# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001752724-23-046955
**Filing Date:** 2023-2
**Character Count:** 326215
**Document Hash:** c52f4a9df60a8f7fd498b8f92cd7931b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046955.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046955

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET INSTITUTIONAL INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0001107414
- **IRS NUMBER:** 046910804
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09819
- **FILM NUMBER:** 23683632

**BUSINESS ADDRESS:**
- **STREET 1:** STATE STREET FINANCIAL CENTER
- **STREET 2:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111
- **BUSINESS PHONE:** 6176623239

**MAIL ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111

## Series and Classes Contracts Data

### State Street U.S. Core Equity Fund (Series ID: S000071466)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000226667 | State Street U.S. Core Equity Fund | SSAQX           |

## Nport-Ex

## Quarterly Report
December 31, 2022

## State Street Institutional Investment Trust
![](imgf9003e601.gif)

------

State Street Institutional Investment Trust

Quarterly Report

December 31, 2022

**Table of Contents**

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;Page |
| [Schedules of Investments (Unaudited)](#xx_8140d56a-5e87-4e29-9f35-c2b51236a410_1) |  |
| &nbsp;&nbsp;&nbsp;[State Street Income Fund](#xx_8140d56a-5e87-4e29-9f35-c2b51236a410_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| &nbsp;&nbsp;&nbsp;[State Street U.S. Core Equity Fund](#xx_df523df4-5164-4bda-adca-3f3ee70845cf_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| [Notes to Schedules of Investments (Unaudited)](#xx_73734d1c-99fe-42b3-8bd9-a9a199d9e3bd_1)<br>| &nbsp;&nbsp;22 |

---

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| **Bonds and Notes - 98.0% †** | **Bonds and Notes - 98.0% †** | **Bonds and Notes - 98.0% †** |
| U.S. Treasuries - 25.1% | U.S. Treasuries - 25.1% | U.S. Treasuries - 25.1% |
| U.S. Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 02/15/41 - 02/15/51 | &nbsp;&nbsp;$15354000 | &nbsp;&nbsp;&nbsp;&nbsp;$10248492 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/15/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14576000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10362625 |
| &nbsp;&nbsp;&nbsp;2.38%, 02/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448663 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31799000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26234175 |
| U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 07/31/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57738000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52090502 |
| &nbsp;&nbsp;&nbsp;0.75%, 12/31/23 - 01/31/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;151865000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135722023 |
| &nbsp;&nbsp;&nbsp;1.13%, 01/15/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13268000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12415946 |
| &nbsp;&nbsp;&nbsp;1.25%, 11/30/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28947000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25970887 |
| &nbsp;&nbsp;&nbsp;1.50%, 02/29/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9982000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9620152 |
| &nbsp;&nbsp;&nbsp;1.63%, 05/15/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37211000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31309568 |
| &nbsp;&nbsp;&nbsp;1.75%, 01/31/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13892000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12207595 |
| &nbsp;&nbsp;&nbsp;2.63%, 02/15/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11059000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10226119 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/15/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2581000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2379359 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/30/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16004734 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356240840 |
| Agency Mortgage Backed - 31.0% | Agency Mortgage Backed - 31.0% | Agency Mortgage Backed - 31.0% |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/43 - 10/01/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39446364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35474664 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/33 - 02/01/35 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37888 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/35 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314972 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/01/38 - 04/01/39 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571899 |
| &nbsp;&nbsp;&nbsp;6.00%, 06/01/33 - 11/01/37 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1187800 |
| &nbsp;&nbsp;&nbsp;6.50%, 07/01/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10554 |
| &nbsp;&nbsp;&nbsp;7.00%, 01/01/27 - 08/01/36 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299538 |
| &nbsp;&nbsp;&nbsp;7.50%, 01/01/28 - 09/01/33 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24667 |
| &nbsp;&nbsp;&nbsp;8.00%, 11/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836 |
| &nbsp;&nbsp;&nbsp;8.50%, 04/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479 |
| Federal National Mortgage Assoc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15994835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13535694 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6990619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6207037 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/45 - 01/01/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15847735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14759584 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/41 - 01/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18162577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17427571 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/33 - 12/01/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9051808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8928264 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/34 - 05/01/39 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830884 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/01/32 - 01/01/39 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2887773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2961693 |
| &nbsp;&nbsp;&nbsp;6.00%, 02/01/33 - 05/01/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5423410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5669521 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/29 - 08/01/36 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189623 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/01/32 - 02/01/34 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37029 |
| &nbsp;&nbsp;&nbsp;7.50%, 12/01/26 - 03/01/33 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100749 |
| &nbsp;&nbsp;&nbsp;8.00%, 06/01/24 - 10/01/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31880 |
| &nbsp;&nbsp;&nbsp;8.50%, 04/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8488 |
| Federal National Mortgage Assoc. 1.60% + 12 month USD LIBOR |  |  |
| &nbsp;&nbsp;&nbsp;2.97%, 04/01/37 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12496 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| Federal National Mortgage Assoc. TBA |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 01/17/38 | &nbsp;&nbsp;$8566018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7620869 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/01/53 (c) | &nbsp;&nbsp;&nbsp;&nbsp;119902614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97571951 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/01/53 (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38536248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32594113 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/01/53 (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8160439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7155448 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/01/53 (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21501554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19518057 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/53 (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30045773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28164186 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/01/53 (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26731981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25730975 |
| Government National Mortgage Assoc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 12/20/42 - 05/20/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39050840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35402278 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/20/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6157463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5736744 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/20/41 - 04/20/43 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4854210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4731787 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/33 - 03/20/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1963472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954210 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/33 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106465 |
| &nbsp;&nbsp;&nbsp;6.00%, 04/15/27 - 04/15/35 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422438 |
| &nbsp;&nbsp;&nbsp;6.50%, 01/15/24 - 09/15/36 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278284 |
| &nbsp;&nbsp;&nbsp;7.00%, 03/15/26 - 10/15/36 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219414 |
| &nbsp;&nbsp;&nbsp;7.50%, 11/15/23 - 10/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56396 |
| &nbsp;&nbsp;&nbsp;8.00%, 12/15/29 - 05/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 |
| Government National Mortgage Assoc. 1.50% + 1 year CMT Rate |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 10/20/24 - 10/20/25 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 |
| &nbsp;&nbsp;&nbsp;2.63%, 08/20/23 - 09/20/24 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/20/24 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| Government National Mortgage Assoc. TBA |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 10/01/52 (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12883730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10564581 |
| &nbsp;&nbsp;&nbsp;2.00%, 01/23/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25725664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21499452 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/01/52 (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4281806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3624515 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/23/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25692123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22191520 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/01/53 (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5142447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4860908 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438634999 |
| Agency Collateralized Mortgage Obligations - 0.7% | Agency Collateralized Mortgage Obligations - 0.7% | Agency Collateralized Mortgage Obligations - 0.7% |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.08%, 09/25/43 (a)(b)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3530875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10886 |
| &nbsp;&nbsp;&nbsp;2.51%, 07/25/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6504000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5771056 |
| &nbsp;&nbsp;&nbsp;4.05%, 09/25/28 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1713000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1674664 |
| Federal Home Loan Mortgage Corp. REMIC |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/30 (a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/15/33 (a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15502 |
| &nbsp;&nbsp;&nbsp;7.50%, 07/15/27 (a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 |
| Federal Home Loan Mortgage Corp. STRIPS |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 08/01/27 (a)(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2384 |
| &nbsp;&nbsp;&nbsp;8.00%, 02/01/23 (a)(d)\*\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;8.00%, 07/01/24 (a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| Federal National Mortgage Assoc. REMIC |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 12/25/42 (a)(b)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19529 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/25/40 - 09/25/40 (a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26273 |

---

See Notes to Schedule of Investments.

State Street Income Fund 1

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| Federal National Mortgage Assoc. REMIC 6.00% - 1 month USD LIBOR |  |  |
| &nbsp;&nbsp;&nbsp;1.61%, 07/25/38 (a)(b)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$126052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10712 |
| Federal National Mortgage Assoc. REMIC 6.55% - 1 month USD LIBOR |  |  |
| &nbsp;&nbsp;&nbsp;2.16%, 11/25/41 (a)(b)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15194557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1782394 |
| Federal National Mortgage Assoc. STRIPS |  |  |
| &nbsp;&nbsp;&nbsp;0.01%, 12/25/34 (a)(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73280 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/25/35 - 01/25/36 (a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26927 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/25/38 - 05/25/38 (a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19748 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/25/33 (a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7012 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/25/35 (a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27599 |
| &nbsp;&nbsp;&nbsp;7.50%, 11/25/23 (a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| &nbsp;&nbsp;&nbsp;8.00%, 08/25/23 (a)(d)\*\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;8.00%, 07/25/24 (a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9469617 |
| Asset Backed - 0.2% | Asset Backed - 0.2% | Asset Backed - 0.2% |
| Chase Funding Trust 2004-1 |  |  |
| &nbsp;&nbsp;&nbsp;4.99%, 11/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257721 |
| Ford Credit Auto Owner Trust 2020-B |  |  |
| &nbsp;&nbsp;&nbsp;0.56%, 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2248448 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2506169 |
| Corporate Notes - 33.8% | Corporate Notes - 33.8% | Corporate Notes - 33.8% |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 09/19/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289868 |
| 7-Eleven Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 02/10/26 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2113000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1848727 |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 11/30/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554576 |
| &nbsp;&nbsp;&nbsp;4.90%, 11/30/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453027 |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 11/21/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824339 |
| &nbsp;&nbsp;&nbsp;2.95%, 11/21/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793004 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/14/26 - 11/21/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144521 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/21/39 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304029 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/21/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585877 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/06/42 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250956 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/01/42 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60806 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/14/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110767 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/14/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107736 |
| Advance Auto Parts Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 04/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1424000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251198 |
| Advanced Micro Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.39%, 06/01/52 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521731 |
| AEP Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 05/15/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650101 |
| Aetna Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433637 |
| Aircastle Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 06/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590308 |
| Alcoa Nederland Holding BV |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 12/15/27 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1008805 |
| Alcon Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 05/27/30 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303946 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/23/49 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152630 |
| Alexandria Real Estate Equities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 02/01/33 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268222 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/34 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$633000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$515357 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/52 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381556 |
| &nbsp;&nbsp;&nbsp;4.70%, 07/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207520 |
| Ally Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 11/02/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618776 |
| Altria Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 05/06/30 - 02/04/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337921 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/04/61 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114706 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/09/42 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37039 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/06/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167175 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/02/43 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122656 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 06/03/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212100 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/03/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207485 |
| &nbsp;&nbsp;&nbsp;2.70%, 06/03/60 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153380 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/12/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414463 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/12/61 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287908 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/22/57 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94535 |
| Ameren Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/15/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214377 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264820 |
| American Electric Power Company Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 03/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248054 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169914 |
| American International Group Inc. (5.75% fixed rate until 04/01/28; 2.87% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 04/01/48 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105118 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 01/31/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850695 |
| &nbsp;&nbsp;&nbsp;2.90%, 01/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307526 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150732 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404670 |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 09/01/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302468 |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 01/15/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440485 |
| &nbsp;&nbsp;&nbsp;2.45%, 02/21/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125731 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/52 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221749 |
| &nbsp;&nbsp;&nbsp;3.15%, 02/21/40 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448984 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/21/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114698 |
| &nbsp;&nbsp;&nbsp;4.66%, 06/15/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107301 |
| AngloGold Ashanti Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 11/01/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003844 |
| Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707959 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/36 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170641 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/01/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366040 |
| Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369261 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/13/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123128 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/40 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349062 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/15/38 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574493 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276614 |
| &nbsp;&nbsp;&nbsp;4.60%, 04/15/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202460 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/15/58 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157580 |
| &nbsp;&nbsp;&nbsp;5.55%, 01/23/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417592 |

---

See Notes to Schedule of Investments.

2 State Street Income Fund

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| ANZ Bank New Zealand Ltd. (5.55% fixed rate until 08/11/27; 2.70% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;5.55%, 08/11/32 (b)(f) | &nbsp;&nbsp;&nbsp;$1791000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1740655 |
| Aon Corp./Aon Global Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 08/23/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402438 |
| Apollo Management Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 06/05/30 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249014 |
| Apollo Management Holdings LP (4.95% fixed rate until 12/17/24; 3.27% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 01/14/50 (a)(b)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314167 |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 09/11/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349016 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/08/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263587 |
| &nbsp;&nbsp;&nbsp;2.80%, 02/08/61 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283609 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/11/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189945 |
| &nbsp;&nbsp;&nbsp;3.35%, 02/09/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185714 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/09/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545648 |
| &nbsp;&nbsp;&nbsp;3.85%, 08/04/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520291 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/08/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456853 |
| Applied Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 04/01/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207771 |
| Aptiv PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 10/01/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209501 |
| ArcelorMittal S.A. |  |  |
| &nbsp;&nbsp;&nbsp;6.80%, 11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2263054 |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 08/11/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221782 |
| Ares Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 06/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1384000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111740 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2842000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2614413 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 05/20/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486078 |
| Ascension Health |  |  |
| &nbsp;&nbsp;&nbsp;4.85%, 11/15/53 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426650 |
| Ashtead Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 08/12/26 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511644 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 05/28/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764403 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/28/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296625 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/17/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176870 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/17/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91474 |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 03/25/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2563000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313287 |
| &nbsp;&nbsp;&nbsp;2.30%, 06/01/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568541 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060357 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/01/60 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416026 |
| &nbsp;&nbsp;&nbsp;4.35%, 03/01/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583380 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/35 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396551 |
| &nbsp;&nbsp;&nbsp;4.55%, 03/09/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194072 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119469 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/01/39 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511131 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 01/12/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287816 |
| &nbsp;&nbsp;&nbsp;6.15%, 04/03/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615656 |
| Avangrid Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 12/01/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723705 |
| Bain Capital Specialty Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 03/10/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795571 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 10/21/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$654000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$604459 |
| &nbsp;&nbsp;&nbsp;4.18%, 11/25/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729439 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/22/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733854 |
| Bank of America Corp. (2.09% fixed rate until 06/14/28; 1.06% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.09%, 06/14/29 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1384000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164179 |
| Bank of America Corp. (2.97% fixed rate until 02/04/32; 1.33% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.97%, 02/04/33 (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225280 |
| Bank of America Corp. (2.97% fixed rate until 07/21/51; 1.56% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.97%, 07/21/52 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670069 |
| Bank of America Corp. (3.37% fixed rate until 01/23/25; 0.81% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.37%, 01/23/26 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312886 |
| Bank of America Corp. (3.42% fixed rate until 12/20/27; 1.04% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.42%, 12/20/28 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333787 |
| Bank of America Corp. (3.56% fixed rate until 04/23/26; 1.06% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.56%, 04/23/27 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565954 |
| Bank of America Corp. (3.71% fixed rate until 04/24/27; 1.51% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.71%, 04/24/28 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755293 |
| Bank of America Corp. (3.85% fixed rate until 03/08/32; 2.00% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 03/08/37 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708825 |
| Bank of America Corp. (3.95% fixed rate until 01/23/48; 1.19% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 01/23/49 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377743 |
| Bank of America Corp. (4.24% fixed rate until 04/24/37; 1.81% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.24%, 04/24/38 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435378 |
| Bank of America Corp. (4.27% fixed rate until 07/23/28; 1.31% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.27%, 07/23/29 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169065 |
| Bank of America Corp. (4.30% fixed rate until 01/28/25; 2.66% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 12/31/99 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706359 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 01/12/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879042 |
| &nbsp;&nbsp;&nbsp;4.84%, 05/09/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254351 |
| Barclays PLC (2.65% fixed rate until 06/24/30; 1.90% + 1 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 06/24/31 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103853 |
| Barclays PLC (2.85% fixed rate until 05/07/25; 2.71% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 05/07/26 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225554 |

---

See Notes to Schedule of Investments.

State Street Income Fund 3

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| Barclays PLC (4.97% fixed rate until 05/16/28; 1.90% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.97%, 05/16/29 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$507000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$477614 |
| Barrick North America Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.70%, 05/30/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69399 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.73%, 03/25/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480412 |
| &nbsp;&nbsp;&nbsp;4.39%, 08/15/37 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353058 |
| &nbsp;&nbsp;&nbsp;4.54%, 08/15/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145005 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/02/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371710 |
| &nbsp;&nbsp;&nbsp;4.91%, 04/02/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372107 |
| &nbsp;&nbsp;&nbsp;7.75%, 10/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312049 |
| BAT International Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.67%, 03/25/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349729 |
| Baxter International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.54%, 02/01/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454005 |
| Bayer US Finance II LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 12/15/23 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598582 |
| Baylor Scott & White Holdings |  |  |
| &nbsp;&nbsp;&nbsp;2.84%, 11/15/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64003 |
| Becton Dickinson & Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 06/06/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332974 |
| &nbsp;&nbsp;&nbsp;3.73%, 12/15/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6825 |
| &nbsp;&nbsp;&nbsp;4.67%, 06/06/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40574 |
| &nbsp;&nbsp;&nbsp;4.69%, 12/15/44 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48052 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 04/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185322 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413779 |
| &nbsp;&nbsp;&nbsp;3.80%, 07/15/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136094 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/15/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321793 |
| &nbsp;&nbsp;&nbsp;6.13%, 04/01/36 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186998 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 10/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326823 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/15/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783011 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/15/52 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690869 |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233087 |
| Berry Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 07/15/26 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111601 |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 09/30/43 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104832 |
| Biogen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 05/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155237 |
| Block Financial LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 07/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501523 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164662 |
| BNP Paribas S.A. (2.82% fixed rate until 11/19/24; 1.11% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.82%, 11/19/25 (a)(b)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952582 |
| BNP Paribas S.A. (5.13% fixed rate until 11/15/27; 2.84% + 5 year Swap Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;5.13%, 11/15/27 (a)(b)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495984 |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp;4.80%, 05/03/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375379 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;6.75%, 12/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888131 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 03/01/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51466 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| BP Capital Markets America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 02/24/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$488000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$331059 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/08/61 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387870 |
| BP Capital Markets PLC (4.38% fixed rate until 06/22/25; 4.04% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 06/22/25 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814379 |
| BP Capital Markets PLC (4.88% fixed rate until 03/22/30; 4.40% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 12/31/99 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534055 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 11/13/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345446 |
| &nbsp;&nbsp;&nbsp;2.35%, 11/13/40 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166795 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497262 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204265 |
| &nbsp;&nbsp;&nbsp;3.40%, 07/26/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111416 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/42 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191104 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/39 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282615 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/26/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274170 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/15/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37994 |
| &nbsp;&nbsp;&nbsp;4.55%, 02/20/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79942 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/01/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689438 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151233 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.14%, 11/15/35 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175345 |
| &nbsp;&nbsp;&nbsp;3.19%, 11/15/36 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22374 |
| &nbsp;&nbsp;&nbsp;3.42%, 04/15/33 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462344 |
| &nbsp;&nbsp;&nbsp;3.47%, 04/15/34 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22200 |
| &nbsp;&nbsp;&nbsp;4.15%, 11/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221282 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/15/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358433 |
| &nbsp;&nbsp;&nbsp;4.93%, 05/15/37 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291052 |
| Brooklyn Union Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.87%, 08/05/32 (f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607196 |
| Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/38 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90285 |
| Brunswick Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 08/18/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433920 |
| Bunge Limited Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 09/25/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133729 |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 12/15/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305671 |
| &nbsp;&nbsp;&nbsp;4.55%, 09/01/44 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490217 |
| Cameron LNG LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 01/15/35 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160129 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 06/01/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420948 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235448 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 12/02/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751223 |
| &nbsp;&nbsp;&nbsp;2.45%, 12/02/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600117 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/02/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232953 |
| &nbsp;&nbsp;&nbsp;3.10%, 12/02/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189457 |
| Cantor Fitzgerald LP |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 05/01/24 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335141 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 07/28/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713702 |
| Cardinal Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.08%, 06/15/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212651 |

---

See Notes to Schedule of Investments.

4 State Street Income Fund

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| Carlisle Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 03/01/32 (a) | &nbsp;&nbsp;&nbsp;$1134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$862123 |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.72%, 02/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324455 |
| &nbsp;&nbsp;&nbsp;3.58%, 04/05/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275760 |
| Caterpillar Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 09/19/49 - 04/09/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446554 |
| Cenovus Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 01/15/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335625 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/15/52 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344162 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330162 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1902000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609758 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3033131 |
| CenterPoint Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 06/01/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525789 |
| Charter Communications Operating LLC/Charter Communications Operating Capital |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/01/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364979 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505262 |
| &nbsp;&nbsp;&nbsp;4.80%, 03/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612458 |
| &nbsp;&nbsp;&nbsp;4.91%, 07/23/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163777 |
| &nbsp;&nbsp;&nbsp;5.05%, 03/30/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664778 |
| &nbsp;&nbsp;&nbsp;5.75%, 04/01/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180106 |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.88%, 03/31/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119300 |
| &nbsp;&nbsp;&nbsp;7.00%, 06/30/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1824000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1856267 |
| Cheniere Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549834 |
| Chevron Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.24%, 05/11/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179792 |
| &nbsp;&nbsp;&nbsp;3.08%, 05/11/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146179 |
| Chevron USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 01/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711618 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/15/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250701 |
| Choice Hotels International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 01/15/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380267 |
| Chubb INA Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 11/03/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249064 |
| Church & Dwight Company Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 12/15/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361953 |
| Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320097 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/15/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332311 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/01/27 - 03/15/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470964 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/15/23 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143931 |
| &nbsp;&nbsp;&nbsp;3.88%, 10/15/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83359 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601378 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185207 |
| &nbsp;&nbsp;&nbsp;4.80%, 08/15/38 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156554 |
| &nbsp;&nbsp;&nbsp;4.90%, 12/15/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78977 |
| Cintas Corp. No 2 |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208028 |
| Cisco Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.90%, 02/15/39 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227766 |
| Citadel Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 03/09/26 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3111710 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.45%, 09/29/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427925 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/23/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839927 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| Citigroup Inc. (1.68% fixed rate until 05/15/23; 1.67% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;1.68%, 05/15/24 (a)(b) | &nbsp;&nbsp;&nbsp;$1959000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1931221 |
| Citigroup Inc. (2.56% fixed rate until 05/01/31; 1.17% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.56%, 05/01/32 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484827 |
| Citigroup Inc. (2.98% fixed rate until 11/05/29; 1.42% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.98%, 11/05/30 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314373 |
| Citigroup Inc. (3.79% fixed rate until 03/17/32; 1.94% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.79%, 03/17/33 (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2572950 |
| Citigroup Inc. (3.88% fixed rate until 01/24/38; 1.17% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 01/24/39 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145656 |
| Citigroup Inc. (4.70% fixed rate until 01/30/25; 3.23% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 12/31/99 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712783 |
| CME Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 03/15/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385761 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213044 |
| CMS Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 03/01/44 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545964 |
| CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 07/02/23 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903340 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 08/15/62 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171721 |
| &nbsp;&nbsp;&nbsp;2.80%, 01/15/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217299 |
| &nbsp;&nbsp;&nbsp;2.89%, 11/01/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205153 |
| &nbsp;&nbsp;&nbsp;2.94%, 11/01/56 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166843 |
| &nbsp;&nbsp;&nbsp;2.99%, 11/01/63 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154044 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/15/36 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299978 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/01/39 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464451 |
| &nbsp;&nbsp;&nbsp;3.97%, 11/01/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329737 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390227 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 11/01/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864947 |
| Commonwealth Bank of Australia |  |  |
| &nbsp;&nbsp;&nbsp;3.78%, 03/14/32 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657320 |
| Conagra Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.30%, 11/01/38 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174047 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/01/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147746 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 11/15/44 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323044 |
| Consolidated Edison Company of New York Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 12/01/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416114 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156123 |
| &nbsp;&nbsp;&nbsp;3.88%, 06/15/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160888 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231438 |
| Constellation Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 08/01/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730826 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/06/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370184 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/09/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253653 |
| Continental Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 04/01/32 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493769 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/01/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3189000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100728 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/23 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2123000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2115548 |
| Corebridge Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 04/05/32 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734282 |

---

See Notes to Schedule of Investments.

State Street Income Fund 5

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| Corning Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/57 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$202000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$157192 |
| Corporate Office Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 01/15/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521175 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495756 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/15/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261254 |
| Credit Suisse AG |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 04/09/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974322 |
| Credit Suisse Group AG |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 06/09/23 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912629 |
| &nbsp;&nbsp;&nbsp;4.28%, 01/09/28 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493483 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301715 |
| &nbsp;&nbsp;&nbsp;3.30%, 07/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976718 |
| &nbsp;&nbsp;&nbsp;4.15%, 07/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129336 |
| &nbsp;&nbsp;&nbsp;5.20%, 02/15/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235452 |
| CSL Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 04/27/32 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805881 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/49 - 08/01/54 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514812 |
| CubeSmart LP |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 02/15/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617976 |
| &nbsp;&nbsp;&nbsp;4.38%, 02/15/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556248 |
| Cummins Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 09/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324252 |
| &nbsp;&nbsp;&nbsp;2.60%, 09/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257076 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395044 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313124 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377750 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263190 |
| &nbsp;&nbsp;&nbsp;3.88%, 07/20/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239198 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169416 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/25/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33854 |
| &nbsp;&nbsp;&nbsp;4.78%, 03/25/38 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238230 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/01/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565423 |
| &nbsp;&nbsp;&nbsp;5.13%, 07/20/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229617 |
| &nbsp;&nbsp;&nbsp;5.30%, 12/05/43 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399000 |
| Daimler Trucks Finance North America LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 12/14/26 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388188 |
| &nbsp;&nbsp;&nbsp;2.38%, 12/14/28 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711794 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/14/31 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656590 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 12/10/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721196 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714474 |
| &nbsp;&nbsp;&nbsp;5.45%, 06/15/23 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101009 |
| &nbsp;&nbsp;&nbsp;6.02%, 06/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126590 |
| &nbsp;&nbsp;&nbsp;8.35%, 07/15/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33267 |
| Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 05/30/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317373 |
| Deutsche Bank AG (2.31% fixed rate until 11/16/26; 1.22% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.31%, 11/16/27 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2227000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891992 |
| Deutsche Bank AG (3.74% fixed rate until 10/07/31; 2.26% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.74%, 01/07/33 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715880 |
| Deutsche Telekom AG |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 01/21/50 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222829 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| Deutsche Telekom International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;2.49%, 09/19/23 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$758000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$741983 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 06/15/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114468 |
| DH Europe Finance II Sarl |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 11/15/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317581 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/15/39 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164416 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80035 |
| Diamondback Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 03/24/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460017 |
| &nbsp;&nbsp;&nbsp;3.25%, 12/01/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323258 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/01/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261438 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/24/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210287 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 07/01/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580141 |
| Discover Bank |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 02/06/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428385 |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 03/20/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259130 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/15/42 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80138 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/20/37 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107219 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 04/03/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212407 |
| &nbsp;&nbsp;&nbsp;4.13%, 04/03/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282033 |
| Dollar Tree Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457053 |
| Dominion Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.07%, 08/15/24 (a)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492394 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525975 |
| Dover Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 11/04/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353764 |
| Dow Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp;6.30%, 03/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837636 |
| DTE Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 10/01/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175085 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191692 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 06/15/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746713 |
| &nbsp;&nbsp;&nbsp;3.30%, 06/15/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607352 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582652 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/01/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945545 |
| Duke Energy Corp. (4.88% fixed rate until 09/16/24; 3.39% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 12/31/99 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021032 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 12/01/44 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189065 |
| DuPont de Nemours Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.42%, 11/15/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140350 |
| Duquesne Light Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.62%, 08/01/27 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557559 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.65%, 10/15/44 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335417 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 09/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233779 |
| Ecolab Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 01/30/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315853 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2152000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193512 |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 04/15/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938011 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119399 |

---

See Notes to Schedule of Investments.

