# EDGAR Filing Document

**Accession Number:** 0001040061
**File Stem:** 0001752724-23-046869
**Filing Date:** 2023-2
**Character Count:** 203050
**Document Hash:** ac11d7686c594b4168279043d167db4b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046869.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046869

**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 FUNDS
- **CENTRAL INDEX KEY:** 0001040061
- **IRS NUMBER:** 061495734
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08257
- **FILM NUMBER:** 23683437

**BUSINESS ADDRESS:**
- **STREET 1:** 1600 SUMMER STREET
- **CITY:** STAMFORD
- **STATE:** CT
- **ZIP:** 06905
- **BUSINESS PHONE:** 203-708-2726

**MAIL ADDRESS:**
- **STREET 1:** 1600 SUMMER STREET
- **CITY:** STAMFORD
- **STATE:** CT
- **ZIP:** 06905

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GE INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 19970528

## Series and Classes Contracts Data

### State Street Institutional Small-Cap Equity Fund (Series ID: S000001631)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000004429 | Investment Class | SIVIX           |
| C000004430 | Service Class    | SSQSX           |

## Nport-Ex

## Quarterly Report
December 31, 2022

## State Street Institutional Funds
![](imgb1a28b041.gif)

------

State Street Institutional Funds

Quarterly Report

December 31, 2022

**Table of Contents** (Unaudited)

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;Page |
| [Schedules of Investments (Unaudited)](#xx_1d37e74a-c33a-4bce-9cf6-b4e7215438f8_1) |  |
| &nbsp;&nbsp;&nbsp;[State Street Institutional U.S. Equity Fund](#xx_1d37e74a-c33a-4bce-9cf6-b4e7215438f8_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| &nbsp;&nbsp;&nbsp;[State Street Institutional Premier Growth Equity Fund](#xx_105b4922-2111-429c-aa14-46bb48d6548c_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| &nbsp;&nbsp;&nbsp;[State Street Institutional Small-Cap Equity Fund](#xx_a964529e-54fd-4d22-9454-1d5d15c9f1c2_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| [Notes to Schedules of Investments (Unaudited)](#xx_965fa441-3293-411c-8a62-0c42d1b635c5_1)<br>| &nbsp;&nbsp;12 |

---

------

[**Table of Contents**](#JOB_NQ_-__8e82cc2b-f6cf-4d5f-b2a9-42c5b66d052d_TOC)

State Street Institutional U.S. Equity Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| **Common Stock - 96.2% †** | **Common Stock - 96.2% †** | **Common Stock - 96.2% †** |
| Aerospace & Defense - 0.8% | Aerospace & Defense - 0.8% | Aerospace & Defense - 0.8% |
| Raytheon Technologies Corp. | &nbsp;&nbsp;15008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1514607 |
| Apparel Retail - 1.3% | Apparel Retail - 1.3% | Apparel Retail - 1.3% |
| Ross Stores Inc. | &nbsp;&nbsp;21076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2446291 |
| Application Software - 2.2% | Application Software - 2.2% | Application Software - 2.2% |
| Adobe Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963485 |
| Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398951 |
| Salesforce Inc. (a) | &nbsp;&nbsp;20151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671821 |
| Splunk Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189828 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4224085 |
| Auto Parts & Equipment - 0.4% | Auto Parts & Equipment - 0.4% | Auto Parts & Equipment - 0.4% |
| Magna International Inc. | &nbsp;&nbsp;13616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764947 |
| Automobile Manufacturers - 0.7% | Automobile Manufacturers - 0.7% | Automobile Manufacturers - 0.7% |
| General Motors Co. | &nbsp;&nbsp;25023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841774 |
| Tesla Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566874 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408648 |
| Automotive Retail - 0.7% | Automotive Retail - 0.7% | Automotive Retail - 0.7% |
| O'Reilly Automotive Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;1588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340320 |
| Biotechnology - 1.6% | Biotechnology - 1.6% | Biotechnology - 1.6% |
| BioMarin Pharmaceutical Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023930 |
| Vertex Pharmaceuticals Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;6852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978721 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3002651 |
| Building Products - 0.7% | Building Products - 0.7% | Building Products - 0.7% |
| Trane Technologies PLC | &nbsp;&nbsp;&nbsp;&nbsp;7387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241681 |
| Cable & Satellite - 0.6% | Cable & Satellite - 0.6% | Cable & Satellite - 0.6% |
| Charter Communications Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;1116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378435 |
| Comcast Corp., Class A | &nbsp;&nbsp;22079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772103 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150538 |
| Communications Equipment - 0.2% | Communications Equipment - 0.2% | Communications Equipment - 0.2% |
| Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286936 |
| Construction Materials - 0.4% | Construction Materials - 0.4% | Construction Materials - 0.4% |
| Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845263 |
| Data Processing & Outsourced Services - 5.4% | Data Processing & Outsourced Services - 5.4% | Data Processing & Outsourced Services - 5.4% |
| Fidelity National Information Services Inc. | &nbsp;&nbsp;24081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633896 |
| Mastercard Inc., Class A | &nbsp;&nbsp;11537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4011761 |
| PayPal Holdings Inc. (a) | &nbsp;&nbsp;14280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017021 |
| Visa Inc., Class A | &nbsp;&nbsp;16718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3473332 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10136010 |
| Diversified Banks - 0.9% | Diversified Banks - 0.9% | Diversified Banks - 0.9% |
| JPMorgan Chase & Co. | &nbsp;&nbsp;13102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756978 |
| Diversified Support Services - 0.5% | Diversified Support Services - 0.5% | Diversified Support Services - 0.5% |
| Cintas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936660 |
| Electric Utilities - 2.2% | Electric Utilities - 2.2% | Electric Utilities - 2.2% |
| American Electric Power Company Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782768 |
| NextEra Energy Inc. | &nbsp;&nbsp;40005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3344418 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4127186 |
| Electronic Components - 0.9% | Electronic Components - 0.9% | Electronic Components - 0.9% |
| Amphenol Corp., Class A | &nbsp;&nbsp;23382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780305 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| Environmental & Facilities Services - 1.1% | Environmental & Facilities Services - 1.1% | Environmental & Facilities Services - 1.1% |
| Waste Management Inc. | &nbsp;&nbsp;13795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2164160 |
| Financial Exchanges & Data - 2.7% | Financial Exchanges & Data - 2.7% | Financial Exchanges & Data - 2.7% |
| CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1076392 |
| MSCI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895918 |
| S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3058672 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5030982 |
| Footwear - 0.7% | Footwear - 0.7% | Footwear - 0.7% |
| NIKE Inc., Class B | &nbsp;&nbsp;10483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226616 |
| Healthcare Equipment - 4.5% | Healthcare Equipment - 4.5% | Healthcare Equipment - 4.5% |
| Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067551 |
| Boston Scientific Corp. (a) | &nbsp;&nbsp;44811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073405 |
| Edwards Lifesciences Corp. (a) | &nbsp;&nbsp;13273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990299 |
| IDEXX Laboratories Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044378 |
| Medtronic PLC | &nbsp;&nbsp;18070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1404400 |
| Teleflex Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003530 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8583563 |
| Home Improvement Retail - 1.5% | Home Improvement Retail - 1.5% | Home Improvement Retail - 1.5% |
| Lowe's Companies Inc. | &nbsp;&nbsp;10469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2085843 |
| The Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650040 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735883 |
| 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;4935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734772 |
| Household Products - 1.4% | Household Products - 1.4% | Household Products - 1.4% |
| Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;9373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738499 |
| The Procter & Gamble Co. | &nbsp;&nbsp;12890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953608 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2692107 |
| Hypermarkets & Super Centers - 1.8% | Hypermarkets & Super Centers - 1.8% | Hypermarkets & Super Centers - 1.8% |
| Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2029599 |
| Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377064 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3406663 |
| Industrial Conglomerates - 1.5% | Industrial Conglomerates - 1.5% | Industrial Conglomerates - 1.5% |
| Honeywell International Inc. | &nbsp;&nbsp;13345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2859833 |
| Industrial Gases - 0.8% | Industrial Gases - 0.8% | Industrial Gases - 0.8% |
| Air Products & Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590313 |
| Industrial Machinery - 1.3% | Industrial Machinery - 1.3% | Industrial Machinery - 1.3% |
| Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2368740 |
| Insurance Brokers - 0.3% | Insurance Brokers - 0.3% | Insurance Brokers - 0.3% |
| Marsh & McLennan Companies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597383 |
| Integrated Oil & Gas - 1.0% | Integrated Oil & Gas - 1.0% | Integrated Oil & Gas - 1.0% |
| Chevron Corp. | &nbsp;&nbsp;10508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886081 |
| Interactive Home Entertainment - 0.3% | Interactive Home Entertainment - 0.3% | Interactive Home Entertainment - 0.3% |
| Activision Blizzard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598315 |
| Interactive Media & Services - 5.0% | Interactive Media & Services - 5.0% | Interactive Media & Services - 5.0% |
| Alphabet Inc., Class C (a) | &nbsp;&nbsp;10440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926341 |
| Alphabet Inc., Class A (a) | &nbsp;&nbsp;70824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6248801 |
| Meta Platforms Inc., Class A (a) | &nbsp;&nbsp;19114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300179 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9475321 |

---

See Notes to Schedule of Investments.

State Street Institutional U.S. Equity Fund 1

------

[**Table of Contents**](#JOB_NQ_-__8e82cc2b-f6cf-4d5f-b2a9-42c5b66d052d_TOC)

State Street Institutional U.S. Equity Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| Internet & Direct Marketing Retail - 3.2% | Internet & Direct Marketing Retail - 3.2% | Internet & Direct Marketing Retail - 3.2% |
| Amazon.com Inc. (a) | &nbsp;&nbsp;72253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6069252 |
| Investment Banking & Brokerage - 1.4% | Investment Banking & Brokerage - 1.4% | Investment Banking & Brokerage - 1.4% |
| The Charles Schwab Corp. | &nbsp;&nbsp;30623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549671 |
| 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;2596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692717 |
| Life & Health Insurance - 0.1% | Life & Health Insurance - 0.1% | Life & Health Insurance - 0.1% |
| Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144476 |
| Life Sciences Tools & Services - 1.5% | Life Sciences Tools & Services - 1.5% | Life Sciences Tools & Services - 1.5% |
| IQVIA Holdings Inc. (a) | &nbsp;&nbsp;11191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2292924 |
| Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447711 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2740635 |
| Managed Healthcare - 2.7% | Managed Healthcare - 2.7% | Managed Healthcare - 2.7% |
| Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791846 |
| UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4269539 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5061385 |
| Movies & Entertainment - 0.4% | Movies & Entertainment - 0.4% | Movies & Entertainment - 0.4% |
| The Walt Disney Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769149 |
| Multi-Line Insurance - 0.4% | Multi-Line Insurance - 0.4% | Multi-Line Insurance - 0.4% |
| American International Group Inc. | &nbsp;&nbsp;10992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695134 |
| 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;8542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2638624 |
| Multi-Utilities - 0.9% | Multi-Utilities - 0.9% | Multi-Utilities - 0.9% |
| Sempra Energy | &nbsp;&nbsp;11086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1713230 |
| Oil & Gas Equipment & Services - 1.0% | Oil & Gas Equipment & Services - 1.0% | Oil & Gas Equipment & Services - 1.0% |
| Schlumberger Ltd. | &nbsp;&nbsp;34363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1837046 |
| Oil & Gas Exploration & Production - 3.0% | Oil & Gas Exploration & Production - 3.0% | Oil & Gas Exploration & Production - 3.0% |
| ConocoPhillips | &nbsp;&nbsp;38898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4589964 |
| Pioneer Natural Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;4574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044656 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5634620 |
| Packaged Foods & Meats - 0.7% | Packaged Foods & Meats - 0.7% | Packaged Foods & Meats - 0.7% |
| Mondelez International Inc., Class A | &nbsp;&nbsp;21158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410181 |
| Personal Products - 0.4% | Personal Products - 0.4% | Personal Products - 0.4% |
| The Estee Lauder Companies Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743338 |
| Pharmaceuticals - 5.8% | Pharmaceuticals - 5.8% | Pharmaceuticals - 5.8% |
| AstraZeneca PLC ADR | &nbsp;&nbsp;14450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979710 |
| Bristol-Myers Squibb Co. | &nbsp;&nbsp;17470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256967 |
| Elanco Animal Health Inc. (a) | &nbsp;&nbsp;14845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181406 |
| Johnson & Johnson | &nbsp;&nbsp;26826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4738813 |
| Merck & Company Inc. | &nbsp;&nbsp;34934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875927 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11032823 |
| Property & Casualty Insurance - 1.3% | Property & Casualty Insurance - 1.3% | Property & Casualty Insurance - 1.3% |
| Chubb Ltd. | &nbsp;&nbsp;10952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2416011 |
| Railroads - 0.7% | Railroads - 0.7% | Railroads - 0.7% |
| Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346369 |
| Regional Banks - 2.0% | Regional Banks - 2.0% | Regional Banks - 2.0% |
| First Republic Bank | &nbsp;&nbsp;18463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250455 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| SVB Financial Group (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1583593 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3834048 |
| Restaurants - 0.7% | Restaurants - 0.7% | Restaurants - 0.7% |
| McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256775 |
| Semiconductor Equipment - 1.7% | Semiconductor Equipment - 1.7% | Semiconductor Equipment - 1.7% |
| Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630234 |
| ASML Holding N.V. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567163 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3197397 |
| Semiconductors - 4.6% | Semiconductors - 4.6% | Semiconductors - 4.6% |
| Advanced Micro Devices Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2899559 |
| NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651528 |
| QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3005650 |
| Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117052 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8673789 |
| Soft Drinks - 1.3% | Soft Drinks - 1.3% | Soft Drinks - 1.3% |
| Monster Beverage Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666748 |
| PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772455 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439203 |
| Specialized REITs - 1.5% | Specialized REITs - 1.5% | Specialized REITs - 1.5% |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2776637 |
| Specialty Chemicals - 0.5% | Specialty Chemicals - 0.5% | Specialty Chemicals - 0.5% |
| DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538883 |
| Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349344 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888227 |
| Systems Software - 7.4% | Systems Software - 7.4% | Systems Software - 7.4% |
| Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11503686 |
| Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867016 |
| ServiceNow Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683927 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14054629 |
| Technology Hardware, Storage & Peripherals - 4.9% | Technology Hardware, Storage & Peripherals - 4.9% | Technology Hardware, Storage & Peripherals - 4.9% |
| Apple Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9273884 |
| 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;&nbsp;7154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2542675 |
| WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269781 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2812456 |
| Trucking - 0.0% \* | Trucking - 0.0% \* | Trucking - 0.0% \* |
| Lyft Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64180 |
| 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;13094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833160 |
| **Total Common Stock<br> (Cost $142,115,147)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181512884 |
| **Short-Term Investments - 3.8%** | **Short-Term Investments - 3.8%** | **Short-Term Investments - 3.8%** |
| State Street Institutional U.S. Government Money Market Fund - Class G Shares 4.16% (c)(d)<br> (Cost $7,224,986) | &nbsp;&nbsp;7224986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7224986 |
| **Total Investments<br> (Cost $149,340,133)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188737870 |
| **Other Assets and Liabilities, net - 0.0%\*** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21861 |
| **NET ASSETS - 100.0%** |  | &nbsp;&nbsp;$188759731 |

---

See Notes to Schedule of Investments.

2 State Street Institutional U.S. Equity Fund

------

[**Table of Contents**](#JOB_NQ_-__8e82cc2b-f6cf-4d5f-b2a9-42c5b66d052d_TOC)

State Street Institutional U.S. Equity Fund

Schedule of Investments

December 31, 2022 (Unaudited)

------

#### Other Information:

------

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)** |
| S&P 500 E-mini Index Futures | &nbsp;&nbsp;&nbsp;&nbsp;March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;$4193117 | &nbsp;&nbsp;$4054050 | &nbsp;&nbsp;$(139067) |

---

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

---

| | |
|:---|:---|
| (a) | Non-income producing security. |
| (b) | At December 31, 2022, all or a portion of this security was pledged to cover collateral requirements for futures. |
| (c) | Sponsored by SSGA Funds Management, Inc., the Fund's investment adviser and administrator, and an affiliate of State Street Bank & Trust Co., the Fund's sub-administrator, custodian and accounting agent. |
| (d) | Coupon amount represents effective yield. |
| † | Percentages are based on net assets as of 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 | $181512884 | $— | $— | $181512884 |
| &nbsp;&nbsp;&nbsp;Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7224986 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7224986 |
| Total Investments in Securities | $188737870 | $— | $— | $188737870 |
| Other Financial Instruments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Long Futures Contracts - Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(139067) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(139067) |
| Total Other Financial Instruments | &nbsp;&nbsp;&nbsp;&nbsp;$(139067) | $— | $— | &nbsp;&nbsp;&nbsp;&nbsp;$(139067) |

---

**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 | 6354619 | $6354619 | $8828013 | $7957646 | $— | $— | 7224986 | $7224986 | $60207 |

---

See Notes to Schedule of Investments.

State Street Institutional U.S. Equity Fund 3

------

[**Table of Contents**](#JOB_NQ_-__8e82cc2b-f6cf-4d5f-b2a9-42c5b66d052d_TOC)

State Street Institutional Premier Growth Equity Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| **Common Stock - 95.5% †** | **Common Stock - 95.5% †** | **Common Stock - 95.5% †** |
| Apparel Retail - 1.9% | Apparel Retail - 1.9% | Apparel Retail - 1.9% |
| Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$483315 |
| Application Software - 3.4% | Application Software - 3.4% | Application Software - 3.4% |
| Adobe Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;1182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397778 |
| Salesforce Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481965 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879743 |
| Automobile Manufacturers - 0.6% | Automobile Manufacturers - 0.6% | Automobile Manufacturers - 0.6% |
| Tesla Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;1219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150156 |
| Biotechnology - 3.1% | Biotechnology - 3.1% | Biotechnology - 3.1% |
| BioMarin Pharmaceutical Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439833 |
| Vertex Pharmaceuticals Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;1221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352600 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792433 |
| Cable & Satellite - 1.0% | Cable & Satellite - 1.0% | Cable & Satellite - 1.0% |
| Charter Communications Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257038 |
| Data Processing & Outsourced Services - 9.2% | Data Processing & Outsourced Services - 9.2% | Data Processing & Outsourced Services - 9.2% |
| Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245007 |
| Mastercard Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888798 |
| PayPal Holdings Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289153 |
| Visa Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948632 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2371590 |
| Financial Exchanges & Data - 1.6% | Financial Exchanges & Data - 1.6% | Financial Exchanges & Data - 1.6% |
| S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404273 |
| Healthcare Equipment - 3.1% | Healthcare Equipment - 3.1% | Healthcare Equipment - 3.1% |
| Boston Scientific Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436789 |
| IDEXX Laboratories Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358597 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795386 |
| Home Improvement Retail - 1.6% | Home Improvement Retail - 1.6% | Home Improvement Retail - 1.6% |
| Lowe's Companies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422389 |
| Hypermarkets & Super Centers - 1.9% | Hypermarkets & Super Centers - 1.9% | Hypermarkets & Super Centers - 1.9% |
| Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491194 |
| Industrial Conglomerates - 1.7% | Industrial Conglomerates - 1.7% | Industrial Conglomerates - 1.7% |
| Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450244 |
| Industrial Machinery - 2.1% | Industrial Machinery - 2.1% | Industrial Machinery - 2.1% |
| Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540678 |
| Interactive Media & Services - 8.2% | Interactive Media & Services - 8.2% | Interactive Media & Services - 8.2% |
| Alphabet Inc., Class C (a)(b) | &nbsp;&nbsp;13028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155975 |
| Alphabet Inc., Class A (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;5962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526027 |
| Meta Platforms Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;3483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419144 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2101146 |
| Internet & Direct Marketing Retail - 6.7% | Internet & Direct Marketing Retail - 6.7% | Internet & Direct Marketing Retail - 6.7% |
| Amazon.com Inc. (a) | &nbsp;&nbsp;17912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504608 |
| Chewy Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;5867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217548 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722156 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| Investment Banking & Brokerage - 1.7% | Investment Banking & Brokerage - 1.7% | Investment Banking & Brokerage - 1.7% |
| The Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$432785 |
| Life Sciences Tools & Services - 2.0% | Life Sciences Tools & Services - 2.0% | Life Sciences Tools & Services - 2.0% |
| IQVIA Holdings Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507513 |
| Managed Healthcare - 3.8% | Managed Healthcare - 3.8% | Managed Healthcare - 3.8% |
| UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975531 |
| Pharmaceuticals - 1.7% | Pharmaceuticals - 1.7% | Pharmaceuticals - 1.7% |
| AstraZeneca PLC ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430055 |
| Regional Banks - 1.3% | Regional Banks - 1.3% | Regional Banks - 1.3% |
| First Republic Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323862 |
| Semiconductor Equipment - 2.3% | Semiconductor Equipment - 2.3% | Semiconductor Equipment - 2.3% |
| Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597524 |
| Semiconductors - 6.8% | Semiconductors - 6.8% | Semiconductors - 6.8% |
| Advanced Micro Devices Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565572 |
| NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501698 |
| QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680309 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1747579 |
| Soft Drinks - 2.1% | Soft Drinks - 2.1% | Soft Drinks - 2.1% |
| Monster Beverage Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533743 |
| Specialized REITs - 1.8% | Specialized REITs - 1.8% | Specialized REITs - 1.8% |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451474 |
| Systems Software - 13.4% | Systems Software - 13.4% | Systems Software - 13.4% |
| Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2930600 |
| ServiceNow Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520282 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450882 |
| Technology Hardware, Storage & Peripherals - 9.6% | Technology Hardware, Storage & Peripherals - 9.6% | Technology Hardware, Storage & Peripherals - 9.6% |
| Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2471399 |
| Trading Companies & Distributors - 2.4% | Trading Companies & Distributors - 2.4% | Trading Companies & Distributors - 2.4% |
| United Rentals Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619852 |
| Trucking - 0.5% | Trucking - 0.5% | Trucking - 0.5% |
| Lyft Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;10950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120669 |
| **Total Common Stock<br> (Cost $22,297,079)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24524609 |
| **Short-Term Investments - 2.2%** | **Short-Term Investments - 2.2%** | **Short-Term Investments - 2.2%** |
| State Street Institutional U.S. Government Money Market Fund - Class G Shares 4.16% (b)(c)(d)<br> (Cost $556,083) | &nbsp;&nbsp;556083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556083 |
| **Total Investments<br> (Cost $22,853,162)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25080692 |
| **Other Assets and Liabilities, net - 2.3%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588755 |
| **NET ASSETS - 100.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;$25669447 |

---

See Notes to Schedule of Investments.

4 State Street Institutional Premier Growth Equity Fund

------

[**Table of Contents**](#JOB_NQ_-__8e82cc2b-f6cf-4d5f-b2a9-42c5b66d052d_TOC)

State Street Institutional Premier Growth Equity Fund

Schedule of Investments

December 31, 2022 (Unaudited)

------

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)** |
| S&P 500 E-mini Index Futures | &nbsp;&nbsp;&nbsp;&nbsp;March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;$768909 | &nbsp;&nbsp;$772200 | &nbsp;&nbsp;$3291 |

---

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

(a) Non-income producing security.

(b) At December 31, 2022, all or a portion of this security was pledged to cover collateral requirements for futures.

(c) Sponsored by SSGA Funds Management, Inc., the Fund's investment adviser and administrator, and an affiliate of State Street Bank & Trust Co., the Fund's sub-administrator, custodian and
accounting agent.

(d) Coupon amount represents effective yield.

† Percentages are based on net assets as of December 31, 2022.

---

| |
|:---|
| **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 | $24524609 | $— | $— | $24524609 |
| &nbsp;&nbsp;&nbsp;Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556083 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556083 |
| Total Investments in Securities | $25080692 | $— | $— | $25080692 |
| Other Financial Instruments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Long Futures Contracts - Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3291 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3291 |
| Total Other Financial Instruments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3291 | $— | $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3291 |

---

**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 | 1142486 | $1142486 | $716532 | $1302935 | $— | $— | 556083 | $556083 | $7401 |

---

See Notes to Schedule of Investments.

State Street Institutional Premier Growth Equity Fund 5

------

[**Table of Contents**](#JOB_NQ_-__8e82cc2b-f6cf-4d5f-b2a9-42c5b66d052d_TOC)

State Street Institutional Small-Cap Equity Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| **Common Stock - 95.6% †** | **Common Stock - 95.6% †** | **Common Stock - 95.6% †** |
| Aerospace & Defense - 0.2% | Aerospace & Defense - 0.2% | Aerospace & Defense - 0.2% |
| Woodward Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2381050 |
| Agricultural & Farm Machinery - 0.9% | Agricultural & Farm Machinery - 0.9% | Agricultural & Farm Machinery - 0.9% |
| AGCO Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;66173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9177533 |
| Agricultural Products - 1.4% | Agricultural Products - 1.4% | Agricultural Products - 1.4% |
| Darling Ingredients Inc. (b) | &nbsp;&nbsp;232660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14562189 |
| Aluminum - 0.1% | Aluminum - 0.1% | Aluminum - 0.1% |
| Alcoa Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;21698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986608 |
| Apparel Retail - 0.5% | Apparel Retail - 0.5% | Apparel Retail - 0.5% |
| American Eagle Outfitters Inc. | &nbsp;&nbsp;112881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575819 |
| The Buckle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3871121 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5446940 |
| Application Software - 4.9% | Application Software - 4.9% | Application Software - 4.9% |
| ACI Worldwide Inc. (a)(b) | &nbsp;&nbsp;159776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3674848 |
| Altair Engineering Inc., Class A (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;61642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2802862 |
| Asana Inc., Class A (b) | &nbsp;&nbsp;156500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2155005 |
| Blackbaud Inc. (b) | &nbsp;&nbsp;127641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7512949 |
| Blackline Inc. (b) | &nbsp;&nbsp;121528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8175189 |
| Envestnet Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1604200 |
| Freshworks Inc., Class A Revenue (b) | &nbsp;&nbsp;369500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5435345 |
| New Relic Inc. (b) | &nbsp;&nbsp;110500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6237725 |
| Q2 Holdings Inc. (b) | &nbsp;&nbsp;132500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3560275 |
| Vertex Inc., Class A (b) | &nbsp;&nbsp;147199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2135857 |
| Workiva Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;79000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6633630 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49927885 |
| Auto Parts & Equipment - 1.2% | Auto Parts & Equipment - 1.2% | Auto Parts & Equipment - 1.2% |
| Dana Inc. | &nbsp;&nbsp;133455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2019174 |
| Dorman Products Inc. (b) | &nbsp;&nbsp;112721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9115747 |
| LCI Industries | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631249 |
| Modine Manufacturing Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;44416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882102 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12648272 |
| Automobile Manufacturers - 0.7% | Automobile Manufacturers - 0.7% | Automobile Manufacturers - 0.7% |
| Thor Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7002075 |
| Automotive Retail - 1.7% | Automotive Retail - 1.7% | Automotive Retail - 1.7% |
| America's Car-Mart Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;15275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103771 |
| Group 1 Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4119831 |
| Monro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1826261 |
| Murphy USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9942120 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16991983 |
| Biotechnology - 0.9% | Biotechnology - 0.9% | Biotechnology - 0.9% |
| Avid Bioservices Inc. (b) | &nbsp;&nbsp;147623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2032769 |
| Emergent BioSolutions Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;69128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816402 |
| Halozyme Therapeutics Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;41945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386670 |
| Heron Therapeutics Inc. (b) | &nbsp;&nbsp;569317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1423292 |
| Veracyte Inc. (b) | &nbsp;&nbsp;102000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420460 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9079593 |
| Brewers - 0.9% | Brewers - 0.9% | Brewers - 0.9% |
| The Boston Beer Company Inc., Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;27598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9094093 |
| Building Products - 2.1% | Building Products - 2.1% | Building Products - 2.1% |
| Armstrong World Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;99425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6819561 |
| CSW Industrials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4695165 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| Gibraltar Industries Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;96768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4439716 |
| Hayward Holdings Inc. (b) | &nbsp;&nbsp;199500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875300 |
| Insteel Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320299 |
| Simpson Manufacturing Company Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189995 |
| UFP Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507335 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21847371 |
| Commodity Chemicals - 0.2% | Commodity Chemicals - 0.2% | Commodity Chemicals - 0.2% |
| Hawkins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634594 |
| Communications Equipment - 0.1% | Communications Equipment - 0.1% | Communications Equipment - 0.1% |
| Cambium Networks Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;49804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079253 |
| Computer & Electronics Retail - 0.1% | Computer & Electronics Retail - 0.1% | Computer & Electronics Retail - 0.1% |
| Rent-A-Center Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649823 |
| Construction & Engineering - 1.6% | Construction & Engineering - 1.6% | Construction & Engineering - 1.6% |
| Dycom Industries Inc. (b) | &nbsp;&nbsp;131562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12314203 |
| IES Holdings Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;27262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969709 |
| Valmont Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2553434 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15837346 |
| Construction Machinery & Heavy Trucks - 0.6% | Construction Machinery & Heavy Trucks - 0.6% | Construction Machinery & Heavy Trucks - 0.6% |
| Alamo Group Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;18735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2652876 |
| Astec Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400086 |
| Wabash National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;98198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2219275 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6272237 |
| Construction Materials - 0.1% | Construction Materials - 0.1% | Construction Materials - 0.1% |
| Eagle Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291036 |
| Consumer Finance - 0.2% | Consumer Finance - 0.2% | Consumer Finance - 0.2% |
| PROG Holdings Inc. (b) | &nbsp;&nbsp;109249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845216 |
| Data Processing & Outsourced Services - 1.0% | Data Processing & Outsourced Services - 1.0% | Data Processing & Outsourced Services - 1.0% |
| CSG Systems International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;77196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4415611 |
| Shift4 Payments Inc., Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;35529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1987137 |
| Verra Mobility Corp. (b) | &nbsp;&nbsp;239461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3311746 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9714494 |
| Distillers & Vintners - 1.4% | Distillers & Vintners - 1.4% | Distillers & Vintners - 1.4% |
| MGP Ingredients Inc. | &nbsp;&nbsp;133796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14233218 |
| Distributors - 0.7% | Distributors - 0.7% | Distributors - 0.7% |
| LKQ Corp. | &nbsp;&nbsp;140464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7502182 |
| Diversified Metals & Mining - 0.3% | Diversified Metals & Mining - 0.3% | Diversified Metals & Mining - 0.3% |
| Compass Minerals International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1819252 |
| Materion Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959285 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2778537 |
| Diversified REITs - 0.3% | Diversified REITs - 0.3% | Diversified REITs - 0.3% |
| Alpine Income Property Trust Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;70169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338825 |
| American Assets Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306635 |
| Essential Properties Realty Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765099 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3410559 |
| Diversified Support Services - 2.0% | Diversified Support Services - 2.0% | Diversified Support Services - 2.0% |
| Healthcare Services Group Inc. | &nbsp;&nbsp;138488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661856 |
| IAA Inc. (b) | &nbsp;&nbsp;131677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5267080 |
| Matthews International Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;81323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475472 |

---

See Notes to Schedule of Investments.

6 State Street Institutional Small-Cap Equity Fund

------

[**Table of Contents**](#JOB_NQ_-__8e82cc2b-f6cf-4d5f-b2a9-42c5b66d052d_TOC)

State Street Institutional Small-Cap Equity Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| Ritchie Bros Auctioneers Inc. | &nbsp;&nbsp;171251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9903445 |
| UniFirst Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260032 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20567885 |
| Education Services - 0.4% | Education Services - 0.4% | Education Services - 0.4% |
| Bright Horizons Family Solutions Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;17865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1127282 |
| Stride Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;95065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2973633 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100915 |
| Electric Utilities - 1.0% | Electric Utilities - 1.0% | Electric Utilities - 1.0% |
| ALLETE Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;12755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822825 |
| IDACORP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;86496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9328594 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10151419 |
| Electrical Components & Equipment - 0.6% | Electrical Components & Equipment - 0.6% | Electrical Components & Equipment - 0.6% |
| Acuity Brands Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973787 |
| Atkore Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;14356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1628258 |
| Generac Holdings Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560230 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840013 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6002288 |
| Electronic Components - 1.6% | Electronic Components - 1.6% | Electronic Components - 1.6% |
| Belden Inc. | &nbsp;&nbsp;125280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9007632 |
| Coherent Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;54851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925270 |
| Littelfuse Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5147616 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16080518 |
| Electronic Equipment & Instruments - 1.4% | Electronic Equipment & Instruments - 1.4% | Electronic Equipment & Instruments - 1.4% |
| National Instruments Corp. | &nbsp;&nbsp;209597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7734129 |
| Novanta Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4347840 |
| Vontier Corp. | &nbsp;&nbsp;115932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240966 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14322935 |
| Electronic Manufacturing Services - 0.1% | Electronic Manufacturing Services - 0.1% | Electronic Manufacturing Services - 0.1% |
| Plexus Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;12550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291772 |
| Environmental & Facilities Services - 0.7% | Environmental & Facilities Services - 0.7% | Environmental & Facilities Services - 0.7% |
| Clean Harbors Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;30842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3519689 |
| Montrose Environmental Group Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;73500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3262665 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6782354 |
| Food Distributors - 0.5% | Food Distributors - 0.5% | Food Distributors - 0.5% |
| Performance Food Group Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;87048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5082733 |
| Footwear - 0.4% | Footwear - 0.4% | Footwear - 0.4% |
| Deckers Outdoor Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3952482 |
| General Merchandise Stores - 0.1% | General Merchandise Stores - 0.1% | General Merchandise Stores - 0.1% |
| Ollie's Bargain Outlet Holdings Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;24304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138399 |
| Health Care REITs - 0.3% | Health Care REITs - 0.3% | Health Care REITs - 0.3% |
| Community Healthcare Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;90375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3235425 |
| Healthcare Distributors - 0.4% | Healthcare Distributors - 0.4% | Healthcare Distributors - 0.4% |
| AdaptHealth Corp. (a)(b) | &nbsp;&nbsp;207369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3985632 |
| Healthcare Equipment - 5.9% | Healthcare Equipment - 5.9% | Healthcare Equipment - 5.9% |
| AtriCure Inc. (b) | &nbsp;&nbsp;100500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4460190 |
| Axonics Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;56500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3532945 |
| Cardiovascular Systems Inc. (b) | &nbsp;&nbsp;113000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539060 |
| CONMED Corp. | &nbsp;&nbsp;&nbsp;&nbsp;66500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5894560 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| Globus Medical Inc., Class A (b) | &nbsp;&nbsp;103500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7686945 |
| Inspire Medical Systems Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;34500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8689860 |
| Integra LifeSciences Holdings Corp. (b) | &nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7569450 |
| LeMaitre Vascular Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1308302 |
| Mesa Laboratories Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813598 |
| Omnicell Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;47923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2416278 |
| Outset Medical Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;97000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2504540 |
| Penumbra Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;40500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9009630 |
| SI-BONE Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278400 |
| Tandem Diabetes Care Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;68500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079075 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59782833 |
| Healthcare Facilities - 1.4% | Healthcare Facilities - 1.4% | Healthcare Facilities - 1.4% |
| Acadia Healthcare Company Inc. (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;90354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7437941 |
| U.S. Physical Therapy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;77612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6288901 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13726842 |
| Healthcare Services - 0.8% | Healthcare Services - 0.8% | Healthcare Services - 0.8% |
| Addus HomeCare Corp. (a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;20918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081132 |
| AMN Healthcare Services Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;12763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312292 |
| Castle Biosciences Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;81966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929479 |
| Enhabit Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;72969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960272 |
| Pediatrix Medical Group Inc. (b) | &nbsp;&nbsp;108720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615579 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7898754 |
| Healthcare Supplies - 0.2% | Healthcare Supplies - 0.2% | Healthcare Supplies - 0.2% |
| ICU Medical Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148502 |
| Pulmonx Corp. (b) | &nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222350 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2370852 |
| Healthcare Technology - 0.2% | Healthcare Technology - 0.2% | Healthcare Technology - 0.2% |
| NextGen Healthcare Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;96843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1818712 |
| Home Building - 0.7% | Home Building - 0.7% | Home Building - 0.7% |
| Cavco Industries Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1883079 |
| Green Brick Partners Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;28855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699157 |
| Taylor Morrison Home Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;99031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3005591 |
| TopBuild Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399646 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6987473 |
| Home Furnishing Retail - 0.2% | Home Furnishing Retail - 0.2% | Home Furnishing Retail - 0.2% |
| The Aaron's Company Inc. (a) | &nbsp;&nbsp;169932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030687 |
| Hotel & Resort REITs - 0.5% | Hotel & Resort REITs - 0.5% | Hotel & Resort REITs - 0.5% |
| RLJ Lodging Trust | &nbsp;&nbsp;335994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3558176 |
| Sunstone Hotel Investors Inc. | &nbsp;&nbsp;152927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477275 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5035451 |
| Household Appliances - 0.2% | Household Appliances - 0.2% | Household Appliances - 0.2% |
| Helen of Troy Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;16519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1832122 |
| Household Products - 0.3% | Household Products - 0.3% | Household Products - 0.3% |
| Central Garden & Pet Co., Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;81500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2917700 |
| Industrial Machinery - 9.3% | Industrial Machinery - 9.3% | Industrial Machinery - 9.3% |
| Albany International Corp., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2464750 |
| Altra Industrial Motion Corp. (a) | &nbsp;&nbsp;246989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14757593 |
| Barnes Group Inc. | &nbsp;&nbsp;217850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8899172 |

---

See Notes to Schedule of Investments.

State Street Institutional Small-Cap Equity Fund 7

------

[**Table of Contents**](#JOB_NQ_-__8e82cc2b-f6cf-4d5f-b2a9-42c5b66d052d_TOC)

State Street Institutional Small-Cap Equity Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| Chart Industries Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$802807 |
| Crane Holdings Co. | &nbsp;&nbsp;103698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10416464 |
| Enerpac Tool Group Corp. | &nbsp;&nbsp;451319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11486069 |
| ESCO Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5515020 |
| Evoqua Water Technologies Corp. (b) | &nbsp;&nbsp;211000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8355600 |
| John Bean Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;84500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7717385 |
| Mueller Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4414675 |
| RBC Bearings Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3872975 |
| Standex International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3223867 |
| The Timken Co. | &nbsp;&nbsp;172517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12191776 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94118153 |
| Industrial REITs - 0.7% | Industrial REITs - 0.7% | Industrial REITs - 0.7% |
| EastGroup Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6921509 |
| Innovative Industrial Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352191 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7273700 |
| Insurance Brokers - 0.4% | Insurance Brokers - 0.4% | Insurance Brokers - 0.4% |
| BRP Group Inc., Class A (b) | &nbsp;&nbsp;172000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4324080 |
| Interactive Media & Services - 0.2% \* | Interactive Media & Services - 0.2% \* | Interactive Media & Services - 0.2% \* |
| Ziff Davis Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;20447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1617358 |
| Internet & Direct Marketing Retail - 0.2% | Internet & Direct Marketing Retail - 0.2% | Internet & Direct Marketing Retail - 0.2% |
| Overstock.com Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;30992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600005 |
| Revolve Group Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;42936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955755 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555760 |
| Investment Banking & Brokerage - 1.1% | Investment Banking & Brokerage - 1.1% | Investment Banking & Brokerage - 1.1% |
| Piper Sandler Cos. | &nbsp;&nbsp;&nbsp;&nbsp;16493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2147224 |
| Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7096122 |
| Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2266916 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11510262 |
| IT Consulting & Other Services - 0.3% | IT Consulting & Other Services - 0.3% | IT Consulting & Other Services - 0.3% |
| Perficient Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;18621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300304 |
| Unisys Corp. (b) | &nbsp;&nbsp;253226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293985 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2594289 |
| Leisure Products - 1.6% | Leisure Products - 1.6% | Leisure Products - 1.6% |
| Johnson Outdoors Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;12284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812218 |
| Malibu Boats Inc., Class A (b) | &nbsp;&nbsp;118825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6333373 |
| Polaris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;90059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9095959 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16241550 |
| Life & Health Insurance - 0.3% | Life & Health Insurance - 0.3% | Life & Health Insurance - 0.3% |
| American Equity Investment Life Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;38316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1747976 |
| Trupanion Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;25986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235115 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2983091 |
| Life Sciences Tools & Services - 2.5% | Life Sciences Tools & Services - 2.5% | Life Sciences Tools & Services - 2.5% |
| Azenta Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;62130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3617209 |
| BioLife Solutions Inc. (b) | &nbsp;&nbsp;154277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2807841 |
| Bruker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;87106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5953695 |
| ICON PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;14950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2904037 |
| Repligen Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;36760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6223836 |
| Syneos Health Inc. (b) | &nbsp;&nbsp;111564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4092168 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25598786 |
| Marine - 0.2% | Marine - 0.2% | Marine - 0.2% |
| Kirby Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;25557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644593 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| Metal & Glass Containers - 0.4% | Metal & Glass Containers - 0.4% | Metal & Glass Containers - 0.4% |
| TriMas Corp. | &nbsp;&nbsp;159500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4424530 |
| Multi-Line Insurance - 0.3% | Multi-Line Insurance - 0.3% | Multi-Line Insurance - 0.3% |
| Horace Mann Educators Corp. | &nbsp;&nbsp;&nbsp;&nbsp;71449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670049 |
| Multi-Utilities - 0.1% | Multi-Utilities - 0.1% | Multi-Utilities - 0.1% |
| Avista Corp. | &nbsp;&nbsp;&nbsp;&nbsp;33979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506629 |
| Office REITs - 0.7% | Office REITs - 0.7% | Office REITs - 0.7% |
| Corporate Office Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp;42520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102969 |
| Cousins Properties Inc. | &nbsp;&nbsp;147453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3729086 |
| Easterly Government Properties Inc. | &nbsp;&nbsp;190693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2721189 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7553244 |
| Office Services & Supplies - 1.2% | Office Services & Supplies - 1.2% | Office Services & Supplies - 1.2% |
| MSA Safety Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11898991 |
| Oil & Gas Drilling - 0.1% | Oil & Gas Drilling - 0.1% | Oil & Gas Drilling - 0.1% |
| Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990954 |
| Oil & Gas Equipment & Services - 0.6% | Oil & Gas Equipment & Services - 0.6% | Oil & Gas Equipment & Services - 0.6% |
| ChampionX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;57523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667592 |
| Oil States International Inc. (b) | &nbsp;&nbsp;623863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4654018 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6321610 |
| Oil & Gas Exploration & Production - 1.6% | Oil & Gas Exploration & Production - 1.6% | Oil & Gas Exploration & Production - 1.6% |
| Denbury Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330676 |
| Northern Oil & Gas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1729002 |
| PDC Energy Inc. | &nbsp;&nbsp;127585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8099096 |
| SM Energy Co. | &nbsp;&nbsp;125327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4365139 |
| Southwestern Energy Co. (b) | &nbsp;&nbsp;276876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1619725 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16143638 |
| Oil & Gas Refining & Marketing - 0.1% | Oil & Gas Refining & Marketing - 0.1% | Oil & Gas Refining & Marketing - 0.1% |
| HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044701 |
| Packaged Foods & Meats - 2.9% | Packaged Foods & Meats - 2.9% | Packaged Foods & Meats - 2.9% |
| Calavo Growers Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425488 |
| Fresh Market Inc. (b) | &nbsp;&nbsp;303000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Freshpet Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;52500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770425 |
| Hostess Brands Inc. (b) | &nbsp;&nbsp;161000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3612840 |
| J&J Snack Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4117025 |
| Lancaster Colony Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6214950 |
| Sovos Brands Inc. (b) | &nbsp;&nbsp;120680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734172 |
| The Simply Good Foods Co. (b) | &nbsp;&nbsp;137000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5210110 |
| Utz Brands Inc. | &nbsp;&nbsp;283000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4488380 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29573390 |
| Paper Packaging - 0.1% | Paper Packaging - 0.1% | Paper Packaging - 0.1% |
| Ranpak Holdings Corp. (b) | &nbsp;&nbsp;115914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668824 |
| Personal Products - 0.3% | Personal Products - 0.3% | Personal Products - 0.3% |
| BellRing Brands Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;49902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1279487 |
| elf Beauty Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;28500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576050 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855537 |
| Pharmaceuticals - 0.2% | Pharmaceuticals - 0.2% | Pharmaceuticals - 0.2% |
| ANI Pharmaceuticals Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;50326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024615 |
| Property & Casualty Insurance - 2.2% | Property & Casualty Insurance - 2.2% | Property & Casualty Insurance - 2.2% |
| AMERISAFE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2227538 |
| Argo Group International Holdings Ltd. | &nbsp;&nbsp;171361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4429682 |

---

See Notes to Schedule of Investments.

8 State Street Institutional Small-Cap Equity Fund

------

[**Table of Contents**](#JOB_NQ_-__8e82cc2b-f6cf-4d5f-b2a9-42c5b66d052d_TOC)

State Street Institutional Small-Cap Equity Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| James River Group Holdings Ltd. | &nbsp;&nbsp;105500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2206005 |
| Palomar Holdings Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2077360 |
| RLI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4835856 |
| Selective Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6158395 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21934836 |
| Publishing - 1.0% | Publishing - 1.0% | Publishing - 1.0% |
| John Wiley & Sons Inc., Class A | &nbsp;&nbsp;242897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9730454 |
| Regional Banks - 9.1% | Regional Banks - 9.1% | Regional Banks - 9.1% |
| 1st Source Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951854 |
| Bank OZK | &nbsp;&nbsp;&nbsp;&nbsp;45831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835990 |
| BankUnited Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411487 |
| Banner Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951729 |
| Cadence Bank | &nbsp;&nbsp;&nbsp;&nbsp;65788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622332 |
| Community Bank System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3116025 |
| Cullen/Frost Bankers Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4939680 |
| CVB Financial Corp. | &nbsp;&nbsp;101000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600750 |
| Enterprise Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725644 |
| FB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686805 |
| First Interstate BancSystem Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;58207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249701 |
| Fulton Financial Corp. | &nbsp;&nbsp;208469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3508533 |
| German American Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3021300 |
| Heritage Commerce Corp. | &nbsp;&nbsp;&nbsp;&nbsp;93145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210885 |
| Home BancShares Inc. | &nbsp;&nbsp;119455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2722379 |
| HomeStreet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876768 |
| Independent Bank Corp. | &nbsp;&nbsp;124131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10480380 |
| Live Oak Bancshares Inc. | &nbsp;&nbsp;102660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100332 |
| National Bank Holdings Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;59565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2505900 |
| Origin Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808980 |
| PacWest Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;32864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754229 |
| Peapack-Gladstone Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1444434 |
| Pinnacle Financial Partners Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359808 |
| Prosperity Bancshares Inc. | &nbsp;&nbsp;123211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8954975 |
| Renasant Corp. | &nbsp;&nbsp;145506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5469571 |
| Sandy Spring Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201061 |
| South State Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401654 |
| Stock Yards Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154977 |
| Texas Capital Bancshares Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;31261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1885351 |
| UMB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;64500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5387040 |
| United Community Banks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379953 |
| Washington Federal Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086248 |
| Washington Trust Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1179500 |
| Westamerica BanCorp | &nbsp;&nbsp;&nbsp;&nbsp;63181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3728311 |
| Western Alliance Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;57189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3406177 |
| Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;32116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2714444 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92835187 |
| Research & Consulting Services - 0.3% | Research & Consulting Services - 0.3% | Research & Consulting Services - 0.3% |
| Resources Connection Inc. | &nbsp;&nbsp;179006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3290130 |
| Residential REITs - 0.2% | Residential REITs - 0.2% | Residential REITs - 0.2% |
| NexPoint Residential Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771960 |
| Restaurants - 1.4% | Restaurants - 1.4% | Restaurants - 1.4% |
| Bloomin' Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;91223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835407 |
| Shake Shack Inc., Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;46500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1931145 |
| Texas Roadhouse Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3520674 |
| The Cheesecake Factory Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2232194 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| Wingstop Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4816700 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14336120 |
| Retail REITs - 0.4% | Retail REITs - 0.4% | Retail REITs - 0.4% |
| Kite Realty Group Trust | &nbsp;&nbsp;101342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2133249 |
| The Macerich Co. | &nbsp;&nbsp;132067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1487075 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3620324 |
| Security & Alarm Services - 0.8% | Security & Alarm Services - 0.8% | Security & Alarm Services - 0.8% |
| The Brink's Co. | &nbsp;&nbsp;159706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8577809 |
| Semiconductor Equipment - 0.5% | Semiconductor Equipment - 0.5% | Semiconductor Equipment - 0.5% |
| Ichor Holdings Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;61600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652112 |
| Onto Innovation Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;50211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3418867 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5070979 |
| Semiconductors - 0.4% | Semiconductors - 0.4% | Semiconductors - 0.4% |
| Diodes Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;11674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888858 |
| MaxLinear Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;23851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809742 |
| Semtech Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;81833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2347789 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4046389 |
| Soft Drinks - 0.5% | Soft Drinks - 0.5% | Soft Drinks - 0.5% |
| Primo Water Corp. | &nbsp;&nbsp;303327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4713702 |
| Zevia PBC, Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;62500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255625 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4969327 |
| Specialized Consumer Services - 0.3% | Specialized Consumer Services - 0.3% | Specialized Consumer Services - 0.3% |
| European Wax Center Inc., Class A | &nbsp;&nbsp;132500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649625 |
| OneSpaWorld Holdings Ltd. (b) | &nbsp;&nbsp;157570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470128 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3119753 |
| Specialized REITs - 0.3% | Specialized REITs - 0.3% | Specialized REITs - 0.3% |
| National Storage Affiliates Trust | &nbsp;&nbsp;&nbsp;&nbsp;33010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192321 |
| PotlatchDeltic Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610562 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2802883 |
| Specialty Chemicals - 4.5% | Specialty Chemicals - 4.5% | Specialty Chemicals - 4.5% |
| Avient Corp. | &nbsp;&nbsp;164924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5567834 |
| HB Fuller Co. | &nbsp;&nbsp;&nbsp;&nbsp;13775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986565 |
| Ingevity Corp. (b) | &nbsp;&nbsp;218972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15424388 |
| Innospec Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4731560 |
| Quaker Chemical Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4339734 |
| Sensient Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2698040 |
| Stepan Co. | &nbsp;&nbsp;108572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11558575 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45306696 |
| Specialty Stores - 0.5% | Specialty Stores - 0.5% | Specialty Stores - 0.5% |
| Leslie's Inc. (b) | &nbsp;&nbsp;218500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2667885 |
| Sally Beauty Holdings Inc. (b) | &nbsp;&nbsp;209000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2616680 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5284565 |
| Steel - 0.6% | Steel - 0.6% | Steel - 0.6% |
| Carpenter Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088400 |
| Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp;96548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4663268 |
| Ryerson Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823859 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575527 |
| Systems Software - 0.4% | Systems Software - 0.4% | Systems Software - 0.4% |
| Progress Software Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311801 |
| Tenable Holdings Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;75300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2872695 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4184496 |

---

See Notes to Schedule of Investments.

State Street Institutional Small-Cap Equity Fund 9

------

[**Table of Contents**](#JOB_NQ_-__8e82cc2b-f6cf-4d5f-b2a9-42c5b66d052d_TOC)

State Street Institutional Small-Cap Equity Fund

Schedule of Investments

December 31, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| Technology Hardware, Storage & Peripherals - 1.0% | Technology Hardware, Storage & Peripherals - 1.0% | Technology Hardware, Storage & Peripherals - 1.0% |
| Corsair Gaming Inc. (b) | &nbsp;&nbsp;133403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1810279 |
| Pure Storage Inc., Class A (b) | &nbsp;&nbsp;316620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8472751 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10283030 |
| Thrifts & Mortgage Finance - 0.9% | Thrifts & Mortgage Finance - 0.9% | Thrifts & Mortgage Finance - 0.9% |
| New York Community Bancorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;72465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623199 |
| WSFS Financial Corp. | &nbsp;&nbsp;179155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8122888 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8746087 |
| Trading Companies & Distributors - 2.3% | Trading Companies & Distributors - 2.3% | Trading Companies & Distributors - 2.3% |
| Applied Industrial Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;77375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9751571 |
| Transcat Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;20390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445039 |
| Univar Solutions Inc. (b) | &nbsp;&nbsp;334258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10629405 |
| WESCO International Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;10036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256507 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23082522 |
| Trucking - 0.5% | Trucking - 0.5% | Trucking - 0.5% |
| Saia Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;26250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5504100 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Number<br> of Shares** | &nbsp;&nbsp;**Fair<br> Value** |
| Water Utilities - 0.1% | Water Utilities - 0.1% | Water Utilities - 0.1% |
| American States Water Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14428 | &nbsp;&nbsp;$1335311 |
| **Total Common Stock<br> (Cost $772,187,414)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970037089 |
| **Short-Term Investments - 4.3%** | **Short-Term Investments - 4.3%** | **Short-Term Investments - 4.3%** |
| State Street Institutional U.S. Government Money Market Fund - Class G Shares 4.16% (a)(c)(d)<br> (Cost $43,923,700) | &nbsp;&nbsp;43923700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43923700 |
| **Total Investments<br> (Cost $816,111,114)** |  | &nbsp;&nbsp;&nbsp;&nbsp;1013960789 |
| **Other Assets and Liabilities, net - 0.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195330 |
| **NET ASSETS - 100.0%** |  | &nbsp;&nbsp;$1015156119 |

---

------

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)** |
| E-mini Russell 2000 Index Futures | &nbsp;&nbsp;&nbsp;&nbsp;March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;$14096487 | &nbsp;&nbsp;$13635930 | &nbsp;&nbsp;$(460557) |

---

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

---

---

| |
|:---|
| **Abbreviations:** |
| REIT - Real Estate Investment Trust |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments in Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Common Stock | &nbsp;&nbsp;&nbsp;$970037089 | $— | $— | &nbsp;&nbsp;&nbsp;$970037089 |
| &nbsp;&nbsp;&nbsp;Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43923700 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43923700 |
| Total Investments in Securities | $1013960789 | $— | $— | $1013960789 |
| Other Financial Instruments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Long Futures Contracts - Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(460557) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(460557) |
| Total Other Financial Instruments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(460557) | $— | $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(460557) |

---

See Notes to Schedule of Investments.

10 State Street Institutional Small-Cap Equity Fund

------

[**Table of Contents**](#JOB_NQ_-__8e82cc2b-f6cf-4d5f-b2a9-42c5b66d052d_TOC)

State Street Institutional Small-Cap Equity Fund

Schedule of Investments

December 31, 2022 (Unaudited)

**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 | 54958269 | $54958269 | $63274483 | $74309052 | $— | $— | 43923700 | $43923700 | $450766 |

---

See Notes to Schedule of Investments.

State Street Institutional Small-Cap Equity Fund 11

------

[**Table of Contents**](#JOB_NQ_-__8e82cc2b-f6cf-4d5f-b2a9-42c5b66d052d_TOC)

State Street Institutional Funds

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 of Trustees of the Trust (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.

• Investments in registered investment companies (including money market funds) or other unitized pooled investment vehicles that are not traded on an exchange are valued at that day's published net asset value ("NAV") per share or unit.

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

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

A "significant event" is an event that the Board believes, with a reasonably high degree of certainty, has caused the closing market prices of a Fund's portfolio securities to no longer reflect their value at the time of the Fund's NAV calculation. Fair value may be determined using an independent fair value service under valuation procedures approved by the Board. The independent fair value service takes into account multiple factors including, but not limited to, movements in the U.S. securities markets, certain depositary receipts, futures contracts and foreign currency exchange rates that have occurred subsequent to the close of foreign securities exchanges. The use of the independent fair value service or alternative fair valuation methods would result in the investments being classified within Level 2 of the fair value hierarchy.

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 respective Schedule of Investments.

#### Futures Contracts
Certain Funds may enter into futures contracts to meet the Funds' 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. Subsequent payments are made or received by a Fund equal to the daily

------

[**Table of Contents**](#JOB_NQ_-__8e82cc2b-f6cf-4d5f-b2a9-42c5b66d052d_TOC)

State Street Institutional Funds

Notes to Schedule of Investments

December 31, 2022 (Unaudited)

change in the contract value and 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 following Funds entered into futures contracts for strategies listed below:

---

| | |
|:---|:---|
| **Fund** | &nbsp;&nbsp;**Strategies** |
| State Street Institutional U.S. Equity Fund | &nbsp;&nbsp;Equitization of Cash |
| State Street Institutional Premier Growth Equity Fund | &nbsp;&nbsp;Equitization of Cash |
| State Street Institutional Small-Cap Equity Fund | &nbsp;&nbsp;Equitization of Cash |

---

## 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 FUNDS

- **b. Investment Company Act file number:** 811-08257

- **c. CIK number of Registrant:** 0001040061

- **d. LEI of Registrant:** 549300GICRXDNDJMOC49

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

  - **Street Address 1:** 1600 Summer Street

  - **City:** Stamford

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06905

  - **Telephone number:** 203-708-2726

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

- **a. Name of Series:** State Street Institutional Small-Cap Equity Fund

- **b. EDGAR series identifier (if any):** S000001631

- **c. LEI of Series:** 549300X9YNPFHYL3L955

**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:** $1015347976.30

**Total Liabilities:** $657144.10

**Net Assets:** $1014690832.20

**Cash Not Reported:** $1441144.59

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004429 | 12.59%               | 3.56%                | -5.64%               |
| Class ID C000004430 | 12.49%               | 3.57%                | -5.72%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5024278.39              | $112264605.98                              |
| Month 2  | $4352309.90              | $31535721.80                               |
| Month 3  | $1638045.85              | $-63097291.35                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESCO International Inc                    | WESCO International Inc                                    | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     10036 | NS      | $1256507.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                          | Revolve Group Inc                                          | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42936 | NS      | $955755.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                    | Stock Yards Bancorp Inc                                    | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      2385 | NS      | $154977.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands Inc                           | Sovos Brands Inc                                           | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120680 | NS      | $1734171.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                    | US Physical Therapy Inc                                    | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     77612 | NS      | $6288900.36   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                             | HomeStreet Inc                                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31790 | NS      | $876768.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                           | Pure Storage Inc                                           | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    316620 | NS      | $8472751.20   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                 | Sensient Technologies Corp                                 | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     37000 | NS      | $2698040.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                | Plexus Corp                                                | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     12550 | NS      | $1291771.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                  | Carpenter Technology Corp                                  | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     29464 | NS      | $1088400.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc            | First Interstate BancSystem Inc                            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     58207 | NS      | $2249700.55   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                   | Bank OZK                                                   | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     45831 | NS      | $1835989.86   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc                                 | Vertex Inc                                                 | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |    147199 | NS      | $2135857.49   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                          | Piper Sandler Cos                                          | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     16493 | NS      | $2147223.67   | 0.21%             |  |  |  | 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        |  43714524 | NS      | $43714523.51  | 4.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                             | PDC Energy Inc                                             | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |    127585 | NS      | $8099095.80   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                               | HB Fuller Co                                               | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     13775 | NS      | $986565.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                      | Stifel Financial Corp                                      | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     38837 | NS      | $2266915.69   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC FRESH MKT INC                          | ESC FRESH MKT INC                                          | CUSIP: 358ESC010<br>LEI: 529900QM5ZSBEBR6CS58 | Long             | EC               | CORP              | US        |    303000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lancaster Colony Corp                      | Lancaster Colony Corp                                      | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     31500 | NS      | $6214950.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                | AMN Healthcare Services Inc                                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     12763 | NS      | $1312291.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                | Enhabit Inc                                                | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     72969 | NS      | $960272.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                    | Live Oak Bancshares Inc                                    | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102660 | NS      | $3100332.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                           | Barnes Group Inc                                           | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |    217850 | NS      | $8899172.50   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co                                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     81500 | NS      | $2917700.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                | SI-BONE Inc                                                | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |     94000 | NS      | $1278400.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp               | Altra Industrial Motion Corp                               | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |    246989 | NS      | $14757592.75  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                    | European Wax Center Inc                                    | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132500 | NS      | $1649625.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                               | Omnicell Inc                                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     47923 | NS      | $2416277.66   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                | Workiva Inc                                                | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     79000 | NS      | $6633630.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                | Avient Corp                                                | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    164924 | NS      | $5567834.24   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                           | RBC Bearings Inc                                           | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18500 | NS      | $3872975.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                   | Gibraltar Industries Inc                                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96768 | NS      | $4439715.84   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                              | AMERISAFE Inc                                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     42862 | NS      | $2227538.14   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                  | National Instruments Corp                                  | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |    209597 | NS      | $7734129.30   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc      | Essential Properties Realty Trust Inc                      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |     32599 | NS      | $765098.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                              | Repligen Corp                                              | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     36760 | NS      | $6223835.60   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                      | BioLife Solutions Inc                                      | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |    154277 | NS      | $2807841.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                               | Semtech Corp                                               | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     81833 | NS      | $2347788.77   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp                       | Ranpak Holdings Corp                                       | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |    115914 | NS      | $668823.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                           | IES Holdings Inc                                           | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |     27262 | NS      | $969709.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                               | AtriCure Inc                                               | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100500 | NS      | $4460190.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                         | Calavo Growers Inc                                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48486 | NS      | $1425488.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                              | MaxLinear Inc                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     23851 | NS      | $809741.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc               | Oil States International Inc                               | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |    623863 | NS      | $4654017.98   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                               | Leslie's Inc                                               | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    218500 | NS      | $2667885.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                      | Mesa Laboratories Inc                                      | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      4895 | NS      | $813597.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                   | Resources Connection Inc                                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    179006 | NS      | $3290130.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc        | Ollie's Bargain Outlet Holdings Inc                        | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     24304 | NS      | $1138399.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                        | WSFS Financial Corp                                        | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |    179155 | NS      | $8122887.70   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                       | Avid Bioservices Inc                                       | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |    147623 | NS      | $2032768.71   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                     | NextGen Healthcare Inc                                     | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96843 | NS      | $1818711.54   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                 | Belden Inc                                                 | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |    125280 | NS      | $9007632.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                | Axonics Inc                                                | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |     56500 | NS      | $3532945.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc             | New York Community Bancorp Inc                             | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     72465 | NS      | $623199.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc         | Easterly Government Properties Inc                         | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |    190693 | NS      | $2721189.11   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                | Polaris Inc                                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     90059 | NS      | $9095959.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                | Hawkins Inc                                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     42347 | NS      | $1634594.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                   | Tandem Diabetes Care Inc                                   | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     68500 | NS      | $3079075.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                  | Prosperity Bancshares Inc                                  | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123211 | NS      | $8954975.48   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                          | Helen of Troy Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     16519 | NS      | $1832122.29   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                 | Cardiovascular Systems Inc                                 | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |    113000 | NS      | $1539060.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc        | Applied Industrial Technologies Inc                        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     77375 | NS      | $9751571.25   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                  | AGCO Corp                                                  | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     66173 | NS      | $9177533.37   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                             | Buckle Inc/The                                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     85361 | NS      | $3871121.35   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                | Bruker Corp                                                | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     87106 | NS      | $5953695.10   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                         | Hostess Brands Inc                                         | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161000 | NS      | $3612840.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                          | RLJ Lodging Trust                                          | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |    335994 | NS      | $3558176.46   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                    | Modine Manufacturing Co                                    | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     44416 | NS      | $882101.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                  | Community Bank System Inc                                  | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     49500 | NS      | $3116025.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                        | MGP Ingredients Inc                                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |    133796 | NS      | $14233218.48  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                              | Coherent Corp                                              | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     54851 | NS      | $1925270.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd             | James River Group Holdings Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    105500 | NS      | $2206005.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp             | Evoqua Water Technologies Corp                             | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |    211000 | NS      | $8355600.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                     | Group 1 Automotive Inc                                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     22841 | NS      | $4119831.17   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                    | Wintrust Financial Corp                                    | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     32116 | NS      | $2714444.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                  | Halozyme Therapeutics Inc                                  | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     41945 | NS      | $2386670.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                 | Cheesecake Factory Inc/The                                 | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     70394 | NS      | $2232193.74   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                | CONMED Corp                                                | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     66500 | NS      | $5894560.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                       | Wabash National Corp                                       | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     98198 | NS      | $2219274.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                             | Brink's Co/The                                             | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |    159706 | NS      | $8577809.26   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                | Pediatrix Medical Group Inc                                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108720 | NS      | $1615579.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                               | Vontier Corp                                               | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    115932 | NS      | $2240965.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc       | Innovative Industrial Properties Inc                       | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |      3475 | NS      | $352191.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                | Raymond James Financial Inc                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     66412 | NS      | $7096122.20   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc              | American Eagle Outfitters Inc                              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    112881 | NS      | $1575818.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                        | Dorman Products Inc                                        | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112721 | NS      | $9115747.27   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                | Inspire Medical Systems Inc                                | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     34500 | NS      | $8689860.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                       | Generac Holdings Inc                                       | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |     15500 | NS      | $1560230.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                               | Woodward Inc                                               | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     24646 | NS      | $2381050.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                           | AdaptHealth Corp                                           | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207369 | NS      | $3985632.18   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                    | Darling Ingredients Inc                                    | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |    232660 | NS      | $14562189.40  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                   | Green Brick Partners Inc                                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     28855 | NS      | $699156.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc             | Armstrong World Industries Inc                             | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     99425 | NS      | $6819560.75   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                             | ChampionX Corp                                             | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     57523 | NS      | $1667591.77   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                   | Western Alliance Bancorp                                   | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     57189 | NS      | $3406176.84   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                       | Rent-A-Center Inc/TX                                       | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     28817 | NS      | $649823.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                        | Addus HomeCare Corp                                        | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     20918 | NS      | $2081131.82   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                            | SouthState Corp                                            | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      5260 | NS      | $401653.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                               | Penumbra Inc                                               | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     40500 | NS      | $9009630.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                    | ANI Pharmaceuticals Inc                                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     50326 | NS      | $2024614.98   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                          | Syneos Health Inc                                          | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |    111564 | NS      | $4092167.52   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                         | Aaron's Co Inc/The                                         | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169932 | NS      | $2030687.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                         | Regal Rexnord Corp                                         | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     15336 | NS      | $1840013.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                         | Origin Bancorp Inc                                         | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     49291 | NS      | $1808979.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                         | UMB Financial Corp                                         | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     64500 | NS      | $5387040.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                    | Kite Realty Group Trust                                    | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |    101342 | NS      | $2133249.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                              | Materion Corp                                              | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     10962 | NS      | $959284.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                   | American States Water Co                                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     14428 | NS      | $1335311.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                               | Wingstop Inc                                               | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     35000 | NS      | $4816700.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                 | Standex International Corp                                 | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     31480 | NS      | $3223866.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                   | Saia Inc                                                   | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     26250 | NS      | $5504100.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                             | BankUnited Inc                                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     41551 | NS      | $1411487.47   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                            | Shake Shack Inc                                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     46500 | NS      | $1931145.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                   | Simply Good Foods Co/The                                   | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137000 | NS      | $5210110.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                              | Blackline Inc                                              | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |    121528 | NS      | $8175188.56   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                      | Helmerich & Payne Inc                                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     19991 | NS      | $990953.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                  | American Assets Trust Inc                                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |     49307 | NS      | $1306635.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                       | Cavco Industries Inc                                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8323 | NS      | $1883078.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp         | Integra LifeSciences Holdings Corp                         | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |    135000 | NS      | $7569450.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                     | Insteel Industries Inc                                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     47976 | NS      | $1320299.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                 | Horace Mann Educators Corp                                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     71449 | NS      | $2670049.13   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc                     | Altair Engineering Inc                                     | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |     61642 | NS      | $2802861.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                      | John Wiley & Sons Inc                                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |    242897 | NS      | $9730453.82   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc              | CSG Systems International Inc                              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     77196 | NS      | $4415611.20   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust          | Corporate Office Properties Trust                          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     42520 | NS      | $1102968.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                             | Perficient Inc                                             | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     18621 | NS      | $1300304.43   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc               | Simpson Manufacturing Co Inc                               | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     13422 | NS      | $1189994.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                               | SM Energy Co                                               | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    125327 | NS      | $4365139.41   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                        | Eagle Materials Inc                                        | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      9718 | NS      | $1291036.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc              | Selective Insurance Group Inc                              | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     69500 | NS      | $6158395.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                  | America's Car-Mart Inc/TX                                  | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15275 | NS      | $1103771.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc               | Sunstone Hotel Investors Inc                               | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |    152927 | NS      | $1477274.82   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                          | Crane Holdings Co                                          | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |    103698 | NS      | $10416464.10  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                          | FB Financial Corp                                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     19004 | NS      | $686804.56    | 0.07%             |  |  |  | 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        |    209177 | NS      | $209176.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                        | Shift4 Payments Inc                                        | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35529 | NS      | $1987136.97   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corp                               | Pulmonx Corp                                               | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |    145000 | NS      | $1222350.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                   | RLI Corp                                                   | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     36839 | NS      | $4835855.53   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                 | Kirby Corp                                                 | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     25557 | NS      | $1644592.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                      | ESCO Technologies Inc                                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     63000 | NS      | $5515020.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                             | Freshworks Inc                                             | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |    369500 | NS      | $5435345.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                         | Globus Medical Inc                                         | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |    103500 | NS      | $7686945.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                        | Texas Roadhouse Inc                                        | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     38710 | NS      | $3520674.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                 | Diodes Inc                                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     11674 | NS      | $888858.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc             | Community Healthcare Trust Inc                             | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |     90375 | NS      | $3235425.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc         | Compass Minerals International Inc                         | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     44372 | NS      | $1819252.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                       | Dycom Industries Inc                                       | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |    131562 | NS      | $12314203.20  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc                | German American Bancorp Inc                                | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81000 | NS      | $3021300.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                             | MSA Safety Inc                                             | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     82523 | NS      | $11898991.37  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                     | Home BancShares Inc/AR                                     | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119455 | NS      | $2722379.45   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                   | ICON PLC                                                   | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |     14950 | NS      | $2904037.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                              | BRP Group Inc                                              | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172000 | NS      | $4324080.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA              | United Community Banks Inc/GA                              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     40827 | NS      | $1379952.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                               | Innospec Inc                                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     46000 | NS      | $4731560.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc               | Washington Trust Bancorp Inc                               | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     25000 | NS      | $1179500.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                   | Northern Oil and Gas Inc                                   | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     56100 | NS      | $1729002.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp           | Peapack-Gladstone Financial Corp                           | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     38808 | NS      | $1444433.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc       | Bright Horizons Family Solutions Inc                       | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17865 | NS      | $1127281.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp         | Enterprise Financial Services Corp                         | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     35246 | NS      | $1725644.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                | Banner Corp                                                | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15059 | NS      | $951728.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                               | Veracyte Inc                                               | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |    102000 | NS      | $2420460.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Income Property Trust Inc           | Alpine Income Property Trust Inc                           | CUSIP: 02083X103<br>LEI: N/A                  | Long             | EC               |  | US        |     70169 | NS      | $1338824.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc            | Pinnacle Financial Partners Inc                            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     18526 | NS      | $1359808.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                             | Ziff Davis Inc                                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     20447 | NS      | $1617357.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                     | Heritage Commerce Corp                                     | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     93145 | NS      | $1210885.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                            | Macerich Co/The                                            | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |    132067 | NS      | $1487074.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                  | Albany International Corp                                  | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     25000 | NS      | $2464750.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                             | Littelfuse Inc                                             | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     23377 | NS      | $5147615.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                           | Primo Water Corp                                           | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | CA        |    303327 | NS      | $4713701.58   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                     | Progress Software Corp                                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     26002 | NS      | $1311800.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                        | Verra Mobility Corp                                        | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |    239461 | NS      | $3311745.63   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd                   | OneSpaWorld Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |    157570 | NS      | $1470128.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                          | Acuity Brands Inc                                          | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5880 | NS      | $973786.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                    | IAA Inc                                                    | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |    131677 | NS      | $5267080.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                        | PotlatchDeltic Corp                                        | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |     36612 | NS      | $1610561.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                           | HF Sinclair Corp                                           | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20133 | NS      | $1044701.37   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                       | Hayward Holdings Inc                                       | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    199500 | NS      | $1875300.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                | TriMas Corp                                                | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |    159500 | NS      | $4424530.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevia PBC                                  | Zevia PBC                                                  | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62500 | NS      | $255625.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                   | Sandy Spring Bancorp Inc                                   | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34092 | NS      | $1201061.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                  | Taylor Morrison Home Corp                                  | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     99031 | NS      | $3005590.85   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp                      | Cambium Networks Corp                                      | CUSIP: 000000000<br>LEI: 549300OYSIGK6OT5WL04 | Long             | EC               | CORP              | KY        |     49804 | NS      | $1079252.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc                               | Transcat Inc                                               | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |     20390 | NS      | $1445039.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                   | Cullen/Frost Bankers Inc                                   | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     36946 | NS      | $4939680.20   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                | Denbury Inc                                                | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      3800 | NS      | $330676.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust          | National Storage Affiliates Trust                          | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               |  | US        |     33010 | NS      | $1192321.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                         | UFP Industries Inc                                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     19020 | NS      | $1507335.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                | National Bank Holdings Corp                                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59565 | NS      | $2505899.55   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                         | Ichor Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |     61600 | NS      | $1652112.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                     | Washington Federal Inc                                     | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32377 | NS      | $1086248.35   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                             | LCI Industries                                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      6828 | NS      | $631248.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                        | Bloomin' Brands Inc                                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     75622 | NS      | $1521514.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                | Novanta Inc                                                | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     32000 | NS      | $4347840.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                     | Mueller Industries Inc                                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     74825 | NS      | $4414675.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                       | Palomar Holdings Inc                                       | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     46000 | NS      | $2077360.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                           | Malibu Boats Inc                                           | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118825 | NS      | $6333372.50   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                     | Heron Therapeutics Inc                                     | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |    569317 | NS      | $1423292.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co | American Equity Investment Life Holding Co                 | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     38316 | NS      | $1747975.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                              | Renasant Corp                                              | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    145506 | NS      | $5469570.54   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                      | LeMaitre Vascular Inc                                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     28429 | NS      | $1308302.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                              | New Relic Inc                                              | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |    110500 | NS      | $6237725.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                   | LKQ Corp                                                   | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    140464 | NS      | $7502182.24   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                | Unisys Corp                                                | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |    253226 | NS      | $1293984.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                            | Alamo Group Inc                                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     18735 | NS      | $2652876.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                     | J & J Snack Foods Corp                                     | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27500 | NS      | $4117025.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                          | ACI Worldwide Inc                                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |    159776 | NS      | $3674848.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                   | Acadia Healthcare Co Inc                                   | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     90354 | NS      | $7437941.28   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                              | Envestnet Inc                                              | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     26000 | NS      | $1604200.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc               | Texas Capital Bancshares Inc                               | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     31261 | NS      | $1885350.91   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                  | Sally Beauty Holdings Inc                                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    209000 | NS      | $2616680.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                          | PROG Holdings Inc                                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    109249 | NS      | $1845215.61   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc           | Montrose Environmental Group Inc                           | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |     73500 | NS      | $3262665.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                      | Fulton Financial Corp                                      | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    208469 | NS      | $3508533.27   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                 | Azenta Inc                                                 | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     62130 | NS      | $3617208.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                | IDACORP Inc                                                | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     86496 | NS      | $9328593.60   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                  | Emergent BioSolutions Inc                                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     69128 | NS      | $816401.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                          | Overstock.com Inc                                          | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |     30992 | NS      | $600005.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                       | Quaker Chemical Corp                                       | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     23374 | NS      | $3901120.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                 | ALLETE Inc                                                 | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     12755 | NS      | $822825.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                            | 1st Source Corp                                            | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36765 | NS      | $1951853.85   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                               | Cadence Bank                                               | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     65788 | NS      | $1622332.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                       | Commercial Metals Co                                       | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     96548 | NS      | $4663268.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc             | NexPoint Residential Trust Inc                             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |     40716 | NS      | $1771960.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                  | Asana Inc                                                  | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156500 | NS      | $2155005.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                   | EastGroup Properties Inc                                   | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |     46748 | NS      | $6921508.88   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc                         | Outset Medical Inc                                         | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97000 | NS      | $2504540.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd      | Argo Group International Holdings Ltd                      | CUSIP: 000000000<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |    171361 | NS      | $4429681.85   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                           | UniFirst Corp/MA                                           | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      6529 | NS      | $1260031.71   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                            | ICU Medical Inc                                            | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      7293 | NS      | $1148501.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc              | Healthcare Services Group Inc                              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    138488 | NS      | $1661856.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                     | Southwestern Energy Co                                     | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    276876 | NS      | $1619724.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                | Avista Corp                                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     33979 | NS      | $1506628.86   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                 | Alcoa Corp                                                 | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     21698 | NS      | $986608.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                | John Bean Technologies Corp                                | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     84500 | NS      | $7717385.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                       | Univar Solutions Inc                                       | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |    334258 | NS      | $10629404.40  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                             | Murphy USA Inc                                             | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     36377 | NS      | $10168826.58  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                          | Clean Harbors Inc                                          | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     30842 | NS      | $3519689.04   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                     | Boston Beer Co Inc/The                                     | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |     27598 | NS      | $9094092.96   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                    | Enerpac Tool Group Corp                                    | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |    451319 | NS      | $11486068.55  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                | Matthews International Corp                                | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     81323 | NS      | $2475472.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                        | Westamerica BanCorp                                        | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63181 | NS      | $3728310.81   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                             | elf Beauty Inc                                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     28500 | NS      | $1576050.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                              | Trupanion Inc                                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     25986 | NS      | $1235114.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                       | Deckers Outdoor Corp                                       | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      9902 | NS      | $3952482.32   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ritchie Bros Auctioneers Inc               | Ritchie Bros Auctioneers Inc                               | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |    171251 | NS      | $9903445.33   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                       | Astec Industries Inc                                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     34434 | NS      | $1400086.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                               | Freshpet Inc                                               | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     52500 | NS      | $2770425.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                  | Performance Food Group Co                                  | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     87048 | NS      | $5082732.72   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                        | Thor Industries Inc                                        | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     92755 | NS      | $7002074.95   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                     | Valmont Industries Inc                                     | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      7722 | NS      | $2553433.74   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                             | Utz Brands Inc                                             | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    283000 | NS      | $4488380.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                       | Chart Industries Inc                                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      6967 | NS      | $802807.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                     | Cousins Properties Inc                                     | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |    147453 | NS      | $3729086.37   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                      | Independent Bank Corp                                      | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    124131 | NS      | $10480380.33  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                 | Atkore Inc                                                 | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     14356 | NS      | $1628257.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                            | Q2 Holdings Inc                                            | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |    132500 | NS      | $3560275.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                   | Dana Inc                                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    133455 | NS      | $2019174.15   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                       | Ryerson Holding Corp                                       | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     27226 | NS      | $823858.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                              | TopBuild Corp                                              | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      8944 | NS      | $1399646.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                | E-MINI RUSS 2000 MAR23                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       159 | NC      | $-476331.42   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                              | Blackbaud Inc                                              | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |    127641 | NS      | $7512949.26   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                     | Castle Biosciences Inc                                     | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81966 | NS      | $1929479.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                 | Stride Inc                                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     95065 | NS      | $2973633.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                  | Stepan Co                                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |    108572 | NS      | $11558575.12  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                            | PacWest Bancorp                                            | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     32864 | NS      | $754228.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                       | Tenable Holdings Inc                                       | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     75300 | NS      | $2872695.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                  | Monro Inc                                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40404 | NS      | $1826260.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                        | Onto Innovation Inc                                        | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     50211 | NS      | $3418866.99   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                       | Johnson Outdoors Inc                                       | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12284 | NS      | $812218.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                              | Ingevity Corp                                              | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |    218972 | NS      | $15424387.68  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                         | Corsair Gaming Inc                                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |    133403 | NS      | $1810278.71   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                         | CVB Financial Corp                                         | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101000 | NS      | $2600750.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                        | BellRing Brands Inc                                        | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     49902 | NS      | $1279487.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                              | Timken Co/The                                              | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |    172517 | NS      | $12191776.39  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                        | CSW Industrials Inc                                        | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |     40500 | NS      | $4695165.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** STATE STREET INSTITUTIONAL FUNDS

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer