FleetCor Technologies, Inc. (a)
    15,300   2,695,401
Fortinet, Inc. (a)
    139,600   6,858,548
Gartner, Inc. (a)
    15,900   4,399,371
Global Payments, Inc.
    58,768   6,349,882
Hewlett Packard Enterprise Co.
    259,453   3,108,247
HP, Inc.
    186,153   4,638,933
Intel Corp.
    841,836   21,694,114
International Business Machines Corp.
    184,095   21,872,327
Intuit, Inc.
    57,837   22,401,427
Jack Henry & Associates, Inc.
    15,300   2,788,731
Juniper Networks, Inc.
    59,749   1,560,644
Keysight Technologies, Inc. (a)
    37,200   5,853,792
KLA Corp.
    30,232   9,149,110
Lam Research Corp.
    27,877   10,202,982
Mastercard, Inc. Class A
    174,951   49,745,567
Microchip Technology, Inc.
    115,066   7,022,478
Micron Technology, Inc.
    225,534   11,299,253
Microsoft Corp.
    1,534,958   357,491,718
Monolithic Power Systems, Inc.
    8,700   3,161,580
Motorola Solutions, Inc.
    33,872   7,586,312
NetApp, Inc.
    44,814   2,771,746
NortonLifeLock, Inc.
    118,060   2,377,728
NVIDIA Corp.
    513,376   62,318,713
NXP Semiconductors NV
    54,800   8,083,548
ON Semiconductor Corp. (a)
    89,300   5,566,069
Oracle Corp.
    310,835   18,982,693
Paychex, Inc.
    67,107   7,530,076
Paycom Software, Inc. (a)
    10,000   3,299,900
PayPal Holdings, Inc. (a)
    237,245   20,419,677
PTC, Inc. (a)
    21,500   2,248,900
Qorvo, Inc. (a)
    20,200   1,604,082
QUALCOMM, Inc.
    230,226   26,010,933
Roper Technologies, Inc.
    21,865   7,863,529
Salesforce, Inc. (a)
    203,295   29,241,953
Seagate Technology Holdings PLC
    43,424   2,311,460
ServiceNow, Inc. (a)
    41,200   15,557,532
Skyworks Solutions, Inc.
    33,000   2,813,910
SolarEdge Technologies, Inc. (a)
    11,900   2,754,374
Synopsys, Inc. (a)
    30,900   9,440,259
TE Connectivity, Ltd.
    67,251   7,421,820
Teledyne Technologies, Inc. (a)
    9,190   3,101,349
Teradyne, Inc. (b)
    30,800   2,314,620
Security Description     Shares   Value
Texas Instruments, Inc.
    186,893   $28,927,299
Trimble, Inc. (a)
    52,000   2,822,040
Tyler Technologies, Inc. (a)
    8,100   2,814,750
VeriSign, Inc. (a)
    19,901   3,456,804
Visa, Inc. Class A
    336,560   59,789,884
Western Digital Corp. (a)
    64,953   2,114,220
Zebra Technologies Corp. Class A (a)
    10,700   2,803,507
          1,634,487,256
MATERIALS — 2.5%      
Air Products & Chemicals, Inc.
    44,702   10,403,497
Albemarle Corp.
    23,900   6,320,116
Amcor PLC
    302,926   3,250,396
Avery Dennison Corp.
    16,770   2,728,479
Ball Corp.
    65,732   3,176,170
Celanese Corp.
    21,800   1,969,412
CF Industries Holdings, Inc.
    44,620   4,294,675
Corteva, Inc.
    150,682   8,611,476
Dow, Inc.
    152,648   6,705,827
DuPont de Nemours, Inc.
    101,173   5,099,119
Eastman Chemical Co.
    24,636   1,750,388
Ecolab, Inc.
    51,900   7,495,398
FMC Corp.
    25,078   2,650,745
Freeport-McMoRan, Inc.
    295,840   8,085,307
International Flavors & Fragrances, Inc.
    51,876   4,711,897
International Paper Co.
    73,103   2,317,365
Linde PLC
    102,063   27,515,164
LyondellBasell Industries NV Class A
    50,758   3,821,062
Martin Marietta Materials, Inc.
    12,845   4,137,246
Mosaic Co.
    77,884   3,764,134
Newmont Corp.
    160,033   6,726,187
Nucor Corp.
    55,548   5,943,081
Packaging Corp. of America
    19,200   2,155,968
PPG Industries, Inc.
    48,254   5,341,235
Sealed Air Corp.
    27,223   1,211,696
Sherwin-Williams Co.
    48,627   9,956,378
Vulcan Materials Co.
    27,371   4,316,680
Westrock Co.
    49,036   1,514,722
          155,973,820
REAL ESTATE — 2.7%      
Alexandria Real Estate Equities, Inc. REIT
    29,900   4,191,715
American Tower Corp. REIT
    95,118   20,421,835
AvalonBay Communities, Inc. REIT
    28,469   5,243,705
Boston Properties, Inc. REIT
    26,846   2,012,645
Camden Property Trust REIT
    22,200   2,651,790
CBRE Group, Inc. Class A (a)
    64,667   4,365,669
Crown Castle, Inc. REIT
    90,758   13,119,069
Digital Realty Trust, Inc. REIT
    58,900   5,841,702
Duke Realty Corp. REIT
    79,100   3,812,620
Equinix, Inc. REIT
    18,643   10,604,884
 
See accompanying notes to Schedule of Investments.
5
Table of Contents
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments  (continued)
September 30, 2022 (Unaudited)
Security Description     Shares   Value
Equity Residential REIT
    69,919   $4,699,955
Essex Property Trust, Inc. REIT
    12,645   3,062,998
Extra Space Storage, Inc. REIT
    27,600   4,766,796
Federal Realty Investment Trust REIT
    12,900   1,162,548
Healthpeak Properties, Inc. REIT
    113,423   2,599,655
Host Hotels & Resorts, Inc. REIT
    144,862   2,300,409
Invitation Homes, Inc. REIT
    118,600   4,005,122
Iron Mountain, Inc. REIT
    57,181   2,514,249
Kimco Realty Corp. REIT
    125,353   2,307,749
Mid-America Apartment Communities, Inc. REIT
    23,700   3,675,159
Prologis, Inc. REIT
    152,050   15,448,280
Public Storage REIT
    32,335   9,468,011
Realty Income Corp. REIT
    126,600   7,368,120
Regency Centers Corp. REIT
    32,900   1,771,665
SBA Communications Corp. REIT
    21,900   6,233,835
Simon Property Group, Inc. REIT
    68,780   6,173,005
UDR, Inc. REIT
    58,200   2,427,522
Ventas, Inc. REIT
    85,697   3,442,448
VICI Properties, Inc. REIT
    196,600   5,868,510
Vornado Realty Trust REIT
    29,168   675,531
Welltower, Inc. REIT
    95,019   6,111,622
Weyerhaeuser Co. REIT
    152,087   4,343,605
          172,692,428
UTILITIES — 3.1%      
AES Corp.
    135,036   3,051,814
Alliant Energy Corp.
    51,100   2,707,789
Ameren Corp.
    53,004   4,269,472
American Electric Power Co., Inc.
    105,409   9,112,608
American Water Works Co., Inc.
    37,100   4,828,936
Atmos Energy Corp.
    28,800   2,933,280
CenterPoint Energy, Inc.
    129,676   3,654,270
CMS Energy Corp.
    56,555   3,293,763
Consolidated Edison, Inc.
    71,852   6,162,027
Constellation Energy Corp.
    68,294   5,681,378
Dominion Energy, Inc.
    170,366   11,773,994
DTE Energy Co.
    39,945   4,595,672
Duke Energy Corp.
    160,892   14,966,174
Edison International
    78,214   4,425,348
Entergy Corp. (b)
    41,798   4,206,133
Evergy, Inc.
    45,299   2,690,761
Security Description     Shares   Value
Eversource Energy
    70,217   $5,474,117
Exelon Corp.
    199,984   7,491,401
FirstEnergy Corp.
    116,993   4,328,741
NextEra Energy, Inc.
    402,856   31,587,939
NiSource, Inc.
    83,704   2,108,504
NRG Energy, Inc.
    45,002   1,722,227
PG&E Corp. (a)
    330,900   4,136,250
Pinnacle West Capital Corp.
    20,704   1,335,615
PPL Corp.
    146,019   3,701,582
Public Service Enterprise Group, Inc.
    101,788   5,723,539
Sempra Energy
    63,962   9,590,462
Southern Co.
    222,059   15,100,012
WEC Energy Group, Inc.
    64,082   5,730,853
Xcel Energy, Inc.
    108,951   6,972,864
          193,357,525
TOTAL COMMON STOCKS

(Cost $5,127,851,301)
        6,201,417,525
       
SHORT-TERM INVESTMENTS — 2.9%
State Street Institutional U.S. Government Money Market Fund, Class G Shares 2.98% (c) (d)
  174,377,325 174,377,325
State Street Navigator Securities Lending Portfolio II (e)
  9,223,963 9,223,963
TOTAL SHORT-TERM INVESTMENTS

(Cost $183,601,288)
183,601,288
TOTAL INVESTMENTS — 101.6%

(Cost $5,311,452,589)
6,385,018,813
LIABILITIES IN EXCESS OF OTHER ASSETS — (1.6)%     (98,921,228)
NET ASSETS — 100.0%
    $6,286,097,585
(a) Non-income producing security.
(b) All or a portion of the shares of the security are on loan at September 30, 2022.
(c) The Portfolio invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended September 30, 2022 are shown in the Affiliate Table below.
(d) The rate shown is the annualized seven-day yield at September 30, 2022.
(e) Investment of cash collateral for securities loaned.
REIT Real Estate Investment Trust
 
See accompanying notes to Schedule of Investments.
6
Table of Contents
STATE STREET EQUITY 500 INDEX II PORTFOLIO
Schedule of Investments  (continued)
September 30, 2022 (Unaudited)
At September 30, 2022, 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)   426   12/16/2022   $87,967,673   $76,711,950   $(11,255,723)
 
The following table summarizes the value of the Portfolio’s investments according to the fair value hierarchy as of September 30, 2022.
Description   Level 1 –
Quoted Prices 		  Level 2 –
Other Significant
Observable Inputs 		  Level 3 –
Significant
Unobservable Inputs 		  Total
ASSETS:                 
INVESTMENTS:                
Common Stocks
  $6,198,766,669   $2,650,856   $—   $6,201,417,525
Short-Term Investments
  183,601,288   —   —   183,601,288
TOTAL INVESTMENTS
  $6,382,367,957   $2,650,856   $—   $6,385,018,813
LIABILITIES:                
OTHER FINANCIAL INSTRUMENTS:                
Futures Contracts(a)