6 State Street Income Fund

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| EI du Pont de Nemours & Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 07/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$307000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$257005 |
| Electronic Arts Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 02/15/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403659 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 09/15/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177178 |
| &nbsp;&nbsp;&nbsp;3.30%, 01/15/23 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417778 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/15/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166378 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154308 |
| Emera US Finance LP |  |  |
| &nbsp;&nbsp;&nbsp;2.64%, 06/15/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721085 |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 10/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232436 |
| &nbsp;&nbsp;&nbsp;2.75%, 10/15/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131723 |
| Empower Finance 2020 LP |  |  |
| &nbsp;&nbsp;&nbsp;1.36%, 09/17/27 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512475 |
| &nbsp;&nbsp;&nbsp;1.78%, 03/17/31 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355294 |
| Enbridge Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 09/15/40 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53347 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.60%, 10/04/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1704000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1492772 |
| Enbridge Inc. (5.75% fixed rate until 04/15/30; 5.31% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 07/15/80 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931880 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/23 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547743 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428967 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127499 |
| &nbsp;&nbsp;&nbsp;5.30%, 04/01/44 - 04/15/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565659 |
| &nbsp;&nbsp;&nbsp;5.35%, 05/15/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473021 |
| &nbsp;&nbsp;&nbsp;5.75%, 02/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392360 |
| &nbsp;&nbsp;&nbsp;6.13%, 12/15/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102004 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/42 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308259 |
| Energy Transfer LP (6.75% fixed rate until 05/15/25; 5.13% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;6.75%, 12/31/99 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2488000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2152120 |
| Energy Transfer LP/Regency Energy Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 11/01/23 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276584 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 02/15/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470120 |
| Enterprise Products Operating LLC (5.25% fixed rate until 08/16/27; 3.03% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 08/16/77 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155317 |
| EOG Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 01/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257119 |
| &nbsp;&nbsp;&nbsp;4.95%, 04/15/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195128 |
| &nbsp;&nbsp;&nbsp;5.10%, 01/15/36 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155139 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 07/15/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694741 |
| &nbsp;&nbsp;&nbsp;2.15%, 07/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461666 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 11/18/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317728 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/44 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115604 |
| Everest Reinsurance Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 10/15/52 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420073 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 01/15/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295473 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.05%, 04/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$611000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$569049 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/15/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322255 |
| &nbsp;&nbsp;&nbsp;4.70%, 04/15/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356630 |
| Extra Space Storage LP |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336626 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.61%, 10/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065970 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/15/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480566 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 02/01/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693029 |
| Fidelity National Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 09/17/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369811 |
| Fidelity National Information Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 03/01/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453699 |
| &nbsp;&nbsp;&nbsp;1.65%, 03/01/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388306 |
| &nbsp;&nbsp;&nbsp;3.10%, 03/01/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76178 |
| FirstEnergy Transmission LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.55%, 04/01/49 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603196 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245107 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/01/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129315 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 04/01/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982155 |
| &nbsp;&nbsp;&nbsp;4.13%, 02/01/42 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192279 |
| Flowers Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398913 |
| Flowserve Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 01/15/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471515 |
| Ford Motor Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 12/08/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497506 |
| Ford Motor Credit Company LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 05/04/23 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419529 |
| &nbsp;&nbsp;&nbsp;3.81%, 01/09/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920628 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 04/08/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363456 |
| Freeport-McMoRan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657927 |
| GA Global Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 01/15/26 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662933 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277792 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 02/01/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222606 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.20%, 04/01/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49059 |
| &nbsp;&nbsp;&nbsp;5.40%, 04/01/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117630 |
| &nbsp;&nbsp;&nbsp;6.13%, 10/01/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795179 |
| &nbsp;&nbsp;&nbsp;6.80%, 10/01/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340602 |
| General Motors Financial Company Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 01/08/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816334 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/08/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306644 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/01/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317099 |
| Genuine Parts Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 02/01/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343560 |
| Georgia-Pacific LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 09/30/25 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946479 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/01/25 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1763580 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 10/01/40 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217918 |
| &nbsp;&nbsp;&nbsp;2.80%, 10/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289281 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64267 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240245 |

---

See Notes to Schedule of Investments.

State Street Income Fund 7

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| &nbsp;&nbsp;&nbsp;3.65%, 03/01/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$226000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$218153 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/01/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123360 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/01/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386963 |
| GlaxoSmithKline Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508019 |
| GlaxoSmithKline Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 06/01/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426246 |
| Glencore Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 04/27/51 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370191 |
| Graphic Packaging International LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.51%, 04/15/26 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548445 |
| Gray Oak Pipeline LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 09/15/23 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396427 |
| &nbsp;&nbsp;&nbsp;2.60%, 10/15/25 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853586 |
| GSK Consumer Healthcare Capital U.S. LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 03/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537428 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/24/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195333 |
| GSK CONSUMER HEALTHCARE Co. GUAR 03/27 3.375 |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 03/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1364984 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2918 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/15/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156925 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 03/15/27 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091580 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367391 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/15/32 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541331 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/15/52 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168375 |
| &nbsp;&nbsp;&nbsp;5.38%, 02/01/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3221000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3217521 |
| Health Care Service Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 06/01/30 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451499 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/01/50 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141766 |
| Healthcare Realty Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 03/15/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253324 |
| Helmerich & Payne Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 09/29/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274465 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.60%, 02/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84271 |
| &nbsp;&nbsp;&nbsp;5.80%, 04/01/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53638 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp;6.35%, 10/15/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96958 |
| Highwoods Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 03/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219710 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/15/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514859 |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 09/01/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503858 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/15/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411403 |
| Hormel Foods Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 06/11/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673512 |
| HSBC Holdings PLC (2.01% fixed rate until 09/22/27; 1.73% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.01%, 09/22/28 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1527000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274388 |
| HSBC Holdings PLC (2.25% fixed rate until 11/22/26; 1.10% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 11/22/27 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082825 |
| HSBC Holdings PLC (2.87% fixed rate until 11/22/31; 1.41% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.87%, 11/22/32 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398200 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| HSBC Holdings PLC (3.00% fixed rate until 03/10/25; 1.43% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/10/26 (a)(b) | &nbsp;&nbsp;&nbsp;$1095000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1029103 |
| HSBC Holdings PLC (4.00% fixed rate until 03/09/26; 3.22% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 03/09/26 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800591 |
| HSBC Holdings PLC (4.29% fixed rate until 09/12/25; 1.35% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.29%, 09/12/26 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1372000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316434 |
| HSBC Holdings PLC (6.00% fixed rate until 05/22/27; 3.75% + 5 year US ISDA thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 05/22/27 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736343 |
| HSBC Holdings PLC (6.50% fixed rate until 03/23/28; 3.61% + 5 year US ISDA thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 03/23/28 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944466 |
| HSBC Holdings PLC (8.11% fixed rate until 11/03/32; 4.25% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;8.11%, 11/03/33 (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059750 |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 02/03/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879104 |
| &nbsp;&nbsp;&nbsp;2.15%, 02/03/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399699 |
| Huntington Bancshares Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 02/04/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666274 |
| Huntington Ingalls Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.04%, 08/16/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912688 |
| Huntsman International LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 05/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771863 |
| Hyundai Capital America |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 01/08/26 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1557000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363247 |
| Imperial Brands Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 07/26/24 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808544 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/11/23 - 07/26/26 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2068000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030103 |
| Indiana Michigan Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 05/01/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281878 |
| ING Groep N.V. |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 10/02/23 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668056 |
| ING Groep N.V. 1.01% + SOFR |  |  |
| &nbsp;&nbsp;&nbsp;5.33%, 04/01/27 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804800 |
| Ingredion Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 06/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148430 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 08/12/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501220 |
| &nbsp;&nbsp;&nbsp;2.45%, 11/15/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669903 |
| &nbsp;&nbsp;&nbsp;2.60%, 05/19/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497497 |
| &nbsp;&nbsp;&nbsp;2.80%, 08/12/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509441 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/11/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325249 |
| &nbsp;&nbsp;&nbsp;3.10%, 02/15/60 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232009 |
| Intercontinental Exchange Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 09/15/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154244 |
| &nbsp;&nbsp;&nbsp;2.65%, 09/15/40 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96008 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 02/19/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676213 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/39 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404661 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188403 |
| International Paper Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 08/15/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247783 |

---

See Notes to Schedule of Investments.

8 State Street Income Fund

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| Interstate Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/25 (a) | &nbsp;&nbsp;&nbsp;$1587000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1512839 |
| ITC Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 05/14/30 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860923 |
| JAB HOLDINGS BV |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 11/23/30 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373266 |
| Jabil Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 01/12/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294329 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1618276 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 01/09/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625899 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/07/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321761 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 03/03/37 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180660 |
| Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106910 |
| JPMorgan Chase & Co. (1.58% fixed rate until 04/22/26; 0.89% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;1.58%, 04/22/27 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011292 |
| JPMorgan Chase & Co. (2.96% fixed rate until 01/25/32; 1.26% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.96%, 01/25/33 (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3251760 |
| JPMorgan Chase & Co. (2.96% fixed rate until 05/13/30; 2.52% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.96%, 05/13/31 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547521 |
| JPMorgan Chase & Co. (3.16% fixed rate until 04/22/41; 1.46% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.16%, 04/22/42 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403496 |
| JPMorgan Chase & Co. (3.88% fixed rate until 07/24/37; 1.36% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 07/24/38 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362059 |
| JPMorgan Chase & Co. (3.90% fixed rate until 01/23/48; 1.22% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 01/23/49 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003399 |
| JPMorgan Chase & Co. (3.96% fixed rate until 01/29/26; 1.25% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.96%, 01/29/27 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697827 |
| JPMorgan Chase & Co. (4.01% fixed rate until 04/23/28; 1.12% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.01%, 04/23/29 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278822 |
| JPMorgan Chase & Co. (4.03% fixed rate until 07/24/47; 1.46% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.03%, 07/24/48 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233360 |
| JPMorgan Chase & Co. (4.49% fixed rate until 03/24/30; 3.79% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.49%, 03/24/31 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946402 |
| JPMorgan Chase & Co. (4.60% fixed rate until 02/01/25; 3.13% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 12/31/99 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009576 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| Kaiser Foundation Hospitals |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$568000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$386257 |
| &nbsp;&nbsp;&nbsp;3.27%, 11/01/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499002 |
| Kansas City Southern/old |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 05/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226265 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 05/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395084 |
| &nbsp;&nbsp;&nbsp;3.80%, 05/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258640 |
| KeyBank NA/Cleveland OH |  |  |
| &nbsp;&nbsp;&nbsp;4.90%, 08/08/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922660 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 11/01/42 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62957 |
| &nbsp;&nbsp;&nbsp;5.00%, 03/01/43 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133550 |
| &nbsp;&nbsp;&nbsp;6.38%, 03/01/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132125 |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 11/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1747073 |
| &nbsp;&nbsp;&nbsp;5.05%, 02/15/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106548 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 03/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293617 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/01/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160723 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.20%, 07/15/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592499 |
| Kyndryl Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654007 |
| &nbsp;&nbsp;&nbsp;2.70%, 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024479 |
| L3Harris Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 12/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313394 |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243122 |
| Leidos Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 05/15/23 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128190 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325806 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336188 |
| Liberty Mutual Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 05/15/60 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134163 |
| Life Storage LP |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 10/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445378 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 03/01/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486984 |
| Lincoln National Corp. (9.25% fixed rate until 12/01/27; 5.32% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;9.25%, 12/31/99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907404 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 01/11/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346187 |
| Lloyds Banking Group PLC (2.44% fixed rate until 02/05/25; 1.00% + 1 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.44%, 02/05/26 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743288 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 01/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141816 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/01/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94241 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/36 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354390 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 04/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224230 |
| &nbsp;&nbsp;&nbsp;1.70%, 09/15/28 - 10/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693513 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263558 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/15/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107764 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/03/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269313 |
| &nbsp;&nbsp;&nbsp;5.63%, 04/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620674 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 10/01/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286952 |

---

See Notes to Schedule of Investments.

State Street Income Fund 9

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$137399 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/01/60 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132680 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 12/15/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256828 |
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108226 |
| McCormick & Company Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 02/15/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227465 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/15/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2787443 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 07/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559675 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/01/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187994 |
| Medtronic Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 03/15/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45552 |
| Memorial Sloan-Kettering Cancer Center |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 07/01/52 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534274 |
| Mercedes-Benz Finance North America LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.38%, 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2143014 |
| Merck & Company Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 12/10/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930330 |
| &nbsp;&nbsp;&nbsp;2.45%, 06/24/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325531 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/10/25 - 12/10/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862534 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/10/61 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129540 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/07/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116541 |
| Meta Platforms Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 08/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327825 |
| &nbsp;&nbsp;&nbsp;4.45%, 08/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1199128 |
| MetLife Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.72%, 12/15/44 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211946 |
| Microchip Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.67%, 09/01/23 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2847000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2790686 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.37%, 11/01/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353016 |
| &nbsp;&nbsp;&nbsp;3.48%, 11/01/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460345 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 08/08/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270529 |
| &nbsp;&nbsp;&nbsp;2.68%, 06/01/60 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106633 |
| &nbsp;&nbsp;&nbsp;2.92%, 03/17/52 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880625 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/08/36 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96730 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/12/35 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267282 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 09/15/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404723 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 07/18/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342854 |
| Mizuho Financial Group Inc. (3.92% fixed rate until 09/11/23; 1.00% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.92%, 09/11/24 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288765 |
| Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 07/15/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101318 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 01/20/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272822 |
| &nbsp;&nbsp;&nbsp;4.35%, 09/08/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793136 |
| &nbsp;&nbsp;&nbsp;4.38%, 01/22/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261721 |
| Morgan Stanley (1.51% fixed rate until 07/20/26; 0.86% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;1.51%, 07/20/27 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549729 |
| Morgan Stanley (2.48% fixed rate until 09/16/31; 1.36% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.48%, 09/16/36 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1846187 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| Morgan Stanley (2.80% fixed rate until 01/25/51; 1.43% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 01/25/52 (a)(b) | &nbsp;&nbsp;&nbsp;$1405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$872533 |
| Morgan Stanley (2.94% fixed rate until 01/21/32; 1.29% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.94%, 01/21/33 (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622080 |
| Morgan Stanley (3.97% fixed rate until 07/22/37; 1.46% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.97%, 07/22/38 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230072 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 08/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381325 |
| &nbsp;&nbsp;&nbsp;5.20%, 12/01/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121863 |
| Mylan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.20%, 04/15/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138515 |
| National Australia Bank Ltd. (3.35% fixed rate until 01/12/32; 1.70% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 01/12/37 (a)(b)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950536 |
| National Retail Properties Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367071 |
| Natwest Group PLC (3.75% fixed rate until 11/01/24; 2.10% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 11/01/29 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533496 |
| Natwest Group PLC (4.52% fixed rate until 06/25/23; 1.55% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.52%, 06/25/24 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944413 |
| NewMarket Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 03/18/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330436 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/42 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217337 |
| NextEra Energy Capital Holdings Inc. (5.65% fixed rate until 05/01/29; 3.16% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;5.65%, 05/01/79 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338226 |
| NGPL PipeCo LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/31 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534430 |
| NIKE Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 03/27/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156722 |
| Nippon Life Insurance Co. (3.40% fixed rate until 01/23/30; 2.61% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 01/23/50 (a)(b)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666567 |
| NiSource Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 05/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369997 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/30/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94496 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 10/01/42 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210836 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.13%, 11/02/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051834 |
| NOV Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 12/01/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534772 |
| Novant Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.32%, 11/01/61 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264987 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 08/14/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516776 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49863 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.90%, 06/01/43 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224135 |

---

See Notes to Schedule of Investments.

10 State Street Income Fund

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 04/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$204000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$178194 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204325 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 11/30/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549454 |
| Oklahoma Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296288 |
| Oncor Electric Delivery Company LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 09/30/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110689 |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 03/15/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350519 |
| &nbsp;&nbsp;&nbsp;6.10%, 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622257 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 03/25/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676616 |
| &nbsp;&nbsp;&nbsp;2.30%, 03/25/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241938 |
| &nbsp;&nbsp;&nbsp;2.40%, 09/15/23 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232196 |
| &nbsp;&nbsp;&nbsp;2.65%, 07/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388953 |
| &nbsp;&nbsp;&nbsp;2.88%, 03/25/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334341 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521550 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276977 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/25/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328254 |
| &nbsp;&nbsp;&nbsp;3.80%, 11/15/37 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100977 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/25/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322059 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/46 - 11/15/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447146 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/25/61 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367988 |
| &nbsp;&nbsp;&nbsp;6.15%, 11/09/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575024 |
| &nbsp;&nbsp;&nbsp;6.90%, 11/09/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443677 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.06%, 04/05/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659204 |
| &nbsp;&nbsp;&nbsp;2.57%, 02/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211021 |
| &nbsp;&nbsp;&nbsp;3.36%, 02/15/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166857 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 01/30/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135570 |
| Pacific Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 08/01/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291978 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/01/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474269 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499300 |
| &nbsp;&nbsp;&nbsp;3.30%, 08/01/40 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413678 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166796 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290436 |
| PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 09/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317926 |
| &nbsp;&nbsp;&nbsp;2.90%, 06/15/52 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604849 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/15/37 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612109 |
| Packaging Corp. of America |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 10/01/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353819 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 01/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170554 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/01/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164148 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/01/44 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53167 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/14/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326284 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620284 |
| PartnerRe Finance B LLC (4.50% fixed rate until 04/01/30; 3.82% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 10/01/50 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280653 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 10/01/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496011 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211802 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 05/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319068 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| &nbsp;&nbsp;&nbsp;2.63%, 07/29/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$463643 |
| &nbsp;&nbsp;&nbsp;2.75%, 10/21/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678524 |
| Petroleos Mexicanos |  |  |
| &nbsp;&nbsp;&nbsp;6.70%, 02/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1516000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193547 |
| &nbsp;&nbsp;&nbsp;7.69%, 01/23/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609042 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 05/28/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490821 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/15/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189362 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443711 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/39 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201169 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/15/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137094 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/15/44 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87306 |
| Philip Morris International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 05/01/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399617 |
| &nbsp;&nbsp;&nbsp;2.10%, 05/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166792 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271291 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/04/43 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92510 |
| &nbsp;&nbsp;&nbsp;5.63%, 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985977 |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 12/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1799392 |
| &nbsp;&nbsp;&nbsp;3.15%, 12/15/29 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004797 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/15/52 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464812 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/01/28 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142988 |
| &nbsp;&nbsp;&nbsp;4.68%, 02/15/45 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190447 |
| Pioneer Natural Resources Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 01/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083626 |
| &nbsp;&nbsp;&nbsp;2.15%, 01/15/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281554 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 12/15/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511894 |
| PPL Capital Funding Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 05/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418303 |
| Precision Castparts Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 06/15/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207297 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 03/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119392 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225105 |
| Prospect Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.36%, 11/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618053 |
| Prudential Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.94%, 12/07/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322643 |
| Prudential Financial Inc. (5.70% fixed rate until 09/15/28; 2.67% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;5.70%, 09/15/48 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458887 |
| Public Service Company of Colorado |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 06/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412441 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 05/15/23 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900483 |
| PVH Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 07/10/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1179000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138525 |
| QUALCOMM Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 05/20/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134648 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/20/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62439 |
| Quanta Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 01/15/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516854 |
| &nbsp;&nbsp;&nbsp;3.05%, 10/01/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482095 |
| Quest Diagnostics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 06/30/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127958 |
| Raytheon Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 09/01/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628896 |
| &nbsp;&nbsp;&nbsp;2.82%, 09/01/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310452 |

---

See Notes to Schedule of Investments.

State Street Income Fund 11

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| &nbsp;&nbsp;&nbsp;3.13%, 05/04/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$613000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$571261 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302978 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/16/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254140 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206790 |
| &nbsp;&nbsp;&nbsp;4.45%, 11/16/38 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187256 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 12/15/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312724 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108342 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339091 |
| Regeneron Pharmaceuticals Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 09/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558994 |
| Regions Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 08/12/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344714 |
| Reliance Industries Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 01/12/52 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663280 |
| Republic Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 03/15/33 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884145 |
| Reynolds American Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.45%, 06/12/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26422 |
| Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 11/02/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396121 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 08/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129441 |
| Rockwell Automation Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 08/15/61 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131284 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/01/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241241 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/44 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93671 |
| Roper Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 09/15/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369457 |
| Ross Stores Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 04/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152518 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 09/02/23 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449648 |
| &nbsp;&nbsp;&nbsp;1.20%, 09/02/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554166 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/02/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265013 |
| &nbsp;&nbsp;&nbsp;2.15%, 09/02/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398751 |
| &nbsp;&nbsp;&nbsp;2.20%, 09/02/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103922 |
| &nbsp;&nbsp;&nbsp;3.30%, 09/02/40 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55258 |
| RPM International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208833 |
| Ryder System Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 12/01/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945099 |
| Salesforce Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 07/15/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556466 |
| &nbsp;&nbsp;&nbsp;2.70%, 07/15/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493046 |
| Santander UK Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 09/15/25 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962208 |
| Saudi Arabian Oil Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 04/16/29 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141161 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/16/49 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219756 |
| Schlumberger Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 05/17/28 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429672 |
| Sealed Air Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.57%, 10/15/26 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2504000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2162179 |
| Selective Insurance Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.38%, 03/01/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150059 |
| Sempra Energy |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 02/01/38 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125437 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130513 |
| Sempra Energy (4.13% fixed rate until 01/01/27; 2.87% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 04/01/52 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798474 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 11/07/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$684000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$483431 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/12/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92705 |
| Shire Acquisitions Investments Ireland DAC |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 09/23/23 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130682 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/23/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107167 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 06/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262257 |
| Sonoco Products Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 02/01/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630027 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574744 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/01/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529880 |
| Southern Company Gas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 10/01/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300323 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/30/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51904 |
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 02/10/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505651 |
| Southwestern Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 10/01/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291577 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 10/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81202 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54276 |
| Standard Chartered PLC (2.68% fixed rate until 06/29/31; 1.20% + 1 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.68%, 06/29/32 (a)(b)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977212 |
| Standard Chartered PLC (2.82% fixed rate until 01/30/25; 1.21% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.82%, 01/30/26 (a)(b)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1213085 |
| Stanley Black & Decker Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773269 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231538 |
| STERIS Irish FinCo UnLtd Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 03/15/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197551 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431492 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 06/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692501 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.44%, 04/02/24 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2981000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2931843 |
| Sumitomo Mitsui Trust Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 09/16/26 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3099000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2691605 |
| Suncor Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71456 |
| Svenska Handelsbanken AB (1.42% fixed rate until 06/11/26; 0.63% + 1 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;1.42%, 06/11/27 (a)(b)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1744000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528023 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221175 |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82957 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102394 |
| Takeda Pharmaceutical Company Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 03/31/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163222 |
| &nbsp;&nbsp;&nbsp;3.03%, 07/09/40 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220116 |
| &nbsp;&nbsp;&nbsp;3.18%, 07/09/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205203 |
| &nbsp;&nbsp;&nbsp;3.38%, 07/09/60 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201768 |

---

See Notes to Schedule of Investments.

12 State Street Income Fund

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| Take-Two Interactive Software Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 04/14/27 (a) | &nbsp;&nbsp;&nbsp;$1945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1830867 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/14/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380374 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622011 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/15/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390193 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/15/44 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393355 |
| Tapestry Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 07/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64554 |
| Targa Resources Partners LP/Targa Resources Partners Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1852933 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235144 |
| Teck Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;5.40%, 02/01/43 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218997 |
| Telefonica Emisiones S.A. |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 03/08/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605651 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/39 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277950 |
| The Allstate Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 12/15/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472554 |
| The Allstate Corp. (5.75% fixed rate until 08/15/23; 2.94% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 08/15/53 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704466 |
| The Bank of New York Mellon Corp. (4.63% fixed rate until 09/20/26; 3.13% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 12/31/99 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562028 |
| The Bank of Nova Scotia (6.57% fixed rate until 04/12/23; 2.65% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;6.57%, 12/31/99 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673885 |
| The Boeing Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 02/04/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023444 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/01/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872288 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208232 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110992 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/01/38 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121537 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150267 |
| &nbsp;&nbsp;&nbsp;5.04%, 05/01/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1421000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406151 |
| &nbsp;&nbsp;&nbsp;5.15%, 05/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781191 |
| &nbsp;&nbsp;&nbsp;5.81%, 05/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461478 |
| The Charles Schwab Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 03/03/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977948 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/03/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301651 |
| The Charles Schwab Corp. (4.00% fixed rate until 12/01/30; 3.08% + 10 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 12/31/99 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816578 |
| The Cleveland Electric Illuminating Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.55%, 11/15/30 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919476 |
| The Clorox Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 05/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453635 |
| The Coca-Cola Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 06/01/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272889 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/60 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211316 |
| The Dow Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 11/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250857 |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224924 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| &nbsp;&nbsp;&nbsp;4.25%, 10/01/34 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$193000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$173453 |
| &nbsp;&nbsp;&nbsp;5.55%, 11/30/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208096 |
| The Estee Lauder Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 12/01/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271321 |
| The George Washington University |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 09/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757213 |
| The Goldman Sachs Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 01/26/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2007000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910945 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/21/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509611 |
| &nbsp;&nbsp;&nbsp;5.15%, 05/22/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141996 |
| The Goldman Sachs Group Inc. (1.54% fixed rate until 09/10/26; 0.82% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;1.54%, 09/10/27 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649653 |
| The Goldman Sachs Group Inc. (2.38% fixed rate until 07/21/31; 1.25% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 07/21/32 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317828 |
| The Goldman Sachs Group Inc. (2.91% fixed rate until 07/21/41; 1.47% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.91%, 07/21/42 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227715 |
| The Goldman Sachs Group Inc. (3.21% fixed rate until 04/22/41; 1.51% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.21%, 04/22/42 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366368 |
| The Goldman Sachs Group Inc. (3.44% fixed rate until 02/24/42; 1.63% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.44%, 02/24/43 (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632989 |
| The Goldman Sachs Group Inc. (3.81% fixed rate until 04/23/28; 1.16% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.81%, 04/23/29 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214710 |
| The Goldman Sachs Group Inc. (4.02% fixed rate until 10/31/37; 1.37% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.02%, 10/31/38 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200119 |
| The Goldman Sachs Group Inc. (4.22% fixed rate until 05/01/28; 1.30% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.22%, 05/01/29 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362318 |
| The Hartford Financial Services Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 08/19/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752655 |
| The Hartford Financial Services Group Inc. 2.13% + 3 month USD LIBOR |  |  |
| &nbsp;&nbsp;&nbsp;6.73%, 02/12/67 (a)(b)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473006 |
| The Home Depot Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204298 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/15/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302547 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/56 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166149 |
| &nbsp;&nbsp;&nbsp;3.90%, 12/06/28 - 06/15/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411017 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/06/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163919 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251215 |
| The Kroger Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 05/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296153 |

---

See Notes to Schedule of Investments.

State Street Income Fund 13

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| &nbsp;&nbsp;&nbsp;4.65%, 01/15/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$153000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$132102 |
| The Northwestern Mutual Life Insurance Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 03/30/51 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694068 |
| The Progressive Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115167 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/52 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111556 |
| The Southern Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 07/01/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133764 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772398 |
| The Toronto-Dominion Bank |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 03/10/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1713000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476212 |
| &nbsp;&nbsp;&nbsp;4.46%, 06/08/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860311 |
| The Travelers Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 04/27/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455929 |
| The Walt Disney Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 01/13/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510089 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88895 |
| &nbsp;&nbsp;&nbsp;3.60%, 01/13/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300593 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55822 |
| &nbsp;&nbsp;&nbsp;6.65%, 11/15/37 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446891 |
| The Williams Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94256 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/01/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172102 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/15/45 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404833 |
| &nbsp;&nbsp;&nbsp;5.30%, 08/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315291 |
| &nbsp;&nbsp;&nbsp;5.40%, 03/04/44 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62952 |
| The Williams Cos. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.10%, 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376943 |
| Thermo Fisher Scientific Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 10/15/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329417 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp;6.55%, 05/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167849 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707570 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863651 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227840 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98258 |
| TotalEnergies Capital International S.A. |  |  |
| &nbsp;&nbsp;&nbsp;3.46%, 02/19/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728810 |
| Trane Technologies Luxembourg Finance S.A. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 11/01/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411642 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/21/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513420 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535738 |
| &nbsp;&nbsp;&nbsp;4.88%, 01/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127354 |
| Transcanada Trust (5.63% fixed rate until 05/20/25; 3.53% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;5.63%, 05/20/75 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054667 |
| Transcontinental Gas Pipe Line Company LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249137 |
| Truist Financial Corp. (4.80% fixed rate until 09/01/24; 3.00% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.80%, 12/31/99 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388024 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 06/01/44 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111455 |
| Tyco Electronics Group S.A. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 08/15/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249097 |
| Tyson Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966473 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| UBS Group AG (3.13% fixed rate until 08/13/29; 1.47% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 08/13/30 (a)(b)(f) | &nbsp;&nbsp;&nbsp;$1015000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$857178 |
| UDR Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 08/01/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382480 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273765 |
| UniCredit S.p.A. (2.57% fixed rate until 09/22/25; 2.30% + 1 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.57%, 09/22/26 (a)(b)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1783000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1578151 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 05/20/61 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347534 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/37 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73735 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/06/71 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160939 |
| &nbsp;&nbsp;&nbsp;4.10%, 09/15/67 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117428 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 05/15/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530517 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/15/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636815 |
| &nbsp;&nbsp;&nbsp;4.45%, 12/15/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390565 |
| &nbsp;&nbsp;&nbsp;4.75%, 07/15/45 - 05/15/52 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955008 |
| &nbsp;&nbsp;&nbsp;6.05%, 02/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313828 |
| Utah Acquisition Sub Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 06/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77571 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 10/15/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284027 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 03/22/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719149 |
| &nbsp;&nbsp;&nbsp;2.36%, 03/15/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878688 |
| &nbsp;&nbsp;&nbsp;2.55%, 03/21/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632064 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/22/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1423000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323219 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/22/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417948 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/22/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299225 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/22/61 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366592 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/01/34 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586558 |
| &nbsp;&nbsp;&nbsp;4.86%, 08/21/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755454 |
| Viatris Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 06/22/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132562 |
| Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321491 |
| Visa Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/40 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318870 |
| Vistra Operations Company LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 07/15/24 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370380 |
| Viterra Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 04/21/26 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615068 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/21/31 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750820 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 05/30/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127868 |
| Volkswagen Group of America Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 11/24/27 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190542 |
| Vontier Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 04/01/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505222 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/01/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609352 |
| Vornado Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 06/01/26 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833566 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245202 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116800 |
| Walgreens Boots Alliance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 04/15/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33113 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 09/22/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430521 |

---

See Notes to Schedule of Investments.

14 State Street Income Fund

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| &nbsp;&nbsp;&nbsp;2.50%, 09/22/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$528000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$385588 |
| &nbsp;&nbsp;&nbsp;2.65%, 09/22/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169863 |
| Warnermedia Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.05%, 03/15/42 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173025 |
| &nbsp;&nbsp;&nbsp;5.14%, 03/15/52 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161542 |
| &nbsp;&nbsp;&nbsp;5.39%, 03/15/62 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161163 |
| Waste Connections Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 01/15/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575139 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/52 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481316 |
| WEC Energy Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 06/15/25 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82258 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 01/24/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708421 |
| &nbsp;&nbsp;&nbsp;4.75%, 12/07/46 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712138 |
| Wells Fargo & Co. (1.65% fixed rate until 06/02/23; 1.60% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 06/02/24 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729218 |
| Wells Fargo & Co. (2.19% fixed rate until 04/30/25; 2.00% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.19%, 04/30/26 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827437 |
| Wells Fargo & Co. (2.39% fixed rate until 06/02/27; 2.10% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.39%, 06/02/28 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503674 |
| Wells Fargo & Co. (3.07% fixed rate until 04/30/40; 2.53% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.07%, 04/30/41 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607656 |
| Wells Fargo & Co. (3.20% fixed rate until 06/17/26; 1.17% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 06/17/27 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1848285 |
| Wells Fargo & Co. (3.35% fixed rate until 03/02/32; 1.50% + SOFR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 03/02/33 (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840920 |
| Wells Fargo & Co. (5.88% fixed rate until 06/15/25; 3.99% + 3 month USD LIBOR thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;5.88%, 12/31/99 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1367224 |
| Westlake Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 08/15/41 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185838 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/15/51 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195069 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/61 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187106 |
| Westpac Banking Corp. (2.89% fixed rate until 02/04/25; 1.35% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;2.89%, 02/04/30 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574827 |
| Westpac Banking Corp. (4.11% fixed rate until 07/24/29; 2.00% + 5 year CMT Rate thereafter) |  |  |
| &nbsp;&nbsp;&nbsp;4.11%, 07/24/34 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388874 |
| Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 03/09/52 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428270 |
| Willis North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 09/15/49 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291637 |
| Workday Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668754 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/29 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311739 |
| WPP Finance 2010 |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 09/19/24 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236329 |
| Xcel Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 06/01/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454003 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| Yamana Gold Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 08/15/31 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$832000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$623002 |
| Zoetis Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 09/12/27 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108170 |
| &nbsp;&nbsp;&nbsp;3.90%, 08/20/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265243 |
| &nbsp;&nbsp;&nbsp;5.60%, 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442208 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478852394 |
| Non-Agency Collateralized Mortgage Obligations - 5.8% | Non-Agency Collateralized Mortgage Obligations - 5.8% | Non-Agency Collateralized Mortgage Obligations - 5.8% |
| BANK 2017-BNK7 |  |  |
| &nbsp;&nbsp;&nbsp;3.18%, 09/15/60 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20509000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18652779 |
| BANK 2018-BNK15 |  |  |
| &nbsp;&nbsp;&nbsp;4.41%, 11/15/61 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8189235 |
| BPR Trust 2022-OANA 1.90% + 1 month Term SOFR |  |  |
| &nbsp;&nbsp;&nbsp;6.23%, 04/15/37 (a)(b)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3084865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3037701 |
| Cantor Commercial Real Estate Lending 2019-CF3 |  |  |
| &nbsp;&nbsp;&nbsp;3.01%, 01/15/53 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4022000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3473060 |
| CD 2019-CD8 Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;2.91%, 08/15/57 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7323000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6326543 |
| Citigroup Commercial Mortgage Trust 2016-P6 |  |  |
| &nbsp;&nbsp;&nbsp;4.03%, 12/10/49 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2942926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2690303 |
| COMM 2012-CCRE3 Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;3.92%, 10/15/45 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1423010 |
| COMM 2013-LC13 Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;4.56%, 08/10/46 (a)(b)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359718 |
| COMM 2014-CR14 Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;4.53%, 02/10/47 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890051 |
| GS Mortgage Securities Trust 2015-GS1 |  |  |
| &nbsp;&nbsp;&nbsp;4.42%, 11/10/48 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2624091 |
| GS Mortgage Securities Trust 2018-GS9 |  |  |
| &nbsp;&nbsp;&nbsp;4.14%, 03/10/51 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2609000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2392600 |
| GS Mortgage Securities Trust 2019-GC42 |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 09/01/52 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11219329 |
| GS Mortgage Securities Trust 2019-GSA1 |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 11/10/52 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6397000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5562801 |
| Impac CMB Trust 2004-5 0.72% + 1 month USD LIBOR |  |  |
| &nbsp;&nbsp;&nbsp;5.11%, 10/25/34 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146273 |
| JPMBB Commercial Mortgage Securities Trust 2013-C12 |  |  |
| &nbsp;&nbsp;&nbsp;4.05%, 07/15/45 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998184 |
| JPMBB Commercial Mortgage Securities Trust 2015-C32 |  |  |
| &nbsp;&nbsp;&nbsp;4.65%, 11/15/48 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2174000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576076 |
| MASTR Alternative Loan Trust 2003-5 |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 08/25/18 (a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 |  |  |
| &nbsp;&nbsp;&nbsp;0.85%, 03/15/48 (a)(b)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25516847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340463 |
| Wells Fargo Commercial Mortgage Trust 2014-LC16 |  |  |
| &nbsp;&nbsp;&nbsp;4.32%, 08/15/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4152195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3502814 |
| Wells Fargo Commercial Mortgage Trust 2015-C26 |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 02/15/48 (b)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20265121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400232 |

---

See Notes to Schedule of Investments.

State Street Income Fund 15

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| WFRBS Commercial Mortgage Trust 2013-C17 |  |  |
| &nbsp;&nbsp;&nbsp;4.26%, 12/15/46 (a) | &nbsp;&nbsp;&nbsp;$1880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1845043 |
| WFRBS Commercial Mortgage Trust 2014-LC14 |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 03/15/47 (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4333000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4194018 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81845476 |
| Sovereign Bonds - 1.0% | Sovereign Bonds - 1.0% | Sovereign Bonds - 1.0% |
| Government of Chile |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 01/27/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2507000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2054913 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/30/42 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114513 |
| &nbsp;&nbsp;&nbsp;3.86%, 06/21/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672709 |
| Government of Indonesia |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 01/11/28 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549158 |
| &nbsp;&nbsp;&nbsp;4.35%, 01/11/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199956 |
| Government of Mexico |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 02/10/48 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752289 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/08/44 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2068000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670510 |
| Government of Panama |  |  |
| &nbsp;&nbsp;&nbsp;3.16%, 01/23/30 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1217000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047277 |
| &nbsp;&nbsp;&nbsp;3.87%, 07/23/60 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534463 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/47 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407952 |
| Government of Peru |  |  |
| &nbsp;&nbsp;&nbsp;1.86%, 12/01/32 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899401 |
| &nbsp;&nbsp;&nbsp;2.78%, 12/01/60 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2055000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206408 |
| &nbsp;&nbsp;&nbsp;5.63%, 11/18/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877131 |
| Government of Philippines |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 01/20/40 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707003 |
| Government of Qatar |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 03/14/24 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024079 |
| &nbsp;&nbsp;&nbsp;4.82%, 03/14/49 (a)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267229 |
| Government of Uruguay |  |  |
| &nbsp;&nbsp;&nbsp;5.10%, 06/18/50 (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868634 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13853625 |
| Municipal Bonds and Notes - 0.4% | Municipal Bonds and Notes - 0.4% | Municipal Bonds and Notes - 0.4% |
| American Municipal Power Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.27%, 02/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099453 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Fair<br> Value** |
| Board of Regents of the University of Texas System |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 08/15/47 | &nbsp;&nbsp;&nbsp;$1025000 | &nbsp;&nbsp;$788266 |
| Port Authority of New York & New Jersey |  |  |
| &nbsp;&nbsp;&nbsp;4.46%, 10/01/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622675 |
| State of California |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 04/01/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732117 |
| State of Illinois |  |  |
| &nbsp;&nbsp;&nbsp;5.10%, 06/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715005 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5957516 |
| **Total Bonds and Notes<br> (Cost $1,542,572,546)** |  | &nbsp;&nbsp;&nbsp;&nbsp;1387360636 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** |  |
| **Domestic Equity - 0.1%** | **Domestic Equity - 0.1%** | **Domestic Equity - 0.1%** |
| Preferred Stock - 0.1% | Preferred Stock - 0.1% | Preferred Stock - 0.1% |
| Wells Fargo & Co. 5.85%, (5.85% fixed rate until 09/15/23; 3.09% + 3 month USD LIBOR thereafter)<br> (Cost $1,375,850) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266332 |
| **Total Investments in Securities<br> (Cost $1,543,948,396)** |  | &nbsp;&nbsp;&nbsp;&nbsp;1388626968 |
| **Short-Term Investments - 19.9%** | **Short-Term Investments - 19.9%** | **Short-Term Investments - 19.9%** |
| State Street Institutional U.S. Government Money Market Fund - Class G Shares 4.16% (h)(i)<br> (Cost $281,340,561) | &nbsp;&nbsp;281340562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281340562 |
| **Total Investments<br> (Cost $1,825,288,957)** |  | &nbsp;&nbsp;&nbsp;&nbsp;1669967530 |
| **Liabilities in Excess of Other Assets, net - (18.0)%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(254416050) |
| **NET ASSETS - 100.0%** |  | &nbsp;&nbsp;$1415551480 |

---

------

#### Other Information:

------

Centrally Cleared Credit Default Swaps

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity** | &nbsp;&nbsp;&nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount<br> (000s<br> omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Contract<br> Annual<br> Fixed Rate/<br> Payment<br> Frequency** | &nbsp;&nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value** | &nbsp;&nbsp;&nbsp;&nbsp;**Unamortized<br> Upfront<br> Payments<br> Received (Paid)** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Buy Protection** |  |  |  |  |  |  |  |
| Markit CDX North America High Yield Index | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange | $53939 | &nbsp;&nbsp;&nbsp;5.00%/<br> Quarterly | 12/20/27 | $315042 | $(2137387) | $2452429 |

---

The Fund had the following long futures contracts open at December 31, 2022:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| U.S. Long Bond Futures | &nbsp;&nbsp;&nbsp;&nbsp;March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp;$26689933 | &nbsp;&nbsp;$26447531 | &nbsp;&nbsp;$(242402) |
| U.S. Ultra Long-Term Treasury Bond Futures | &nbsp;&nbsp;&nbsp;&nbsp;March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19411406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19206687 | &nbsp;&nbsp;&nbsp;&nbsp;(204719) |
| 2 Yr. U.S. Treasury Notes Futures | &nbsp;&nbsp;&nbsp;&nbsp;March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;124074652 | &nbsp;&nbsp;&nbsp;&nbsp;124277345 | &nbsp;&nbsp;&nbsp;&nbsp;202693 |
|  |  |  |  |  | &nbsp;&nbsp;$(244428) |

---

The Fund had the following short futures contracts open at December 31, 2022:

See Notes to Schedule of Investments.

16 State Street Income Fund

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| 10 Yr. U.S. Treasury Notes Futures | &nbsp;&nbsp;&nbsp;&nbsp;March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;$(42365413) | &nbsp;&nbsp;$(41999032) | &nbsp;&nbsp;$366382 |
| 10 Yr. U.S. Treasury Ultra Futures | &nbsp;&nbsp;&nbsp;&nbsp;March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5887846) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5795781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92065 |
| 5 Yr. U.S. Treasury Notes Futures | &nbsp;&nbsp;&nbsp;&nbsp;March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp;(43438359) | &nbsp;&nbsp;&nbsp;&nbsp;(43387734) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50625 |
|  |  |  |  |  | &nbsp;&nbsp;$509072 |

---

The views expressed in this document reflect our judgment as of the publication date and are subject to change at any time without notice. The securities cited may not be representative of the Fund's future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund's summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.

---

| | |
|:---|:---|
| (a) | At December 31, 2022, all or a portion of this security was pledged to cover collateral requirements for futures, swaps and/or TBAs. |
| (b) | Variable Rate Security - Interest rate shown is rate in effect at December 31, 2022. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above. |
| (c) | Settlement is on a delayed delivery or when-issued basis with final maturity to be announced ("TBA") in the future. |
| (d) | Interest only security. These securities represent the right to receive the monthly interest payments on an underlying pool of mortgages. Payments of principal on the pool reduce the value of the "interest only" holding. |
| (e) | Principal only security. These securities represent the right to receive the monthly principal payments on an underlying pool of mortgages. No payments of interest on the pool are passed through to the "principal only" holder. |
| (f) | Pursuant to Rule 144A of the Securities Act of 1933, as amended, these securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2022, these securities amounted to $75,382,854 or 5.33% of the net assets of the State Street Income Fund. These securities have been determined to be liquid using procedures established by the Fund's Board of Trustees. |
| (g) | Step coupon bond. |
| (h) | Sponsored by SSGA Funds Management, Inc., the Fund's investment adviser and administrator, and an affiliate of State Street Bank & Trust Co., the Fund's sub-administrator, custodian and accounting agent. |
| (i) | Coupon amount represents effective yield. |
| † | Percentages are based on net assets as of December 31, 2022. |
| \*\* | Amount is less than $0.50. |

---

---

| |
|:---|
| **Abbreviations:** |
| CMT - Constant Maturity Treasury |
| ISDA - International Swaps and Derivatives Association |
| LIBOR - London Interbank Offered Rate |
| REMIC - Real Estate Mortgage Investment Conduit |
| SOFR - Secured Overnight Financing Rate |
| STRIPS - Separate Trading of Registered Interest and Principal of Security |
| TBA - To Be Announced |

---

See Notes to Schedule of Investments.

State Street Income Fund 17

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Income Fund

Schedule of Investments

December 31, 2022 (Unaudited)

The following table presents the Fund's investments measured at fair value on a recurring basis at December 31, 2022:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments in Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;U.S. Treasuries | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$356240840 | $— | &nbsp;&nbsp;&nbsp;$356240840 |
| &nbsp;&nbsp;&nbsp;Agency Mortgage Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438634999 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438634999 |
| &nbsp;&nbsp;&nbsp;Agency Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9469617 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9469617 |
| &nbsp;&nbsp;&nbsp;Asset Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2506169 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2506169 |
| &nbsp;&nbsp;&nbsp;Corporate Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478852394 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478852394 |
| &nbsp;&nbsp;&nbsp;Non-Agency Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81845476 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81845476 |
| &nbsp;&nbsp;&nbsp;Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13853625 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13853625 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5957516 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5957516 |
| &nbsp;&nbsp;&nbsp;Preferred Stock | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266332 |
| &nbsp;&nbsp;&nbsp;Short-Term Investments | &nbsp;&nbsp;&nbsp;281340562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281340562 |
| Total Investments in Securities | $282606894 | $1387360636 | $— | $1669967530 |
| Other Financial Instruments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Credit Default Swap Contracts - Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2452429 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2452429 |
| &nbsp;&nbsp;&nbsp;Long Futures Contracts - Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202693 |
| &nbsp;&nbsp;&nbsp;Long Futures Contracts - Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(447121) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(447121) |
| &nbsp;&nbsp;&nbsp;Short Futures Contracts - Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509072 |
| Total Other Financial Instruments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$264644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2452429 | $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2717073 |

---

**Affiliate Table**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number<br> of Shares<br> Held at<br> 9/30/22** | **Value at<br> 9/30/22** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares<br> Sold** | **Realized<br> Gain<br> (Loss)** | **Change in<br> Unrealized<br> Appreciation<br> (Depreciation)** | **Number of<br> Shares<br> Held at<br> 12/31/22** | **Value at<br> 12/31/22** | **Dividend<br> Income** |
| State Street Institutional U.S. Government Money Market Fund - Class G Shares | 195143093 | $195143093 | $181241298 | $95043829 | $— | $— | 281340562 | $281340562 | $2495180 |

---

See Notes to Schedule of Investments.

18 State Street Income Fund

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street U.S. Core Equity Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| **Common Stock - 98.5% †** | **Common Stock - 98.5% †** | **Common Stock - 98.5% †** |
| Aerospace & Defense - 0.8% | Aerospace & Defense - 0.8% | Aerospace & Defense - 0.8% |
| Raytheon Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;440876 | &nbsp;&nbsp;&nbsp;&nbsp;$44493206 |
| Apparel Retail - 1.3% | Apparel Retail - 1.3% | Apparel Retail - 1.3% |
| Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;619125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71861839 |
| Application Software - 2.3% | Application Software - 2.3% | Application Software - 2.3% |
| Adobe Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28308231 |
| Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11740821 |
| Salesforce Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;591991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78492087 |
| Splunk Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5581731 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124122870 |
| Auto Parts & Equipment - 0.4% | Auto Parts & Equipment - 0.4% | Auto Parts & Equipment - 0.4% |
| Magna International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;400087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22476888 |
| Automobile Manufacturers - 0.8% | Automobile Manufacturers - 0.8% | Automobile Manufacturers - 0.8% |
| General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;734788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24718268 |
| Tesla Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;135323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16669087 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41387355 |
| Automotive Retail - 0.7% | Automotive Retail - 0.7% | Automotive Retail - 0.7% |
| O'Reilly Automotive Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39363027 |
| Biotechnology - 1.6% | Biotechnology - 1.6% | Biotechnology - 1.6% |
| BioMarin Pharmaceutical Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;290622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30076471 |
| Vertex Pharmaceuticals Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;201202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58103113 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88179584 |
| Building Products - 0.7% | Building Products - 0.7% | Building Products - 0.7% |
| Trane Technologies PLC | &nbsp;&nbsp;&nbsp;&nbsp;217022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36479228 |
| Cable & Satellite - 0.6% | Cable & Satellite - 0.6% | Cable & Satellite - 0.6% |
| Charter Communications Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11112985 |
| Comcast Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;648837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22689830 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33802815 |
| Communications Equipment - 0.2% | Communications Equipment - 0.2% | Communications Equipment - 0.2% |
| Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;176922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8428564 |
| Construction Materials - 0.5% | Construction Materials - 0.5% | Construction Materials - 0.5% |
| Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24914135 |
| Data Processing & Outsourced Services - 5.5% | Data Processing & Outsourced Services - 5.5% | Data Processing & Outsourced Services - 5.5% |
| Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;707384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47996004 |
| Mastercard Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;338889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117841872 |
| PayPal Holdings Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;419489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29876007 |
| Visa Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;491159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102043194 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297757077 |
| Diversified Banks - 1.0% | Diversified Banks - 1.0% | Diversified Banks - 1.0% |
| JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;384886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51613213 |
| Diversified Support Services - 0.5% | Diversified Support Services - 0.5% | Diversified Support Services - 0.5% |
| Cintas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27517207 |
| Electric Utilities - 2.2% | Electric Utilities - 2.2% | Electric Utilities - 2.2% |
| American Electric Power Company Inc. | &nbsp;&nbsp;&nbsp;&nbsp;242161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22993187 |
| NextEra Energy Inc. | &nbsp;&nbsp;1175005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98230418 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121223605 |
| Electronic Components - 1.0% | Electronic Components - 1.0% | Electronic Components - 1.0% |
| Amphenol Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;686877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52298815 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| Environmental & Facilities Services - 1.2% | Environmental & Facilities Services - 1.2% | Environmental & Facilities Services - 1.2% |
| Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;405146 | &nbsp;&nbsp;&nbsp;&nbsp;$63559304 |
| Financial Exchanges & Data - 2.7% | Financial Exchanges & Data - 2.7% | Financial Exchanges & Data - 2.7% |
| CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;188060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31624169 |
| MSCI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26341647 |
| S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;269019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90105224 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148071040 |
| Footwear - 0.7% | Footwear - 0.7% | Footwear - 0.7% |
| NIKE Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;307862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36022933 |
| Healthcare Equipment - 4.7% | Healthcare Equipment - 4.7% | Healthcare Equipment - 4.7% |
| Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;123419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31385452 |
| Boston Scientific Corp. (a) | &nbsp;&nbsp;1317055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60940135 |
| Edwards Lifesciences Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;389849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29086634 |
| IDEXX Laboratories Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32253725 |
| Medtronic PLC | &nbsp;&nbsp;&nbsp;&nbsp;530844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41257196 |
| Teleflex Inc. | &nbsp;&nbsp;&nbsp;&nbsp;235993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58910932 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253834074 |
| Home Improvement Retail - 1.5% | Home Improvement Retail - 1.5% | Home Improvement Retail - 1.5% |
| Lowe's Companies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;307470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61260323 |
| The Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19092473 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80352796 |
| Hotels, Resorts & Cruise Lines - 0.4% | Hotels, Resorts & Cruise Lines - 0.4% | Hotels, Resorts & Cruise Lines - 0.4% |
| Marriott International Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;144984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21586668 |
| Household Products - 1.5% | Household Products - 1.5% | Household Products - 1.5% |
| Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;275326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21692935 |
| The Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;378628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57384860 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79077795 |
| Hypermarkets & Super Centers - 1.9% | Hypermarkets & Super Centers - 1.9% | Hypermarkets & Super Centers - 1.9% |
| Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;130986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59795109 |
| Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;285273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40448859 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100243968 |
| Industrial Conglomerates - 1.5% | Industrial Conglomerates - 1.5% | Industrial Conglomerates - 1.5% |
| Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;392000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84005600 |
| Industrial Gases - 0.9% | Industrial Gases - 0.9% | Industrial Gases - 0.9% |
| Air Products & Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;150512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46396829 |
| Industrial Machinery - 1.3% | Industrial Machinery - 1.3% | Industrial Machinery - 1.3% |
| Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;239201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69607491 |
| Insurance Brokers - 0.3% | Insurance Brokers - 0.3% | Insurance Brokers - 0.3% |
| Marsh & McLennan Companies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;106034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17546506 |
| Integrated Oil & Gas - 1.0% | Integrated Oil & Gas - 1.0% | Integrated Oil & Gas - 1.0% |
| Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;308652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55399947 |
| Interactive Home Entertainment - 0.3% | Interactive Home Entertainment - 0.3% | Interactive Home Entertainment - 0.3% |
| Activision Blizzard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;229619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17577334 |
| Interactive Media & Services - 5.1% | Interactive Media & Services - 5.1% | Interactive Media & Services - 5.1% |
| Alphabet Inc., Class C (a) | &nbsp;&nbsp;&nbsp;&nbsp;305851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27138159 |
| Alphabet Inc., Class A (a) | &nbsp;&nbsp;2080991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183605836 |
| Meta Platforms Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;561437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67563329 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278307324 |

---

See Notes to Schedule of Investments.

State Street U.S. Core Equity Fund 19

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street U.S. Core Equity Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| Internet & Direct Marketing Retail - 3.3% | Internet & Direct Marketing Retail - 3.3% | Internet & Direct Marketing Retail - 3.3% |
| Amazon.com Inc. (a) | &nbsp;&nbsp;2123746 | &nbsp;&nbsp;$178394664 |
| Investment Banking & Brokerage - 1.4% | Investment Banking & Brokerage - 1.4% | Investment Banking & Brokerage - 1.4% |
| The Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;899510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74893203 |
| IT Consulting & Other Services - 0.4% | IT Consulting & Other Services - 0.4% | IT Consulting & Other Services - 0.4% |
| Accenture PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20356423 |
| Life & Health Insurance - 0.1% | Life & Health Insurance - 0.1% | Life & Health Insurance - 0.1% |
| Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;138143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4243753 |
| Life Sciences Tools & Services - 1.5% | Life Sciences Tools & Services - 1.5% | Life Sciences Tools & Services - 1.5% |
| IQVIA Holdings Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;328823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67372544 |
| Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13163694 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80536238 |
| Managed Healthcare - 2.7% | Managed Healthcare - 2.7% | Managed Healthcare - 2.7% |
| Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23296962 |
| UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;235459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124835653 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148132615 |
| Movies & Entertainment - 0.4% | Movies & Entertainment - 0.4% | Movies & Entertainment - 0.4% |
| The Walt Disney Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;260114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22598704 |
| Multi-Line Insurance - 0.4% | Multi-Line Insurance - 0.4% | Multi-Line Insurance - 0.4% |
| American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;322885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20419247 |
| Multi-Sector Holdings - 1.4% | Multi-Sector Holdings - 1.4% | Multi-Sector Holdings - 1.4% |
| Berkshire Hathaway Inc., Class B (a) | &nbsp;&nbsp;&nbsp;&nbsp;250922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77509806 |
| Multi-Utilities - 0.9% | Multi-Utilities - 0.9% | Multi-Utilities - 0.9% |
| Sempra Energy | &nbsp;&nbsp;&nbsp;&nbsp;325575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50314361 |
| Oil & Gas Equipment & Services - 1.0% | Oil & Gas Equipment & Services - 1.0% | Oil & Gas Equipment & Services - 1.0% |
| Schlumberger Ltd. | &nbsp;&nbsp;1009376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53961241 |
| Oil & Gas Exploration & Production - 3.1% | Oil & Gas Exploration & Production - 3.1% | Oil & Gas Exploration & Production - 3.1% |
| ConocoPhillips | &nbsp;&nbsp;1142577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134824086 |
| Pioneer Natural Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;135121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30860285 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165684371 |
| Packaged Foods & Meats - 0.8% | Packaged Foods & Meats - 0.8% | Packaged Foods & Meats - 0.8% |
| Mondelez International Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;621758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41440171 |
| Personal Products - 0.4% | Personal Products - 0.4% | Personal Products - 0.4% |
| The Estee Lauder Companies Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21834176 |
| Pharmaceuticals - 6.0% | Pharmaceuticals - 6.0% | Pharmaceuticals - 6.0% |
| AstraZeneca PLC ADR | &nbsp;&nbsp;&nbsp;&nbsp;424428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28776218 |
| Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;513170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36922581 |
| Elanco Animal Health Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;436068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5328751 |
| Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;788021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139203910 |
| Merck & Company Inc. | &nbsp;&nbsp;1026189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113855670 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324087130 |
| Property & Casualty Insurance - 1.3% | Property & Casualty Insurance - 1.3% | Property & Casualty Insurance - 1.3% |
| Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;321670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70960402 |
| Railroads - 0.7% | Railroads - 0.7% | Railroads - 0.7% |
| Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;191065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39563830 |
| Regional Banks - 2.1% | Regional Banks - 2.1% | Regional Banks - 2.1% |
| First Republic Bank | &nbsp;&nbsp;&nbsp;&nbsp;542322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66103629 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| SVB Financial Group (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202282 | &nbsp;&nbsp;$46553179 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112656808 |
| Restaurants - 0.7% | Restaurants - 0.7% | Restaurants - 0.7% |
| McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36916337 |
| Semiconductor Equipment - 1.7% | Semiconductor Equipment - 1.7% | Semiconductor Equipment - 1.7% |
| Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77267719 |
| ASML Holding N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16661375 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93929094 |
| Semiconductors - 4.7% | Semiconductors - 4.7% | Semiconductors - 4.7% |
| Advanced Micro Devices Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;1314828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85161410 |
| NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48516726 |
| QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88297651 |
| Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32814179 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254789966 |
| Soft Drinks - 1.3% | Soft Drinks - 1.3% | Soft Drinks - 1.3% |
| Monster Beverage Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19586254 |
| PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52067476 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71653730 |
| Specialized REITs - 1.5% | Specialized REITs - 1.5% | Specialized REITs - 1.5% |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81570549 |
| Specialty Chemicals - 0.5% | Specialty Chemicals - 0.5% | Specialty Chemicals - 0.5% |
| DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15827931 |
| Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10257322 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26085253 |
| Systems Software - 7.6% | Systems Software - 7.6% | Systems Software - 7.6% |
| Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1409081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337925805 |
| Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25472064 |
| ServiceNow Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49500931 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412898800 |
| Technology Hardware, Storage & Peripherals - 5.0% | Technology Hardware, Storage & Peripherals - 5.0% | Technology Hardware, Storage & Peripherals - 5.0% |
| Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2096624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272414356 |
| Trading Companies & Distributors - 1.5% | Trading Companies & Distributors - 1.5% | Trading Companies & Distributors - 1.5% |
| United Rentals Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74681206 |
| WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7925450 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82606656 |
| Trucking - 0.0% \* | Trucking - 0.0% \* | Trucking - 0.0% \* |
| Lyft Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1885258 |
| Wireless Telecommunication Services - 1.0% | Wireless Telecommunication Services - 1.0% | Wireless Telecommunication Services - 1.0% |
| T-Mobile US Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53845260 |
| **Total Common Stock<br> (Cost $3,922,940,887)** |  | &nbsp;&nbsp;&nbsp;&nbsp;5333691439 |
| **Short-Term Investments - 1.6%** | **Short-Term Investments - 1.6%** | **Short-Term Investments - 1.6%** |
| State Street Institutional U.S. Government Money Market Fund - Class G Shares 4.16% (b)(c)<br> (Cost $84,149,515) | &nbsp;&nbsp;84149515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84149515 |
| **Total Investments<br> (Cost $4,007,090,402)** |  | &nbsp;&nbsp;&nbsp;&nbsp;5417840954 |
| **Liabilities in Excess of Other Assets, net - (0.1)%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5654518) |
| **NET ASSETS - 100.0%** |  | &nbsp;&nbsp;$5412186436 |

---

See Notes to Schedule of Investments.

20 State Street U.S. Core Equity Fund

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street U.S. Core Equity Fund

Schedule of Investments

December 31, 2022 (Unaudited)

------

The Fund had the following short futures contracts open at December 31, 2022:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| S&P 500 E-mini Index Futures | &nbsp;&nbsp;&nbsp;&nbsp;March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;$(12634075) | &nbsp;&nbsp;$(12741300) | &nbsp;&nbsp;$(107225) |

---

The views expressed in this document reflect our judgment as of the publication date and are subject to change at any time without notice. The securities cited may not be representative of the Fund's future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund's summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.

---

| | |
|:---|:---|
| (a) | Non-income producing security. |
| (b) | Sponsored by SSGA Funds Management, Inc., the Fund's investment adviser and administrator, and an affiliate of State Street Bank & Trust Co., the Fund's sub-administrator, custodian and accounting agent. |
| (c) | Coupon amount represents effective yield. |
| † | Percentages are based on net assets as of December 31, 2022. |
| \* | Less than 0.05%. |

---

---

| |
|:---|
| **Abbreviations:** |
| ADR - American Depositary Receipt |
| REIT - Real Estate Investment Trust |

---

The following table presents the Fund's investments measured at fair value on a recurring basis at December 31, 2022:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments in Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Common Stock | $5333691439 | $— | $— | $5333691439 |
| &nbsp;&nbsp;&nbsp;Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84149515 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84149515 |
| Total Investments in Securities | $5417840954 | $— | $— | $5417840954 |
| Other Financial Instruments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Short Futures Contracts - Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(107225) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(107225) |
| Total Other Financial Instruments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(107225) | $— | $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(107225) |

---

**Affiliate Table**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number<br> of Shares<br> Held at<br> 9/30/22** | **Value at<br> 9/30/22** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares<br> Sold** | **Realized<br> Gain<br> (Loss)** | **Change in<br> Unrealized<br> Appreciation<br> (Depreciation)** | **Number of<br> Shares<br> Held at<br> 12/31/22** | **Value at<br> 12/31/22** | **Dividend<br> Income** |
| State Street Institutional U.S. Government Money Market Fund - Class G Shares | 22781784 | $22781784 | $375037211 | $313669480 | $— | $— | 84149515 | $84149515 | $1362296 |

---

See Notes to Schedule of Investments.

State Street U.S. Core Equity Fund 21

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Institutional Investment Trust

Notes to Schedule of Investments

December 31, 2022 (Unaudited)

#### Security Valuation
Each Fund's investments are valued at fair value each day that the New York Stock Exchange ("NYSE") is open and, for financial reporting purposes, as of the report date should the reporting period end on a day that the NYSE is not open. Fair value is generally defined as the price a fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. By its nature, a fair value price is a good faith estimate of the valuation in a current sale and may not reflect an actual market price. The investments of each Fund are valued pursuant to the policy and procedures developed by the Oversight Committee (the "Committee") and approved by the Board The Committee provides oversight of the valuation of investments for the Funds. The Board has responsibility for overseeing the determination of the fair value of investments.

Valuation techniques used to value each Fund's investments by major category are as follows:

• Equity investments (including preferred stocks and registered investment companies that are exchange-traded funds) 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.

• Government and municipal fixed income securities are generally valued using quotations from independent pricing services or brokers. Certain government inflation-indexed securities may require a calculated fair valuation as the cumulative inflation is contained within the price provided by the pricing service or broker. For these securities, the inflation component of the price is "cleaned" from the pricing service or broker price utilizing the published inflation factors in order to ensure proper accrual of income.

• Debt obligations (including short term investments and convertible debt securities) are valued using quotations from independent pricing services or brokers or are generally valued at the last reported evaluated prices.

• Exchange-traded futures contracts are valued at the closing settlement price on the primary market on which they are traded most extensively. Exchange-traded futures contracts traded on a recognized exchange for which there were no sales on that day are valued at the last reported sale price obtained from independent pricing services or brokers or at fair value.

• Swap agreements are valued daily based upon prices supplied by Board approved pricing vendors or through brokers. Depending on the product and terms of the transaction, the value of agreements is determined using a series of techniques including valuation models that incorporate a number of market data factors, such as discounted cash flows, yields, curves, trades and values of the underlying reference instruments. In the event SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM") is unable to obtain an independent, third-party valuation the agreements will be fair valued.

In the event prices or quotations are not readily available or that the application of these valuation methods results in a price for an investment that is deemed to be not representative of the fair value of such investment, fair value will be determined in good faith by the Committee, in accordance with the valuation policy and procedures approved by the Board.

The Funds value their assets and liabilities at fair value using a fair value hierarchy consisting of three broad levels that prioritize the inputs to valuation techniques giving the highest priority to readily available unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements) when market prices are not readily available or reliable. The categorization of a value determined for an investment within the hierarchy is based upon the pricing transparency of the investment and is not necessarily an indication of the risk associated with investing in it.

The three levels of the fair value hierarchy are as follows:

• Level 1 — Unadjusted quoted prices in active markets for an identical asset or liability;

• Level 2 — Inputs other than quoted prices included within Level 1 that are observable for the asset or liability either directly or indirectly, including quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not considered to be active, inputs other than quoted prices that are observable for the asset or liability (such as exchange rates, financing terms, interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs; and

• Level 3 — Unobservable inputs for the asset or liability, including the Committee's assumptions used in determining the fair value of investments.

The value of each Fund's investments according to the fair value hierarchy as of December 31, 2022 is disclosed in each Fund's Schedule of Investments.

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Institutional Investment Trust

Notes to Schedule of Investments

December 31, 2022 (Unaudited)

#### Futures Contracts
The Funds may enter into futures contracts to meet a 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, a Fund is required to deposit with the broker, cash or securities in an amount equal to the minimum initial margin requirements of the clearing house. Securities deposited, if any, are designated on the Funds' Schedule of Investments and cash deposited, if any, is included in Net cash collateral on deposit with broker for future contracts on the Statements of Assets and Liabilities. Subsequent payments are made or received by a Fund equal to the daily change in the contract value, accumulated, exchange rates, and or other transactional fees. The accumulation of those payments are recorded as variation margin receivable or payable with a corresponding offset to unrealized gains or losses. A Fund recognizes a realized gain or loss when the contract is closed.

Losses may arise if the value of a futures contract decreases due to unfavorable changes in the market rates or values of the underlying instrument during the term of the contract or if the counterparty does not perform under the contract. The use of futures contracts also involves the risk that the movements in the price of the futures contracts do not correlate the movement of the assets underlying such contracts.

For the period ended December 31, 2022, the State Street U.S. Core Equity Fund and the State Street Income Fund entered into futures contracts in order to equitize cash and manage exposure to interest rates, respectively.

#### Credit Default Swaps
During the period ended Decemebr 31, 2022, the State Street Income Fund engaged in credit default swaps to manage credit risk. When the State Street Income Fund is the buyer in a credit default swap contract, the State Street Income Fund is entitled to receive the par (or other agreed upon) value (full notional value) of a referenced debt obligation (or basket of debt obligations) from the counterparty (or central clearing party ("CCP") in the case of a centrally cleared swap) to the contract if a credit event by a third party, such as a U.S. or foreign corporate issuer or sovereign issuer, on the debt obligation occurs. In return, the State Street Income Fund pays the counterparty a periodic stream of payments over the term of the contract provided that no credit event has occurred. If no credit event occurs, the State Street Income Fund loses its investment and recovers nothing. However, if a credit event occurs, the State Street Income Fund receives full notional value for a referenced debt obligation that may have little or no value. When the State Street Income Fund is the seller of a credit default swap, it receives a fixed rate of income throughout the term of the contract, provided there is no credit event. If a credit event occurs, the State Street Income Fund is obligated to pay the notional amount of the swap and in certain instances take delivery of securities of the reference entity upon the occurrence of a credit event, as defined under the terms of that particular swap agreement. Credit events are contract specific but may include bankruptcy, failure to pay, restructuring, obligation acceleration and repudiation/moratorium. If the State Street Income Fund is a seller of protection and a credit event occurs, the maximum potential amount of future payments that the State Street Income Fund could be required to make would be an amount equal to the notional amount of the agreement. This potential amount would be partially offset by any recovery value of the respective referenced obligation, or net amount received from the settlement of a buy protection credit default swap agreement entered into by the State Street Income Fund for the same referenced obligation.

As the seller, the State Street Income Fund may create economic leverage to its portfolio because, in addition to its total net assets, the State Street Income Fund is subject to investment exposure on the notional amount of the swap. The interest fee paid or received on the swap, which is based on a specified interest rate on a fixed notional amount, is accrued daily as a component of unrealized appreciation (depreciation) and is recorded as realized gain upon receipt or realized loss upon payment. The State Street Income Fund also records an increase or decrease to unrealized appreciation (depreciation) in an amount equal to the daily valuation. For centrally cleared swaps, the daily change in valuation is recorded as a receivable or payable for variation margin and settled in cash with the CCP daily. All upfront payments, if any, are amortized over the life of the swap as realized gains or losses. Those upfront payments that are paid or received, typically for non-centrally cleared swaps, are recorded as other assets or other liabilities, respectively, net of amortization. For financial reporting purposes, unamortized upfront payments, if any, are netted with unrealized appreciation or depreciation on swaps to determine the market value of swaps. The Fund segregates assets in the form of cash or liquid securities in an amount equal to the notional amount of the credit default swaps of which it is the seller. The Fund segregates assets in the form of cash or liquid securities in an amount equal to any unrealized depreciation of the credit default swaps of which it is the buyer, marked to market on a daily basis. Credit default swaps involve greater risks than if the Fund had invested in the referenced debt obligation directly. If the Fund is a buyer of a credit default swap and no credit event occurs, the Fund will not earn any return on its investment. If the Fund is a seller of a credit default swap, the Fund's risk of loss may be the entire notional amount of the swap. Swaps may also subject the Fund to the risk that the counterparty to the transaction may not fulfill its obligation. In the case of centrally cleared swaps, counterparty risk is minimal due to protections provided by the CCP.

#### Interest Rate Swaps
Interest rate swaps involve the exchange by a Fund with another party of their respective commitments to pay or receive interest, such as an exchange of fixed rate payments for floating rate payments.

#### To-Be-Announced Transactions
The State Street Income Fund may seek to obtain exposure to U.S. agency mortgage pass-through securities through the use of "to-be-announced" or "TBA transactions." "TBA" refers to a commonly used mechanism for the forward settlement of U.S. agency mortgage pass-through securities. In a TBA transaction, the buyer and seller decide on general trade parameters, such as agency, settlement date, coupon, and price.

------

[**Table of Contents**](#JOB_NQ_-__e108f5ea-b3dd-4046-930d-b50afe6f9f90_TOC)

State Street Institutional Investment Trust

Notes to Schedule of Investments

December 31, 2022 (Unaudited)

The State Street Income Fund may use TBA transactions to "roll over" such agreements prior to the settlement date. This type of TBA transaction is sometimes known as a "TBA roll." In a TBA roll, the State Street Income Fund generally will sell the obligation to purchase the pools stipulated in the TBA agreement prior to the settlement date and will enter into a new TBA agreement for future delivery of pools of mortgage pass-through securities. The State Street Income Fund may also enter into TBA agreements and settle such transactions on the stipulated settlement date by accepting actual receipt or delivery of the pools of mortgage pass-through securities.

Default by or bankruptcy of a counterparty to a TBA transaction would expose the State Street Income Fund to possible loss because of adverse market action, expenses or delays in connection with the purchase or sale of the pools of mortgage pass-through securities specified in the TBA transaction. To minimize this risk, the State Street Income Fund will enter into TBA transactions only with established counterparties. The State Street Income Fund's use of "TBA rolls" may impact portfolio turnover, transaction costs and capital gain distributions to shareholders.

#### Delayed Delivery and When-Issued Securities
During the period ended December 31, 2022, the State Street Income Fund transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated.

The securities purchased on a delayed delivery or when-issued basis are identified as such in the State Street Income Fund's Schedule of Investments. The State Street Income Fund may receive compensation for interest forgone in the purchase of a delayed delivery or when-issued security. With respect to such purchase commitments, the State Street Income Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic or other factors.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** STATE STREET INSTITUTIONAL INVESTMENT TRUST

- **b. Investment Company Act file number:** 811-09819

- **c. CIK number of Registrant:** 0001107414

- **d. LEI of Registrant:** 549300P1E098W6ES7M39

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Iron Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-664-7037

**Item A.2. Information about the Series.**

- **a. Name of Series:** State Street U.S. Core Equity Fund

- **b. EDGAR series identifier (if any):** S000071466

- **c. LEI of Series:** 549300YD2GKSKVB6WW58

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $5412917994.72

**Total Liabilities:** $1660000.88

**Net Assets:** $5411257993.84

**Cash Not Reported:** $734276.50

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000226667 | 7.20%                | 5.76%                | -5.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $16824408.41             | $346894904.49                              |
| Month 2  | $33539297.11             | $270385542.37                              |
| Month 3  | $8129106.85              | $-324103588.69                             |

### Schedule of Portfolio Investments

| Name                                       | Title                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                | Honeywell International Inc                                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    392000 | NS      | $84005600.00  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                          | Cisco Systems Inc                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    176922 | NS      | $8428564.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                             | Salesforce Inc                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    591991 | NS      | $78492086.69  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                 | Intuit Inc                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     30165 | NS      | $11740821.30  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors               | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  84149515 | NS      | $84149515.03  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                              | Accenture PLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     76287 | NS      | $20356423.08  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc             | American Electric Power Co Inc                             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    242161 | NS      | $22993186.95  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                          | General Motors Co                                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    734788 | NS      | $24718268.32  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                   | MSCI Inc                                                   | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     56628 | NS      | $26341646.76  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                 | Vertex Pharmaceuticals Inc                                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |    201202 | NS      | $58103113.56  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                 | Mondelez International Inc                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    621758 | NS      | $41440170.70  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                         | Union Pacific Corp                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    191065 | NS      | $39563829.55  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    788021 | NS      | $139203909.65 | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                            | McDonald's Corp                                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    140084 | NS      | $36916336.52  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                     | UnitedHealth Group Inc                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    235459 | NS      | $124835652.62 | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                         | United Rentals Inc                                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |    210121 | NS      | $74681205.82  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                              | Amphenol Corp                                              | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    686877 | NS      | $52298814.78  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                         | NextEra Energy Inc                                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1175005 | NS      | $98230418.00  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                           | Schlumberger Ltd                                           | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |   1009376 | NS      | $53961240.96  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc             | Air Products and Chemicals Inc                             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |    150512 | NS      | $46396829.12  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc               | Thermo Fisher Scientific Inc                               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     23904 | NS      | $13163693.76  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                      | Costco Wholesale Corp                                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |    123700 | NS      | $56469050.00  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                   | NIKE Inc                                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    307862 | NS      | $36022932.62  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                | BioMarin Pharmaceutical Inc                                | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |    290622 | NS      | $30076470.78  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                 | Splunk Inc                                                 | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |     64836 | NS      | $5581731.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                  | Chubb Ltd                                                  | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |    321670 | NS      | $70960402.00  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                        | SVB Financial Group                                        | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |    202282 | NS      | $46553179.48  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                               | Comcast Corp                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    648837 | NS      | $22689829.89  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD              | Marriott International Inc/MD                              | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |    144984 | NS      | $21586667.76  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                | Cintas Corp                                                | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60930 | NS      | $27517206.60  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                              | Medtronic PLC                                              | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    530844 | NS      | $41257195.68  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                 | Advanced Micro Devices Inc                                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |   1314828 | NS      | $85161409.56  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                | PepsiCo Inc                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    288207 | NS      | $52067476.62  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                      | Texas Instruments Inc                                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    198609 | NS      | $32814178.98  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                              | CME Group Inc                                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    188060 | NS      | $31624169.60  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                        | PayPal Holdings Inc                                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    419489 | NS      | $29876006.58  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                               | Alphabet Inc                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   2080991 | NS      | $183605835.93 | 3.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                   | Estee Lauder Cos Inc/The                                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     88002 | NS      | $21834176.22  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                      | Lincoln National Corp                                      | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |    138143 | NS      | $4243752.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                   | Visa Inc                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    491159 | NS      | $102043193.84 | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                            | ASML Holding NV                                            | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     30493 | NS      | $16661375.20  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                     | Boston Scientific Corp                                     | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |   1317055 | NS      | $60940134.85  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                    | Procter & Gamble Co/The                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    378628 | NS      | $57384859.68  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                | S+P500 EMINI FUT MAR23                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -57 | NC      | $-99462.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                             | Lowe's Cos Inc                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    307470 | NS      | $61260322.80  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                             | Microsoft Corp                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   1409081 | NS      | $337925805.42 | 6.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                    | Magna International Inc                                    | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |    400087 | NS      | $22476887.66  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                    | Becton Dickinson and Co                                    | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    123419 | NS      | $31385451.70  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                        | American Tower Corp                                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |    385021 | NS      | $81570549.06  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                         | IQVIA Holdings Inc                                         | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |    328823 | NS      | $67372544.47  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                      | Applied Materials Inc                                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    793466 | NS      | $77267719.08  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                     | Trane Technologies PLC                                     | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |    217022 | NS      | $36479227.98  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                | NVIDIA Corp                                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    331988 | NS      | $48516726.32  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                               | Chevron Corp                                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    308652 | NS      | $55399947.48  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                  | Adobe Inc                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     84118 | NS      | $28308230.54  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                       | Waste Management Inc                                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |    405146 | NS      | $63559304.48  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                               | Alphabet Inc                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    305851 | NS      | $27138159.23  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                            | AstraZeneca PLC                                            | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    424428 | NS      | $28776218.40  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                              | Sempra Energy                                              | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    325575 | NS      | $50314360.50  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                    | O'Reilly Automotive Inc                                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     46637 | NS      | $39363027.11  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                      | DuPont de Nemours Inc                                      | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    230627 | NS      | $15827931.01  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                         | Walt Disney Co/The                                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    260114 | NS      | $22598704.32  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                   | Marsh & McLennan Cos Inc                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    106034 | NS      | $17546506.32  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                | Walmart Inc                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    285273 | NS      | $40448858.67  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                   | Lyft Inc                                                   | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |    171076 | NS      | $1885257.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                    | Activision Blizzard Inc                                    | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |    229619 | NS      | $17577334.45  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc              | Martin Marietta Materials Inc                              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     73717 | NS      | $24914134.49  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                     | First Republic Bank/CA                                     | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |    542322 | NS      | $66103628.58  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                      | Monster Beverage Corp                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    192911 | NS      | $19586253.83  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                     | Berkshire Hathaway Inc                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    250922 | NS      | $77509805.80  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                 | Ecolab Inc                                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     70468 | NS      | $10257322.08  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                             | Mastercard Inc                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    338889 | NS      | $117841871.97 | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                  | Tesla Inc                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    135323 | NS      | $16669087.14  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                         | Home Depot Inc/The                                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     60446 | NS      | $19092473.56  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                       | Parker-Hannifin Corp                                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |    239201 | NS      | $69607491.00  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                             | ServiceNow Inc                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |    127491 | NS      | $49500930.57  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc | Fidelity National Information Services Inc                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    707384 | NS      | $47996004.40  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                    | Charles Schwab Corp/The                                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    899510 | NS      | $74893202.60  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                         | Meta Platforms Inc                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    561437 | NS      | $67563328.58  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                            | Ross Stores Inc                                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |    619125 | NS      | $71861838.75  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                | Oracle Corp                                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    311623 | NS      | $25472064.02  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                 | Raytheon Technologies Corp                                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    440876 | NS      | $44493205.92  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                  | Edwards Lifesciences Corp                                  | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    389849 | NS      | $29086633.89  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co               | Pioneer Natural Resources Co                               | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |    135121 | NS      | $30860285.19  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                               | QUALCOMM Inc                                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    803144 | NS      | $88297651.36  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                 | Humana Inc                                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     45485 | NS      | $23296962.15  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                  | Apple Inc                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   2096624 | NS      | $272414356.32 | 5.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                               | Teleflex Inc                                               | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |    222766 | NS      | $55609076.58  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                            | WW Grainger Inc                                            | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |     14248 | NS      | $7925450.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                            | T-Mobile US Inc                                            | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    384609 | NS      | $53845260.00  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                 | Charter Communications Inc                                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     32772 | NS      | $11112985.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                   | Elanco Animal Health Inc                                   | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    436068 | NS      | $5328750.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                             | Merck & Co Inc                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |   1026189 | NS      | $113855669.55 | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                       | Colgate-Palmolive Co                                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    275326 | NS      | $21692935.54  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                             | S&P Global Inc                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |    269019 | NS      | $90105223.86  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    384886 | NS      | $51613212.60  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                             | Amazon.com Inc                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   2064192 | NS      | $173392128.00 | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                     | IDEXX Laboratories Inc                                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |     79061 | NS      | $32253725.56  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                    | Bristol-Myers Squibb Co                                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    513170 | NS      | $36922581.50  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc           | American International Group Inc                           | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    322885 | NS      | $20419247.40  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                             | ConocoPhillips                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |   1142577 | NS      | $134824086.00 | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** STATE STREET INSTITUTIONAL INVESTMENT TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer