# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001193125-25-195711
**Filing Date:** 2025-9
**Character Count:** 6065540
**Document Hash:** 47193f9ffa56e7cae40e25f4bf663857
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-195711.hdr.sgml**: 20250904

**ACCESSION NUMBER**: 0001193125-25-195711

**CONFORMED SUBMISSION TYPE**: N-CSRS

**PUBLIC DOCUMENT COUNT**: 28

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250904

**DATE AS OF CHANGE**: 20250904

**EFFECTIVENESS DATE**: 20250904

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET INSTITUTIONAL INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0001107414

**ORGANIZATION NAME:**
- **EIN:** 046910804
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-CSRS
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09819
- **FILM NUMBER:** 251292406

**BUSINESS ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### State Street Equity 500 Index Fund (Series ID: S000010695)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000029581 | Administrative Shares | STFAX           |
| C000029582 | Service Shares        | STBIX           |
| C000029583 | Class R Shares        | SSFRX           |
| C000136665 | Class A               | SSSVX           |
| C000136666 | Class K               | SSSYX           |
| C000136667 | Class I               | SSSWX           |

### State Street Aggregate Bond Index Fund (Series ID: S000010699)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000136668 | Class A      | SSFCX           |
| C000136669 | Class K      | SSFEX           |
| C000136670 | Class I      | SSFDX           |

### State Street Institutional U.S. Government Money Market Fund (Series ID: S000010701)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000052883 | Premier Class                 | GVMXX           |
| C000052884 | Investment Class              | GVVXX           |
| C000069459 | Select Class                  | GVSXX           |
| C000143775 | Institutional Class           | SAHXX           |
| C000143776 | Administration Class          | SALXX           |
| C000145476 | Investor Class                | SAMXX           |
| C000146109 | Class G                       | SSOXX           |
| C000230478 | Bancroft Capital Class        | VTGXX           |
| C000231443 | Blaylock Van Class            | BUYXX           |
| C000231444 | Cabrera Capital Markets Class | CAHXX           |
| C000231963 | Opportunity Class             | OPGXX           |
| C000261738 | Trust Class                   | GVBXX           |

### State Street Institutional Treasury Money Market Fund (Series ID: S000019117)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000052877 | Premier Class                 | TRIXX           |
| C000052878 | Investment Class              | TRVXX           |
| C000143780 | Administration Class          | SSKXX           |
| C000143781 | Institutional Class           | SSJXX           |
| C000143782 | Investor Class                | SSNXX           |
| C000230479 | Bancroft Capital Class        | VTTXX           |
| C000231445 | Cabrera Capital Markets Class | CSJXX           |
| C000231964 | Opportunity Class             | OPRXX           |

### State Street Institutional Treasury Plus Money Market Fund (Series ID: S000019118)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000052879 | Investment Class              | TPVXX           |
| C000052880 | Premier Class                 | TPIXX           |
| C000143783 | Institutional Class           | SAJXX           |
| C000143784 | Investor Class                | SAEXX           |
| C000143785 | Administration Class          | SSQXX           |
| C000172254 | Trust Class                   | TPLXX           |
| C000230480 | Bancroft Capital Class        | VTLXX           |
| C000231447 | Cabrera Capital Markets Class | CAJXX           |
| C000231448 | Blaylock Van Class            | BVYXX           |
| C000231965 | Opportunity Class             | OPTXX           |

### State Street Global All Cap Equity ex-U.S. Index Fund (Series ID: S000044030)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000136662 | Class A      | SSGHX           |
| C000136663 | Class K      | SSGLX           |
| C000136664 | Class I      | SSGJX           |

### State Street Target Retirement 2050 Fund (Series ID: S000046023)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000143828 | Class I      | SSDJX           |
| C000143829 | Class K      | SSDLX           |
| C000232290 | Class R3     | SSAUX           |

### State Street Target Retirement 2055 Fund (Series ID: S000046024)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000143832 | Class I      | SSDOX           |
| C000143833 | Class K      | SSDQX           |
| C000232291 | Class R3     | SSAWX           |

### State Street Target Retirement 2060 Fund (Series ID: S000046025)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000143836 | Class I      | SSDWX           |
| C000143837 | Class K      | SSDYX           |
| C000232292 | Class R3     | SSAYX           |

### State Street Equity 500 Index II Portfolio (Series ID: S000046029)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000143850 | State Street Equity 500 Index II Portfolio | SSEYX           |

### State Street Aggregate Bond Index Portfolio (Series ID: S000046031)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000143852 | State Street Aggregate Bond Index Portfolio | SSAFX           |

### State Street Global All Cap Equity ex-U.S. Index Portfolio (Series ID: S000046032)

| Class ID   | Class Name                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000143853 | State Street Global All Cap Equity ex-U.S. Index Portfolio | SSGVX           |

### State Street Target Retirement Fund (Series ID: S000046033)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000143856 | Class I      | SSFNX           |
| C000143857 | Class K      | SSFOX           |
| C000232293 | Class R3     | SSFQX           |

### State Street Target Retirement 2025 Fund (Series ID: S000046036)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000143868 | Class I      | SSBRX           |
| C000143869 | Class K      | SSBSX           |
| C000232295 | Class R3     | SSAHX           |

### State Street Target Retirement 2030 Fund (Series ID: S000046037)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000143872 | Class I      | SSBWX           |
| C000143873 | Class K      | SSBYX           |
| C000232296 | Class R3     | SSAJX           |

### State Street Target Retirement 2035 Fund (Series ID: S000046038)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000143876 | Class I      | SSCJX           |
| C000143877 | Class K      | SSCKX           |
| C000232297 | Class R3     | SSAZX           |

### State Street Target Retirement 2040 Fund (Series ID: S000046039)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000143880 | Class I      | SSCNX           |
| C000143881 | Class K      | SSCQX           |
| C000232298 | Class R3     | SSAKX           |

### State Street Target Retirement 2045 Fund (Series ID: S000046040)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000143884 | Class I      | SSDDX           |
| C000143885 | Class K      | SSDEX           |
| C000232299 | Class R3     | SSAOX           |

### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND (Series ID: S000049192)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000155088 | Class K      | SSHQX           |

### STATE STREET SMALL/MID CAP EQUITY INDEX FUND (Series ID: S000050331)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000158901 | Class A      | SSMJX           |
| C000158902 | Class I      | SSMLX           |
| C000158903 | Class K      | SSMKX           |

### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO (Series ID: S000050332)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000158904 | STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO | SSMHX           |

### STATE STREET EMERGING MARKETS EQUITY INDEX FUND (Series ID: S000050542)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000159454 | CLASS K      | SSKEX           |

### State Street Treasury Obligations Money Market Fund (Series ID: S000058519)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000192374 | State Street Treasury Obligations Money Market Fund | TAQXX           |

### State Street Target Retirement 2065 Fund (Series ID: S000067360)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000216582 | Class I      | SSFJX           |
| C000216583 | Class K      | SSFKX           |
| C000232300 | Class R3     | SSFPX           |

### State Street Balanced Index Fund (Series ID: S000082802)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000246124 | Class K      | SSBIX           |

### State Street Federal Treasury Money Market Fund (Series ID: S000086381)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000251884 | Advantage Class | AFTXX           |

### State Street Federal Treasury Plus Money Market Fund (Series ID: S000086382)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000251885 | Advantage Class | ATPXX           |

### State Street Federal Government Money Market Fund (Series ID: S000086383)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000251886 | Advantage Class | AGFXX           |

### State Street Target Retirement 2070 Fund (Series ID: S000087785)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000253749 | Class R3     | SSGUX           |
| C000253750 | Class I      | SSGQX           |
| C000253751 | Class K      | SSGNX           |

?xml version='1.0' encoding='ASCII'? STATE STREET INSTITUTIONAL INVESTMENT TRUST

### UNITED STATES

### SECURITIES AND EXCHANGE COMMISSION

#### Washington, D.C. 20549

### FORM N-CSR

#### CERTIFIED SHAREHOLDER REPORT OF REGISTERED

#### MANAGEMENT INVESTMENT COMPANIES

#### Investment Company Act file number: 811-09819

## STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### (Exact name of registrant as specified in charter)

#### One Iron Street, Boston, Massachusetts 02210

#### (Address of principal executive offices) (Zip code)

---

| | |
|:---|:---|
| (Name and Address of Agent for Service) | **Copy to:** |
| **Andrew J. DeLorme, Esq.**<br> **Chief Legal Officer**<br> **c/o SSGA Funds Management, Inc.**<br> **One Iron Street**<br> **Boston, Massachusetts 02210** | **Adam M. Schlichtmann, Esq.**<br> **Ropes & Gray LLP**<br> **Prudential Tower, 800 Boylston Street**<br> **Boston, Massachusetts 02199-3600** |

---

#### Registrant's telephone number, including area code: (617) 664-3920

#### Date of fiscal year end: December 31

#### Date of reporting period: June 30, 2025

------

#### Item 1. Reports to Shareholders.
(a) The Reports to Shareholders are attached herewith.

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Aggregate Bond Index Fund

# Class A: SSFCX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Aggregate Bond Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class A | $21 | 0.41%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects expenses from both the Fund and the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$2,255,686,399

* Number of Portfolio Holdings6,085

* Portfolio Turnover Rate9%

Portfolio holdings and portfolio turnover rate are from the corresponding Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| U.S. Treasury Obligations | 44.8% |
| U.S. Government Agency Obligations | 25.6% |
| Corporate Bonds & Notes | 23.9% |
| Short-Term Investments | 5.2% |
| Foreign Government Obligations | 3.1% |
| Mortgage-Backed Securities | 0.5% |
| Asset-Backed Securities | 0.4% |
| Municipal Bonds & Notes | 0.4% |
| Commercial Mortgage Backed Securities | 0.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| U.S. Treasury Notes, 3.75%, due 06/30/27 | 0.5% |
| Federal Home Loan Mortgage Corp., 2.50%, due 04/01/52 | 0.4% |
| U.S. Treasury Notes, 4.63%, due 02/15/35 | 0.4% |
| U.S. Treasury Notes, 3.88%, due 06/30/30 | 0.4% |
| U.S. Treasury Notes, 4.25%, due 11/15/34 | 0.4% |
| U.S. Treasury Notes, 3.38%, due 09/15/27 | 0.4% |
| U.S. Treasury Notes, 4.25%, due 05/15/35 | 0.4% |
| U.S. Treasury Notes, 1.50%, due 11/30/28 | 0.4% |
| U.S. Treasury Notes, 1.13%, due 08/31/28 | 0.4% |
| Federal Home Loan Mortgage Corp., 5.50%, due 11/01/54 | 0.4% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSFCX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Aggregate Bond Index Fund

# Class I: SSFDX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Aggregate Bond Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class I | $1 | 0.01%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects expenses from both the Fund and the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$2,255,686,399

* Number of Portfolio Holdings6,085

* Portfolio Turnover Rate9%

Portfolio holdings and portfolio turnover rate are from the corresponding Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| U.S. Treasury Obligations | 44.8% |
| U.S. Government Agency Obligations | 25.6% |
| Corporate Bonds & Notes | 23.9% |
| Short-Term Investments | 5.2% |
| Foreign Government Obligations | 3.1% |
| Mortgage-Backed Securities | 0.5% |
| Asset-Backed Securities | 0.4% |
| Municipal Bonds & Notes | 0.4% |
| Commercial Mortgage Backed Securities | 0.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| U.S. Treasury Notes, 3.75%, due 06/30/27 | 0.5% |
| Federal Home Loan Mortgage Corp., 2.50%, due 04/01/52 | 0.4% |
| U.S. Treasury Notes, 4.63%, due 02/15/35 | 0.4% |
| U.S. Treasury Notes, 3.88%, due 06/30/30 | 0.4% |
| U.S. Treasury Notes, 4.25%, due 11/15/34 | 0.4% |
| U.S. Treasury Notes, 3.38%, due 09/15/27 | 0.4% |
| U.S. Treasury Notes, 4.25%, due 05/15/35 | 0.4% |
| U.S. Treasury Notes, 1.50%, due 11/30/28 | 0.4% |
| U.S. Treasury Notes, 1.13%, due 08/31/28 | 0.4% |
| Federal Home Loan Mortgage Corp., 5.50%, due 11/01/54 | 0.4% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSFDX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Aggregate Bond Index Fund

# Class K: SSFEX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Aggregate Bond Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $1 | 0.01%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects expenses from both the Fund and the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$2,255,686,399

* Number of Portfolio Holdings6,085

* Portfolio Turnover Rate9%

Portfolio holdings and portfolio turnover rate are from the corresponding Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| U.S. Treasury Obligations | 44.8% |
| U.S. Government Agency Obligations | 25.6% |
| Corporate Bonds & Notes | 23.9% |
| Short-Term Investments | 5.2% |
| Foreign Government Obligations | 3.1% |
| Mortgage-Backed Securities | 0.5% |
| Asset-Backed Securities | 0.4% |
| Municipal Bonds & Notes | 0.4% |
| Commercial Mortgage Backed Securities | 0.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| U.S. Treasury Notes, 3.75%, due 06/30/27 | 0.5% |
| Federal Home Loan Mortgage Corp., 2.50%, due 04/01/52 | 0.4% |
| U.S. Treasury Notes, 4.63%, due 02/15/35 | 0.4% |
| U.S. Treasury Notes, 3.88%, due 06/30/30 | 0.4% |
| U.S. Treasury Notes, 4.25%, due 11/15/34 | 0.4% |
| U.S. Treasury Notes, 3.38%, due 09/15/27 | 0.4% |
| U.S. Treasury Notes, 4.25%, due 05/15/35 | 0.4% |
| U.S. Treasury Notes, 1.50%, due 11/30/28 | 0.4% |
| U.S. Treasury Notes, 1.13%, due 08/31/28 | 0.4% |
| Federal Home Loan Mortgage Corp., 5.50%, due 11/01/54 | 0.4% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSFEX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Aggregate Bond Index Portfolio

# SSAFX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Aggregate Bond Index Portfolio (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/resources/master-portfolio-fund-documents. You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Fund Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| State Street Aggregate Bond Index Portfolio | $1 | 0.02%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$4,987,655,620

* Number of Portfolio Holdings6,085

* Portfolio Turnover Rate9%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| U.S. Treasury Obligations | 44.8% |
| U.S. Government Agency Obligations | 25.6% |
| Corporate Bonds & Notes | 23.9% |
| Short-Term Investments | 5.2% |
| Foreign Government Obligations | 3.1% |
| Mortgage-Backed Securities | 0.5% |
| Asset-Backed Securities | 0.4% |
| Municipal Bonds & Notes | 0.4% |
| Commercial Mortgage Backed Securities | 0.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| U.S. Treasury Notes, 3.75%, due 06/30/27 | 0.5% |
| Federal Home Loan Mortgage Corp., 2.50%, due 04/01/52 | 0.4% |
| U.S. Treasury Notes, 4.63%, due 02/15/35 | 0.4% |
| U.S. Treasury Notes, 3.88%, due 06/30/30 | 0.4% |
| U.S. Treasury Notes, 4.25%, due 11/15/34 | 0.4% |
| U.S. Treasury Notes, 3.38%, due 09/15/27 | 0.4% |
| U.S. Treasury Notes, 4.25%, due 05/15/35 | 0.4% |
| U.S. Treasury Notes, 1.50%, due 11/30/28 | 0.4% |
| U.S. Treasury Notes, 1.13%, due 08/31/28 | 0.4% |
| Federal Home Loan Mortgage Corp., 5.50%, due 11/01/54 | 0.4% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and proxy information please visit: www.ssga.com/us/en/individual/resources/master-portfolio-fund-documents.

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Balanced Index Fund

# Class K: SSBIX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Balanced Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf. You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $3 | 0.05%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$574,974,528

* Number of Portfolio Holdings2,598

* Portfolio Turnover Rate7%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Common Stocks | 59.7% |
| Mutual Funds and Exchange Traded Products | 39.7% |
| Short-Term Investments | 0.8% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Aggregate Bond Index Portfolio | 39.6% |
| NVIDIA Corp. | 3.8% |
| Microsoft Corp. | 3.7% |
| Apple, Inc. | 3.1% |
| Amazon.com, Inc. | 2.1% |
| Meta Platforms, Inc., Class A | 1.6% |
| Broadcom, Inc. | 1.3% |
| Alphabet, Inc., Class A | 1.0% |
| Berkshire Hathaway, Inc., Class B | 0.9% |
| Tesla, Inc. | 0.9% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf.

TSR SAR SSBIX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Emerging Markets Equity Index Fund

# Class K: SSKEX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Emerging Markets Equity Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf. You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $4 | 0.08%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$558,119,166

* Number of Portfolio Holdings1,206

* Portfolio Turnover Rate5%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### Top Ten Countries

---

| | |
|:---|:---|
| **Country** | **%** |
| China | 25.3% |
| Taiwan | 18.8% |
| India | 18.0% |
| South Korea | 10.7% |
| Brazil | 4.3% |
| Saudi Arabia | 3.5% |
| Switzerland | 3.1% |
| South Africa | 2.9% |
| Mexico | 2.1% |
| United Arab Emirates | 1.6% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| Taiwan Semiconductor Manufacturing Co. Ltd. | 10.2% |
| Tencent Holdings Ltd. | 4.7% |
| Alibaba Group Holding Ltd. | 2.7% |
| Samsung Electronics Co. Ltd. | 2.4% |
| HDFC Bank Ltd. | 1.5% |
| Xiaomi Corp., Class B | 1.5% |
| SK Hynix, Inc. | 1.3% |
| MSCI CHINA A INCLUSION Net Return USD Index, due 08/31/27 | 1.3% |
| Reliance Industries Ltd. | 1.2% |
| China Construction Bank Corp., Class H | 1.1% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf.

TSR SAR SSKEX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Equity 500 Index Fund

# Administrative Shares: STFAX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Equity 500 Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Administrative Shares | $8 | 0.16%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects expenses from both the Fund and the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$11,687,494,003

* Number of Portfolio Holdings507

* Portfolio Turnover Rate1%

Portfolio holdings and portfolio turnover rate are from the corresponding Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Ten Sectors** 

---

| | |
|:---|:---|
| **Sector** | **%** |
| Information Technology | 32.7% |
| Financials | 13.9% |
| Consumer Discretionary | 10.2% |
| Communication Services | 9.7% |
| Health Care | 9.2% |
| Industrials | 8.5% |
| Consumer Staples | 5.4% |
| Energy | 2.9% |
| Utilities | 2.3% |
| Real Estate | 2.0% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| NVIDIA Corp. | 7.2% |
| Microsoft Corp. | 7.0% |
| Apple, Inc. | 5.8% |
| Amazon.com, Inc. | 3.9% |
| Meta Platforms, Inc., Class A | 3.0% |
| Broadcom, Inc. | 2.4% |
| Alphabet, Inc., Class A | 1.9% |
| Berkshire Hathaway, Inc., Class B | 1.7% |
| Tesla, Inc. | 1.7% |
| Alphabet, Inc., Class C | 1.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR STFAX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Equity 500 Index Fund

# Class A: SSSVX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Equity 500 Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class A | $22 | 0.44%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects expenses from both the Fund and the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$11,687,494,003

* Number of Portfolio Holdings507

* Portfolio Turnover Rate1%

Portfolio holdings and portfolio turnover rate are from the corresponding Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Ten Sectors** 

---

| | |
|:---|:---|
| **Sector** | **%** |
| Information Technology | 32.7% |
| Financials | 13.9% |
| Consumer Discretionary | 10.2% |
| Communication Services | 9.7% |
| Health Care | 9.2% |
| Industrials | 8.5% |
| Consumer Staples | 5.4% |
| Energy | 2.9% |
| Utilities | 2.3% |
| Real Estate | 2.0% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| NVIDIA Corp. | 7.2% |
| Microsoft Corp. | 7.0% |
| Apple, Inc. | 5.8% |
| Amazon.com, Inc. | 3.9% |
| Meta Platforms, Inc., Class A | 3.0% |
| Broadcom, Inc. | 2.4% |
| Alphabet, Inc., Class A | 1.9% |
| Berkshire Hathaway, Inc., Class B | 1.7% |
| Tesla, Inc. | 1.7% |
| Alphabet, Inc., Class C | 1.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSSVX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Equity 500 Index Fund

# Class I: SSSWX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Equity 500 Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class I | $6 | 0.11%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects expenses from both the Fund and the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$11,687,494,003

* Number of Portfolio Holdings507

* Portfolio Turnover Rate1%

Portfolio holdings and portfolio turnover rate are from the corresponding Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Ten Sectors** 

---

| | |
|:---|:---|
| **Sector** | **%** |
| Information Technology | 32.7% |
| Financials | 13.9% |
| Consumer Discretionary | 10.2% |
| Communication Services | 9.7% |
| Health Care | 9.2% |
| Industrials | 8.5% |
| Consumer Staples | 5.4% |
| Energy | 2.9% |
| Utilities | 2.3% |
| Real Estate | 2.0% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| NVIDIA Corp. | 7.2% |
| Microsoft Corp. | 7.0% |
| Apple, Inc. | 5.8% |
| Amazon.com, Inc. | 3.9% |
| Meta Platforms, Inc., Class A | 3.0% |
| Broadcom, Inc. | 2.4% |
| Alphabet, Inc., Class A | 1.9% |
| Berkshire Hathaway, Inc., Class B | 1.7% |
| Tesla, Inc. | 1.7% |
| Alphabet, Inc., Class C | 1.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSSWX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Equity 500 Index Fund

# Class K: SSSYX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Equity 500 Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $1 | 0.01%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects expenses from both the Fund and the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$11,687,494,003

* Number of Portfolio Holdings507

* Portfolio Turnover Rate1%

Portfolio holdings and portfolio turnover rate are from the corresponding Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Ten Sectors** 

---

| | |
|:---|:---|
| **Sector** | **%** |
| Information Technology | 32.7% |
| Financials | 13.9% |
| Consumer Discretionary | 10.2% |
| Communication Services | 9.7% |
| Health Care | 9.2% |
| Industrials | 8.5% |
| Consumer Staples | 5.4% |
| Energy | 2.9% |
| Utilities | 2.3% |
| Real Estate | 2.0% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| NVIDIA Corp. | 7.2% |
| Microsoft Corp. | 7.0% |
| Apple, Inc. | 5.8% |
| Amazon.com, Inc. | 3.9% |
| Meta Platforms, Inc., Class A | 3.0% |
| Broadcom, Inc. | 2.4% |
| Alphabet, Inc., Class A | 1.9% |
| Berkshire Hathaway, Inc., Class B | 1.7% |
| Tesla, Inc. | 1.7% |
| Alphabet, Inc., Class C | 1.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSSYX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Equity 500 Index Fund

# Class R Shares: SSFRX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Equity 500 Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class R Shares | $31 | 0.61%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects expenses from both the Fund and the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$11,687,494,003

* Number of Portfolio Holdings507

* Portfolio Turnover Rate1%

Portfolio holdings and portfolio turnover rate are from the corresponding Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Ten Sectors** 

---

| | |
|:---|:---|
| **Sector** | **%** |
| Information Technology | 32.7% |
| Financials | 13.9% |
| Consumer Discretionary | 10.2% |
| Communication Services | 9.7% |
| Health Care | 9.2% |
| Industrials | 8.5% |
| Consumer Staples | 5.4% |
| Energy | 2.9% |
| Utilities | 2.3% |
| Real Estate | 2.0% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| NVIDIA Corp. | 7.2% |
| Microsoft Corp. | 7.0% |
| Apple, Inc. | 5.8% |
| Amazon.com, Inc. | 3.9% |
| Meta Platforms, Inc., Class A | 3.0% |
| Broadcom, Inc. | 2.4% |
| Alphabet, Inc., Class A | 1.9% |
| Berkshire Hathaway, Inc., Class B | 1.7% |
| Tesla, Inc. | 1.7% |
| Alphabet, Inc., Class C | 1.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSFRX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Equity 500 Index Fund

# Service Shares: STBIX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Equity 500 Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Service Shares | $13 | 0.26%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects expenses from both the Fund and the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$11,687,494,003

* Number of Portfolio Holdings507

* Portfolio Turnover Rate1%

Portfolio holdings and portfolio turnover rate are from the corresponding Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Ten Sectors** 

---

| | |
|:---|:---|
| **Sector** | **%** |
| Information Technology | 32.7% |
| Financials | 13.9% |
| Consumer Discretionary | 10.2% |
| Communication Services | 9.7% |
| Health Care | 9.2% |
| Industrials | 8.5% |
| Consumer Staples | 5.4% |
| Energy | 2.9% |
| Utilities | 2.3% |
| Real Estate | 2.0% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| NVIDIA Corp. | 7.2% |
| Microsoft Corp. | 7.0% |
| Apple, Inc. | 5.8% |
| Amazon.com, Inc. | 3.9% |
| Meta Platforms, Inc., Class A | 3.0% |
| Broadcom, Inc. | 2.4% |
| Alphabet, Inc., Class A | 1.9% |
| Berkshire Hathaway, Inc., Class B | 1.7% |
| Tesla, Inc. | 1.7% |
| Alphabet, Inc., Class C | 1.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR STBIX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Equity 500 Index II Portfolio

# SSEYX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Equity 500 Index II Portfolio (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/resources/master-portfolio-fund-documents. You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Fund Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| State Street Equity 500 Index II Portfolio | $1 | 0.01%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$18,940,643,751

* Number of Portfolio Holdings507

* Portfolio Turnover Rate1%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Ten Sectors** 

---

| | |
|:---|:---|
| **Sector** | **%** |
| Information Technology | 32.7% |
| Financials | 13.9% |
| Consumer Discretionary | 10.2% |
| Communication Services | 9.7% |
| Health Care | 9.2% |
| Industrials | 8.5% |
| Consumer Staples | 5.4% |
| Energy | 2.9% |
| Utilities | 2.3% |
| Real Estate | 2.0% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| NVIDIA Corp. | 7.2% |
| Microsoft Corp. | 7.0% |
| Apple, Inc. | 5.8% |
| Amazon.com, Inc. | 3.9% |
| Meta Platforms, Inc., Class A | 3.0% |
| Broadcom, Inc. | 2.4% |
| Alphabet, Inc., Class A | 1.9% |
| Berkshire Hathaway, Inc., Class B | 1.7% |
| Tesla, Inc. | 1.7% |
| Alphabet, Inc., Class C | 1.6% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and proxy information please visit: www.ssga.com/us/en/individual/resources/master-portfolio-fund-documents.

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Federal Government Money Market Fund

# Advantage Class: AGFXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Federal Government Money Market Fund (the "Fund") for the period of January 6, 2025 (commencement of operations) through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash. You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Advantage Class | $19 | 0.39%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

The dollar amount above reflects expenses paid since the commencement of operations. Expenses for the full reporting period would be higher.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$113,046,926

* Number of Portfolio Holdings187

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 45.8% |
| Treasury Repurchase Agreements | 21.6% |
| Government Agency Repurchase Agreements | 17.7% |
| Government Agency Debt | 11.7% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCBA TRI PARTY REPO A, 4.40%, due 09/02/25 | 3.9% |
| JP MORGAN SEC LLC TPR D TRI PARTY REPO D, 4.40%, due 07/01/25 | 3.7% |
| FICCMS TRI PARTY REPO D, 4.39%, due 07/01/25 | 3.5% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.5% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.5% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.2% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 3.1% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 2.5% |
| U.S. Treasury Bills, 4.17%, due 08/14/25 | 1.9% |
| JPMBOS CA, 4.55%, due 10/24/25 | 1.9% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash.

TSR SAR AGFXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Federal Treasury Money Market Fund

# Advantage Class: AFTXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Federal Treasury Money Market Fund (the "Fund") for the period of January 6, 2025 (commencement of operations) through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash. You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Advantage Class | $19 | 0.39%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

The dollar amount above reflects expenses paid since the commencement of operations. Expenses for the full reporting period would be higher.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$56,284,574

* Number of Portfolio Holdings67

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 101.2% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| U.S. Treasury Inflation-Indexed Notes, 1.08%, due 07/15/25 | 7.4% |
| U.S. Treasury Bills, 4.18%, due 07/17/25 | 4.5% |
| U.S. Treasury Bills, 4.10%, due 09/18/25 | 4.4% |
| U.S. Treasury Bills, 4.22%, due 07/03/25 | 4.4% |
| U.S. Treasury Bills, 4.19%, due 08/12/25 | 4.1% |
| U.S. Treasury Bills, 4.13%, due 09/04/25 | 4.1% |
| U.S. Treasury Bills, 4.19%, due 07/22/25 | 4.1% |
| U.S. Treasury Floating Rate Notes, 4.40%, due 07/31/25 | 3.9% |
| U.S. Treasury Bills, 4.15%, due 07/08/25 | 3.8% |
| U.S. Treasury Floating Rate Notes, 4.46%, due 07/31/26 | 3.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash.

TSR SAR AFTXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Federal Treasury Plus Money Market Fund

# Advantage Class: ATPXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Federal Treasury Plus Money Market Fund (the "Fund") for the period of January 6, 2025 (commencement of operations) through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Advantage Class | $19 | 0.39%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

The dollar amount above reflects expenses paid since the commencement of operations. Expenses for the full reporting period would be higher.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$37,532,693

* Number of Portfolio Holdings100

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 55.0% |
| Treasury Repurchase Agreements | 39.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCRP TRI PARTY REPO A, 4.39%, due 07/01/25 | 4.2% |
| FICCBA TRI PARTY REPO A, 4.40%, due 07/01/25 | 3.8% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 3.7% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.3% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.38%, due 01/31/27 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.49%, due 10/31/26 | 3.0% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.0% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 2.9% |
| U.S. Treasury Bills, 4.09%, due 11/06/25 | 2.0% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR ATPXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Global All Cap Equity ex-U.S. Index Fund

# Class A: SSGHX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Global All Cap Equity ex-U.S. Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf. You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class A | $25 | 0.46%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects expenses from both the Fund and the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$3,453,276,593

* Number of Portfolio Holdings5,968

* Portfolio Turnover Rate4%

Portfolio holdings and portfolio turnover rate are from the corresponding Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### Top Ten Countries

---

| | |
|:---|:---|
| **Country** | **%** |
| Japan | 14.8% |
| China | 7.8% |
| Canada | 7.6% |
| United Kingdom | 7.3% |
| Germany | 5.9% |
| India | 5.7% |
| United States | 5.6% |
| Taiwan | 5.5% |
| France | 5.3% |
| Australia | 4.6% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| Taiwan Semiconductor Manufacturing Co. Ltd. | 2.5% |
| Tencent Holdings Ltd. | 1.2% |
| SAP SE | 0.9% |
| ASML Holding NV | 0.9% |
| Nestle SA | 0.7% |
| Alibaba Group Holding Ltd. | 0.7% |
| Novartis AG | 0.7% |
| Roche Holding AG | 0.6% |
| Novo Nordisk AS, Class B | 0.6% |
| AstraZeneca PLC | 0.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf.

TSR SAR SSGHX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Global All Cap Equity ex-U.S. Index Fund

# Class I: SSGJX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Global All Cap Equity ex-U.S. Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf. You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class I | $6 | 0.11%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects expenses from both the Fund and the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$3,453,276,593

* Number of Portfolio Holdings5,968

* Portfolio Turnover Rate4%

Portfolio holdings and portfolio turnover rate are from the corresponding Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### Top Ten Countries

---

| | |
|:---|:---|
| **Country** | **%** |
| Japan | 14.8% |
| China | 7.8% |
| Canada | 7.6% |
| United Kingdom | 7.3% |
| Germany | 5.9% |
| India | 5.7% |
| United States | 5.6% |
| Taiwan | 5.5% |
| France | 5.3% |
| Australia | 4.6% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| Taiwan Semiconductor Manufacturing Co. Ltd. | 2.5% |
| Tencent Holdings Ltd. | 1.2% |
| SAP SE | 0.9% |
| ASML Holding NV | 0.9% |
| Nestle SA | 0.7% |
| Alibaba Group Holding Ltd. | 0.7% |
| Novartis AG | 0.7% |
| Roche Holding AG | 0.6% |
| Novo Nordisk AS, Class B | 0.6% |
| AstraZeneca PLC | 0.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf.

TSR SAR SSGJX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Global All Cap Equity ex-U.S. Index Fund

# Class K: SSGLX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Global All Cap Equity ex-U.S. Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf. You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $1 | 0.02%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects expenses from both the Fund and the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$3,453,276,593

* Number of Portfolio Holdings5,968

* Portfolio Turnover Rate4%

Portfolio holdings and portfolio turnover rate are from the corresponding Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### Top Ten Countries

---

| | |
|:---|:---|
| **Country** | **%** |
| Japan | 14.8% |
| China | 7.8% |
| Canada | 7.6% |
| United Kingdom | 7.3% |
| Germany | 5.9% |
| India | 5.7% |
| United States | 5.6% |
| Taiwan | 5.5% |
| France | 5.3% |
| Australia | 4.6% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| Taiwan Semiconductor Manufacturing Co. Ltd. | 2.5% |
| Tencent Holdings Ltd. | 1.2% |
| SAP SE | 0.9% |
| ASML Holding NV | 0.9% |
| Nestle SA | 0.7% |
| Alibaba Group Holding Ltd. | 0.7% |
| Novartis AG | 0.7% |
| Roche Holding AG | 0.6% |
| Novo Nordisk AS, Class B | 0.6% |
| AstraZeneca PLC | 0.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf.

TSR SAR SSGLX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Global All Cap Equity ex-U.S. Index Portfolio

# SSGVX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Global All Cap Equity ex-U.S. Index Portfolio (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/resources/master-portfolio-fund-documents. You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Fund Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | $2 | 0.04%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$9,945,879,008

* Number of Portfolio Holdings5,968

* Portfolio Turnover Rate4%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### Top Ten Countries

---

| | |
|:---|:---|
| **Country** | **%** |
| Japan | 14.8% |
| China | 7.8% |
| Canada | 7.6% |
| United Kingdom | 7.3% |
| Germany | 5.9% |
| India | 5.7% |
| United States | 5.6% |
| Taiwan | 5.5% |
| France | 5.3% |
| Australia | 4.6% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| Taiwan Semiconductor Manufacturing Co. Ltd. | 2.5% |
| Tencent Holdings Ltd. | 1.2% |
| SAP SE | 0.9% |
| ASML Holding NV | 0.9% |
| Nestle SA | 0.7% |
| Alibaba Group Holding Ltd. | 0.7% |
| Novartis AG | 0.7% |
| Roche Holding AG | 0.6% |
| Novo Nordisk AS, Class B | 0.6% |
| AstraZeneca PLC | 0.6% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and proxy information please visit: www.ssga.com/us/en/individual/resources/master-portfolio-fund-documents.

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Hedged International Developed Equity Index Fund

# Class K: SSHQX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Hedged International Developed Equity Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $10 | 0.20%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$3,796,813,665

* Number of Portfolio Holdings769

* Portfolio Turnover Rate5%

Reflects holdings of the Portfolio, in which the Fund invests.

Portfolio turnover rate is from the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### Top Ten Countries

---

| | |
|:---|:---|
| **Country** | **%** |
| Japan | 21.2% |
| United Kingdom | 11.1% |
| Germany | 10.1% |
| United States | 9.9% |
| France | 9.3% |
| Australia | 6.7% |
| Switzerland | 4.8% |
| Netherlands | 4.1% |
| Spain | 3.1% |
| Italy | 3.1% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| SAP SE | 1.6% |
| ASML Holding NV | 1.6% |
| Nestle SA | 1.3% |
| Roche Holding AG | 1.2% |
| Novartis AG | 1.2% |
| Novo Nordisk AS, Class B | 1.2% |
| AstraZeneca PLC | 1.1% |
| HSBC Holdings PLC | 1.1% |
| Shell PLC | 1.1% |
| Commonwealth Bank of Australia | 1.1% |

---

Reflects holdings from the corresponding Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSHQX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Money Market Fund

# Administration Class: SSKXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Administration Class | $18 | 0.36%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$11,826,986,550

* Number of Portfolio Holdings67

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 101.2% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| U.S. Treasury Inflation-Indexed Notes, 1.08%, due 07/15/25 | 7.4% |
| U.S. Treasury Bills, 4.18%, due 07/17/25 | 4.5% |
| U.S. Treasury Bills, 4.10%, due 09/18/25 | 4.4% |
| U.S. Treasury Bills, 4.22%, due 07/03/25 | 4.4% |
| U.S. Treasury Bills, 4.19%, due 08/12/25 | 4.1% |
| U.S. Treasury Bills, 4.13%, due 09/04/25 | 4.1% |
| U.S. Treasury Bills, 4.19%, due 07/22/25 | 4.1% |
| U.S. Treasury Floating Rate Notes, 4.40%, due 07/31/25 | 3.9% |
| U.S. Treasury Bills, 4.15%, due 07/08/25 | 3.8% |
| U.S. Treasury Floating Rate Notes, 4.46%, due 07/31/26 | 3.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR SSKXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Money Market Fund

# Bancroft Capital Class: VTTXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Bancroft Capital Class | $7 | 0.14%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$11,826,986,550

* Number of Portfolio Holdings67

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 101.2% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| U.S. Treasury Inflation-Indexed Notes, 1.08%, due 07/15/25 | 7.4% |
| U.S. Treasury Bills, 4.18%, due 07/17/25 | 4.5% |
| U.S. Treasury Bills, 4.10%, due 09/18/25 | 4.4% |
| U.S. Treasury Bills, 4.22%, due 07/03/25 | 4.4% |
| U.S. Treasury Bills, 4.19%, due 08/12/25 | 4.1% |
| U.S. Treasury Bills, 4.13%, due 09/04/25 | 4.1% |
| U.S. Treasury Bills, 4.19%, due 07/22/25 | 4.1% |
| U.S. Treasury Floating Rate Notes, 4.40%, due 07/31/25 | 3.9% |
| U.S. Treasury Bills, 4.15%, due 07/08/25 | 3.8% |
| U.S. Treasury Floating Rate Notes, 4.46%, due 07/31/26 | 3.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR VTTXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Money Market Fund

# Cabrera Capital Markets Class: CSJXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Cabrera Capital Markets Class | $7 | 0.14%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$11,826,986,550

* Number of Portfolio Holdings67

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 101.2% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| U.S. Treasury Inflation-Indexed Notes, 1.08%, due 07/15/25 | 7.4% |
| U.S. Treasury Bills, 4.18%, due 07/17/25 | 4.5% |
| U.S. Treasury Bills, 4.10%, due 09/18/25 | 4.4% |
| U.S. Treasury Bills, 4.22%, due 07/03/25 | 4.4% |
| U.S. Treasury Bills, 4.19%, due 08/12/25 | 4.1% |
| U.S. Treasury Bills, 4.13%, due 09/04/25 | 4.1% |
| U.S. Treasury Bills, 4.19%, due 07/22/25 | 4.1% |
| U.S. Treasury Floating Rate Notes, 4.40%, due 07/31/25 | 3.9% |
| U.S. Treasury Bills, 4.15%, due 07/08/25 | 3.8% |
| U.S. Treasury Floating Rate Notes, 4.46%, due 07/31/26 | 3.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR CSJXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Money Market Fund

# Institutional Class: SSJXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Institutional Class | $7 | 0.14%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$11,826,986,550

* Number of Portfolio Holdings67

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 101.2% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| U.S. Treasury Inflation-Indexed Notes, 1.08%, due 07/15/25 | 7.4% |
| U.S. Treasury Bills, 4.18%, due 07/17/25 | 4.5% |
| U.S. Treasury Bills, 4.10%, due 09/18/25 | 4.4% |
| U.S. Treasury Bills, 4.22%, due 07/03/25 | 4.4% |
| U.S. Treasury Bills, 4.19%, due 08/12/25 | 4.1% |
| U.S. Treasury Bills, 4.13%, due 09/04/25 | 4.1% |
| U.S. Treasury Bills, 4.19%, due 07/22/25 | 4.1% |
| U.S. Treasury Floating Rate Notes, 4.40%, due 07/31/25 | 3.9% |
| U.S. Treasury Bills, 4.15%, due 07/08/25 | 3.8% |
| U.S. Treasury Floating Rate Notes, 4.46%, due 07/31/26 | 3.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR SSJXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Money Market Fund

# Investment Class: TRVXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Investment Class | $23 | 0.46%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$11,826,986,550

* Number of Portfolio Holdings67

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 101.2% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| U.S. Treasury Inflation-Indexed Notes, 1.08%, due 07/15/25 | 7.4% |
| U.S. Treasury Bills, 4.18%, due 07/17/25 | 4.5% |
| U.S. Treasury Bills, 4.10%, due 09/18/25 | 4.4% |
| U.S. Treasury Bills, 4.22%, due 07/03/25 | 4.4% |
| U.S. Treasury Bills, 4.19%, due 08/12/25 | 4.1% |
| U.S. Treasury Bills, 4.13%, due 09/04/25 | 4.1% |
| U.S. Treasury Bills, 4.19%, due 07/22/25 | 4.1% |
| U.S. Treasury Floating Rate Notes, 4.40%, due 07/31/25 | 3.9% |
| U.S. Treasury Bills, 4.15%, due 07/08/25 | 3.8% |
| U.S. Treasury Floating Rate Notes, 4.46%, due 07/31/26 | 3.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR TRVXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Money Market Fund

# Investor Class : SSNXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Investor Class | $10 | 0.19%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$11,826,986,550

* Number of Portfolio Holdings67

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 101.2% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| U.S. Treasury Inflation-Indexed Notes, 1.08%, due 07/15/25 | 7.4% |
| U.S. Treasury Bills, 4.18%, due 07/17/25 | 4.5% |
| U.S. Treasury Bills, 4.10%, due 09/18/25 | 4.4% |
| U.S. Treasury Bills, 4.22%, due 07/03/25 | 4.4% |
| U.S. Treasury Bills, 4.19%, due 08/12/25 | 4.1% |
| U.S. Treasury Bills, 4.13%, due 09/04/25 | 4.1% |
| U.S. Treasury Bills, 4.19%, due 07/22/25 | 4.1% |
| U.S. Treasury Floating Rate Notes, 4.40%, due 07/31/25 | 3.9% |
| U.S. Treasury Bills, 4.15%, due 07/08/25 | 3.8% |
| U.S. Treasury Floating Rate Notes, 4.46%, due 07/31/26 | 3.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR SSNXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Money Market Fund

# Opportunity Class: OPRXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Opportunity Class | $7 | 0.14%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$11,826,986,550

* Number of Portfolio Holdings67

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 101.2% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| U.S. Treasury Inflation-Indexed Notes, 1.08%, due 07/15/25 | 7.4% |
| U.S. Treasury Bills, 4.18%, due 07/17/25 | 4.5% |
| U.S. Treasury Bills, 4.10%, due 09/18/25 | 4.4% |
| U.S. Treasury Bills, 4.22%, due 07/03/25 | 4.4% |
| U.S. Treasury Bills, 4.19%, due 08/12/25 | 4.1% |
| U.S. Treasury Bills, 4.13%, due 09/04/25 | 4.1% |
| U.S. Treasury Bills, 4.19%, due 07/22/25 | 4.1% |
| U.S. Treasury Floating Rate Notes, 4.40%, due 07/31/25 | 3.9% |
| U.S. Treasury Bills, 4.15%, due 07/08/25 | 3.8% |
| U.S. Treasury Floating Rate Notes, 4.46%, due 07/31/26 | 3.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR OPRXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Money Market Fund

# Premier Class: TRIXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Premier Class | $6 | 0.11%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$11,826,986,550

* Number of Portfolio Holdings67

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 101.2% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| U.S. Treasury Inflation-Indexed Notes, 1.08%, due 07/15/25 | 7.4% |
| U.S. Treasury Bills, 4.18%, due 07/17/25 | 4.5% |
| U.S. Treasury Bills, 4.10%, due 09/18/25 | 4.4% |
| U.S. Treasury Bills, 4.22%, due 07/03/25 | 4.4% |
| U.S. Treasury Bills, 4.19%, due 08/12/25 | 4.1% |
| U.S. Treasury Bills, 4.13%, due 09/04/25 | 4.1% |
| U.S. Treasury Bills, 4.19%, due 07/22/25 | 4.1% |
| U.S. Treasury Floating Rate Notes, 4.40%, due 07/31/25 | 3.9% |
| U.S. Treasury Bills, 4.15%, due 07/08/25 | 3.8% |
| U.S. Treasury Floating Rate Notes, 4.46%, due 07/31/26 | 3.6% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR TRIXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Plus Money Market Fund

# Administration Class: SSQXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Plus Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Administration Class | $18 | 0.36%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$51,329,844,507

* Number of Portfolio Holdings100

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 55.0% |
| Treasury Repurchase Agreements | 39.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCRP TRI PARTY REPO A, 4.39%, due 07/01/25 | 4.2% |
| FICCBA TRI PARTY REPO A, 4.40%, due 07/01/25 | 3.8% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 3.7% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.3% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.38%, due 01/31/27 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.49%, due 10/31/26 | 3.0% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.0% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 2.9% |
| U.S. Treasury Bills, 4.09%, due 11/06/25 | 2.0% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR SSQXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Plus Money Market Fund

# Bancroft Capital Class: VTLXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Plus Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Bancroft Capital Class | $7 | 0.14%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$51,329,844,507

* Number of Portfolio Holdings100

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 55.0% |
| Treasury Repurchase Agreements | 39.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCRP TRI PARTY REPO A, 4.39%, due 07/01/25 | 4.2% |
| FICCBA TRI PARTY REPO A, 4.40%, due 07/01/25 | 3.8% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 3.7% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.3% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.38%, due 01/31/27 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.49%, due 10/31/26 | 3.0% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.0% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 2.9% |
| U.S. Treasury Bills, 4.09%, due 11/06/25 | 2.0% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR VTLXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Plus Money Market Fund

# Blaylock Van Class: BVYXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Plus Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Blaylock Van Class | $7 | 0.14%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$51,329,844,507

* Number of Portfolio Holdings100

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 55.0% |
| Treasury Repurchase Agreements | 39.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCRP TRI PARTY REPO A, 4.39%, due 07/01/25 | 4.2% |
| FICCBA TRI PARTY REPO A, 4.40%, due 07/01/25 | 3.8% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 3.7% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.3% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.38%, due 01/31/27 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.49%, due 10/31/26 | 3.0% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.0% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 2.9% |
| U.S. Treasury Bills, 4.09%, due 11/06/25 | 2.0% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR BVYXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Plus Money Market Fund

# Cabrera Capital Markets Class: CAJXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Plus Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Cabrera Capital Markets Class | $7 | 0.14%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$51,329,844,507

* Number of Portfolio Holdings100

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 55.0% |
| Treasury Repurchase Agreements | 39.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCRP TRI PARTY REPO A, 4.39%, due 07/01/25 | 4.2% |
| FICCBA TRI PARTY REPO A, 4.40%, due 07/01/25 | 3.8% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 3.7% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.3% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.38%, due 01/31/27 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.49%, due 10/31/26 | 3.0% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.0% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 2.9% |
| U.S. Treasury Bills, 4.09%, due 11/06/25 | 2.0% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR CAJXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Plus Money Market Fund

# Institutional Class: SAJXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Plus Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Institutional Class | $7 | 0.14%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$51,329,844,507

* Number of Portfolio Holdings100

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 55.0% |
| Treasury Repurchase Agreements | 39.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCRP TRI PARTY REPO A, 4.39%, due 07/01/25 | 4.2% |
| FICCBA TRI PARTY REPO A, 4.40%, due 07/01/25 | 3.8% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 3.7% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.3% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.38%, due 01/31/27 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.49%, due 10/31/26 | 3.0% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.0% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 2.9% |
| U.S. Treasury Bills, 4.09%, due 11/06/25 | 2.0% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

00316090 TSR SAR SAJXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Plus Money Market Fund

# Investment Class: TPVXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Plus Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Investment Class | $23 | 0.46%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$51,329,844,507

* Number of Portfolio Holdings100

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 55.0% |
| Treasury Repurchase Agreements | 39.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCRP TRI PARTY REPO A, 4.39%, due 07/01/25 | 4.2% |
| FICCBA TRI PARTY REPO A, 4.40%, due 07/01/25 | 3.8% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 3.7% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.3% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.38%, due 01/31/27 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.49%, due 10/31/26 | 3.0% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.0% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 2.9% |
| U.S. Treasury Bills, 4.09%, due 11/06/25 | 2.0% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR TPVXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Plus Money Market Fund

# Investor Class: SAEXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Plus Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Investor Class | $10 | 0.19%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$51,329,844,507

* Number of Portfolio Holdings100

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 55.0% |
| Treasury Repurchase Agreements | 39.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCRP TRI PARTY REPO A, 4.39%, due 07/01/25 | 4.2% |
| FICCBA TRI PARTY REPO A, 4.40%, due 07/01/25 | 3.8% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 3.7% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.3% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.38%, due 01/31/27 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.49%, due 10/31/26 | 3.0% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.0% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 2.9% |
| U.S. Treasury Bills, 4.09%, due 11/06/25 | 2.0% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR SAEXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Plus Money Market Fund

# Opportunity Class: OPTXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Plus Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Opportunity Class | $7 | 0.14%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$51,329,844,507

* Number of Portfolio Holdings100

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 55.0% |
| Treasury Repurchase Agreements | 39.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCRP TRI PARTY REPO A, 4.39%, due 07/01/25 | 4.2% |
| FICCBA TRI PARTY REPO A, 4.40%, due 07/01/25 | 3.8% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 3.7% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.3% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.38%, due 01/31/27 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.49%, due 10/31/26 | 3.0% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.0% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 2.9% |
| U.S. Treasury Bills, 4.09%, due 11/06/25 | 2.0% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR OPTXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Plus Money Market Fund

# Premier Class: TPIXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Plus Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Premier Class | $6 | 0.11%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$51,329,844,507

* Number of Portfolio Holdings100

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 55.0% |
| Treasury Repurchase Agreements | 39.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCRP TRI PARTY REPO A, 4.39%, due 07/01/25 | 4.2% |
| FICCBA TRI PARTY REPO A, 4.40%, due 07/01/25 | 3.8% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 3.7% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.3% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.38%, due 01/31/27 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.49%, due 10/31/26 | 3.0% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.0% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 2.9% |
| U.S. Treasury Bills, 4.09%, due 11/06/25 | 2.0% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR TPIXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional Treasury Plus Money Market Fund

# Trust Class: TPLXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional Treasury Plus Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Trust Class | $9 | 0.17%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$51,329,844,507

* Number of Portfolio Holdings100

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 55.0% |
| Treasury Repurchase Agreements | 39.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCRP TRI PARTY REPO A, 4.39%, due 07/01/25 | 4.2% |
| FICCBA TRI PARTY REPO A, 4.40%, due 07/01/25 | 3.8% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 3.7% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.3% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.38%, due 01/31/27 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.49%, due 10/31/26 | 3.0% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.0% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 2.9% |
| U.S. Treasury Bills, 4.09%, due 11/06/25 | 2.0% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR TPLXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional U.S. Government Money Market Fund

# Administration Class: SALXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional U.S. Government Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Administration Class | $18 | 0.36%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$169,566,136,928

* Number of Portfolio Holdings187

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 45.8% |
| Treasury Repurchase Agreements | 21.6% |
| Government Agency Repurchase Agreements | 17.7% |
| Government Agency Debt | 11.7% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCBA TRI PARTY REPO A, 4.40%, due 09/02/25 | 3.9% |
| JP MORGAN SEC LLC TPR D TRI PARTY REPO D, 4.40%, due 07/01/25 | 3.7% |
| FICCMS TRI PARTY REPO D, 4.39%, due 07/01/25 | 3.5% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.5% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.5% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.2% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 3.1% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 2.5% |
| U.S. Treasury Bills, 4.17%, due 08/14/25 | 1.9% |
| JPMBOS CA, 4.55%, due 10/24/25 | 1.9% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR SALXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional U.S. Government Money Market Fund

# Bancroft Capital Class: VTGXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional U.S. Government Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Bancroft Capital Class | $7 | 0.14%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$169,566,136,928

* Number of Portfolio Holdings187

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 45.8% |
| Treasury Repurchase Agreements | 21.6% |
| Government Agency Repurchase Agreements | 17.7% |
| Government Agency Debt | 11.7% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCBA TRI PARTY REPO A, 4.40%, due 09/02/25 | 3.9% |
| JP MORGAN SEC LLC TPR D TRI PARTY REPO D, 4.40%, due 07/01/25 | 3.7% |
| FICCMS TRI PARTY REPO D, 4.39%, due 07/01/25 | 3.5% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.5% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.5% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.2% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 3.1% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 2.5% |
| U.S. Treasury Bills, 4.17%, due 08/14/25 | 1.9% |
| JPMBOS CA, 4.55%, due 10/24/25 | 1.9% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR VTGXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional U.S. Government Money Market Fund

# Blaylock Van Class: BUYXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional U.S. Government Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Blaylock Van Class | $7 | 0.14%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$169,566,136,928

* Number of Portfolio Holdings187

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 45.8% |
| Treasury Repurchase Agreements | 21.6% |
| Government Agency Repurchase Agreements | 17.7% |
| Government Agency Debt | 11.7% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCBA TRI PARTY REPO A, 4.40%, due 09/02/25 | 3.9% |
| JP MORGAN SEC LLC TPR D TRI PARTY REPO D, 4.40%, due 07/01/25 | 3.7% |
| FICCMS TRI PARTY REPO D, 4.39%, due 07/01/25 | 3.5% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.5% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.5% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.2% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 3.1% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 2.5% |
| U.S. Treasury Bills, 4.17%, due 08/14/25 | 1.9% |
| JPMBOS CA, 4.55%, due 10/24/25 | 1.9% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR BUYXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional U.S. Government Money Market Fund

# Cabrera Capital Markets Class: CAHXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional U.S. Government Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Cabrera Capital Markets Class | $7 | 0.14%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$169,566,136,928

* Number of Portfolio Holdings187

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 45.8% |
| Treasury Repurchase Agreements | 21.6% |
| Government Agency Repurchase Agreements | 17.7% |
| Government Agency Debt | 11.7% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCBA TRI PARTY REPO A, 4.40%, due 09/02/25 | 3.9% |
| JP MORGAN SEC LLC TPR D TRI PARTY REPO D, 4.40%, due 07/01/25 | 3.7% |
| FICCMS TRI PARTY REPO D, 4.39%, due 07/01/25 | 3.5% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.5% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.5% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.2% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 3.1% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 2.5% |
| U.S. Treasury Bills, 4.17%, due 08/14/25 | 1.9% |
| JPMBOS CA, 4.55%, due 10/24/25 | 1.9% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR CAHXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional U.S. Government Money Market Fund

# Class G: SSOXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional U.S. Government Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class G | $4 | 0.07%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$169,566,136,928

* Number of Portfolio Holdings187

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 45.8% |
| Treasury Repurchase Agreements | 21.6% |
| Government Agency Repurchase Agreements | 17.7% |
| Government Agency Debt | 11.7% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCBA TRI PARTY REPO A, 4.40%, due 09/02/25 | 3.9% |
| JP MORGAN SEC LLC TPR D TRI PARTY REPO D, 4.40%, due 07/01/25 | 3.7% |
| FICCMS TRI PARTY REPO D, 4.39%, due 07/01/25 | 3.5% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.5% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.5% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.2% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 3.1% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 2.5% |
| U.S. Treasury Bills, 4.17%, due 08/14/25 | 1.9% |
| JPMBOS CA, 4.55%, due 10/24/25 | 1.9% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR SSOXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional U.S. Government Money Market Fund

# Institutional Class: SAHXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional U.S. Government Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Institutional Class | $7 | 0.14%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$169,566,136,928

* Number of Portfolio Holdings187

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 45.8% |
| Treasury Repurchase Agreements | 21.6% |
| Government Agency Repurchase Agreements | 17.7% |
| Government Agency Debt | 11.7% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCBA TRI PARTY REPO A, 4.40%, due 09/02/25 | 3.9% |
| JP MORGAN SEC LLC TPR D TRI PARTY REPO D, 4.40%, due 07/01/25 | 3.7% |
| FICCMS TRI PARTY REPO D, 4.39%, due 07/01/25 | 3.5% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.5% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.5% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.2% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 3.1% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 2.5% |
| U.S. Treasury Bills, 4.17%, due 08/14/25 | 1.9% |
| JPMBOS CA, 4.55%, due 10/24/25 | 1.9% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

00316087 TSR SAR SAHXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional U.S. Government Money Market Fund

# Investment Class: GVVXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional U.S. Government Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Investment Class | $23 | 0.46%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$169,566,136,928

* Number of Portfolio Holdings187

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 45.8% |
| Treasury Repurchase Agreements | 21.6% |
| Government Agency Repurchase Agreements | 17.7% |
| Government Agency Debt | 11.7% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCBA TRI PARTY REPO A, 4.40%, due 09/02/25 | 3.9% |
| JP MORGAN SEC LLC TPR D TRI PARTY REPO D, 4.40%, due 07/01/25 | 3.7% |
| FICCMS TRI PARTY REPO D, 4.39%, due 07/01/25 | 3.5% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.5% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.5% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.2% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 3.1% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 2.5% |
| U.S. Treasury Bills, 4.17%, due 08/14/25 | 1.9% |
| JPMBOS CA, 4.55%, due 10/24/25 | 1.9% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR GVVXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional U.S. Government Money Market Fund

# Investor Class: SAMXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional U.S. Government Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Investor Class | $10 | 0.19%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$169,566,136,928

* Number of Portfolio Holdings187

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 45.8% |
| Treasury Repurchase Agreements | 21.6% |
| Government Agency Repurchase Agreements | 17.7% |
| Government Agency Debt | 11.7% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCBA TRI PARTY REPO A, 4.40%, due 09/02/25 | 3.9% |
| JP MORGAN SEC LLC TPR D TRI PARTY REPO D, 4.40%, due 07/01/25 | 3.7% |
| FICCMS TRI PARTY REPO D, 4.39%, due 07/01/25 | 3.5% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.5% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.5% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.2% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 3.1% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 2.5% |
| U.S. Treasury Bills, 4.17%, due 08/14/25 | 1.9% |
| JPMBOS CA, 4.55%, due 10/24/25 | 1.9% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR SAMXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional U.S. Government Money Market Fund

# Opportunity Class: OPGXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional U.S. Government Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Opportunity Class | $7 | 0.14%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$169,566,136,928

* Number of Portfolio Holdings187

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 45.8% |
| Treasury Repurchase Agreements | 21.6% |
| Government Agency Repurchase Agreements | 17.7% |
| Government Agency Debt | 11.7% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCBA TRI PARTY REPO A, 4.40%, due 09/02/25 | 3.9% |
| JP MORGAN SEC LLC TPR D TRI PARTY REPO D, 4.40%, due 07/01/25 | 3.7% |
| FICCMS TRI PARTY REPO D, 4.39%, due 07/01/25 | 3.5% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.5% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.5% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.2% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 3.1% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 2.5% |
| U.S. Treasury Bills, 4.17%, due 08/14/25 | 1.9% |
| JPMBOS CA, 4.55%, due 10/24/25 | 1.9% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR OPGXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional U.S. Government Money Market Fund

# Premier Class: GVMXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional U.S. Government Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Premier Class | $6 | 0.11%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$169,566,136,928

* Number of Portfolio Holdings187

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 45.8% |
| Treasury Repurchase Agreements | 21.6% |
| Government Agency Repurchase Agreements | 17.7% |
| Government Agency Debt | 11.7% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCBA TRI PARTY REPO A, 4.40%, due 09/02/25 | 3.9% |
| JP MORGAN SEC LLC TPR D TRI PARTY REPO D, 4.40%, due 07/01/25 | 3.7% |
| FICCMS TRI PARTY REPO D, 4.39%, due 07/01/25 | 3.5% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.5% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.5% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.2% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 3.1% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 2.5% |
| U.S. Treasury Bills, 4.17%, due 08/14/25 | 1.9% |
| JPMBOS CA, 4.55%, due 10/24/25 | 1.9% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR GVMXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional U.S. Government Money Market Fund

# Select Class: GVSXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional U.S. Government Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Select Class | $4 | 0.08%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$169,566,136,928

* Number of Portfolio Holdings187

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 45.8% |
| Treasury Repurchase Agreements | 21.6% |
| Government Agency Repurchase Agreements | 17.7% |
| Government Agency Debt | 11.7% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCBA TRI PARTY REPO A, 4.40%, due 09/02/25 | 3.9% |
| JP MORGAN SEC LLC TPR D TRI PARTY REPO D, 4.40%, due 07/01/25 | 3.7% |
| FICCMS TRI PARTY REPO D, 4.39%, due 07/01/25 | 3.5% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.5% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.5% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.2% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 3.1% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 2.5% |
| U.S. Treasury Bills, 4.17%, due 08/14/25 | 1.9% |
| JPMBOS CA, 4.55%, due 10/24/25 | 1.9% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR GVSXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Institutional U.S. Government Money Market Fund

# Trust Class: GVBXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Institutional U.S. Government Money Market Fund (the "Fund") for the period of June 13, 2025 (commencement of operations) through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=cash . You can also request this information about the Fund by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Trust Class | $1 | 0.17%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.The dollar amount above reflects expenses paid since the commencement of operations. Expenses for the full reporting period would be higher.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$169,566,136,928

* Number of Portfolio Holdings187

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 45.8% |
| Treasury Repurchase Agreements | 21.6% |
| Government Agency Repurchase Agreements | 17.7% |
| Government Agency Debt | 11.7% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCBA TRI PARTY REPO A, 4.40%, due 09/02/25 | 3.9% |
| JP MORGAN SEC LLC TPR D TRI PARTY REPO D, 4.40%, due 07/01/25 | 3.7% |
| FICCMS TRI PARTY REPO D, 4.39%, due 07/01/25 | 3.5% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.5% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.5% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.2% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 3.1% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 2.5% |
| U.S. Treasury Bills, 4.17%, due 08/14/25 | 1.9% |
| JPMBOS CA, 4.55%, due 10/24/25 | 1.9% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=cash .

TSR SAR GVBXX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Small/Mid Cap Equity Index Fund

# Class A: SSMJX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Small/Mid Cap Equity Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class A | $25 | 0.49%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects expenses from both the Fund and the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$678,686,628

* Number of Portfolio Holdings2,326

* Portfolio Turnover Rate12%

Portfolio holdings and portfolio turnover rate are from the corresponding Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Ten Industries** 

---

| | |
|:---|:---|
| **Industry** | **%** |
| Software | 9.2% |
| Banks | 6.1% |
| Capital Markets | 4.7% |
| Biotechnology | 4.6% |
| Hotels, Restaurants & Leisure | 3.5% |
| Machinery | 3.2% |
| Entertainment | 3.1% |
| Insurance | 3.0% |
| IT Services | 2.9% |
| Semiconductors & Semiconductor Equipment | 2.9% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| Spotify Technology SA | 1.6% |
| MicroStrategy, Inc., Class A | 1.3% |
| AppLovin Corp., Class A | 1.1% |
| Snowflake, Inc., Class A | 0.9% |
| Robinhood Markets, Inc., Class A | 0.9% |
| Marvell Technology, Inc. | 0.9% |
| CRH PLC | 0.8% |
| Cloudflare, Inc., Class A | 0.8% |
| ROBLOX Corp., Class A | 0.8% |
| Cheniere Energy, Inc. | 0.7% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSMJX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Small/Mid Cap Equity Index Fund

# Class I: SSMLX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Small/Mid Cap Equity Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class I | $4 | 0.08%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects expenses from both the Fund and the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$678,686,628

* Number of Portfolio Holdings2,326

* Portfolio Turnover Rate12%

Portfolio holdings and portfolio turnover rate are from the corresponding Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Ten Industries** 

---

| | |
|:---|:---|
| **Industry** | **%** |
| Software | 9.2% |
| Banks | 6.1% |
| Capital Markets | 4.7% |
| Biotechnology | 4.6% |
| Hotels, Restaurants & Leisure | 3.5% |
| Machinery | 3.2% |
| Entertainment | 3.1% |
| Insurance | 3.0% |
| IT Services | 2.9% |
| Semiconductors & Semiconductor Equipment | 2.9% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| Spotify Technology SA | 1.6% |
| MicroStrategy, Inc., Class A | 1.3% |
| AppLovin Corp., Class A | 1.1% |
| Snowflake, Inc., Class A | 0.9% |
| Robinhood Markets, Inc., Class A | 0.9% |
| Marvell Technology, Inc. | 0.9% |
| CRH PLC | 0.8% |
| Cloudflare, Inc., Class A | 0.8% |
| ROBLOX Corp., Class A | 0.8% |
| Cheniere Energy, Inc. | 0.7% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSMLX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Small/Mid Cap Equity Index Fund

# Class K: SSMKX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Small/Mid Cap Equity Index Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $2 | 0.03%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects expenses from both the Fund and the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$678,686,628

* Number of Portfolio Holdings2,326

* Portfolio Turnover Rate12%

Portfolio holdings and portfolio turnover rate are from the corresponding Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Ten Industries** 

---

| | |
|:---|:---|
| **Industry** | **%** |
| Software | 9.2% |
| Banks | 6.1% |
| Capital Markets | 4.7% |
| Biotechnology | 4.6% |
| Hotels, Restaurants & Leisure | 3.5% |
| Machinery | 3.2% |
| Entertainment | 3.1% |
| Insurance | 3.0% |
| IT Services | 2.9% |
| Semiconductors & Semiconductor Equipment | 2.9% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| Spotify Technology SA | 1.6% |
| MicroStrategy, Inc., Class A | 1.3% |
| AppLovin Corp., Class A | 1.1% |
| Snowflake, Inc., Class A | 0.9% |
| Robinhood Markets, Inc., Class A | 0.9% |
| Marvell Technology, Inc. | 0.9% |
| CRH PLC | 0.8% |
| Cloudflare, Inc., Class A | 0.8% |
| ROBLOX Corp., Class A | 0.8% |
| Cheniere Energy, Inc. | 0.7% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSMKX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Small/Mid Cap Equity Index Portfolio

# SSMHX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Small/Mid Cap Equity Index Portfolio (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/resources/master-portfolio-fund-documents . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Fund Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| State Street Small/Mid Cap Equity Index Portfolio | $1 | 0.01%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$2,384,232,581

* Number of Portfolio Holdings2,326

* Portfolio Turnover Rate12%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Ten Industries** 

---

| | |
|:---|:---|
| **Industry** | **%** |
| Software | 9.2% |
| Banks | 6.1% |
| Capital Markets | 4.7% |
| Biotechnology | 4.6% |
| Hotels, Restaurants & Leisure | 3.5% |
| Machinery | 3.2% |
| Entertainment | 3.1% |
| Insurance | 3.0% |
| IT Services | 2.9% |
| Semiconductors & Semiconductor Equipment | 2.9% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| Spotify Technology SA | 1.6% |
| MicroStrategy, Inc., Class A | 1.3% |
| AppLovin Corp., Class A | 1.1% |
| Snowflake, Inc., Class A | 0.9% |
| Robinhood Markets, Inc., Class A | 0.9% |
| Marvell Technology, Inc. | 0.9% |
| CRH PLC | 0.8% |
| Cloudflare, Inc., Class A | 0.8% |
| ROBLOX Corp., Class A | 0.8% |
| Cheniere Energy, Inc. | 0.7% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and proxy information please visit: www.ssga.com/us/en/individual/resources/master-portfolio-fund-documents.

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2025 Fund

# Class R3: SSAHX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2025 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class R3 | $25 | 0.48%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$1,957,367,294

* Number of Portfolio Holdings12

* Portfolio Turnover Rate11%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Fixed Income | 39.0% |
| Domestic Equity | 23.3% |
| Inflation Linked | 18.0% |
| International Equity | 14.7% |
| Real Estate | 5.0% |
| Short-Term Investments | 1.1% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Aggregate Bond Index Portfolio | 20.9% |
| State Street Equity 500 Index II Portfolio | 20.6% |
| SPDR Bloomberg 1-10 Year TIPS ETF | 18.0% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 14.7% |
| SPDR Bloomberg High Yield Bond ETF | 7.0% |
| SPDR Portfolio Short Term Treasury ETF | 6.1% |
| SPDR Dow Jones Global Real Estate ETF | 5.0% |
| SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No. K-1 ETF | 3.5% |
| State Street Small/Mid Cap Equity Index Portfolio | 2.7% |
| SPDR Portfolio Short Term Corporate Bond ETF | 1.6% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSAHX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2025 Fund

# Class I: SSBRX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2025 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class I | $5 | 0.10%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$1,957,367,294

* Number of Portfolio Holdings12

* Portfolio Turnover Rate11%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Fixed Income | 39.0% |
| Domestic Equity | 23.3% |
| Inflation Linked | 18.0% |
| International Equity | 14.7% |
| Real Estate | 5.0% |
| Short-Term Investments | 1.1% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Aggregate Bond Index Portfolio | 20.9% |
| State Street Equity 500 Index II Portfolio | 20.6% |
| SPDR Bloomberg 1-10 Year TIPS ETF | 18.0% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 14.7% |
| SPDR Bloomberg High Yield Bond ETF | 7.0% |
| SPDR Portfolio Short Term Treasury ETF | 6.1% |
| SPDR Dow Jones Global Real Estate ETF | 5.0% |
| SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No. K-1 ETF | 3.5% |
| State Street Small/Mid Cap Equity Index Portfolio | 2.7% |
| SPDR Portfolio Short Term Corporate Bond ETF | 1.6% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSBRX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2025 Fund

# Class K: SSBSX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2025 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $0 | 0.00%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

Due to the Fund waiving acquired fund fees, the waiver exceeded total fund expenses.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$1,957,367,294

* Number of Portfolio Holdings12

* Portfolio Turnover Rate11%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Fixed Income | 39.0% |
| Domestic Equity | 23.3% |
| Inflation Linked | 18.0% |
| International Equity | 14.7% |
| Real Estate | 5.0% |
| Short-Term Investments | 1.1% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Aggregate Bond Index Portfolio | 20.9% |
| State Street Equity 500 Index II Portfolio | 20.6% |
| SPDR Bloomberg 1-10 Year TIPS ETF | 18.0% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 14.7% |
| SPDR Bloomberg High Yield Bond ETF | 7.0% |
| SPDR Portfolio Short Term Treasury ETF | 6.1% |
| SPDR Dow Jones Global Real Estate ETF | 5.0% |
| SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No. K-1 ETF | 3.5% |
| State Street Small/Mid Cap Equity Index Portfolio | 2.7% |
| SPDR Portfolio Short Term Corporate Bond ETF | 1.6% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSBSX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2030 Fund

# Class R3: SSAJX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2030 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class R3 | $27 | 0.52%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$3,264,155,554

* Number of Portfolio Holdings13

* Portfolio Turnover Rate13%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 33.2% |
| Domestic Fixed Income | 31.0% |
| International Equity | 22.7% |
| Inflation Linked | 10.3% |
| Real Estate | 2.7% |
| Short-Term Investments | 0.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 28.8% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 22.7% |
| State Street Aggregate Bond Index Portfolio | 19.5% |
| SPDR Bloomberg 1-10 Year TIPS ETF | 10.3% |
| SPDR Bloomberg High Yield Bond ETF | 6.3% |
| SPDR Portfolio Long Term Treasury ETF | 4.5% |
| State Street Small/Mid Cap Equity Index Portfolio | 4.4% |
| SPDR Dow Jones Global Real Estate ETF | 2.7% |
| SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No. K-1 ETF | 0.3% |
| SPDR Portfolio Short Term Treasury ETF | 0.2% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSAJX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2030 Fund

# Class I: SSBWX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2030 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class I | $7 | 0.13%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$3,264,155,554

* Number of Portfolio Holdings13

* Portfolio Turnover Rate13%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 33.2% |
| Domestic Fixed Income | 31.0% |
| International Equity | 22.7% |
| Inflation Linked | 10.3% |
| Real Estate | 2.7% |
| Short-Term Investments | 0.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 28.8% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 22.7% |
| State Street Aggregate Bond Index Portfolio | 19.5% |
| SPDR Bloomberg 1-10 Year TIPS ETF | 10.3% |
| SPDR Bloomberg High Yield Bond ETF | 6.3% |
| SPDR Portfolio Long Term Treasury ETF | 4.5% |
| State Street Small/Mid Cap Equity Index Portfolio | 4.4% |
| SPDR Dow Jones Global Real Estate ETF | 2.7% |
| SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No. K-1 ETF | 0.3% |
| SPDR Portfolio Short Term Treasury ETF | 0.2% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSBWX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2030 Fund

# Class K: SSBYX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2030 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $1 | 0.02%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$3,264,155,554

* Number of Portfolio Holdings13

* Portfolio Turnover Rate13%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 33.2% |
| Domestic Fixed Income | 31.0% |
| International Equity | 22.7% |
| Inflation Linked | 10.3% |
| Real Estate | 2.7% |
| Short-Term Investments | 0.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 28.8% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 22.7% |
| State Street Aggregate Bond Index Portfolio | 19.5% |
| SPDR Bloomberg 1-10 Year TIPS ETF | 10.3% |
| SPDR Bloomberg High Yield Bond ETF | 6.3% |
| SPDR Portfolio Long Term Treasury ETF | 4.5% |
| State Street Small/Mid Cap Equity Index Portfolio | 4.4% |
| SPDR Dow Jones Global Real Estate ETF | 2.7% |
| SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No. K-1 ETF | 0.3% |
| SPDR Portfolio Short Term Treasury ETF | 0.2% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSBYX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2035 Fund

# Class R3: SSAZX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2035 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class R3 | $28 | 0.55%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$3,300,594,866

* Number of Portfolio Holdings10

* Portfolio Turnover Rate12%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 39.7% |
| Domestic Fixed Income | 30.0% |
| International Equity | 29.0% |
| Inflation Linked | 1.0% |
| Real Estate | 0.2% |
| Short-Term Investments | 0.3% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 33.5% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 29.0% |
| State Street Aggregate Bond Index Portfolio | 15.8% |
| SPDR Portfolio Long Term Treasury ETF | 9.3% |
| State Street Small/Mid Cap Equity Index Portfolio | 6.1% |
| SPDR Bloomberg High Yield Bond ETF | 4.9% |
| SPDR Bloomberg 1-10 Year TIPS ETF | 1.0% |
| SPDR Dow Jones Global Real Estate ETF | 0.3% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSAZX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2035 Fund

# Class I: SSCJX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2035 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class I | $8 | 0.16%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$3,300,594,866

* Number of Portfolio Holdings10

* Portfolio Turnover Rate12%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 39.7% |
| Domestic Fixed Income | 30.0% |
| International Equity | 29.0% |
| Inflation Linked | 1.0% |
| Real Estate | 0.2% |
| Short-Term Investments | 0.3% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 33.5% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 29.0% |
| State Street Aggregate Bond Index Portfolio | 15.8% |
| SPDR Portfolio Long Term Treasury ETF | 9.3% |
| State Street Small/Mid Cap Equity Index Portfolio | 6.1% |
| SPDR Bloomberg High Yield Bond ETF | 4.9% |
| SPDR Bloomberg 1-10 Year TIPS ETF | 1.0% |
| SPDR Dow Jones Global Real Estate ETF | 0.3% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSCJX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2035 Fund

# Class K: SSCKX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2035 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $3 | 0.05%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$3,300,594,866

* Number of Portfolio Holdings10

* Portfolio Turnover Rate12%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 39.7% |
| Domestic Fixed Income | 30.0% |
| International Equity | 29.0% |
| Inflation Linked | 1.0% |
| Real Estate | 0.2% |
| Short-Term Investments | 0.3% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 33.5% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 29.0% |
| State Street Aggregate Bond Index Portfolio | 15.8% |
| SPDR Portfolio Long Term Treasury ETF | 9.3% |
| State Street Small/Mid Cap Equity Index Portfolio | 6.1% |
| SPDR Bloomberg High Yield Bond ETF | 4.9% |
| SPDR Bloomberg 1-10 Year TIPS ETF | 1.0% |
| SPDR Dow Jones Global Real Estate ETF | 0.3% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSCKX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2040 Fund

# Class R3: SSAKX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2040 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf. You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class R3 | $29 | 0.56%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$3,109,308,231

* Number of Portfolio Holdings7

* Portfolio Turnover Rate11%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 44.0% |
| International Equity | 32.4% |
| Domestic Fixed Income | 23.6% |
| Short-Term Investments | 0.2% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 36.2% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 32.4% |
| State Street Aggregate Bond Index Portfolio | 11.5% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |
| State Street Small/Mid Cap Equity Index Portfolio | 7.8% |
| SPDR Bloomberg High Yield Bond ETF | 2.2% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf.

TSR SAR SSAKX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2040 Fund

# Class I: SSCNX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2040 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf. You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class I | $9 | 0.18%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$3,109,308,231

* Number of Portfolio Holdings7

* Portfolio Turnover Rate11%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 44.0% |
| International Equity | 32.4% |
| Domestic Fixed Income | 23.6% |
| Short-Term Investments | 0.2% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 36.2% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 32.4% |
| State Street Aggregate Bond Index Portfolio | 11.5% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |
| State Street Small/Mid Cap Equity Index Portfolio | 7.8% |
| SPDR Bloomberg High Yield Bond ETF | 2.2% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf.

TSR SAR SSCNX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2040 Fund

# Class K: SSCQX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2040 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf. You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $3 | 0.06%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$3,109,308,231

* Number of Portfolio Holdings7

* Portfolio Turnover Rate11%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 44.0% |
| International Equity | 32.4% |
| Domestic Fixed Income | 23.6% |
| Short-Term Investments | 0.2% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 36.2% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 32.4% |
| State Street Aggregate Bond Index Portfolio | 11.5% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |
| State Street Small/Mid Cap Equity Index Portfolio | 7.8% |
| SPDR Bloomberg High Yield Bond ETF | 2.2% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf.

TSR SAR SSCQX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2045 Fund

# Class R3: SSAOX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2045 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf. You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class R3 | $29 | 0.56%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$2,863,047,262

* Number of Portfolio Holdings6

* Portfolio Turnover Rate10%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 47.6% |
| International Equity | 35.0% |
| Domestic Fixed Income | 17.3% |
| Short-Term Investments | 0.2% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 37.9% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 35.0% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |
| State Street Small/Mid Cap Equity Index Portfolio | 9.7% |
| State Street Aggregate Bond Index Portfolio | 7.5% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf.

TSR SAR SSAOX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2045 Fund

# Class I: SSDDX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2045 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf. You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class I | $9 | 0.18%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$2,863,047,262

* Number of Portfolio Holdings6

* Portfolio Turnover Rate10%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 47.6% |
| International Equity | 35.0% |
| Domestic Fixed Income | 17.3% |
| Short-Term Investments | 0.2% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 37.9% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 35.0% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |
| State Street Small/Mid Cap Equity Index Portfolio | 9.7% |
| State Street Aggregate Bond Index Portfolio | 7.5% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf.

TSR SAR SSDDX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2045 Fund

# Class K: SSDEX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2045 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf. You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $3 | 0.06%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$2,863,047,262

* Number of Portfolio Holdings6

* Portfolio Turnover Rate10%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 47.6% |
| International Equity | 35.0% |
| Domestic Fixed Income | 17.3% |
| Short-Term Investments | 0.2% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 37.9% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 35.0% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |
| State Street Small/Mid Cap Equity Index Portfolio | 9.7% |
| State Street Aggregate Bond Index Portfolio | 7.5% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf.

TSR SAR SSDEX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2050 Fund

# Class R3: SSAUX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2050 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf. You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class R3 | $29 | 0.56%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$2,455,320,941

* Number of Portfolio Holdings7

* Portfolio Turnover Rate10%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 50.5% |
| International Equity | 37.2% |
| Domestic Fixed Income | 12.3% |
| Short-Term Investments | 0.4% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 38.7% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 37.2% |
| State Street Small/Mid Cap Equity Index Portfolio | 11.8% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |
| State Street Aggregate Bond Index Portfolio | 2.5% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf.

TSR SAR SSAUX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2050 Fund

# Class I: SSDJX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2050 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf. You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class I | $10 | 0.19%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$2,455,320,941

* Number of Portfolio Holdings7

* Portfolio Turnover Rate10%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 50.5% |
| International Equity | 37.2% |
| Domestic Fixed Income | 12.3% |
| Short-Term Investments | 0.4% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 38.7% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 37.2% |
| State Street Small/Mid Cap Equity Index Portfolio | 11.8% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |
| State Street Aggregate Bond Index Portfolio | 2.5% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf.

TSR SAR SSDJX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2050 Fund

# Class K: SSDLX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2050 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf. You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $3 | 0.06%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$2,455,320,941

* Number of Portfolio Holdings7

* Portfolio Turnover Rate10%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 50.5% |
| International Equity | 37.2% |
| Domestic Fixed Income | 12.3% |
| Short-Term Investments | 0.4% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 38.7% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 37.2% |
| State Street Small/Mid Cap Equity Index Portfolio | 11.8% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |
| State Street Aggregate Bond Index Portfolio | 2.5% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf.

TSR SAR SSDLX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2055 Fund

# Class R3: SSAWX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2055 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class R3 | $29 | 0.56%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$1,879,359,648

* Number of Portfolio Holdings5

* Portfolio Turnover Rate9%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 51.9% |
| International Equity | 38.2% |
| Domestic Fixed Income | 9.8% |
| Short-Term Investments | 0.3% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 38.9% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 38.2% |
| State Street Small/Mid Cap Equity Index Portfolio | 12.9% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSAWX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2055 Fund

# Class I: SSDOX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2055 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class I | $12 | 0.24%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$1,879,359,648

* Number of Portfolio Holdings5

* Portfolio Turnover Rate9%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 51.9% |
| International Equity | 38.2% |
| Domestic Fixed Income | 9.8% |
| Short-Term Investments | 0.3% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 38.9% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 38.2% |
| State Street Small/Mid Cap Equity Index Portfolio | 12.9% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSDOX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2055 Fund

# Class K: SSDQX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2055 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $3 | 0.06%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$1,879,359,648

* Number of Portfolio Holdings5

* Portfolio Turnover Rate9%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 51.9% |
| International Equity | 38.2% |
| Domestic Fixed Income | 9.8% |
| Short-Term Investments | 0.3% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 38.9% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 38.2% |
| State Street Small/Mid Cap Equity Index Portfolio | 12.9% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSDQX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2060 Fund

# Class R3: SSAYX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2060 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class R3 | $29 | 0.56%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$1,309,213,163

* Number of Portfolio Holdings5

* Portfolio Turnover Rate9%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 51.8% |
| International Equity | 38.2% |
| Domestic Fixed Income | 9.8% |
| Short-Term Investments | 0.2% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 38.9% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 38.2% |
| State Street Small/Mid Cap Equity Index Portfolio | 12.9% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSAYX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2060 Fund

# Class I: SSDWX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2060 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class I | $9 | 0.18%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$1,309,213,163

* Number of Portfolio Holdings5

* Portfolio Turnover Rate9%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 51.8% |
| International Equity | 38.2% |
| Domestic Fixed Income | 9.8% |
| Short-Term Investments | 0.2% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 38.9% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 38.2% |
| State Street Small/Mid Cap Equity Index Portfolio | 12.9% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSDWX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2060 Fund

# Class K: SSDYX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2060 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $3 | 0.06%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$1,309,213,163

* Number of Portfolio Holdings5

* Portfolio Turnover Rate9%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 51.8% |
| International Equity | 38.2% |
| Domestic Fixed Income | 9.8% |
| Short-Term Investments | 0.2% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 38.9% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 38.2% |
| State Street Small/Mid Cap Equity Index Portfolio | 12.9% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSDYX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2065 Fund

# Class R3: SSFPX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2065 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class R3 | $29 | 0.55%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$423,475,571

* Number of Portfolio Holdings5

* Portfolio Turnover Rate16%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 51.8% |
| International Equity | 38.1% |
| Domestic Fixed Income | 9.9% |
| Short-Term Investment | 0.6% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 38.9% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 38.1% |
| State Street Small/Mid Cap Equity Index Portfolio | 13.0% |
| SPDR Portfolio Long Term Treasury ETF | 9.9% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSFPX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2065 Fund

# Class I: SSFJX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2065 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class I | $8 | 0.15%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$423,475,571

* Number of Portfolio Holdings5

* Portfolio Turnover Rate16%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 51.8% |
| International Equity | 38.1% |
| Domestic Fixed Income | 9.9% |
| Short-Term Investment | 0.6% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 38.9% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 38.1% |
| State Street Small/Mid Cap Equity Index Portfolio | 13.0% |
| SPDR Portfolio Long Term Treasury ETF | 9.9% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSFJX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2065 Fund

# Class K: SSFKX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2065 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $3 | 0.05%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$423,475,571

* Number of Portfolio Holdings5

* Portfolio Turnover Rate16%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 51.8% |
| International Equity | 38.1% |
| Domestic Fixed Income | 9.9% |
| Short-Term Investment | 0.6% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 38.9% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 38.1% |
| State Street Small/Mid Cap Equity Index Portfolio | 13.0% |
| SPDR Portfolio Long Term Treasury ETF | 9.9% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSFKX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2070 Fund

# Class I: SSGQX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2070 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327 .

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class I | $3 | 0.06%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$34,668,108

* Number of Portfolio Holdings5

* Portfolio Turnover Rate7%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 51.7% |
| International Equity | 38.0% |
| Domestic Fixed Income | 9.9% |
| Short-Term Investments | 0.6% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 38.8% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 38.0% |
| State Street Small/Mid Cap Equity Index Portfolio | 12.9% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSGQX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2070 Fund

# Class K: SSGNX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2070 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327 .

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $3 | 0.06%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$34,668,108

* Number of Portfolio Holdings5

* Portfolio Turnover Rate7%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 51.7% |
| International Equity | 38.0% |
| Domestic Fixed Income | 9.9% |
| Short-Term Investments | 0.6% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 38.8% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 38.0% |
| State Street Small/Mid Cap Equity Index Portfolio | 12.9% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSGNX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement 2070 Fund

# Class R3: SSGUX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement 2070 Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327 .

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class R3 | $16 | 0.31%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$34,668,108

* Number of Portfolio Holdings5

* Portfolio Turnover Rate7%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Equity | 51.7% |
| International Equity | 38.0% |
| Domestic Fixed Income | 9.9% |
| Short-Term Investments | 0.6% |

---

### **Top Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Equity 500 Index II Portfolio | 38.8% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 38.0% |
| State Street Small/Mid Cap Equity Index Portfolio | 12.9% |
| SPDR Portfolio Long Term Treasury ETF | 9.8% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSGUX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement Fund

# Class R3: SSFQX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class R3 | $22 | 0.43%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$1,510,700,298

* Number of Portfolio Holdings12

* Portfolio Turnover Rate12%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Fixed Income | 50.3% |
| Inflation Linked | 18.0% |
| Domestic Equity | 16.5% |
| International Equity | 10.1% |
| Real Estate | 5.0% |
| Short-Term Investments | 0.4% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Aggregate Bond Index Portfolio | 20.0% |
| SPDR Bloomberg 1-10 Year TIPS ETF | 18.0% |
| SPDR Portfolio Short Term Treasury ETF | 15.8% |
| State Street Equity 500 Index II Portfolio | 14.9% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 10.1% |
| SPDR Bloomberg High Yield Bond ETF | 7.0% |
| SPDR Dow Jones Global Real Estate ETF | 5.0% |
| SPDR Portfolio Short Term Corporate Bond ETF | 4.0% |
| SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No. K-1 ETF | 3.5% |
| State Street Small/Mid Cap Equity Index Portfolio | 1.6% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSFQX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement Fund

# Class I: SSFNX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class I | $4 | 0.07%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$1,510,700,298

* Number of Portfolio Holdings12

* Portfolio Turnover Rate12%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Fixed Income | 50.3% |
| Inflation Linked | 18.0% |
| Domestic Equity | 16.5% |
| International Equity | 10.1% |
| Real Estate | 5.0% |
| Short-Term Investments | 0.4% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Aggregate Bond Index Portfolio | 20.0% |
| SPDR Bloomberg 1-10 Year TIPS ETF | 18.0% |
| SPDR Portfolio Short Term Treasury ETF | 15.8% |
| State Street Equity 500 Index II Portfolio | 14.9% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 10.1% |
| SPDR Bloomberg High Yield Bond ETF | 7.0% |
| SPDR Dow Jones Global Real Estate ETF | 5.0% |
| SPDR Portfolio Short Term Corporate Bond ETF | 4.0% |
| SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No. K-1 ETF | 3.5% |
| State Street Small/Mid Cap Equity Index Portfolio | 1.6% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSFNX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Target Retirement Fund

# Class K: SSFOX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Target Retirement Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can find additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information at https://www.ssga.com/us/en/institutional/fund-finder?type=mf . You can also request this information about the Fund by contacting us at 1-800-647-7327.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Class K | $0 | 0.00%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

Due to the Fund waiving acquired fund fees, the waiver exceeded total fund expenses.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$1,510,700,298

* Number of Portfolio Holdings12

* Portfolio Turnover Rate12%

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset Type** | **%** |
| Domestic Fixed Income | 50.3% |
| Inflation Linked | 18.0% |
| Domestic Equity | 16.5% |
| International Equity | 10.1% |
| Real Estate | 5.0% |
| Short-Term Investments | 0.4% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| State Street Aggregate Bond Index Portfolio | 20.0% |
| SPDR Bloomberg 1-10 Year TIPS ETF | 18.0% |
| SPDR Portfolio Short Term Treasury ETF | 15.8% |
| State Street Equity 500 Index II Portfolio | 14.9% |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | 10.1% |
| SPDR Bloomberg High Yield Bond ETF | 7.0% |
| SPDR Dow Jones Global Real Estate ETF | 5.0% |
| SPDR Portfolio Short Term Corporate Bond ETF | 4.0% |
| SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No. K-1 ETF | 3.5% |
| State Street Small/Mid Cap Equity Index Portfolio | 1.6% |

---

#### Availability of Additional Information
For additional information about the Fund, including its Prospectus, Statement of Additional Information, financial statements, holdings and

proxy information please visit: https://www.ssga.com/us/en/institutional/fund-finder?type=mf .

TSR SAR SSFOX

![Image](g52640i52dbf8aeba4ae7c60e77.jpg)

# State Street Treasury Obligations Money Market Fund

# TAQXX

#### Semi-Annual Shareholder Report

#### June 30, 2025
This semi-annual shareholder report contains important information about the State Street Treasury Obligations Money Market Fund (the "Fund") for the period of January 1, 2025 through June 30, 2025. You can request additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information by contacting us at 1-866-392-0869.

## **What were the Fund costs for the last six months ? *(based on a hypothetical $10,000 Investment)*** 

---

| | | |
|:---|:---|:---|
| **Fund Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| State Street Treasury Obligations Money Market Fund | $4 | 0.08%<sup>Footnote Reference\*</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Annualized. |

---

The expense table reflects the proportionate share of expenses allocated to the Fund by the affiliated Portfolio, in which the Fund invests.

## Key Fund Statistics as of 6/30/2025
* Total Net Assets$8,568,949,020

* Number of Portfolio Holdings100

Based on holdings of the Portfolio, in which the Fund invests.

## **What did the Fund invest in as of 6/30/2025 ?** (as a percentage of total net assets)

### **Top Security Types** 

---

| | |
|:---|:---|
| **Asset** | **%** |
| Treasury Debt | 55.0% |
| Treasury Repurchase Agreements | 39.3% |

---

### **Top Ten Holdings** 

---

| | |
|:---|:---|
| **Holdings** | **%** |
| FICCRP TRI PARTY REPO A, 4.39%, due 07/01/25 | 4.2% |
| FICCBA TRI PARTY REPO A, 4.40%, due 07/01/25 | 3.8% |
| JP MORGAN SEC LLC TPR A, 4.39%, due 07/01/25 | 3.7% |
| FICCUB BI PARTY REPO, 4.40%, due 07/01/25 | 3.3% |
| FICCJP TRI PARTY REPO A, 4.39%, due 07/01/25 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.38%, due 01/31/27 | 3.3% |
| U.S. Treasury Floating Rate Notes, 4.49%, due 10/31/26 | 3.0% |
| U.S. Treasury Bills, 4.10%, due 01/02/26 | 3.0% |
| U.S. Treasury Bills, 4.20%, due 08/12/25 | 2.9% |
| U.S. Treasury Bills, 4.09%, due 11/06/25 | 2.0% |

---

Based on holdings of the Portfolio, in which the Fund invests.

#### Availability of Additional Information
You can request additional information about the Fund, including the Prospectus, Statement of Additional Information, financial statements and other information by contacting us at 1-866-392-0869.

TSR SAR TAQXX

------

(b) Not applicable to the Registrant.

#### Item 2. Code of Ethics.
Not applicable to this filing.

#### Item 3. Audit Committee Financial Expert.
Not applicable to this filing.

#### Item 4. Principal Accountant Fees and Services.
Not applicable to this filing.

#### Item 5. Audit Committee of Listed Registrants.
Not applicable to the Registrant.

#### Item 6. Investments.
(a) A Schedule of Investments for each applicable series of the Registrant is included as a part of the Financial Statements filed under Item 7(a) of this Form N-CSR.

(b) Not applicable to the Registrant.

#### Item 7. Financial Statements and Financial Highlights for Open-End Management Investment Companies
(a) The Registrant's Financial Statements are attached herewith.

(b) The Registrant's Financial Highlights are included as part of the Financial Statements filed under Item 7(a) of this Form N-CSR.

------

## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Institutional Investment Trust
State Street Equity 500 Index Fund <br> State Street Equity 500 Index II Portfolio

**The information contained in this report is intended for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-800-647-7327 or visiting *www.ssga.com*. Please read the prospectus carefully before you invest.**![](g52640img27c930991.jpg)

------

**TABLE OF CONTENTS** (Unaudited)

---

| | |
|:---|:---|
| **[State Street Equity 500 Index Fund](#xx_29ef37d1-1676-4141-8fc7-0010a8c82038_1)** |  |
| &nbsp;&nbsp;&nbsp;[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_29ef37d1-1676-4141-8fc7-0010a8c82038_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| &nbsp;&nbsp;&nbsp;[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_a8b2ea6f-19ad-4aea-a6f2-040b8ab57eb1_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| &nbsp;&nbsp;&nbsp;[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_f85a11d7-a4ac-4df8-a81b-effd69ac06b6_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| &nbsp;&nbsp;&nbsp;[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_25333415-fbb0-48a4-be0d-72fca6122fa9_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| **[State Street Equity 500 Index II Portfolio](#xx_d5e886bb-d026-46bd-ade8-34d921692b56_1)** |  |
| &nbsp;&nbsp;&nbsp;[Schedule of Investments (Unaudited) (N-CSR Item 6)](#xx_d5e886bb-d026-46bd-ade8-34d921692b56_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;11 |
| &nbsp;&nbsp;&nbsp;[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_32a53569-d142-42df-99fb-6f85f4a038f8_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;18 |
| &nbsp;&nbsp;&nbsp;[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_eef32098-7511-4404-a969-9505553bcac3_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;19 |
| &nbsp;&nbsp;&nbsp;[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_8be782d8-2afb-43e6-ae49-e3843dc4995f_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;20 |
| &nbsp;&nbsp;&nbsp;[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_442da4bb-32c7-48ce-8dca-1fa151f7cb0b_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;21 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_16997295-1989-4fe2-889a-2ba68bafb439_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;22 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_d644abfa-ea37-4610-9646-1e885089631d_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;29 |

---

#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX FUND

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment in affiliated State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;$11687715528 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for investments sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47659054 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for fund shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7568111 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;11743621807 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for fund shares repurchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55206501 |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185795 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22850 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78187 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29210 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub-transfer agent fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67409 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2108 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16840 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52245 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56127804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $11687494003 |
| **NET ASSETS CONSIST OF:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in capital<br>| $8296620362 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;3390873641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $11687494003 |
| **Administrative Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$177309658 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380956 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $465.43 |
| **Service Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$13459014 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28960 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $464.74 |
| **Class R Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$39815666 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85786 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $464.13 |
| **Class A Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$173754680 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373804 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $464.83 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maximum sales charge<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25% |
| &nbsp;&nbsp;&nbsp;&nbsp;Maximum offering price per share<br>| $490.59 |
| **Class I Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$63382415 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136089 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $465.74 |
| **Class K Shares** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$11219772570 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24078631 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $465.96 |
| **COST OF INVESTMENTS:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment in affiliated State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;$8249096010 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares of affiliated State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20717757 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX FUND

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **INVESTMENT INCOME** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividend income from affiliated State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;$— |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory fee<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950129 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375323 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub-transfer agent fee |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class A Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class I Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29169 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution fees |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Administrative Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Service Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class R Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class A Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170773 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22743 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10526 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152523 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288589 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42935 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8378 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130786 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4584227 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses waived/reimbursed by the Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3718697) |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865530 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $(865530) |
| **REALIZED AND UNREALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment in affiliated State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6865092) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment in affiliated State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790442694 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET REALIZED AND UNREALIZED GAIN (LOSS)<br>**  | &nbsp;&nbsp;&nbsp;783577602 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $782712072 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX FUND

#### STATEMENTS OF CHANGES IN NET ASSETS

------

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| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$(865530) | $140735189 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6865092) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22249499 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790442694 | &nbsp;&nbsp;&nbsp;1214960661 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782712072 | &nbsp;&nbsp;&nbsp;1377945349 |
| **DISTRIBUTIONS TO SHAREHOLDERS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Administrative Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2606938) |
| &nbsp;&nbsp;&nbsp;&nbsp;Service Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(163168) |
| &nbsp;&nbsp;&nbsp;&nbsp;Class R Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(386917) |
| &nbsp;&nbsp;&nbsp;&nbsp;Class A Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1392376) |
| &nbsp;&nbsp;&nbsp;&nbsp;Class I Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(917785) |
| &nbsp;&nbsp;&nbsp;&nbsp;Class K Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(135462129) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Total distributions to shareholders <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(140929313) |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |  |
| **Administrative Shares** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2682262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8257087 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2606938 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15014157) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29572694) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12331895) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18708669) |
| **Service Shares** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2889559 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163168 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(969950) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5327992) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2275265) |
| **Class R Shares** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5281712 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386917 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3328000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8607369) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1239767) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2938740) |
| **Class A Shares** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54677561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19305458 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386501 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14129500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18188653) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40548061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2503306 |
| **Class I Shares** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11140343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19974677 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917785 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11780660) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24447723) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(640317) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3555261) |
| **Class K Shares** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2794123610 | &nbsp;&nbsp;&nbsp;3017613919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;134379264 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(779746450) | &nbsp;&nbsp;&nbsp;&nbsp;(673915322) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;2014377160 | &nbsp;&nbsp;&nbsp;2478077861 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from beneficial interest transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;2041286117 | &nbsp;&nbsp;&nbsp;2453103232 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;2823998189 | &nbsp;&nbsp;&nbsp;3690119268 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;8863495814 | &nbsp;&nbsp;&nbsp;5173376546 |
| **NET ASSETS AT END OF PERIOD<br>**  | $11687494003 | $8863495814 |
| **SHARES OF BENEFICIAL INTEREST:** |  |  |
| **Administrative Shares** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20055 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5789 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34508) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72568) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28327) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46724) |
| **Service Shares** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7071 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2199) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13617) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6183) |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX FUND

#### STATEMENTS OF CHANGES IN NET ASSETS (continued)

------

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| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **Class R Shares** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13277 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7747) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20915) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| $(2889) | $(6778) |
| **Class A Shares** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48448 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32585) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43485) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8042 |
| **Class I Shares** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48885 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2037 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26915) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62407) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1104) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11485) |
| **Class K Shares** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6588194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7103138 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298322 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1776204) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1646203) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4811990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5755257 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX FUND

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Administrative Shares** | &nbsp;&nbsp;**Administrative Shares** | &nbsp;&nbsp;**Administrative Shares** | &nbsp;&nbsp;**Administrative Shares** | &nbsp;&nbsp;**Administrative Shares** | &nbsp;&nbsp;**Administrative Shares** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$438.73 | &nbsp;&nbsp;$356.58 | &nbsp;&nbsp;$287.43 | &nbsp;&nbsp;$358.78 | &nbsp;&nbsp;$286.86 | &nbsp;&nbsp;$247.00 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.34) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.58 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27.04 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70.44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67.90) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77.70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41.19 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26.70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88.61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74.97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65.72) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81.27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44.77 |
| Contribution from affiliates<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.46) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.61) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.69) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.40) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.11) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.21) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.07) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.95) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.80) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.46) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.82) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.76) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9.35) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.91) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$465.43 | &nbsp;&nbsp;$438.73 | &nbsp;&nbsp;$356.58 | &nbsp;&nbsp;$287.43 | &nbsp;&nbsp;$358.78 | &nbsp;&nbsp;$286.86 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.09% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24.80% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26.08% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18.28)%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28.32% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.14% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$177310 | &nbsp;&nbsp;$179564 | &nbsp;&nbsp;$162604 | &nbsp;&nbsp;$140376 | &nbsp;&nbsp;$231075 | &nbsp;&nbsp;$246181 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.23%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.23% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.24% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.23% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26% |
| Net expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.16%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.16)%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.50% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.41% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.70% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.09% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.45% |
| Portfolio turnover rate (g)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1%(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6% |

---

(a) On April 17, 2020, the State Street Equity 500 Index Fund underwent a 1-for-10 reverse share split. The per share data presented here have been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) If the affiliates had not made contributions during the year ended December 31, 2022, the total return would have been (18.32)%.

(e) Ratio does not include the expenses of the State Street Equity 500 Index II Portfolio.

(f) Annualized.

(g) Portfolio turnover rate is from the State Street Equity 500 Index II Portfolio.

(h) Not annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Service Shares** | &nbsp;&nbsp;**Service Shares** | &nbsp;&nbsp;**Service Shares** | &nbsp;&nbsp;**Service Shares** | &nbsp;&nbsp;**Service Shares** | &nbsp;&nbsp;**Service Shares** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$438.30 | &nbsp;&nbsp;$356.24 | &nbsp;&nbsp;$287.16 | &nbsp;&nbsp;$358.44 | &nbsp;&nbsp;$286.59 | &nbsp;&nbsp;$246.70 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.55) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.33 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;26.99 | &nbsp;&nbsp;&nbsp;&nbsp;81.95 | &nbsp;&nbsp;&nbsp;&nbsp;68.15 | &nbsp;&nbsp;&nbsp;&nbsp;(68.34) | &nbsp;&nbsp;&nbsp;&nbsp;79.89 | &nbsp;&nbsp;&nbsp;&nbsp;41.18 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;26.44 | &nbsp;&nbsp;&nbsp;&nbsp;88.06 | &nbsp;&nbsp;&nbsp;&nbsp;74.54 | &nbsp;&nbsp;&nbsp;&nbsp;(65.94) | &nbsp;&nbsp;&nbsp;&nbsp;80.83 | &nbsp;&nbsp;&nbsp;&nbsp;44.51 |
| Contribution from affiliates<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.00) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.25) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.40) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.03) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.82) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.21) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.07) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.95) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.80) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.00) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.46) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.47) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8.98) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.62) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$464.74 | &nbsp;&nbsp;$438.30 | &nbsp;&nbsp;$356.24 | &nbsp;&nbsp;$287.16 | &nbsp;&nbsp;$358.44 | &nbsp;&nbsp;$286.59 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.03% | &nbsp;&nbsp;&nbsp;&nbsp;24.68% | &nbsp;&nbsp;&nbsp;&nbsp;25.95% | &nbsp;&nbsp;&nbsp;&nbsp;(18.36)%(d) | &nbsp;&nbsp;&nbsp;&nbsp;28.19% | &nbsp;&nbsp;&nbsp;&nbsp;18.06% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$13459 | &nbsp;&nbsp;$12099 | &nbsp;&nbsp;$12036 | &nbsp;&nbsp;$6431 | &nbsp;&nbsp;$8134 | &nbsp;&nbsp;$22997 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.34% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.35% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% |
| Net expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.27% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.27% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.26)%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.51% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.97% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.77% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.35% |
| Portfolio turnover rate (g)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1%(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6% |

---

(a) On April 17, 2020, the State Street Equity 500 Index Fund underwent a 1-for-10 reverse share split. The per share data presented here have been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) If the affiliates had not made contributions during the year ended December 31, 2022, the total return would have been (18.40)%.

(e) Ratio does not include the expenses of the State Street Equity 500 Index II Portfolio.

(f) Annualized.

(g) Portfolio turnover rate is from the State Street Equity 500 Index II Portfolio.

(h) Not annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Class R Shares** | &nbsp;&nbsp;**Class R Shares** | &nbsp;&nbsp;**Class R Shares** | &nbsp;&nbsp;**Class R Shares** | &nbsp;&nbsp;**Class R Shares** | &nbsp;&nbsp;**Class R Shares** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$438.47 | &nbsp;&nbsp;$356.37 | &nbsp;&nbsp;$287.26 | &nbsp;&nbsp;$358.56 | &nbsp;&nbsp;$286.68 | &nbsp;&nbsp;$246.80 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.41 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;26.96 | &nbsp;&nbsp;&nbsp;&nbsp;82.29 | &nbsp;&nbsp;&nbsp;&nbsp;69.84 | &nbsp;&nbsp;&nbsp;&nbsp;(68.05) | &nbsp;&nbsp;&nbsp;&nbsp;77.04 | &nbsp;&nbsp;&nbsp;&nbsp;41.07 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;25.66 | &nbsp;&nbsp;&nbsp;&nbsp;86.50 | &nbsp;&nbsp;&nbsp;&nbsp;73.30 | &nbsp;&nbsp;&nbsp;&nbsp;(66.99) | &nbsp;&nbsp;&nbsp;&nbsp;79.56 | &nbsp;&nbsp;&nbsp;&nbsp;43.48 |
| Contribution from affiliates<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.40) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.98) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.37) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.73) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.80) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.21) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.07) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.95) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.80) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.40) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.19) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.44) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7.68) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.60) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$464.13 | &nbsp;&nbsp;$438.47 | &nbsp;&nbsp;$356.37 | &nbsp;&nbsp;$287.26 | &nbsp;&nbsp;$358.56 | &nbsp;&nbsp;$286.68 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.85% | &nbsp;&nbsp;&nbsp;&nbsp;24.24% | &nbsp;&nbsp;&nbsp;&nbsp;25.51% | &nbsp;&nbsp;&nbsp;&nbsp;(18.64)%(d) | &nbsp;&nbsp;&nbsp;&nbsp;27.74% | &nbsp;&nbsp;&nbsp;&nbsp;17.63% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$39816 | &nbsp;&nbsp;$38882 | &nbsp;&nbsp;$34017 | &nbsp;&nbsp;$27008 | &nbsp;&nbsp;$39359 | &nbsp;&nbsp;$35839 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.68%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.68% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.69% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.68% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.70% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.71% |
| Net expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.61%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.60% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.60% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.60% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.62% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.62% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.61)%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.08% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.34% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.78% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.98% |
| Portfolio turnover rate (g)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1%(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6% |

---

(a) On April 17, 2020, the State Street Equity 500 Index Fund underwent a 1-for-10 reverse share split. The per share data presented here have been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) If the affiliates had not made contributions during the year ended December 31, 2022, the total return would have been (18.70)%.

(e) Ratio does not include the expenses of the State Street Equity 500 Index II Portfolio.

(f) Annualized.

(g) Portfolio turnover rate is from the State Street Equity 500 Index II Portfolio.

(h) Not annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Class A Shares** | &nbsp;&nbsp;**Class A Shares** | &nbsp;&nbsp;**Class A Shares** | &nbsp;&nbsp;**Class A Shares** | &nbsp;&nbsp;**Class A Shares** | &nbsp;&nbsp;**Class A Shares** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$438.79 | &nbsp;&nbsp;$356.63 | &nbsp;&nbsp;$287.47 | &nbsp;&nbsp;$358.82 | &nbsp;&nbsp;$286.88 | &nbsp;&nbsp;$247.00 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.95) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.20 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26.99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82.02 | &nbsp;&nbsp;&nbsp;&nbsp;70.16 | &nbsp;&nbsp;&nbsp;&nbsp;(68.27) | &nbsp;&nbsp;&nbsp;&nbsp;76.69 | &nbsp;&nbsp;&nbsp;&nbsp;40.72 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26.04 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87.30 | &nbsp;&nbsp;&nbsp;&nbsp;73.89 | &nbsp;&nbsp;&nbsp;&nbsp;(66.60) | &nbsp;&nbsp;&nbsp;&nbsp;80.18 | &nbsp;&nbsp;&nbsp;&nbsp;43.92 |
| Contribution from affiliates<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.14) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.52) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.81) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.29) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.24) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.21) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.07) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.95) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.80) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.14) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.73) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.88) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8.24) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.04) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$464.83 | &nbsp;&nbsp;$438.79 | &nbsp;&nbsp;$356.63 | &nbsp;&nbsp;$287.47 | &nbsp;&nbsp;$358.82 | &nbsp;&nbsp;$286.88 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.93% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24.44% | &nbsp;&nbsp;&nbsp;&nbsp;25.70% | &nbsp;&nbsp;&nbsp;&nbsp;(18.52)%(d) | &nbsp;&nbsp;&nbsp;&nbsp;27.94% | &nbsp;&nbsp;&nbsp;&nbsp;17.79% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$173755 | &nbsp;&nbsp;$116590 | &nbsp;&nbsp;$91891 | &nbsp;&nbsp;$74420 | &nbsp;&nbsp;$95176 | &nbsp;&nbsp;$67324 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.52%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.52% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.54% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.53% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.55% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.56% |
| Net expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.44%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.44% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.45% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.45% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.44)%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.54% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.29% |
| Portfolio turnover rate (g)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1%(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6% |

---

(a) On April 17, 2020, the State Street Equity 500 Index Fund underwent a 1-for-10 reverse share split. The per share data presented here have been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) If the affiliates had not made contributions during the year ended December 31, 2022, the total return would have been (18.56)%.

(e) Ratio does not include the expenses of the State Street Equity 500 Index II Portfolio.

(f) Annualized.

(g) Portfolio turnover rate is from the State Street Equity 500 Index II Portfolio.

(h) Not annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class I Shares** | &nbsp;&nbsp;**<br> Class I Shares** | &nbsp;&nbsp;**<br> Class I Shares** | &nbsp;&nbsp;**<br> Class I Shares** | &nbsp;&nbsp;**<br> Class I Shares** | &nbsp;&nbsp;**<br> Class I Shares** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$438.91 | &nbsp;&nbsp;$356.72 | &nbsp;&nbsp;$287.54 | &nbsp;&nbsp;$358.91 | &nbsp;&nbsp;$286.96 | &nbsp;&nbsp;$247.10 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.23) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.39 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;27.06 | &nbsp;&nbsp;&nbsp;&nbsp;82.00 | &nbsp;&nbsp;&nbsp;&nbsp;69.59 | &nbsp;&nbsp;&nbsp;&nbsp;(68.38) | &nbsp;&nbsp;&nbsp;&nbsp;76.26 | &nbsp;&nbsp;&nbsp;&nbsp;40.24 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;26.83 | &nbsp;&nbsp;&nbsp;&nbsp;88.96 | &nbsp;&nbsp;&nbsp;&nbsp;74.82 | &nbsp;&nbsp;&nbsp;&nbsp;(65.88) | &nbsp;&nbsp;&nbsp;&nbsp;81.11 | &nbsp;&nbsp;&nbsp;&nbsp;44.63 |
| Contribution from affiliates<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.77) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.43) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.55) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.21) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.97) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.21) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.07) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.95) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.80) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.77) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.64) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.62) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9.16) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.77) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$465.74 | &nbsp;&nbsp;$438.91 | &nbsp;&nbsp;$356.72 | &nbsp;&nbsp;$287.54 | &nbsp;&nbsp;$358.91 | &nbsp;&nbsp;$286.96 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.12% | &nbsp;&nbsp;&nbsp;&nbsp;24.89% | &nbsp;&nbsp;&nbsp;&nbsp;26.02% | &nbsp;&nbsp;&nbsp;&nbsp;(18.32)%(d) | &nbsp;&nbsp;&nbsp;&nbsp;28.25% | &nbsp;&nbsp;&nbsp;&nbsp;18.07% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$63382 | &nbsp;&nbsp;$60215 | &nbsp;&nbsp;$53036 | &nbsp;&nbsp;$33286 | &nbsp;&nbsp;$38162 | &nbsp;&nbsp;$21365 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.18%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.28% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.31% |
| Net expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.22% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.22% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.11)%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.71% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.62% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.80% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.75% |
| Portfolio turnover rate (g)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1%(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6% |

---

(a) On April 17, 2020, the State Street Equity 500 Index Fund underwent a 1-for-10 reverse share split. The per share data presented here have been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) If the affiliates had not made contributions during the year ended December 31, 2022, the total return would have been (18.36)%.

(e) Ratio does not include the expenses of the State Street Equity 500 Index II Portfolio.

(f) Annualized.

(g) Portfolio turnover rate is from the State Street Equity 500 Index II Portfolio.

(h) Not annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K Shares** | &nbsp;&nbsp;**<br> Class K Shares** | &nbsp;&nbsp;**<br> Class K Shares** | &nbsp;&nbsp;**<br> Class K Shares** | &nbsp;&nbsp;**<br> Class K Shares** | &nbsp;&nbsp;**<br> Class K Shares** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$438.90 | &nbsp;&nbsp;$356.72 | &nbsp;&nbsp;$287.55 | &nbsp;&nbsp;$358.92 | &nbsp;&nbsp;$286.97 | &nbsp;&nbsp;$247.10 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.01) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.92 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27.07 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80.39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69.80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68.82) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76.42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39.30 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89.32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75.53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65.29) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81.85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45.22 |
| Contribution from affiliates<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7.14) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.15) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.14) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.95) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.55) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.21) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.07) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.95) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.80) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7.14) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.36) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.21) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9.90) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.35) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$465.96 | &nbsp;&nbsp;$438.90 | &nbsp;&nbsp;$356.72 | &nbsp;&nbsp;$287.55 | &nbsp;&nbsp;$358.92 | &nbsp;&nbsp;$286.97 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24.99% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26.26% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18.15)%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28.51% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.32% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$11219773 | &nbsp;&nbsp;$8456146 | &nbsp;&nbsp;$4819793 | &nbsp;&nbsp;$3139654 | &nbsp;&nbsp;$2950849 | &nbsp;&nbsp;$1779491 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.09% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% |
| Net expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.01)%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.77% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.65% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.37% |
| Portfolio turnover rate (h)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1%(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6% |

---

(a) On April 17, 2020, the State Street Equity 500 Index Fund underwent a 1-for-10 reverse share split. The per share data presented here have been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) If the affiliates had not made contributions during the year ended December 31, 2022, the total return would have been (18.19)%.

(e) Ratio does not include the expenses of the State Street Equity 500 Index II Portfolio.

(f) Annualized.

(g) Amount is less than 0.005%.

(h) Portfolio turnover rate is from the State Street Equity 500 Index II Portfolio.

(i) Not annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX II PORTFOLIO

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **COMMON STOCKS — 98.7%** |  |  |
| **COMMUNICATION SERVICES — 9.7%** | **COMMUNICATION SERVICES — 9.7%** |  |
| Alphabet, Inc. Class A<br>| &nbsp;&nbsp;2076440 | &nbsp;&nbsp;$365931021 |
| Alphabet, Inc. Class C<br>| &nbsp;&nbsp;1674540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297046651 |
| AT&T, Inc.<br>| &nbsp;&nbsp;2562940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74171484 |
| Charter Communications, Inc. Class A (a)(b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13940421 |
| Comcast Corp. Class A<br>| &nbsp;&nbsp;1316066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46970396 |
| Electronic Arts, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13411446 |
| Fox Corp. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3926499 |
| Fox Corp. Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003244 |
| Interpublic Group of Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;144366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3534080 |
| Live Nation Entertainment, Inc. (a)(b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8668344 |
| Match Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2344551 |
| Meta Platforms, Inc. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;773993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571276493 |
| Netflix, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;151504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202883551 |
| News Corp. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;150688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4478447 |
| News Corp. Class B (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033451 |
| Omnicom Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5143063 |
| Paramount Global Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;196181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530735 |
| Take-Two Interactive Software, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15299550 |
| TKO Group Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4639725 |
| T-Mobile U.S., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;167475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39902593 |
| Verizon Communications, Inc.<br>| &nbsp;&nbsp;1504515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65100364 |
| Walt Disney Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;640264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79399139 |
| Warner Bros Discovery, Inc. (a)(b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;736978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8445768 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1832081016 |
| **CONSUMER DISCRETIONARY — 10.2%** | **CONSUMER DISCRETIONARY — 10.2%** |  |
| Airbnb, Inc. Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;154200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20406828 |
| Amazon.com, Inc. (a)<br>| &nbsp;&nbsp;3367500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738795825 |
| Aptiv PLC (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950080 |
| AutoZone, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21813063 |
| Best Buy Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4766633 |
| Booking Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68451974 |
| Caesars Entertainment, Inc. (a)(b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808443 |
| CarMax, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3972313 |
| Carnival Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;382101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10744680 |
| Chipotle Mexican Grill, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;475400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26693710 |
| Darden Restaurants, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300998 |
| Deckers Outdoor Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5627622 |
| Domino's Pizza, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5587440 |
| DoorDash, Inc. Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;119100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29359341 |
| DR Horton, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;100497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12956073 |
| eBay, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;169945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12654105 |
| Expedia Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7326447 |
| Ford Motor Co.<br>| &nbsp;&nbsp;1349138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14638147 |
| Garmin Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11404461 |
| General Motors Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;355223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17480524 |
| Genuine Parts Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6052035 |
| Hasbro, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3771981 |
| Hilton Worldwide Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22798704 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Home Depot, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;352902 | &nbsp;&nbsp;$129387989 |
| Las Vegas Sands Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;125300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5451803 |
| Lennar Corp. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8982196 |
| LKQ Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3682495 |
| Lowe's Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;197050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43719483 |
| Lululemon Athletica, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9574474 |
| Marriott International, Inc. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21953790 |
| McDonald's Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;253610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74097234 |
| MGM Resorts International (a)(b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2452007 |
| Mohawk Industries, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1617786 |
| NIKE, Inc. Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;414006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29410986 |
| Norwegian Cruise Line Holdings Ltd. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;129400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2624232 |
| NVR, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7754943 |
| O'Reilly Automotive, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;302700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27282351 |
| Pool Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4080720 |
| PulteGroup, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7568021 |
| Ralph Lauren Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4163296 |
| Ross Stores, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;112556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14359894 |
| Royal Caribbean Cruises Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27587634 |
| Starbucks Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;397130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36389022 |
| Tapestry, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5947196 |
| Tesla, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;997900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316992914 |
| TJX Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;403474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49825004 |
| Tractor Supply Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;190230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10038437 |
| Ulta Beauty, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7812594 |
| Williams-Sonoma, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6845203 |
| Wynn Resorts Ltd. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2579765 |
| Yum! Brands, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14225576 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1938768472 |
| **CONSUMER STAPLES — 5.4%** | **CONSUMER STAPLES — 5.4%** |  |
| Altria Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;592629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34745838 |
| Archer-Daniels-Midland Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;174532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9211799 |
| Brown-Forman Corp. Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451848 |
| Bunge Global SA<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3347676 |
| Campbell's Co. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1777148 |
| Church & Dwight Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8621067 |
| Clorox Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5242736 |
| Coca-Cola Co.<br>| &nbsp;&nbsp;1379900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97627925 |
| Colgate-Palmolive Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;284523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25863141 |
| Conagra Brands, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;180324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3691232 |
| Constellation Brands, Inc. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8988070 |
| Costco Wholesale Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;157355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155772009 |
| Dollar General Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9197639 |
| Dollar Tree, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7133455 |
| Estee Lauder Cos., Inc. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7024833 |
| General Mills, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;195942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10151755 |
| Hershey Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8955824 |
| Hormel Foods Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;113502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3433435 |
| J.M. Smucker Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3918671 |
| Kellanova<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7820026 |
| Kenvue, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;654902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13707099 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX II PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Keurig Dr. Pepper, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;479000 | &nbsp;&nbsp;$15835740 |
| Kimberly-Clark Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;118527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15280501 |
| Kraft Heinz Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;317918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8208643 |
| Kroger Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;238042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17074753 |
| Lamb Weston Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193255 |
| McCormick & Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6322175 |
| Molson Coors Beverage Co. Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3195725 |
| Mondelez International, Inc. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;452715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30531100 |
| Monster Beverage Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;240570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15069305 |
| PepsiCo, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;490216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64728121 |
| Philip Morris International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;554212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100938631 |
| Procter & Gamble Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;832826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132685838 |
| Sysco Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;173374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13131347 |
| Target Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;156372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15426098 |
| Tyson Foods, Inc. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5478987 |
| Walgreens Boots Alliance, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;282405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242009 |
| Walmart, Inc.<br>| &nbsp;&nbsp;1538509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150435410 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1027460864 |
| **ENERGY — 2.9%** | **ENERGY — 2.9%** |  |
| APA Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;108855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990958 |
| Baker Hughes Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;343679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13176653 |
| Chevron Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;576410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82536148 |
| ConocoPhillips<br>| &nbsp;&nbsp;&nbsp;&nbsp;445504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39979529 |
| Coterra Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;258978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6572862 |
| Devon Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;235573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7493577 |
| Diamondback Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9329460 |
| EOG Resources, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;197371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23607545 |
| EQT Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;211800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12352176 |
| Expand Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8969298 |
| Exxon Mobil Corp.<br>| &nbsp;&nbsp;1543252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166362566 |
| Halliburton Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;307067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6258025 |
| Hess Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13293883 |
| Kinder Morgan, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;689150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20261010 |
| Marathon Petroleum Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;108441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18013134 |
| Occidental Petroleum Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;240273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10093869 |
| ONEOK, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;221296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18064392 |
| Phillips 66 Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;141473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16877729 |
| Schlumberger NV<br>| &nbsp;&nbsp;&nbsp;&nbsp;500450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16915210 |
| Targa Resources Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13177856 |
| Texas Pacific Land Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7289091 |
| Valero Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;110123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14802734 |
| Williams Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;427458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26848637 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554266342 |
| **FINANCIALS — 13.9%** | **FINANCIALS — 13.9%** |  |
| Aflac, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;176606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18624869 |
| Allstate Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19011515 |
| American Express Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;198512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63321358 |
| American International Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;211801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18128048 |
| Ameriprise Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17689947 |
| Aon PLC Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27041694 |
| Apollo Global Management, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;156900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22259403 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Arch Capital Group Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;132400 | &nbsp;&nbsp;$12055020 |
| Arthur J Gallagher & Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28490680 |
| Assurant, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3887591 |
| Bank of America Corp.<br>| &nbsp;&nbsp;2358905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111623385 |
| Bank of New York Mellon Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;255094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23241614 |
| Berkshire Hathaway, Inc. Class B (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;652984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317200038 |
| Blackrock, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55102413 |
| Blackstone, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;255700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38247606 |
| Brown & Brown, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;106600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11818742 |
| Capital One Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;228776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48674382 |
| Cboe Global Markets, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8908622 |
| Charles Schwab Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;611194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55765341 |
| Chubb Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;130153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37707927 |
| Cincinnati Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8504672 |
| Citigroup, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;673427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57322106 |
| Citizens Financial Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;160900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200275 |
| CME Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;125963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34717922 |
| Coinbase Global, Inc. Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27057828 |
| Corpay, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8428228 |
| Erie Indemnity Co. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3363863 |
| Everest Group Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5301660 |
| FactSet Research Systems, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6083008 |
| Fidelity National Information Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;187091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15231078 |
| Fifth Third Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;243462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10013592 |
| Fiserv, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;198824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34279246 |
| Franklin Resources, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165318 |
| Global Payments, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7177027 |
| Globe Life, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3282747 |
| Goldman Sachs Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;108846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77035756 |
| Hartford Insurance Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;101767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12911179 |
| Huntington Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;480891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8059733 |
| Intercontinental Exchange, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;200885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36856371 |
| Invesco Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;132411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088121 |
| Jack Henry & Associates, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4918641 |
| JPMorgan Chase & Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;990643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287197312 |
| KeyCorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;329096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5732852 |
| KKR & Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;236300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31434989 |
| Loews Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6069634 |
| M&T Bank Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11434741 |
| MarketAxess Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3305432 |
| Marsh & McLennan Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;178819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39096986 |
| Mastercard, Inc. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;288651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162204543 |
| MetLife, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;198370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15952915 |
| Moody's Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27202229 |
| Morgan Stanley<br>| &nbsp;&nbsp;&nbsp;&nbsp;442827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62376611 |
| MSCI, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15341284 |
| Nasdaq, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;146825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13129092 |
| Northern Trust Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8925509 |
| PayPal Holdings, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;346845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25777520 |
| PNC Financial Services Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;138875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25889077 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX II PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Principal Financial Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76665 | &nbsp;&nbsp;$6089501 |
| Progressive Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;209549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55920246 |
| Prudential Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;122802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13193847 |
| Raymond James Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10245116 |
| Regions Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;301946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7101770 |
| S&P Global, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;112688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59419256 |
| State Street Corp. (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;100278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10663563 |
| Synchrony Financial<br>| &nbsp;&nbsp;&nbsp;&nbsp;137476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9175148 |
| T. Rowe Price Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7117358 |
| Travelers Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21297789 |
| Truist Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;469215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20171553 |
| U.S. Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;547122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24757270 |
| Visa, Inc. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;609960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216566298 |
| W.R. Berkley Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;109850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8070680 |
| Wells Fargo & Co.<br>| &nbsp;&nbsp;1155603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92586912 |
| Willis Towers Watson PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10863893 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;2625109492 |
| **HEALTH CARE — 9.2%** | **HEALTH CARE — 9.2%** |  |
| Abbott Laboratories<br>| &nbsp;&nbsp;&nbsp;&nbsp;624949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84999313 |
| AbbVie, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;627580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116491400 |
| Agilent Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;101193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11941786 |
| Align Technology, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5017245 |
| Amgen, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;192254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53679239 |
| Baxter International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;185079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5604192 |
| Becton Dickinson & Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;101056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17406896 |
| Biogen, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6089106 |
| Bio-Techne Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2387280 |
| Boston Scientific Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;527757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56686379 |
| Bristol-Myers Squibb Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;709475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32841598 |
| Cardinal Health, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14369544 |
| Cencora, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18480955 |
| Centene Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;172004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9336377 |
| Charles River Laboratories International, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2306296 |
| Cigna Group<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31683118 |
| Cooper Cos., Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5073708 |
| CVS Health Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;441494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30454256 |
| Danaher Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;223394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44129251 |
| DaVita, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1969799 |
| Dexcom, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;140800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12290432 |
| Edwards Lifesciences Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;206330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16137069 |
| Elevance Health, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31552046 |
| Eli Lilly & Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;280972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219026103 |
| GE HealthCare Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;162107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12007265 |
| Gilead Sciences, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;449752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49864004 |
| HCA Healthcare, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24058680 |
| Henry Schein, Inc. (a)(b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3542925 |
| Hologic, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525568 |
| Humana, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10485747 |
| IDEXX Laboratories, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15178422 |
| Incyte Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4194960 |
| Insulet Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8011590 |
| Intuitive Surgical, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;127332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69193482 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| IQVIA Holdings, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58100 | &nbsp;&nbsp;$9155979 |
| Johnson & Johnson<br>| &nbsp;&nbsp;&nbsp;&nbsp;855345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130653949 |
| Labcorp Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7448721 |
| McKesson Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32133869 |
| Medtronic PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;447893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39042833 |
| Merck & Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;895972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70925144 |
| Mettler-Toledo International, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8927872 |
| Moderna, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;131100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3617049 |
| Molina Healthcare, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5958000 |
| Pfizer, Inc.<br>| &nbsp;&nbsp;2049933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49690376 |
| Quest Diagnostics, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6797558 |
| Regeneron Pharmaceuticals, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19394550 |
| ResMed, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13416000 |
| Revvity, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4583174 |
| Solventum Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4026270 |
| STERIS PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8599876 |
| Stryker Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;124094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49095309 |
| Thermo Fisher Scientific, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;136912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55512340 |
| UnitedHealth Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;321974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100446229 |
| Universal Health Services, Inc. Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4057760 |
| Vertex Pharmaceuticals, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41426750 |
| Viatris, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;457414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084707 |
| Waters Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6858636 |
| West Pharmaceutical Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5732560 |
| Zimmer Biomet Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6414343 |
| Zoetis, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;156920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24471674 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1744487559 |
| **INDUSTRIALS — 8.5%** | **INDUSTRIALS — 8.5%** |  |
| 3M Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;190058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28934430 |
| A.O. Smith Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2314621 |
| Allegion PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4611264 |
| AMETEK, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14512811 |
| Automatic Data Processing, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;142052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43808837 |
| Axon Enterprise, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22519968 |
| Boeing Co. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;268390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56235757 |
| Broadridge Financial Solutions, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10304472 |
| Builders FirstSource, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5029339 |
| Carrier Global Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;287279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21025950 |
| Caterpillar, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;170924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66354406 |
| CH Robinson Worldwide, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4210190 |
| Cintas Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;120164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26780951 |
| Copart, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;312600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15339282 |
| CSX Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;677665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22112209 |
| Cummins, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15513675 |
| Dayforce, Inc. (a)(b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3412024 |
| Deere & Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46416493 |
| Delta Air Lines, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;227634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11195040 |
| Dover Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9152338 |
| Eaton Corp. PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;137925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49237846 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX II PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Emerson Electric Co.<br>| &nbsp;&nbsp;197779 | &nbsp;&nbsp;$26369874 |
| Equifax, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;43988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11409168 |
| Expeditors International of Washington, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;50976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5824008 |
| Fastenal Co.<br>| &nbsp;&nbsp;410032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17221344 |
| FedEx Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;79150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17991586 |
| Fortive Corp.<br>| &nbsp;&nbsp;118649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6185172 |
| GE Vernova, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;96380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50999477 |
| Generac Holdings, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;17700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2534817 |
| General Dynamics Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;88972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25949573 |
| General Electric Co.<br>| &nbsp;&nbsp;377123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97067689 |
| Honeywell International, Inc.<br>| &nbsp;&nbsp;233278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54325781 |
| Howmet Aerospace, Inc.<br>| &nbsp;&nbsp;143886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26781501 |
| Hubbell, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;18300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7473903 |
| Huntington Ingalls Industries, Inc. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3670192 |
| IDEX Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4915960 |
| Illinois Tool Works, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;93700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23167325 |
| Ingersoll Rand, Inc.<br>| &nbsp;&nbsp;142887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11885341 |
| Jacobs Solutions, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;44743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5881467 |
| JB Hunt Transport Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;30200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4336720 |
| Johnson Controls International PLC<br>| &nbsp;&nbsp;231808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24483561 |
| L3Harris Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;64821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16259700 |
| Leidos Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;46800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7383168 |
| Lennox International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6477612 |
| Lockheed Martin Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;73271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33934731 |
| Masco Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;77284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4973998 |
| Nordson Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;20700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4437459 |
| Norfolk Southern Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;80687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20653451 |
| Northrop Grumman Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;47725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23861545 |
| Old Dominion Freight Line, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;66700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10825410 |
| Otis Worldwide Corp.<br>| &nbsp;&nbsp;136789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13544847 |
| PACCAR, Inc.<br>| &nbsp;&nbsp;187208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17795992 |
| Parker-Hannifin Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;45089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31493314 |
| Paychex, Inc.<br>| &nbsp;&nbsp;114407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16641642 |
| Paycom Software, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4118920 |
| Pentair PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;60404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6201075 |
| Quanta Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;51107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19322535 |
| Ralliant Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| Republic Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;72389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17851851 |
| Rockwell Automation, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;40126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13328653 |
| Rollins, Inc.<br>| &nbsp;&nbsp;100925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5694188 |
| RTX Corp.<br>| &nbsp;&nbsp;476201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69534870 |
| Snap-on, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;18940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5893749 |
| Southwest Airlines Co. (b)<br>| &nbsp;&nbsp;217859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7067346 |
| Stanley Black & Decker, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;57057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3865612 |
| Textron, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;66733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5357993 |
| Trane Technologies PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;78484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34329686 |
| TransDigm Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;19600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29804544 |
| Uber Technologies, Inc. (a)<br>| &nbsp;&nbsp;747000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69695100 |
| Union Pacific Corp.<br>| &nbsp;&nbsp;210798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48500404 |
| United Airlines Holdings, Inc. (a)<br>| &nbsp;&nbsp;119700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9531711 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| United Parcel Service, Inc. Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;256291 | &nbsp;&nbsp;$25870014 |
| United Rentals, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17328200 |
| Veralto Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9081866 |
| Verisk Analytics, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15107750 |
| Waste Management, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;127835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29251205 |
| Westinghouse Air Brake Technologies Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12679492 |
| WW Grainger, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15766918 |
| Xylem, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11171271 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1602134216 |
| **INFORMATION TECHNOLOGY — 32.7%** | **INFORMATION TECHNOLOGY — 32.7%** |  |
| Accenture PLC Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;221518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66209515 |
| Adobe, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;151244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58513279 |
| Advanced Micro Devices, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;579094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82173439 |
| Akamai Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4665162 |
| Amphenol Corp. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;423280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41798900 |
| Analog Devices, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;179661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42762911 |
| ANSYS, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11098552 |
| Apple, Inc.<br>| &nbsp;&nbsp;5321496 | &nbsp;&nbsp;&nbsp;&nbsp;1091811334 |
| Applied Materials, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;291754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53411405 |
| Arista Networks, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;361200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36954372 |
| Autodesk, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23374392 |
| Broadcom, Inc.<br>| &nbsp;&nbsp;1676810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462212677 |
| Cadence Design Systems, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29582400 |
| CDW Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8661615 |
| Cisco Systems, Inc.<br>| &nbsp;&nbsp;1424290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98817240 |
| Cognizant Technology Solutions Corp. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;171441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13377541 |
| Corning, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;273026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14358437 |
| Crowdstrike Holdings, Inc. Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45837900 |
| Dell Technologies, Inc. Class C<br>| &nbsp;&nbsp;&nbsp;&nbsp;109300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13400180 |
| Enphase Energy, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1578070 |
| EPAM Systems, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3836994 |
| F5, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6222219 |
| Fair Isaac Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15903252 |
| First Solar, Inc. (a)(b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6571938 |
| Fortinet, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;223300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23607276 |
| Gartner, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10994784 |
| Gen Digital, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;201760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5931744 |
| GoDaddy, Inc. Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9237078 |
| Hewlett Packard Enterprise Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;436153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8919329 |
| HP, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;330053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8073096 |
| Intel Corp.<br>| &nbsp;&nbsp;1585936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35524966 |
| International Business Machines Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;329795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97216970 |
| Intuit, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78634616 |
| Jabil, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8636760 |
| Juniper Networks, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;121949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4869424 |
| Keysight Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10274022 |
| KLA Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41591000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX II PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Lam Research Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;448570 | &nbsp;&nbsp;$43663804 |
| Microchip Technology, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;193966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13649387 |
| Micron Technology, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;402834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49649291 |
| Microsoft Corp.<br>| &nbsp;&nbsp;2647758 | &nbsp;&nbsp;&nbsp;&nbsp;1317021307 |
| Monolithic Power Systems, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11775218 |
| Motorola Solutions, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24627183 |
| NetApp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7747677 |
| NVIDIA Corp.<br>| &nbsp;&nbsp;8687760 | &nbsp;&nbsp;&nbsp;&nbsp;1372579202 |
| NXP Semiconductors NV<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19795194 |
| ON Semiconductor Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;154800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8113068 |
| Oracle Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;578035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126375792 |
| Palantir Technologies, Inc. Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;754900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102907968 |
| Palo Alto Networks, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;239400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48990816 |
| PTC, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7083174 |
| QUALCOMM, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;395926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63055175 |
| Roper Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21350029 |
| Salesforce, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;343695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93722190 |
| Seagate Technology Holdings PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10871513 |
| ServiceNow, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76489152 |
| Skyworks Solutions, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4419036 |
| Super Micro Computer, Inc. (a)(b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;168100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8238581 |
| Synopsys, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27735988 |
| TE Connectivity PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;104151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17567149 |
| Teledyne Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8704147 |
| Teradyne, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5359232 |
| Texas Instruments, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;325693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67620381 |
| Trimble, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6815406 |
| Tyler Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9248304 |
| VeriSign, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8303866 |
| Western Digital Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;128653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8232505 |
| Workday, Inc. Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18288000 |
| Zebra Technologies Corp. Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6043856 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;6192688380 |
| **MATERIALS — 1.9%** | **MATERIALS — 1.9%** |  |
| Air Products & Chemicals, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22029450 |
| Albemarle Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2168382 |
| Amcor PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;761126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6994748 |
| Avery Dennison Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5188648 |
| Ball Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;108932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6109996 |
| CF Industries Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5972640 |
| Corteva, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;235382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17543020 |
| Dow, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;231648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6134039 |
| DuPont de Nemours, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;148673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10197481 |
| Eastman Chemical Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3332524 |
| Ecolab, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23845440 |
| Freeport-McMoRan, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;512140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22201269 |
| International Flavors & Fragrances, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6220565 |
| International Paper Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;191603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8972768 |
| Linde PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;168563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79086388 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| LyondellBasell Industries NV Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;94358 | &nbsp;&nbsp;$5459554 |
| Martin Marietta Materials, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;21645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11882239 |
| Mosaic Co.<br>| &nbsp;&nbsp;121084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4417144 |
| Newmont Corp.<br>| &nbsp;&nbsp;400133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23311749 |
| Nucor Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;85248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11043026 |
| Packaging Corp. of America<br>| &nbsp;&nbsp;&nbsp;&nbsp;30600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5766570 |
| PPG Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;84254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9583893 |
| Sherwin-Williams Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;81127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27855767 |
| Smurfit WestRock PLC<br>| &nbsp;&nbsp;180736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7798758 |
| Steel Dynamics, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;51000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6528510 |
| Vulcan Materials Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;46771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12198812 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351843380 |
| **REAL ESTATE — 2.0%** | **REAL ESTATE — 2.0%** |  |
| Alexandria Real Estate Equities, Inc. REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;58800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4270644 |
| American Tower Corp. REIT<br>| &nbsp;&nbsp;163418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36118646 |
| AvalonBay Communities, Inc. REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;50569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10290791 |
| BXP, Inc. REIT (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;56146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3788171 |
| Camden Property Trust REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;39200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4417448 |
| CBRE Group, Inc. Class A (a)<br>| &nbsp;&nbsp;104467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14637916 |
| CoStar Group, Inc. (a)<br>| &nbsp;&nbsp;148000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11899200 |
| Crown Castle, Inc. REIT<br>| &nbsp;&nbsp;148058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15209998 |
| Digital Realty Trust, Inc. REIT<br>| &nbsp;&nbsp;108800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18967104 |
| Equinix, Inc. REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;34043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27080185 |
| Equity Residential REIT<br>| &nbsp;&nbsp;124519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8403787 |
| Essex Property Trust, Inc. REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;22945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6502613 |
| Extra Space Storage, Inc. REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;75300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11102232 |
| Federal Realty Investment Trust REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;30600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2906694 |
| Healthpeak Properties, Inc. REIT<br>| &nbsp;&nbsp;258523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4526738 |
| Host Hotels & Resorts, Inc. REIT<br>| &nbsp;&nbsp;267962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4115896 |
| Invitation Homes, Inc. REIT<br>| &nbsp;&nbsp;188500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6182800 |
| Iron Mountain, Inc. REIT<br>| &nbsp;&nbsp;106281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10901242 |
| Kimco Realty Corp. REIT<br>| &nbsp;&nbsp;248153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5216176 |
| Mid-America Apartment Communities, Inc. REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;38700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5727987 |
| Prologis, Inc. REIT<br>| &nbsp;&nbsp;323922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34050681 |
| Public Storage REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;56335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16529816 |
| Realty Income Corp. REIT<br>| &nbsp;&nbsp;312600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18008886 |
| Regency Centers Corp. REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;60100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4280923 |
| SBA Communications Corp. REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;39100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9182244 |
| Simon Property Group, Inc. REIT<br>| &nbsp;&nbsp;109480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17600005 |
| UDR, Inc. REIT<br>| &nbsp;&nbsp;111700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4560711 |
| Ventas, Inc. REIT<br>| &nbsp;&nbsp;151397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9560721 |
| VICI Properties, Inc. REIT<br>| &nbsp;&nbsp;374000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12192400 |
| Welltower, Inc. REIT<br>| &nbsp;&nbsp;225519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34669036 |
| Weyerhaeuser Co. REIT<br>| &nbsp;&nbsp;239787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6160128 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379061819 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX II PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **UTILITIES — 2.3%** | **UTILITIES — 2.3%** |  |
| AES Corp.<br>| &nbsp;&nbsp;210936 | &nbsp;&nbsp;$2219047 |
| Alliant Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;92400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5587428 |
| Ameren Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;96304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9249036 |
| American Electric Power Co., Inc.<br>| &nbsp;&nbsp;187609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19466310 |
| American Water Works Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;70700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9835077 |
| Atmos Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;57800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8907558 |
| CenterPoint Energy, Inc.<br>| &nbsp;&nbsp;237476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8724868 |
| CMS Energy Corp.<br>| &nbsp;&nbsp;109455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7583042 |
| Consolidated Edison, Inc.<br>| &nbsp;&nbsp;135752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13622713 |
| Constellation Energy Corp.<br>| &nbsp;&nbsp;109494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35340284 |
| Dominion Energy, Inc.<br>| &nbsp;&nbsp;316266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17875354 |
| DTE Energy Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;75045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9940461 |
| Duke Energy Corp.<br>| &nbsp;&nbsp;271492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32036056 |
| Edison International<br>| &nbsp;&nbsp;141514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7302122 |
| Entergy Corp.<br>| &nbsp;&nbsp;151396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12584036 |
| Evergy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;85699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5907232 |
| Eversource Energy<br>| &nbsp;&nbsp;133717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8507076 |
| Exelon Corp.<br>| &nbsp;&nbsp;359784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15621821 |
| FirstEnergy Corp.<br>| &nbsp;&nbsp;169093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6807684 |
| NextEra Energy, Inc.<br>| &nbsp;&nbsp;737556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51201138 |
| NiSource, Inc.<br>| &nbsp;&nbsp;153804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6204453 |
| NRG Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;71402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11465733 |
| PG&E Corp.<br>| &nbsp;&nbsp;776100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10818834 |
| Pinnacle West Capital Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;43604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3901250 |
| PPL Corp.<br>| &nbsp;&nbsp;268519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9100109 |
| Public Service Enterprise Group, Inc.<br>| &nbsp;&nbsp;171388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14427442 |
| Sempra<br>| &nbsp;&nbsp;226124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17133416 |
| Southern Co.<br>| &nbsp;&nbsp;383159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35185491 |
| Vistra Corp.<br>| &nbsp;&nbsp;117900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22850199 |
| WEC Energy Group, Inc. (b)<br>| &nbsp;&nbsp;111082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11574744 |
| Xcel Energy, Inc.<br>| &nbsp;&nbsp;205851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14018453 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444998467 |
| **TOTAL COMMON STOCKS<br>(Cost $11,729,308,237)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;18692900007 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **SHORT-TERM INVESTMENTS — 2.1%** |  |  |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (d)(e)<br>| &nbsp;&nbsp;387356598 | &nbsp;&nbsp;$387356598 |
| State Street Navigator Securities Lending Portfolio II (c)(f)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4119163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4119163 |
| **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $391,475,761)<br>** | **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $391,475,761)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391475761 |
| **TOTAL INVESTMENTS — 100.8%<br>(Cost $12,120,783,998)<br>** | **TOTAL INVESTMENTS — 100.8%<br>(Cost $12,120,783,998)<br>** | &nbsp;&nbsp;19084375768 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS — (0.8)% <br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(143732017) |
| **NET ASSETS — 100.0%<br>**  |  | &nbsp;&nbsp;$18940643751 |

---

(a) Non-income producing security.

(b) All or a portion of the shares of the security are on loan at June 30, 2025.

(c) The Portfolio invested in an affiliated entity. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below.

(d) The Portfolio invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below.

(e) The rate shown is the annualized seven-day yield at June 30, 2025.

(f) Investment of cash collateral for securities loaned.

REIT Real Estate Investment Trust

At June 30, 2025, open futures contracts were as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Expiration<br> Date** | **Notional<br> Amount** | **Value** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| E-mini S&P 500 Index (long) | 977 | 09/19/2025 | $296848344 | $305495593 | $8647249 |

---

During the period ended June 30, 2025, the average notional value related to futures contracts was $368,350,920.

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX II PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

The following table summarizes the value of the Portfolio's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Common Stocks<br>| $18692900007 | $— | $— | $18692900007 |
| Short-Term Investments<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391475761 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391475761 |
| **TOTAL INVESTMENTS<br>**  | $19084375768 | $— | $— | $19084375768 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Futures Contracts - Unrealized Appreciation<br>| $8647249 | $— | $— | $8647249 |
| **TOTAL OTHER FINANCIAL INSTRUMENTS:<br>**  | $8647249 | $— | $— | $8647249 |

---

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| State Street Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87878 | $8625226 | $1039646 | $— | $— | $998691 | &nbsp;&nbsp;&nbsp;&nbsp;100278 | $10663563 | $133575 |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| 512330006 | &nbsp;&nbsp;512330006 | &nbsp;&nbsp;1150787127 | &nbsp;&nbsp;1275760535 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 387356598 | &nbsp;&nbsp;387356598 | &nbsp;&nbsp;8325350 |
| State Street Navigator Securities Lending Portfolio II<br>| &nbsp;&nbsp;10688113 | &nbsp;&nbsp;&nbsp;&nbsp;10688113 | &nbsp;&nbsp;&nbsp;&nbsp;218343660 | &nbsp;&nbsp;&nbsp;&nbsp;224912610 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;4119163 | &nbsp;&nbsp;&nbsp;&nbsp;4119163 | &nbsp;&nbsp;&nbsp;&nbsp;18082 |
| Total<br>|  | $531643345 | $1370170433 | $1500673145 | $— | $998691 |  | $402139324 | $8477007 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### SSGA ACTIVE TRUST

#### STATE STREET EQUITY 500 INDEX II PORTFOLIO

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in unaffiliated issuers, at value\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;$18682236444 |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in affiliated issuers, at value<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402139324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments<br>| &nbsp;&nbsp;&nbsp;19084375768 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net cash at broker<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23698071 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from broker — accumulated variation margin on futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8649693 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for investments sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1917632 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for fund shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9319379 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends receivable — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292604 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securities lending income receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8792 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securities lending income receivable — affiliated issuers <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for foreign taxes recoverable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;19129759992 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable upon return of securities loaned<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4119163 |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for fund shares repurchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183989055 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration, custody, and transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806160 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42751 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15835 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189116241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $18940643751 |
| **NET ASSETS CONSIST OF:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in capital<br>| $11925630615 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;7015013136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $18940643751 |
| **NET ASSET VALUE PER SHARE** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value per share<br>| $564.14 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares outstanding (unlimited amount authorized, no par value)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33574514 |
| **COST OF INVESTMENTS:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;$11721929875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398854123 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total cost of investments<br>| $12120783998 |
| &nbsp;&nbsp;&nbsp;&nbsp;\* Includes investments in securities on loan, at value<br>| $95976938 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX II PORTFOLIO

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **INVESTMENT INCOME** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;$468130 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividend income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105276837 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividend income — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8458925 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated securities lending income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Affiliated securities lending income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18082 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign taxes withheld<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25188) |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENT INCOME (LOSS)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114232755 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration, custody, and transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810215 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51029 |
| &nbsp;&nbsp;&nbsp;&nbsp;Licensing and Registration Fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166284 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59192 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9438 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16254 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10654 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123066 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $113109689 |
| **REALIZED AND UNREALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8536528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1949494) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6587034 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106713483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15204804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation<br>| &nbsp;&nbsp;&nbsp;1122916978 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET REALIZED AND UNREALIZED GAIN (LOSS)<br>**  | &nbsp;&nbsp;&nbsp;1129504012 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $1242613701 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX II PORTFOLIO

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$113109689 | $185290023 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6587034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120524485 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation<br>| &nbsp;&nbsp;&nbsp;&nbsp;1122916978 | &nbsp;&nbsp;&nbsp;&nbsp;2399083259 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;1242613701 | &nbsp;&nbsp;&nbsp;&nbsp;2704897767 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distributions to shareholders<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(290137138) |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3445747693 | &nbsp;&nbsp;&nbsp;&nbsp;3341585240 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290137138 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(724817164) | &nbsp;&nbsp;&nbsp;&nbsp;(1531848585) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from beneficial interest transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;2720930529 | &nbsp;&nbsp;&nbsp;&nbsp;2099873793 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;3963544230 | &nbsp;&nbsp;&nbsp;&nbsp;4514634422 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;14977099521 | &nbsp;&nbsp;&nbsp;10462465099 |
| **NET ASSETS AT END OF PERIOD<br>**  | $18940643751 | $14977099521 |
| **SHARES OF BENEFICIAL INTEREST:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6736687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6545927 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537719 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1348503) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3048900) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5388184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4034746 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EQUITY 500 INDEX II PORTFOLIO

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/24** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/23** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/22** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/21** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$531.36 | &nbsp;&nbsp;$433.20 | &nbsp;&nbsp;$348.16 | &nbsp;&nbsp;$432.09 | &nbsp;&nbsp;$344.77 | &nbsp;&nbsp;$302.40 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.02 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.44 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29.07 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101.09 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84.54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84.50) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92.75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49.45 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32.78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108.41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91.35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78.48) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98.05 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54.89 |
| Contribution from affiliates<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7.77) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.31) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.73) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.07) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.28) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.48) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.72) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.66) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7.24) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10.25) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.31) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.45) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10.73) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12.52) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$564.14 | &nbsp;&nbsp;$531.36 | &nbsp;&nbsp;$433.20 | &nbsp;&nbsp;$348.16 | &nbsp;&nbsp;$432.09 | &nbsp;&nbsp;$344.77 |
| **Total return (d)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24.99% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26.27% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18.18)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28.52% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.30% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$18940644 | &nbsp;&nbsp;$14977100 | &nbsp;&nbsp;$10462465 | &nbsp;&nbsp;$7267890 | &nbsp;&nbsp;$7078644 | &nbsp;&nbsp;$4732247 |
| **Ratios to average net assets:** |  |  |  |  |  |  |
| Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.42%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.74% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.61% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.34% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.79% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6% |

---

(a) On April 17, 2020, the State Street Equity 500 Index II Portfolio underwent a 1-for-20 reverse share split. The historical per share activity presented here has been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Amount is less than $0.005 per share.

(d) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(e) Annualized.

(f) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Institutional Investment Trust (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of thirty-one (31) series (and corresponding classes, each of which have the same rights and privileges, including voting rights) each of which represents a separate series of beneficial interest in the Trust. The Declaration of Trust permits the Board of Trustees of the Trust (the "Board" and each member thereof, a "Trustee") to authorize the issuance of an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate to the following Fund or Portfolio:

---

| | | | |
|:---|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Classes** | &nbsp;&nbsp;**Commencement<br> of Operations** | &nbsp;&nbsp;**Diversification<br> Classification** |
| State Street Equity 500 Index Fund (the "Fund") | &nbsp;&nbsp;Administrative Shares<br> Service Shares<br> Class A Shares<br> Class I Shares<br> Class K Shares<br> Class R Shares | &nbsp;&nbsp;April 11, 2001<br> March 10, 2003<br> September 17, 2014<br> September 17, 2014<br> September 17, 2014<br> June 7, 2005 | &nbsp;&nbsp;Diversified |
| State Street Equity 500 Index II Portfolio (the "Portfolio") | &nbsp;&nbsp;N/A | &nbsp;&nbsp;August 11, 2014 | &nbsp;&nbsp;Diversified |

---

The Fund is part of a "master-feeder" structure, and it invests substantially all of its assets in the Portfolio as shown below. The Portfolio is a separate series of the Trust. The performance of the Fund is directly affected by the performance of the Portfolio. The financial statements of the Portfolio, including its Schedule of Investments, are attached to this report and should be read in conjunction with the Fund's financial statements.

---

| | | |
|:---|:---|:---|
| **Fund Name** | **Portfolio Name** | **Fund Ownership<br> Interest in Portfolio<br> at June 30, 2025** |
| State Street Equity 500 Index Fund | State Street Equity 500 Index II Portfolio | 61.71% |

---

Class A shares are available to the general public for investment through transaction-based financial intermediaries. Class A shares impose a sales charge (as a percentage of offering price) and may be subject to a 1% contingent deferred sales charge ("CDSC") if no initial sales charge was paid at the time of purchase of an investment of $1,000,000 or more and the shares are redeemed within 18 months of purchase.

Class I shares and Class K shares are sold without a sales charge and only to certain eligible investors.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Fund and the Portfolio each have one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through the Fund's and the Portfolio's investments in accordance with its investment objective. The Fund's and the Portfolio's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Fund's and the Portfolio's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Fund's and the Portfolio's Total Return is utilized by the CODM to compare results, including the impact of the Fund's and the Portfolio's costs, to the Fund's and the Portfolio's competitors and to the Fund's and the Portfolio's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Fund and the Portfolio are investment companies under U.S. GAAP and follow the accounting and reporting guidance applicable to investment companies.

#### Security Valuation
The Fund records its investment in its Portfolio at fair value (net asset value) each business day. The valuation policy of the Portfolio is discussed below:

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

Valuation techniques used to value the Portfolio's investments by major category are as follows:

• Equity investments traded on a recognized securities exchange for which market quotations are readily available are valued at the last sale price or official closing price, as applicable, on the primary market or exchange on which they trade. Equity investments traded on a recognized exchange for which there were no sales on that day are valued at the last published sale price or at fair value.

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

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

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

Various inputs are used in determining the value of the Portfolio's investments.

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

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

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

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

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

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

The value of the Portfolio's investments according to the fair value hierarchy as of June 30, 2025, is disclosed in the Portfolio's Schedule of Investments.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on trade date for financial reporting purposes. Realized gains and losses from the sale or disposition of investments and foreign exchange transactions, if any, are determined using the identified cost method. Dividend income and capital gain distributions, if any, are recognized on the ex-dividend date, or when the information becomes available, net of any foreign taxes withheld at source, if any. Non-cash dividends, if any, received in the form of stock are recorded as dividend income at fair value.

The Portfolio invests in real estate investment trusts ("REITs"). REITs determine the tax character of their distributions annually and may characterize a portion of their distributions as a return of capital or capital gain. The Portfolio's policy is to record all REIT distributions initially as dividend income and re-designate the prior calendar year's to return of capital or capital gains distributions at year end based on information provided by the REIT and/or SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM") estimates of such re-designations for which actual information has not yet been reported.

#### Expenses
Certain expenses, which are directly identifiable to a specific Fund or Portfolio, are applied to that Fund or Portfolio within the Trust. Other expenses which cannot be attributed to a specific Fund or Portfolio are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Fund and Portfolio within the Trust. Class specific expenses are borne by each class.

#### Distributions
Distributions from net investment income, if any, are declared and paid annually. Net realized capital gains, if any, are distributed annually, unless additional distributions are required for compliance with applicable tax regulations. The amount and character of income and capital gains to be distributed are determined in accordance with applicable tax regulations which may differ from net investment income and realized gains recognized for U.S. GAAP purposes.

4.&nbsp;&nbsp;&nbsp;&nbsp;Derivative Financial Instruments

#### Futures Contracts
The Portfolio may enter into futures contracts to meet its objectives. A futures contract is a standardized, exchange-traded agreement to buy or sell a financial instrument at a set price on a future date. Upon entering into a futures contract, the Portfolio is required to deposit with the broker, cash or securities in an amount equal to the minimum initial margin requirements of the clearing house. Securities deposited, if any, are designated on the Portfolio's Schedule of Investments and cash deposited, if any, is included in Cash at broker on the Portfolio's Statement of Assets and Liabilities. Subsequent payments are made or received by the Portfolio equal to the daily change in the contract value, accumulated, exchange rates, and or other transactional fees. The accumulation of those payments are recorded as variation margin receivable or payable with a corresponding offset to unrealized gains or losses. The Portfolio recognizes a realized gain or loss when the contract is closed.

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

For the period ended June 30, 2025, the Portfolio entered into futures contracts for cash equitization to reduce tracking error and to facilitate daily liquidity.

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[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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The following tables summarize the value of the Portfolio's derivative instruments as of June 30, 2025, and the related location in the accompanying Statement of Assets and Liabilities and Statement of Operations, presented by primary underlying risk exposure:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** |
|  | &nbsp;&nbsp;**Interest<br> Rate<br> Risk** | &nbsp;&nbsp;**Foreign<br> Exchange<br> Risk** | &nbsp;&nbsp;**Credit<br> Risk** | &nbsp;&nbsp;**Equity<br> Risk** | &nbsp;&nbsp;**Commodity<br> Risk** | &nbsp;&nbsp;**Total** |
| **State Street Equity 500 Index II Portfolio** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$8649693 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$8649693 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** |
|  | &nbsp;&nbsp;**Interest<br> Rate<br> Risk** | &nbsp;&nbsp;**Foreign<br> Exchange<br> Risk** | &nbsp;&nbsp;**Credit<br> Risk** | &nbsp;&nbsp;**Equity<br> Risk** | &nbsp;&nbsp;**Commodity<br> Risk** | &nbsp;&nbsp;**Total** |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(1949494) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(1949494) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** |
|  | &nbsp;&nbsp;**Interest<br> Rate<br> Risk** | &nbsp;&nbsp;**Foreign<br> Exchange<br> Risk** | &nbsp;&nbsp;**Credit<br> Risk** | &nbsp;&nbsp;**Equity<br> Risk** | &nbsp;&nbsp;**Commodity<br> Risk** | &nbsp;&nbsp;**Total** |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$15204804 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$15204804 |

---

5.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory Fee
The Fund and Portfolio have entered into Investment Advisory Agreements with SSGA FM, a subsidiary of State Street Corporation and an affiliate of State Street Bank and Trust Company ("State Street"), under which the Adviser directs the investments of the Portfolio in accordance with its investment objectives, policies, and limitations. In compensation for the Adviser's services as investment adviser, the Fund pays the Adviser a fee at an annual rate of 0.02% of its average daily net assets. The Portfolio pays no investment advisory fees to SSGA FM.

SSGA FM is contractually obligated until April 30, 2026, separately with respect to each of the Fund and the Portfolio, (i) to waive up to the full amount of the advisory fee payable by the Fund or the Portfolio and/or (ii) to reimburse the Fund or the Portfolio to the extent that Total Annual Fund Operating Expenses (exclusive of non-recurring account fees, interest, taxes, extraordinary expenses, and distribution, shareholder servicing, and sub-transfer agency fees) exceed 0.02% of average daily net assets of the Fund or Portfolio, respectively, on an annual basis.The expense limitation is inclusive of the allocation of expenses from the Portfolio. This waiver and/or reimbursement may not be terminated prior to April 30, 2026 except with approval of the Board.

In addition, SSGA FM has agreed to waive up to the portion of the management fee and/or expenses attributable to the Fund's or Portfolio's acquired fund fees and expenses ("AFFEs"), excluding AFFEs derived from the Fund's or Portfolio's holdings in acquired funds for cash management purposes. This fee waiver and/or expense reimbursement may only be terminated with approval of the Fund's or Portfolio's Board.

For the period ended June 30, 2025, SSGA FM reimbursed or waived the fees under these agreements as shown on the respective Statement of Operations.

#### Administrator, Custodian, Sub-Administrator and Transfer Agent Fees
SSGA FM serves as administrator and State Street serves as custodian and sub-administrator to the Fund. For its administration services, the Fund pays SSGA FM a fee at an annual rate of 0.05% of its average daily net assets of the Fund. The fees are accrued daily and paid monthly. For its services as custodian, the Fund pays State Street an annual fee. SSGA FM pays State Street for its services as sub-administrator.

SSGA FM serves as administrator and State Street serves as the custodian, sub-administrator and transfer agent to the Portfolio. For its services as custodian, sub-administrator and transfer agent the Portfolio pays State Street an annual fee. The fees are accrued daily and paid monthly.

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[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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#### Distribution and Shareholder Servicing Fees
State Street Global Advisors Funds Distributors, LLC ("SSGA FD" or the "Distributor"), an affiliate of the Adviser, serves as the Distributor of the Fund.

The Fund has adopted a distribution plan pursuant to Rule 12b-1 under the 1940 Act under which the Fund may compensate the Distributor (or others) for services in connection with the distribution of the Fund's Administrative Shares, Service Shares, Class R Shares and Class A Shares and for services provided to Fund shareholders in such class (the "Plan"). The Plan calls for payments at an annual rate (based on average daily net assets) of 0.15%, 0.25%, 0.60% and 0.25% of the Fund's net assets attributable to its Administrative Shares, Service Shares, Class R Shares and Class A Shares, respectively. In addition to payments under the Plan, the Fund may reimburse SSGA FD or its affiliates for payments it makes to financial intermediaries that provide certain administrative, recordkeeping, and account maintenance services. The amount of the reimbursement and the manner in which it is calculated are reviewed by the Trustees periodically.

#### Other Transactions with Affiliates – Securities Lending
State Street, an affiliate of the Fund/Portfolio, acts as the securities lending agent for the Fund/Portfolio, pursuant to an amended and restated securities lending authorization agreement dated January 6, 2017, as amended.

Net proceeds collected by State Street on investment of cash collateral or any fee income less rebates payable to borrowers, are paid as follows: If the calendar year to date net proceeds is below a specified threshold across participating affiliated funds and portfolios, the Fund/Portfolio retains eighty five percent (85%) of the net proceeds and fifteen percent (15%) of such net proceeds is payable to State Street. Starting the business day following the date that calendar year to date net proceeds exceeds a specified threshold, each Fund and Portfolio retains ninety percent (90%) of the net proceeds and ten percent (10%) of such net proceeds is payable to State Street.

In addition, cash collateral from lending activities is invested in the State Street Navigator Securities Lending Portfolio II, an affiliated fund, for which SSGA FM serves as investment adviser. See Note 9 for additional information regarding securities lending.

#### Other Transactions with Affiliates
The Portfolio may invest in affiliated entities, including securities issued by State Street Corporation, affiliated funds, or entities deemed to be affiliates as a result of the Portfolio owning more than five percent of the entity's voting securities or outstanding shares. Amounts relating to these transactions during the period ended June 30, 2025, are disclosed in the Schedule of Investments.

6.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Fund and the Portfolio. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

7.&nbsp;&nbsp;&nbsp;&nbsp;Investment Transactions

Purchases and sales of investments (excluding in-kind transactions, derivative contracts and short term investments) for the period ended June 30, 2025 were as follows:

---

| | | |
|:---|:---|:---|
|  | **Purchases** | **Sales** |
| State Street Equity 500 Index II Portfolio<br>| $2909956509 | $124989179 |

---

8.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Fund and the Portfolio have qualified and intend to continue to qualify as regulated investment companies under Subchapter M of the Internal Revenue Code of 1986, as amended. The Fund and the Portfolio will not be subject to federal income taxes to the extent they distribute their taxable income, including any net realized capital gains, for each fiscal year. Therefore, no provision for federal income tax is required.

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[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

The Fund and Portfolio file federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction. As of December 31, 2024, SSGA FM has analyzed the Fund's and Portfolio's tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

Distributions to shareholders are recorded on ex-dividend date. Income dividends and gain distributions are determined in accordance with income tax rules and regulations, which may differ from generally accepted accounting principles.

As of June 30, 2025, gross unrealized appreciation and gross unrealized depreciation of investments and other financial instruments based on cost for federal income tax purposes were as follows:

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Tax<br> Cost** | **Gross<br> Unrealized<br> Appreciation** | **Gross<br> Unrealized<br> Depreciation** | **Net Unrealized<br> Appreciation<br> (Depreciation)** |
| State Street Equity 500 Index Fund<br>| $8314599214 | $3373116314 | $— | $3373116314 |
| State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;12220662525 | &nbsp;&nbsp;&nbsp;7258682948 | &nbsp;&nbsp;&nbsp;386322456 | &nbsp;&nbsp;&nbsp;6872360492 |

---

9.&nbsp;&nbsp;&nbsp;&nbsp;Securities Lending

The Portfolio may lend securities to qualified broker-dealers or institutional investors. The loans are secured at all times by cash, cash equivalents or U.S. government securities in an amount at least equal to the market value of the securities loaned, plus accrued interest and dividends, determined on a daily basis and adjusted accordingly. The value of the collateral with respect to a loaned security may be temporarily more or less than the value of a security due to market fluctuations of securities values. With respect to each loan, if on any U.S. business day the aggregate market value of securities collateral plus cash collateral is less than the aggregate market value of the securities which are subject to the loan, the borrower will be notified to provide additional collateral on the next business day.

The Portfolio will regain record ownership of loaned securities to exercise certain beneficial rights; however, the Portfolio may bear the risk of delay in recovery of, or even loss of rights in the securities loaned should the borrower fail financially. In addition, the Portfolio will bear the risk of loss of any cash collateral that it may invest. The Portfolio receives compensation for lending its securities from interest or dividends earned on the cash, cash equivalents or U.S. government securities held as collateral, net of fee rebates paid to the borrower and net of fees paid to State Street as the lending agent. Additionally, the Portfolio will receive a fee from the borrower for non-cash collateral equal to a percentage of the market value of the loaned securities.

The market value of securities on loan as of June 30, 2025, and the value of the invested cash collateral are disclosed in the Portfolio's Statement of Assets and Liabilities. Non-cash collateral is not disclosed in the Portfolio's Statement of Assets and Liabilities as it is held by the lending agent on behalf of the Portfolio, and the Portfolio does not have the ability to re-hypothecate those securities. Securities lending income, as disclosed in the Portfolio's Statement of Operations, represents the income earned from the non-cash collateral and the investment of cash collateral, net of fee rebates paid to the borrower and net of fees paid to State Street as lending agent.

The following is a summary of the Portfolio's securities lending agreements and related cash and non-cash collateral received as of June 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Portfolio** | **Market Value of<br> Securities on Loan** | **Cash<br> Collateral<br> Received** | **Non-Cash<br> Collateral<br> Received** | **Total<br> Collateral<br> Received** |
| State Street Equity 500 Index II Portfolio<br>| $95976938 | $4119163 | $92881372 | $97000535 |

---

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[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged or securities loaned, and the remaining contractual maturity of those transactions as of June 30, 2025:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** |
| **Portfolio** | **Securities<br> Lending<br> Transactions** | **Overnight<br> and<br> Continuous** | **<30 Days** | **Between<br> 30 & 90<br> Days** | **>90 Days** | **Total<br> Borrowings** | **Gross Amount<br> of Recognized<br> Liabilities for<br> Securities Lending Transactions** |
| State Street Equity 500 Index II Portfolio<br>| Common Stocks | $4119163 | $— | $— | $— | $4119163 | $4119163 |

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10.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Portfolio's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Portfolio's investments more than if the Portfolio was more broadly diversified.

#### Credit Risk
The Portfolio may be exposed to credit risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Portfolio has unsettled or open transactions defaults.

#### Market Risk
The Portfolio's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile, and prices of investments can change substantially due to various factors, including, but not limited to, economic growth or recession, changes in interest rates, inflation, changes in actual or perceived creditworthiness of issuers and general market liquidity. Even if general economic conditions do not change, the value of an investment in the Portfolio could decline if the particular industries, sectors or companies in which the Portfolio invests do not perform well or are adversely affected by events. Further, legal, political, regulatory and tax changes also may cause fluctuations in markets and securities prices. Local, regional or global events such as war, military conflicts, acts of terrorism, natural disasters, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Portfolio and its investments.

11.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Portfolio and Fund through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

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[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT

#### June 30, 2025 (Unaudited)

------

#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT<sup>1</sup>
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of State Street Institutional Investment Trust (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street Equity 500 Index Fund (the "Fund") and State Street Equity 500 Index II Portfolio (the "Portfolio"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for the Fund, which is a feeder fund for which the Portfolio serves as the master fund in a master-feeder structure:

o Comparisons of the Fund's performance over the past one-, three-, five- and ten-year periods ended December 31, 2024, to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge") for the Fund (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Fund's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Fund's historical average net assets relative to its total expenses, management fees, and non-management expenses over the past five calendar years; and

o Comparisons of the Fund's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

<sup>_______________________________________________</sup>

*<sup>1</sup> Over the course of many years overseeing the Fund, Portfolio, and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreement, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.*

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[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

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• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Fund and Portfolio; and

• Profitability analyses for (a) the Adviser with respect to the Fund and Portfolio and (b) affiliates of the Adviser that provide services to the Fund and Portfolio ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Fund and Portfolio.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolios of the Fund and Portfolio and for Fund/Portfolio operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Fund and Portfolio and their service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Fund and Portfolio;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Fund and Portfolio by SSGA FM in its capacity as the Fund's administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Fund and Portfolio by affiliates of the Adviser, including the custodian, sub-administrator, fund accountant and securities lending agent of the Fund and Portfolio, and transfer agent of the Portfolio, and the role of the Adviser in managing the Fund's and Portfolio's relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Fund and Portfolio;

• Responses to a request for information reviewed prior to the April 2, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of:

o SSGA FM, in its capacity as the Fund's and Portfolio's Adviser and Administrator, with respect to its operations relating to the Fund and Portfolio and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other Affiliated Service Providers to the Fund and Portfolio, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator, custodian and securities lending agent for the Fund and Portfolio, and transfer agent for the Portfolio, with respect to its operations relating to the Fund and Portfolio; and

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[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

------

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Fund and Portfolio (the "Distributor"), with respect to its operations relating to the Fund and Portfolio, together with the Fund's related distribution plans and arrangements under Rule 12b-1 of the 1940 Act;

• Information from the Adviser, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser and other service providers of the Fund and Portfolio throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Fund and Portfolio and the investment strategies used in pursuing the Fund's and Portfolio's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the Fund and Portfolio.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, at the meeting held on May 7-8, 2025, the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Fund and Portfolio.

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to the Fund and Portfolio by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by the Fund and Portfolio, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Fund and Portfolio. The Board evaluated the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for the Fund and Portfolio. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Fund and Portfolio, including reputational and entrepreneurial risks. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Fund and Portfolio by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of the Adviser and various Affiliated Service Providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies. The Board also considered the role of the Adviser in overseeing the Fund's and Portfolio's securities lending activities.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Fund and Portfolio.

<u>Fund Performance</u>

The Board considered the Portfolio's performance by evaluating the performance of the Fund. The Board compared the Fund's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024. For purposes of these comparisons

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

------

the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data generally useful, they recognized its limitations, including that the data may vary depending on the end date selected and that the results of the performance comparisons may vary depending on the selection of the peer group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall financial market conditions. Among other information, the Board considered the following performance information in its evaluation of the Fund and Portfolio:

*State Street Equity 500 Index Fund and State Street Equity 500 Index II Portfolio. The Board considered that the Fund's performance was above the medians of its Performance Group and Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was below the Benchmark for the 1-, 3-, 5- and 10-year periods. The Board also took into account the fact that the Fund is designed to track a designated index.*

On the basis of the foregoing and other relevant information, the Board concluded that the performance of the Fund and Portfolio is satisfactory.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual investment advisory fee rates payable by each Fund and actual fees paid by each Fund, net of waivers. As part of its review, the Board considered each Fund's management fee and total expense ratio, including the portion attributable to administrative services provided by SSGA FM (both before and after giving effect to any expense caps), as compared to its Expense Group and Expense Universe, as constructed by Broadridge, and the related Broadridge analysis for the Fund. The Board also considered the comparability of the fees charged and the services provided to each Fund by the Adviser to the fees charged and services provided to other clients of the Adviser, including institutional accounts. In addition, the Board considered the willingness of the Adviser to provide undertakings from time to time to waive fees or pay expenses of the Fund to limit the total expenses borne by shareholders. In the case of the Portfolio, the Board considered the investment advisory fee in the context of the overall master-feeder arrangement. The Board also considered that the Portfolio does not pay an investment advisory fee to the Adviser. Among other information, the Board considered the following expense information in its evaluation of the Fund and Portfolio:

*State Street Equity 500 Index Fund and State Street Equity 500 Index II Portfolio. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.*

On the basis of the foregoing and other relevant information, and in light of the nature, extent and quality of the services provided by the Adviser, the Board concluded that the fees and the expense ratio of the Fund and Portfolio compare favorably to the fees and expenses of the Expense Group and Expense Universe and are reasonable in relation to the services provided.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Fund and Portfolio and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Fund and Portfolio, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Fund and Portfolio and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to the Fund and Portfolio, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Fund and Portfolio, were reasonable in relation to the services provided.

<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the Fund and Portfolio and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the Fund and Portfolio and fund complex increase. The Board acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the management of the Fund or Portfolio or the fund complex taken as a whole. The Board concluded

------

[**Table of Contents**](#JOB_SSIIT_51bc9fbb-c414-4c25-857e-b821eee0b146_TOC-LETTERSIZE-FEEDMASTER-COMBO)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

------

that, in light of the current size of the Fund and Portfolio and the fund complex, the level of profitability of the Adviser and its affiliates with respect to the Fund and Portfolio and the fund complex over various time periods, and the comparative management fee and expense ratio of the Fund and Portfolio during these periods, it does not appear that the Adviser or its affiliates has realized benefits from economies of scale in managing the assets of the Fund and Portfolio to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Fund or Portfolio at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of them under the Advisory Agreement.

Further, based upon its review of the Agreements, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of the Fund and Portfolio and their respective shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

------

## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Institutional Investment Trust
State Street Institutional U.S. Government Money Market Fund

**The information contained in this report is intended for the general information of shareholders of the Fund. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Fund prospectus which contains important information concerning the Fund and the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-866-392-0869 or visiting *www.ssga.com*. Please read the prospectus carefully before investing in the Fund.**![](g52640img40b0ba191.jpg)

------

**TABLE OF CONTENTS** (Unaudited)

---

| | |
|:---|:---|
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_a6ec032c-48ba-4ccc-bbc4-94c41e5406d3_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_6413417c-31fb-487f-883c-d082ca0b7382_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_a3cd6804-360f-4b31-a222-2f967708296a_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_98491cda-04dc-415f-b871-fc5b83dff119_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_fd606ccb-e1a8-4c8c-a7b9-37948d8dba9c_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;19 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_832ab9e1-4c51-4b44-a6ec-4cd20b926b3e_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;25 |

---

#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment in corresponding affiliated Portfolio, at value and cost<br>| &nbsp;&nbsp;&nbsp;&nbsp;$169730725166 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for fund shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6111643 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107874 |
| &nbsp;&nbsp;&nbsp;&nbsp;Prepaid expenses and other assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;169736946416 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for fund shares repurchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19704339 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6507773 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shareholder servicing fee payable <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168543 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97649 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70070 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034994 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143009 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108519 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141803753 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170809488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $169566136928 |
| **NET ASSETS CONSIST OF:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in capital<br>| $169566323632 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(186704) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $169566136928 |
| **Administration Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$2186711857 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2186733160 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Bancroft Capital Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$238349544 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238353259 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Blaylock Van Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$321197757 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321199468 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Cabrera Capital Markets Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$32186454 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32186300 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Institutional Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$12675952979 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12675998790 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Investment Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$127427644 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127432189 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Investor Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$2911473714 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2911496424 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Opportunity Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$8191060911 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8191091761 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Premier Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$132945156701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132945445852 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### STATEMENT OF ASSETS AND LIABILITIES (continued)

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **Trust Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$469306487 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469324288 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Class G** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$9394922916 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9394950446 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Select Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$72389964 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72388990 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **INCOME AND EXPENSES ALLOCATED FROM AFFILIATED PORTFOLIO** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3646066926 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46721372) |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENT INCOME (LOSS) ALLOCATED FROM AFFILIATED PORTFOLIO<br>**  | &nbsp;&nbsp;&nbsp;3599345554 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Administration Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bancroft Capital Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blaylock Van Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cabrera Capital Markets Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3289656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Opportunity Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Premier Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33179355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trust Class (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class G<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Select Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18054 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shareholder servicing fees |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Administration Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1721582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bancroft Capital Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blaylock Van Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cabrera Capital Markets Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Opportunity Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trust Class (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13637 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution fees |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Administration Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66211 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25851 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10365 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1424239 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees and expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242217 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105191 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174837 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366168 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49342450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses waived/reimbursed by the Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10380) |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49332070 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $3550013484 |
| **REALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602662 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $3550616146 |

---

(a) For Trust Class shares, data for the period ended June 30, 2025 is from June 13, 2025 (commencement date) through June 30, 2025.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$3550013484 | $7818464737 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(536864) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550616146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7817927873 |
| **DISTRIBUTIONS TO SHAREHOLDERS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34721169) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(93505602) |
| &nbsp;&nbsp;&nbsp;&nbsp;Bancroft Capital Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1884347) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3156673) |
| &nbsp;&nbsp;&nbsp;&nbsp;Blaylock Van Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7553396) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8117955) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cabrera Capital Markets Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(559542) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7042379) |
| &nbsp;&nbsp;&nbsp;&nbsp;Institutional Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(279965431) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(714661963) |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2606582) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11585054) |
| &nbsp;&nbsp;&nbsp;&nbsp;Investor Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68549869) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(163806487) |
| &nbsp;&nbsp;&nbsp;&nbsp;Opportunity Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(152714646) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(301467396) |
| &nbsp;&nbsp;&nbsp;&nbsp;Premier Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2845526838) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6251270397) |
| &nbsp;&nbsp;&nbsp;&nbsp;Trust Class (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(986318) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Class G<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(153264181) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(261557060) |
| &nbsp;&nbsp;&nbsp;&nbsp;Select Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1557848) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2595096) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Total distributions to shareholders <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3549890167) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7818766062) |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |  |
| **Administration Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9549024478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24502785755 |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares issued in connection with a Reorganization (Note 8)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302699260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13920853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29261264 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9325987084) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25364008486) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539657507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(831961467) |
| **Bancroft Capital Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289625393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154100000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares issued in connection with a Reorganization (Note 8)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14783631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154599 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115636040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(169930947) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190661055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12676348) |
| **Blaylock Van Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337550002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1628100003 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2934827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4594893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(331188755) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1374842681) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9296074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257852215 |
| **Cabrera Capital Markets Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443343151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165777576 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4738308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(413277346) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1640749106) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30372777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(470233222) |
| **Institutional Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100024345204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179929257006 |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares issued in connection with a Reorganization (Note 8)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61936569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139493111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341091611 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99424370882) | &nbsp;&nbsp;&nbsp;&nbsp;(179180582719) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801404002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089765898 |
| **Investment Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109549175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301261217 |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares issued in connection with a Reorganization (Note 8)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462114 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(130770905) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(431243070) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21094249) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(129519739) |
| **Investor Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18160810868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46835120146 |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares issued in connection with a Reorganization (Note 8)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74085763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65721282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143124764 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18715387282) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45338823573) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(414769369) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639421337 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### STATEMENTS OF CHANGES IN NET ASSETS (continued)

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **Opportunity Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46394693244 | $73924887907 |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares issued in connection with a Reorganization (Note 8)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35853040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99280243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192836696 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44340793888) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72545776292) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2189032639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1571948311 |
| **Premier Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887154207014 | &nbsp;&nbsp;&nbsp;&nbsp;1651467533159 |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares issued in connection with a Reorganization (Note 8)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1764904681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2157056451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685774230 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(901207270139) | &nbsp;&nbsp;&nbsp;(1639329965255) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;(10131101993) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16823342134 |
| **Trust Class (a)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353782496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares issued in connection with a Reorganization (Note 8)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669346369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(554418892) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469305953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Class G** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50407270306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76272857837 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151981994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255900619 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47128353346) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75330532246) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430898954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198226210 |
| **Select Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269621555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431523217 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2587774 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(265172318) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(410968765) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6012505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23142226 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from beneficial interest transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2900324145) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21159307555 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2899598166) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21158469366 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;172465735094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151307265728 |
| **NET ASSETS AT END OF PERIOD<br>**  | $169566136928 | $172465735094 |
| **SHARES OF BENEFICIAL INTEREST:** |  |  |
| **Administration Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9549024478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24502785755 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares issued in connection with a Reorganization (Note 8)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302689041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13920853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29261264 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9325987084) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25364008486) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539647288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(831961467) |
| **Bancroft Capital Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289625393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154100000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares issued in connection with a Reorganization (Note 8)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14783741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154599 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115636040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(169930947) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190661165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12676348) |
| **Blaylock Van Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337550002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1628100003 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2934827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4594893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(331188755) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1374842681) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9296074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257852215 |
| **Cabrera Capital Markets Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443343151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165777576 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4738308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(413277346) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1640749106) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30372777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(470233222) |
| **Institutional Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100024345204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179929257006 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares issued in connection with a Reorganization (Note 8)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61930064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139493111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341091611 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99424370882) | &nbsp;&nbsp;&nbsp;&nbsp;(179180582719) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801397497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089765898 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### STATEMENTS OF CHANGES IN NET ASSETS (continued)

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **Investment Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109549175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301261217 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares issued in connection with a Reorganization (Note 8)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462114 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(130770905) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(431243070) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| $(21094249) | $(129519739) |
| **Investor Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18160810868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46835120146 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares issued in connection with a Reorganization (Note 8)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74085363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65721282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143124764 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18715387282) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45338823573) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(414769769) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639421337 |
| **Opportunity Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46394693244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73924887907 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares issued in connection with a Reorganization (Note 8)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35854947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99280243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192836696 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44340793888) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72545776292) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2189034546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1571948311 |
| **Premier Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887154207014 | &nbsp;&nbsp;&nbsp;&nbsp;1651467533159 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares issued in connection with a Reorganization (Note 8)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1764724405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2157056451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685774230 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(901207270139) | &nbsp;&nbsp;&nbsp;(1639329965255) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;(10131282269) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16823342134 |
| **Trust Class (a)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353782496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares issued in connection with a Reorganization (Note 8)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669364704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(554418892) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469324288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Class G** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50407270306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76272857837 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151981994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255900619 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47128353346) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75330532246) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430898954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198226210 |
| **Select Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269621555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431523217 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2587774 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(265172318) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(410968765) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6012505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23142226 |

---

(a) For Trust Class shares, data for the period ended June 30, 2025 is from June 13, 2025 (commencement date) through June 30, 2025.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Administration Class (a)** | &nbsp;&nbsp;**Administration Class (a)** | &nbsp;&nbsp;**Administration Class (a)** | &nbsp;&nbsp;**Administration Class (a)** | &nbsp;&nbsp;**Administration Class (a)** | &nbsp;&nbsp;**Administration Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0026 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0026 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0200) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0486) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0469) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0139) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0026) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.97% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.80% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.39% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$2186712 | &nbsp;&nbsp;$1647046 | &nbsp;&nbsp;$2479017 | &nbsp;&nbsp;$2250119 | &nbsp;&nbsp;$2230490 | &nbsp;&nbsp;$2550831 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.37% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.37% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.37% |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.23% |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.01%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.88% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.71% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.39% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Bancroft Capital Class (a)** | &nbsp;&nbsp;**Bancroft Capital Class (a)** | &nbsp;&nbsp;**Bancroft Capital Class (a)** | &nbsp;&nbsp;**Bancroft Capital Class (a)** | &nbsp;&nbsp;**Bancroft Capital Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**For the<br> Period<br> 10/13/21\*-<br> 12/31/21** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;0.0491 | &nbsp;&nbsp;&nbsp;&nbsp;0.0157 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss) <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;0.0491 | &nbsp;&nbsp;&nbsp;&nbsp;0.0157 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| **Distributions to shareholders from:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income <br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.0211) | &nbsp;&nbsp;&nbsp;(0.0508) | &nbsp;&nbsp;&nbsp;(0.0491) | &nbsp;&nbsp;&nbsp;(0.0157) | &nbsp;&nbsp;&nbsp;(0.0001) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.58% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$238350 | &nbsp;&nbsp;$47688 | &nbsp;&nbsp;$60365 | &nbsp;&nbsp;$100 | &nbsp;&nbsp;$100 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04%(d) |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.22%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.97% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03%(d) |

---

\* Commencement of operations.

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Blaylock Van Class (a)** | &nbsp;&nbsp;**Blaylock Van Class (a)** | &nbsp;&nbsp;**Blaylock Van Class (a)** | &nbsp;&nbsp;**Blaylock Van Class (a)** | &nbsp;&nbsp;**Blaylock Van Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**For the<br> Period<br> 10/20/21\*-<br> 12/31/21** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;0.0509 | &nbsp;&nbsp;&nbsp;&nbsp;0.0490 | &nbsp;&nbsp;&nbsp;&nbsp;0.0156 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;0.0491 | &nbsp;&nbsp;&nbsp;&nbsp;0.0156 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| **Distributions to shareholders from:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.0211) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0508) | &nbsp;&nbsp;&nbsp;(0.0491) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0156) | &nbsp;&nbsp;&nbsp;(0.0001) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.58% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$321198 | &nbsp;&nbsp;$311900 | &nbsp;&nbsp;$54050 | &nbsp;&nbsp;$429773 | &nbsp;&nbsp;$500 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04%(d) |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.23%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.92% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03%(d) |

---

\* Commencement of operations.

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of their respective Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Cabrera Capital Markets Class (a)** | &nbsp;&nbsp;**Cabrera Capital Markets Class (a)** | &nbsp;&nbsp;**Cabrera Capital Markets Class (a)** | &nbsp;&nbsp;**Cabrera Capital Markets Class (a)** | &nbsp;&nbsp;**Cabrera Capital Markets Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**For the<br> Period<br> 10/20/21\*-<br> 12/31/21** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;0.0492 | &nbsp;&nbsp;&nbsp;&nbsp;0.0157 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;0.0492 | &nbsp;&nbsp;&nbsp;&nbsp;0.0157 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| **Distributions to shareholders from:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;(0.0211) | &nbsp;&nbsp;&nbsp;(0.0508) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0492) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0157) | &nbsp;&nbsp;&nbsp;(0.0001) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.58% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$32186 | &nbsp;&nbsp;$1814 | &nbsp;&nbsp;$472047 | &nbsp;&nbsp;$175359 | &nbsp;&nbsp;$100 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04%(d) |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.24%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.24% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.32% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02%(d) |

---

\* Commencement of operations.

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of their respective Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Institutional Class (a)** | &nbsp;&nbsp;**Institutional Class (a)** | &nbsp;&nbsp;**Institutional Class (a)** | &nbsp;&nbsp;**Institutional Class (a)** | &nbsp;&nbsp;**Institutional Class (a)** | &nbsp;&nbsp;**Institutional Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0037 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0037 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0211) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0508) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0491) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0156) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0037) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.21% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.58% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.37% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$12675953 | &nbsp;&nbsp;$11874488 | &nbsp;&nbsp;$10784799 | &nbsp;&nbsp;$3373375 | &nbsp;&nbsp;$1588396 | &nbsp;&nbsp;$1349398 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.23%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.08% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.42% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Investment Class (a)** | &nbsp;&nbsp;**Investment Class (a)** | &nbsp;&nbsp;**Investment Class (a)** | &nbsp;&nbsp;**Investment Class (a)** | &nbsp;&nbsp;**Investment Class (a)** | &nbsp;&nbsp;**Investment Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0195 | &nbsp;&nbsp;&nbsp;&nbsp;0.0476 | &nbsp;&nbsp;&nbsp;&nbsp;0.0459 | &nbsp;&nbsp;&nbsp;&nbsp;0.0132 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;0.0025 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0195 | &nbsp;&nbsp;&nbsp;&nbsp;0.0476 | &nbsp;&nbsp;&nbsp;&nbsp;0.0459 | &nbsp;&nbsp;&nbsp;&nbsp;0.0132 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;0.0025 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.0195) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0476) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0459) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0132) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0025) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.97% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.87% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.69% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.33% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$127428 | &nbsp;&nbsp;$148521 | &nbsp;&nbsp;$278042 | &nbsp;&nbsp;$417225 | &nbsp;&nbsp;$428088 | &nbsp;&nbsp;$483015 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47% |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.38% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.27% |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.92%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.80% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.53% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.32% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.32% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Investor Class (a)** | &nbsp;&nbsp;**Investor Class (a)** | &nbsp;&nbsp;**Investor Class (a)** | &nbsp;&nbsp;**Investor Class (a)** | &nbsp;&nbsp;**Investor Class (a)** | &nbsp;&nbsp;**Investor Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;0.0033 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;0.0033 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0209) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0503) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0486) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0152) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0033) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.97% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.53% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$2911474 | &nbsp;&nbsp;$3326227 | &nbsp;&nbsp;$1686830 | &nbsp;&nbsp;$1762314 | &nbsp;&nbsp;$1063097 | &nbsp;&nbsp;$936980 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.18% |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.19%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.85% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.96% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.35% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Opportunity Class (a)** | &nbsp;&nbsp;**Opportunity Class (a)** | &nbsp;&nbsp;**Opportunity Class (a)** | &nbsp;&nbsp;**Opportunity Class (a)** | &nbsp;&nbsp;**Opportunity Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**For the<br> Period<br> 10/28/21\*-<br> 12/31/21** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0156 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0156 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| **Distributions to shareholders from:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0211) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0508) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0491) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0156) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0001) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.58% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$8191061 | &nbsp;&nbsp;$6001997 | &nbsp;&nbsp;$4430079 | &nbsp;&nbsp;$2384409 | &nbsp;&nbsp;$300002 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15%(d) |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04%(d) |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.25%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03%(d) |

---

\* Commencement of operations.

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of their respective Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Premier Class (a)** | &nbsp;&nbsp;**Premier Class (a)** | &nbsp;&nbsp;**Premier Class (a)** | &nbsp;&nbsp;**Premier Class (a)** | &nbsp;&nbsp;**Premier Class (a)** | &nbsp;&nbsp;**Premier Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0039 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0039 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0213) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0511) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0494) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0159) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0039) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.23% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.60% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.39% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$132945157 | &nbsp;&nbsp;$143075681 | &nbsp;&nbsp;$126252999 | &nbsp;&nbsp;$75138139 | &nbsp;&nbsp;$84009144 | &nbsp;&nbsp;$67604723 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.26%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.09% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.63% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;**Trust Class (a)** |
|  | &nbsp;&nbsp;**For the<br> Period<br> 06/13/25\*-<br> 06/30/25<br> (Unaudited)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0204 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0204 |
| **Distributions to shareholders from:** |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.0204) |
| &nbsp;&nbsp;&nbsp;Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.0204) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% |
| **Ratios and Supplemental Data:** |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$469306 |
| **Ratios to Average Net Assets:** |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17%(d) |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17%(d) |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.20%(d) |

---

\* Commencement of operations.

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of their respective Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Class G (a)** | &nbsp;&nbsp;**Class G (a)** | &nbsp;&nbsp;**Class G (a)** | &nbsp;&nbsp;**Class G (a)** | &nbsp;&nbsp;**Class G (a)** | &nbsp;&nbsp;**Class G (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0043 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0043 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0215) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0515) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0498) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0162) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0043) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.27% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.63% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.43% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$9394923 | &nbsp;&nbsp;$5963995 | &nbsp;&nbsp;$4765804 | &nbsp;&nbsp;$4699611 | &nbsp;&nbsp;$7180149 | &nbsp;&nbsp;$6025209 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08% |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08% |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.29%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.98% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.37% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Select Class (a)** | &nbsp;&nbsp;**Select Class (a)** | &nbsp;&nbsp;**Select Class (a)** | &nbsp;&nbsp;**Select Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**For the<br> Period<br> 6/2/22\*-<br> 12/31/22** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0214 | &nbsp;&nbsp;&nbsp;&nbsp;0.0514 | &nbsp;&nbsp;&nbsp;&nbsp;0.0498 | &nbsp;&nbsp;&nbsp;&nbsp;0.0152 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0214 | &nbsp;&nbsp;&nbsp;&nbsp;0.0514 | &nbsp;&nbsp;&nbsp;&nbsp;0.0498 | &nbsp;&nbsp;&nbsp;&nbsp;0.0152 |
| **Distributions to shareholders from:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;(0.0214) | &nbsp;&nbsp;&nbsp;(0.0514) | &nbsp;&nbsp;&nbsp;(0.0498) | &nbsp;&nbsp;&nbsp;(0.0152) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.27% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.62% |
| **Ratios and Supplemental Data:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$72390 | &nbsp;&nbsp;$66377 | &nbsp;&nbsp;$43234 | &nbsp;&nbsp;$28693 |
| **Ratios to Average Net Assets:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12%(d) |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08%(d) |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.29%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.86%(d) |

---

\* Commencement of operations.

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Institutional Investment Trust (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of thirty-one (31) series (and corresponding classes, each of which have the same rights and privileges, including voting rights), each of which represents a separate series of beneficial interest in the Trust. The Declaration of Trust permits the Board of Trustees of the Trust (the "Board" and each member thereof, a "Trustee") to authorize the issuance of an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate only to the following series (the "Fund"):

---

| | | | |
|:---|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Classes** | &nbsp;&nbsp;**Commencement<br> of Operations** | &nbsp;&nbsp;**Diversification<br> Classification** |
| State Street Institutional U.S. Government Money Market Fund | &nbsp;&nbsp;Administration Class<br> Bancroft Capital Class<br> Blaylock Van Class<br> Cabrera Capital Markets Class<br> Institutional Class<br> Investment Class<br> Investor Class<br> Opportunity Class<br> Premier Class<br> Trust Class<br> Class G<br> Select Class | &nbsp;&nbsp;August 23, 2016<br> October 13, 2021<br> October 20, 2021<br> October 20, 2021<br>January 18, 2018<br> October 17, 2007<br> March 21, 2016<br> October 28, 2021<br> October 25, 2007<br> June 13, 2025<br> October 5, 2014<br> June 2, 2022 | &nbsp;&nbsp;Diversified |

---

The Fund is part of a master-feeder structure and invests substantially all of its assets in the State Street U.S. Government Money Market Portfolio (the "Portfolio"), a separate series of State Street Master Funds. The value of the Fund's investment in the Portfolio reflects the Fund's proportionate interest in the net assets of the Portfolio (99.16% at June 30, 2025). The performance of the Fund is directly affected by the performance of the Portfolio. The financial statements of the Portfolio, including its Schedule of Investments, are attached to this report and should be read in conjunction with the Fund's financial statements.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

The Fund operates as a "government money market fund" within the meaning of Rule 2a-7 under the 1940 Act to comply with the amendments to Rule 2a-7. The Fund is not currently subject to liquidity fees during periods of high illiquidity in the markets for the investments held by it.

On June 13, 2025, State Street Institutional Liquid Reserves Government Money Market Fund merged into State Street Institutional U.S. Government Money Market Fund. See Note 8 - Reorganization.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Fund has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through Fund's investments in accordance with its investment objective. The Fund's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Fund's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Fund's Total Return is utilized by the CODM to compare results, including the impact of the Fund's costs, to the Fund's competitors and to the Fund's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Fund is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

#### Security Valuation
The Fund records its investments in its Portfolio at value (net asset value) each business day. The valuation policy of the Portfolio is discussed in Note 3 of the Portfolio's Notes to Financial Statements, which are attached to this report.

The investments of the Portfolio are valued pursuant to the policy and procedures developed by the Oversight Committee (the "Committee") and approved by the Board. The Committee provides oversight of the valuation of investments for the Portfolio. The Board has responsibility for overseeing the determination of the fair value of investments.

The Portfolio's securities are recorded on the basis of amortized cost which approximates fair value as permitted by Rule 2a-7 under the 1940 Act. This method values a security at its cost on the date of purchase and, thereafter, assumes a constant amortization to maturity of any premiums or accretion of any discounts.

The summary of the inputs used for the Portfolio, as of June 30, 2025, in valuing the Portfolio's securities carried at fair value are discussed in Note 3 of the Portfolio's Notes to Financial Statements, which are attached to this report.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on the trade date for financial reporting purposes. Realized gains and losses from security transactions consist of the Fund's pro-rata share of its Portfolio's realized gains and losses. Net investment income consists of the Fund's pro-rata share of the net investment income of its Portfolio less expenses of the Fund.

#### Expenses
Certain expenses, which are directly identifiable to a specific Fund, are applied to that Fund within the Trust. Other expenses which cannot be attributed to a specific Fund are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Funds within the Trust. The Fund is allocated a pro-rata share of the expense of its Portfolio. Class specific expenses are borne by each class.

#### Distributions
Distributions from net investment income, if any, are declared daily and are payable as of the last business day of each month. Net realized capital gains, if any, are distributed annually, unless additional distributions are required for compliance with applicable tax regulations. The amount and character of income and capital gains to be distributed are determined in accordance with applicable tax regulations which may differ from net investment income and realized gains recognized for U.S. GAAP purposes.

4.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory Fee
The Fund pays no advisory fee directly to SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM"), for so long as assets of the Fund are invested in the Portfolio. The Portfolio retained SSGA FM, a subsidiary of State Street Corporation and an affiliate of State Street Bank and Trust Company ("State Street"), as its investment adviser. The Portfolio has entered into an investment advisory agreement with the Adviser, under which the Adviser directs the investments of the Portfolio in accordance with its investment objectives, policies, and limitations. In compensation for the Adviser's services as investment adviser, the Portfolio pays the Adviser a management fee at an annual rate of 0.05% of its average daily net assets.

The Adviser is contractually obligated until April 30, 2026 to waive up to the full amount of the advisory fee payable by the Fund and/or to reimburse the Fund for expenses to the extent that total annual fund operating expenses (exclusive of non-recurring account fees, interest, taxes, extraordinary expenses, acquired fund fees, any

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

class-specific expenses such as distribution, shareholder servicing, administration and sub-transfer agency fees) exceed 0.07% of average daily net assets on an annual basis. This waiver and/or reimbursement may not be terminated prior to April 30, 2026 except with approval of the Board. For the period ended June 30, 2025, the Adviser contractually waived fees in the amount of $10,380.

SSGA FM is contractually obligated until April 30, 2026 to reimburse the Fund for expenses to the extent that Total Annual Fund Operating Expenses (exclusive of interest, brokerage commissions, taxes, extraordinary expenses, deferred organizational expenses or acquired fund fees and expenses) of the Select Class shares of the Fund exceed 0.08% of average daily net assets on an annual basis. This reimbursement arrangement for Select Class shares of the Fund may not be terminated prior to April 30, 2026 except with approval of the Fund's Board of Trustees. For the period ended June 30, 2025, the Adviser contractually waived fees in the amount of $0.

In addition to the contractual expense limitation for the Fund, each of the Adviser and State Street Global Advisors Funds Distributors, LLC (each a "Service Provider") also may voluntarily reduce all or a portion of its fees and/or reimburse expenses for the Fund or a share class to the extent necessary to maintain a certain minimum net yield, which may vary from time to time and from share class to share class within the Fund, in SSGA FM's sole discretion (any such waiver or reimbursement of expenses being referred to herein as a "Voluntary Reduction"). The Adviser may, in its sole discretion, implement the Voluntary Reduction for some series of the Trust, or some share classes of a series, and not others. The amount of any Voluntary Reduction may differ between such series and share classes in the Adviser's sole discretion. The business objectives of the Adviser and its affiliates and their broader relationships with certain Fund shareholders, Financial Intermediaries or distribution channels could give the Adviser an incentive to implement the Voluntary Reduction for some series of the Trust or share classes and not others, or to implement it to a greater degree for some series or share classes than others. Under an agreement with the Service Providers relating to the Voluntary Reduction, the Fund and the Portfolio have agreed to reimburse the Service Providers for the full dollar amount of any Voluntary Reduction beginning on May 1, 2020, subject to certain limitations. Each Service Provider may, in its sole discretion, irrevocably waive receipt of any or all reimbursement amounts due from the Fund.

A reimbursement to the Service Provider would increase fund expenses and may negatively impact the Fund's yield during such period. There is no guarantee that the Voluntary Reduction will be in effect at any given time or that the Fund will be able to avoid a negative yield. Any such future reimbursement of an applicable Service Provider may result in the total annual operating expenses with respect to a share class of the Fund exceeding the amount of the expense cap under the contractual expense limitation agreement because the expense is not covered by the agreement.

Fees reduced or expenses reimbursed by the Service Providers in connection with the Voluntary Reduction for the period ended June 30, 2025 were $0.

As of June 30, 2025, SSGA FM has not recouped any expenses from the Fund. Waived/reduced fees subject to potential recovery by year of expiration are as follows:

---

| | |
|:---|:---|
| **Expiration Date** | &nbsp;&nbsp;**Amount** |
| 12/31/2025<br>| &nbsp;&nbsp;$10107908 |

---

#### Administrator, Sub-Administrator and Custodian Fees
SSGA FM serves as administrator and State Street serves as custodian and sub-administrator. For its administrative services, each share class of the Fund, except class G shares, pays a fee at an annual rate of 0.05% of its average daily net assets to SSGA FM. Class G shares pay a fee at an annual rate of 0.01% of the average daily net assets of such class to SSGA FM. The fees are accrued daily and paid monthly.

The Fund pays State Street an annual fee for custody services for the Fund. SSGA FM pays an annual fee to State Street for sub-administration services provided for the Fund.

#### Distribution Fees
State Street Global Advisors Funds Distributors, LLC ("SSGA FD" or the "Distributor"), an affiliate of the Adviser, serves as the Distributor of the Fund.

The Fund has adopted a distribution plan pursuant to Rule 12b-1 under the 1940 Act, under which the Fund may compensate the Distributor (or others) for services in connection with the distribution of the Fund's shares and for services provided to Fund shareholders (the "Plan"). The Plan calls for payments at an annual rate (based on

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

average daily net assets) of 0.05% and 0.10% of the Fund's net assets attributable to its Administration Class shares and Investment Class shares, respectively. In addition to payments under the Plan, the Fund may reimburse the Distributor or its affiliates for payments it makes to financial intermediaries that provide certain administrative, recordkeeping, and account maintenance services. The amount of the reimbursement and the manner in which it is calculated are reviewed by the Trustees periodically.

During the period ended June 30, 2025, the Fund's Administration Class shares and Investment Class shares paid $430,395 and $66,211, respectively, to SSGA FD under the Plan.

Under the Fund's Shareholder Servicing Plan (and other shareholder servicing arrangements), the Fund compensates financial intermediaries for providing certain services to shareholders and for maintaining shareholder accounts. The Fund's Administration Class shares, Bancroft Capital Class shares, Blaylock Van Class shares, Cabrera Capital Markets Class shares, Institutional Class shares, Investment Class shares, Investor Class shares, Opportunity Class shares and Trust Class shares made payments for these services at an annual rate up to 0.20%, 0.03%, 0.03%, 0.03%, 0.03%, 0.25%, 0.08%, 0.03% and 0.08%, respectively, of each applicable share class's eligible average daily net assets. During the period ended June 30, 2025, the Fund's Administration Class shares, Bancroft Capital Class shares, Blaylock Van Class shares, Cabrera Capital Markets Class shares, Institutional Class shares, Investment Class shares, Investor Class shares, Opportunity Class shares and Trust Class shares paid SSGA FD $1,721,582, $13,311, $53,237, $3,934, $1,973,793, $165,527, $1,302,715, $1,077,143, and $13,637, respectively, for these services which SSGA FD subsequently paid in part to financial intermediaries.

5.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Fund. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

6.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Fund has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code of 1986, as amended. The Fund will not be subject to federal income taxes to the extent it distributes its taxable income, including any net realized capital gains, for each fiscal year. Therefore, no provision for federal income tax is required.

The Fund files federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction. As of December 31, 2024, SSGA FM has analyzed the Fund's tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

Distributions to shareholders are recorded on ex-dividend date. Income dividends and gain distributions are determined in accordance with income tax rules and regulations, which may differ from generally accepted accounting principles.

7.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Fund's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Fund's investments more than if the Fund was more broadly diversified.

#### Market, Credit and Counterparty Risk
In the normal course of business, the Fund trades securities and enters into financial transactions where risk of potential loss exists due to changes in global economic conditions and fluctuations of the market (market risk). Additionally, the Fund may also be exposed to counterparty risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Fund has unsettled or open transactions defaults. The value of securities held by the Fund may decline in response to certain events, including those directly involving the companies whose securities are owned by the Fund; conditions affecting the general economy; overall market changes; local, regional or global political, social or economic instability; and currency and interest rate and price fluctuations (credit risk).

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

Financial assets, which potentially expose the Fund to market, credit and counterparty risks, consist principally of investments and cash due from counterparties. The extent of the Fund's exposure to market, credit and counterparty risks in respect to these financial assets approximates their value as recorded in the Fund's Statement of Assets and Liabilities, less any collateral held by the Fund.

The Fund's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. The Fund is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Fund and its investments.

8.&nbsp;&nbsp;&nbsp;&nbsp;Reorganization

On June 13, 2025, State Street Institutional U.S. Government Money Market Fund ("Acquiring Fund") acquired substantially all of the assets and assumed all of the liabilities of State Street Institutional Liquid Reserves Government Money Market Fund ("Acquired Fund") in exchange for shares of the Acquiring Fund pursuant to an Agreement and Plan of Reorganization approved by the Board.

The reorganization provides shareholders of the Acquired Fund access to a larger portfolio with a similar investment objective. For financial reporting purposes, assets received and shares issued by the Fund were recorded at fair value; however, the cost basis of the investments received from the Acquired Fund were carried forward to align ongoing reporting of the Fund's realized gains and losses with amounts distributable to shareholders for tax purposes. The reorganization qualified as a tax-free reorganization for federal income tax purposes with no gain or loss recognized to the funds or their shareholders.

Under the terms of the Agreement and Plan of Reorganization, the State Street Institutional Liquid Reserves Government Money Market Fund assets, liabilities and obligations have been transferred to the State Street Institutional U.S. Government Money Market Fund in return for shares of the State Street Institutional U.S. Government Money Market Fund. The State Street Institutional U.S. Government Money Market Fund shares were distributed pro rata to shareholders of the Fund in exchange for their Fund shares. Shareholders of the State Street Institutional Liquid Reserves Government Money Market Fund have become shareholders of the State Street Institutional U.S. Government Money Market Fund and received shares of the State Street Institutional U.S. Government Money Market Fund with a value equal to their shares of the Fund at the time of the Reorganization.

The reorganization consisted of the transfer of all assets attributable to each class of the Acquired Fund's shares in exchange for the corresponding class of shares of the Acquiring Fund resulting in a reorganization as follows:

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Shares of<br> Acquired Fund<br> Exchanged** | **Shares of<br> Acquiring Fund<br> Issued** | **Net Assets<br> Recieved from<br> Acquired Fund** | **Net Assets of<br> Acquiring Fund<br> Immediately<br> Prior to<br> Combination** | **Net Assets of<br> Acquiring Fund<br> Immediately<br> After the<br> Combination** |
| Administration Class<br>| $302689041 | $302689041 | $302699260 | $1915735483 | $2218434743 |
| Bancroft Capital Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14783741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14783741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14783631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234875831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249659462 |
| Institutional Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61930064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61930064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61936569 | &nbsp;&nbsp;&nbsp;&nbsp;14934974189 | &nbsp;&nbsp;&nbsp;&nbsp;14996910758 |
| Investment Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126359534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126366402 |
| Investor Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74085363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74085363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74085763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3171437855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3245523618 |
| Opportunity Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35854947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35854947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35853040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8985542023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9021395063 |
| Premier Class<br>| &nbsp;&nbsp;&nbsp;1764724405 | &nbsp;&nbsp;&nbsp;1764724405 | &nbsp;&nbsp;&nbsp;1764904681 | &nbsp;&nbsp;&nbsp;129427408503 | &nbsp;&nbsp;&nbsp;131192313184 |
| Trust Class\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;669364704 | &nbsp;&nbsp;&nbsp;&nbsp;669364704 | &nbsp;&nbsp;&nbsp;&nbsp;669346369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669346369 |

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\* New share class of the Acquiring Fund as a result of the Reorganization.

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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Assuming the acquisition had been completed on January 1, 2025, the beginning of the semi-annual reporting period of the Acquiring Fund, the Acquiring Fund's pro forma results of operations for the period ended June 30, 2025, are as follows:

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| | |
|:---|:---|
| Net Investment income (loss)<br>| $3604007181 |
| Total net realized and change in unrealized gain (loss)<br>| $607982 |
| Net increase (decrease) in net assets resulting from operations<br>| $3604615163 |

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Because the combined investment portfolios have been managed as a single portfolio since the acquisition was completed, it is not practicable to separate the amounts of revenue and earnings of the Acquired Fund that have been included in the Acquiring Fund's accompanying Statement of Operations as of June 30, 2025.

The Statement of Operations, Statements of Changes in Net Assets and the Financial Highlights for the current period do not include any pre-merger activity of the Acquired Fund and prior reporting periods of the accounting survivor (the Fund) are not restated.

9.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Fund through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

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[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

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#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT<sup>1</sup>
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of the State Street Institutional Investment Trust (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street Institutional U.S. Government Money Market Fund (the "Fund"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for the Fund:

o Comparisons of the Fund's performance over the past one-, three-, five- and ten-year periods ended December 31, 2024, to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge") for the Fund (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Fund's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Fund's historical average net assets relative to its total expenses, management fees, and non-management expenses over the past five calendar years; and

o Comparisons of the Fund's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

_______________________________

*<sup>1</sup> Over the course of many years overseeing the Fund and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreement, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.* 

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[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Fund; and

• Profitability analyses for (a) the Adviser with respect to the Fund and (b) affiliates of the Adviser that provide services to the Fund ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Fund.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolio of the Fund and for Fund operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Fund and its service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Fund;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Fund by SSGA FM in its capacity as the Fund's administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Fund by affiliates of the Adviser, including the custodian, sub-administrator and fund accountant of the Fund, and the role of the Adviser in managing the Fund's relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Fund;

• Responses to a request for information reviewed prior to the April 2, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of:

o SSGA FM, in its capacity as the Fund's Adviser and Administrator, with respect to its operations relating to the Fund and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other Affiliated Service Providers to the Fund, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator, custodian and shareholder servicer for the Fund, with respect to its operations relating to the Fund; and

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Fund (the "Distributor"), with respect to its operations relating to the Fund, together with the Fund's related distribution plans and arrangements under Rule 12b-1 of the 1940 Act;

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

• Information from SSGA FM, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel, with respect to the Fund.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser and other service providers of the Fund throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Fund and the investment strategies used in pursuing the Fund's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the Fund.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, at the meeting held on May 7-8, 2025, the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Fund.

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to the Fund by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by the Fund, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Fund. The Board evaluated the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing various funds that invest primarily in money market instruments. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Fund, including reputational and entrepreneurial risks. The Board considered the Adviser's success in maintaining the constant dollar value of the Fund through extraordinary market conditions. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Fund by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of SSGA FM and various Affiliated Service Providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Fund.

<u>Fund Performance</u>

The Board compared the Fund's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024. For purposes of these comparisons the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data generally useful, they recognized its limitations, including that the data may vary depending on the

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

end date selected and that the results of the performance comparisons may vary depending on the selection of the peer group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall financial market conditions. Among other information, the Board considered the following performance information in its evaluation of the Fund:

*Money Market Funds, Generally. The Board noted the relatively narrow range of returns in each Fund's Performance Group and Performance Universe. The Board also observed that several basis points of performance, whether from yield on portfolio investments or fees waived by service providers, accounted for substantial differences in performance relative to other funds in such Performance Group and Performance Universe during periods when preservation of capital and net asset value were generally considered by stockholders to have been more important than several basis points of yield.*

*State Street Institutional U.S. Government Money Market Fund. The Board considered that the Fund's performance was above the medians of its Performance Group and Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was above the Benchmark for the 1-, 3-, 5- and 10-year periods.*

On the basis of the foregoing and other relevant information, the Board concluded that the performance of the Fund is satisfactory.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual investment advisory fee rates payable by the Fund and actual fees paid by the Fund, net of waivers. As part of its review, the Board considered the Fund's management fee and total expense ratio, including the portion attributable to administrative services provided by SSGA FM (both before and after giving effect to any expense caps), as compared to its Expense Group and Expense Universe, as constructed by Broadridge, and the related Broadridge analysis for the Fund. The Board also considered the comparability of the fees charged and the services provided to the Fund by the Adviser to the fees charged and services provided to other clients of the Adviser, including institutional accounts. In addition, the Board considered the willingness of the Adviser to provide undertakings from time to time to waive fees or pay expenses of the Fund to limit the total expenses borne by shareholders. Among other information, the Board considered the following expense information in its evaluation of the Fund:

*State Street Institutional U.S. Government Money Market Fund. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.*

On the basis of the foregoing and other relevant information, and in light of the nature, extent and quality of the services provided by the Adviser, the Board concluded that the fees and the expense ratio of the Fund compare favorably to the fees and expenses of the Expense Group and Expense Universe and are reasonable in relation to the services provided.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Fund and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Fund, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Fund and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to the Fund, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Fund, were reasonable in relation to the services provided.

<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the Fund and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the Fund and fund complex increase. The Board acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the

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[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

management of the Fund or the fund complex taken as a whole. The Board concluded that, in light of the current size of the Fund and the fund complex, the level of profitability of the Adviser and its affiliates with respect to the Fund and the fund complex over various time periods, and the comparative management fee and expense ratio of the Fund during these periods, it does not appear that the Adviser or its affiliates has realized benefits from economies of scale in managing the assets of the Fund to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Fund at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of the Fund and its shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

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[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Master Funds
State Street U.S. Government Money Market Portfolio

**The information contained in this report is intended for the general information of shareholders of the Portfolio and shareholders of any fund invested in the Portfolio. Interests in the Portfolio are offered solely to eligible investors in private placement transactions that do not involve any "public offering" within the meaning of Section 4(a)(2) of the 1933 Act. This report is not authorized for distribution (i) to prospective investors in any fund invested in the Portfolio unless preceded or accompanied by a current offering document for such fund or (ii) to prospective eligible investors in the Portfolio unless preceded or accompanied by a current offering document of the Portfolio. Eligible investors in the Portfolio may obtain a current Portfolio offering document by calling 1-866-392-0869. Please read the offering document carefully before investing in the Portfolio.**![](g52640img40b0ba191.jpg)

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**TABLE OF CONTENTS** (Unaudited)

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| | |
|:---|:---|
| **[Schedule of Investments (Unaudited) (N-CSR Item 6)](#xx_84837228-4d0c-45a8-b1fb-f0ace963a84e_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_0ec851d9-ad74-4113-a005-97fa3d31bf09_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;12 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_03dda516-5366-457f-a1c7-a9e0a6602307_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;13 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_ebdf30fc-7ac7-4994-96db-03f49f92e62f_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;14 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_4adc28bb-67e1-4a11-9011-655d45fd63c2_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;15 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_1a44a8ef-8fe8-4d36-93c0-ff3ce94b2e77_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;16 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11).](#xx_6bc393d0-3f6b-4d31-89eb-84f5cb9bc186_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;20 |

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#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

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[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| **GOVERNMENT AGENCY DEBT—11.7%** |  |  |  |  |  |
| Federal Farm Credit Banks Funding Corp., Fed Funds Rate + 0.05% (a)<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;09/17/2026 | &nbsp;&nbsp;$85600000 | &nbsp;&nbsp;$85600000 |
| Federal Farm Credit Banks Funding Corp., 3 mo. Treasury money market yield + 0.12% (a)<br>| &nbsp;&nbsp;4.401% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;11/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 |
| Federal Farm Credit Banks Funding Corp., 3 mo. Treasury money market yield + 0.12% (a)<br>| &nbsp;&nbsp;4.401% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000000 |
| Federal Farm Credit Banks Funding Corp., 3 mo. Treasury money market yield + 0.12% (a)<br>| &nbsp;&nbsp;4.401% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.07% (a)<br>| &nbsp;&nbsp;4.460% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;12/07/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119100000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.07% (a)<br>| &nbsp;&nbsp;4.460% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287686000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287686000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.08% (a)<br>| &nbsp;&nbsp;4.465% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;11/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133200000 |
| Federal Farm Credit Banks Funding Corp., 3 mo. Treasury money market yield + 0.19% (a)<br>| &nbsp;&nbsp;4.471% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;02/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249992821 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.09% (a)<br>| &nbsp;&nbsp;4.475% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301200000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.09% (a)<br>| &nbsp;&nbsp;4.480% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156200000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.10% (a)<br>| &nbsp;&nbsp;4.485% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;02/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225300000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.10% (a)<br>| &nbsp;&nbsp;4.490% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613500000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.10% (a)<br>| &nbsp;&nbsp;4.490% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47392440 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.10% (a)<br>| &nbsp;&nbsp;4.490% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;06/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76100000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.11% (a)<br>| &nbsp;&nbsp;4.495% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;03/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450377034 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.11% (a)<br>| &nbsp;&nbsp;4.495% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;05/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33200000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.11% (a)<br>| &nbsp;&nbsp;4.500% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94700000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.12% (a)<br>| &nbsp;&nbsp;4.505% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/08/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28550000 |
| Federal Farm Credit Banks Funding Corp., Fed Funds Rate + 0.18% (a)<br>| &nbsp;&nbsp;4.510% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;11/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189700000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.12% (a)<br>| &nbsp;&nbsp;4.510% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417948000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417948000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.12% (a)<br>| &nbsp;&nbsp;4.510% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;05/08/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30002236 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.515% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.515% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270800000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.515% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94900000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.515% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;09/08/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66400000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.515% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.520% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.520% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;08/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33100000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.520% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;11/02/2026 | &nbsp;&nbsp;$175000000 | &nbsp;&nbsp;$175000000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.520% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;02/03/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106100000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;03/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259330110 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;09/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246900000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404987139 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;12/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247463765 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/08/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339842284 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;09/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129320000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590600000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243700000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;11/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57277000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57277000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;12/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62200000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.20% (a)<br>| &nbsp;&nbsp;4.585% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;05/03/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56493763 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.20% (a)<br>| &nbsp;&nbsp;4.590% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;03/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46677670 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.27% (a)<br>| &nbsp;&nbsp;4.660% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;12/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28584991 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.35% (a)<br>| &nbsp;&nbsp;4.740% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;11/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14115972 |
| Federal Farm Credit Discount Notes (b)<br>| &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24658847 |
| Federal Farm Credit Discount Notes (b)<br>| &nbsp;&nbsp;4.160% | &nbsp;&nbsp;11/26/2025 | &nbsp;&nbsp;11/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39315911 |
| Federal Home Loan Bank Discount Notes (b)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266363305 |
| Federal Home Loan Bank Discount Notes (b)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177588410 |
| Federal Home Loan Bank Discount Notes (b)<br>| &nbsp;&nbsp;4.110% | &nbsp;&nbsp;11/21/2025 | &nbsp;&nbsp;11/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440686027 |
| Federal Home Loan Bank Discount Notes (b)<br>| &nbsp;&nbsp;4.110% | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616313192 |
| Federal Home Loan Bank Discount Notes (b)<br>| &nbsp;&nbsp;4.163% | &nbsp;&nbsp;11/26/2025 | &nbsp;&nbsp;11/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44622999 |
| Federal Home Loan Banks<br>| &nbsp;&nbsp;4.388% | &nbsp;&nbsp;01/09/2026 | &nbsp;&nbsp;01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970407455 |
| Federal Home Loan Banks, SOFR + 0.04% (a)<br>| &nbsp;&nbsp;4.425% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;05/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143000000 |
| Federal Home Loan Banks, SOFR + 0.04% (a)<br>| &nbsp;&nbsp;4.430% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53400000 |
| Federal Home Loan Banks, SOFR + 0.09% (a)<br>| &nbsp;&nbsp;4.480% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482030000 |
| Federal Home Loan Banks, SOFR + 0.10% (a)<br>| &nbsp;&nbsp;4.485% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;03/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189700000 |
| Federal Home Loan Banks, SOFR + 0.11% (a)<br>| &nbsp;&nbsp;4.500% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 |
| Federal Home Loan Banks, SOFR + 0.11% (a)<br>| &nbsp;&nbsp;4.500% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 |
| Federal Home Loan Banks, SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.520% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;02/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120520000 |
| Federal Home Loan Banks, SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.520% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;02/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384760000 |
| Federal Home Loan Banks, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192600000 |
| Federal Home Loan Banks, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163700000 |
| Federal Home Loan Banks, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;09/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185000727 |
| Federal Home Loan Banks, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473200000 |
| Federal Home Loan Banks, SOFR + 0.16% (a)<br>| &nbsp;&nbsp;4.550% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678472223 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Banks, SOFR + 0.18% (a)<br>| &nbsp;&nbsp;4.570% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;12/02/2026 | &nbsp;&nbsp;$750000000 | &nbsp;&nbsp;$750000000 |
| Federal Home Loan Banks, SOFR + 0.20% (a)<br>| &nbsp;&nbsp;4.590% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;12/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47035455 |
| Federal Home Loan Mortgage Corp., SOFR + 0.09% (a)<br>| &nbsp;&nbsp;4.480% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26109172 |
| Federal Home Loan Mortgage Corp., SOFR + 0.11% (a)<br>| &nbsp;&nbsp;4.500% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;03/05/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591300000 |
| Federal Home Loan Mortgage Corp., SOFR + 0.11% (a)<br>| &nbsp;&nbsp;4.500% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;05/07/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177400000 |
| Federal Home Loan Mortgage Corp., SOFR + 0.12% (a)<br>| &nbsp;&nbsp;4.505% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705628289 |
| Federal Home Loan Mortgage Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;09/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599300000 |
| Federal Home Loan Mortgage Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;09/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578000000 |
| Federal Home Loan Mortgage Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416342259 |
| Federal National Mortgage Association, SOFR + 0.12% (a)<br>| &nbsp;&nbsp;4.510% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536849752 |
| Federal National Mortgage Association, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;08/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589200000 |
| Federal National Mortgage Association, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;09/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530798611 |
| Federal National Mortgage Association, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91700000 |
| Federal National Mortgage Association, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713504000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713870775 |
| Federal National Mortgage Association, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;12/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126100000 |
| TOTAL GOVERNMENT AGENCY DEBT<br>|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;19969624634 |
| **TREASURY DEBT—45.8%** |  |  |  |  |  |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;3.795% | &nbsp;&nbsp;10/02/2025 | &nbsp;&nbsp;10/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792674037 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786001091 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.080% | &nbsp;&nbsp;10/09/2025 | &nbsp;&nbsp;10/09/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318113387 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.085% | &nbsp;&nbsp;11/06/2025 | &nbsp;&nbsp;11/06/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3212841697 |
| U.S. Treasury Bills (b)(c)<br>| &nbsp;&nbsp;4.095% | &nbsp;&nbsp;01/02/2026 | &nbsp;&nbsp;01/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5538590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5423106403 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.096% | &nbsp;&nbsp;09/25/2025 | &nbsp;&nbsp;09/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907533200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888872037 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.100% | &nbsp;&nbsp;09/18/2025 | &nbsp;&nbsp;09/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2566935070 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855382012 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;12/26/2025 | &nbsp;&nbsp;12/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833634452 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.125% | &nbsp;&nbsp;07/10/2025 | &nbsp;&nbsp;07/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1677910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1676181469 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.135% | &nbsp;&nbsp;07/03/2025 | &nbsp;&nbsp;07/03/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48988744 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.135% | &nbsp;&nbsp;09/04/2025 | &nbsp;&nbsp;09/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1979610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964642446 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.140% | &nbsp;&nbsp;11/20/2025 | &nbsp;&nbsp;11/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286309781 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.140% | &nbsp;&nbsp;12/11/2025 | &nbsp;&nbsp;12/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2561380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2513290754 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.153% | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2823970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775056103 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.153% | &nbsp;&nbsp;12/04/2025 | &nbsp;&nbsp;12/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3135660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079222964 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.155% | &nbsp;&nbsp;12/18/2025 | &nbsp;&nbsp;12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2868088198 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.165% | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519895406 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.173% | &nbsp;&nbsp;08/14/2025 | &nbsp;&nbsp;08/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3298038000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3281024517 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891734459 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;08/28/2025 | &nbsp;&nbsp;08/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295371000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286595909 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.190% | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2115292974 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.195% | &nbsp;&nbsp;08/12/2025 | &nbsp;&nbsp;08/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5297920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5271883978 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;07/29/2025 | &nbsp;&nbsp;07/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101248417 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305071000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299741960 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.203% | &nbsp;&nbsp;08/21/2025 | &nbsp;&nbsp;08/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2639466184 |
| U.S. Treasury Bills (b)(c)<br>| &nbsp;&nbsp;4.208% | &nbsp;&nbsp;10/28/2025 | &nbsp;&nbsp;10/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97870000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96508812 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.220% | &nbsp;&nbsp;10/14/2025 | &nbsp;&nbsp;10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685714816 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.235% | &nbsp;&nbsp;10/21/2025 | &nbsp;&nbsp;10/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900082576 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.248% | &nbsp;&nbsp;09/16/2025 | &nbsp;&nbsp;09/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1869970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1852996154 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.250% | &nbsp;&nbsp;09/11/2025 | &nbsp;&nbsp;09/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84267585 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.394% | &nbsp;&nbsp;08/19/2025 | &nbsp;&nbsp;08/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631674000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627896133 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.10% (a)<br>| &nbsp;&nbsp;4.379% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/31/2027 | &nbsp;&nbsp;$1798890000 | &nbsp;&nbsp;$1798797904 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.17% (a)<br>| &nbsp;&nbsp;4.410% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731684000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731569421 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.15% (a)<br>| &nbsp;&nbsp;4.431% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712182900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712174799 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.16% (a)<br>| &nbsp;&nbsp;4.441% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611070000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611079442 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.18% (a)<br>| &nbsp;&nbsp;4.463% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2084470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082897960 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.21% (a)<br>| &nbsp;&nbsp;4.486% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634946986 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.25% (a)<br>| &nbsp;&nbsp;4.526% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530243800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530252079 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.020% | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1873537101 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.100% | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1909148000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879887113 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423879864 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.190% | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430065200 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64908457 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.210% | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96134808 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.250% | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492096149 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.290% | &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2728515731 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.290% | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169790000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165654872 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.300% | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873756000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866725758 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.310% | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132997243 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.330% | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134209343 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.340% | &nbsp;&nbsp;11/30/2025 | &nbsp;&nbsp;11/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139014000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139309216 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.440% | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050567000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2044613310 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;5.020% | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326135904 |
| TOTAL TREASURY DEBT<br>|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;78444079185 |
| **GOVERNMENT AGENCY REPURCHASE AGREEMENTS—17.7%** |  |  |  |  |  |
| Agreement with Bank of Montreal and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Government National Mortgage Associations, 3.500% - 7.000% due 07/20/2044 - 06/20/2065, valued at $56,100,001); expected proceeds $55,006,707<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000000 |
| Agreement with Barclays Capital, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 3.000% - 4.500% due 04/01/2037 - 12/01/2049, Federal National Mortgage Associations, 2.500% - 6.000% due 05/01/2037 - 03/01/2053 and Government National Mortgage Associations, 2.500% - 6.500% due 04/20/2036 - 09/15/2059, valued at $51,000,000); expected proceeds $50,006,111<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000000 |
| Agreement with BNP Paribas and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 0.795% - 19.433% due 01/15/2027 - 04/25/2055, Federal National Mortgage Associations, 1.745% - 22.033% due 12/25/2053 - 10/25/2054 and Government National Mortgage Associations, 0.000% - 22.726% due 01/20/2041 - 09/20/2073, valued at $128,831,370); expected proceeds $125,094,287<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125079000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125079000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Citigroup Global Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 06/03/2025 (collateralized by Federal Home Loan Mortgage Corporations, 0.000% - 12.790% due 06/15/2027 - 03/25/2055, Federal National Mortgage Associations, 0.000% - 13.255% due 03/25/2030 - 10/25/2060 and Government National Mortgage Associations, 0.000% - 18.887% due 06/20/2050 - 06/20/2075, valued at $978,500,072); expected proceeds $964,186,667 (d)<br>| &nbsp;&nbsp;4.480% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/01/2025 | &nbsp;&nbsp;$950000000 | &nbsp;&nbsp;$950000000 |
| Agreement with Citigroup Global Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 06/18/2025 (collateralized by Federal Home Loan Mortgage Corporations, 5.155% - 8.235% due 06/25/2054 - 07/25/2055, valued at $206,000,000); expected proceeds $202,913,333 (d)<br>| &nbsp;&nbsp;4.370% | &nbsp;&nbsp;10/16/2025 | &nbsp;&nbsp;10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 |
| Agreement with Citigroup Global Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Government National Mortgage Associations, 0.000% - 36.374% due 02/16/2041 - 06/20/2075, valued at $862,110,000); expected proceeds $837,102,300<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a Federal Home Loan Mortgage Corporation, 6.500% due 04/01/2055, valued at $306,000,000); expected proceeds $300,036,833<br>| &nbsp;&nbsp;4.420% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a Federal Home Loan Mortgage Corporation, 6.623% due 01/01/2054 and Federal National Mortgage Associations, 1.500% - 7.500% due 07/01/2028 - 06/01/2055, valued at $2,040,000,000); expected proceeds $2,000,244,444<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Note, 4.000% due 02/28/2030, Federal Home Loan Mortgage Corporations, 3.500% - 6.500% due 06/01/2040 - 07/01/2055 and Federal National Mortgage Associations, 2.000% - 7.000% due 07/01/2036 - 06/01/2063, valued at $1,173,000,569); expected proceeds $1,150,140,556<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 1.500% - 8.500% due 08/01/2025 - 07/01/2055, Federal National Mortgage Associations, 1.500% - 8.500% due 07/25/2025 - 07/01/2055, a U.S. Treasury Bill, 0.000% due 04/16/2026, U.S. Treasury Bonds, 2.750% - 4.625% due 11/15/2042 - 05/15/2054 and U.S. Treasury Notes, 0.625% - 4.625% due 03/31/2026 - 08/15/2033, valued at $6,120,000,000); expected proceeds $6,000,731,667<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Goldman Sachs & Co. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 2.000% - 6.500% due 01/01/2029 - 05/01/2055, Federal National Mortgage Associations, 2.000% - 6.500% due 09/01/2028 - 04/01/2055, Federal National Mortgage Associations Strips, 6.000% due 02/01/2053 and Government National Mortgage Associations, 0.226% - 7.500% due 01/20/2039 - 06/16/2066, valued at $2,058,695,817); expected proceeds $2,015,245,461<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;$2014999183 | &nbsp;&nbsp;$2014999183 |
| Agreement with HSBC Securities USA, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 2.000% - 7.500% due 05/01/2036 - 02/01/2055 and Federal National Mortgage Associations, 2.000% - 7.500% due 12/01/2032 - 05/01/2055, valued at $444,720,000); expected proceeds $436,053,289<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436000000 |
| Agreement with ING Financial Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 3.000% - 6.000% due 06/01/2052 - 04/01/2055 and Federal National Mortgage Associations, 2.000% - 6.500% due 12/01/2047 - 12/01/2054, valued at $459,000,001); expected proceeds $450,054,875<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000000 |
| Agreement with JP Morgan Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/27/2025 (collateralized by Federal Home Loan Mortgage Corporations, 0.150% - 8.055% due 09/25/2026 - 07/01/2055, Federal National Mortgage Associations, 0.000% - 6.782% due 04/25/2030 - 05/25/2055, Federal National Mortgage Associations Strips, 4.500% - 6.500% due 11/01/2039 - 05/01/2055 and Government National Mortgage Associations, 0.125% - 6.202% due 07/16/2039 - 01/16/2063, valued at $3,430,135,448); expected proceeds $3,298,773,472 (d)<br>| &nbsp;&nbsp;4.540% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250000000 |
| Agreement with JP Morgan Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a Government National Mortgage Association, 5.500% due 06/20/2055, valued at $91,800,002); expected proceeds $90,010,975<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000000 |
| Agreement with JP Morgan Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 1.500% - 7.505% due 08/01/2029 - 04/01/2055 and Federal National Mortgage Associations, 1.500% - 7.500% due 08/01/2026 - 07/01/2065, valued at $6,489,452,161); expected proceeds $6,362,985,603<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6362208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6362208000 |
| Agreement with Mitsubishi UFJ Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 1.899% - 7.121% due 02/07/2029 - 03/01/2055, Federal National Mortgage Associations, 2.000% - 6.500% due 12/01/2027 - 06/01/2054 and U.S. Treasury Notes, 1.250% - 4.000% due 12/31/2026 - 10/31/2029, valued at $912,900,090); expected proceeds $895,109,389<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Royal Bank of Canada and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Farm Credit Banks, 4.000% due 03/16/2027, Federal Home Loan Mortgage Corporations, 1.500% - 6.000% due 07/01/2030 - 04/01/2055, Federal National Mortgage Associations, 1.500% - 6.500% due 11/01/2025 - 04/01/2055 and Government National Mortgage Associations, 3.000% - 7.500% due 12/15/2027 - 06/20/2055, valued at $845,580,000); expected proceeds $829,101,553<br>| &nbsp;&nbsp;4.410% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;$829000000 | &nbsp;&nbsp;$829000000 |
| Agreement with Royal Bank of Canada and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 2.000% - 7.500% due 04/01/2031 - 01/01/2055 and Federal National Mortgage Associations, 2.000% - 7.500% due 12/01/2032 - 06/01/2055, valued at $663,000,000); expected proceeds $650,079,264<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000000 |
| Agreement with Santander and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Note, 4.125% due 07/31/2031, Federal Home Loan Mortgage Corporations, 1.500% - 6.500% due 05/01/2026 - 01/01/2055, Federal National Mortgage Associations, 2.000% - 6.500% due 01/01/2040 - 12/01/2054 and Government National Mortgage Associations, 2.500% - 7.500% due 06/15/2027 - 06/20/2055, valued at $510,000,000); expected proceeds $500,061,111<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 |
| Agreement with Standard Chartered Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Inflation Index Note, 0.125% due 01/15/2030, Federal Home Loan Mortgage Corporations, 2.000% - 6.500% due 01/01/2041 - 09/01/2054, Federal National Mortgage Associations, 2.500% - 6.000% due 12/01/2041 - 12/01/2054, Government National Mortgage Associations, 4.000% - 5.500% due 04/20/2052 - 01/20/2055, U.S. Treasury Bills, 0.000% due 07/10/2025 - 11/28/2025, U.S. Treasury Bonds, 1.125% - 6.125% due 11/15/2027 - 02/15/2054 and U.S. Treasury Notes, 0.250% - 4.875% due 08/15/2025 - 11/15/2034, valued at $510,000,791); expected proceeds $500,061,111<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with UBS Securities LLC and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Farm Credit Banks, 0.900% - 5.240% due 04/23/2026 - 10/03/2039, Federal Home Loan Banks, 4.500% due 03/12/2027, Federal Home Loan Mortgage Corporations, 0.000% - 6.750% due 07/21/2025 - 10/10/2029, Federal National Mortgage Associations, 0.000% - 7.250% due 10/22/2025 - 11/15/2030, Resolution Funding Strips, 0.000% due 07/15/2025 - 07/15/2026, Tennessee Valley Authorities, 0.000% - 5.250% due 11/01/2025 - 12/15/2042, U.S. Treasury Bills, 0.000% due 07/03/2025 - 05/14/2026, U.S. Treasury Bonds, 1.125% - 6.875% due 08/15/2025 - 05/15/2053, U.S. Treasury Inflation Index Bonds, 0.125% - 2.375% due 01/15/2027 - 02/15/2054, U.S. Treasury Inflation Index Notes, 0.125% - 2.375% due 07/15/2026 - 01/15/2035, U.S. Treasury Notes, 0.250% - 5.000% due 07/15/2025 - 05/15/2035 and U.S. Treasury Strips, 0.000% due 08/15/2025 - 11/15/2052, valued at $153,000,000); expected proceeds $150,018,333<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;$150000000 | &nbsp;&nbsp;$150000000 |
| Agreement with Wells Fargo Bank and Bank of New York Mellon (Tri-Party), dated 04/01/2025 (collateralized by Federal Farm Credit Banks, 1.680% - 5.600% due 01/09/2026 - 06/25/2040, Federal Home Loan Banks, 0.650% - 5.950% due 06/03/2026 - 11/05/2041, Federal National Mortgage Associations, 0.450% - 4.750% due 08/18/2025 - 11/16/2035, Resolution Funding Strips, 0.000% due 10/15/2027 - 04/15/2030 and Tennessee Valley Authorities, 0.000% - 6.750% due 09/15/2025 - 09/15/2060, valued at $721,814,956); expected proceeds $710,271,722 (d)<br>| &nbsp;&nbsp;4.330% | &nbsp;&nbsp;08/01/2025 | &nbsp;&nbsp;08/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000000 |
| Agreement with Wells Fargo Bank and Bank of New York Mellon (Tri-Party), dated 06/11/2025 (collateralized by a Government National Mortgage Association, 4.500% due 06/20/2052, Federal Home Loan Mortgage Corporations, 2.000% - 7.169% due 09/01/2043 - 05/01/2055 and Federal National Mortgage Associations, 2.000% - 6.500% due 07/01/2041 - 01/01/2055, valued at $393,653,389); expected proceeds $389,206,125 (d)<br>| &nbsp;&nbsp;4.370% | &nbsp;&nbsp;09/09/2025 | &nbsp;&nbsp;09/09/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000000 |
| Agreement with Wells Fargo Bank and Bank of New York Mellon (Tri-Party), dated 06/11/2025 (collateralized by Federal Farm Credit Banks, 2.080% due 10/06/2036, Federal Home Loan Mortgage Corporations, 0.375% - 6.000% due 09/23/2025 - 07/01/2055, Federal National Mortgage Associations, 2.500% - 6.000% due 12/01/2051 - 01/01/2055, Government National Mortgage Associations, 2.500% - 7.000% due 06/15/2039 - 06/20/2065, U.S. Treasury Bonds, 3.000% - 4.625% due 11/15/2042 - 05/15/2054, U.S. Treasury Inflation Index Bonds, 0.750% - 2.375% due 02/15/2045 - 02/15/2055 and U.S. Treasury Notes, 0.750% - 4.875% due 04/30/2026 - 05/15/2032, valued at $393,649,049); expected proceeds $386,395,625 (d)<br>| &nbsp;&nbsp;4.350% | &nbsp;&nbsp;07/11/2025 | &nbsp;&nbsp;07/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Wells Fargo Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Bond, 4.000% due 11/15/2042, a U.S. Treasury Inflation Index Note, 1.875% due 07/15/2034, Federal Farm Credit Banks, 2.080% due 10/06/2036, Federal Home Loan Mortgage Corporations, 3.000% - 6.500% due 05/01/2039 - 05/01/2055, Federal National Mortgage Associations, 2.125% - 6.500% due 04/24/2026 - 06/01/2055, Government National Mortgage Associations, 2.500% - 6.500% due 03/15/2038 - 06/20/2055 and U.S. Treasury Inflation Index Bonds, 0.750% - 3.625% due 04/15/2028 - 02/15/2048, valued at $612,074,800); expected proceeds $600,073,333<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;$600000000 | &nbsp;&nbsp;$600000000 |
| Agreement with Wells Fargo Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 1.500% - 6.000% due 04/01/2037 - 06/01/2055, valued at $510,062,333); expected proceeds $500,061,111<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 |
| TOTAL GOVERNMENT AGENCY REPURCHASE AGREEMENTS<br>|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;30364286183 |
| **TREASURY REPURCHASE AGREEMENTS—21.6%** |  |  |  |  |  |
| Agreement with Australia and New Zealand Banking Group, dated 06/30/2025 (collateralized by U.S. Treasury Notes, 1.000% – 4.625% due 07/31/2027 – 02/15/2055, valued at $2,548,097,720); expected proceeds $2,500,305,556<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000000 |
| Agreement with Bank of Nova Scotia and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Inflation Index Note, 1.375% due 07/15/2033, U.S. Treasury Bonds, 1.125% - 4.750% due 08/15/2040 - 05/15/2055 and U.S. Treasury Notes, 2.625% - 4.000% due 05/31/2027 - 02/15/2034, valued at $204,000,003); expected proceeds $200,024,389<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 |
| Agreement with Barclays Capital, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Inflation Index Bond, 0.750% due 02/15/2045, a U.S. Treasury Inflation Index Note, 1.375% due 07/15/2033, U.S. Treasury Bonds, 2.250% - 4.750% due 08/15/2039 - 05/15/2053 and U.S. Treasury Notes, 0.250% - 4.500% due 09/30/2025 - 08/15/2032, valued at $76,500,003); expected proceeds $75,009,146<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000000 |
| Agreement with BNP Paribas and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Bond, 4.000% due 11/15/2052 and U.S. Treasury Notes, 0.250% - 4.000% due 07/31/2025 - 06/30/2032, valued at $75,480,052); expected proceeds $74,009,024<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74000000 |
| Agreement with Citigroup Global Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 05/16/2025 (collateralized by a U.S. Treasury Bond, 5.375% due 02/15/2031, a U.S. Treasury Inflation Index Note, 0.125% due 07/15/2030 and U.S. Treasury Notes, 0.875% - 4.250% due 05/15/2029 - 03/31/2031, valued at $561,000,027); expected proceeds $557,926,722 (d)<br>| &nbsp;&nbsp;4.360% | &nbsp;&nbsp;09/12/2025 | &nbsp;&nbsp;09/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 05/06/2025 (collateralized by U.S. Treasury Bills, 0.000% due 04/16/2026, U.S. Treasury Bonds, 3.000% - 6.625% due 02/15/2027 - 02/15/2049 and U.S. Treasury Notes, 1.500% - 5.000% due 09/30/2025 - 06/30/2031, valued at $510,000,024); expected proceeds $507,173,056 (d)<br>| &nbsp;&nbsp;4.340% | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;$500000000 | &nbsp;&nbsp;$500000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Inflation Index Bond, 1.750% due 01/15/2028 and a U.S. Treasury Note, 3.750% due 04/30/2027, valued at $1,785,000,071); expected proceeds $1,750,213,403<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Note, 3.625% due 08/31/2029, valued at $357,000,046); expected proceeds $350,042,778<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 07/03/2025 - 03/19/2026 and U.S. Treasury Notes, 0.375% - 4.875% due 08/15/2025 - 05/15/2035, valued at $2,269,500,052); expected proceeds $2,225,270,708<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 09/25/2025 - 03/19/2026, U.S. Treasury Bonds, 1.250% - 6.625% due 02/15/2026 - 05/15/2053 and U.S. Treasury Notes, 0.250% - 4.875% due 07/31/2025 - 11/15/2034, valued at $6,834,000,034); expected proceeds $6,700,818,889<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 1.625% – 4.500% due 11/15/2025 – 04/30/2030, valued at $6,120,000,025); expected proceeds $6,000,731,667<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000000 |
| Agreement with Fixed Income Clearing Corp. and Northern Trust (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 1.250% - 3.875% due 05/31/2028 - 06/15/2028, valued at $735,613,621); expected proceeds $720,087,600<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720000000 |
| Agreement with Fixed Income Clearing Corp., dated 06/30/2025 (collateralized by U.S. Treasury Notes, 1.375% – 4.625% due 03/31/2027 – 11/15/2034, valued at $6,119,103,329); expected proceeds $6,000,733,333<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000000 |
| Agreement with JP Morgan Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/23/2025 (collateralized by a U.S. Treasury Strip, 0.000% due 05/15/2027, valued at $372,300,001); expected proceeds $365,624,555<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/07/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365000000 |
| Agreement with JP Morgan Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Note, 1.250% due 12/31/2026 and U.S. Treasury Inflation Index Notes, 0.500% - 1.625% due 10/15/2027 - 01/15/2028, valued at $4,411,500,027); expected proceeds $4,325,527,410<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Mitsubishi UFJ Securities, Inc., dated 06/30/2025 (collateralized by U.S. Treasury Notes, 0.375% – 6.250%, due 08/31/2025 – 05/15/2034, valued at $3,120,121,329); expected proceeds $3,060,373,150<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;$3060000000 | &nbsp;&nbsp;$3060000000 |
| Agreement with National Australia Bank, Ltd., dated 06/30/2025 (collateralized by a U.S. Treasury Note, 2.250% due 08/15/2027, valued at $764,737,575); expected proceeds $750,091,250<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000000 |
| Agreement with Prudential Insurance Co., dated 06/30/2025 (collateralized by U.S. Treasury Notes, 2.875% – 4.375% due 07/31/2026 – 11/15/2052 and U.S. Treasury Strips, 0.000% due 02/15/2037 – 08/15/2052, valued at $502,882,012); expected proceeds $490,761,225<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490701250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490701250 |
| Agreement with Prudential Insurance Co., dated 06/30/2025 (collateralized by U.S. Treasury Notes, 4.125% – 4.750% due 03/31/2029 – 11/15/2054 and U.S. Treasury Strips, 0.000% due 02/15/2040 – 11/15/2045, valued at $148,447,979); expected proceeds $145,086,481<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145068750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145068750 |
| Agreement with Royal Bank of Canada and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 3.500% - 3.750% due 09/30/2026 - 12/31/2028, valued at $204,000,090); expected proceeds $200,024,444<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 |
| TOTAL TREASURY REPURCHASE AGREEMENTS<br>|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36979770000 |
| **TOTAL INVESTMENTS –96.8% (e)(f)<br>**  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**165757760002** |
| **Other Assets in Excess of Liabilities —3.2% <br>**  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5416966706** |
| **NET ASSETS –100.0% <br>**  |  |  |  |  | &nbsp;&nbsp;**$171174726708** |

---

(a) Variable Rate Security - Interest rate shown is rate in effect at June 30, 2025. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above.

(b) Rate shown is the discount rate at time of purchase.

(c) When-issued security.

(d) Illiquid security. These securities represent $6,920,000,000 or 4.0% of net assets as of June 30, 2025.

(e) Also represents the cost for federal tax purposes.

(f) Unless otherwise indicated, the values of the securities of the Portfolio are determined based on Level 2 inputs (Note 3).

SOFR Secured Overnight Financing Rate

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in unaffiliated issuers, at value and amortized cost.<br>| &nbsp;&nbsp;&nbsp;&nbsp;$98413703819 |
| &nbsp;&nbsp;&nbsp;&nbsp;Repurchase agreements, at value and amortized cost<br>| &nbsp;&nbsp;&nbsp;&nbsp;67344056183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments<br>| &nbsp;&nbsp;&nbsp;165757760002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10220919682 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for investments sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764057827 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269147149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;177011884660 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for investments purchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5824945329 |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory and administrator fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6763247 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custody, sub-administration and transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4902781 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39082 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263878 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110554 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5837157952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $171174726708 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **INVESTMENT INCOME** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3732821230 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory and administrator fee<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41753522 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian, sub-administrator and transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4967506 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384105 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees and expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522529 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90098 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22758 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34051 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47774569 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $3685046661 |
| **REALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612124 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $3685658785 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$3685046661 | $7970796746 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(541395) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3685658785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7970255351 |
| **CAPITAL TRANSACTIONS** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Contributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341605370147 | &nbsp;&nbsp;&nbsp;&nbsp;659062075445 |
| &nbsp;&nbsp;&nbsp;&nbsp;Withdrawals<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(347858408200) | &nbsp;&nbsp;&nbsp;(645387590224) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from capital transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6253038053) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13674485221 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2567379268) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21644740572 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;173742105976 | &nbsp;&nbsp;&nbsp;&nbsp;152097365404 |
| **NET ASSETS AT END OF PERIOD<br>**  | $171174726708 | $173742105976 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/24** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/23** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/22** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/21** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/20** |
| **Total return (a)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.63% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.45% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$171174727 | &nbsp;&nbsp;$173742106 | &nbsp;&nbsp;$152097365 | &nbsp;&nbsp;$91338606 | &nbsp;&nbsp;$97388223 | &nbsp;&nbsp;$79611947 |
| **Ratios to average net assets:** |  |  |  |  |  |  |
| Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06%(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.39%(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.71% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.39% |

---

(a) Results represent past performance and are not indicative of future results. Total return for periods of less than one year are not annualized.

(b) Annualized.

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Master Funds (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of four (4) series, each of which represents a separate series of beneficial interest in the Trust. State Street U.S. Government Money Market Portfolio (the "Portfolio") is authorized to issue an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate only to the Portfolio.

The Portfolio operates as a "government money market fund" within the meaning of Rule 2a-7 under the 1940 Act to comply with the amendments to Rule 2a-7. The Portfolio is not currently subject to liquidity fees during periods of high illiquidity in the markets for the investments held by it.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Portfolio has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through the Portfolio's investments in accordance with its investment objective. The Portfolio's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Portfolio's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Portfolio's Total Return is utilized by the CODM to compare results, including the impact of the Portfolio's costs, to the Portfolio's competitors and to the Portfolio's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Portfolio is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

#### Security Valuation
The investments of the Portfolio 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 Portfolio. The Board has responsibility for overseeing the determination of the fair value of investments.

The Portfolio's securities are recorded on the basis of amortized cost which approximates fair value as permitted by Rule 2a-7 under the 1940 Act. This method values a security at its cost on the date of purchase and, thereafter, assumes a constant amortization to maturity of any premiums or accretion of any discounts.

Because of the inherent uncertainties of valuation and under certain market conditions, the values reflected in the financial statements may differ from the value received upon actual sale of those investments and it is possible that the differences could be material.

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

------

[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

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.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on trade date for financial reporting purposes. Realized gains and losses from the sale or disposition of investments are determined using the identified cost method. Interest income is recorded daily on an accrual basis. All premiums and discounts are amortized/accreted for financial reporting purposes.

All of the net investment income and realized gains and losses from the security transactions of the Portfolio are allocated pro rata among the partners in the Portfolio on a daily basis based on each partner's daily ownership percentage.

#### Expenses
Certain expenses, which are directly identifiable to a specific Portfolio, are applied to that Portfolio within the Trust. Other expenses which cannot be attributed to a specific Portfolio are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Portfolio within the Trust.

4.&nbsp;&nbsp;&nbsp;&nbsp;Securities and Other Investments

#### Repurchase Agreements
The Portfolio may enter into repurchase agreements under the terms of a Master Repurchase Agreement. A repurchase agreement customarily obligates the seller at the time it sells securities to the Portfolio to repurchase the securities at a mutually agreed upon price and time. During the term of a repurchase agreement, the value of the underlying securities held as collateral on behalf of the Portfolio including accrued interest, is required to exceed the value of the repurchase agreement, including accrued interest.

The Portfolio monitors, on a daily basis, the value of the collateral to ensure it is at least equal to the Portfolio's principal amount of the repurchase agreement (including accrued interest). The underlying securities are ordinarily United States Government or Government Agency securities, but may consist of other securities. The use of repurchase agreements involves certain risks including counterparty risks. In the event of a default by the counterparty, realization of the collateral proceeds could be delayed, during which the value of the collateral may decline.

As of June 30, 2025, the Portfolio had invested in repurchase agreements with the gross values of $67,344,056,183 and associated collateral equal to $68,840,364,869.

5.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory and Administrator Fee
The Trust has entered into an investment advisory agreement with SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM"), a subsidiary of State Street Corporation and an affiliate of State Street Bank and Trust Company ("State Street"), under which the Adviser directs the investments of the Portfolio in accordance with its investment objective, policies, and limitations. In compensation for the Adviser's services as investment adviser, the Portfolio pays the Adviser a management fee at an annual rate of 0.05% of its average daily net assets. SSGA FM also serves as administrator.

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#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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Each of the Adviser and State Street Global Advisors Funds Distributors, LLC (each a "Service Provider") also may voluntarily reduce all or a portion of its fees and/or reimburse expenses for a Portfolio to the extent necessary to maintain a certain minimum net yield, which may vary from time to time, in SSGA FM's sole discretion (any such waiver or reimbursement of expenses by a Service Provider being referred to herein as a "Voluntary Reduction"). The Adviser may, in its sole discretion, implement the Voluntary Reduction for some series of the Trust and not others. The amount of any Voluntary Reduction may differ between such series in the Adviser's sole discretion. The business objectives of the Adviser and its affiliates and their broader relationships with certain Portfolio shareholders, Financial Intermediaries or distribution channels could give the Adviser an incentive to implement the Voluntary Reduction for some series of the Trust and not others, or to implement it to a greater degree for some series or share classes than others. Under an agreement with the Service Providers relating to the Voluntary Reduction, the Portfolios have agreed to reimburse the Service Providers for the full dollar amount of any Voluntary Reduction beginning on May 1, 2020, subject to certain limitations. Each Service Provider may, in its sole discretion, irrevocably waive receipt of any or all reimbursement amounts due from a Portfolio.

A reimbursement to the Service Provider would increase fund expenses and may negatively impact the Portfolio's yield during such period. There is no guarantee that the Voluntary Reduction will be in effect at any given time or that the Portfolio will be able to avoid a negative yield.

There were no reimbursements for the period ended June 30, 2025.

#### Custodian, Sub-Administrator and Transfer Agent Fees
State Street serves as the custodian, sub-administrator and transfer agent to the Portfolio. For its services as custodian, sub-administrator and transfer agent, the Portfolio pays State Street an annual fee. The fees are accrued daily and paid monthly.

6.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trust's Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Portfolio. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

7.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Portfolio is not required to pay federal income taxes on its net investment income and net capital gains because it is treated as a partnership for federal income tax purposes. All interest, gains and losses of the Portfolio are deemed to have been "passed through" to the Portfolio's partners in proportion to their holdings in the Portfolio, regardless of whether such items have been distributed by the Portfolio. Each partner is responsible for its tax liability based on its distributive share; therefore, no provision has been made for federal income taxes.

The Portfolio files federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction. SSGA FM has analyzed the Portfolio's tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

As of June 30, 2025, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes.

8.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Portfolio's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Portfolio's investments more than if the Portfolio was more broadly diversified.

#### Market, Credit and Counterparty Risk
In the normal course of business, the Portfolio trades securities and enters into financial transactions where risk of potential loss exists due to changes in global economic conditions and fluctuations of the market (market risk). Additionally, the Portfolio may also be exposed to counterparty risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Portfolio has unsettled or open transactions defaults. The value of securities held by the Portfolio may decline in response to certain events, including those directly involving

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#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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the companies whose securities are owned by the Portfolio; conditions affecting the general economy; overall market changes; local, regional or global political, social or economic instability; and currency and interest rate and price fluctuations (credit risk).

Financial assets, which potentially expose the Portfolio to market, credit and counterparty risks, consist principally of investments and cash due from counterparties. The extent of the Portfolio's exposure to market, credit and counterparty risks in respect to these financial assets approximates their value as recorded in the Portfolio's Statement of Assets and Liabilities, less any collateral held by the Portfolio.

The Portfolio's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. The Portfolio is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Portfolio and its investments.

9.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Portfolio through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

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#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

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#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT<sup>1</sup>
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of the State Street Master Funds (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street U.S. Government Money Market Portfolio (the "Portfolio"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for the feeder fund for which the Portfolio serves as the master fund in a master-feeder structure (the "Fund"):

o Comparisons of the Fund's performance over the past one-, three-, five- and ten-year periods ended December 31, 2024, to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge") for the Fund (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Fund's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Fund's historical average net assets relative to its total expenses, management fees, and non-management expenses over the past five calendar years; and

o Comparisons of the Fund's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

_______________________________

*<sup>1</sup> Over the course of many years overseeing the Portfolio and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreement, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.*

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[**Table of Contents**](#JOB_SSIIT_6e9cad71-704c-4f44-933a-f8bf6b8af9fa_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Fund; and

• Profitability analyses for (a) the Adviser with respect to the Portfolio and (b) affiliates of the Adviser that provide services to the Portfolio ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Portfolio.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolio of the Portfolio and for Portfolio operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Portfolio and its service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Portfolio;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Portfolio by SSGA FM in its capacity as the Portfolio's administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Portfolio by affiliates of the Adviser, including the custodian, sub-administrator, transfer agent and fund accountant of the Portfolio, and the role of the Adviser in managing the Portfolio's relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Portfolio;

• Responses to a request for information reviewed prior to the April 2, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of:

o SSGA FM, in its capacity as the Portfolio's Adviser and Administrator, with respect to its operations relating to the Portfolio and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other Affiliated Service Providers to the Portfolio, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator, custodian and transfer agent for the Portfolio, with respect to its operations relating to the Portfolio; and

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Portfolio (the "Distributor"), with respect to its operations relating to the Portfolio;

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#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

• Information from SSGA FM, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel, with respect to the Fund.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser and other service providers of the Portfolio throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Portfolio and the investment strategies used in pursuing the Portfolio's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the Portfolio.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, at the meeting held on May 7-8, 2025, the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Portfolio

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to the Portfolio by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by the Portfolio, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Portfolio. The Board evaluated the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing various funds that invest primarily in money market instruments. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Portfolio, including reputational and entrepreneurial risks. The Board considered the Adviser's success in maintaining the constant dollar value of the Portfolio through extraordinary market conditions. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Portfolio by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of SSGA FM and various Affiliated Service Providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Portfolio.

<u>Portfolio Performance</u>

The Board considered the Portfolio's performance by evaluating the performance of the Fund. The Board compared the Fund's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024. For purposes of these comparisons the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data

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#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

generally useful, they recognized its limitations, including that the data may vary depending on the end date selected and that the results of the performance comparisons may vary depending on the selection of the peer group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall financial market conditions. Among other information, the Board considered the following performance information in its evaluation of the Portfolio:

*Money Market Funds, Generally. The Board noted the relatively narrow range of returns in each Fund's Performance Group and Performance Universe. The Board also observed that several basis points of performance, whether from yield on portfolio investments or fees waived by service providers, accounted for substantial differences in performance relative to other funds in such Performance Group and Performance Universe during periods when preservation of capital and net asset value were generally considered by stockholders to have been more important than several basis points of yield.*

*State Street Institutional U.S. Government Money Market Fund and State Street U.S. Government Money Market Portfolio. The Board considered that the Fund's performance was above the medians of its Performance Group and Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was above the Benchmark for the 1-, 3-, 5- and 10-year periods.*

On the basis of the foregoing and other relevant information, the Board concluded that the performance of the Portfolio is satisfactory.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual investment advisory fee rates payable by the Portfolio and actual fees paid by the Fund, net of waivers. As part of its review, the Board considered the Fund's management fee and total expense ratio, including the portion attributable to administrative services provided by SSGA FM (both before and after giving effect to any expense caps), as compared to its Expense Group and Expense Universe, as constructed by Broadridge, and the related Broadridge analysis for the Fund. The Board also considered the comparability of the fees charged and the services provided to the Fund by the Adviser to the fees charged and services provided to other clients of the Adviser, including institutional accounts. The Board considered the investment advisory fee in the context of the overall master-feeder arrangement with the Fund. Among other information, the Board considered the following expense information in its evaluation of the Portfolio:

*State Street Institutional U.S. Government Money Market Fund and State Street U.S. Government Money Market Portfolio. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.*

On the basis of the foregoing and other relevant information, and in light of the nature, extent and quality of the services provided by the Adviser, the Board concluded that the fees and the expense ratio of the Fund compare favorably to the fees and expenses of the Expense Group and Expense Universe and the fees and expense ratio of the Portfolio are reasonable in relation to the services provided.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Portfolio and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Portfolio, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Portfolio and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to the Portfolio, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Portfolio, were reasonable in relation to the services provided.

<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the Portfolio and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the Portfolio and fund complex increase. The Board

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#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the management of the Portfolio or the fund complex taken as a whole. The Board concluded that, in light of the current size of the Portfolio and the fund complex, the level of profitability of the Adviser and its affiliates with respect to the Portfolio and the fund complex over various time periods, and the comparative management fee and expense ratio of the Fund during these periods, it does not appear that the Adviser or its affiliates has realized benefits from economies of scale in managing the assets of the Portfolio to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Portfolio at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of the Portfolio and its shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

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## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Institutional Investment Trust
State Street Institutional Treasury Money Market Fund

**The information contained in this report is intended for the general information of shareholders of the Fund. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Fund prospectus which contains important information concerning the Fund and the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-866-392-0869 or visiting *www.ssga.com*. Please read the prospectus carefully before investing in the Fund.**![](g52640img6ab0d3901.jpg)

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**TABLE OF CONTENTS** (Unaudited)

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| | |
|:---|:---|
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_e3cf26b3-637b-4fe4-b320-81f2a0587660_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_fa40a23f-3479-4c32-aa0d-c69bd573c66c_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_e3bf589d-c63f-4866-9d4f-6e244f62b03d_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_4d8c34a8-23ec-49f5-822f-7d537cdc21c8_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_2629fb6f-a452-47bb-8744-6dd2fc9bac88_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;13 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_91e398b0-6a7f-4644-8993-afc4b8c7bd01_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;18 |

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#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

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[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

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| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment in corresponding affiliated Portfolio, at value and cost<br>| &nbsp;&nbsp;&nbsp;&nbsp;$11834778003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;11834778003 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for fund shares repurchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107175 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486835 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shareholder servicing fee payable <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170401 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37716 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17992 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14603 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6955412 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7791453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $11826986550 |
| **NET ASSETS CONSIST OF:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in capital<br>| $11826774441 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $11826986550 |
| **Administration Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$563313920 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563310148 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Bancroft Capital Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$50017 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Cabrera Capital Markets Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$12057213 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12057184 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Institutional Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$816949430 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816937289 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Investment Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$177139377 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177136154 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Investor Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$268127513 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268122477 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Opportunity Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$33043467 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33041208 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Premier Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$9956305613 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9956220745 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **INCOME AND EXPENSES ALLOCATED FROM AFFILIATED PORTFOLIO** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;$274542369 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3630660) |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENT INCOME (LOSS) ALLOCATED FROM AFFILIATED PORTFOLIO<br>**  | &nbsp;&nbsp;&nbsp;270911709 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Administration Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bancroft Capital Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cabrera Capital Markets Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Opportunity Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Premier Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2577789 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shareholder servicing fees |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Administration Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bancroft Capital Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cabrera Capital Markets Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Opportunity Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16093 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution fees |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Administration Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92466 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10396 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10799 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73036 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29326 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10218 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14790 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44415 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4676952 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $266234757 |
| **REALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18428 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $266253185 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$266234757 | $629784735 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321040 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266253185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630105775 |
| **DISTRIBUTIONS TO SHAREHOLDERS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11280645) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4658046) |
| &nbsp;&nbsp;&nbsp;&nbsp;Bancroft Capital Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1042) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(314340) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cabrera Capital Markets Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(197005) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(423984) |
| &nbsp;&nbsp;&nbsp;&nbsp;Institutional Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24351436) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66728069) |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3610984) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20440483) |
| &nbsp;&nbsp;&nbsp;&nbsp;Investor Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5223389) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17495439) |
| &nbsp;&nbsp;&nbsp;&nbsp;Opportunity Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2271640) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5057250) |
| &nbsp;&nbsp;&nbsp;&nbsp;Premier Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(219301396) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(514885559) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Total distributions to shareholders <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(266237537) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(630003170) |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |  |
| **Administration Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59152639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582931016 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2186844 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61990749) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19090398) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2770298) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566027462 |
| **Bancroft Capital Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90000000) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Cabrera Capital Markets Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275900002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14189 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36046657) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(264941047) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3998817) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10973144 |
| **Institutional Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4326266208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8038170144 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5168147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15183695 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4985202414) | &nbsp;&nbsp;&nbsp;&nbsp;(7750617388) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(653768059) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302736451 |
| **Investment Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263150824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887104256 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164973 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(380860682) | &nbsp;&nbsp;&nbsp;&nbsp;(1110956463) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117649132) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(223687234) |
| **Investor Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2448569623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6924114353 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13479090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2344710264) | &nbsp;&nbsp;&nbsp;&nbsp;(7026994943) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108592921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(89401500) |
| **Opportunity Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108951009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477467759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2056786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4051040 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1291808373) | &nbsp;&nbsp;&nbsp;&nbsp;(1417068498) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(180800578) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64450301 |
| **Premier Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41988254969 | &nbsp;&nbsp;&nbsp;&nbsp;88654843787 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208743922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488437001 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42999241928) | &nbsp;&nbsp;&nbsp;(89857261408) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(802243037) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(713980620) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from beneficial interest transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;(1652637000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82881996) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;(1652621352) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82779391) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;13479607902 | &nbsp;&nbsp;&nbsp;&nbsp;13562387293 |
| **NET ASSETS AT END OF PERIOD<br>**  | $11826986550 | $13479607902 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### STATEMENTS OF CHANGES IN NET ASSETS (continued)

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **SHARES OF BENEFICIAL INTEREST:** |  |  |
| **Administration Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59152639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582931016 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2186844 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61990749) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19090398) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| $(2770298) | $566027462 |
| **Bancroft Capital Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90000000) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Cabrera Capital Markets Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275900002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14189 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36046657) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(264941047) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3998817) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10973144 |
| **Institutional Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4326266208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8038170144 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5168147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15183695 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4985202414) | &nbsp;&nbsp;&nbsp;&nbsp;(7750617388) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(653768059) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302736451 |
| **Investment Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263150824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887104256 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164973 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(380860682) | &nbsp;&nbsp;&nbsp;&nbsp;(1110956463) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117649132) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(223687234) |
| **Investor Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2448569623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6924114353 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13479090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2344710264) | &nbsp;&nbsp;&nbsp;&nbsp;(7026994943) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108592921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(89401500) |
| **Opportunity Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108951009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477467759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2056786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4051040 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1291808373) | &nbsp;&nbsp;&nbsp;&nbsp;(1417068498) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(180800578) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64450301 |
| **Premier Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41988254969 | &nbsp;&nbsp;&nbsp;&nbsp;88654843787 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208743922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488437001 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42999241928) | &nbsp;&nbsp;&nbsp;(89857261408) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(802243037) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(713980620) |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Administration Class (a)** | &nbsp;&nbsp;**Administration Class (a)** | &nbsp;&nbsp;**Administration Class (a)** | &nbsp;&nbsp;**Administration Class (a)** | &nbsp;&nbsp;**Administration Class (a)** | &nbsp;&nbsp;**Administration Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0198 | &nbsp;&nbsp;&nbsp;&nbsp;0.0475 | &nbsp;&nbsp;&nbsp;&nbsp;0.0464 | &nbsp;&nbsp;&nbsp;&nbsp;0.0127 | &nbsp;&nbsp;&nbsp;&nbsp;0.0009 | &nbsp;&nbsp;&nbsp;&nbsp;0.0029 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;0.0009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;(0.0002) | &nbsp;&nbsp;&nbsp;(0.0007) | &nbsp;&nbsp;&nbsp;(0.0001) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0198 | &nbsp;&nbsp;&nbsp;&nbsp;0.0484 | &nbsp;&nbsp;&nbsp;&nbsp;0.0464 | &nbsp;&nbsp;&nbsp;&nbsp;0.0125 | &nbsp;&nbsp;&nbsp;&nbsp;0.0002 | &nbsp;&nbsp;&nbsp;&nbsp;0.0028 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.0198) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0484) | &nbsp;&nbsp;&nbsp;(0.0464) | &nbsp;&nbsp;&nbsp;(0.0125) | &nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;(0.0028) |
| &nbsp;&nbsp;&nbsp;Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.0198) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0484) | &nbsp;&nbsp;&nbsp;(0.0464) | &nbsp;&nbsp;&nbsp;(0.0125) | &nbsp;&nbsp;&nbsp;(0.0002) | &nbsp;&nbsp;&nbsp;(0.0028) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.95% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.74% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.26% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.28% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$563314 | &nbsp;&nbsp;$566084 | &nbsp;&nbsp;$53 | &nbsp;&nbsp;$50 | &nbsp;&nbsp;$50 | &nbsp;&nbsp;$325 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.37% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.37% |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.18% |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.98%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.65% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.27% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Amount is less than 0.005%.

(e) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Bancroft Capital Class (a)** | &nbsp;&nbsp;**Bancroft Capital Class (a)** | &nbsp;&nbsp;**Bancroft Capital Class (a)** | &nbsp;&nbsp;**Bancroft Capital Class (a)** | &nbsp;&nbsp;**Bancroft Capital Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**For the<br> Period<br> 10/13/21\*-<br> 12/31/21** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0210 | &nbsp;&nbsp;&nbsp;&nbsp;0.0506 | &nbsp;&nbsp;&nbsp;&nbsp;0.0486 | &nbsp;&nbsp;&nbsp;&nbsp;0.0144 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss) <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;(0.0002) | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0210 | &nbsp;&nbsp;&nbsp;&nbsp;0.0506 | &nbsp;&nbsp;&nbsp;&nbsp;0.0486 | &nbsp;&nbsp;&nbsp;&nbsp;0.0142 | &nbsp;&nbsp;&nbsp;&nbsp;0.0002 |
| **Distributions to shareholders from:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income <br>| &nbsp;&nbsp;&nbsp;(0.0210) | &nbsp;&nbsp;&nbsp;(0.0506) | &nbsp;&nbsp;&nbsp;(0.0486) | &nbsp;&nbsp;&nbsp;(0.0142) | &nbsp;&nbsp;&nbsp;(0.0001) |
| &nbsp;&nbsp;&nbsp;Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(0.0001) |
| &nbsp;&nbsp;&nbsp;Total distributions<br>| &nbsp;&nbsp;&nbsp;(0.0210) | &nbsp;&nbsp;&nbsp;(0.0506) | &nbsp;&nbsp;&nbsp;(0.0486) | &nbsp;&nbsp;&nbsp;(0.0142) | &nbsp;&nbsp;&nbsp;(0.0002) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.97% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.43% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(d) |
| **Ratios and Supplemental Data:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$50 | &nbsp;&nbsp;$50 | &nbsp;&nbsp;$50 | &nbsp;&nbsp;$50 | &nbsp;&nbsp;$50 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15%(e) |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05%(e) |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.21%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.23% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.86% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.44% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01%(e) |

---

\* Commencement of operations.

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Amount is less than 0.005%.

(e) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Cabrera Capital Markets Class (a)** | &nbsp;&nbsp;**Cabrera Capital Markets Class (a)** | &nbsp;&nbsp;**Cabrera Capital Markets Class (a)** | &nbsp;&nbsp;**Cabrera Capital Markets Class (a)** | &nbsp;&nbsp;**Cabrera Capital Markets Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**For the<br> Period<br> 10/20/21\*-<br> 12/31/21** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0209 | &nbsp;&nbsp;&nbsp;&nbsp;0.0506 | &nbsp;&nbsp;&nbsp;&nbsp;0.0486 | &nbsp;&nbsp;&nbsp;&nbsp;0.0145 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;(0.0003) | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0209 | &nbsp;&nbsp;&nbsp;&nbsp;0.0506 | &nbsp;&nbsp;&nbsp;&nbsp;0.0486 | &nbsp;&nbsp;&nbsp;&nbsp;0.0142 | &nbsp;&nbsp;&nbsp;&nbsp;0.0002 |
| **Distributions to shareholders from:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;(0.0209) | &nbsp;&nbsp;&nbsp;(0.0506) | &nbsp;&nbsp;&nbsp;(0.0486) | &nbsp;&nbsp;&nbsp;(0.0142) | &nbsp;&nbsp;&nbsp;(0.0001) |
| &nbsp;&nbsp;&nbsp;Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(0.0001) |
| &nbsp;&nbsp;&nbsp;Total distributions<br>| &nbsp;&nbsp;&nbsp;(0.0209) | &nbsp;&nbsp;&nbsp;(0.0506) | &nbsp;&nbsp;&nbsp;(0.0486) | &nbsp;&nbsp;&nbsp;(0.0142) | &nbsp;&nbsp;&nbsp;(0.0002) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.97% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.43% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(d) |
| **Ratios and Supplemental Data:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$12057 | &nbsp;&nbsp;$16057 | &nbsp;&nbsp;$5083 | &nbsp;&nbsp;$51 | &nbsp;&nbsp;$50 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15%(e) |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05%(e) |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.20%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.80% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.24% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.45% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02%(e) |

---

\* Commencement of operations.

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Amount is less than 0.005%.

(e) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Institutional Class (a)** | &nbsp;&nbsp;**Institutional Class (a)** | &nbsp;&nbsp;**Institutional Class (a)** | &nbsp;&nbsp;**Institutional Class (a)** | &nbsp;&nbsp;**Institutional Class (a)** | &nbsp;&nbsp;**Institutional Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0152 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;0.0038 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0010) | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0142 | &nbsp;&nbsp;&nbsp;&nbsp;0.0002 | &nbsp;&nbsp;&nbsp;&nbsp;0.0038 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.0209) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0506) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0486) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0142) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0038) |
| &nbsp;&nbsp;&nbsp;Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.0209) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0506) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0486) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0142) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0002) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0038) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.97% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.42% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.38% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$816949 | &nbsp;&nbsp;$1470716 | &nbsp;&nbsp;$1167964 | &nbsp;&nbsp;$1663786 | &nbsp;&nbsp;$911380 | &nbsp;&nbsp;$244039 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.20%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.86% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.52% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Investment Class (a)** | &nbsp;&nbsp;**Investment Class (a)** | &nbsp;&nbsp;**Investment Class (a)** | &nbsp;&nbsp;**Investment Class (a)** | &nbsp;&nbsp;**Investment Class (a)** | &nbsp;&nbsp;**Investment Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0193 | &nbsp;&nbsp;&nbsp;&nbsp;0.0474 | &nbsp;&nbsp;&nbsp;&nbsp;0.0454 | &nbsp;&nbsp;&nbsp;&nbsp;0.0126 | &nbsp;&nbsp;&nbsp;&nbsp;0.0000 | &nbsp;&nbsp;&nbsp;&nbsp;0.0027 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0008) | &nbsp;&nbsp;&nbsp;&nbsp;0.0002 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0194 | &nbsp;&nbsp;&nbsp;&nbsp;0.0474 | &nbsp;&nbsp;&nbsp;&nbsp;0.0454 | &nbsp;&nbsp;&nbsp;&nbsp;0.0118 | &nbsp;&nbsp;&nbsp;&nbsp;0.0002 | &nbsp;&nbsp;&nbsp;&nbsp;0.0028 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.0194) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0474) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0454) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0118) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0027) |
| &nbsp;&nbsp;&nbsp;Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0001) |
| &nbsp;&nbsp;&nbsp;Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.0194) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0474) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0454) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0118) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0002) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0028) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.95% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.84% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.63% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.27% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$177139 | &nbsp;&nbsp;$294788 | &nbsp;&nbsp;$518476 | &nbsp;&nbsp;$366876 | &nbsp;&nbsp;$283888 | &nbsp;&nbsp;$479954 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47% |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.41% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26% |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.88%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.80% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.26% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.21% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Investor Class (a)** | &nbsp;&nbsp;**Investor Class (a)** | &nbsp;&nbsp;**Investor Class (a)** | &nbsp;&nbsp;**Investor Class (a)** | &nbsp;&nbsp;**Investor Class (a)** | &nbsp;&nbsp;**Investor Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0207 | &nbsp;&nbsp;&nbsp;&nbsp;0.0500 | &nbsp;&nbsp;&nbsp;&nbsp;0.0481 | &nbsp;&nbsp;&nbsp;&nbsp;0.0130 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;0.0035 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;0.0008 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0207 | &nbsp;&nbsp;&nbsp;&nbsp;0.0501 | &nbsp;&nbsp;&nbsp;&nbsp;0.0481 | &nbsp;&nbsp;&nbsp;&nbsp;0.0138 | &nbsp;&nbsp;&nbsp;&nbsp;0.0002 | &nbsp;&nbsp;&nbsp;&nbsp;0.0035 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.0207) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0501) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0481) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0138) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0035) |
| &nbsp;&nbsp;&nbsp;Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.0207) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0501) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0481) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0138) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0002) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0035) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.09% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.91% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.38% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.35% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$268128 | &nbsp;&nbsp;$159534 | &nbsp;&nbsp;$248928 | &nbsp;&nbsp;$493478 | &nbsp;&nbsp;$538275 | &nbsp;&nbsp;$555517 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.15%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.98% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.73% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Opportunity Class (a)** | &nbsp;&nbsp;**Opportunity Class (a)** | &nbsp;&nbsp;**Opportunity Class (a)** | &nbsp;&nbsp;**Opportunity Class (a)** | &nbsp;&nbsp;**Opportunity Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**For the<br> Period<br> 10/28/21\*-<br> 12/31/21** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0209 | &nbsp;&nbsp;&nbsp;&nbsp;0.0506 | &nbsp;&nbsp;&nbsp;&nbsp;0.0486 | &nbsp;&nbsp;&nbsp;&nbsp;0.0252 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0110) | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0209 | &nbsp;&nbsp;&nbsp;&nbsp;0.0506 | &nbsp;&nbsp;&nbsp;&nbsp;0.0486 | &nbsp;&nbsp;&nbsp;&nbsp;0.0142 | &nbsp;&nbsp;&nbsp;&nbsp;0.0002 |
| **Distributions to shareholders from:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;(0.0209) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0506) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0486) | &nbsp;&nbsp;&nbsp;(0.0142) | &nbsp;&nbsp;&nbsp;(0.0001) |
| &nbsp;&nbsp;&nbsp;Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(0.0001) |
| &nbsp;&nbsp;&nbsp;Total distributions<br>| &nbsp;&nbsp;&nbsp;(0.0209) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0506) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0486) | &nbsp;&nbsp;&nbsp;(0.0142) | &nbsp;&nbsp;&nbsp;(0.0002) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.97% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.43% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(d) |
| **Ratios and Supplemental Data:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$33043 | &nbsp;&nbsp;$213844 | &nbsp;&nbsp;$149393 | &nbsp;&nbsp;$65406 | &nbsp;&nbsp;$50 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15%(e) |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05%(e) |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.21%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.94% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.52% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01%(e) |

---

\* Commencement of operations.

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Amount is less than 0.005%.

(e) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Premier Class (a)** | &nbsp;&nbsp;**Premier Class (a)** | &nbsp;&nbsp;**Premier Class (a)** | &nbsp;&nbsp;**Premier Class (a)** | &nbsp;&nbsp;**Premier Class (a)** | &nbsp;&nbsp;**Premier Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0040 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0041 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0211) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0509) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0489) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0144) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0040) |
| &nbsp;&nbsp;&nbsp;Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0001) |
| &nbsp;&nbsp;&nbsp;Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0211) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0509) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0489) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0144) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0002) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0041) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.21% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.45% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.40% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$9956306 | &nbsp;&nbsp;$10758535 | &nbsp;&nbsp;$11472441 | &nbsp;&nbsp;$9406734 | &nbsp;&nbsp;$11700899 | &nbsp;&nbsp;$14707995 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.23%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.08% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.89% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.39% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Institutional Investment Trust (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of thirty-one (31) series (and corresponding classes, each of which have the same rights and privileges, including voting rights), each of which represents a separate series of beneficial interest in the Trust. The Declaration of Trust permits the Board of Trustees of the Trust (the "Board" and each member thereof, a "Trustee") to authorize the issuance of an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate only to the following series (the "Fund"):

---

| | | | |
|:---|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Classes** | &nbsp;&nbsp;**Commencement<br> of Operations** | &nbsp;&nbsp;**Diversification<br> Classification** |
| State Street Institutional Treasury Money Market Fund | &nbsp;&nbsp;Administration Class<br> Bancroft Capital Class<br> Cabrera Capital Markets Class<br> Institutional Class<br> Investment Class<br> Investor Class<br> Opportunity Class<br> Premier Class<br> Select Class | &nbsp;&nbsp;July 31, 2018<br> October 13, 2021<br> October 20, 2021<br> July 31, 2018<br> October 25, 2007<br> December 22, 2016<br> October 28, 2021<br> October 25, 2007<br> Not commenced | &nbsp;&nbsp;Diversified |

---

The Fund is part of a master-feeder structure and invests substantially all of its assets in the State Street Treasury Money Market Portfolio (the "Portfolio"), a separate series of State Street Master Funds. The value of the Fund's investment in the Portfolio reflects the Fund's proportionate interest in the net assets of the Portfolio (94.27% at June 30, 2025). The performance of the Fund is directly affected by the performance of the Portfolio. The financial statements of the Portfolio, including its Schedule of Investments, are attached to this report and should be read in conjunction with the Fund's financial statements.

The Fund operates as a "government money market fund" within the meaning of Rule 2a-7 under the 1940 Act to comply with the amendments to Rule 2a-7. The Fund is not currently subject to liquidity fees during periods of high illiquidity in the markets for the investments it holds.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Fund has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through the Fund's investments in accordance with its investment objective. The Fund's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Fund's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Fund's Total Return is utilized by the CODM to compare results, including the impact of the Fund's costs, to the Fund's competitors and to the Fund's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Fund is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Security Valuation
The Fund records its investments in its Portfolio at value (net asset value) each business day. The valuation policy of the Portfolio is discussed in Note 3 of the Portfolio's Notes to Financial Statements, which are attached to this report.

The investments of the Portfolio are valued pursuant to the policy and procedures developed by the Oversight Committee (the "Committee") and approved by the Board. The Committee provides oversight of the valuation of investments for the Portfolio. The Board has responsibility for overseeing the determination of the fair value of investments.

The Portfolio's securities are recorded on the basis of amortized cost which approximates fair value as permitted by Rule 2a-7 under the 1940 Act. This method values a security at its cost on the date of purchase and, thereafter, assumes a constant amortization to maturity of any premiums or accretion of any discounts.

The summary of the inputs used for the Portfolio, as of June 30, 2025, in valuing the Portfolio's securities carried at fair value are discussed in Note 3 of the Portfolio's Notes to Financial Statements.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on the trade date for financial reporting purposes. Realized gains and losses from security transactions consist of the Fund's pro-rata share of its Portfolio's realized gains and losses. Net investment income consists of the Fund's pro-rata share of the net investment income of its Portfolio less expenses of the Fund.

#### Expenses
Certain expenses, which are directly identifiable to a specific Fund, are applied to that Fund within the Trust. Other expenses which cannot be attributed to a specific Fund are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Funds within the Trust. The Fund is allocated a pro-rata share of the expense of its Portfolio. Class specific expenses are borne by each class.

#### Distributions
Distributions from net investment income, if any, are declared daily and are payable as of the last business day of each month. Net realized capital gains, if any, are distributed annually, unless additional distributions are required for compliance with applicable tax regulations. The amount and character of income and capital gains to be distributed are determined in accordance with applicable tax regulations which may differ from net investment income and realized gains recognized for U.S. GAAP purposes.

4.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory Fee
The Fund pays no advisory fee directly to SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM"), for so long as assets of the Fund are invested in the Portfolio. The Portfolio retained SSGA FM, a subsidiary of State Street Corporation and an affiliate of State Street Bank and Trust Company ("State Street"), as its investment adviser. The Portfolio has entered into an investment advisory agreement with the Adviser, under which the Adviser directs the investments of the Portfolio in accordance with its investment objectives, policies, and limitations. In compensation for the Adviser's services as investment adviser, the Portfolio pays the Adviser a management fee at an annual rate of 0.05% of its average daily net assets.

The Adviser is contractually obligated until April 30, 2026 to waive up to the full amount of the advisory fee payable by the Fund and/or to reimburse the Fund for expenses to the extent that total annual fund operating expenses (exclusive of non-recurring account fees, interest, taxes, extraordinary expenses, acquired fund fees, any class-specific expenses, such as distribution, shareholder servicing, sub-transfer agency and administration fees) exceed 0.07% of average daily net assets on an annual basis. This waiver and/or reimbursement may not be terminated prior to April 30, 2026 except with approval of the Board. There were no waivers for the period ended June 30, 2025.

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

In addition to the contractual expense limitation for the Fund, each of the Adviser and State Street Global Advisors Funds Distributors, LLC (each a "Service Provider") also may voluntarily reduce all or a portion of its fees and/or reimburse expenses for the Fund or a share class to the extent necessary to maintain a certain minimum net yield, which may vary from time to time and from share class to share class within the Fund, in SSGA FM's sole discretion (any such waiver or reimbursement of expenses being referred to herein as a "Voluntary Reduction"). The Adviser may, in its sole discretion, implement the Voluntary Reduction for some series of the Trust, or some share classes of a series, and not others. The amount of any Voluntary Reduction may differ between such series and share classes in the Adviser's sole discretion. The business objectives of the Adviser and its affiliates and their broader relationships with certain Fund shareholders, Financial Intermediaries or distribution channels could give the Adviser an incentive to implement the Voluntary Reduction for some series of the Trust or share classes and not others, or to implement it to a greater degree for some series or share classes than others. Under an agreement with the Service Providers relating to the Voluntary Reduction, the Fund and the Portfolio have agreed to reimburse the Service Providers for the full dollar amount of any Voluntary Reduction beginning on May 1, 2020, subject to certain limitations. Each Service Provider may, in its sole discretion, irrevocably waive receipt of any or all reimbursement amounts due from the Fund.

A reimbursement to the Service Provider would increase fund expenses and may negatively impact the Fund's yield during such period. There is no guarantee that the Voluntary Reduction will be in effect at any given time or that the Fund will be able to avoid a negative yield. Any such future reimbursement of an applicable Service Provider may result in the total annual operating expenses with respect to a share class of the Fund exceeding the amount of the expense cap under the contractual expense limitation agreement because the expense is not covered by the agreement.

Fees reduced or expenses reimbursed by the Service Providers in connection with the Voluntary Reduction for the period ended June 30, 2025 were $0.

As of June 30, 2025, SSGA FM has not recouped any expenses from the Fund. Waived/reduced fees subject to potential recovery by year of expiration are as follows:

---

| | |
|:---|:---|
| **Expiration Date** | &nbsp;&nbsp;**Amount** |
| 12/31/2025<br>| &nbsp;&nbsp;$1169499 |

---

#### Administrator, Sub-Administrator and Custodian Fees
SSGA FM serves as administrator and State Street serves as custodian and sub-administrator. For its administrative services, the Fund pays a fee at an annual rate of 0.05% of its average daily net assets to SSGA FM. The fees are accrued daily and paid monthly. The Fund pays State Street an annual fee for custody services for the Fund. SSGA FM pays an annual fee to State Street for sub-administration services provided for the Fund.

#### Distribution Fees
State Street Global Advisors Funds Distributors, LLC ("SSGA FD" or the "Distributor"), an affiliate of the Adviser, serves as the distributor of the Fund.

The Fund has adopted a distribution plan pursuant to Rule 12b-1 under the 1940 Act, under which the Fund may compensate the Distributor (or others) for services in connection with the distribution of the Fund's shares and for services provided to Fund shareholders (the "Plan"). The Plan calls for payments at an annual rate (based on average daily net assets) of 0.05% and 0.10% of the Fund's net assets attributable to its Administration Class shares and Investment Class shares, respectively. In addition to payments under the Plan, the Fund may reimburse the Distributor or its affiliates for payments it makes to financial intermediaries that provide certain administrative, recordkeeping, and account maintenance services. The amount of the reimbursement and the manner in which it is calculated are reviewed by the Trustees periodically.

During the period ended June 30, 2025, the Fund's Administration Class shares and Investment Class shares paid $140,948 and $92,466, respectively, to SSGA FD under the Plan.

Under the Fund's Shareholder Servicing Plan (and other shareholder servicing arrangements), the Fund compensates financial intermediaries for providing certain services to shareholders and for maintaining shareholder accounts. The Fund's Administration Class shares, Bancroft Capital Class shares, Cabrera Capital Markets Class shares, Institutional Class shares, Investment Class shares, Investor Class shares and Opportunity Class shares made payments for these services at an annual rate up to 0.20%, 0.03%, 0.03%, 0.03%, 0.25%, 0.08%, and 0.03%, respectively, of each applicable share class's eligible average daily net assets. During the

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

period ended June 30, 2025, the Fund's Administration Class shares, Bancroft Capital Class shares, Cabrera Capital Markets Class shares, Institutional Class shares, Investment Class shares, Investor Class shares and Opportunity Class shares paid SSGA FD $563,792, $7, $1,398, $172,852, $231,164, $100,120 and $16,093, respectively, for these services, which SSGA FD subsequently paid in part to financial intermediaries.

5.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Fund. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

6.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Fund has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code of 1986, as amended. The Fund will not be subject to federal income taxes to the extent it distributes its taxable income, including any net realized capital gains, for each fiscal year. Therefore, no provision for federal income tax is required.

The Fund files federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction. As of December 31, 2024, SSGA FM has analyzed the Fund's tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

Distributions to shareholders are recorded on ex-dividend date. Income dividends and gain distributions are determined in accordance with income tax rules and regulations, which may differ from generally accepted accounting principles.

As of June 30, 2025, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes.

7.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Fund's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Fund's investments more than if the Fund was more broadly diversified.

#### Market, Credit and Counterparty Risk
In the normal course of business, the Fund trades securities and enters into financial transactions where risk of potential loss exists due to changes in global economic conditions and fluctuations of the market (market risk). Additionally, the Fund may also be exposed to counterparty risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Fund has unsettled or open transactions defaults. The value of securities held by the Fund may decline in response to certain events, including those directly involving the companies whose securities are owned by the Fund; conditions affecting the general economy; overall market changes; local, regional or global political, social or economic instability; and currency and interest rate and price fluctuations (credit risk).

Financial assets, which potentially expose the Fund to market, credit and counterparty risks, consist principally of investments and cash due from counterparties. The extent of the Fund's exposure to market, credit and counterparty risks in respect to these financial assets approximates their value as recorded in the Fund's Statement of Assets and Liabilities, less any collateral held by the Fund.

The Fund's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. The Fund is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Fund and its investments.

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

8.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Fund through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

------

#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT<sup>1</sup>
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of the State Street Institutional Investment Trust (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street Institutional Treasury Money Market Fund (the "Fund"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for the Fund:

o Comparisons of the Fund's performance over the past one-, three-, five- and ten-year periods ended December 31, 2024, to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge") for the Fund (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Fund's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Fund's historical average net assets relative to its total expenses, management fees, and non-management expenses over the past five calendar years; and

o Comparisons of the Fund's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

*____________________________________*

*<sup>1</sup> Over the course of many years overseeing the Fund and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreement, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.* 

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[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Fund; and

• Profitability analyses for (a) the Adviser with respect to the Fund and (b) affiliates of the Adviser that provide services to the Fund ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Fund.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolio of the Fund and for Fund operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Fund and its service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Fund;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Fund by SSGA FM in its capacity as the Portfolio's administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Fund by affiliates of the Adviser, including the custodian, sub-administrator, transfer agent and fund accountant of the Fund, and the role of the Adviser in managing the Fund's relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Fund;

• Responses to a request for information reviewed prior to the April 2, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of;

o SSGA FM, in its capacity as the Fund's Adviser and Administrator, with respect to its operations relating to the Fund and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other Affiliated Service Providers to the Fund, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator, custodian and shareholder servicer for the Fund, with respect to its operations relating to the Fund; and

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[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Fund (the "Distributor"), with respect to its operations relating to the Fund, together with the Fund's related distribution plans and arrangements under Rule 12b-1 of the 1940 Act;

• Information from SSGA FM, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel, with respect to the Fund.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser, and other service providers of the Fund throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Fund and the investment strategies used in pursuing the Fund's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the Fund.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, at the meeting held on May 7-8, 2025, the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Fund.

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to the Fund by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by the Fund, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Fund. The Board evaluated the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing various funds that invest primarily in money market instruments. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Fund, including reputational and entrepreneurial risks. The Board considered the Adviser's success in maintaining the constant dollar value of the Fund through extraordinary market conditions. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Fund by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of SSGA FM and various Affiliated Service Providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Fund.

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[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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<u>Fund Performance</u>

The Board compared the Fund's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024. For purposes of these comparisons the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data generally useful, they recognized its limitations, including that the data may vary depending on the end date selected and that the results of the performance comparisons may vary depending on the selection of the peer group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall financial market conditions. Among other information, the Board considered the following performance information in its evaluation of the Fund:

*Money Market Funds, Generally. The Board noted the relatively narrow range of returns in each Fund's Performance Group and Performance Universe. The Board also observed that several basis points of performance, whether from yield on portfolio investments or fees waived by service providers, accounted for substantial differences in performance relative to other funds in such Performance Group and Performance Universe during periods when preservation of capital and net asset value were generally considered by stockholders to have been more important than several basis points of yield.*

*State Street Institutional Treasury Money Market Fund and State Street Treasury Money Market Portfolio. The Board considered that the Fund's performance was above the medians of its Performance Group and Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was above the Benchmark for the 1-, 3-, 5- and 10-year periods.*

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Fund.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual investment advisory fee rates payable by the Fund and actual fees paid by the Fund, net of waivers. As part of its review, the Board considered the Fund's management fee and total expense ratio, including the portion attributable to administrative services provided by SSGA FM (both before and after giving effect to any expense caps), as compared to its Expense Group and Expense Universe, as constructed by Broadridge, and the related Broadridge analysis for the Fund. The Board also considered the comparability of the fees charged and the services provided to the Fund by the Adviser to the fees charged and services provided to other clients of the Adviser, including institutional accounts. In addition, the Board considered the willingness of the Adviser to provide undertakings from time to time to waive fees or pay expenses of the Fund to limit the total expenses borne by shareholders. Among other information, the Board considered the following expense information in its evaluation of the Fund:

State Street Institutional Treasury Money Market Fund. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.

On the basis of the foregoing and other relevant information, and in light of the nature, extent and quality of the services provided by the Adviser, the Board concluded that the fees and the expense ratio of the Fund compare favorably to the fees and expenses of the Expense Group and Expense Universe and are reasonable in relation to the services provided.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Fund and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Fund, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Fund and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to the Fund, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Fund, were reasonable in relation to the services provided.

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[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the Fund and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the Fund and fund complex increase. The Board acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the management of the Fund or the fund complex taken as a whole. The Board concluded that, in light of the current size of the Fund and the fund complex, the level of profitability of the Adviser and its affiliates with respect to the Fund and the fund complex over various time periods, and the comparative management fee and expense ratio of the Fund during these periods, it does not appear that the Adviser or its affiliates has realized benefits from economies of scale in managing the assets of the Fund to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Fund at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of the Fund and its shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality

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[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Master Funds
State Street Treasury Money Market Portfolio

![](g52640img6ab0d3901.jpg)

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[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

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**TABLE OF CONTENTS** (Unaudited)

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| | |
|:---|:---|
| **[Schedule of Investments (Unaudited) (N-CSR Item 6)](#xx_5a5ae077-b209-478e-ae5c-b19d0b436a2b_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_881411d1-bb26-414b-8590-bbc23041d80a_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_2205a58b-2ab1-4a97-965e-bebab889bcbb_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_8cc586a3-748a-4233-9183-a062ceddf5fd_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_c502f861-4ac3-4794-8f7e-689de16cfad3_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_36020b92-15b0-4a37-90d3-e45d1bc5a144_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_df3c1835-01cc-44ad-a76c-1a418a9ee4cf_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;11 |

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#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

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[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| **TREASURY DEBT—101.2%** |  |  |  |  |  |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;3.795% | &nbsp;&nbsp;10/02/2025 | &nbsp;&nbsp;10/02/2025 | &nbsp;&nbsp;$61580000 | &nbsp;&nbsp;$60946276 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.050% | &nbsp;&nbsp;10/23/2025 | &nbsp;&nbsp;10/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;101020000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99724418 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/16/2025 | &nbsp;&nbsp;10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;123740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122246802 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88011808 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.080% | &nbsp;&nbsp;10/09/2025 | &nbsp;&nbsp;10/09/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22600920 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.085% | &nbsp;&nbsp;11/06/2025 | &nbsp;&nbsp;11/06/2025 | &nbsp;&nbsp;&nbsp;&nbsp;250920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247260677 |
| U.S. Treasury Bills (a)(b)<br>| &nbsp;&nbsp;4.095% | &nbsp;&nbsp;01/02/2026 | &nbsp;&nbsp;01/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;152400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149222901 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.096% | &nbsp;&nbsp;09/25/2025 | &nbsp;&nbsp;09/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp;373361000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369620777 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.100% | &nbsp;&nbsp;09/18/2025 | &nbsp;&nbsp;09/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;558551200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553427088 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;124570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122650766 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;12/26/2025 | &nbsp;&nbsp;12/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65825287 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.125% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;209550200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209550200 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.125% | &nbsp;&nbsp;07/10/2025 | &nbsp;&nbsp;07/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;248420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248162677 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.135% | &nbsp;&nbsp;09/04/2025 | &nbsp;&nbsp;09/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;519830000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515858754 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.140% | &nbsp;&nbsp;11/20/2025 | &nbsp;&nbsp;11/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97265582 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.140% | &nbsp;&nbsp;12/11/2025 | &nbsp;&nbsp;12/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;182010000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178592810 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.150% | &nbsp;&nbsp;07/08/2025 | &nbsp;&nbsp;07/08/2025 | &nbsp;&nbsp;&nbsp;&nbsp;478000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477616906 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.153% | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;205950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202382747 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.153% | &nbsp;&nbsp;12/04/2025 | &nbsp;&nbsp;12/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;129600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127267400 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.155% | &nbsp;&nbsp;12/18/2025 | &nbsp;&nbsp;12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96187589 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.165% | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;147910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147514039 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.173% | &nbsp;&nbsp;08/14/2025 | &nbsp;&nbsp;08/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;254100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252789017 |
| U.S. Treasury Bills (a)(b)<br>| &nbsp;&nbsp;4.175% | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;195000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194681568 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;559870000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558822161 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;300000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298955000 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;08/28/2025 | &nbsp;&nbsp;08/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;105731000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105017996 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.190% | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;153530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152404093 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.195% | &nbsp;&nbsp;07/22/2025 | &nbsp;&nbsp;07/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;515900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514632591 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.195% | &nbsp;&nbsp;08/12/2025 | &nbsp;&nbsp;08/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;520360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517774581 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;07/29/2025 | &nbsp;&nbsp;07/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92826454 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;&nbsp;&nbsp;243410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242398576 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.203% | &nbsp;&nbsp;08/21/2025 | &nbsp;&nbsp;08/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;211950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210679706 |
| U.S. Treasury Bills (a)(b)<br>| &nbsp;&nbsp;4.208% | &nbsp;&nbsp;10/28/2025 | &nbsp;&nbsp;10/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7573186 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.220% | &nbsp;&nbsp;07/03/2025 | &nbsp;&nbsp;07/03/2025 | &nbsp;&nbsp;&nbsp;&nbsp;546800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546672436 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.220% | &nbsp;&nbsp;10/14/2025 | &nbsp;&nbsp;10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51142674 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.227% | &nbsp;&nbsp;09/23/2025 | &nbsp;&nbsp;09/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;100000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99013700 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.228% | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49465628 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.230% | &nbsp;&nbsp;08/19/2025 | &nbsp;&nbsp;08/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp;246719000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245254987 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.235% | &nbsp;&nbsp;10/21/2025 | &nbsp;&nbsp;10/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70735576 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.248% | &nbsp;&nbsp;09/16/2025 | &nbsp;&nbsp;09/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63805528 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.250% | &nbsp;&nbsp;09/11/2025 | &nbsp;&nbsp;09/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;156570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155237655 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.10% (c)<br>| &nbsp;&nbsp;4.379% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;257820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257817801 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.13% (c)<br>| &nbsp;&nbsp;4.406% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;487500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487517082 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.17% (c)<br>| &nbsp;&nbsp;4.410% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;179206000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179176613 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.15% (c)<br>| &nbsp;&nbsp;4.431% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;247800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247817635 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.16% (c)<br>| &nbsp;&nbsp;4.441% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;112930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112930322 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.18% (c)<br>| &nbsp;&nbsp;4.463% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;451260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450938066 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.21% (c)<br>| &nbsp;&nbsp;4.486% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;200140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200200095 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.25% (c)<br>| &nbsp;&nbsp;4.526% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/31/2026 | &nbsp;&nbsp;$312905000 | &nbsp;&nbsp;$312903601 |
| U.S. Treasury Inflation-Indexed Notes<br>| &nbsp;&nbsp;1.080% | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;927890460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927635488 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.020% | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;162743000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160144204 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.100% | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;153374000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150513302 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33508722 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.190% | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31597729 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4769506 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.210% | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600401 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.250% | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33258133 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.290% | &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;209480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208898050 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.290% | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6566095 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.300% | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43862000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43560852 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.330% | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3096676 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.440% | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;189690000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189127626 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;5.020% | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29038266 |
| **TOTAL INVESTMENTS –101.2% (d)(e)<br>**  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**12710435802** |
| **Liabilities in Excess of Other Assets —(1.2)% <br>**  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(156160107)** |
| **NET ASSETS –100.0% <br>**  |  |  |  |  | &nbsp;&nbsp;**$12554275695** |

---

(a) Rate shown is the discount rate at time of purchase.

(b) When-issued security.

(c) Variable Rate Security - Interest rate shown is rate in effect at June 30, 2025. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above.

(d) Also represents the cost for federal tax purposes.

(e) Unless otherwise indicated, the values of the securities of the Portfolio are determined based on Level 2 inputs (Note 3).

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in unaffiliated issuers, at value and amortized cost.<br>| &nbsp;&nbsp;&nbsp;&nbsp;$12710435802 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304778 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23334223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;12734074803 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for investments purchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178748119 |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory and administrator fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525628 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custody, sub-administration and transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453739 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4160 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39067 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10433 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179799108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $12554275695 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **INVESTMENT INCOME** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;$289785682 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory and administrator fee<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3313154 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian, sub-administrator and transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407201 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39107 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56496 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8372 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6208 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3832491 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $285953191 |
| **REALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19429 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $285972620 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$285953191 | $672943435 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336952 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285972620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673280387 |
| **CAPITAL TRANSACTIONS** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Contributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14990784819 | &nbsp;&nbsp;&nbsp;&nbsp;36057022712 |
| &nbsp;&nbsp;&nbsp;&nbsp;Withdrawals<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16846209358) | &nbsp;&nbsp;&nbsp;(36832811231) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from capital transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;(1855424539) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(775788519) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;(1569451919) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102508132) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;14123727614 | &nbsp;&nbsp;&nbsp;&nbsp;14226235746 |
| **NET ASSETS AT END OF PERIOD<br>**  | $12554275695 | $14123727614 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/24** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/23** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/22** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/21** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/20** |
| **Total return (a)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.29% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.49% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.48% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$12554276 | &nbsp;&nbsp;$14123728 | &nbsp;&nbsp;$14226236 | &nbsp;&nbsp;$12678909 | &nbsp;&nbsp;$14060872 | &nbsp;&nbsp;$16771503 |
| **Ratios to average net assets:** |  |  |  |  |  |  |
| Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.29%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.94% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.38% |

---

(a) Results represent past performance and are not indicative of future results. Total return for periods of less than one year are not annualized.

(b) Amount is less than 0.005%.

(c) Annualized.

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Master Funds (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of four (4) series, each of which represents a separate series of beneficial interest in the Trust. State Street Treasury Money Market Portfolio (the "Portfolio") is authorized to issue an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate only to the Portfolio.

The Portfolio operates as a "government money market fund" within the meaning of Rule 2a-7 under the 1940 Act to comply with the amendments to Rule 2a-7. The Portfolio is not currently subject to liquidity fees during periods of high illiquidity in the markets for the investments it holds.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Portfolio has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through the Portfolio's investments in accordance with its investment objective. The Portfolio's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Portfolio's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Portfolio's Total Return is utilized by the CODM to compare results, including the impact of the Portfolio's costs, to the Portfolio's competitors and to the Portfolio's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Portfolio is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

#### Security Valuation
The investments of the Portfolio 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" and each member thereof, a "Trustee"). The Committee provides oversight of the valuation of investments for the Portfolio. The Board has responsibility for overseeing the determination of the fair value of investments.

The Portfolio's securities are recorded on the basis of amortized cost which approximates fair value as permitted by Rule 2a-7 under the 1940 Act. This method values a security at its cost on the date of purchase and, thereafter, assumes a constant amortization to maturity of any premiums or accretion of any discounts.

Because of the inherent uncertainties of valuation and under certain market conditions, the values reflected in the financial statements may differ from the value received upon actual sale of those investments and it is possible that the differences could be material.

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

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[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

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.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on trade date for financial reporting purposes. Realized gains and losses from the sale or disposition of investments are determined using the identified cost method. Interest income is recorded daily on an accrual basis. All premiums and discounts are amortized/accreted for financial reporting purposes.

All of the net investment income and realized gains and losses from the security transactions of the Portfolio are allocated pro rata among the partners in the Portfolio on a daily basis based on each partner's daily ownership percentage.

#### Expenses
Certain expenses, which are directly identifiable to a specific Portfolio, are applied to that Portfolio within the Trust. Other expenses which cannot be attributed to a specific Portfolio are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Portfolio within the Trust.

4.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory and Administrator Fee
The Trust has entered into an investment advisory agreement with SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM"), a subsidiary of State Street Corporation and an affiliate of State Street Bank and Trust Company ("State Street"), under which the Adviser directs the investments of the Portfolio in accordance with its investment objective, policies, and limitations. In compensation for the Adviser's services as investment adviser, the Portfolio pays the Adviser a management fee at an annual rate of 0.05% of its average daily net assets. SSGA FM also serves as administrator.

Each of the Adviser and State Street Global Advisors Funds Distributors, LLC (each a "Service Provider") also may voluntarily reduce all or a portion of its fees and/or reimburse expenses for the Portfolio to the extent necessary to attempt to maintain a certain minimum net yield, which may vary from time to time, in SSGA FM's sole discretion (any such waiver or reimbursement of expenses by a Service Provider being referred to herein as a "Voluntary Reduction"). The Adviser may, in its sole discretion, implement the Voluntary Reduction for some series of the Trust and not others. The amount of any Voluntary Reduction may differ between such series in the Adviser's sole discretion. The business objectives of the Adviser and its affiliates and their broader relationships with certain Portfolio shareholders, Financial Intermediaries or distribution channels could give the Adviser an incentive to implement the Voluntary Reduction for some series of the Trust and not others, or to implement it to a greater degree for some series or share classes than others. Under an agreement with the Service Providers relating to the Voluntary Reduction, the Portfolio has agreed to reimburse the Service Providers for the full dollar amount of any Voluntary Reduction beginning on May 1, 2020, subject to certain limitations. Each Service Provider may, in its sole discretion, irrevocably waive receipt of any or all reimbursement amounts due from the Portfolio.

A reimbursement to the Service Provider would increase fund expenses and may negatively impact the Portfolio's yield during such period. There is no guarantee that the Voluntary Reduction will be in effect at any given time or that the Portfolio will be able to avoid a negative yield.

There were no reimbursements for the period ended June 30, 2025.

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[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Custodian, Sub-Administrator and Transfer Agent Fees
State Street serves as the custodian, sub-administrator and transfer agent to the Portfolio. For its services as custodian, sub-administrator and transfer agent, the Portfolio pays State Street an annual fee. The fees are accrued daily and paid monthly.

5.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trust's Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Portfolio. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

6.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Portfolio is not required to pay federal income taxes on its net investment income and net capital gains because it is treated as a partnership for federal income tax purposes. All interest, gains and losses of the Portfolio are deemed to have been "passed through" to the Portfolio's partners in proportion to their holdings in the Portfolio, regardless of whether such items have been distributed by the Portfolio. Each partner is responsible for its tax liability based on its distributive share; therefore, no provision has been made for federal income taxes.

The Portfolio files federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction. As of December 31, 2024, SSGA FM has analyzed the Portfolio's tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

As of June 30, 2025, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes.

7.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Portfolio's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Portfolio's investments more than if the Portfolio was more broadly diversified.

#### Market, Credit and Counterparty Risk
In the normal course of business, the Portfolio trades securities and enters into financial transactions where risk of potential loss exists due to changes in global economic conditions and fluctuations of the market (market risk). Additionally, the Portfolio may also be exposed to counterparty risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Portfolio has unsettled or open transactions defaults. The value of securities held by the Portfolio may decline in response to certain events, including those directly involving the companies whose securities are owned by the Portfolio; conditions affecting the general economy; overall market changes; local, regional or global political, social or economic instability; and currency and interest rate and price fluctuations (credit risk).

Financial assets, which potentially expose the Portfolio to market, credit and counterparty risks, consist principally of investments and cash due from counterparties. The extent of the Portfolio's exposure to market, credit and counterparty risks in respect to these financial assets approximates their value as recorded in the Portfolio's Statement of Assets and Liabilities, less any collateral held by the Portfolio.

The Portfolio's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. The Portfolio is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Portfolio and its investments.

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[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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8.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Portfolio through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

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[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

------

#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT<sup>1</sup>
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval*.*

Consistent with these requirements, the Board of Trustees (the "Board") of the State Street Master Funds (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street Treasury Money Market Portfolio (the "Portfolio"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for the feeder fund for which the Portfolio serves as the master fund in a master-feeder structure (the "Fund"):

o Comparisons of the Fund's performance over the past one-, three-, five- and ten-year periods ended December 31, 2024, to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge") for the Fund (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Fund's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Fund's historical average net assets relative to its total expenses, management fees, and non-management expenses over the past five calendar years; and

o Comparisons of the Fund's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

*____________________________________*

*<sup>1</sup> Over the course of many years overseeing the Portfolio and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreement, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.*

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[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Fund; and

• Profitability analyses for (a) the Adviser with respect to the Portfolio and (b) affiliates of the Adviser that provide services to the Portfolio ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Portfolio.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolio of the Portfolio and for Portfolio operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Portfolio and its service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Portfolio;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Portfolio by SSGA FM in its capacity as the Portfolio's administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Portfolio by affiliates of the Adviser, including the custodian, sub-administrator, transfer agent and fund accountant of the Portfolio, and the role of the Adviser in managing the Portfolio's relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Portfolio;

• Responses to a request for information reviewed prior to the April 2, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of;

o SSGA FM, in its capacity as the Portfolio's Adviser and Administrator, with respect to its operations relating to the Portfolio and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other Affiliated Service Providers to the Portfolio, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator, custodian and transfer agent for the Portfolio, with respect to its operations relating to the Portfolio; and

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[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Portfolio (the "Distributor"), with respect to its operations relating to the Portfolio;

• Information from SSGA FM, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel, with respect to the Fund.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser and other service providers of the Portfolio throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Portfolio and the investment strategies used in pursuing the Portfolio's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the Portfolio.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, at the meeting held on May 7-8, 2025 the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Portfolio.

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to the Portfolio by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by the Portfolio, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Portfolio. The Board evaluated the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing various funds that invest primarily in money market instruments. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Portfolio, including reputational and entrepreneurial risks. The Board considered the Adviser's success in maintaining the constant dollar value of the Portfolio through extraordinary market conditions. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Portfolio by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of SSGA FM and various Affiliated Service Providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Portfolio.

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[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

<u>Portfolio Performance</u>

The Board considered the Portfolio's performance by evaluating the performance of the Fund. The Board compared the Fund's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024. For purposes of these comparisons the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data generally useful, they recognized its limitations, including that the data may vary depending on the end date selected and that the results of the performance comparisons may vary depending on the selection of the peer group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall financial market conditions. Among other information, the Board considered the following performance information in its evaluation of the Portfolio:

*Money Market Funds, Generally. The Board noted the relatively narrow range of returns in each Fund's Performance Group and Performance Universe. The Board also observed that several basis points of performance, whether from yield on portfolio investments or fees waived by service providers, accounted for substantial differences in performance relative to other funds in such Performance Group and Performance Universe during periods when preservation of capital and net asset value were generally considered by stockholders to have been more important than several basis points of yield.*

*State Street Institutional Treasury Money Market Fund and State Street Treasury Money Market Portfolio. The Board considered that the Fund's performance was above the medians of its Performance Group and Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was above the Benchmark for the 1-, 3-, 5- and 10-year periods.*

On the basis of the foregoing and other relevant information, the Board concluded that the performance of the Portfolio is satisfactory.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Portfolio and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Portfolio, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Portfolio and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to the Portfolio, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Portfolio, were reasonable in relation to the services provided.

<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the Portfolio and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the Portfolio and fund complex increase. The Board acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the management of the Portfolio or the fund complex taken as a whole. The Board concluded that, in light of the current size of the Portfolio and the fund complex, the level of profitability of the Adviser and its affiliates with respect to the Portfolio and the fund complex over various time periods, and the comparative management fee and expense ratio of the Fund during these periods, it does not appear that the Adviser or its affiliates has realized benefits from economies of scale in managing the assets of the Portfolio to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Portfolio at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees,

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[**Table of Contents**](#JOB_SSIIT_f451c4b0-9d05-49f4-a3dc-394d97605605_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of the Portfolio and its shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

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## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Institutional Investment Trust
State Street Institutional Treasury Plus Money Market Fund

**The information contained in this report is intended for the general information of shareholders of the Fund. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Fund prospectus which contains important information concerning the Fund and the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-866-392-0869 or visiting *www.ssga.com*. Please read the prospectus carefully before investing in the Fund.**![](g52640img47f90e171.jpg)

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**TABLE OF CONTENTS** (Unaudited)

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| | |
|:---|:---|
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_8437f2c0-a278-42e4-ad8a-d5ab4a6f0d91_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_4307978d-0c08-40f4-b4ba-32a07ed874d2_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_374cfbb1-f4e4-4dd9-b613-a02ab21ead45_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_0fcd6687-c4d0-4d29-8e37-33dc9d0cc5bd_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_dfdebd07-6227-48fd-9ce0-3063a878042a_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;16 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_8c0efc1f-2fe9-4e7a-832f-8235f93bd0e8_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;21 |

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#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

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[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

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| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment in corresponding affiliated Portfolio, at value and cost<br>| &nbsp;&nbsp;&nbsp;&nbsp;$51362015647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;51362015647 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for fund shares repurchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2117911 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shareholder servicing fee payable <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676595 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44482 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37032 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29177727 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32171140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $51329844507 |
| **NET ASSETS CONSIST OF:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in capital<br>| $51330046127 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(201620) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $51329844507 |
| **Administration Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$1939758 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939890 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Bancroft Capital Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$49999 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Blaylock Van Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$4352382 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4352345 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Cabrera Capital Markets Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$48768719 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48762768 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Institutional Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$5337789634 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5337778395 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Investment Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$7443825 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7444217 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Investor Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$5200721603 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200755128 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Opportunity Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$673874217 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673873368 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| **Premier Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$37125812765 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37126338928 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### STATEMENT OF ASSETS AND LIABILITIES (continued)

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **Trust Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$2929091605 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2929217851 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **INCOME AND EXPENSES ALLOCATED FROM AFFILIATED PORTFOLIO** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132436741 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14784607) |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENT INCOME (LOSS) ALLOCATED FROM AFFILIATED PORTFOLIO<br>**  | &nbsp;&nbsp;&nbsp;1117652134 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Administration Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bancroft Capital Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blaylock Van Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cabrera Capital Markets Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Opportunity Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Premier Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9413327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trust Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642600 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shareholder servicing fees |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Administration Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bancroft Capital Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blaylock Van Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cabrera Capital Markets Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1928394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Opportunity Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trust Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719712 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution fees |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Administration Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4846 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24004 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10357 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13939 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862338 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81693 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55501 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138758 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17778065 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $1099874069 |
| **REALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25873 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $1099899942 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$1099874069 | $2300251587 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58260) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099899942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300193327 |
| **DISTRIBUTIONS TO SHAREHOLDERS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36990) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(142045) |
| &nbsp;&nbsp;&nbsp;&nbsp;Bancroft Capital Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1047) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2539) |
| &nbsp;&nbsp;&nbsp;&nbsp;Blaylock Van Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(107740) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1214760) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cabrera Capital Markets Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1986936) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4640664) |
| &nbsp;&nbsp;&nbsp;&nbsp;Institutional Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128313082) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(257582013) |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(190517) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(566515) |
| &nbsp;&nbsp;&nbsp;&nbsp;Investor Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(101090186) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(209870544) |
| &nbsp;&nbsp;&nbsp;&nbsp;Opportunity Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9054787) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19181366) |
| &nbsp;&nbsp;&nbsp;&nbsp;Premier Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(804898740) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1688392806) |
| &nbsp;&nbsp;&nbsp;&nbsp;Trust Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54199025) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117861962) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Total distributions to shareholders <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1099879050) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2299455214) |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |  |
| **Administration Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19713543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41858544 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138657 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19699249) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43425366) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1428165) |
| **Blaylock Van Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372000002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879176 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10000000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(516313162) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9909471) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(143433984) |
| **Cabrera Capital Markets Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736305002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2397473 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1664251500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2693380941) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53356601) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45321534 |
| **Institutional Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21538858431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35756586438 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69444571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122088711 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22239503626) | &nbsp;&nbsp;&nbsp;&nbsp;(33188633654) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(631200624) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2690041495 |
| **Investment Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14112906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26081477 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110383 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18610478) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28822067) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4460591) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2630207) |
| **Investor Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68595253039 | &nbsp;&nbsp;&nbsp;&nbsp;131208559517 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94724606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188055788 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71676047639) | &nbsp;&nbsp;&nbsp;(126283103417) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2986069994) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5113511888 |
| **Opportunity Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3959825492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5706283035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9127870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18714891 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3941476274) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5273861423) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27477088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451136503 |
| **Premier Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220749840762 | &nbsp;&nbsp;&nbsp;&nbsp;425206043976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679392478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463925687 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(218655787155) | &nbsp;&nbsp;&nbsp;(426220165915) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2773446085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449803748 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### STATEMENTS OF CHANGES IN NET ASSETS (continued)

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **Trust Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;$9346318896 | $19924937039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53020261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114942567 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8716901265) | &nbsp;&nbsp;&nbsp;&nbsp;(19735604154) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682437892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304275452 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from beneficial interest transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(201585713) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8906598264 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(201564821) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8907336377 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51531409328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42624072951 |
| **NET ASSETS AT END OF PERIOD<br>**  | $51329844507 | $51531409328 |
| **SHARES OF BENEFICIAL INTEREST:** |  |  |
| **Administration Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19713543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41858544 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138657 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19699249) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43425366) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1428165) |
| **Blaylock Van Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372000002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879176 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10000000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(516313162) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9909471) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(143433984) |
| **Cabrera Capital Markets Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736305002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2397473 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1664251500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2693380941) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53356601) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45321534 |
| **Institutional Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21538858432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35756586438 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69444571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122088711 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22239503626) | &nbsp;&nbsp;&nbsp;&nbsp;(33188633654) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(631200623) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2690041495 |
| **Investment Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14112907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26081477 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110383 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18610478) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28822067) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4460590) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2630207) |
| **Investor Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68595253039 | &nbsp;&nbsp;&nbsp;&nbsp;131208559517 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94724606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188055788 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71676047639) | &nbsp;&nbsp;&nbsp;(126283103417) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2986069994) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5113511888 |
| **Opportunity Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3959825492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5706283035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9127870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18714891 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3941476274) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5273861423) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27477088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451136503 |
| **Premier Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220749840761 | &nbsp;&nbsp;&nbsp;&nbsp;425206043976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679392478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463925687 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(218655787155) | &nbsp;&nbsp;&nbsp;(426220165915) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2773446084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449803748 |
| **Trust Class** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9346318895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19924937039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53020261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114942567 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8716901265) | &nbsp;&nbsp;&nbsp;&nbsp;(19735604154) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682437891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304275452 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Administration Class (a)** | &nbsp;&nbsp;**Administration Class (a)** | &nbsp;&nbsp;**Administration Class (a)** | &nbsp;&nbsp;**Administration Class (a)** | &nbsp;&nbsp;**Administration Class (a)** | &nbsp;&nbsp;**Administration Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0200 | &nbsp;&nbsp;&nbsp;&nbsp;0.0486 | &nbsp;&nbsp;&nbsp;&nbsp;0.0470 | &nbsp;&nbsp;&nbsp;&nbsp;0.0140 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;0.0027 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0200 | &nbsp;&nbsp;&nbsp;&nbsp;0.0486 | &nbsp;&nbsp;&nbsp;&nbsp;0.0470 | &nbsp;&nbsp;&nbsp;&nbsp;0.0140 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;0.0027 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;(0.0200) | &nbsp;&nbsp;&nbsp;(0.0486) | &nbsp;&nbsp;&nbsp;(0.0470) | &nbsp;&nbsp;&nbsp;(0.0140) | &nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;(0.0027) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.96% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.80% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.41% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.27% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$1940 | &nbsp;&nbsp;$1889 | &nbsp;&nbsp;$3317 | &nbsp;&nbsp;$1043 | &nbsp;&nbsp;$50 | &nbsp;&nbsp;$50 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.37% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.37% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.34% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25% |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.91% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.64% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.82% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.27% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Amount is less than 0.005%.

(e) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Bancroft Capital Class (a)** | &nbsp;&nbsp;**Bancroft Capital Class (a)** | &nbsp;&nbsp;**Bancroft Capital Class (a)** | &nbsp;&nbsp;**Bancroft Capital Class (a)** | &nbsp;&nbsp;**Bancroft Capital Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**For the<br> Period<br> 10/13/21\*-<br> 12/31/21** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;0.0492 | &nbsp;&nbsp;&nbsp;&nbsp;0.0157 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss) <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;0.0492 | &nbsp;&nbsp;&nbsp;&nbsp;0.0157 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| **Distributions to shareholders from:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income <br>| &nbsp;&nbsp;&nbsp;(0.0211) | &nbsp;&nbsp;&nbsp;(0.0508) | &nbsp;&nbsp;&nbsp;(0.0492) | &nbsp;&nbsp;&nbsp;(0.0157) | &nbsp;&nbsp;&nbsp;(0.0001) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.59% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(d) |
| **Ratios and Supplemental Data:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$50 | &nbsp;&nbsp;$50 | &nbsp;&nbsp;$50 | &nbsp;&nbsp;$50 | &nbsp;&nbsp;$50 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15%(e) |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05%(e) |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.22%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.08% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.92% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.59% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02%(e) |

---

\* Commencement of operations.

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Amount is less than 0.005%.

(e) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Blaylock Van Class (a)** | &nbsp;&nbsp;**Blaylock Van Class (a)** | &nbsp;&nbsp;**Blaylock Van Class (a)** | &nbsp;&nbsp;**Blaylock Van Class (a)** | &nbsp;&nbsp;**Blaylock Van Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**For the<br> Period<br> 10/20/21\*-<br> 12/31/21** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;0.0509 | &nbsp;&nbsp;&nbsp;&nbsp;0.0492 | &nbsp;&nbsp;&nbsp;&nbsp;0.0157 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;0.0492 | &nbsp;&nbsp;&nbsp;&nbsp;0.0157 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| **Distributions to shareholders from:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;(0.0211) | &nbsp;&nbsp;&nbsp;(0.0508) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0492) | &nbsp;&nbsp;&nbsp;(0.0157) | &nbsp;&nbsp;&nbsp;(0.0001) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.58% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(d) |
| **Ratios and Supplemental Data:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$4352 | &nbsp;&nbsp;$14262 | &nbsp;&nbsp;$157696 | &nbsp;&nbsp;$508 | &nbsp;&nbsp;$500 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15%(e) |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05%(e) |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.23%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.09% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.60% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01%(e) |

---

\* Commencement of operations.

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Amount is less than 0.005%.

(e) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Cabrera Capital Markets Class (a)** | &nbsp;&nbsp;**Cabrera Capital Markets Class (a)** | &nbsp;&nbsp;**Cabrera Capital Markets Class (a)** | &nbsp;&nbsp;**Cabrera Capital Markets Class (a)** | &nbsp;&nbsp;**Cabrera Capital Markets Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**For the<br> Period<br> 10/20/21\*-<br> 12/31/21** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;0.0492 | &nbsp;&nbsp;&nbsp;&nbsp;0.0158 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;0.0492 | &nbsp;&nbsp;&nbsp;&nbsp;0.0158 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| **Distributions to shareholders from:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;(0.0211) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0508) | &nbsp;&nbsp;&nbsp;(0.0492) | &nbsp;&nbsp;&nbsp;(0.0158) | &nbsp;&nbsp;&nbsp;(0.0001) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.59% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(d) |
| **Ratios and Supplemental Data:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$48769 | &nbsp;&nbsp;$102125 | &nbsp;&nbsp;$56798 | &nbsp;&nbsp;$51 | &nbsp;&nbsp;$50 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13%(e) |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04%(e) |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.22%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.60% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02%(e) |

---

\* Commencement of operations.

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Amount is less than 0.005%.

(e) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Institutional Class (a)** | &nbsp;&nbsp;**Institutional Class (a)** | &nbsp;&nbsp;**Institutional Class (a)** | &nbsp;&nbsp;**Institutional Class (a)** | &nbsp;&nbsp;**Institutional Class (a)** | &nbsp;&nbsp;**Institutional Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0157 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;0.0037 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0157 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;0.0037 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0211) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0508) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0492) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0157) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;(0.0037) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.58% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.37% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$5337790 | &nbsp;&nbsp;$5968988 | &nbsp;&nbsp;$3278847 | &nbsp;&nbsp;$2122508 | &nbsp;&nbsp;$278027 | &nbsp;&nbsp;$90569 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.22%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.57% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.34% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Investment Class (a)** | &nbsp;&nbsp;**Investment Class (a)** | &nbsp;&nbsp;**Investment Class (a)** | &nbsp;&nbsp;**Investment Class (a)** | &nbsp;&nbsp;**Investment Class (a)** | &nbsp;&nbsp;**Investment Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0195 | &nbsp;&nbsp;&nbsp;&nbsp;0.0476 | &nbsp;&nbsp;&nbsp;&nbsp;0.0460 | &nbsp;&nbsp;&nbsp;&nbsp;0.0133 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;0.0025 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0195 | &nbsp;&nbsp;&nbsp;&nbsp;0.0476 | &nbsp;&nbsp;&nbsp;&nbsp;0.0460 | &nbsp;&nbsp;&nbsp;&nbsp;0.0133 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;0.0025 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;(0.0195) | &nbsp;&nbsp;&nbsp;(0.0476) | &nbsp;&nbsp;&nbsp;(0.0460) | &nbsp;&nbsp;&nbsp;(0.0133) | &nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;(0.0025) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.96% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.86% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.70% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.33% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$7444 | &nbsp;&nbsp;$11904 | &nbsp;&nbsp;$14534 | &nbsp;&nbsp;$13378 | &nbsp;&nbsp;$23688 | &nbsp;&nbsp;$42358 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47% |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.29% |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.91%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.76% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.61% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.27% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

(e) Amount is less than 0.005%.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Investor Class (a)** | &nbsp;&nbsp;**Investor Class (a)** | &nbsp;&nbsp;**Investor Class (a)** | &nbsp;&nbsp;**Investor Class (a)** | &nbsp;&nbsp;**Investor Class (a)** | &nbsp;&nbsp;**Investor Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;0.0034 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;0.0034 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0208) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0503) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0487) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0153) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0034) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.98% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.54% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.34% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$5200722 | &nbsp;&nbsp;$8186789 | &nbsp;&nbsp;$3073226 | &nbsp;&nbsp;$5250351 | &nbsp;&nbsp;$2492307 | &nbsp;&nbsp;$546563 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.18% |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.17%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.97% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.95% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.31% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Opportunity Class (a)** | &nbsp;&nbsp;**Opportunity Class (a)** | &nbsp;&nbsp;**Opportunity Class (a)** | &nbsp;&nbsp;**Opportunity Class (a)** | &nbsp;&nbsp;**Opportunity Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**For the<br> Period<br> 10/28/21\*-<br> 12/31/21** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;0.0492 | &nbsp;&nbsp;&nbsp;&nbsp;0.0157 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0211 | &nbsp;&nbsp;&nbsp;&nbsp;0.0508 | &nbsp;&nbsp;&nbsp;&nbsp;0.0492 | &nbsp;&nbsp;&nbsp;&nbsp;0.0157 | &nbsp;&nbsp;&nbsp;&nbsp;0.0001 |
| **Distributions to shareholders from:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.0211) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0508) | &nbsp;&nbsp;&nbsp;&nbsp;(0.0492) | &nbsp;&nbsp;&nbsp;(0.0157) | &nbsp;&nbsp;&nbsp;(0.0001) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.58% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(d) |
| **Ratios and Supplemental Data:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$673874 | &nbsp;&nbsp;$646397 | &nbsp;&nbsp;$195259 | &nbsp;&nbsp;$14727 | &nbsp;&nbsp;$50 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15%(e) |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04%(e) |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.22%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.99% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.32% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(e) |

---

\* Commencement of operations.

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Amount is less than 0.005%.

(e) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Premier Class (a)** | &nbsp;&nbsp;**Premier Class (a)** | &nbsp;&nbsp;**Premier Class (a)** | &nbsp;&nbsp;**Premier Class (a)** | &nbsp;&nbsp;**Premier Class (a)** | &nbsp;&nbsp;**Premier Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0040 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0040 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0212) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0511) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0495) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0160) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0040) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.23% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.61% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.40% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$37125813 | &nbsp;&nbsp;$34352351 | &nbsp;&nbsp;$33902018 | &nbsp;&nbsp;$26238411 | &nbsp;&nbsp;$16944237 | &nbsp;&nbsp;$20004414 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.25%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.09% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.96% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.83% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Trust Class (a)** | &nbsp;&nbsp;**Trust Class (a)** | &nbsp;&nbsp;**Trust Class (a)** | &nbsp;&nbsp;**Trust Class (a)** | &nbsp;&nbsp;**Trust Class (a)** | &nbsp;&nbsp;**Trust Class (a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 06/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0036 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0036 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0209) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0505) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0489) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0155) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0036) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.56% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$2929092 | &nbsp;&nbsp;$2246653 | &nbsp;&nbsp;$1942328 | &nbsp;&nbsp;$3765775 | &nbsp;&nbsp;$3566204 | &nbsp;&nbsp;$4609983 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.18% |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.16% |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.19%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.81% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.61% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Institutional Investment Trust (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of thirty-one (31) series (and corresponding classes, each of which have the same rights and privileges, including voting rights), each of which represents a separate series of beneficial interest in the Trust. The Declaration of Trust permits the Board of Trustees of the Trust (the "Board" and each member thereof, a "Trustee") to authorize the issuance of an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate only to the following series (the "Fund"):

---

| | | | |
|:---|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Classes** | &nbsp;&nbsp;**Commencement<br> of Operations** | &nbsp;&nbsp;**Diversification<br> Classification** |
| State Street Institutional Treasury Plus Money Market Fund | &nbsp;&nbsp;Investment Class<br> Premier Class<br> Investor Class<br> Trust Class<br> Administration Class<br> Institutional Class<br> Select Class<br> Bancroft Capital Class<br> Blaylock Van Class<br> Cabrera Capital Markets Class<br> Opportunity Class | &nbsp;&nbsp;October 24, 2007<br> October 24, 2007<br> October 14, 2016<br> August 29, 2016<br> July 31, 2018<br> July 31, 2018<br> Not commenced<br> October 13, 2021<br> October 20, 2021<br> October 20, 2021<br>October 28, 2021 | &nbsp;&nbsp;Diversified |

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The Fund is part of a master-feeder structure and invests substantially all of its assets in the State Street Treasury Money Market Portfolio (the "Portfolio"), a separate series of State Street Master Funds. The value of the Fund's investment in the Portfolio reflects the Fund's proportionate interest in the net assets of the Portfolio (85.65% at June 30, 2025). The performance of the Fund is directly affected by the performance of the Portfolio. The financial statements of the Portfolio, including its Schedule of Investments, are attached to this report and should be read in conjunction with the Fund's financial statements.

The Fund operates as a "government money market fund" within the meaning of Rule 2a-7 under the 1940 Act to comply with the amendments to Rule 2a-7. The Fund is not currently subject to liquidity fees during periods of high illiquidity in the markets for the investments it holds.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Fund has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through the Fund's investments in accordance with its investment objective. The Fund's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Fund's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Fund's Total Return is utilized by the CODM to compare results, including the impact of the Fund's costs, to the Fund's competitors and to the Fund's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Fund is an investment

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

#### Security Valuation
The Fund records its investments in its Portfolio at value (net asset value) each business day. The valuation policy of the Portfolio is discussed in Note 3 of the Portfolio's Notes to Financial Statements, which are attached to this report.

The investments of the Portfolio are valued pursuant to the policy and procedures developed by the Oversight Committee (the "Committee") and approved by the Board. The Committee provides oversight of the valuation of investments for the Portfolio. The Board has responsibility for overseeing the determination of the fair value of investments.

The Portfolio's securities are recorded on the basis of amortized cost which approximates fair value as permitted by Rule 2a-7 under the 1940 Act. This method values a security at its cost on the date of purchase and, thereafter, assumes a constant amortization to maturity of any premiums or accretion of any discounts.

The summary of the inputs used for the Portfolio, as of June 30, 2025, in valuing the Portfolio's securities carried at fair value are discussed in Note 3 of the Portfolio's Notes to Financial Statements, which are attached to this report.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on the trade date for financial reporting purposes. Realized gains and losses from security transactions consist of the Fund's pro-rata share of its Portfolio's realized gains and losses. Net investment income consists of the Fund's pro-rata share of the net investment income of its Portfolio less expenses of the Fund.

#### Expenses
Certain expenses, which are directly identifiable to a specific Fund, are applied to that Fund within the Trust. Other expenses which cannot be attributed to a specific Fund are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Funds within the Trust. The Fund is allocated a pro-rata share of the expense of its Portfolio. Class specific expenses are borne by each class.

#### Distributions
Distributions from net investment income, if any, are declared daily and are payable as of the last business day of each month. Net realized capital gains, if any, are distributed annually, unless additional distributions are required for compliance with applicable tax regulations. The amount and character of income and capital gains to be distributed are determined in accordance with applicable tax regulations which may differ from net investment income and realized gains recognized for U.S. GAAP purposes.

4.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory Fee
The Fund pays no advisory fee directly to SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM"), for so long as assets of the Fund are invested in the Portfolio. The Portfolio retained SSGA FM, a subsidiary of State Street Corporation and an affiliate of State Street Bank and Trust Company ("State Street"), as its investment adviser. The Portfolio has entered into an investment advisory agreement with the Adviser, under which the Adviser directs the investments of the Portfolio in accordance with its investment objectives, policies, and limitations. In compensation for the Adviser's services as investment adviser, the Portfolio pays the Adviser a management fee at an annual rate of 0.05% of its average daily net assets.

The Adviser is contractually obligated until April 30, 2026 to waive up to the full amount of the advisory fee payable by the Fund and/or to reimburse the Fund for expenses to the extent that total annual fund operating expenses (exclusive of non-recurring account fees, interest, taxes, extraordinary expenses, acquired fund fees, any class-specific expenses such as distribution, shareholder servicing, administration and sub-transfer agency fees)exceed 0.07% of average daily net assets on an annual basis. This waiver and/or reimbursement may not be

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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terminated prior to April 30, 2026 except with approval of the Board. There were no waivers for the period ended June 30, 2025.

In addition to the contractual expense limitation for the Fund, each of the Adviser and State Street Global Advisors Funds Distributors, LLC (each a "Service Provider") also may voluntarily reduce all or a portion of its fees and/or reimburse expenses for the Fund or a share class to the extent necessary to maintain a certain minimum net yield, which may vary from time to time and from share class to share class within the Fund, in SSGA FM's sole discretion (any such waiver or reimbursement of expenses being referred to herein as a "Voluntary Reduction"). The Adviser may, in its sole discretion, implement the Voluntary Reduction for some series of the Trust, or some share classes of a series, and not others. The amount of any Voluntary Reduction may differ between such series and share classes in the Adviser's sole discretion. The business objectives of the Adviser and its affiliates and their broader relationships with certain Fund shareholders, Financial Intermediaries or distribution channels could give the Adviser an incentive to implement the Voluntary Reduction for some series of the Trust or share classes and not others, or to implement it to a greater degree for some series or share classes than others. Under an agreement with the Service Providers relating to the Voluntary Reduction, the Fund and the Portfolio have agreed to reimburse the Service Providers for the full dollar amount of any Voluntary Reduction beginning on May 1, 2020, subject to certain limitations. Each Service Provider may, in its sole discretion, irrevocably waive receipt of any or all reimbursement amounts due from the Fund.

A reimbursement to the Service Provider would increase fund expenses and may negatively impact the Fund's yield during such period. There is no guarantee that the Voluntary Reduction will be in effect at any given time or that the Fund will be able to avoid a negative yield. Any such future reimbursement of an applicable Service Provider may result in the total annual operating expenses with respect to a share class of the Fund exceeding the amount of the expense cap under the contractual expense limitation agreement because the expense is not covered by the agreement.

Fees reduced or expenses reimbursed by the Service Providers in connection with the Voluntary Reduction for the period ended June 30, 2025 were $0.

As of June 30, 2025, SSGA FM has not recouped any expenses from the Fund. Waived/reduced fees subject to potential recovery by year of expiration are as follows:

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| | |
|:---|:---|
| **Expiration Date** | &nbsp;&nbsp;**Amount** |
| 12/31/2025<br>| &nbsp;&nbsp;$1295526 |

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#### Administrator, Sub-Administrator and Custodian Fees
SSGA FM serves as administrator and State Street serves as custodian and sub-administrator. For its administrative services, the Fund pays a fee at an annual rate of 0.05% of its average daily net assets to SSGA FM. The fees are accrued daily and paid monthly. The Fund pays State Street an annual fee for custody services for the Fund. SSGA FM pays an annual fee to State Street for sub-administration services provided for the Fund.

#### Distribution Fees
State Street Global Advisors Funds Distributors, LLC ("SSGA FD" or the "Distributor"), an affiliate of the Adviser, serves as the distributor of the Fund.

The Fund has adopted a distribution plan pursuant to Rule 12b-1 under the 1940 Act, under which the Fund may compensate the Distributor (or others) for services in connection with the distribution of the Fund's shares and for services provided to Fund shareholders (the "Plan"). The Plan calls for payments at an annual rate (based on average daily net assets) of 0.05% and 0.10% of the Fund's net assets attributable to its Administration Class shares and Investment Class shares, respectively. In addition to payments under the Plan, the Fund may reimburse the Distributor or its affiliates for payments it makes to financial intermediaries that provide certain administrative, recordkeeping, and account maintenance services. The amount of the reimbursement and the manner in which it is calculated are reviewed by the Trustees periodically.

During the period ended June 30, 2025, the Fund's Administration Class shares and Investment Class shares paid $460 and $4,846, respectively, to SSGA FD under the Plan.

Under the Fund's Shareholder Servicing Plan (and other shareholder servicing arrangements), the Fund compensates financial intermediaries for providing certain services to shareholders and for maintaining shareholder accounts. The Fund's Administration Class shares, Bancroft Capital Class shares, Blaylock Van Class

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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shares, Cabrera Capital Markets Class shares, Institutional Class shares, Investment Class shares, Investor Class shares, Opportunity Class shares and Trust Class shares made payments for these services at an annual rate up to 0.20%, 0.03%, 0.03%, 0.03%, 0.03%, 0.25%, 0.08%, 0.03% and 0.056%, respectively, of each applicable share class's eligible average daily net assets. During the period ended June 30, 2025, the Fund's Administration Class shares, Bancroft Capital Class shares, Blaylock Van Class shares, Cabrera Capital Markets Class shares, Institutional Class shares, Investment Class shares, Investor Class shares, Opportunity Class shares and Trust Class shares paid SSGA FD $1,839, $7, $759, $14,050, $906,623, $12,115, $1,928,394, $63,947 and $719,712, respectively, for these services which SSGA FD subsequently paid in part to financial intermediaries.

5.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trust's Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Fund. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

6.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Fund has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code of 1986, as amended. The Fund will not be subject to federal income taxes to the extent it distributes its taxable income, including any net realized capital gains, for each fiscal year. Therefore, no provision for federal income tax is required.

The Fund files federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction. As of December 31, 2024, SSGA FM has analyzed the Fund's tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

Distributions to shareholders are recorded on ex-dividend date. Income dividends and gain distributions are determined in accordance with income tax rules and regulations, which may differ from generally accepted accounting principles.

As of June 30, 2025, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes.

7.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Fund's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Fund's investments more than if the Fund was more broadly diversified.

#### Market, Credit and Counterparty Risk
In the normal course of business, the Fund trades securities and enters into financial transactions where risk of potential loss exists due to changes in global economic conditions and fluctuations of the market (market risk). Additionally, the Fund may also be exposed to counterparty risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Fund has unsettled or open transactions defaults. The value of securities held by the Fund may decline in response to certain events, including those directly involving the companies whose securities are owned by the Fund; conditions affecting the general economy; overall market changes; local, regional or global political, social or economic instability; and currency and interest rate and price fluctuations (credit risk).

Financial assets, which potentially expose the Fund to market, credit and counterparty risks, consist principally of investments and cash due from counterparties. The extent of the Fund's exposure to market, credit and counterparty risks in respect to these financial assets approximates their value as recorded in the Fund's Statement of Assets and Liabilities, less any collateral held by the Fund.

The Fund's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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market liquidity. The Fund is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Fund and its investments.

8.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Fund through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

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#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT<sup>1</sup>
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of the State Street Institutional Investment Trust (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street Institutional Treasury Plus Money Market Fund (the "Fund"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for the Fund:

o Comparisons of the Fund's performance over the past one-, three-, five- and ten-year periods ended December 31, 2024, to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge"), for the Fund (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Fund's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Fund's historical average net assets relative to its total expenses, management fees, and non-management expenses over the past five calendar years; and

o Comparisons of the Fund's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

*<sup>__________________________________</sup>*

*<sup>1</sup>Over the course of many years overseeing the Fund and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreement, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.*

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Fund; and

• Profitability analyses for (a) the Adviser with respect to the Fund and (b) affiliates of the Adviser that provide services to the Fund ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Fund.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolio of the Fund and for Fund operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Fund and its service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Fund;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Fund by SSGA FM in its capacity as the Fund's administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Fund by affiliates of the Adviser, including the custodian, sub-administrator and fund accountant of the Fund, and the role of the Adviser in managing the Fund's relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Fund;

• Responses to a request for information reviewed prior to the April 2, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of:

o SSGA FM, in its capacity as the Fund's Adviser and Administrator, with respect to its operations relating to the Fund and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other Affiliated Service Providers to the Fund, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator, custodian and shareholder servicer for the Fund, with respect to its operations relating to the Fund; and

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Fund (the "Distributor"), with respect to its operations relating to the Fund, together with the Fund's related distribution plans and arrangements under Rule 12b-1 of the 1940 Act;

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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• Information from SSGA FM, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel, with respect to the Fund.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser and other service providers of the Fund throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Fund and the investment strategies used in pursuing the Fund's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the Fund.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, at the meeting held on May 7-8, 2025, the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Fund.

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to the Fund by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by the Fund, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Fund. The Board evaluated the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing various funds that invest primarily in money market instruments. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Fund, including reputational and entrepreneurial risks. The Board considered the Adviser's success in maintaining the constant dollar value of the Fund through extraordinary market conditions. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Fund by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of SSGA FM and various Affiliated Service Providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Fund.

<u>Fund Performance</u>

The Board compared the Fund's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024. For purposes of these comparisons the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data generally useful, they recognized its limitations, including that the data may vary depending on the

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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end date selected and that the results of the performance comparisons may vary depending on the selection of the peer group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall financial market conditions. Among other information, the Board considered the following performance information in its evaluation of the Fund:

*Money Market Funds, Generally. The Board noted the relatively narrow range of returns in each Fund's Performance Group and Performance Universe. The Board also observed that several basis points of performance, whether from yield on portfolio investments or fees waived by service providers, accounted for substantial differences in performance relative to other funds in such Performance Group and Performance Universe during periods when preservation of capital and net asset value were generally considered by stockholders to have been more important than several basis points of yield.*

*State Street Institutional Treasury Plus Money Market Fund. The Board considered that the Fund's performance was above the medians of its Performance Group and Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was above the Benchmark for the 1-, 3-, 5- and 10-year periods.*

On the basis of the foregoing and other relevant information, the Board concluded that the performance of the Fund is satisfactory.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual investment advisory fee rates payable by the Fund and actual fees paid by the Fund, net of waivers. As part of its review, the Board considered the Fund's management fee and total expense ratio, including the portion attributable to administrative services provided by SSGA FM (both before and after giving effect to any expense caps), as compared to its Expense Group and Expense Universe, as constructed by Broadridge, and the related Broadridge analysis for the Fund. The Board also considered the comparability of the fees charged and the services provided to the Fund by the Adviser to the fees charged and services provided to other clients of the Adviser, including institutional accounts. In addition, the Board considered the willingness of the Adviser to provide undertakings from time to time to waive fees or pay expenses of the Fund to limit the total expenses borne by shareholders. Among other information, the Board considered the following expense information in its evaluation of the Fund:

*State Street Institutional Treasury Plus Money Market Fund. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.*

On the basis of the foregoing and other relevant information, and in light of the nature, extent and quality of the services provided by the Adviser, the Board concluded that the fees and the expense ratio of the Fund compare favorably to the fees and expenses of the Expense Group and Expense Universe and are reasonable in relation to the services provided.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Fund and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Fund, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Fund and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to the Fund, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Fund, were reasonable in relation to the services provided.

<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the Fund and the fund complex on the other hand, can expect to realize benefits from economies of scale as the assets of the Fund and fund complex increase. The Board acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET INSTITUTIONAL TREASURY PLUS MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

management of the Fund or the fund complex taken as a whole. The Board concluded that, in light of the current size of the Fund and the fund complex, the level of profitability of the Adviser and its affiliates with respect to the Fund and the fund complex over various time periods, and the comparative management fee and expense ratio of the Fund during these periods, it does not appear that the Adviser or its affiliates has realized benefits from economies of scale in managing the assets of the Fund to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Fund at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of the Fund and its shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

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[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

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[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Master Funds
State Street Treasury Plus Money Market Portfolio

![](g52640img47f90e171.jpg)

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

------

**TABLE OF CONTENTS** (Unaudited)

---

| | |
|:---|:---|
| **[Schedule of Investments (Unaudited) (N-CSR Item 6)](#xx_269331a7-8996-4f0a-8e7f-c5032cc16a83_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_4d4f226a-b649-47aa-b85c-cb2b44c2532c_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_7036b4d6-aad3-47f8-9e78-00b6d1a47c68_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_1f63da0f-bf79-4478-adf3-4102d74ed297_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_ebf43dc3-9024-4fba-8292-76ef0e1cb278_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_4a522b9a-3d82-45f8-aa70-6f56b1a3122f_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;11 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_c93bfe47-3fc3-4e1f-a335-a687e7ad0a60_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;15 |

---

#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| **TREASURY DEBT—55.0%** |  |  |  |  |  |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;3.795% | &nbsp;&nbsp;10/02/2025 | &nbsp;&nbsp;10/02/2025 | &nbsp;&nbsp;$267900000 | &nbsp;&nbsp;$265139238 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.050% | &nbsp;&nbsp;10/23/2025 | &nbsp;&nbsp;10/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433922643 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/16/2025 | &nbsp;&nbsp;10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731690000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722860534 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565335061 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.080% | &nbsp;&nbsp;10/09/2025 | &nbsp;&nbsp;10/09/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106261893 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.085% | &nbsp;&nbsp;11/06/2025 | &nbsp;&nbsp;11/06/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173069215 |
| U.S. Treasury Bills (a)(b)<br>| &nbsp;&nbsp;4.095% | &nbsp;&nbsp;01/02/2026 | &nbsp;&nbsp;01/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1827310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1789209488 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.096% | &nbsp;&nbsp;09/25/2025 | &nbsp;&nbsp;09/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733612000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726435164 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.100% | &nbsp;&nbsp;09/18/2025 | &nbsp;&nbsp;09/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794546398 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554010860 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;12/26/2025 | &nbsp;&nbsp;12/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657038058 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.125% | &nbsp;&nbsp;07/10/2025 | &nbsp;&nbsp;07/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712804387 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.135% | &nbsp;&nbsp;07/03/2025 | &nbsp;&nbsp;07/03/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149965542 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.135% | &nbsp;&nbsp;09/04/2025 | &nbsp;&nbsp;09/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634791628 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.135% | &nbsp;&nbsp;11/20/2025 | &nbsp;&nbsp;11/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439347690 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.140% | &nbsp;&nbsp;12/11/2025 | &nbsp;&nbsp;12/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878167170 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.153% | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995630741 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.153% | &nbsp;&nbsp;12/04/2025 | &nbsp;&nbsp;12/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030050881 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.153% | &nbsp;&nbsp;12/18/2025 | &nbsp;&nbsp;12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969601481 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.165% | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095676271 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.173% | &nbsp;&nbsp;08/14/2025 | &nbsp;&nbsp;08/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801991530 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280188503 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;08/28/2025 | &nbsp;&nbsp;08/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411619000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408829470 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.190% | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734841256 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.195% | &nbsp;&nbsp;08/12/2025 | &nbsp;&nbsp;08/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1769730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1761032864 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;07/29/2025 | &nbsp;&nbsp;07/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364617543 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429947184 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.203% | &nbsp;&nbsp;08/21/2025 | &nbsp;&nbsp;08/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590865344 |
| U.S. Treasury Bills (a)(b)<br>| &nbsp;&nbsp;4.208% | &nbsp;&nbsp;10/28/2025 | &nbsp;&nbsp;10/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34641408 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.220% | &nbsp;&nbsp;10/14/2025 | &nbsp;&nbsp;10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230803789 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.235% | &nbsp;&nbsp;10/21/2025 | &nbsp;&nbsp;10/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327201381 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.248% | &nbsp;&nbsp;09/16/2025 | &nbsp;&nbsp;09/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587597480 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.250% | &nbsp;&nbsp;09/11/2025 | &nbsp;&nbsp;09/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29447550 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.394% | &nbsp;&nbsp;08/19/2025 | &nbsp;&nbsp;08/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200721000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199520543 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.10% (c)<br>| &nbsp;&nbsp;4.379% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975844000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975789372 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.13% (c)<br>| &nbsp;&nbsp;4.406% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476998758 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.17% (c)<br>| &nbsp;&nbsp;4.410% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298902000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298862717 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.15% (c)<br>| &nbsp;&nbsp;4.431% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888093228 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.16% (c)<br>| &nbsp;&nbsp;4.441% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494501476 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.18% (c)<br>| &nbsp;&nbsp;4.463% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078388195 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.21% (c)<br>| &nbsp;&nbsp;4.486% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811464888 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.25% (c)<br>| &nbsp;&nbsp;4.526% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230698000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230720471 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.016% | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286394568 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.016% | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515458000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501489380 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.099% | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201851592 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.100% | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582478000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568106690 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.179% | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144723445 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.192% | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;$137770000 | &nbsp;&nbsp;$137803709 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.197% | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20805251 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.206% | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32827474 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.254% | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178840259 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.292% | &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910403000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907873487 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.294% | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54597129 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.297% | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61533415 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.298% | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250615187 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.313% | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43875175 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.332% | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44275454 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.342% | &nbsp;&nbsp;11/30/2025 | &nbsp;&nbsp;11/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41528004 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.436% | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586341783 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.438% | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85739775 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;5.024% | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119020919 |
| TOTAL TREASURY DEBT<br>|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;32998451989 |
| **TREASURY REPURCHASE AGREEMENTS—39.3%** |  |  |  |  |  |
| Agreement with Australia and New Zealand Banking Group, dated 06/30/2025 (collateralized by U.S. Treasury Notes, 0.500% – 4.625% due 08/15/2026 – 08/15/2054, valued at $917,711,752); expected proceeds $900,110,000<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000000 |
| Agreement with Bank of America and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Strips, 0.000% due 05/15/2047 - 02/15/2054, valued at $91,800,001); expected proceeds $90,010,975<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000000 |
| Agreement with Bank of Montreal and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bonds, 1.875% - 6.625% due 02/15/2027 - 02/15/2051, valued at $76,500,041); expected proceeds $75,009,125<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000000 |
| Agreement with Bank of Nova Scotia and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 07/03/2025 - 11/20/2025, U.S. Treasury Bonds, 2.000% - 4.750% due 05/15/2039 - 05/15/2055, U.S. Treasury Inflation Index Bonds, 0.750% - 2.375% due 02/15/2042 - 02/15/2055, U.S. Treasury Inflation Index Notes, 0.125% - 2.375% due 04/15/2027 - 01/15/2035 and U.S. Treasury Notes, 0.500% - 4.625% due 11/15/2025 - 05/15/2035, valued at $606,900,023); expected proceeds $595,072,557<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595000000 |
| Agreement with Barclays Capital, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Inflation Index Notes, 1.375% - 1.875% due 07/15/2033 - 07/15/2034, valued at $25,500,075); expected proceeds $25,003,049<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000000 |
| Agreement with BNP Paribas and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Inflation Index Note, 1.875% due 07/15/2034, a U.S. Treasury Note, 4.250% due 02/28/2029, U.S. Treasury Inflation Index Bonds, 1.000% - 1.500% due 02/15/2049 - 02/15/2053 and U.S. Treasury Strips, 0.000% due 05/15/2031 - 05/15/2055, valued at $153,000,000); expected proceeds $150,018,292<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Citigroup Global Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 03/19/2025 (collateralized by a U.S. Treasury Inflation Index Note, 2.125% due 04/15/2029 and U.S. Treasury Notes, 1.750% - 4.250% due 01/31/2029 - 03/31/2029, valued at $204,083,507); expected proceeds $202,886,667 (d)<br>| &nbsp;&nbsp;4.330% | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;$200000000 | &nbsp;&nbsp;$200000000 |
| Agreement with Citigroup Global Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 05/16/2025 (collateralized by a U.S. Treasury Bond, 5.375% due 02/15/2031 and U.S. Treasury Notes, 0.875% - 4.250% due 08/31/2030 - 09/30/2031, valued at $204,202,191); expected proceeds $202,882,445 (d)<br>| &nbsp;&nbsp;4.360% | &nbsp;&nbsp;09/12/2025 | &nbsp;&nbsp;09/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 |
| Agreement with Citigroup Global Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 3.125% - 3.500% due 08/31/2027 - 09/30/2029, valued at $464,100,075); expected proceeds $455,055,485<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455000000 |
| Agreement with Credit Agricole Corporate and Investment Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 4.125% - 4.625% due 09/15/2026 - 11/15/2027, valued at $132,600,060); expected proceeds $130,015,853<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000000 |
| Agreement with Deutsche Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Strip, 0.000% due 08/15/2029 and U.S. Treasury Bonds, 2.000% - 2.750% due 11/15/2047 - 08/15/2051, valued at $193,800,000); expected proceeds $190,023,169<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 05/06/2025 (collateralized by U.S. Treasury Bills, 0.000% due 05/14/2026, U.S. Treasury Bonds, 3.500% - 5.250% due 02/15/2029 - 08/15/2039 and U.S. Treasury Notes, 0.500% - 4.500% due 10/31/2025 - 11/15/2033, valued at $510,000,098); expected proceeds $507,173,056 (d)<br>| &nbsp;&nbsp;4.340% | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Bond, 5.375% due 02/15/2031, U.S. Treasury Bills, 0.000% due 07/10/2025 and U.S. Treasury Notes, 4.000% - 4.125% due 10/31/2029 - 02/28/2030, valued at $790,500,022); expected proceeds $775,094,292<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Note, 4.250% due 06/30/2031, valued at $153,000,012); expected proceeds $150,018,333<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 07/08/2025 - 02/19/2026, a U.S. Treasury Bond, 6.875% due 08/15/2025 and U.S. Treasury Notes, 0.250% - 5.000% due 09/30/2025 - 10/31/2028, valued at $2,040,000,087); expected proceeds $2,000,243,889<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 07/08/2025 - 05/14/2026, U.S. Treasury Bonds, 1.375% - 6.625% due 02/15/2027 - 08/15/2052 and U.S. Treasury Notes, 0.625% - 4.625% due 01/31/2026 - 02/15/2034, valued at $2,346,000,092); expected proceeds $2,300,281,111<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;$2300000000 | &nbsp;&nbsp;$2300000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Inflation Index Notes, 1.125% - 1.750% due 01/15/2033 - 01/15/2034, valued at $2,550,000,072); expected proceeds $2,500,304,861<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 0.625% - 3.875% due 05/31/2027 - 08/15/2030, valued at $408,000,024); expected proceeds $400,049,000<br>| &nbsp;&nbsp;4.410% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000000 |
| Agreement with Fixed Income Clearing Corp. and Northern Trust (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 1.250% - 3.625% due 05/31/2028, valued at $255,621,173); expected proceeds $250,030,417<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 |
| Agreement with Fixed Income Clearing Corp., dated 06/30/2025 (collateralized by U.S. Treasury Notes, 1.625% – 4.75% due 11/30/2026 – 05/15/2055, valued at $2,038,997,232); expected proceeds $2,000,244,444<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000000 |
| Agreement with Goldman Sachs & Co. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Bond, 3.000% due 05/15/2045, U.S. Treasury Notes, 2.250% - 3.375% due 09/15/2027 - 11/15/2027 and U.S. Treasury Strips, 0.000% due 11/15/2026 - 05/15/2048, valued at $1,102,620,002); expected proceeds $1,081,131,822<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081000000 |
| Agreement with HSBC Securities USA, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bonds, 1.750% - 4.750% due 08/15/2041 - 11/15/2053, U.S. Treasury Inflation Index Bonds, 1.000% - 2.125% due 02/15/2041 - 02/15/2048, U.S. Treasury Notes, 0.250% - 5.000% due 08/31/2025 - 05/31/2027 and U.S. Treasury Strips, 0.000% due 08/15/2025 - 02/15/2027, valued at $851,700,001); expected proceeds $835,101,824<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835000000 |
| Agreement with JP Morgan Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/23/2025 (collateralized by a U.S. Treasury Note, 4.500% due 11/15/2033, valued at $122,400,007); expected proceeds $120,205,333<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/07/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000000 |
| Agreement with JP Morgan Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bonds, 3.000% - 4.750% due 02/15/2041 - 02/15/2053, valued at $2,282,760,053); expected proceeds $2,238,272,912<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2238000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2238000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Mitsubishi UFJ Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 07/15/2025 - 12/26/2025, U.S. Treasury Bonds, 1.375% - 4.750% due 05/15/2040 - 05/15/2055, U.S. Treasury Inflation Index Bonds, 0.125% - 1.500% due 02/15/2044 - 02/15/2053, U.S. Treasury Inflation Index Notes, 0.125% - 1.375% due 07/15/2025 - 07/15/2033 and U.S. Treasury Notes, 0.250% - 4.875% due 09/30/2025 - 05/15/2035, valued at $510,000,023); expected proceeds $500,060,972<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;$500000000 | &nbsp;&nbsp;$500000000 |
| Agreement with Mitsubishi UFJ Securities, Inc., dated 06/30/2025 (collateralized by U.S. Treasury Inflation Index Notes, 0.125% – 3.875% due 07/15/2025 – 02/15/2047 and U.S. Treasury Notes, 1.125% – 4.750% due 05/15/2040 – 05/15/2054, valued at $1,085,406,564); expected proceeds $1,065,129,871<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065000000 |
| Agreement with Mizuho Securities USA, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 2.625% - 3.750% due 04/30/2027 - 07/31/2029, valued at $255,031,173); expected proceeds $250,030,486<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 |
| Agreement with National Australia Bank, Ltd., dated 06/30/2025 (collateralized by a U.S. Treasury Note, 2.250% due 08/15/2027, valued at $254,914,155); expected proceeds $250,030,417<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 |
| Agreement with Prudential Insurance Co., dated 06/30/2025 (collateralized by U.S. Treasury Notes, 2.250% – 4.125% due 11/30/2031 – 11/15/2052 and U.S. Treasury Strips, 0.000% due 02/15/2030 – 11/15/2044, valued at $139,886,991); expected proceeds $136,909,412<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136892681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136892681 |
| Agreement with Prudential Insurance Co., dated 06/30/2025 (collateralized by U.S. Treasury Notes, 3.000% – 3.125% due 08/15/2044 – 18/15/2048 and U.S. Treasury Strips, 0.000% due 08/15/2039 – 11/15/2052, valued at $317,629,254); expected proceeds $309,081,522<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309043750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309043750 |
| Agreement with Royal Bank of Canada and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Bond, 4.625% due 05/15/2044, a U.S. Treasury Strip, 0.000% due 05/15/2029, U.S. Treasury Bills, 0.000% due 07/03/2025, U.S. Treasury Inflation Index Bonds, 0.750% - 2.125% due 02/15/2041 - 02/15/2053, U.S. Treasury Inflation Index Notes, 0.875% - 1.875% due 04/15/2028 - 07/15/2034 and U.S. Treasury Notes, 0.375% - 4.875% due 11/30/2025 - 08/31/2031, valued at $525,300,000); expected proceeds $515,062,658<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515000000 |
| Agreement with Royal Bank of Canada and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 1.500% - 4.250% due 01/31/2027 - 04/30/2028, valued at $561,000,003); expected proceeds $550,067,222<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000000 |
| Agreement with Societe Generale and Bank of New York Mellon (Tri-Party), dated 03/26/2025 (collateralized by U.S. Treasury Bonds, 1.250% - 6.625% due 02/15/2026 - 02/15/20535, valued at $255,000,031); expected proceeds $253,608,333 (d)<br>| &nbsp;&nbsp;4.330% | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Societe Generale and Bank of New York Mellon (Tri-Party), dated 04/01/2025 (collateralized by a U.S. Treasury Note, 3.750% due 06/30/2027 and U.S. Treasury Bonds, 1.375% - 6.875% due 08/15/2025 - 02/15/2055, valued at $255,000,009); expected proceeds $253,608,333 (d)<br>| &nbsp;&nbsp;4.330% | &nbsp;&nbsp;07/30/2025 | &nbsp;&nbsp;07/30/2025 | &nbsp;&nbsp;$250000000 | &nbsp;&nbsp;$250000000 |
| Agreement with Societe Generale and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Bond, 4.375% due 08/15/2043, valued at $20,400,090); expected proceeds $20,002,439<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000000 |
| Agreement with Standard Chartered Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Inflation Index Bond, 2.000% due 01/15/2026, U.S. Treasury Bills, 0.000% due 07/10/2025, U.S. Treasury Bonds, 1.875% - 4.750% due 11/15/2041 - 05/15/2055, U.S. Treasury Inflation Index Notes, 0.125% - 1.875% due 07/15/2026 - 07/15/2034 and U.S. Treasury Notes, 0.375% - 4.875% due 12/31/2025 - 05/15/2034, valued at $657,900,016); expected proceeds $645,078,654<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000000 |
| Agreement with Toronto Dominion Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 0.375% - 4.875% due 02/28/2026 - 07/31/2027, valued at $51,000,065); expected proceeds $50,006,111<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000000 |
| Agreement with UBS Securities LLC and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 07/08/2025 - 11/20/2025, U.S. Treasury Bonds, 1.375% - 6.125% due 11/15/2027 - 05/15/2051, U.S. Treasury Inflation Index Bonds, 0.875% - 3.875% due 01/15/2028 - 02/15/2049, U.S. Treasury Inflation Index Notes, 0.125% - 1.625% due 10/15/2029 - 07/15/2031, U.S. Treasury Notes, 0.250% - 5.000% due 07/31/2025 - 06/30/2032 and U.S. Treasury Strips, 0.000% due 02/15/2026 - 02/15/2037, valued at $122,400,002); expected proceeds $120,014,633<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000000 |
| Agreement with Wells Fargo Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Inflation Index Bonds, 0.125% - 2.375% due 02/15/2040 - 02/15/2055 and U.S. Treasury Inflation Index Notes, 0.125% - 2.375% due 10/15/2025 - 01/15/2035, valued at $510,062,192); expected proceeds $500,060,972<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 |
| TOTAL TREASURY REPURCHASE AGREEMENTS<br>|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;23569936431 |
| **TOTAL INVESTMENTS <sup>(e)(f)</sup>–94.3% <br>**  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**56568388420** |
| **Other Assets in Excess of Liabilities —5.7% <br>**  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3401589596** |
| **NET ASSETS –100.0% <br>**  |  |  |  |  | &nbsp;&nbsp;**$59969978016** |

---

(a) Rate shown is the discount rate at time of purchase.

(b) When-issued security.

(c) Variable Rate Security - Interest rate shown is rate in effect at June 30, 2025. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above.

(d) Illiquid security. These securities represent $1,400,000,000 or 2.3% of net assets as of June 30, 2025.

(e) Also represents the cost for federal tax purposes.

(f) Unless otherwise indicated, the values of the securities of the Portfolio are determined based on Level 2 inputs (Note 3).

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in unaffiliated issuers, at value and amortized cost.<br>| &nbsp;&nbsp;&nbsp;&nbsp;$32998451989 |
| &nbsp;&nbsp;&nbsp;&nbsp;Repurchase agreements, at value and amortized cost<br>| &nbsp;&nbsp;&nbsp;23569936431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments<br>| &nbsp;&nbsp;&nbsp;56568388420 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5019124565 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for investments sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220498453 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90054947 |
| &nbsp;&nbsp;&nbsp;&nbsp;Other receivable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;61899061084 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for investments purchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1924885643 |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory and administrator fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400656 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custody, sub-administration and transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609967 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12515 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100702 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30257 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;1929083068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $59969978016 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **INVESTMENT INCOME** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238519922 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory and administrator fee<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14104285 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian, sub-administrator and transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693076 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29355 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7519 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12927 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16161287 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $1222358635 |
| **REALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28483 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $1222387118 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$1222358635 | $2558755151 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61195) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222387118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2558693956 |
| **CAPITAL TRANSACTIONS** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Contributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124467259923 | &nbsp;&nbsp;&nbsp;&nbsp;217367694672 |
| &nbsp;&nbsp;&nbsp;&nbsp;Withdrawals<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(122235077982) | &nbsp;&nbsp;&nbsp;(209524911840) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from capital transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2232181941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7842782832 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3454569059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10401476788 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56515408957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46113932169 |
| **NET ASSETS AT END OF PERIOD<br>**  | $59969978016 | $56515408957 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/24** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/23** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/22** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/21** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/20** |
| **Total return (a)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.65% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$59969978 | &nbsp;&nbsp;$56515409 | &nbsp;&nbsp;$46113932 | &nbsp;&nbsp;$43687095 | &nbsp;&nbsp;$27061311 | &nbsp;&nbsp;$28049358 |
| **Ratios to average net assets:** |  |  |  |  |  |  |
| Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06%(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.31%(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.91% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.41% |

---

(a) Results represent past performance and are not indicative of future results. Total return for periods of less than one year are not annualized.

(b) Annualized.

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Master Funds (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of four (4) series, each of which represents a separate series of beneficial interest in the Trust. State Street Treasury Plus Money Market Portfolio (the "Portfolio") is authorized to issue an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate only to the Portfolio.

The Portfolio operates as a "government money market fund" within the meaning of Rule 2a-7 under the 1940 Act to comply with the amendments to Rule 2a-7. The Portfolio is not currently subject to liquidity fees during periods of high illiquidity in the markets for the investments it holds.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Portfolio has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through the Portfolio's investments in accordance with its investment objective. The Portfolio's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Portfolio's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Portfolio's Total Return is utilized by the CODM to compare results, including the impact of the Portfolio's costs, to the Portfolio's competitors and to the Portfolio's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Portfolio is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

#### Security Valuation
The investments of the Portfolio 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 Portfolio. The Board has responsibility for overseeing the determination of the fair value of investments.

The Portfolio's securities are recorded on the basis of amortized cost which approximates fair value as permitted by Rule 2a-7 under the 1940 Act. This method values a security at its cost on the date of purchase and, thereafter, assumes a constant amortization to maturity of any premiums or accretion of any discounts.

Because of the inherent uncertainties of valuation and under certain market conditions, the values reflected in the financial statements may differ from the value received upon actual sale of those investments and it is possible that the differences could be material.

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

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

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.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on trade date for financial reporting purposes. Realized gains and losses from the sale or disposition of investments are determined using the identified cost method. Interest income is recorded daily on an accrual basis. All premiums and discounts are amortized/accreted for financial reporting purposes.

All of the net investment income and realized gains and losses from the security transactions of the Portfolio are allocated pro rata among the partners in the Portfolio on a daily basis based on each partner's daily ownership percentage.

#### Expenses
Certain expenses, which are directly identifiable to a specific Portfolio, are applied to that Portfolio within the Trust. Other expenses which cannot be attributed to a specific Portfolio are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Portfolio within the Trust.

4.&nbsp;&nbsp;&nbsp;&nbsp;Securities and Other Investments

#### Repurchase Agreements
The Portfolio may enter into repurchase agreements under the terms of a Master Repurchase Agreement. A repurchase agreement customarily obligates the seller at the time it sells securities to the Portfolio to repurchase the securities at a mutually agreed upon price and time. During the term of a repurchase agreement, the value of the underlying securities held as collateral on behalf of the Portfolio including accrued interest, is required to exceed the value of the repurchase agreement, including accrued interest.

The Portfolio monitors, on a daily basis, the value of the collateral to ensure it is at least equal to the Portfolio's principal amount of the repurchase agreement (including accrued interest). The underlying securities are ordinarily United States Government or Government Agency securities, but may consist of other securities. The use of repurchase agreements involves certain risks including counterparty risks. In the event of a default by the counterparty, realization of the collateral proceeds could be delayed, during which the value of the collateral may decline.

As of June 30, 2025, the Portfolio had invested in repurchase agreements with the gross values of $23,569,936,431 and associated collateral equal to $24,042,727,168.

5.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory and Administrator Fee
The Trust has entered into an investment advisory agreement with SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM"), a subsidiary of State Street Corporation and an affiliate of State Street Bank and Trust Company ("State Street"), under which the Adviser directs the investments of the Portfolio in accordance with its investment objective, policies, and limitations. In compensation for the Adviser's services as investment adviser, the Portfolio pays the Adviser a management fee at an annual rate of 0.05% of its average daily net assets. SSGA FM also serves as administrator.

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

Each of the Adviser and State Street Global Advisors Funds Distributors, LLC (each a "Service Provider") also may voluntarily reduce all or a portion of its fees and/or reimburse expenses for the Portfolio to the extent necessary to maintain a certain minimum net yield, which may vary from time to time, in SSGA FM's sole discretion (any such waiver or reimbursement of expenses by a Service Provider being referred to herein as a "Voluntary Reduction"). The Adviser may, in its sole discretion, implement the Voluntary Reduction for some series of the Trust and not others. The amount of any Voluntary Reduction may differ between such series in the Adviser's sole discretion. The business objectives of the Adviser and its affiliates and their broader relationships with certain Portfolio shareholders, Financial Intermediaries or distribution channels could give the Adviser an incentive to implement the Voluntary Reduction for some series of the Trust and not others, or to implement it to a greater degree for some series or share classes than others. Under an agreement with the Service Providers relating to the Voluntary Reduction, the Portfolio has agreed to reimburse the Service Providers for the full dollar amount of any Voluntary Reduction beginning on May 1, 2020, subject to certain limitations. Each Service Provider may, in its sole discretion, irrevocably waive receipt of any or all reimbursement amounts due from the Portfolio.

A reimbursement to the Service Provider would increase fund expenses and may negatively impact a Portfolio's yield during such period. There is no guarantee that the Voluntary Reduction will be in effect at any given time or that a Portfolio will be able to avoid a negative yield.

There were no reimbursements for the period ended June 30, 2025.

#### Custodian, Sub-Administrator and Transfer Agent Fees
State Street serves as the custodian, sub-administrator and transfer agent to the Portfolio. For its services as custodian, sub-administrator and transfer agent, the Portfolio pays State Street an annual fee. The fees are accrued daily and paid monthly.

6.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trust's Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Portfolio. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

7.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Portfolio is not required to pay federal income taxes on its net investment income and net capital gains because it is treated as a partnership for federal income tax purposes. All interest, gains and losses of the Portfolio are deemed to have been "passed through" to the Portfolio's partners in proportion to their holdings in the Portfolio, regardless of whether such items have been distributed by the Portfolio. Each partner is responsible for its tax liability based on its distributive share; therefore, no provision has been made for federal income taxes.

The Portfolio files federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction. As of December 31, 2024, SSGA FM has analyzed the Portfolio's tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

As of June 30, 2025, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes.

8.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Portfolio's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Portfolio's investments more than if the Portfolio was more broadly diversified.

#### Market, Credit and Counterparty Risk
In the normal course of business, the Portfolio trades securities and enters into financial transactions where risk of potential loss exists due to changes in global economic conditions and fluctuations of the market (market risk). Additionally, the Portfolio may also be exposed to counterparty risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Portfolio has unsettled or open transactions defaults. The

------

[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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value of securities held by the Portfolio may decline in response to certain events, including those directly involving the companies whose securities are owned by the Portfolio; conditions affecting the general economy; overall market changes; local, regional or global political, social or economic instability; and currency and interest rate and price fluctuations (credit risk).

Financial assets, which potentially expose the Portfolio to market, credit and counterparty risks, consist principally of investments and cash due from counterparties. The extent of the Portfolio's exposure to market, credit and counterparty risks in respect to these financial assets approximates their value as recorded in the Portfolio's Statement of Assets and Liabilities, less any collateral held by the Portfolio.

The Portfolio's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. The Portfolio is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Portfolio and its investments.

9.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Portfolio through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

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[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

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#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT<sup>1</sup>
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of the State Street Master Funds (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street Treasury Plus Money Market Portfolio (the "Portfolio"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for the feeder fund for which the Portfolio serves as the master fund in a master-feeder structure (the "Fund"):

o Comparisons of the Fund's performance over the past one-, three-, five- and ten-year periods ended December 31, 2024, to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge") for the Fund (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Fund's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Fund's historical average net assets relative to its total expenses, management fees, and non-management expenses over the past five calendar years; and

o Comparisons of the Fund's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

*<sup>____________________________</sup>*

*<sup>1</sup>Over the course of many years overseeing the Portfolio and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreements, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.* 

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[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Fund; and

• Profitability analyses for (a) the Adviser with respect to the Portfolio and (b) affiliates of the Adviser that provide services to the Portfolio ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Portfolio.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolio of the Portfolio and for Portfolio operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Portfolio and its service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Portfolio;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Portfolio by SSGA FM in its capacity as the Portfolio's administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Portfolio by affiliates of the Adviser, including the custodian, sub-administrator, transfer agent and fund accountant of the Portfolio, and the role of the Adviser in managing the Portfolio's relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Portfolio;

• Responses to a request for information reviewed prior to the April 2, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of:

o SSGA FM, in its capacity as the Portfolio's Adviser and Administrator, with respect to its operations relating to the Portfolio and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other affiliated service providers to the Portfolio, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator, custodian and transfer agent for the Portfolio, with respect to its operations relating to the Portfolio; and

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Portfolio (the "Distributor"), with respect to its operations relating to the Portfolio;

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[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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• Information from SSGA FM, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel, with respect to the Fund.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser, and other service providers of the Portfolio throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Portfolio and the investment strategies used in pursuing the Portfolio's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the Portfolio.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, at the meeting held on May 7-8, 2025, the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Portfolio.

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to the Portfolio by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by the Portfolio, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Portfolio. The Board evaluated the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing various funds that invest primarily in money market instruments. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Portfolio, including reputational and entrepreneurial risks. The Board considered the Adviser's success in maintaining the constant dollar value of the Portfolio through extraordinary market conditions. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Portfolio by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of SSGA FM and various affiliated service providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Portfolio.

<u>Portfolio Performance</u>

The Board considered the Portfolio's performance by evaluating the performance of the Fund. The Board compared the Fund's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024. For purposes of these comparisons the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data

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[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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generally useful, they recognized its limitations, including that the data may vary depending on the end date selected and that the results of the performance comparisons may vary depending on the selection of the peer group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall financial market conditions. Among other information, the Board considered the following performance information in its evaluation of the Portfolio:

*Money Market Funds, Generally. The Board noted the relatively narrow range of returns in each Fund's Performance Group and Performance Universe. The Board also observed that several basis points of performance, whether from yield on portfolio investments or fees waived by service providers, accounted for substantial differences in performance relative to other funds in such Performance Group and Performance Universe during periods when preservation of capital and net asset value were generally considered by stockholders to have been more important than several basis points of yield.*

*State Street Institutional Treasury Plus Money Market Fund and State Street Treasury Plus Money Market Portfolio. The Board considered that the Fund's performance was above the medians of its Performance Group and Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was above the Benchmark for the 1-, 3-, 5- and 10-year periods.*

On the basis of the foregoing and other relevant information, the Board concluded that the performance of the Portfolio is satisfactory.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual investment advisory fee rates payable by the Portfolio and actual fees paid by the Fund, net of waivers. As part of its review, the Board considered the Fund's management fee and total expense ratio, including the portion attributable to administrative services provided by SSGA FM (both before and after giving effect to any expense caps), as compared to its Expense Group and Expense Universe, as constructed by Broadridge, and the related Broadridge analysis for the Fund. The Board also considered the comparability of the fees charged and the services provided to the Fund by the Adviser to the fees charged and services provided to other clients of the Adviser, including institutional accounts. The Board considered the investment advisory fee in the context of the overall master-feeder arrangement with the Fund. Among other information, the Board considered the following expense information in its evaluation of the Portfolio:

*State Street Institutional Treasury Plus Money Market Fund and State Street Treasury Plus Money Market Portfolio. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.*

On the basis of the foregoing and other relevant information, and in light of the nature, extent and quality of the services provided by the Adviser, the Board concluded that the fees and the expense ratio of the Fund compare favorably to the fees and expenses of the Expense Group and Expense Universe and the fees and the expense ratio of the Portfolio are reasonable in relation to the services provided.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Portfolio and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Portfolio, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Portfolio and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to the Portfolio, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Portfolio, were reasonable in relation to the services provided.

<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the Portfolio and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the Portfolio and fund complex increase. The Board

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[**Table of Contents**](#JOB_SSIIT_c4cf8b3d-a405-4185-8984-ea9e7df516d9_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the management of the Portfolio or the fund complex taken as a whole. The Board concluded that, in light of the current size of the Portfolio and the fund complex, the level of profitability of the Adviser and its affiliates with respect to the Portfolio and the fund complex over various time periods, and the comparative management fee and expense ratio of the Fund during these periods, it does not appear that the Adviser or its affiliates has realized benefits from economies of scale in managing the assets of the Portfolio to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Portfolio at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of the Portfolio and its shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

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## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Institutional Investment Trust
State Street Treasury Obligations Money Market Fund

**The information contained in this report is intended for the general information of shareholders of the Fund. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Fund prospectus which contains important information concerning the Fund and the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-866-392-0869 or visiting *www.ssga.com*. Please read the prospectus carefully before investing in the Fund.**![](g52640imgc29d26411.jpg)

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**TABLE OF CONTENTS** (Unaudited)

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| | |
|:---|:---|
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_548dbf14-9a64-4301-9194-dd71ab8c6227_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_86aef25f-d7cd-428b-bb4c-9656d2ab0311_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;2 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_c1466b2b-5ab6-4ff3-8407-ee31d5d8e5b2_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;3 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_f7c8ba79-498b-428f-ac81-ca6b22ed9962_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;4 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_7bb1a521-0f0a-449d-93f5-3b6dfcbc5e58_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;5 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_3e1d6d41-a61f-4be9-a0cb-91f326289bee_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;9 |

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#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

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[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TREASURY OBLIGATIONS MONEY MARKET FUND

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

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| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment in corresponding affiliated Portfolio, at value and cost<br>| &nbsp;&nbsp;&nbsp;&nbsp;$8569236692 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;8569408331 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297091 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4326 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13781 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20404 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $8568949020 |
| **NET ASSETS CONSIST OF:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in capital<br>| $8569016942 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67922) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $8568949020 |
| **NET ASSET VALUE PER SHARE** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares outstanding<br>| &nbsp;&nbsp;&nbsp;8569016942 |

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*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

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[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TREASURY OBLIGATIONS MONEY MARKET FUND

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

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| | |
|:---|:---|
| **INCOME AND EXPENSES ALLOCATED FROM AFFILIATED PORTFOLIO** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;$104958403 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1371425) |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENT INCOME (LOSS) ALLOCATED FROM AFFILIATED PORTFOLIO<br>**  | &nbsp;&nbsp;&nbsp;103586978 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197918 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7165 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10367 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13665 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees and expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15704 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5524 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16888 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269906 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses waived/reimbursed by the Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(724663) |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545243 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $103041735 |
| **REALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $103044330 |

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*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

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[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TREASURY OBLIGATIONS MONEY MARKET FUND

#### STATEMENTS OF CHANGES IN NET ASSETS

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| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$103041735 | $226589701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2934) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103044330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226586767 |
| **DISTRIBUTIONS TO SHAREHOLDERS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Distributions to shareholders<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(103036542) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(226530531) |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from sale of shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15990683617 | &nbsp;&nbsp;&nbsp;&nbsp;20540263752 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103637120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226427623 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12468105580) | &nbsp;&nbsp;&nbsp;(19267760440) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from share transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3626215157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498930935 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3626222945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498987171 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4942726075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3443738904 |
| **NET ASSETS AT END OF PERIOD<br>**  | $8568949020 | $4942726075 |
| **SHARES OF BENEFICIAL INTEREST:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15990683617 | &nbsp;&nbsp;&nbsp;&nbsp;20540263752 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103637120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226427623 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12468105580) | &nbsp;&nbsp;&nbsp;(19267760440) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3626215157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498930935 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TREASURY OBLIGATIONS MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/24(a)** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/23(a)** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/22(a)** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/21(a)** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0045 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0000)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0001) |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0044 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0214) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0514) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0498) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0162) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0001) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.0044) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.26% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.64% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.44% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$8568949 | &nbsp;&nbsp;$4942726 | &nbsp;&nbsp;$3443739 | &nbsp;&nbsp;$6254220 | &nbsp;&nbsp;$3755757 | &nbsp;&nbsp;$2753990 |
| **Ratios to average net assets:** |  |  |  |  |  |  |
| Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% |
| Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.28%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.93% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.83% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.45% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TREASURY OBLIGATIONS MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Institutional Investment Trust (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of thirty-one (31) series (and corresponding classes, each of which have the same rights and privileges, including voting rights), each of which represents a separate series of beneficial interest in the Trust. The Declaration of Trust permits the Board of Trustees of the Trust (the "Board" and each member thereof, a "Trustee") to authorize the issuance of an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate only to the following series (the "Fund"):

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Fund** | &nbsp;&nbsp;**Commencement of Operations** | &nbsp;&nbsp;**Diversification Classification** |
| &nbsp;&nbsp;State Street Treasury Obligations Money Market Fund | &nbsp;&nbsp;October 5, 2017 | &nbsp;&nbsp;Diversified |

---

The Fund is part of a master-feeder structure and invests substantially all of its assets in the State Street Treasury Plus Money Market Portfolio (the "Portfolio"), a separate series of State Street Master Funds. The value of the Fund's investment in the Portfolio reflects the Fund's proportionate interest in the net assets of the Portfolio (14.29% at June 30, 2025). The performance of the Fund is directly affected by the performance of the Portfolio. The financial statements of the Portfolio, including its Schedule of Investments, are attached to this report and should be read in conjunction with the Fund's financial statements.

The Fund operates as a "government money market fund" within the meaning of Rule 2a-7 under the 1940 Act to comply with the amendments to Rule 2a-7. The Fund is not currently subject to liquidity fees during periods of high illiquidity in the markets for the investments held by it.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Fund has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through the Fund's investments in accordance with its investment objective. The Fund's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Fund's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Fund's Total Return is utilized by the CODM to compare results, including the impact of the Fund's costs, to the Fund's competitors and to the Fund's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Fund is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

#### Security Valuation
The Fund records its investments in its Portfolio at value (net asset value) each business day. The valuation policy of the Portfolio is discussed in Note 3 of the Portfolio's Notes to Financial Statements, which are attached to this report.

------

[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TREASURY OBLIGATIONS MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

The investments of the Portfolio are valued pursuant to the policy and procedures developed by the Oversight Committee (the "Committee") and approved by the Board. The Committee provides oversight of the valuation of investments for the Portfolio. The Board has responsibility for overseeing the determination of the fair value of investments.

The Portfolio's securities are recorded on the basis of amortized cost which approximates fair value as permitted by Rule 2a-7 under the 1940 Act. This method values a security at its cost on the date of purchase and, thereafter, assumes a constant amortization to maturity of any premiums or accretion of any discounts.

The summary of the inputs used for the Portfolio, as of June 30, 2025, in valuing the Portfolio's securities carried at fair value are discussed in Note 3 of the Portfolio's Notes to Financial Statements, which are attached to this report.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on the trade date for financial reporting purposes. Realized gains and losses from security transactions consist of the Fund's pro-rata share of its Portfolio's realized gains and losses. Net investment income consists of the Fund's pro-rata share of the net investment income of its Portfolio less expenses of the Fund.

#### Expenses
Certain expenses, which are directly identifiable to a specific Fund, are applied to that Fund within the Trust. Other expenses which cannot be attributed to a specific Fund are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Funds within the Trust. The Fund is allocated a pro-rata share of the expense of its Portfolio. Class specific expenses are borne by each class.

#### Distributions
Distributions from net investment income, if any, are declared daily and are payable as of the last business day of each month. Net realized capital gains, if any, are distributed annually, unless additional distributions are required for compliance with applicable tax regulations. The amount and character of income and capital gains to be distributed are determined in accordance with applicable tax regulations which may differ from net investment income and realized gains recognized for U.S. GAAP purposes.

4.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory Fee
The Fund pays no advisory fee directly to SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM"), for so long as assets of the Fund are invested in the Portfolio. The Portfolio retained SSGA FM, a subsidiary of State Street Corporation and an affiliate of State Street Bank and Trust Company ("State Street"), as its investment adviser. The Portfolio has entered into an investment advisory agreement with the Adviser, under which the Adviser directs the investments of the Portfolio in accordance with its investment objectives, policies, and limitations. In compensation for the Adviser's services as investment adviser, the Portfolio pays the Adviser a management fee at an annual rate of 0.05% of its average daily net assets.

The Adviser is contractually obligated until April 30, 2026 to waive up to the full amount of the advisory fee payable by the Fund and/or to reimburse the Fund for expenses to the extent that total annual fund operating expenses (exclusive of non-recurring account fees, interest, taxes, and extraordinary expenses), exceed 0.10% of average daily net assets on an annual basis. This waiver and/or reimbursement may not be terminated prior to April 30, 2026 except with approval of the Board. For the period ended June 30, 2025, the Adviser contractually waived fees in the amount of $245,496.

Additionally, the Adviser currently intends to voluntarily waive its advisory fee and/or to reimburse the Fund for expenses to the extent that the Fund's total annual fund operating expenses exceed 0.08% of average daily net assets on an annual basis – this voluntary fee waiver and/or expense limitation arrangement may be terminated by SSGA FM at any time, in its sole discretion. For the period ended June 30, 2025, the Adviser voluntarily waived expenses in the amount of $479,167.

In addition to the contractual expense limitation for the Fund, each of the Adviser and State Street Global Advisors Funds Distributors, LLC (each a "Service Provider") also may voluntarily reduce all or a portion of its fees and/or reimburse expenses for the Fund or a share class to the extent necessary to maintain a certain minimum net yield,

------

[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TREASURY OBLIGATIONS MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

which may vary from time to time, in SSGA FM's sole discretion (any such waiver or reimbursement of expenses being referred to herein as a "Voluntary Reduction"). The Adviser may, in its sole discretion, implement the Voluntary Reduction for some series of the Trust, or some share classes of a series, and not others. The amount of any Voluntary Reduction may differ between such series and share classes in the Adviser's sole discretion. The business objectives of the Adviser and its affiliates and their broader relationships with certain Fund shareholders, Financial Intermediaries or distribution channels could give the Adviser an incentive to implement the Voluntary Reduction for some series of the Trust or share classes and not others, or to implement it to a greater degree for some series or share classes than others. Under an agreement with the Service Providers relating to the Voluntary Reduction, the Fund and the Portfolio have agreed to reimburse the Service Providers for the full dollar amount of any Voluntary Reduction beginning on May 1, 2020, subject to certain limitations. Each Service Provider may, in its sole discretion, irrevocably waive receipt of any or all reimbursement amounts due from the Fund.

A reimbursement to the Service Provider would increase fund expenses and may negatively impact the Fund's yield during such period. There is no guarantee that the Voluntary Reduction will be in effect at any given time or that the Fund will be able to avoid a negative yield. The Fund has agreed, subject to certain limitations, to reimburse the applicable Service Provider for the full dollar amount of any Voluntary Reduction incurred after May 1, 2020. Any such future reimbursement of an applicable Service Provider may result in the total annual operating expenses of the Fund exceeding the amount of the expense cap under the contractual expense limitation agreement because the expense is not covered by the agreement.

Fees reduced or expenses reimbursed by the Service Providers in connection with the Voluntary Reduction for the period ended June 30, 2025 were $0.

As of June 30, 2025, SSGA FM has not recouped any expenses from the Fund. Waived/reduced fees subject to potential recovery by year of expiration are as follows:

---

| | |
|:---|:---|
| **Expiration Date** | &nbsp;&nbsp;**Amount** |
| 12/31/2025<br>| &nbsp;&nbsp;$90183 |

---

#### Administrator, Sub-Administrator and Custodian Fees
SSGA FM serves as administrator and State Street serves as custodian and sub-administrator. For its administrative services, the Fund pays a fee at an annual rate of 0.05% of its average daily net assets to SSGA FM. The fees are accrued daily and paid monthly. The Fund pays State Street an annual fee for custody services for the Fund. SSGA FM pays an annual fee to State Street for sub-administration services provided for the Fund.

#### Distributor
State Street Global Advisors Funds Distributors, LLC ("SSGA FD" or the "Distributor"), an affiliate of the Adviser, serves as the Distributor of the Fund.

5.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Fund. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

6.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Fund has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code of 1986, as amended. The Fund will not be subject to federal income taxes to the extent it distributes its taxable income, including any net realized capital gains, for each fiscal year. Therefore, no provision for federal income tax is required.

The Fund files federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction. As of December 31, 2024, SSGA FM has analyzed the Fund's tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

------

[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TREASURY OBLIGATIONS MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

Distributions to shareholders are recorded on ex-dividend date. Income dividends and gain distributions are determined in accordance with income tax rules and regulations, which may differ from generally accepted accounting principles.

As of June 30, 2025, the cost of investments and other financial instruments for federal income tax purposes was substantially the same as cost for financial reporting purposes.

7.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Fund's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Fund's investments more than if the Fund was more broadly diversified.

#### Market, Credit and Counterparty Risk
In the normal course of business, the Fund trades securities and enters into financial transactions where risk of potential loss exists due to changes in global economic conditions and fluctuations of the market (market risk). Additionally, the Fund may also be exposed to counterparty risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Fund has unsettled or open transactions defaults. The value of securities held by the Fund may decline in response to certain events, including those directly involving the companies whose securities are owned by the Fund; conditions affecting the general economy; overall market changes; local, regional or global political, social or economic instability; and currency and interest rate and price fluctuations (credit risk).

Financial assets, which potentially expose the Fund to market, credit and counterparty risks, consist principally of investments and cash due from counterparties. The extent of the Fund's exposure to market, credit and counterparty risks in respect to these financial assets approximates their value as recorded in the Fund's Statement of Assets and Liabilities, less any collateral held by the Fund.

The Fund's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. The Fund is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Fund and its investments.

8.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Fund through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

------

[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TREASURY OBLIGATIONS MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

------

#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT<sup>1</sup>
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of the State Street Institutional Investment Trust (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street Treasury Obligations Money Market Fund (the "Fund"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for the :

o Comparisons of the Fund's performance over the past one-, three- and five-year periods ended December 31, 2024, to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge") for the Fund (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Fund's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Fund's historical average net assets relative to its total expenses, management fees, and non-management expenses and

o Comparisons of the Fund's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

*<sup>____________________________</sup>*

*<sup>1</sup>Over the course of many years overseeing the Fund and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreement, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.* 

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[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TREASURY OBLIGATIONS MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Fund; and

• Profitability analyses for (a) the Adviser with respect to the Fund and (b) affiliates of the Adviser that provide services to the Fund ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Fund.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolio of the Fund and for Fund operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Fund and its service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Fund;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Fund by SSGA FM in its capacity as the Fund's administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Fund by affiliates of the Adviser, including the custodian, sub-administrator and fund accountant of the Fund, and the role of the Adviser in managing the Fund's relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Fund;

• Responses to a request for information reviewed prior to the April 2, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of:

o SSGA FM, in its capacity as the Fund's Adviser and Administrator, with respect to its operations relating to the Fund and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other Affiliated Service Providers to the Fund, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator, custodian and shareholder servicer for the Fund, with respect to its operations relating to the Fund; and

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Fund (the "Distributor"), with respect to its operations relating to the Fund, together with the Fund's related distribution plans and arrangements under Rule 12b-1 of the 1940 Act;

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[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TREASURY OBLIGATIONS MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

• Information from SSGA FM, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel, with respect to the Fund.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser, and other service providers of the Fund throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Fund and the investment strategies used in pursuing the Fund's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the Fund.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, at the meeting held on May 7-8, 2025, the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Fund.

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to the Fund by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by the Fund, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Fund. The Board evaluated the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing various funds that invest primarily in money market instruments. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Fund, including reputational and entrepreneurial risks. The Board considered the Adviser's success in maintaining the constant dollar value of the Fund through extraordinary market conditions. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Fund by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of SSGA FM and various Affiliated Service Providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Fund.

<u>Fund Performance</u>

The Board compared the Fund's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024. For purposes of these comparisons the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data generally useful, they recognized its limitations, including that the data may vary depending on the

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[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TREASURY OBLIGATIONS MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

end date selected and that the results of the performance comparisons may vary depending on the selection of the peer group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall financial market conditions. Among other information, the Board considered the following performance information in its evaluation of the Fund:

*Money Market Funds, Generally. The Board noted the relatively narrow range of returns in each Fund's Performance Group and Performance Universe. The Board also observed that several basis points of performance, whether from yield on portfolio investments or fees waived by service providers, accounted for substantial differences in performance relative to other funds in such Performance Group and Performance Universe during periods when preservation of capital and net asset value were generally considered by stockholders to have been more important than several basis points of yield.*

*State Street Treasury Obligations Money Market Fund. The Board considered that the Fund's performance was above the medians of its Performance Group and Performance Universe for the 1-, 3- and 5-year periods. The Board also considered that the Fund's performance was above the Benchmark for the 1-, 3- and 5-year periods.*

On the basis of the foregoing and other relevant information, the Board concluded that the performance of the Fund is satisfactory.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual investment advisory fee rates payable by the Fund and actual fees paid by the Fund, net of waivers. As part of its review, the Board considered the Fund's management fee and total expense ratio, including the portion attributable to administrative services provided by SSGA FM (both before and after giving effect to any expense caps), as compared to its Expense Group and Expense Universe, as constructed by Broadridge, and the related Broadridge analysis for the Fund. The Board also considered the comparability of the fees charged and the services provided to the Fund by the Adviser to the fees charged and services provided to other clients of the Adviser, including institutional accounts. In addition, the Board considered the willingness of the Adviser to provide undertakings from time to time to waive fees or pay expenses of the Fund to limit the total expenses borne by shareholders. Among other information, the Board considered the following expense information in its evaluation of the Fund:

*State Street Treasury Obligations Money Market Fund. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.*

On the basis of the foregoing and other relevant information, and in light of the nature, extent and quality of the services provided by the Adviser, the Board concluded that the fees and the expense ratio of the Fund compare favorably to the fees and expenses of the Expense Group and Expense Universe and are reasonable in relation to the services provided.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Fund and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Fund, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Fund and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to the Fund, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Fund, were reasonable in relation to the services provided.

<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the Fund and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the Fund and fund complex increase. The Board acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the management of the Fund or the fund complex taken as a whole. The Board concluded that, in light of the current

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[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TREASURY OBLIGATIONS MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

size of the Fund and the fund complex, the level of profitability of the Adviser and its affiliates with respect to the Fund and the fund complex over various time periods, and the comparative management fee and expense ratio of the Fund during these periods, it does not appear that the Adviser or its affiliates has realized benefits from economies of scale in managing the assets of the Fund to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Fund at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of the Fund and its shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

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[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Master Funds
State Street Treasury Plus Money Market Portfolio

![](g52640imgc29d26411.jpg)

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[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

------

**TABLE OF CONTENTS** (Unaudited)

---

| | |
|:---|:---|
| **[Schedule of Investments (Unaudited) (N-CSR Item 6)](#xx_58c371dc-7889-4c61-84c1-ef68597332bb_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_c1d0b67d-798a-4800-9bd4-b1c71d82c301_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_504900bc-92c9-470c-98ee-3e2ee49a6e83_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_71cb2a57-6b7f-4219-b295-daded7c39f09_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_40ecc920-8e8c-4e62-8840-92c1ed5eb867_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_35649e6f-f2f1-4805-aab6-ca82722333e6_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;11 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_7f26ae41-fec0-4d28-b333-2034ae5f8241_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;15 |

---

#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

------

[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| **TREASURY DEBT—55.0%** |  |  |  |  |  |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;3.795% | &nbsp;&nbsp;10/02/2025 | &nbsp;&nbsp;10/02/2025 | &nbsp;&nbsp;$267900000 | &nbsp;&nbsp;$265139238 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.050% | &nbsp;&nbsp;10/23/2025 | &nbsp;&nbsp;10/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433922643 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/16/2025 | &nbsp;&nbsp;10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731690000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722860534 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565335061 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.080% | &nbsp;&nbsp;10/09/2025 | &nbsp;&nbsp;10/09/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106261893 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.085% | &nbsp;&nbsp;11/06/2025 | &nbsp;&nbsp;11/06/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173069215 |
| U.S. Treasury Bills (a)(b)<br>| &nbsp;&nbsp;4.095% | &nbsp;&nbsp;01/02/2026 | &nbsp;&nbsp;01/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1827310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1789209488 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.096% | &nbsp;&nbsp;09/25/2025 | &nbsp;&nbsp;09/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733612000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726435164 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.100% | &nbsp;&nbsp;09/18/2025 | &nbsp;&nbsp;09/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794546398 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554010860 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;12/26/2025 | &nbsp;&nbsp;12/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657038058 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.125% | &nbsp;&nbsp;07/10/2025 | &nbsp;&nbsp;07/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712804387 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.135% | &nbsp;&nbsp;07/03/2025 | &nbsp;&nbsp;07/03/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149965542 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.135% | &nbsp;&nbsp;09/04/2025 | &nbsp;&nbsp;09/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634791628 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.135% | &nbsp;&nbsp;11/20/2025 | &nbsp;&nbsp;11/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439347690 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.140% | &nbsp;&nbsp;12/11/2025 | &nbsp;&nbsp;12/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878167170 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.153% | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995630741 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.153% | &nbsp;&nbsp;12/04/2025 | &nbsp;&nbsp;12/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030050881 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.153% | &nbsp;&nbsp;12/18/2025 | &nbsp;&nbsp;12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969601481 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.165% | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095676271 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.173% | &nbsp;&nbsp;08/14/2025 | &nbsp;&nbsp;08/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801991530 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280188503 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;08/28/2025 | &nbsp;&nbsp;08/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411619000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408829470 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.190% | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734841256 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.195% | &nbsp;&nbsp;08/12/2025 | &nbsp;&nbsp;08/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1769730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1761032864 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;07/29/2025 | &nbsp;&nbsp;07/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364617543 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429947184 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.203% | &nbsp;&nbsp;08/21/2025 | &nbsp;&nbsp;08/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590865344 |
| U.S. Treasury Bills (a)(b)<br>| &nbsp;&nbsp;4.208% | &nbsp;&nbsp;10/28/2025 | &nbsp;&nbsp;10/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34641408 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.220% | &nbsp;&nbsp;10/14/2025 | &nbsp;&nbsp;10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230803789 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.235% | &nbsp;&nbsp;10/21/2025 | &nbsp;&nbsp;10/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327201381 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.248% | &nbsp;&nbsp;09/16/2025 | &nbsp;&nbsp;09/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587597480 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.250% | &nbsp;&nbsp;09/11/2025 | &nbsp;&nbsp;09/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29447550 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.394% | &nbsp;&nbsp;08/19/2025 | &nbsp;&nbsp;08/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200721000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199520543 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.10% (c)<br>| &nbsp;&nbsp;4.379% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975844000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975789372 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.13% (c)<br>| &nbsp;&nbsp;4.406% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476998758 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.17% (c)<br>| &nbsp;&nbsp;4.410% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298902000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298862717 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.15% (c)<br>| &nbsp;&nbsp;4.431% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888093228 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.16% (c)<br>| &nbsp;&nbsp;4.441% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494501476 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.18% (c)<br>| &nbsp;&nbsp;4.463% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078388195 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.21% (c)<br>| &nbsp;&nbsp;4.486% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811464888 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.25% (c)<br>| &nbsp;&nbsp;4.526% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230698000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230720471 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.016% | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286394568 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.016% | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515458000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501489380 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.099% | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201851592 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.100% | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582478000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568106690 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.179% | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144723445 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.192% | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;$137770000 | &nbsp;&nbsp;$137803709 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.197% | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20805251 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.206% | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32827474 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.254% | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178840259 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.292% | &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910403000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907873487 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.294% | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54597129 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.297% | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61533415 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.298% | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250615187 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.313% | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43875175 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.332% | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44275454 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.342% | &nbsp;&nbsp;11/30/2025 | &nbsp;&nbsp;11/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41528004 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.436% | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586341783 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.438% | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85739775 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;5.024% | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119020919 |
| TOTAL TREASURY DEBT<br>|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;32998451989 |
| **TREASURY REPURCHASE AGREEMENTS—39.3%** |  |  |  |  |  |
| Agreement with Australia and New Zealand Banking Group, dated 06/30/2025 (collateralized by U.S. Treasury Notes, 0.500% – 4.625% due 08/15/2026 – 08/15/2054, valued at $917,711,752); expected proceeds $900,110,000<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000000 |
| Agreement with Bank of America and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Strips, 0.000% due 05/15/2047 - 02/15/2054, valued at $91,800,001); expected proceeds $90,010,975<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000000 |
| Agreement with Bank of Montreal and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bonds, 1.875% - 6.625% due 02/15/2027 - 02/15/2051, valued at $76,500,041); expected proceeds $75,009,125<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000000 |
| Agreement with Bank of Nova Scotia and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 07/03/2025 - 11/20/2025, U.S. Treasury Bonds, 2.000% - 4.750% due 05/15/2039 - 05/15/2055, U.S. Treasury Inflation Index Bonds, 0.750% - 2.375% due 02/15/2042 - 02/15/2055, U.S. Treasury Inflation Index Notes, 0.125% - 2.375% due 04/15/2027 - 01/15/2035 and U.S. Treasury Notes, 0.500% - 4.625% due 11/15/2025 - 05/15/2035, valued at $606,900,023); expected proceeds $595,072,557<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595000000 |
| Agreement with Barclays Capital, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Inflation Index Notes, 1.375% - 1.875% due 07/15/2033 - 07/15/2034, valued at $25,500,075); expected proceeds $25,003,049<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000000 |
| Agreement with BNP Paribas and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Inflation Index Note, 1.875% due 07/15/2034, a U.S. Treasury Note, 4.250% due 02/28/2029, U.S. Treasury Inflation Index Bonds, 1.000% - 1.500% due 02/15/2049 - 02/15/2053 and U.S. Treasury Strips, 0.000% due 05/15/2031 - 05/15/2055, valued at $153,000,000); expected proceeds $150,018,292<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Citigroup Global Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 03/19/2025 (collateralized by a U.S. Treasury Inflation Index Note, 2.125% due 04/15/2029 and U.S. Treasury Notes, 1.750% - 4.250% due 01/31/2029 - 03/31/2029, valued at $204,083,507); expected proceeds $202,886,667 (d)<br>| &nbsp;&nbsp;4.330% | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;$200000000 | &nbsp;&nbsp;$200000000 |
| Agreement with Citigroup Global Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 05/16/2025 (collateralized by a U.S. Treasury Bond, 5.375% due 02/15/2031 and U.S. Treasury Notes, 0.875% - 4.250% due 08/31/2030 - 09/30/2031, valued at $204,202,191); expected proceeds $202,882,445 (d)<br>| &nbsp;&nbsp;4.360% | &nbsp;&nbsp;09/12/2025 | &nbsp;&nbsp;09/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 |
| Agreement with Citigroup Global Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 3.125% - 3.500% due 08/31/2027 - 09/30/2029, valued at $464,100,075); expected proceeds $455,055,485<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455000000 |
| Agreement with Credit Agricole Corporate and Investment Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 4.125% - 4.625% due 09/15/2026 - 11/15/2027, valued at $132,600,060); expected proceeds $130,015,853<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000000 |
| Agreement with Deutsche Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Strip, 0.000% due 08/15/2029 and U.S. Treasury Bonds, 2.000% - 2.750% due 11/15/2047 - 08/15/2051, valued at $193,800,000); expected proceeds $190,023,169<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 05/06/2025 (collateralized by U.S. Treasury Bills, 0.000% due 05/14/2026, U.S. Treasury Bonds, 3.500% - 5.250% due 02/15/2029 - 08/15/2039 and U.S. Treasury Notes, 0.500% - 4.500% due 10/31/2025 - 11/15/2033, valued at $510,000,098); expected proceeds $507,173,056 (d)<br>| &nbsp;&nbsp;4.340% | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Bond, 5.375% due 02/15/2031, U.S. Treasury Bills, 0.000% due 07/10/2025 and U.S. Treasury Notes, 4.000% - 4.125% due 10/31/2029 - 02/28/2030, valued at $790,500,022); expected proceeds $775,094,292<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Note, 4.250% due 06/30/2031, valued at $153,000,012); expected proceeds $150,018,333<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 07/08/2025 - 02/19/2026, a U.S. Treasury Bond, 6.875% due 08/15/2025 and U.S. Treasury Notes, 0.250% - 5.000% due 09/30/2025 - 10/31/2028, valued at $2,040,000,087); expected proceeds $2,000,243,889<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 07/08/2025 - 05/14/2026, U.S. Treasury Bonds, 1.375% - 6.625% due 02/15/2027 - 08/15/2052 and U.S. Treasury Notes, 0.625% - 4.625% due 01/31/2026 - 02/15/2034, valued at $2,346,000,092); expected proceeds $2,300,281,111<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;$2300000000 | &nbsp;&nbsp;$2300000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Inflation Index Notes, 1.125% - 1.750% due 01/15/2033 - 01/15/2034, valued at $2,550,000,072); expected proceeds $2,500,304,861<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 0.625% - 3.875% due 05/31/2027 - 08/15/2030, valued at $408,000,024); expected proceeds $400,049,000<br>| &nbsp;&nbsp;4.410% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000000 |
| Agreement with Fixed Income Clearing Corp. and Northern Trust (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 1.250% - 3.625% due 05/31/2028, valued at $255,621,173); expected proceeds $250,030,417<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 |
| Agreement with Fixed Income Clearing Corp., dated 06/30/2025 (collateralized by U.S. Treasury Notes, 1.625% – 4.75% due 11/30/2026 – 05/15/2055, valued at $2,038,997,232); expected proceeds $2,000,244,444<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000000 |
| Agreement with Goldman Sachs & Co. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Bond, 3.000% due 05/15/2045, U.S. Treasury Notes, 2.250% - 3.375% due 09/15/2027 - 11/15/2027 and U.S. Treasury Strips, 0.000% due 11/15/2026 - 05/15/2048, valued at $1,102,620,002); expected proceeds $1,081,131,822<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081000000 |
| Agreement with HSBC Securities USA, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bonds, 1.750% - 4.750% due 08/15/2041 - 11/15/2053, U.S. Treasury Inflation Index Bonds, 1.000% - 2.125% due 02/15/2041 - 02/15/2048, U.S. Treasury Notes, 0.250% - 5.000% due 08/31/2025 - 05/31/2027 and U.S. Treasury Strips, 0.000% due 08/15/2025 - 02/15/2027, valued at $851,700,001); expected proceeds $835,101,824<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835000000 |
| Agreement with JP Morgan Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/23/2025 (collateralized by a U.S. Treasury Note, 4.500% due 11/15/2033, valued at $122,400,007); expected proceeds $120,205,333<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/07/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000000 |
| Agreement with JP Morgan Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bonds, 3.000% - 4.750% due 02/15/2041 - 02/15/2053, valued at $2,282,760,053); expected proceeds $2,238,272,912<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2238000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2238000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Mitsubishi UFJ Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 07/15/2025 - 12/26/2025, U.S. Treasury Bonds, 1.375% - 4.750% due 05/15/2040 - 05/15/2055, U.S. Treasury Inflation Index Bonds, 0.125% - 1.500% due 02/15/2044 - 02/15/2053, U.S. Treasury Inflation Index Notes, 0.125% - 1.375% due 07/15/2025 - 07/15/2033 and U.S. Treasury Notes, 0.250% - 4.875% due 09/30/2025 - 05/15/2035, valued at $510,000,023); expected proceeds $500,060,972<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;$500000000 | &nbsp;&nbsp;$500000000 |
| Agreement with Mitsubishi UFJ Securities, Inc., dated 06/30/2025 (collateralized by U.S. Treasury Inflation Index Notes, 0.125% – 3.875% due 07/15/2025 – 02/15/2047 and U.S. Treasury Notes, 1.125% – 4.750% due 05/15/2040 – 05/15/2054, valued at $1,085,406,564); expected proceeds $1,065,129,871<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065000000 |
| Agreement with Mizuho Securities USA, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 2.625% - 3.750% due 04/30/2027 - 07/31/2029, valued at $255,031,173); expected proceeds $250,030,486<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 |
| Agreement with National Australia Bank, Ltd., dated 06/30/2025 (collateralized by a U.S. Treasury Note, 2.250% due 08/15/2027, valued at $254,914,155); expected proceeds $250,030,417<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 |
| Agreement with Prudential Insurance Co., dated 06/30/2025 (collateralized by U.S. Treasury Notes, 2.250% – 4.125% due 11/30/2031 – 11/15/2052 and U.S. Treasury Strips, 0.000% due 02/15/2030 – 11/15/2044, valued at $139,886,991); expected proceeds $136,909,412<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136892681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136892681 |
| Agreement with Prudential Insurance Co., dated 06/30/2025 (collateralized by U.S. Treasury Notes, 3.000% – 3.125% due 08/15/2044 – 18/15/2048 and U.S. Treasury Strips, 0.000% due 08/15/2039 – 11/15/2052, valued at $317,629,254); expected proceeds $309,081,522<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309043750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309043750 |
| Agreement with Royal Bank of Canada and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Bond, 4.625% due 05/15/2044, a U.S. Treasury Strip, 0.000% due 05/15/2029, U.S. Treasury Bills, 0.000% due 07/03/2025, U.S. Treasury Inflation Index Bonds, 0.750% - 2.125% due 02/15/2041 - 02/15/2053, U.S. Treasury Inflation Index Notes, 0.875% - 1.875% due 04/15/2028 - 07/15/2034 and U.S. Treasury Notes, 0.375% - 4.875% due 11/30/2025 - 08/31/2031, valued at $525,300,000); expected proceeds $515,062,658<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515000000 |
| Agreement with Royal Bank of Canada and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 1.500% - 4.250% due 01/31/2027 - 04/30/2028, valued at $561,000,003); expected proceeds $550,067,222<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000000 |
| Agreement with Societe Generale and Bank of New York Mellon (Tri-Party), dated 03/26/2025 (collateralized by U.S. Treasury Bonds, 1.250% - 6.625% due 02/15/2026 - 02/15/20535, valued at $255,000,031); expected proceeds $253,608,333 (d)<br>| &nbsp;&nbsp;4.330% | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Societe Generale and Bank of New York Mellon (Tri-Party), dated 04/01/2025 (collateralized by a U.S. Treasury Note, 3.750% due 06/30/2027 and U.S. Treasury Bonds, 1.375% - 6.875% due 08/15/2025 - 02/15/2055, valued at $255,000,009); expected proceeds $253,608,333 (d)<br>| &nbsp;&nbsp;4.330% | &nbsp;&nbsp;07/30/2025 | &nbsp;&nbsp;07/30/2025 | &nbsp;&nbsp;$250000000 | &nbsp;&nbsp;$250000000 |
| Agreement with Societe Generale and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Bond, 4.375% due 08/15/2043, valued at $20,400,090); expected proceeds $20,002,439<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000000 |
| Agreement with Standard Chartered Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Inflation Index Bond, 2.000% due 01/15/2026, U.S. Treasury Bills, 0.000% due 07/10/2025, U.S. Treasury Bonds, 1.875% - 4.750% due 11/15/2041 - 05/15/2055, U.S. Treasury Inflation Index Notes, 0.125% - 1.875% due 07/15/2026 - 07/15/2034 and U.S. Treasury Notes, 0.375% - 4.875% due 12/31/2025 - 05/15/2034, valued at $657,900,016); expected proceeds $645,078,654<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000000 |
| Agreement with Toronto Dominion Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 0.375% - 4.875% due 02/28/2026 - 07/31/2027, valued at $51,000,065); expected proceeds $50,006,111<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000000 |
| Agreement with UBS Securities LLC and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 07/08/2025 - 11/20/2025, U.S. Treasury Bonds, 1.375% - 6.125% due 11/15/2027 - 05/15/2051, U.S. Treasury Inflation Index Bonds, 0.875% - 3.875% due 01/15/2028 - 02/15/2049, U.S. Treasury Inflation Index Notes, 0.125% - 1.625% due 10/15/2029 - 07/15/2031, U.S. Treasury Notes, 0.250% - 5.000% due 07/31/2025 - 06/30/2032 and U.S. Treasury Strips, 0.000% due 02/15/2026 - 02/15/2037, valued at $122,400,002); expected proceeds $120,014,633<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000000 |
| Agreement with Wells Fargo Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Inflation Index Bonds, 0.125% - 2.375% due 02/15/2040 - 02/15/2055 and U.S. Treasury Inflation Index Notes, 0.125% - 2.375% due 10/15/2025 - 01/15/2035, valued at $510,062,192); expected proceeds $500,060,972<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 |
| TOTAL TREASURY REPURCHASE AGREEMENTS<br>|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;23569936431 |
| **TOTAL INVESTMENTS <sup>(e)(f)</sup>–94.3% <br>**  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**56568388420** |
| **Other Assets in Excess of Liabilities —5.7% <br>**  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3401589596** |
| **NET ASSETS –100.0% <br>**  |  |  |  |  | &nbsp;&nbsp;**$59969978016** |

---

(a) Rate shown is the discount rate at time of purchase.

(b) When-issued security.

(c) Variable Rate Security - Interest rate shown is rate in effect at June 30, 2025. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above.

(d) Illiquid security. These securities represent $1,400,000,000 or 2.3% of net assets as of June 30, 2025.

(e) Also represents the cost for federal tax purposes.

(f) Unless otherwise indicated, the values of the securities of the Portfolio are determined based on Level 2 inputs (Note 3).

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in unaffiliated issuers, at value and amortized cost.<br>| &nbsp;&nbsp;&nbsp;&nbsp;$32998451989 |
| &nbsp;&nbsp;&nbsp;&nbsp;Repurchase agreements, at value and amortized cost<br>| &nbsp;&nbsp;&nbsp;23569936431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments<br>| &nbsp;&nbsp;&nbsp;56568388420 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5019124565 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for investments sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220498453 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90054947 |
| &nbsp;&nbsp;&nbsp;&nbsp;Other receivable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;61899061084 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for investments purchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1924885643 |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory and administrator fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400656 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custody, sub-administration and transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609967 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12515 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100702 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30257 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;1929083068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $59969978016 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **INVESTMENT INCOME** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238519922 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory and administrator fee<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14104285 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian, sub-administrator and transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693076 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29355 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7519 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12927 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16161287 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $1222358635 |
| **REALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28483 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $1222387118 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$1222358635 | $2558755151 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61195) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222387118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2558693956 |
| **CAPITAL TRANSACTIONS** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Contributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124467259923 | &nbsp;&nbsp;&nbsp;&nbsp;217367694672 |
| &nbsp;&nbsp;&nbsp;&nbsp;Withdrawals<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(122235077982) | &nbsp;&nbsp;&nbsp;(209524911840) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from capital transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2232181941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7842782832 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3454569059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10401476788 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56515408957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46113932169 |
| **NET ASSETS AT END OF PERIOD<br>**  | $59969978016 | $56515408957 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/24** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/23** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/22** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/21** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/20** |
| **Total return (a)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.65% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$59969978 | &nbsp;&nbsp;$56515409 | &nbsp;&nbsp;$46113932 | &nbsp;&nbsp;$43687095 | &nbsp;&nbsp;$27061311 | &nbsp;&nbsp;$28049358 |
| **Ratios to average net assets:** |  |  |  |  |  |  |
| Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06%(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.31%(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.91% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.41% |

---

(a) Results represent past performance and are not indicative of future results. Total return for periods of less than one year are not annualized.

(b) Annualized.

*See accompanying notes to financial statements.*

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#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

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1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Master Funds (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of four (4) series, each of which represents a separate series of beneficial interest in the Trust. State Street Treasury Plus Money Market Portfolio (the "Portfolio") is authorized to issue an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate only to the Portfolio.

The Portfolio operates as a "government money market fund" within the meaning of Rule 2a-7 under the 1940 Act to comply with the amendments to Rule 2a-7. The Portfolio is not currently subject to liquidity fees during periods of high illiquidity in the markets for the investments held by it.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Portfolio has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through the Portfolio's investments in accordance with its investment objective. The Portfolio's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Portfolio's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Portfolio's Total Return is utilized by the CODM to compare results, including the impact of the Portfolio's costs, to the Portfolio's competitors and to the Portfolio's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Portfolio is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

#### Security Valuation
The investments of the Portfolio 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" and each member thereof, a "Trustee"). The Committee provides oversight of the valuation of investments for the Portfolio. The Board has responsibility for overseeing the determination of the fair value of investments.

The Portfolio's securities are recorded on the basis of amortized cost which approximates fair value as permitted by Rule 2a-7 under the 1940 Act. This method values a security at its cost on the date of purchase and, thereafter, assumes a constant amortization to maturity of any premiums or accretion of any discounts.

Because of the inherent uncertainties of valuation and under certain market conditions, the values reflected in the financial statements may differ from the value received upon actual sale of those investments and it is possible that the differences could be material.

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

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#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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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.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on trade date for financial reporting purposes. Realized gains and losses from the sale or disposition of investments are determined using the identified cost method. Interest income is recorded daily on an accrual basis. All premiums and discounts are amortized/accreted for financial reporting purposes.

All of the net investment income and realized gains and losses from the security transactions of the Portfolio are allocated pro rata among the partners in the Portfolio on a daily basis based on each partner's daily ownership percentage.

#### Expenses
Certain expenses, which are directly identifiable to a specific Portfolio, are applied to that Portfolio within the Trust. Other expenses which cannot be attributed to a specific Portfolio are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Portfolio within the Trust.

4.&nbsp;&nbsp;&nbsp;&nbsp;Securities and Other Investments

#### Repurchase Agreements
The Portfolio may enter into repurchase agreements under the terms of a Master Repurchase Agreement. A repurchase agreement customarily obligates the seller at the time it sells securities to the Portfolio to repurchase the securities at a mutually agreed upon price and time. During the term of a repurchase agreement, the value of the underlying securities held as collateral on behalf of the Portfolio including accrued interest, is required to exceed the value of the repurchase agreement, including accrued interest.

The Portfolio monitors, on a daily basis, the value of the collateral to ensure it is at least equal to the Portfolio's principal amount of the repurchase agreement (including accrued interest). The underlying securities are ordinarily United States Government or Government Agency securities, but may consist of other securities. The use of repurchase agreements involves certain risks including counterparty risks. In the event of a default by the counterparty, realization of the collateral proceeds could be delayed, during which the value of the collateral may decline.

As of June 30, 2025, the Portfolio had invested in repurchase agreements with the gross values of $23,569,936,431 and associated collateral equal to $24,042,727,168.

5.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory and Administrator Fee
The Trust has entered into an investment advisory agreement with SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM"), a subsidiary of State Street Corporation and an affiliate of State Street Bank and Trust Company ("State Street"), under which the Adviser directs the investments of the Portfolio in accordance with its investment objective, policies, and limitations. In compensation for the Adviser's services as investment adviser, the Portfolio pays the Adviser a management fee at an annual rate of 0.05% of its average daily net assets. SSGA FM also serves as administrator.

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#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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Each of the Adviser and State Street Global Advisors Funds Distributors, LLC (each a "Service Provider") also may voluntarily reduce all or a portion of its fees and/or reimburse expenses for the Portfolio to the extent necessary to maintain a certain minimum net yield, which may vary from time to time, in SSGA FM's sole discretion (any such waiver or reimbursement of expenses by a Service Provider being referred to herein as a "Voluntary Reduction"). The Adviser may, in its sole discretion, implement the Voluntary Reduction for some series of the Trust and not others. The amount of any Voluntary Reduction may differ between such series in the Adviser's sole discretion. The business objectives of the Adviser and its affiliates and their broader relationships with certain Portfolio shareholders, Financial Intermediaries or distribution channels could give the Adviser an incentive to implement the Voluntary Reduction for some series of the Trust and not others, or to implement it to a greater degree for some series or share classes than others. Under an agreement with the Service Providers relating to the Voluntary Reduction, the Portfolio has agreed to reimburse the Service Providers for the full dollar amount of any Voluntary Reduction beginning on May 1, 2020, subject to certain limitations. Each Service Provider may, in its sole discretion, irrevocably waive receipt of any or all reimbursement amounts due from the Portfolio.

A reimbursement to the Service Provider would increase fund expenses and may negatively impact a Portfolio's yield during such period. There is no guarantee that the Voluntary Reduction will be in effect at any given time or that a Portfolio will be able to avoid a negative yield.

There were no reimbursements for the period ended June 30, 2025.

#### Custodian, Sub-Administrator and Transfer Agent Fees
State Street serves as the custodian, sub-administrator and transfer agent to the Portfolio. For its services as custodian, sub-administrator and transfer agent, the Portfolio pays State Street an annual fee. The fees are accrued daily and paid monthly.

6.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trust's Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Portfolio. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

7.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Portfolio is not required to pay federal income taxes on its net investment income and net capital gains because it is treated as a partnership for federal income tax purposes. All interest, gains and losses of the Portfolio are deemed to have been "passed through" to the Portfolio's partners in proportion to their holdings in the Portfolio, regardless of whether such items have been distributed by the Portfolio. Each partner is responsible for its tax liability based on its distributive share; therefore, no provision has been made for federal income taxes.

The Portfolio files federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction. As of December 31, 2024, SSGA FM has analyzed the Portfolio's tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

As of June 30, 2025, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes.

8.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Portfolio's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Portfolio's investments more than if the Portfolio was more broadly diversified.

#### Market, Credit and Counterparty Risk
In the normal course of business, the Portfolio trades securities and enters into financial transactions where risk of potential loss exists due to changes in global economic conditions and fluctuations of the market (market risk). Additionally, the Portfolio may also be exposed to counterparty risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Portfolio has unsettled or open transactions defaults. The

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#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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value of securities held by the Portfolio may decline in response to certain events, including those directly involving the companies whose securities are owned by the Portfolio; conditions affecting the general economy; overall market changes; local, regional or global political, social or economic instability; and currency and interest rate and price fluctuations (credit risk).

Financial assets, which potentially expose the Portfolio to market, credit and counterparty risks, consist principally of investments and cash due from counterparties. The extent of the Portfolio's exposure to market, credit and counterparty risks in respect to these financial assets approximates their value as recorded in the Portfolio's Statement of Assets and Liabilities, less any collateral held by the Portfolio.

The Portfolio's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. The Portfolio is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Portfolio and its investments.

9.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Portfolio through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

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#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

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#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT<sup>1</sup>
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of the State Street Master Funds (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street Treasury Plus Money Market Portfolio (the "Portfolio"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for the feeder fund for which the Portfolio serves as the master fund in a master-feeder structure (the "Fund"):

o Comparisons of the Fund's performance over the past one-, three-, five- and ten-year periods ended December 31, 2024, to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge") for the Fund (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Fund's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Fund's historical average net assets relative to its total expenses, management fees, and non-management expenses over the past five calendar years; and

o Comparisons of the Fund's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

*<sup>____________________________</sup>*

*<sup>1</sup>Over the course of many years overseeing the Portfolio and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreements, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.* 

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#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Fund; and

• Profitability analyses for (a) the Adviser with respect to the Portfolio and (b) affiliates of the Adviser that provide services to the Portfolio ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Portfolio.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolio of the Portfolio and for Portfolio operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Portfolio and its service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Portfolio;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Portfolio by SSGA FM in its capacity as the Portfolio's administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Portfolio by affiliates of the Adviser, including the custodian, sub-administrator, transfer agent and fund accountant of the Portfolio, and the role of the Adviser in managing the Portfolio's relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Portfolio;

• Responses to a request for information reviewed prior to the April 2, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of:

o SSGA FM, in its capacity as the Portfolio's Adviser and Administrator, with respect to its operations relating to the Portfolio and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other affiliated service providers to the Portfolio, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator, custodian and transfer agent for the Portfolio, with respect to its operations relating to the Portfolio; and

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Portfolio (the "Distributor"), with respect to its operations relating to the Portfolio;

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#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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• Information from SSGA FM, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel, with respect to the Fund.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser, and other service providers of the Portfolio throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Portfolio and the investment strategies used in pursuing the Portfolio's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the Portfolio.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, at the meeting held on May 7-8, 2025, the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Portfolio.

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to the Portfolio by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by the Portfolio, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Portfolio. The Board evaluated the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing various funds that invest primarily in money market instruments. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Portfolio, including reputational and entrepreneurial risks. The Board considered the Adviser's success in maintaining the constant dollar value of the Portfolio through extraordinary market conditions. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Portfolio by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of SSGA FM and various affiliated service providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Portfolio.

<u>Portfolio Performance</u>

The Board considered the Portfolio's performance by evaluating the performance of the Fund. The Board compared the Fund's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024. For purposes of these comparisons the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data

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#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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generally useful, they recognized its limitations, including that the data may vary depending on the end date selected and that the results of the performance comparisons may vary depending on the selection of the peer group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall financial market conditions. Among other information, the Board considered the following performance information in its evaluation of the Portfolio:

*Money Market Funds, Generally. The Board noted the relatively narrow range of returns in each Fund's Performance Group and Performance Universe. The Board also observed that several basis points of performance, whether from yield on portfolio investments or fees waived by service providers, accounted for substantial differences in performance relative to other funds in such Performance Group and Performance Universe during periods when preservation of capital and net asset value were generally considered by stockholders to have been more important than several basis points of yield.*

*State Street Institutional Treasury Plus Money Market Fund and State Street Treasury Plus Money Market Portfolio. The Board considered that the Fund's performance was above the medians of its Performance Group and Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was above the Benchmark for the 1-, 3-, 5- and 10-year periods.*

On the basis of the foregoing and other relevant information, the Board concluded that the performance of the Portfolio is satisfactory.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual investment advisory fee rates payable by the Portfolio and actual fees paid by the Fund, net of waivers. As part of its review, the Board considered the Fund's management fee and total expense ratio, including the portion attributable to administrative services provided by SSGA FM (both before and after giving effect to any expense caps), as compared to its Expense Group and Expense Universe, as constructed by Broadridge, and the related Broadridge analysis for the Fund. The Board also considered the comparability of the fees charged and the services provided to the Fund by the Adviser to the fees charged and services provided to other clients of the Adviser, including institutional accounts. The Board considered the investment advisory fee in the context of the overall master-feeder arrangement with the Fund. Among other information, the Board considered the following expense information in its evaluation of the Portfolio:

*State Street Institutional Treasury Plus Money Market Fund and State Street Treasury Plus Money Market Portfolio. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.*

On the basis of the foregoing and other relevant information, and in light of the nature, extent and quality of the services provided by the Adviser, the Board concluded that the fees and the expense ratio of the Fund compare favorably to the fees and expenses of the Expense Group and Expense Universe and the fees and the expense ratio of the Portfolio are reasonable in relation to the services provided.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Portfolio and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Portfolio, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Portfolio and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to the Portfolio, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Portfolio, were reasonable in relation to the services provided.

<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the Portfolio and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the Portfolio and fund complex increase. The Board

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#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the management of the Portfolio or the fund complex taken as a whole. The Board concluded that, in light of the current size of the Portfolio and the fund complex, the level of profitability of the Adviser and its affiliates with respect to the Portfolio and the fund complex over various time periods, and the comparative management fee and expense ratio of the Fund during these periods, it does not appear that the Adviser or its affiliates has realized benefits from economies of scale in managing the assets of the Portfolio to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Portfolio at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of the Portfolio and its shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

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[**Table of Contents**](#JOB_SSIIT_88dae6e6-52aa-42f3-ad07-71bed4311aa3_TOC-LETTERSIZE-FEEDER)

[This Page Intentionally Left Blank]

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## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Institutional Investment Trust

---

| |
|:---|
| State Street Aggregate Bond Index Fund |
| State Street Global All Cap Equity ex-U.S. Index Fund |
| State Street Small/Mid Cap Equity Index Fund |
| State Street Aggregate Bond Index Portfolio |
| State Street Global All Cap Equity ex-U.S. Index Portfolio |
| State Street Small/Mid Cap Equity Index Portfolio |

---

**The information contained in this report is intended for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-800-647-7327 or visiting *www.ssga.com*. Please read the prospectus carefully before you invest.**![](g52640imge48867e41.jpg)

------

**TABLE OF CONTENTS** (Unaudited)

---

| | |
|:---|:---|
| **[Financial Statements (Unaudited) (N-CSR Item 7)](#xx_ae75824b-50f1-41de-894f-f09dd3891801_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_63ff3f3d-112d-41a2-a06d-6c09bb8648c8_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| **[Schedules of Investments (Unaudited) (N-CSR Item 6)](#xx_5defc820-37b9-4d37-bf4f-67b5c32ee594_1)** |  |
| &nbsp;&nbsp;&nbsp;[State Street Aggregate Bond Index Portfolio](#xx_5defc820-37b9-4d37-bf4f-67b5c32ee594_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| &nbsp;&nbsp;&nbsp;[State Street Global All Cap Equity ex-U.S. Index Portfolio](#xx_e2daf7a8-3175-4cbf-8c4e-382643312c41_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| &nbsp;&nbsp;&nbsp;[State Street Small/Mid Cap Equity Index Portfolio](#xx_38dc50d6-7906-4329-a8e2-88b655819fea_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;162 |
| **[Financial Statements (Unaudited) (N-CSR Item 7)](#xx_58f6e030-f8d0-4848-8265-2d22ea27f6c1_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;190 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_b92084ad-5646-48cc-9799-be9d395b0646_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;193 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_16ff891e-1d92-40bd-afc7-451f3e17b906_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;196 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_560c6535-24b3-4c8a-a1a6-e215067ad984_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;206 |

---

#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENTS OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | | | |
|:---|:---|:---|:---|
|  | **State Street Aggregate Bond Index Fund** | **State Street Global All Cap Equity ex-U.S. Index Fund** | **State Street Small/Mid Cap Equity Index Fund** |
| **ASSETS** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment in corresponding affiliated Portfolio, at value\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;$2255730975 | $3453886713 | $678763457 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for investments sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9125932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10160445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195981 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for fund shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5346589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2911429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512650 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;2270382863 | &nbsp;&nbsp;&nbsp;3467451112 | &nbsp;&nbsp;&nbsp;684511746 |
| **LIABILITIES** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for fund shares repurchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14466786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13066139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5702895 |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16322 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18059 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27203 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7457 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8428 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub-transfer agent fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8455 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6577 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14265 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9708 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14696464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14174519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5825118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $2255686399 | $3453276593 | $678686628 |
| **NET ASSETS CONSIST OF:** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in capital<br>| $2333196686 | $2968947927 | $603781067 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77510287) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484328666 | &nbsp;&nbsp;&nbsp;&nbsp;74905561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $2255686399 | $3453276593 | $678686628 |
| **Class A** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$13260092 | $15443269 | $36438840 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117305 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $86.93 | $120.48 | $310.63 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maximum sales charge<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.75% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25% |
| &nbsp;&nbsp;&nbsp;&nbsp;Maximum offering price per share<br>| $90.32 | $127.16 | $327.84 |
| **Class I** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$6605683 | $5946689 | $9053438 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29078 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $86.80 | $120.72 | $311.35 |
| **Class K** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$2235820624 | $3431886635 | $633194350 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25802857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28355325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033066 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $86.65 | $121.03 | $311.45 |
| **COST OF INVESTMENTS:** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;\*Investment in corresponding affiliated Portfolio, at cost<br>| &nbsp;&nbsp;&nbsp;&nbsp;$2262149579 | $2988450894 | $617424723 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENTS OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | | | |
|:---|:---|:---|:---|
|  | **State Street Aggregate Bond Index Fund** | **State Street Global All Cap Equity ex-U.S. Index Fund** | **State Street Small/Mid Cap Equity Index Fund** |
| **INVESTMENT INCOME** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividend income from corresponding affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;$29482393 | $— | $— |
| **EXPENSES** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory fee<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94254 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157089 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub-transfer agent fee |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class I<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution fees |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44939 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17991 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10414 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24943 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28218 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees and expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8772 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49018 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2568232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483389 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses waived/reimbursed by the Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(932332) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2192487) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(303595) |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179794 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $29400960 | $(375745) | $(179794) |
| **REALIZED AND UNREALIZED GAIN (LOSS)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment in corresponding affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12998729) | &nbsp;&nbsp;&nbsp;&nbsp;24000988 | &nbsp;&nbsp;&nbsp;&nbsp;(3703815) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation on: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments in corresponding affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59700219 | &nbsp;&nbsp;&nbsp;465577040 | &nbsp;&nbsp;&nbsp;24949034 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET REALIZED AND UNREALIZED GAIN (LOSS)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;46701490 | &nbsp;&nbsp;&nbsp;489578028 | &nbsp;&nbsp;&nbsp;21245219 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $76102450 | $489202283 | $21065425 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **State Street Aggregate Bond Index Fund** | **State Street Aggregate Bond Index Fund** | **State Street Global All Cap Equity ex-U.S. Index Fund** | **State Street Global All Cap Equity ex-U.S. Index Fund** | **State Street Small/Mid Cap Equity Index Fund** | **State Street Small/Mid Cap Equity Index Fund** |
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$29400960 | $37826958 | $(375745) | $69396502 | $(179794) | $13617587 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12998729) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14003104) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24000988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24457917 | &nbsp;&nbsp;&nbsp;&nbsp;(3703815) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18611982 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59700219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14239982) | &nbsp;&nbsp;&nbsp;&nbsp;465577040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30329010) | &nbsp;&nbsp;&nbsp;&nbsp;24949034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63851494 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76102450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9583872 | &nbsp;&nbsp;&nbsp;&nbsp;489202283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63525409 | &nbsp;&nbsp;&nbsp;&nbsp;21065425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96081063 |
| **DISTRIBUTIONS TO SHAREHOLDERS:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(194398) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(443693) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(594117) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(682929) |
| &nbsp;&nbsp;&nbsp;&nbsp;Class I<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(107006) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(337651) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(222133) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(181379) |
| &nbsp;&nbsp;&nbsp;&nbsp;Class K<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29107881) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37068869) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98781502) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(12404818) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Total distributions to shareholders <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29409285) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37850213) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99597752) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(13269126) |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |  |  |  |  |  |
| **Class A** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from sale of shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3510420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2987769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4958687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5005986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2891282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9946311 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675574 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3070528) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5537115) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7466844) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4325320) | &nbsp;&nbsp;&nbsp;&nbsp;(6103889) | &nbsp;&nbsp;&nbsp;&nbsp;(10024155) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2177246) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2508157) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274783 | &nbsp;&nbsp;&nbsp;&nbsp;(3212607) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597730 |
| **Class I** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from sale of shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1988990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2677276 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181379 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(633257) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7561466) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(734873) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(429943) | &nbsp;&nbsp;&nbsp;&nbsp;(2486922) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4828168) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(367976) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5487645) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(231904) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(466400) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1969513) |
| **Class K** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from sale of shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829825029 | &nbsp;&nbsp;&nbsp;&nbsp;957681134 | &nbsp;&nbsp;&nbsp;&nbsp;884996457 | &nbsp;&nbsp;&nbsp;1123498742 | &nbsp;&nbsp;&nbsp;&nbsp;86274161 | &nbsp;&nbsp;&nbsp;&nbsp;152542516 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28742115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36347380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97318380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11870845 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(207965117) | &nbsp;&nbsp;&nbsp;&nbsp;(216961487) | &nbsp;&nbsp;&nbsp;&nbsp;(262145671) | &nbsp;&nbsp;&nbsp;&nbsp;(312943013) | &nbsp;&nbsp;&nbsp;&nbsp;(67432728) | &nbsp;&nbsp;&nbsp;(135741177) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;650602027 | &nbsp;&nbsp;&nbsp;&nbsp;777067027 | &nbsp;&nbsp;&nbsp;&nbsp;622850786 | &nbsp;&nbsp;&nbsp;&nbsp;907874109 | &nbsp;&nbsp;&nbsp;&nbsp;18841433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28672184 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from beneficial interest transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;650837954 | &nbsp;&nbsp;&nbsp;&nbsp;769402136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620110725 | &nbsp;&nbsp;&nbsp;&nbsp;909149781 | &nbsp;&nbsp;&nbsp;&nbsp;15162426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27300401 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697531119 | &nbsp;&nbsp;&nbsp;&nbsp;741135795 | &nbsp;&nbsp;&nbsp;1109313008 | &nbsp;&nbsp;&nbsp;&nbsp;873077438 | &nbsp;&nbsp;&nbsp;&nbsp;36227851 | &nbsp;&nbsp;&nbsp;&nbsp;110112338 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;1558155280 | &nbsp;&nbsp;&nbsp;&nbsp;817019485 | &nbsp;&nbsp;&nbsp;2343963585 | &nbsp;&nbsp;&nbsp;1470886147 | &nbsp;&nbsp;&nbsp;642458777 | &nbsp;&nbsp;&nbsp;&nbsp;532346439 |
| **NET ASSETS AT END OF PERIOD<br>**  | $2255686399 | $1558155280 | $3453276593 | $2343963585 | $678686628 | $642458777 |
| **SHARES OF BENEFICIAL INTEREST:** |  |  |  |  |  |  |
| **Class A** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35441 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2182 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35643) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64082) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67564) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39802) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20810) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35091) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25153) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22428) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2532 |
| **Class I** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9404 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7421) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88933) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6521) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3953) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8064) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17474) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4329) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64699) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2110) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1116) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7484) |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENTS OF CHANGES IN NET ASSETS (continued)

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **State Street Aggregate Bond Index Fund** | **State Street Aggregate Bond Index Fund** | **State Street Global All Cap Equity ex-U.S. Index Fund** | **State Street Global All Cap Equity ex-U.S. Index Fund** | **State Street Small/Mid Cap Equity Index Fund** | **State Street Small/Mid Cap Equity Index Fund** |
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **Class K** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9720067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11176791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7970473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10418893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538757 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38329 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2423333) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2533988) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2342072) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2912897) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(230758) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(468776) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| $7632378 | $9066680 | $5628401 | $8453041 | $66487 | $108310 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX FUND

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Class A** | &nbsp;&nbsp;**Class A** | &nbsp;&nbsp;**Class A** | &nbsp;&nbsp;**Class A** | &nbsp;&nbsp;**Class A** | &nbsp;&nbsp;**Class A** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$85.01 | &nbsp;&nbsp;$86.99 | &nbsp;&nbsp;$85.06 | &nbsp;&nbsp;$100.32 | &nbsp;&nbsp;$105.53 | &nbsp;&nbsp;$101.10 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.18 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.99) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.91 | &nbsp;&nbsp;&nbsp;&nbsp;(15.40) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.79) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.10 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.28 | &nbsp;&nbsp;&nbsp;&nbsp;(13.61) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.34) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.28 |
| Contribution from affiliates<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.29) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.85) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.35) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.70) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.44) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.06) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.00)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.01) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.43) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.79) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.29) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.85) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.35) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.71) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.87) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.85) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$86.93 | &nbsp;&nbsp;$85.01 | &nbsp;&nbsp;$86.99 | &nbsp;&nbsp;$85.06 | &nbsp;&nbsp;$100.32 | &nbsp;&nbsp;$105.53 |
| **Total return (d)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.80% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.14% | &nbsp;&nbsp;&nbsp;&nbsp;(13.57)%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.22)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.25% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$13260 | &nbsp;&nbsp;$12375 | &nbsp;&nbsp;$14851 | &nbsp;&nbsp;$14390 | &nbsp;&nbsp;$10742 | &nbsp;&nbsp;$11200 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (f)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.51%(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.45% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.57% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.58% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.58% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.66% |
| Net expenses (f)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.41%(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.34% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.45% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.45% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.48% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.90%(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.32% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.78% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.41% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.08% |
| Portfolio turnover rate (h)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9%(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37% |

---

(a) After the close of trading on April 17, 2020, the State Street Aggregate Bond Index Fund underwent a 1-for-10 reverse share split. The historical per share activity presented here has been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Amount is less than $0.005 per share.

(d) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(e) If the Adviser had not made a contribution during the year ended December 31, 2022, the total return would have been (13.63)%.

(f) Ratio does not include the expenses of the corresponding Portfolio.

(g) Annualized.

(h) Portfolio turnover rate is from the corresponding Portfolio.

(i) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$84.84 | &nbsp;&nbsp;$86.73 | &nbsp;&nbsp;$84.81 | &nbsp;&nbsp;$100.03 | &nbsp;&nbsp;$105.23 | &nbsp;&nbsp;$100.80 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.40 | &nbsp;&nbsp;&nbsp;&nbsp;3.11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.38 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.96 | &nbsp;&nbsp;&nbsp;&nbsp;(1.95) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.69 | &nbsp;&nbsp;&nbsp;&nbsp;(15.29) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.77) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.20 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;3.36 | &nbsp;&nbsp;&nbsp;&nbsp;1.16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.48 | &nbsp;&nbsp;&nbsp;&nbsp;(13.35) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.08) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.58 |
| Contribution from affiliates<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;(1.40) | &nbsp;&nbsp;&nbsp;&nbsp;(3.05) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.56) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.92) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.69) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.36) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.00)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.01) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.43) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.79) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;(1.40) | &nbsp;&nbsp;&nbsp;&nbsp;(3.05) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.56) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.93) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.12) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.15) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$86.80 | &nbsp;&nbsp;$84.84 | &nbsp;&nbsp;$86.73 | &nbsp;&nbsp;$84.81 | &nbsp;&nbsp;$100.03 | &nbsp;&nbsp;$105.23 |
| **Total return (d)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;4.00% | &nbsp;&nbsp;&nbsp;&nbsp;1.35% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.40% | &nbsp;&nbsp;&nbsp;&nbsp;(13.36)%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.97)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.57% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$6606 | &nbsp;&nbsp;$6824 | &nbsp;&nbsp;$12588 | &nbsp;&nbsp;$6870 | &nbsp;&nbsp;$7160 | &nbsp;&nbsp;$8073 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (f)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.11%(g) | &nbsp;&nbsp;&nbsp;&nbsp;0.16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.32% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.41% |
| Net expenses (f)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.01%(g) | &nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.22% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.23% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;3.29%(g) | &nbsp;&nbsp;&nbsp;&nbsp;3.62% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.31% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.65% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.27% |
| Portfolio turnover rate (h)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9%(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37% |

---

(a) After the close of trading on April 17, 2020, the State Street Aggregate Bond Index Fund underwent a 1-for-10 reverse share split. The historical per share activity presented here has been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Amount is less than $0.005 per share.

(d) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(e) If the Adviser had not made a contribution during the year ended December 31, 2022, the total return would have been (13.42)%.

(f) Ratio does not include the expenses of the corresponding Portfolio.

(g) Annualized.

(h) Portfolio turnover rate is from the corresponding Portfolio.

(i) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$84.70 | &nbsp;&nbsp;$86.73 | &nbsp;&nbsp;$84.80 | &nbsp;&nbsp;$100.01 | &nbsp;&nbsp;$105.20 | &nbsp;&nbsp;$100.80 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.59 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.19) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15.30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.79) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.20 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13.17) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.87) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.79 |
| Contribution from affiliates<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.40) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.18) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.72) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.09) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.89) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.60) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.00)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.01) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.43) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.79) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.40) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.18) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.72) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.10) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.32) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.39) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$86.65 | &nbsp;&nbsp;$84.70 | &nbsp;&nbsp;$86.73 | &nbsp;&nbsp;$84.80 | &nbsp;&nbsp;$100.01 | &nbsp;&nbsp;$105.20 |
| **Total return (d)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.99% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.34% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.61% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13.19)%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.77)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.79% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$2235821 | &nbsp;&nbsp;$1538957 | &nbsp;&nbsp;$789581 | &nbsp;&nbsp;$588019 | &nbsp;&nbsp;$621039 | &nbsp;&nbsp;$362294 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (f)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11%(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.21% |
| Net expenses (f)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01%(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.28%(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.90% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.26% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.38% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.88% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.47% |
| Portfolio turnover rate (i)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9%(j) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37% |

---

(a) After the close of trading on April 17, 2020, the State Street Aggregate Bond Index Fund underwent a 1-for-10 reverse share split. The historical per share activity presented here has been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Amount is less than $0.005 per share.

(d) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(e) If the Adviser had not made a contribution during the year ended December 31, 2022, the total return would have been (13.25)%.

(f) Ratio does not include the expenses of the corresponding Portfolio.

(g) Annualized.

(h) Amount is less than 0.005%.

(i) Portfolio turnover rate is from the corresponding Portfolio.

(j) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Class A** | &nbsp;&nbsp;**Class A** | &nbsp;&nbsp;**Class A** | &nbsp;&nbsp;**Class A** | &nbsp;&nbsp;**Class A** | &nbsp;&nbsp;**Class A** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$101.98 | &nbsp;&nbsp;$101.47 | &nbsp;&nbsp;$90.38 | &nbsp;&nbsp;$111.26 | &nbsp;&nbsp;$107.01 | &nbsp;&nbsp;$98.00 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.25) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.63 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;18.75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.89 | &nbsp;&nbsp;&nbsp;&nbsp;11.13 | &nbsp;&nbsp;&nbsp;&nbsp;(20.44) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.74 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;18.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.61 | &nbsp;&nbsp;&nbsp;&nbsp;13.66 | &nbsp;&nbsp;&nbsp;&nbsp;(18.71) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.42 | &nbsp;&nbsp;&nbsp;&nbsp;10.37 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.73) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.51) | &nbsp;&nbsp;&nbsp;&nbsp;(1.76) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.40) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.34) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.37) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.06) | &nbsp;&nbsp;&nbsp;&nbsp;(0.41) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.77) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.02) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.10) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.57) | &nbsp;&nbsp;&nbsp;&nbsp;(2.17) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.17) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.36) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$120.48 | &nbsp;&nbsp;$101.98 | &nbsp;&nbsp;$101.47 | &nbsp;&nbsp;$90.38 | &nbsp;&nbsp;$111.26 | &nbsp;&nbsp;$107.01 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;18.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.53% | &nbsp;&nbsp;&nbsp;&nbsp;15.15% | &nbsp;&nbsp;&nbsp;&nbsp;(16.83)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.88% | &nbsp;&nbsp;&nbsp;&nbsp;10.47% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$15443 | &nbsp;&nbsp;$15359 | &nbsp;&nbsp;$14026 | &nbsp;&nbsp;$11845 | &nbsp;&nbsp;$12507 | &nbsp;&nbsp;$9413 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.61%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.62% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.64% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.63% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.63% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.70% |
| Net expenses (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.44% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.46)%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.55% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.61% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.82% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.21% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.79% |
| Portfolio turnover rate (f)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4%(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% |

---

(a) After the close of trading on April 17, 2020, the State Street Global All Cap Equity ex-U.S. Index Fund underwent a 1-for-10 reverse share split. The historical per share activity presented here has been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Ratio does not include the expenses of the corresponding Portfolio.

(e) Annualized.

(f) Portfolio turnover rate is from the corresponding Portfolio.

(g) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$102.01 | &nbsp;&nbsp;$101.51 | &nbsp;&nbsp;$90.44 | &nbsp;&nbsp;$111.37 | &nbsp;&nbsp;$107.12 | &nbsp;&nbsp;$98.10 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.06) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.26 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;18.77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.88 | &nbsp;&nbsp;&nbsp;&nbsp;(20.57) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.44 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;18.71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.02 | &nbsp;&nbsp;&nbsp;&nbsp;14.05 | &nbsp;&nbsp;&nbsp;&nbsp;(18.46) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.78 | &nbsp;&nbsp;&nbsp;&nbsp;10.70 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.15) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.92) | &nbsp;&nbsp;&nbsp;&nbsp;(2.06) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.76) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.66) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.37) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.06) | &nbsp;&nbsp;&nbsp;&nbsp;(0.41) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.77) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.02) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.52) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.98) | &nbsp;&nbsp;&nbsp;&nbsp;(2.47) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.53) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.68) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$120.72 | &nbsp;&nbsp;$102.01 | &nbsp;&nbsp;$101.51 | &nbsp;&nbsp;$90.44 | &nbsp;&nbsp;$111.37 | &nbsp;&nbsp;$107.12 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;18.35% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.92% | &nbsp;&nbsp;&nbsp;&nbsp;15.58% | &nbsp;&nbsp;&nbsp;&nbsp;(16.58)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.21% | &nbsp;&nbsp;&nbsp;&nbsp;10.91% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$5947 | &nbsp;&nbsp;$5240 | &nbsp;&nbsp;$5203 | &nbsp;&nbsp;$788 | &nbsp;&nbsp;$676 | &nbsp;&nbsp;$419 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.27%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.24% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.32% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.40% |
| Net expenses (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.16% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.11)%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.88% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.38% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.23% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.37% |
| Portfolio turnover rate (f)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4%(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% |

---

(a) After the close of trading on April 17, 2020, the State Street Global All Cap Equity ex-U.S. Index Fund underwent a 1-for-10 reverse share split. The historical per share activity presented here has been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Ratio does not include the expenses of the corresponding Portfolio.

(e) Annualized.

(f) Portfolio turnover rate is from the corresponding Portfolio.

(g) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$102.23 | &nbsp;&nbsp;$101.70 | &nbsp;&nbsp;$90.58 | &nbsp;&nbsp;$111.50 | &nbsp;&nbsp;$107.24 | &nbsp;&nbsp;$98.20 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.01) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.49 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20.57) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.40 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.09 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18.34) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.89 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.19) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.97) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.17) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.92) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.83) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.37) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.06) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.41) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.77) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.02) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.56) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.03) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.58) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.69) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.85) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$121.03 | &nbsp;&nbsp;$102.23 | &nbsp;&nbsp;$101.70 | &nbsp;&nbsp;$90.58 | &nbsp;&nbsp;$111.50 | &nbsp;&nbsp;$107.24 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.39% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.98% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.67% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16.45)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.08% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$3431887 | &nbsp;&nbsp;$2323364 | &nbsp;&nbsp;$1451657 | &nbsp;&nbsp;$1125177 | &nbsp;&nbsp;$1136787 | &nbsp;&nbsp;$795026 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25% |
| Net expenses (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.02)%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.08% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.24% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.35% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.97% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.70% |
| Portfolio turnover rate (f)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4%(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% |

---

(a) After the close of trading on April 17, 2020, the State Street Global All Cap Equity ex-U.S. Index Fund underwent a 1-for-10 reverse share split. The historical per share activity presented here has been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Ratio does not include the expenses of the corresponding Portfolio.

(e) Annualized.

(f) Portfolio turnover rate is from the corresponding Portfolio.

(g) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Class A** | &nbsp;&nbsp;**Class A** | &nbsp;&nbsp;**Class A** | &nbsp;&nbsp;**Class A** | &nbsp;&nbsp;**Class A** | &nbsp;&nbsp;**Class A** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$302.28 | &nbsp;&nbsp;$263.26 | &nbsp;&nbsp;$215.67 | &nbsp;&nbsp;$338.94 | &nbsp;&nbsp;$330.61 | &nbsp;&nbsp;$253.40 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.72) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.63 | &nbsp;&nbsp;&nbsp;&nbsp;10.39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.82 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.07 | &nbsp;&nbsp;&nbsp;&nbsp;38.83 | &nbsp;&nbsp;&nbsp;&nbsp;50.64 | &nbsp;&nbsp;&nbsp;&nbsp;(90.34) | &nbsp;&nbsp;&nbsp;&nbsp;29.12 | &nbsp;&nbsp;&nbsp;&nbsp;77.73 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.35 | &nbsp;&nbsp;&nbsp;&nbsp;44.38 | &nbsp;&nbsp;&nbsp;&nbsp;53.11 | &nbsp;&nbsp;&nbsp;&nbsp;(87.71) | &nbsp;&nbsp;&nbsp;&nbsp;39.51 | &nbsp;&nbsp;&nbsp;&nbsp;80.55 |
| Contribution from affiliates<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.36) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.02) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.60) | &nbsp;&nbsp;&nbsp;&nbsp;(10.62) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.71) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.34) | &nbsp;&nbsp;&nbsp;&nbsp;(33.13) | &nbsp;&nbsp;&nbsp;&nbsp;(20.56) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.63) |
| Return of capital<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.16) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.36) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.52) | &nbsp;&nbsp;&nbsp;&nbsp;(35.73) | &nbsp;&nbsp;&nbsp;&nbsp;(31.18) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.34) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$310.63 | &nbsp;&nbsp;$302.28 | &nbsp;&nbsp;$263.26 | &nbsp;&nbsp;$215.67 | &nbsp;&nbsp;$338.94 | &nbsp;&nbsp;$330.61 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.76% | &nbsp;&nbsp;&nbsp;&nbsp;16.81% | &nbsp;&nbsp;&nbsp;&nbsp;24.60% | &nbsp;&nbsp;&nbsp;&nbsp;(25.74)%(d) | &nbsp;&nbsp;&nbsp;&nbsp;11.95% | &nbsp;&nbsp;&nbsp;&nbsp;31.79% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$36439 | &nbsp;&nbsp;$38729 | &nbsp;&nbsp;$33064 | &nbsp;&nbsp;$29512 | &nbsp;&nbsp;$44290 | &nbsp;&nbsp;$25877 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.59%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.44% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.58% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.59% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.60% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.69% |
| Net expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.49%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.35% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.49% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.50% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.49)%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.96% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.95% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.82% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.12% |
| Portfolio turnover rate (g)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12%(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52% |

---

(a) After the close of trading on April 17, 2020, the State Street Small/Mid Cap Equity Index Fund underwent a 1-for-20 reverse share split. The per share data presented here have been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) If the affiliates had not made a contribution during the year ended December 31, 2022, the total return would have been (25.80)%.

(e) Ratio does not include the expenses of the corresponding Portfolio.

(f) Annualized.

(g) Portfolio turnover rate is from the corresponding Portfolio.

(h) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$302.34 | &nbsp;&nbsp;$263.30 | &nbsp;&nbsp;$215.69 | &nbsp;&nbsp;$338.99 | &nbsp;&nbsp;$330.66 | &nbsp;&nbsp;$253.40 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.11) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.09 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.20 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.12 | &nbsp;&nbsp;&nbsp;&nbsp;39.08 | &nbsp;&nbsp;&nbsp;&nbsp;50.56 | &nbsp;&nbsp;&nbsp;&nbsp;(90.69) | &nbsp;&nbsp;&nbsp;&nbsp;30.71 | &nbsp;&nbsp;&nbsp;&nbsp;78.24 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.01 | &nbsp;&nbsp;&nbsp;&nbsp;45.17 | &nbsp;&nbsp;&nbsp;&nbsp;53.80 | &nbsp;&nbsp;&nbsp;&nbsp;(87.11) | &nbsp;&nbsp;&nbsp;&nbsp;40.44 | &nbsp;&nbsp;&nbsp;&nbsp;81.44 |
| Contribution from affiliates<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.13) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.66) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.23) | &nbsp;&nbsp;&nbsp;&nbsp;(11.55) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.55) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.34) | &nbsp;&nbsp;&nbsp;&nbsp;(33.13) | &nbsp;&nbsp;&nbsp;&nbsp;(20.56) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.63) |
| Return of capital<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.19) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.13) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.19) | &nbsp;&nbsp;&nbsp;&nbsp;(36.36) | &nbsp;&nbsp;&nbsp;&nbsp;(32.11) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.18) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$311.35 | &nbsp;&nbsp;$302.34 | &nbsp;&nbsp;$263.30 | &nbsp;&nbsp;$215.69 | &nbsp;&nbsp;$338.99 | &nbsp;&nbsp;$330.66 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.98% | &nbsp;&nbsp;&nbsp;&nbsp;17.10% | &nbsp;&nbsp;&nbsp;&nbsp;24.92% | &nbsp;&nbsp;&nbsp;&nbsp;(25.56)%(d) | &nbsp;&nbsp;&nbsp;&nbsp;12.22% | &nbsp;&nbsp;&nbsp;&nbsp;32.15% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$9053 | &nbsp;&nbsp;$9129 | &nbsp;&nbsp;$9921 | &nbsp;&nbsp;$8058 | &nbsp;&nbsp;$11663 | &nbsp;&nbsp;$7400 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.34% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.35% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.44% |
| Net expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.22% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.22% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.24% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.08)%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.37% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.31% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.65% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.28% |
| Portfolio turnover rate (g)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12%(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52% |

---

(a) After the close of trading on April 17, 2020, the State Street Small/Mid Cap Equity Index Fund underwent a 1-for-20 reverse share split. The per share data presented here have been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) If the affiliates had not made a contribution during the year ended December 31, 2022, the total return would have been (25.62)%.

(e) Ratio does not include the expenses of the corresponding Portfolio.

(f) Annualized.

(g) Portfolio turnover rate is from the corresponding Portfolio.

(h) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$302.35 | &nbsp;&nbsp;$263.34 | &nbsp;&nbsp;$215.72 | &nbsp;&nbsp;$339.03 | &nbsp;&nbsp;$330.71 | &nbsp;&nbsp;$253.40 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.04) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.44 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38.86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50.38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91.00) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28.74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74.73 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45.42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54.35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86.61) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41.18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82.17 |
| Contribution from affiliates<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.41) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.17) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.74) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12.30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.23) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.34) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33.13) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20.56) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.63) |
| Return of capital<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.22) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.41) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.73) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36.87) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32.86) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.86) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$311.45 | &nbsp;&nbsp;$302.35 | &nbsp;&nbsp;$263.34 | &nbsp;&nbsp;$215.72 | &nbsp;&nbsp;$339.03 | &nbsp;&nbsp;$330.71 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25.41)%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.45% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32.44% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$633194 | &nbsp;&nbsp;$594601 | &nbsp;&nbsp;$489362 | &nbsp;&nbsp;$329843 | &nbsp;&nbsp;$354408 | &nbsp;&nbsp;$216700 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.24% |
| Net expenses (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.03)%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.31% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.68% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.60% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.38% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.91% |
| Portfolio turnover rate (g)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12%(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52% |

---

(a) After the close of trading on April 17, 2020, the State Street Small/Mid Cap Equity Index Fund underwent a 1-for-20 reverse share split. The per share data presented here have been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) If the affiliates had not made a contribution during the year ended December 31, 2022, the total return would have been (25.47)%.

(e) Ratio does not include the expenses of the corresponding Portfolio.

(f) Annualized.

(g) Portfolio turnover rate is from the corresponding Portfolio.

(h) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **CORPORATE BONDS & NOTES — 23.9%** | **CORPORATE BONDS & NOTES — 23.9%** | **CORPORATE BONDS & NOTES — 23.9%** |
| **ADVERTISING — 0.0% <sup>\*</sup>** | **ADVERTISING — 0.0% <sup>\*</sup>** | **ADVERTISING — 0.0% <sup>\*</sup>** |
| Interpublic Group of Cos., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 3/1/2031<br>| &nbsp;&nbsp;$100000 | &nbsp;&nbsp;$89090 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 3/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51967 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 10/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10053 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 6/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142005 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 10/1/2048 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23184 |
| Omnicom Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 4/30/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91189 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 8/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177164 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 11/1/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201696 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786348 |
| **AEROSPACE & DEFENSE — 0.5%** | **AEROSPACE & DEFENSE — 0.5%** | **AEROSPACE & DEFENSE — 0.5%** |
| Boeing Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 2/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46365 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 2/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48497 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 3/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24150 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 6/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17030 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 3/1/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194863 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 3/1/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132441 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 2/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28264 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 3/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69877 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 2/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35317 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.83%, 3/1/2059<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169548 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.04%, 5/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151130 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 5/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222056 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.71%, 5/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134233 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.81%, 5/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191872 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.93%, 5/1/2060<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855045 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.26%, 5/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396126 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.30%, 5/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132159 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.39%, 5/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59153 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.53%, 5/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467608 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.86%, 5/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761185 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.01%, 5/1/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180844 |
| Embraer Netherlands Finance BV<br>5.98%, 2/11/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82509 |
| GE Capital Funding LLC<br>4.55%, 5/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198670 |
| GE Capital International Funding Co. Unlimited Co.<br>4.42%, 11/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479585 |
| General Dynamics Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 6/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40189 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 6/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577245 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 4/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97596 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 4/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50476 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 8/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627306 |
| Hexcel Corp.<br>5.88%, 2/26/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71234 |
| Howmet Aerospace, Inc.<br>4.85%, 10/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507175 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| L3Harris Technologies, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 12/15/2029<br>| &nbsp;&nbsp;$15000 | &nbsp;&nbsp;$14099 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 12/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49716 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 6/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100235 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 6/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817520 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 1/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016950 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 7/31/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257055 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 8/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96951 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 7/31/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73439 |
| Lockheed Martin Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 6/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351273 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 3/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45282 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 6/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67381 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 6/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396260 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 12/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40504 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 5/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97967 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 8/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498475 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 2/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70166 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 1/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519025 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 11/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504170 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 11/15/2063<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514935 |
| Northrop Grumman Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 1/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537394 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.03%, 10/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79715 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 7/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55498 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 3/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204084 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 6/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22589 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 3/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462295 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 6/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698167 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 7/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35673 |
| RTX Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 9/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106964 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 7/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632863 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652747 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.82%, 9/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123268 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 5/4/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196164 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 7/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132372 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134388 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 11/16/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557962 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 4/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375853 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 11/16/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18439 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 6/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88563 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 11/16/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30140 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 2/27/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573708 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/8/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356485 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375966 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.40%, 3/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821242 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22853690 |
| **AGRICULTURE — 0.3%** | **AGRICULTURE — 0.3%** | **AGRICULTURE — 0.3%** |
| Altria Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 2/4/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215650 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 2/4/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407759 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 9/16/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73827 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 5/6/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392355 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/2/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20829 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 2/14/2029<br>| &nbsp;&nbsp;$1040000 | &nbsp;&nbsp;$1051887 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 2/14/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288682 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 2/14/2049 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74612 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 11/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527825 |
| Archer-Daniels-Midland Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 3/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103735 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 3/27/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238690 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 8/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490075 |
| BAT Capital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.26%, 3/25/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496660 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.73%, 3/25/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45052 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.22%, 9/6/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98615 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.46%, 9/6/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96095 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.56%, 8/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98373 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.98%, 9/25/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178863 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.39%, 8/15/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89465 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.54%, 8/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84833 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 4/2/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251208 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 9/6/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82417 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 8/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767182 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 8/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254182 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 8/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182110 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.42%, 8/2/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272105 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.08%, 8/2/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220698 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.08%, 8/2/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139224 |
| BAT International Finance PLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 3/16/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250503 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.93%, 2/2/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372569 |
| Bunge Ltd. Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 5/14/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180982 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 9/25/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29730 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 9/17/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346150 |
| Philip Morris International, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 11/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130737 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 5/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495390 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 3/2/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194912 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 4/28/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498985 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 3/4/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20892 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/10/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211768 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 11/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753412 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 4/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249350 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 3/20/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44074 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 11/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151440 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 2/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101674 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 4/30/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468611 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 11/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149217 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 2/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102895 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 2/13/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764715 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 2/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103281 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 9/7/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419120 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/17/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792555 |
| Reynolds American, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 8/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25509 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 8/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133804 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15235283 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **AIRLINES — 0.1%** | **AIRLINES — 0.1%** | **AIRLINES — 0.1%** |
| American Airlines Pass-Through Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class AA, 3.15%, 8/15/2033<br>| &nbsp;&nbsp;$54653 | &nbsp;&nbsp;$50104 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-2, Class AA, 3.35%, 4/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58833 |
| Delta Air Lines Pass-Through Trust<br>Series 2020-1, Class AA, 2.00%, 12/10/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66372 |
| Delta Air Lines, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 7/10/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165931 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 7/10/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176304 |
| JetBlue Pass-Through Trust<br>Series 2020-1, Class A, 4.00%, 5/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16430 |
| Southwest Airlines Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 2/10/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91152 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 6/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706307 |
| United Airlines Pass-Through Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-2, Class AA, 2.70%, 11/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44054 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-1, Class AA, 3.10%, 1/7/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28821 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1, Class AA, 3.50%, 9/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73758 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class AA, 4.15%, 2/25/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50080 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1, Class A, 5.80%, 7/15/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726710 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1, Class A, 5.88%, 4/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238784 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2493640 |
| **APPAREL — 0.0% <sup>\*</sup>** | **APPAREL — 0.0% <sup>\*</sup>** | **APPAREL — 0.0% <sup>\*</sup>** |
| NIKE, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 11/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48937 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 3/27/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489130 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 3/27/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471015 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 3/27/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159296 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 3/27/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106226 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23908 |
| Ralph Lauren Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 6/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14022 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 6/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167536 |
| Tapestry, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 3/11/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405236 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/11/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35131 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920437 |
| **AUTO MANUFACTURERS — 0.6%** | **AUTO MANUFACTURERS — 0.6%** | **AUTO MANUFACTURERS — 0.6%** |
| American Honda Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 1.30%, 9/9/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81993 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 2.00%, 3/24/2028<br>| &nbsp;&nbsp;$115000 | &nbsp;&nbsp;$108041 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 2.25%, 1/12/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92765 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.40%, 10/5/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300231 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 3/3/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502475 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.85%, 10/23/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250563 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 3/12/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100899 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 3/13/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101526 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.90%, 1/10/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123504 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 5.05%, 7/10/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253310 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 5.25%, 7/7/2026 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90766 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 11/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103844 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 5.85%, 10/4/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184973 |
| Cummins, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 9/1/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174438 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 2/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100790 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 2/20/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61227 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 5/9/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609258 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 2/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484460 |
| Ford Motor Co.<br>3.25%, 2/12/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632400 |
| Ford Motor Credit Co. LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 11/5/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498990 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 9/6/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982260 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 3/8/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501160 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 5/17/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302361 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.92%, 3/20/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202004 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 3/8/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729712 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 2/7/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999150 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.53%, 3/19/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203016 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.80%, 5/12/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033640 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.80%, 11/7/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207246 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.12%, 11/7/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207520 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.35%, 3/6/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055300 |
| General Motors Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 4/1/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185606 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 4/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171454 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 4/15/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86303 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 4/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204480 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 4/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205750 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.60%, 4/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105729 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 4/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25578 |
| General Motors Financial Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 4/10/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94013 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 10/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232478 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 6/10/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437180 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 4/6/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146700 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 1/17/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183927 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 4/9/2027<br>| &nbsp;&nbsp;$500000 | &nbsp;&nbsp;$503085 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 7/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754447 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 4/4/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211609 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 7/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136983 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 1/7/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505835 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 5/8/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1522095 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 7/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253605 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 9/6/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107559 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 7/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556641 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 6/18/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66302 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 6/23/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772717 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 1/7/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251112 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 4/4/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552886 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 1/9/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103043 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.10%, 1/7/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308859 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 7/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117459 |
| Honda Motor Co. Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.53%, 3/10/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727980 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.44%, 7/8/2028 (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250293 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.69%, 7/8/2030 (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250405 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.34%, 7/8/2035 (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250673 |
| PACCAR Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 2.00%, 2/4/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101779 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 6/23/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150768 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 8/6/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166799 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series R, 4.50%, 11/25/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60429 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 3/3/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202850 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 1/10/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101352 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 5.05%, 8/10/2026 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202054 |
| Toyota Motor Credit Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 1.15%, 8/13/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56412 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 1.90%, 4/6/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94252 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 3.05%, 1/11/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.35%, 10/8/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100419 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 8/9/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756397 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 1/8/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100739 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.60%, 10/10/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100136 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 1/12/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.65%, 1/5/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012490 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 5/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507810 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 1/9/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102296 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 5.00%, 3/19/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355085 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 5/16/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410996 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 3/21/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284075 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 1/9/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102604 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 11/10/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205806 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 11/20/2030<br>| &nbsp;&nbsp;$250000 | &nbsp;&nbsp;$263200 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28176531 |
| **AUTO PARTS & EQUIPMENT — 0.0% <sup>\*</sup>** | **AUTO PARTS & EQUIPMENT — 0.0% <sup>\*</sup>** | **AUTO PARTS & EQUIPMENT — 0.0% <sup>\*</sup>** |
| Aptiv Swiss Holdings Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 12/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150167 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 5/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358400 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 3/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44350 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 10/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22721 |
| BorgWarner, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 7/1/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48364 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 8/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101362 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 8/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75872 |
| Lear Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 5/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23584 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 1/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319815 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 5/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24567 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 5/15/2049 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25800 |
| Magna International, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/21/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204944 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 6/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76879 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476825 |
| **BANKS — 5.4%** | **BANKS — 5.4%** | **BANKS — 5.4%** |
| Australia & New Zealand Banking Group Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.92%, 9/30/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199260 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.42%, 12/16/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351760 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.62%, 12/16/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254210 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 1/18/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302928 |
| Banco Bilbao Vizcaya Argentaria SA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 3/13/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257562 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.95%, 6.03%, 3/13/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416120 |
| Banco Santander SA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 0.90%, 1.72%, 9/14/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193168 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 12/3/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178148 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.96%, 3/25/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182666 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.60%, 3.23%, 11/22/2032 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358340 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 4/12/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199418 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.29%, 8/18/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016520 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 0.95%, 5.37%, 7/15/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610788 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.44%, 7/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259660 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.45%, 5.54%, 3/14/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205958 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.59%, 8/8/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309843 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.03%, 1/17/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210660 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.65%, 6.53%, 11/7/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026910 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.92%, 8/8/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216672 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Bank of America Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.96%, 1.73%, 7/22/2027 (c)<br>| &nbsp;&nbsp;$3770000 | &nbsp;&nbsp;$3664855 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.53%, 1.90%, 7/23/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439150 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.37%, 1.92%, 10/24/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87168 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.06%, 2.09%, 6/14/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656152 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.22%, 2.30%, 7/21/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174264 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 1.20%, 2.48%, 9/21/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169522 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3 mo. USD Term SOFR + 1.25%, 2.50%, 2/13/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228388 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.05%, 2.55%, 2/4/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194400 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.21%, 2.57%, 10/20/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176048 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.15%, 2.59%, 4/29/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672121 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series N, SOFR + 1.22%, 2.65%, 3/11/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134525 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.93%, 2.68%, 6/19/2041 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2387411 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.32%, 2.69%, 4/22/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134685 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.88%, 2.83%, 10/24/2051 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171908 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3 mo. USD Term SOFR + 1.45%, 2.88%, 10/22/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70181 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.56%, 2.97%, 7/21/2052 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.33%, 2.97%, 2/4/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783396 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3 mo. USD Term SOFR + 1.44%, 3.19%, 7/23/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999158 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.58%, 3.31%, 4/22/2042 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537390 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.30%, 3.42%, 12/20/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732967 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series N, SOFR + 1.65%, 3.48%, 3/13/2052 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249501 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 3 mo. USD Term SOFR + 1.63%, 3.59%, 7/21/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246138 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.00%, 3.85%, 3/8/2037 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182972 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.45%, 3.95%, 1/23/2049 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78335 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3 mo. USD Term SOFR + 1.47%, 3.97%, 2/7/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147701 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3 mo. USD Term SOFR + 1.58%, 4.08%, 4/23/2040 (c)<br>| &nbsp;&nbsp;$150000 | &nbsp;&nbsp;$130271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3 mo. USD Term SOFR + 3.41%, 4.08%, 3/20/2051 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476952 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 2.08%, 4.24%, 4/24/2038 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182180 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3 mo. USD Term SOFR + 1.57%, 4.27%, 7/23/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498615 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.58%, 4.38%, 4/27/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249948 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3 mo. USD Term SOFR + 2.25%, 4.44%, 1/20/2048 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128157 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.83%, 4.57%, 4/27/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491730 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.11%, 4.62%, 5/9/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236539 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.88%, 4/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46316 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 2.04%, 4.95%, 7/22/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252862 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.83%, 4.98%, 1/24/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507260 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 5.00%, 1/21/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94487 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 2.16%, 5.02%, 7/22/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505905 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.00%, 5.16%, 1/24/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665657 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.63%, 5.20%, 4/25/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481842 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.91%, 5.29%, 4/25/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714259 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.91%, 5.43%, 8/15/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599664 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.64%, 5.46%, 5/9/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872125 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.65%, 5.47%, 1/23/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462262 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.31%, 5.51%, 1/24/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195411 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.74%, 5.52%, 10/25/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349135 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.70%, 5.74%, 2/12/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512999 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.57%, 5.82%, 9/15/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312720 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.84%, 5.87%, 9/15/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108170 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.34%, 5.93%, 9/15/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305238 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.11%, 1/29/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79243 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.99%, 6.20%, 11/10/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338201 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Bank of America NA<br>5.53%, 8/18/2026<br>| &nbsp;&nbsp;$750000 | &nbsp;&nbsp;$760687 |
| Bank of Montreal: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 1.25%, 9/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96520 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 1.40%, 3.09%, 1/10/2037 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173568 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.25%, 4.64%, 9/10/2030 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504270 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.67%, 5.00%, 1/27/2029 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355740 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 2/1/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102333 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.27%, 12/11/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405428 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.37%, 6/4/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357525 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.51%, 6/4/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313635 |
| Bank of New York Mellon<br>SOFR + 1.14%, 4.73%, 4/20/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013680 |
| Bank of New York Mellon Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 1.65%, 7/14/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93350 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series J, 1.90%, 1/25/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138687 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.25%, 5/16/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98635 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.30%, 8/23/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240040 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3 mo. USD Term SOFR + 1.33%, 3.44%, 2/7/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247083 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.84%, 4.89%, 7/21/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101337 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.89%, 4.94%, 2/11/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765457 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series J, SOFR + 1.61%, 4.97%, 4/26/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351200 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.09%, 4.98%, 3/14/2030 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511715 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.23%, 5.06%, 7/22/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102225 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.42%, 5.19%, 3/14/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339278 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.77%, 5.61%, 7/21/2039 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66166 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.80%, 5.80%, 10/25/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150132 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 2.07%, 5.83%, 10/25/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121979 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.85%, 6.47%, 10/25/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275250 |
| Bank of Nova Scotia: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 9/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193218 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 8/1/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87354 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 3/11/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98074 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.00%, 4.40%, 9/8/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500895 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.05%, 4.59%, 5/4/2037 (c)<br>| &nbsp;&nbsp;$500000 | &nbsp;&nbsp;$472520 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.44%, 4.74%, 11/10/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199820 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 2/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86586 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.89%, 4.93%, 2/14/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759225 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 12/7/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507190 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 5.45%, 8/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150600 |
| Barclays PLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.05%, 2.28%, 11/24/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193892 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.20%, 2.67%, 3/10/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177542 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.30%, 2.89%, 11/24/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177106 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.30%, 3.33%, 11/24/2042 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185323 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.90%, 3.56%, 9/23/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229683 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.70%, 3.81%, 3/10/2042 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430644 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.34%, 4.84%, 9/10/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503765 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.56%, 4.94%, 9/10/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201470 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.90%, 4.97%, 5/16/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202072 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 8/17/2045 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23983 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.91%, 5.34%, 9/10/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198612 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.23%, 5.37%, 2/25/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021110 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.49%, 5.67%, 3/12/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019140 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.74%, 5.69%, 3/12/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827880 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.59%, 5.79%, 2/25/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204424 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.42%, 6.04%, 3/12/2055 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358904 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.98%, 6.22%, 5/9/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212302 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.22%, 6.49%, 9/13/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264172 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.88%, 6.50%, 9/13/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715855 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.62%, 6.69%, 9/13/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218468 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 3.30%, 7.39%, 11/2/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212316 |
| Canadian Imperial Bank of Commerce: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 4/7/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83779 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.93%, 4.51%, 9/11/2027 (c)<br>| &nbsp;&nbsp;$500000 | &nbsp;&nbsp;$500830 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.34%, 4.63%, 9/11/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160058 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.72%, 4.86%, 1/13/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108041 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.03%, 4.86%, 3/30/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151589 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.11%, 5.25%, 1/13/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102394 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.26%, 4/8/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66894 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.62%, 7/17/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607470 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.09%, 10/3/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133944 |
| Capital One NA<br>3.45%, 7/27/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24719 |
| Citibank NA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.58%, 5/29/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417195 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.84%, 8/6/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464587 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.71%, 4.88%, 11/19/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352191 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.91%, 5/29/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361773 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.49%, 12/4/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036524 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.57%, 4/30/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260157 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 9/29/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366012 |
| Citigroup, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.18%, 2.52%, 11/3/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126753 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.17%, 2.56%, 5/1/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761865 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.11%, 2.57%, 6/3/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136022 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.38%, 2.90%, 11/3/2042 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2127270 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.42%, 2.98%, 11/5/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93537 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.35%, 3.06%, 1/25/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120699 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.28%, 3.07%, 2/24/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684754 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 10/21/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295878 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.41%, 3.52%, 10/27/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244818 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.65%, 3.67%, 7/24/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98439 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.94%, 3.79%, 3/17/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466520 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.82%, 3.89%, 1/10/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247738 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.45%, 4.08%, 4/23/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247535 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 7/25/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69516 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 2.10%, 4.28%, 4/24/2048 (c)<br>| &nbsp;&nbsp;$150000 | &nbsp;&nbsp;$123386 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 11/20/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49918 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 3.91%, 4.41%, 3/31/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730907 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 9/29/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150096 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.34%, 4.54%, 9/19/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044813 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.14%, 4.64%, 5/7/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351029 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 7/30/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21962 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 7/23/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215633 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.89%, 4.66%, 5/24/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501945 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.87%, 4.79%, 3/4/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352520 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.09%, 4.91%, 5/24/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498820 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.46%, 4.95%, 5/7/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354011 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.36%, 5.17%, 2/13/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560972 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 5/6/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46783 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 4.55%, 5.32%, 3/26/2041 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244053 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.47%, 5.33%, 3/27/2036 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503865 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.45%, 5.45%, 6/11/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306645 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 1.28%, 5.59%, 11/19/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761190 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.75%, 5.61%, 3/4/2056 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343311 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.06%, 5.83%, 2/13/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254847 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.83%, 6.02%, 1/24/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841927 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.66%, 6.17%, 5/25/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297568 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.34%, 6.27%, 11/17/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953189 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.68%, 9/13/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191121 |
| Citizens Financial Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 2/6/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68022 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 7/27/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24562 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.26%, 5.25%, 3/5/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663705 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.91%, 5.72%, 7/23/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310653 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.01%, 5.84%, 1/23/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129418 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.33%, 6.65%, 4/25/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204871 |
| Comerica Bank<br>SOFR + 2.61%, 5.33%, 8/25/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242983 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Comerica, Inc.<br>4.00%, 2/1/2029 (a)<br>| &nbsp;&nbsp;$50000 | &nbsp;&nbsp;$48851 |
| Commonwealth Bank of Australia<br>4.42%, 3/14/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252337 |
| Cooperatieve Rabobank UA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 7/21/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496320 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.37%, 5/27/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251598 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 1/21/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276262 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 10/5/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203292 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 12/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50394 |
| Deutsche Bank AG: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.22%, 2.31%, 11/16/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485175 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.32%, 2.55%, 1/7/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485590 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.70%, 5.00%, 9/11/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150971 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.72%, 5.30%, 5/9/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660185 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.21%, 5.37%, 1/10/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167930 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.05%, 5.40%, 9/11/2035 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502177 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.41%, 5/10/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035640 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.59%, 5.71%, 2/8/2028 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152511 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 3.18%, 6.72%, 1/18/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157485 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 3.65%, 7.08%, 2/10/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213214 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.52%, 7.15%, 7/13/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338412 |
| Fifth Third Bancorp: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 5/5/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484305 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 3/14/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99048 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.36%, 4.06%, 4/25/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59606 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.49%, 4.90%, 9/6/2030 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91006 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.84%, 5.63%, 1/29/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452696 |
| Fifth Third Bank NA<br>SOFR + 0.81%, 4.97%, 1/28/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251880 |
| First Citizens BancShares, Inc.<br>SOFR + 1.41%, 5.23%, 3/12/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251578 |
| First Horizon Corp.<br>SOFR + 1.77%, 5.51%, 3/7/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162307 |
| FNB Corp.<br>SOFR + 1.93%, 5.72%, 12/11/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352002 |
| Goldman Sachs Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.82%, 1.54%, 9/10/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144845 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.91%, 1.95%, 10/21/2027 (c)<br>| &nbsp;&nbsp;$230000 | &nbsp;&nbsp;$222769 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.09%, 1.99%, 1/27/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77912 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.25%, 2.38%, 7/21/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458509 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 2/7/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693315 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.28%, 2.62%, 4/22/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160108 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.11%, 2.64%, 2/24/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573079 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.26%, 2.65%, 10/21/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101443 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.41%, 3.10%, 2/24/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180050 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.51%, 3.21%, 4/22/2042 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489586 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.63%, 3.44%, 2/24/2043 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029901 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/16/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247143 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.85%, 3.62%, 3/15/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493285 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.77%, 3.69%, 6/5/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246540 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 3/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243940 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 1/26/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1986940 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.63%, 4.02%, 10/31/2038 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174310 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.56%, 4.22%, 5/1/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497195 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.69%, 4.41%, 4/23/2039 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315360 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.73%, 4.48%, 8/23/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385466 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.14%, 4.69%, 10/23/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85249 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 10/21/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44361 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.80%, 7/8/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44938 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.32%, 4.94%, 4/23/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181494 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.42%, 5.02%, 10/23/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180576 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.21%, 5.05%, 7/23/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158263 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 5/22/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224735 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.08%, 5.21%, 1/28/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209744 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.58%, 5.22%, 4/23/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2173890 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.55%, 5.33%, 7/23/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121426 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.38%, 5.54%, 1/28/2036 (c)<br>| &nbsp;&nbsp;$1265000 | &nbsp;&nbsp;$1297384 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.58%, 5.56%, 11/19/2045 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393900 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.27%, 5.73%, 4/25/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156135 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.70%, 5.73%, 1/28/2056 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285336 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.55%, 5.85%, 4/25/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62929 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 1/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51383 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 2/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213912 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.77%, 6.48%, 10/24/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061040 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.95%, 6.56%, 10/24/2034 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829762 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 10/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164594 |
| HSBC Holdings PLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.73%, 2.01%, 9/22/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189464 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.29%, 2.21%, 8/17/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186250 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.19%, 2.80%, 5/24/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177602 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.39%, 2.85%, 6/4/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182736 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.81%, 4.04%, 3/13/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247940 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.80%, 4.58%, 6/19/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250348 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.53%, 4.76%, 3/29/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488755 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.03%, 4.90%, 3/3/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206683 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 3/31/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254132 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.29%, 5.13%, 3/3/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253180 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.57%, 5.24%, 5/13/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318983 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 3/14/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236893 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.29%, 5.29%, 11/19/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021440 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.87%, 5.40%, 8/11/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256485 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.56%, 5.45%, 3/3/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201082 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.46%, 5.55%, 3/4/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257372 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.06%, 5.60%, 5/17/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509560 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.78%, 5.72%, 3/4/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259285 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.52%, 5.73%, 5/17/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039590 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.88%, 5.79%, 5/13/2036 (c)<br>| &nbsp;&nbsp;$265000 | &nbsp;&nbsp;$272722 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.90%, 5.87%, 11/18/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505620 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.57%, 5.89%, 8/14/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014050 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.97%, 6.16%, 3/9/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779790 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.39%, 6.25%, 3/9/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213836 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.65%, 6.33%, 3/9/2044 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074790 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 9/15/2037 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271640 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 3.35%, 7.39%, 11/3/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530785 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 4.25%, 8.11%, 11/3/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577550 |
| HSBC USA, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 6/3/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206654 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.29%, 3/4/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508250 |
| Huntington Bancshares, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.28%, 5.27%, 1/15/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148518 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.87%, 5.71%, 2/2/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204346 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 1.70%, 6.14%, 11/18/2039 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510290 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.02%, 6.21%, 8/21/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314715 |
| Huntington National Bank<br>SOFR + 1.65%, 4.55%, 5/17/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250768 |
| ING Groep NV: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.83%, 4.02%, 3/28/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198732 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 10/2/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200886 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.01%, 4.86%, 3/25/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1313494 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.23%, 5.07%, 3/25/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305211 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.44%, 5.34%, 3/19/2030 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215502 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.61%, 5.53%, 3/25/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254432 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.56%, 6.08%, 9/11/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203692 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.09%, 6.11%, 9/11/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212516 |
| JPMorgan Chase & Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.77%, 1.47%, 9/22/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110947 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.11%, 1.76%, 11/19/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86655 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.07%, 1.95%, 2/4/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563894 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.89%, 2.18%, 6/1/2028 (c)<br>| &nbsp;&nbsp;$200000 | &nbsp;&nbsp;$192116 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.04%, 2.52%, 4/22/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456970 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.51%, 2.53%, 11/19/2041 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70121 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.18%, 2.55%, 11/8/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136445 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.25%, 2.58%, 4/22/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808255 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 10/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344907 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.17%, 2.95%, 2/24/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605901 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 2.52%, 2.96%, 5/13/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522269 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.26%, 2.96%, 1/25/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89850 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 2.46%, 3.11%, 4/22/2041 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126209 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.44%, 3.11%, 4/22/2051 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168158 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.46%, 3.16%, 4/22/2042 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283041 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.58%, 3.33%, 4/22/2052 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339723 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.21%, 3.51%, 1/23/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181202 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.64%, 3.54%, 5/1/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197074 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.42%, 3.70%, 5/6/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121695 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.60%, 3.78%, 2/1/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247815 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.62%, 3.88%, 7/24/2038 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176432 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.64%, 3.96%, 11/15/2048 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879857 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.72%, 4.03%, 7/24/2048 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40507 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 12/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49951 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.52%, 4.20%, 7/23/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199198 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80350 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.84%, 4.26%, 2/22/2048 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84200 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.56%, 4.32%, 4/26/2028 (c)<br>| &nbsp;&nbsp;$500000 | &nbsp;&nbsp;$499660 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 3.79%, 4.49%, 3/24/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249530 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.86%, 4.51%, 10/22/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140417 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.75%, 4.57%, 6/14/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140568 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.04%, 4.60%, 10/22/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265927 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 2/1/2044 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46522 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.99%, 4.85%, 7/25/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505175 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.08%, 4.91%, 7/25/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005760 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.80%, 4.92%, 1/24/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227995 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 6/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45698 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.34%, 4.95%, 10/22/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128658 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.93%, 4.98%, 7/22/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96211 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.13%, 5.00%, 7/22/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203626 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.31%, 5.01%, 1/23/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101845 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.19%, 5.04%, 1/23/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631706 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.44%, 5.10%, 4/22/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148590 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.01%, 5.14%, 1/24/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938653 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.46%, 5.29%, 7/22/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104595 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.45%, 5.30%, 7/24/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939458 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.62%, 5.34%, 1/23/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120043 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.85%, 5.35%, 6/1/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096822 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 1/6/2042 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50107 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 10/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152954 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.32%, 5.50%, 1/24/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242146 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.55%, 5.53%, 11/29/2045 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504710 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.93%, 5.57%, 4/22/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612270 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.68%, 5.57%, 4/22/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447103 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.16%, 5.58%, 4/22/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4242640 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 8/16/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251750 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.58%, 5.72%, 9/14/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781455 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.49%, 5.77%, 4/22/2035 (c)<br>| &nbsp;&nbsp;$395000 | &nbsp;&nbsp;$414821 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.33%, 6.07%, 10/22/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510715 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.57%, 6.09%, 10/23/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304828 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.81%, 6.25%, 10/23/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217506 |
| JPMorgan Chase Bank NA<br>5.11%, 12/8/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405116 |
| KeyBank NA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.39%, 12/14/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300093 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 1/26/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493000 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 11/15/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258050 |
| KeyCorp: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 2.25%, 4/6/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96445 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, SOFR + 1.23%, 5.12%, 4/4/2031 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252910 |
| Kreditanstalt fuer Wiederaufbau: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 10/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482390 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/20/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221762 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 2/15/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425302 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 6/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798450 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/15/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584489 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 7/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996930 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 3/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523424 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 2/28/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262925 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 8/7/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251742 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 10/29/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416748 |
| Landwirtschaftliche Rentenbank: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 1.75%, 7/27/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48836 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 44, 3.88%, 6/14/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752775 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 5.00%, 10/24/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263240 |
| Lloyds Banking Group PLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 1/11/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99123 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.80%, 3.75%, 3/18/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197518 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.34%, 1/9/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159008 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 8/16/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250825 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 0.83%, 4.82%, 6/13/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201804 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 2.30%, 4.98%, 8/11/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248203 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 0.85%, 5.09%, 11/26/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506570 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.38%, 5.46%, 1/5/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506750 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.20%, 5.59%, 11/26/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203304 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.75%, 5.68%, 1/5/2035 (c)<br>| &nbsp;&nbsp;$500000 | &nbsp;&nbsp;$513140 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.70%, 5.87%, 3/6/2029 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517000 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.60%, 6.07%, 6/13/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770542 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 3.75%, 7.95%, 11/15/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285855 |
| M&T Bank Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.78%, 4.55%, 8/16/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 0.93%, 4.83%, 1/16/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60495 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.40%, 5.18%, 7/8/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91511 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.61%, 5.39%, 1/16/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64694 |
| Manufacturers & Traders Trust Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 1/27/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504425 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.95%, 4.76%, 7/6/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503295 |
| Mitsubishi UFJ Financial Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 0.75%, 1.54%, 7/20/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97017 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 0.67%, 1.64%, 10/13/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482660 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 0.95%, 2.31%, 7/20/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435460 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.76%, 9/13/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24556 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.29%, 7/25/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49140 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.68%, 2/22/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49548 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.74%, 3/7/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245203 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.96%, 3/2/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49702 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 9/11/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99568 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.29%, 7/26/2038 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32398 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.17%, 5.16%, 4/24/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255847 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 0.78%, 5.20%, 1/16/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204726 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.70%, 5.24%, 4/19/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715344 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 0.82%, 5.26%, 4/17/2030 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973864 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.90%, 5.35%, 9/13/2028 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204350 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.38%, 5.42%, 2/22/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512580 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.00%, 5.43%, 4/17/2035 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714294 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.63%, 5.44%, 2/22/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205674 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 2.13%, 5.47%, 9/13/2033 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205880 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.53%, 5.48%, 2/22/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207092 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 0.95%, 5.57%, 1/16/2036 (c)<br>| &nbsp;&nbsp;$250000 | &nbsp;&nbsp;$256905 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.27%, 5.62%, 4/24/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257332 |
| Mizuho Financial Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.77%, 2.20%, 7/10/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444865 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.56%, 9/13/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187575 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.57%, 2.87%, 9/13/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186644 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.02%, 3/5/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199100 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 0.92%, 4.71%, 7/8/2031 (b) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200002 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 0.82%, 5.10%, 5/13/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203708 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.07%, 5.32%, 7/8/2036 (b) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250580 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.08%, 5.38%, 7/10/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205756 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.12%, 5.38%, 5/26/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308328 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 2.05%, 5.41%, 9/13/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204310 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 0.98%, 5.42%, 5/13/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252765 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.30%, 5.58%, 5/26/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512980 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.30%, 5.59%, 7/10/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256975 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.50%, 5.67%, 5/27/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362285 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.80%, 5.75%, 5/27/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207776 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.65%, 5.78%, 7/6/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249170 |
| Morgan Stanley: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, SOFR + 0.86%, 1.51%, 7/20/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679147 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.03%, 1.79%, 2/13/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55596 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.02%, 1.93%, 4/28/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448901 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, SOFR + 1.18%, 2.24%, 7/21/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3204496 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.00%, 2.48%, 1/21/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650550 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.36%, 2.48%, 9/16/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169914 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.20%, 2.51%, 10/20/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96372 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, SOFR + 1.14%, 2.70%, 1/22/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230415 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.43%, 2.80%, 1/25/2052 (c)<br>| &nbsp;&nbsp;$250000 | &nbsp;&nbsp;$154568 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.29%, 2.94%, 1/21/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120479 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.13%, 7/27/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222194 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.49%, 3.22%, 4/22/2042 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490181 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.59%, 7/22/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98240 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 3.12%, 3.62%, 4/1/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479320 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 1/20/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99168 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 4/23/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24841 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.97%, 7/22/2038 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87077 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.61%, 4.21%, 4/20/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174570 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 1/27/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42607 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.35%, 9/8/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49930 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.38%, 1/22/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85300 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 3 mo. USD Term SOFR + 1.89%, 4.43%, 1/23/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249428 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.69%, 4.46%, 4/22/2039 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231368 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.10%, 4.65%, 10/18/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921904 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.38%, 4.99%, 4/12/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152201 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.22%, 5.04%, 7/19/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137313 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.73%, 5.12%, 2/1/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646087 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.59%, 5.16%, 4/20/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158047 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.45%, 5.17%, 1/16/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173582 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.51%, 5.19%, 4/17/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194830 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.11%, 5.23%, 1/15/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271734 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.87%, 5.25%, 4/21/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183146 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.62%, 5.30%, 4/20/2037 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159222 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.56%, 5.32%, 7/19/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202420 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.88%, 5.42%, 7/21/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194704 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.63%, 5.45%, 7/20/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298207 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.73%, 5.47%, 1/18/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143181 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.71%, 5.52%, 11/19/2055 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192660 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.42%, 5.59%, 1/18/2036 (c)<br>| &nbsp;&nbsp;$250000 | &nbsp;&nbsp;$257055 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, SOFR + 4.84%, 5.60%, 3/24/2051 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495850 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.01%, 5.65%, 4/13/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76666 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.26%, 5.66%, 4/18/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950959 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.76%, 5.66%, 4/17/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270198 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.58%, 5.83%, 4/19/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120552 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 1.80%, 5.94%, 2/7/2039 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026620 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.43%, 5.95%, 1/19/2038 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138848 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.24%, 6.30%, 10/18/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260455 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.56%, 6.34%, 10/18/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064113 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 7/24/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71055 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.83%, 6.41%, 11/1/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101641 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.05%, 6.63%, 11/1/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253568 |
| Morgan Stanley Bank NA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.68%, 4.45%, 10/15/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250360 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.08%, 4.95%, 1/14/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504205 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.93%, 4.97%, 7/14/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303642 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.91%, 5.02%, 1/12/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523235 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.87%, 5.50%, 5/26/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255300 |
| National Australia Bank Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 7/12/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49162 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/26/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252407 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.79%, 1/10/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255257 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 1/14/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256917 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.94%, 1/12/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306348 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.09%, 6/11/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254640 |
| National Bank of Canada: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/10/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349583 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.04%, 5.60%, 7/2/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252747 |
| NatWest Group PLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 2.55%, 3.07%, 5/22/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487485 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.87%, 4.45%, 5/8/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198346 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.22%, 4.96%, 8/15/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556391 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.05%, 5.12%, 5/23/2031 (c)<br>| &nbsp;&nbsp;$200000 | &nbsp;&nbsp;$203382 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.50%, 5.78%, 3/1/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778567 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 1.95%, 5.81%, 9/13/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778320 |
| Northern Trust Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 5/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67334 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.13%, 3.38%, 5/8/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61175 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 8/3/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98705 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 5/10/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99904 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 11/2/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269945 |
| PNC Bank NA<br>3.25%, 1/22/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244035 |
| PNC Financial Services Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.98%, 2.31%, 4/23/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118409 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 1/22/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463520 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 5/19/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98188 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 4/23/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97326 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.85%, 4.63%, 6/6/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97142 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.26%, 4.81%, 10/21/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135331 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.33%, 4.90%, 5/13/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126659 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.80%, 5.10%, 7/23/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100753 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.34%, 5.30%, 1/21/2028 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015110 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.60%, 5.40%, 7/23/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2076863 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.20%, 5.49%, 5/14/2030 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517900 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.90%, 5.68%, 1/22/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129815 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.73%, 6.62%, 10/20/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179946 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.28%, 6.88%, 10/20/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223498 |
| Regions Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.06%, 5.50%, 9/6/2035 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115240 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.49%, 5.72%, 6/6/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185922 |
| Royal Bank of Canada: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 1.15%, 7/14/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96960 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 1/21/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 2.30%, 11/3/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87730 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 5/4/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247683 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 5/4/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478260 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, SOFR + 0.72%, 4.51%, 10/18/2027 (c)<br>| &nbsp;&nbsp;$160000 | &nbsp;&nbsp;$160277 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, SOFR + 0.86%, 4.52%, 10/18/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160683 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, SOFR + 1.08%, 4.65%, 10/18/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200400 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, SOFR + 0.81%, 4.72%, 3/27/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211386 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.88%, 1/19/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505150 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.90%, 1/12/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508995 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.95%, 2/1/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511795 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, SOFR + 0.83%, 4.97%, 1/24/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213026 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, SOFR + 1.10%, 4.97%, 8/2/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70962 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, SOFR + 1.13%, 4.97%, 5/2/2031 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253687 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, SOFR + 0.79%, 5.07%, 7/23/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90655 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, SOFR + 1.03%, 5.15%, 2/4/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255105 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 5.20%, 8/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514645 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 6.00%, 11/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207874 |
| Santander Holdings USA, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 7/13/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49931 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.94%, 5.35%, 9/6/2030 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203574 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.61%, 5.47%, 3/20/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157537 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.88%, 5.74%, 3/20/2031 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800818 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.36%, 6.50%, 3/9/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703708 |
| Santander U.K. Group Holdings PLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 1.40%, 3.82%, 11/3/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196110 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.55%, 4.86%, 9/11/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199670 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.52%, 5.69%, 4/15/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515665 |

---

*See accompanying notes to financial statements.* 

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[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Sumitomo Mitsui Financial Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 9/17/2026<br>| &nbsp;&nbsp;$2000000 | &nbsp;&nbsp;$1931320 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 9/17/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510268 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 1/12/2041 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509640 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.01%, 10/19/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49177 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.04%, 7/16/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189460 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.36%, 7/12/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49186 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.94%, 7/19/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49542 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.31%, 10/16/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100197 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.50%, 5.25%, 7/8/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.42%, 7/9/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518560 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.52%, 1/13/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183350 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.56%, 7/9/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206516 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.71%, 1/13/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367265 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.77%, 1/13/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209970 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 7/13/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520790 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.78%, 5.80%, 7/8/2046 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 7/13/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253755 |
| Synovus Bank<br>5.63%, 2/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252767 |
| Toronto-Dominion Bank: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 1.25%, 9/10/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96539 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 2.00%, 9/10/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87330 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 2.45%, 1/12/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130844 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.20%, 3/10/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181950 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.11%, 6/8/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199506 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.57%, 12/17/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401616 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.57%, 6/2/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251742 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.78%, 12/17/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404576 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.81%, 6/3/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252442 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.86%, 1/31/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1520205 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.98%, 4/5/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101289 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.99%, 4/5/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102019 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 1.50%, 5.15%, 9/10/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762037 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.16%, 1/10/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510445 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.26%, 12/11/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131807 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 5.52%, 7/17/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206918 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 5.53%, 7/17/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202460 |
| Truist Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 1.13%, 8/3/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94046 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 0.86%, 1.89%, 6/7/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46522 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.88%, 3/19/2029<br>| &nbsp;&nbsp;$100000 | &nbsp;&nbsp;$97694 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.37%, 4.12%, 6/6/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179449 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.44%, 4.87%, 1/26/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106191 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.31%, 5.07%, 5/20/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436508 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.57%, 5.15%, 8/5/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254605 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.62%, 5.44%, 1/24/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113282 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.92%, 5.71%, 1/24/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98437 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 2.36%, 5.87%, 6/8/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783112 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 2.30%, 6.12%, 10/28/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371469 |
| U.S. Bancorp: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 1.38%, 7/22/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129716 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 0.73%, 2.22%, 1/27/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193278 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.02%, 2.68%, 1/27/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175366 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series DMTN, 3.00%, 7/30/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94659 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.23%, 4.65%, 2/1/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201312 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.60%, 4.84%, 2/1/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395248 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.06%, 5.05%, 2/12/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117087 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.30%, 5.08%, 5/15/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856985 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.25%, 5.10%, 7/23/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933940 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.56%, 5.38%, 1/23/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133883 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.41%, 5.42%, 2/12/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76473 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.86%, 5.68%, 1/23/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519260 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.02%, 5.78%, 6/12/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778402 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.26%, 5.84%, 6/12/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262545 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.09%, 5.85%, 10/21/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163062 |
| U.S. Bank NA<br>SOFR + 0.69%, 4.51%, 10/22/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350399 |
| UBS AG: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 6/26/2048 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861950 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 9/11/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468657 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 2/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539240 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Wells Fargo & Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 2.10%, 2.39%, 6/2/2028 (c)<br>| &nbsp;&nbsp;$200000 | &nbsp;&nbsp;$192738 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3 mo. USD Term SOFR + 1.26%, 2.57%, 2/11/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228905 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/23/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245718 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.53%, 3.07%, 4/30/2041 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691740 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.50%, 3.35%, 3/2/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634966 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.51%, 3.53%, 3/24/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656202 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3 mo. USD Term SOFR + 1.57%, 3.58%, 5/22/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.15%, 1/24/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249215 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.30%, 7/22/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50004 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3 mo. USD Term SOFR + 4.03%, 4.48%, 4/4/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149246 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 2.13%, 4.61%, 4/25/2053 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.98%, 4.81%, 7/25/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166363 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.90%, 11/17/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131838 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 2.10%, 4.90%, 7/25/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499945 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series W, SOFR + 0.78%, 4.90%, 1/24/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261893 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.37%, 4.97%, 4/23/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223120 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3 mo. USD Term SOFR + 4.50%, 5.01%, 4/4/2051 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1366290 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.50%, 5.15%, 4/23/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297047 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.50%, 5.20%, 1/23/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655302 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.38%, 5.21%, 12/3/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150615 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.11%, 5.24%, 1/24/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246383 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 11/2/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142259 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.02%, 5.39%, 4/24/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778225 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.78%, 5.50%, 1/23/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543690 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.99%, 5.56%, 7/25/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619608 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.74%, 5.57%, 7/25/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449107 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.61%, 1/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314863 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.74%, 5.61%, 4/23/2036 (c)<br>| &nbsp;&nbsp;$1735000 | &nbsp;&nbsp;$1790902 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, SOFR + 1.07%, 5.71%, 4/22/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3169874 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.79%, 6.30%, 10/23/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285403 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.06%, 6.49%, 10/23/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273282 |
| Wells Fargo Bank NA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 12/11/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791443 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 8/7/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476068 |
| Westpac Banking Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 6/3/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532572 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 1.75%, 2.67%, 11/15/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35299 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.96%, 11/16/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392120 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 3/8/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148340 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 1/25/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98497 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.00%, 4.11%, 7/24/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28989 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 5 yr. USD ICE Swap + 2.24%, 4.32%, 11/23/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993650 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.42%, 7/24/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22590 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.60%, 10/20/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125799 |
| &nbsp;&nbsp;&nbsp;&nbsp;1 yr. CMT + 2.68%, 5.41%, 8/10/2033 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252220 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.46%, 11/18/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257882 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 1 yr. CMT + 1.20%, 5.62%, 11/20/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200802 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.82%, 11/17/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824295 |
| Zions Bancorp NA<br>3.25%, 10/29/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230288 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267295815 |
| **BEVERAGES — 0.4%** | **BEVERAGES — 0.4%** | **BEVERAGES — 0.4%** |
| Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 2/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902532 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 2/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2519000 |
| Anheuser-Busch InBev Worldwide, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482475 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 4/15/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200468 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 1/23/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763245 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 1/23/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66861 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 1/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235950 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 6/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255275 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 1/23/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355831 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 1/23/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347837 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 1/23/2059<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070425 |
| Brown-Forman Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 4/15/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43973 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 4/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200458 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Coca-Cola Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 3/15/2028<br>| &nbsp;&nbsp;$250000 | &nbsp;&nbsp;$232032 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171782 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 6/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754229 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 3/5/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56436 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 3/5/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57799 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 9/6/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139281 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 1/5/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88462 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 3/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149912 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 6/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215736 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 5/5/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75028 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 3/5/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59946 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 8/14/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110571 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 5/13/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132659 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 1/14/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95694 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 5/13/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340529 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 5/13/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87916 |
| Coca-Cola Femsa SAB de CV: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 9/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204565 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 5/6/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198718 |
| Constellation Brands, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 8/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216860 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 5/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23134 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 8/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95001 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 5/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14548 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/9/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41529 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 11/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30219 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 5/9/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992510 |
| Diageo Capital PLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 4/29/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426160 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 5/18/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198778 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 10/24/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563893 |
| Diageo Investment Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 5/11/2042 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21359 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 4/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522695 |
| Keurig Dr. Pepper, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35304 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 5/1/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42422 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 3/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188110 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 5/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51724 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 4/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196818 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 4/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411470 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 3/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679583 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 3/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204782 |
| Molson Coors Beverage Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 7/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49257 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 7/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422829 |
| Pepsico Singapore Financing I Pte. Ltd.<br>4.70%, 2/16/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248487 |
| PepsiCo, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 2/25/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34309 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 5/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66538 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 7/29/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47254 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 3/19/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937170 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 10/21/2051 (a)<br>| &nbsp;&nbsp;$200000 | &nbsp;&nbsp;$124750 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 10/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65690 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 7/29/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25098 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 10/6/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111939 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 2/18/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545462 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 2/7/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012350 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 5/15/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101524 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 2/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100099 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 7/17/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101589 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 2/7/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183271 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 2/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749827 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 7/17/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100650 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 11/10/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65850 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 7/17/2054 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96860 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21763327 |
| **BIOTECHNOLOGY — 0.3%** | **BIOTECHNOLOGY — 0.3%** | **BIOTECHNOLOGY — 0.3%** |
| Amgen, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 8/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231075 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 2/21/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793457 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 2/25/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88882 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.77%, 9/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38540 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 2/21/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654321 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 11/2/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243590 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 2/21/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70272 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 8/18/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494100 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 2/22/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390920 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 5/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42497 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.56%, 6/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170066 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.66%, 6/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128409 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 3/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436375 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 3/2/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030770 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 3/2/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696442 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 3/2/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1621372 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 3/2/2063<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258999 |
| Biogen, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 5/1/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482008 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 2/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197102 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 5/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514025 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.45%, 5/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144113 |
| Gilead Sciences, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 10/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276825 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 10/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253358 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 10/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251009 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 10/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94190 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 3/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24553 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 3/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98071 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 2/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21793 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 9/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97131 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 3/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156629 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 11/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709539 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 4/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22826 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 6/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50598 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147185 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 10/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839222 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 11/15/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98300 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Illumina, Inc.<br>5.75%, 12/13/2027<br>| &nbsp;&nbsp;$100000 | &nbsp;&nbsp;$102486 |
| Regeneron Pharmaceuticals, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 9/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30402 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 9/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17905 |
| Royalty Pharma PLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 9/2/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35435 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 9/2/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48917 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 9/2/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213255 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 9/2/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253285 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 9/2/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204158 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13774407 |
| **CHEMICALS — 0.3%** | **CHEMICALS — 0.3%** | **CHEMICALS — 0.3%** |
| Air Products & Chemicals, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18064 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 5/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36414 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 5/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22128 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 6/11/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100515 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 2/8/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761137 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 3/3/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251990 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 10/11/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101370 |
| Albemarle Corp.<br>4.65%, 6/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498295 |
| Cabot Corp.<br>4.00%, 7/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24412 |
| CF Industries, Inc.<br>5.38%, 3/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696675 |
| Dow Chemical Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 11/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440810 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 11/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507975 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33053 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 11/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40707 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 11/30/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101443 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 5/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53115 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 3/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238282 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.90%, 5/15/2053 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538170 |
| DuPont de Nemours, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.73%, 11/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152359 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.42%, 11/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614843 |
| Eastman Chemical Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100265 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 8/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65917 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 2/20/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509450 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 3/8/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260255 |
| Ecolab, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 2/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481480 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 11/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147248 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 8/18/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298115 |
| EIDP, Inc.<br>5.13%, 5/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147740 |
| FMC Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73903 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 5/18/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346129 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Huntsman International LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/1/2029<br>| &nbsp;&nbsp;$20000 | &nbsp;&nbsp;$18963 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 10/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78927 |
| International Flavors & Fragrances, Inc.<br>4.45%, 9/26/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44897 |
| Linde, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 8/10/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429985 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 11/7/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19717 |
| LYB International Finance BV<br>4.88%, 3/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21146 |
| LYB International Finance III LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 10/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22145 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 10/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206976 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 4/1/2051 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26722 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 10/1/2060<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19417 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 10/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37089 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 5/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406697 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/1/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499355 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 5/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88205 |
| LyondellBasell Industries NV<br>4.63%, 2/26/2055 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19642 |
| Mosaic Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 11/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248255 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 11/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23969 |
| NewMarket Corp.<br>2.70%, 3/18/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671107 |
| Nutrien Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 5/13/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93096 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49713 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22801 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 4/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84164 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 3/27/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141978 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 4/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133251 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 3/27/2053 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743865 |
| PPG Industries, Inc.<br>2.80%, 8/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94070 |
| RPM International, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 1/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440945 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49400 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 1/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165058 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 6/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23092 |
| Sherwin-Williams Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133218 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54304 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 8/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47226 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 5/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67246 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 6/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29595 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 8/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36877 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 6/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418790 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 3/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100876 |
| Westlake Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 8/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215404 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 11/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116970 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 8/15/2046<br>| &nbsp;&nbsp;$100000 | &nbsp;&nbsp;$86386 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13893798 |
| **COMMERCIAL SERVICES — 0.2%** | **COMMERCIAL SERVICES — 0.2%** | **COMMERCIAL SERVICES — 0.2%** |
| Automatic Data Processing, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 9/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64934 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56429 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 5/8/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400767 |
| Block Financial LLC<br>3.88%, 8/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28524 |
| California Institute of Technology<br>3.65%, 9/1/2119<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28508 |
| Cintas Corp. No. 2: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 4/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148904 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 5/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115306 |
| Equifax, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 9/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353003 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 12/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116822 |
| George Washington University<br>Series 2018, 4.13%, 9/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79847 |
| Georgetown University: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 20A, 2.94%, 4/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16109 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.12%, 4/1/2053 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460510 |
| Global Payments, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 1/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96758 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920000 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 8/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472700 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 6/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99895 |
| GXO Logistics, Inc.<br>1.65%, 7/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725227 |
| Leland Stanford Junior University<br>4.68%, 3/1/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249207 |
| Massachusetts Institute of Technology: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series F, 2.99%, 7/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67154 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.96%, 7/1/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45518 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.62%, 6/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663466 |
| Moody's Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 8/19/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520698 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 8/19/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246683 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 8/5/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70666 |
| Northwestern University: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017, 3.66%, 12/1/2057<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107405 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.94%, 12/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322614 |
| PayPal Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 6/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50051 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 10/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265145 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 10/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28316 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 6/1/2050 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44216 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 6/1/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69774 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 3/6/2028<br>| &nbsp;&nbsp;$125000 | &nbsp;&nbsp;$126040 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 6/1/2052 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460965 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 6/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253625 |
| President & Fellows of Harvard College: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 7/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161210 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.61%, 2/15/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347025 |
| Quanta Services, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 1/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47396 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 10/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178875 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 8/9/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354217 |
| RELX Capital, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/18/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99260 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 3/27/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111472 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 3/27/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112459 |
| S&P Global, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 3/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530405 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/1/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51159 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 3/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63596 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 12/1/2049 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45787 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 3/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395929 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 3/1/2062<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22373 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 9/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259550 |
| Trustees of Princeton University: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020, 2.52%, 7/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12311 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 7/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76755 |
| Trustees of the University of Pennsylvania<br>3.61%, 2/15/2119<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15883 |
| University of Chicago<br>Series 20B, 2.76%, 4/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7744 |
| University of Southern California: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.81%, 10/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31643 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.03%, 10/1/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20056 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.23%, 10/1/2120<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20049 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.98%, 10/1/2053 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451785 |
| Verisk Analytics, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 3/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119204 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 6/5/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183634 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140767 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 4/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120933 |
| Yale University<br>Series 2025, 4.70%, 4/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45711 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11802974 |
| **COMPUTERS — 0.2%** | **COMPUTERS — 0.2%** | **COMPUTERS — 0.2%** |
| Apple, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 2/8/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466750 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 8/20/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173528 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 8/5/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463340 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 5/11/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80156 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 2/8/2031<br>| &nbsp;&nbsp;$200000 | &nbsp;&nbsp;$174638 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 9/11/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732765 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 2/8/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34923 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 8/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65118 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 5/11/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187968 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 2/8/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124244 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 8/5/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218999 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 2/8/2061<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59185 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/13/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98107 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 5/11/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246858 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 8/8/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728722 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 2/9/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271509 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 5/4/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20921 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 8/4/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121434 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 8/8/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398145 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 8/8/2062<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590640 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 5/13/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66308 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 2/23/2036 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348733 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 2/23/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68577 |
| Dell International LLC/EMC Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 10/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100465 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 2/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512060 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 2/1/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68155 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 7/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267362 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.35%, 7/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320559 |
| DXC Technology Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 9/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96623 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 9/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93011 |
| Hewlett Packard Enterprise Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 10/15/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10571 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 10/15/2045 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10255 |
| HP, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 4/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489305 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 4/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191098 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 9/15/2041 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252107 |
| International Business Machines Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 5/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812736 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312196 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.72%, 2/9/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88992 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 5/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73823 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 5/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63656 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 5/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208937 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 7/27/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250070 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 5/15/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88084 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 5/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805630 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 2/19/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286315 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 11/29/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26959 |
| Leidos, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 2/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48148 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 3/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99104 |
| Western Digital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 2/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27867 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 2/1/2032<br>| &nbsp;&nbsp;$55000 | &nbsp;&nbsp;$48718 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11394374 |
| **CONSTRUCTION MATERIALS — 0.2%** | **CONSTRUCTION MATERIALS — 0.2%** | **CONSTRUCTION MATERIALS — 0.2%** |
| Amrize Finance U.S. LLC<br>4.95%, 4/7/2030 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013340 |
| Carrier Global Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 2/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34066 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 2/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227427 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.72%, 2/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279069 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 4/5/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408771 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.58%, 4/5/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403892 |
| CRH SMW Finance DAC<br>5.20%, 5/21/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512540 |
| Fortune Brands Innovations, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/25/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187800 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 6/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68130 |
| Johnson Controls International PLC<br>4.50%, 2/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269466 |
| Johnson Controls International PLC/Tyco Fire & Security Finance SCA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 9/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13160 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 12/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125560 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 4/19/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207640 |
| Martin Marietta Materials, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 7/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44078 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 7/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46283 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81177 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 12/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647896 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67464 |
| Masco Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 2/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86007 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 2/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312060 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/15/2047 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81157 |
| Mohawk Industries, Inc.<br>3.63%, 5/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95729 |
| Owens Corning: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 8/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68573 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 7/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80611 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 6/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633436 |
| Trane Technologies Financing Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 3/21/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98350 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 6/13/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659477 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 3/3/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92784 |
| Trane Technologies Global Holding Co. Ltd.<br>5.75%, 6/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25543 |
| Vulcan Materials Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 3/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86523 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 12/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347550 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7305559 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **COSMETICS/PERSONAL CARE — 0.0% <sup>\*</sup>** | **COSMETICS/PERSONAL CARE — 0.0% <sup>\*</sup>** | **COSMETICS/PERSONAL CARE — 0.0% <sup>\*</sup>** |
| Kenvue, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 3/22/2033<br>| &nbsp;&nbsp;$150000 | &nbsp;&nbsp;$152073 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 3/22/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928660 |
| Unilever Capital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 9/8/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204932 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/8/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205394 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1491059 |
| **DISTRIBUTION & WHOLESALE — 0.0% <sup>\*</sup>** | **DISTRIBUTION & WHOLESALE — 0.0% <sup>\*</sup>** | **DISTRIBUTION & WHOLESALE — 0.0% <sup>\*</sup>** |
| WW Grainger, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 9/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141572 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 6/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44167 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185739 |
| **DIVERSIFIED FINANCIAL SERVICES — 0.9%** | **DIVERSIFIED FINANCIAL SERVICES — 0.9%** | **DIVERSIFIED FINANCIAL SERVICES — 0.9%** |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 10/29/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146145 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/29/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1429275 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 10/29/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132184 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 7/21/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147802 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 9/10/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300081 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 4/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222286 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 9/10/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1467750 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 12/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240318 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.45%, 4/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774600 |
| Affiliated Managers Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 6/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65662 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 8/20/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249455 |
| Air Lease Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 8/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97230 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 12/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92412 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 4/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69233 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 3/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306408 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 5.20%, 7/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102217 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 2/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153340 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 12/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258650 |
| Ally Financial, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 11/2/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92275 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.73%, 5.54%, 1/17/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167170 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.96%, 5.74%, 5/15/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81457 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.29%, 6.18%, 7/26/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254565 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.82%, 6.85%, 1/3/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211134 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 3.26%, 6.99%, 6/13/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131437 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.10%, 11/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210838 |
| American Express Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 11/4/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531960 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 3/4/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160698 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.76%, 4.42%, 8/3/2033 (c)<br>| &nbsp;&nbsp;$250000 | &nbsp;&nbsp;$243807 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.26%, 4.73%, 4/25/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96032 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.26%, 4.99%, 5/26/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105208 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.44%, 5.02%, 4/25/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91931 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.93%, 5.04%, 7/26/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597192 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.00%, 5.10%, 2/16/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854675 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.28%, 5.28%, 7/27/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257070 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.42%, 5.28%, 7/26/2035 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425578 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.09%, 5.53%, 4/25/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259887 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.79%, 5.67%, 4/25/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67333 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.94%, 6.49%, 10/30/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92620 |
| Ameriprise Financial, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/13/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69457 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 5/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61523 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 4/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151041 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 12/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366674 |
| Apollo Global Management, Inc.<br>5.80%, 5/21/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133496 |
| ARES Management Corp.<br>5.60%, 10/11/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188960 |
| BGC Group, Inc.<br>8.00%, 5/25/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213912 |
| BlackRock Funding, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 7/26/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55680 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 3/14/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117486 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 1/8/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45540 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 3/14/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505930 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 3/14/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369712 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 1/8/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380191 |
| Blackrock, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 1/28/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21996 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 4/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41405 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55261 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 4/30/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58306 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 5/25/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237608 |
| Blackstone Reg Finance Co. LLC<br>5.00%, 12/6/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348411 |
| Blue Owl Finance LLC<br>6.25%, 4/18/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514175 |
| Brookfield Capital Finance LLC<br>6.09%, 6/14/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371266 |
| Brookfield Finance, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.72%, 4/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72291 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 3/30/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33904 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 1/25/2028<br>| &nbsp;&nbsp;$50000 | &nbsp;&nbsp;$49414 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 4/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98741 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 9/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42611 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 3/29/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100954 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.68%, 1/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256362 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.81%, 3/3/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161466 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 1/5/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107315 |
| Capital One Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.86%, 1.88%, 11/2/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289839 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.27%, 2.62%, 11/2/2032 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261789 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.79%, 3.27%, 3/1/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191328 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 7/28/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123836 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 1/31/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246792 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 2/9/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74657 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.06%, 4.93%, 5/10/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251920 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.56%, 5.46%, 7/26/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771960 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.08%, 5.47%, 2/1/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158703 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.91%, 5.70%, 2/1/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87923 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.60%, 5.82%, 2/1/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515640 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.04%, 6.18%, 1/30/2036 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016390 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.64%, 6.31%, 6/8/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787410 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.86%, 6.38%, 6/8/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175542 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.70%, 11/29/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436412 |
| Cboe Global Markets, Inc.<br>1.63%, 12/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86179 |
| Charles Schwab Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 3/11/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214885 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 3/20/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473190 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 5/13/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88965 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 3/3/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971960 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 1/25/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48953 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 2/1/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49652 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.21%, 5.64%, 5/19/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207232 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.50%, 5.85%, 5/19/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530340 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.01%, 6.14%, 8/24/2034 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270352 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.88%, 6.20%, 11/17/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148536 |
| CI Financial Corp.<br>3.20%, 12/17/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220687 |
| CME Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129856 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 6/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99373 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251715 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Credit Suisse USA LLC<br>7.13%, 7/15/2032<br>| &nbsp;&nbsp;$50000 | &nbsp;&nbsp;$56903 |
| Eaton Vance Corp.<br>3.50%, 4/6/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148065 |
| Enact Holdings, Inc.<br>6.25%, 5/28/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037780 |
| Franklin Resources, Inc.<br>1.60%, 10/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86109 |
| Intercontinental Exchange, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 6/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26893 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 9/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36181 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16324 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 9/15/2060<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30381 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 9/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97719 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 9/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784416 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 9/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199130 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 9/21/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123735 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 6/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85271 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 3/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54733 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 6/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85856 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 6/15/2062<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135166 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 6/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809453 |
| Jefferies Financial Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 10/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217525 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 10/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33753 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 1/23/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537355 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 1/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90761 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 7/21/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114085 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 4/14/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198444 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 1/20/2043 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52061 |
| Lazard Group LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 9/19/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99638 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73503 |
| LPL Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 6/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253082 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 5/20/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509530 |
| Marex Group PLC<br>5.83%, 5/8/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101243 |
| Mastercard, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 6/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96032 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 3/26/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29684 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 3/26/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48230 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 2/26/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29635 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 6/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76390 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 3/26/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406371 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 2/26/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24162 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 1/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913349 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 1/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199154 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 1/15/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88457 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 3/9/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220012 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 5/9/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237886 |
| Nasdaq, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172678 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/21/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173405 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 4/28/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26922 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 3/7/2052<br>| &nbsp;&nbsp;$500000 | &nbsp;&nbsp;$374115 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 8/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509930 |
| Nomura Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 7/14/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145668 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.33%, 1/22/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483550 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 7/1/2030 (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200660 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.49%, 6/29/2035 (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201226 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.78%, 7/3/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033600 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.07%, 7/12/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417332 |
| ORIX Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 3/9/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88093 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 7/18/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49335 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 4/13/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94801 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 9/10/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251760 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 2/25/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101276 |
| Raymond James Financial, Inc.<br>3.75%, 4/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120351 |
| Stifel Financial Corp.<br>4.00%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96172 |
| Synchrony Financial: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 10/28/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130194 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.68%, 5.45%, 3/6/2031 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191691 |
| &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 2.13%, 5.94%, 8/2/2030 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410832 |
| Visa, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 8/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42225 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 2/15/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426475 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 4/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482965 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 4/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136494 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 4/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264225 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 9/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244225 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 9/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77908 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 12/14/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47607 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 12/14/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173948 |
| Voya Financial, Inc.<br>5.00%, 9/20/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107508 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42342647 |
| **ELECTRIC — 2.1%** | **ELECTRIC — 2.1%** | **ELECTRIC — 2.1%** |
| AEP Texas, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 5/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33507 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series H, 3.45%, 1/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68219 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 10/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18309 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 5/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197036 |
| AEP Transmission Co. LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 12/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75752 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 6/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37265 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 9/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16166 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 4/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506040 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 3/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966240 |
| AES Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 1/15/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437100 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253830 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Alabama Power Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 20-A, 1.45%, 9/15/2030<br>| &nbsp;&nbsp;$50000 | &nbsp;&nbsp;$43339 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 7/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33359 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 12/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60334 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 4.30%, 7/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53701 |
| Ameren Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46676 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 1/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203664 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503175 |
| Ameren Illinois Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 12/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37692 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24815 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 3/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40989 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 3/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42375 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 6/1/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405332 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 7/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245960 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 3/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113783 |
| American Electric Power Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.68%, 3.88%, 2/15/2062 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239787 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series J, 4.30%, 12/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100047 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 1/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512890 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 3/1/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197689 |
| Appalachian Power Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 5/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20317 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series BB, 4.50%, 8/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82875 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 4/1/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27817 |
| Arizona Public Service Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 9/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49921 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 5/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18617 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 8/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19378 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 3/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39223 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 11/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40942 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 8/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358449 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 8/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56750 |
| Baltimore Gas & Electric Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 6/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355548 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 6/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476900 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 6/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112727 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 10/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54445 |
| Berkshire Hathaway Energy Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 5/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25562 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 5/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184020 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 4/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29347 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 7/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242615 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399705 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 2/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43044 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 5/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418185 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 11/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141129 |
| Black Hills Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 1/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24470 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 10/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72431 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

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---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 5/1/2033<br>| &nbsp;&nbsp;$30000 | &nbsp;&nbsp;$28249 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207210 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 1/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41518 |
| CenterPoint Energy Houston Electric LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series AE, 2.35%, 4/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48845 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series Z, 2.40%, 9/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48894 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series AA, 3.00%, 2/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97950 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series AF, 3.35%, 4/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244569 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 3/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38964 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series AC, 4.25%, 2/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161646 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244303 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 4/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502305 |
| CenterPoint Energy, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 6/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35700 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 6/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481131 |
| Cleco Corporate Holdings LLC<br>4.97%, 5/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17106 |
| CMS Energy Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 8/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49106 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 4.12%, 4.75%, 6/1/2050 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48343 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 1.96%, 6.50%, 6/1/2055 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752310 |
| Commonwealth Edison Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 131, 2.75%, 9/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173622 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 130, 3.13%, 3/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99495 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 132, 3.15%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91103 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 123, 3.75%, 8/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113715 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98860 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 6/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56620 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 6/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64501 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 6/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82864 |
| Connecticut Light & Power Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.20%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 4.15%, 6/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81930 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 7/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350262 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 1/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937360 |
| Consolidated Edison Co. of New York, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 6/15/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179426 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 3.00%, 12/1/2060<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88422 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 12/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331205 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 6/15/2061<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169925 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 11/15/2059<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58903 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 6/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38607 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 20B, 3.95%, 4/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194995 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series D, 4.00%, 12/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99579 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 4.13%, 5/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78738 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 3/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64687 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/15/2058<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81216 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 3/15/2035 (a)<br>| &nbsp;&nbsp;$100000 | &nbsp;&nbsp;$101276 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 5/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165347 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208158 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066648 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 5/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199506 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 11/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102303 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 06-B, 6.20%, 6/15/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26882 |
| Constellation Energy Generation LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 3/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129339 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 3/15/2054 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117809 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 3/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153380 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 10/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806985 |
| Consumers Energy Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 8/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36606 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 2/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37939 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 5/15/2048 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80104 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 5/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98997 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 3/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303876 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 1/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177698 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 2/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102178 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 5/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125906 |
| Dayton Power & Light Co.<br>3.95%, 6/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22227 |
| Dominion Energy South Carolina, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 2.30%, 12/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131388 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 10/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221597 |
| Dominion Energy, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 2.25%, 8/15/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39348 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series D, 2.85%, 8/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24564 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 3.30%, 4/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417072 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 3.38%, 4/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332794 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503675 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 12/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111325 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 11/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359205 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201772 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.21%, 6.63%, 5/15/2055 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526685 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 5 yr. CMT + 2.51%, 7.00%, 6/1/2054 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374675 |
| DTE Electric Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 3/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457160 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.00%, 3/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90768 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 6/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57022 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 5/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106948 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 5/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425612 |
| DTE Energy Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 3.40%, 6/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157432 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 6/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294304 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 7/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65772 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 3/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204024 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 4/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363456 |

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*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 6/1/2034<br>| &nbsp;&nbsp;$250000 | &nbsp;&nbsp;$261445 |
| Duke Energy Carolinas LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 8/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139822 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 4/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67840 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139209 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 8/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67677 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 4/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63697 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 3/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116866 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 11/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99829 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111349 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511215 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 1/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254222 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 1/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479370 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 1/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722160 |
| Duke Energy Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 6/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89121 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 9/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49064 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 8/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97973 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 6/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638171 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68643 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 9/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184912 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 8/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112675 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 8/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1957160 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 1/5/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252462 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 8/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438430 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 6/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149073 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 6/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122249 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.59%, 6.45%, 9/1/2054 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309588 |
| Duke Energy Florida LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139257 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 1/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246827 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.40%, 6/15/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54911 |
| Duke Energy Indiana LLC<br>2.75%, 4/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39922 |
| Duke Energy Ohio, Inc.<br>3.70%, 6/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20805 |
| Duke Energy Progress LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 8/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58306 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 4/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134617 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 9/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36533 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 9/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49394 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 8/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123649 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115562 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 3/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50745 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 3/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978070 |
| Edison International: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48270 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 11/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281856 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.95%, 11/15/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311868 |
| Emera U.S. Finance LP<br>4.75%, 6/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108016 |
| Enel Chile SA<br>4.88%, 6/12/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50190 |
| Entergy Arkansas LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 6/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58643 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 6/15/2052<br>| &nbsp;&nbsp;$100000 | &nbsp;&nbsp;$66933 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 4/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19927 |
| Entergy Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 6/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116902 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 6/15/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132664 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 9/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49170 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.67%, 7.13%, 12/1/2054 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293450 |
| Entergy Louisiana LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 6/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23073 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 6/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183355 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 4/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195168 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 4/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39656 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 3/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513000 |
| Entergy Mississippi LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 6/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24103 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100547 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 6/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92804 |
| Entergy Texas, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73318 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 9/30/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17589 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 9/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633197 |
| Evergy Kansas Central, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 9/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16673 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 3/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24786 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 3/13/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25270 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 3/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133013 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 11/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159001 |
| Evergy Metro, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020, 2.25%, 6/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45134 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019, 4.13%, 4/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77778 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 6/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19995 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 3/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39730 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 4/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102186 |
| Evergy, Inc.<br>5 yr. CMT + 2.56%, 6.65%, 6/1/2055 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355078 |
| Eversource Energy: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 3/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97636 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 3/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91110 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series O, 4.25%, 4/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24782 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 3/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369335 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 2/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261425 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 7/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523715 |
| Exelon Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97590 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92238 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 3/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268530 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 4/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211060 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 6/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300260 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143493 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073520 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 3/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102509 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 3/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027370 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 3/15/2053<br>| &nbsp;&nbsp;$100000 | &nbsp;&nbsp;$96115 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 3/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84878 |
| FirstEnergy Corp.<br>Series B, 3.90%, 7/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494440 |
| FirstEnergy Transmission LLC<br>4.55%, 1/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350189 |
| Florida Power & Light Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 2/3/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441615 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 12/4/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473940 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 10/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20241 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 3/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67681 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.99%, 3/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19667 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 10/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41188 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 6/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81021 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 4/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511430 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 6/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257750 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 3/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111485 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 3/15/2065<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157170 |
| Fortis, Inc.<br>3.06%, 10/4/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49131 |
| Georgia Power Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.25%, 3/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390889 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101024 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 5/15/2052 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467790 |
| Idaho Power Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 5.70%, 3/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98384 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 5.80%, 4/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251480 |
| Indiana Michigan Power Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 5/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29479 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 8/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11899 |
| Interstate Power & Light Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 9/30/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35169 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 9/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36757 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 9/26/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49592 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 9/30/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294102 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 9/30/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52672 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 6/29/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128485 |
| IPALCO Enterprises, Inc.<br>4.25%, 5/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96108 |
| ITC Holdings Corp.<br>3.35%, 11/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48935 |
| Jersey Central Power & Light Co.<br>5.10%, 1/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349342 |
| MidAmerican Energy Co.<br>3.95%, 8/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118398 |
| National Grid PLC<br>5.42%, 1/11/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359527 |
| National Rural Utilities Cooperative Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42089 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 1.65%, 6/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170082 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 2/7/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49015 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 11/1/2028<br>| &nbsp;&nbsp;$100000 | &nbsp;&nbsp;$98923 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.02%, 11/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47631 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.12%, 9/16/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59998 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 2/7/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136816 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.85%, 2/7/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254772 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 2/7/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178988 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 5.00%, 2/7/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256302 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 5.05%, 9/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511490 |
| NextEra Energy Capital Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 6/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225350 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.44%, 1/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433620 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 11/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154143 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96876 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 5/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98706 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 2.41%, 4.80%, 12/1/2077 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23895 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 2/4/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354921 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 2/28/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1521030 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 3/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203278 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 2/28/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504465 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 3/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201930 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 2/28/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461915 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 3/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192328 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.05%, 6.38%, 8/15/2055 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022890 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 1.98%, 6.50%, 8/15/2055 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026000 |
| Northern States Power Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 6/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30185 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 3/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19553 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 9/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37300 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 5/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324093 |
| NSTAR Electric Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 5/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49162 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 3/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101720 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 3/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85758 |
| OGE Energy Corp.<br>5.45%, 5/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88131 |
| Oglethorpe Power Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 10/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88370 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 6/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48575 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 2/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68768 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 12/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152926 |
| Ohio Power Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series Q, 1.63%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84875 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15131 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 6/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349692 |
| Oklahoma Gas & Electric Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 8/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49470 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 1/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108568 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 4/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498935 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Oncor Electric Delivery Co. LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 5/15/2030<br>| &nbsp;&nbsp;$75000 | &nbsp;&nbsp;$69586 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 11/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196776 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 9/30/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75339 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 6/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72396 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 11/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111203 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 4/1/2035 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713839 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 10/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93581 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 6/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237290 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 11/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373041 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 9/1/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59806 |
| Pacific Gas & Electric Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 2/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303810 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 6/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709862 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 8/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250848 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 8/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188974 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 3/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68354 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 6/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42535 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 7/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207970 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 7/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243992 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 7/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201455 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 6/4/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501525 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 3/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415845 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 10/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502503 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 1/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257655 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 3/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937350 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 1/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007700 |
| PacifiCorp: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 9/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292266 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 6/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118820 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 3/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42044 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 2/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020420 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 12/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990308 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 2/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557870 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 5/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321986 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 1/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718245 |
| PECO Energy Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 3/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29422 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 3/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97701 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 9/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198874 |
| PG&E Wildfire Recovery Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A-1, 3.59%, 6/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252255 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A-2, 4.26%, 6/1/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471430 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A-4, 4.45%, 12/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A-2, 4.72%, 6/1/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292575 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A-4, 5.21%, 12/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474610 |
| Pinnacle West Capital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65879 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143283 |
| PPL Capital Funding, Inc.<br>5.25%, 9/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115966 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| PPL Electric Utilities Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/1/2049<br>| &nbsp;&nbsp;$70000 | &nbsp;&nbsp;$45978 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 6/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39755 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 5/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147245 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 5/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894318 |
| Public Service Co. of Colorado: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 35, 1.90%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434140 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 34, 3.20%, 3/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19955 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 6/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111943 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 5/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329816 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 5/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591264 |
| Public Service Co. of New Hampshire<br>4.40%, 7/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165936 |
| Public Service Co. of Oklahoma: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 1/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815016 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 1/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202114 |
| Public Service Electric & Gas Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 2.05%, 8/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26635 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.00%, 3/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98170 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.20%, 5/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48289 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.20%, 8/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20785 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.60%, 12/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74448 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.65%, 9/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39366 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.70%, 5/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49566 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 8/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199644 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.90%, 12/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635906 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series Q, 5.05%, 3/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141592 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 5.20%, 3/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256440 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series Q, 5.50%, 3/1/2055 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583103 |
| Public Service Enterprise Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 8/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86478 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 11/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87868 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91548 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 4/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56588 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86030 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 4/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56278 |
| Puget Energy, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.22%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169281 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.73%, 3/15/2035 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125962 |
| Puget Sound Energy, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 9/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43477 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.22%, 6/15/2048<br>| &nbsp;&nbsp;$65000 | &nbsp;&nbsp;$51886 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.33%, 6/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198658 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 3/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51210 |
| San Diego Gas & Electric Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series VVV, 1.70%, 10/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130650 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series WWW, 2.95%, 8/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219870 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series RRR, 3.75%, 6/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36908 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 4/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279822 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 4/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154046 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 4/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240455 |
| Sempra: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 6/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293874 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 2/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29288 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 2/1/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82867 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 2/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22149 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.87%, 4.13%, 4/1/2052 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385128 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 8/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201898 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 8/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204210 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.63%, 6.40%, 10/1/2054 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284379 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.79%, 6.88%, 10/1/2054 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505640 |
| Southern California Edison Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 6/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87907 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 2/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107541 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 8/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106443 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 20A, 2.95%, 2/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291775 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 3.60%, 2/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34440 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 2/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 3.65%, 3/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97223 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-A, 3.90%, 3/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36852 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 4/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137264 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 4.20%, 3/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97903 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 9/6/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349499 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 9/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20894 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 2/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351988 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 6/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253100 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504700 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 3/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253192 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 6/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86569 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 3/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245522 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 12/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319665 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 3/1/2055 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114366 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 9/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957630 |
| Southern Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 7/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247320 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 7/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229110 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 7/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665820 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 6/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508760 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260272 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 3/15/2034<br>| &nbsp;&nbsp;$250000 | &nbsp;&nbsp;$261337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025, 5 yr. CMT + 2.07%, 6.38%, 3/15/2055 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030130 |
| Southern Power Co.<br>Series F, 4.95%, 12/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129876 |
| Southwestern Electric Power Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K, 2.75%, 10/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48940 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161147 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series M, 4.10%, 9/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24759 |
| Southwestern Public Service Co.<br>3.75%, 6/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72593 |
| Tampa Electric Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 6/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106777 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 6/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40262 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 6/15/2049 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20539 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 3/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351795 |
| Tucson Electric Power Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 5/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22993 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 12/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43403 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 4/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190016 |
| Union Electric Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215325 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 3/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243990 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 4/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39164 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 4/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50853 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 4/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510325 |
| Virginia Electric & Power Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 12/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210960 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 2.95%, 11/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29489 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 12/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33542 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 3.75%, 5/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153892 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 12/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212032 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 8/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105304 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 1/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328394 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 4/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475510 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.88%, 11/15/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66037 |
| WEC Energy Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 10/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75366 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 12/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93166 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 9/12/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65878 |
| Wisconsin Electric Power Co.<br>4.30%, 10/15/2048 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20411 |
| Wisconsin Power & Light Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 9/16/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235532 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 4/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90175 |
| Wisconsin Public Service Corp.<br>4.55%, 12/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404704 |
| Xcel Energy, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478430 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 12/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92580 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/15/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49611 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 8/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510725 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/15/2034<br>| &nbsp;&nbsp;$100000 | &nbsp;&nbsp;$101619 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 4/15/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020260 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104022449 |
| **ELECTRICAL COMPONENTS & EQUIPMENT — 0.0% <sup>\*</sup>** | **ELECTRICAL COMPONENTS & EQUIPMENT — 0.0% <sup>\*</sup>** | **ELECTRICAL COMPONENTS & EQUIPMENT — 0.0% <sup>\*</sup>** |
| Emerson Electric Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 10/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62455 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 10/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44607 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/21/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186454 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 12/21/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615965 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909481 |
| **ELECTRONICS — 0.1%** | **ELECTRONICS — 0.1%** | **ELECTRONICS — 0.1%** |
| Agilent Technologies, Inc.<br>2.75%, 9/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46836 |
| Allegion PLC<br>3.50%, 10/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47910 |
| Allegion U.S. Holding Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 10/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49053 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 5/29/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205392 |
| Amphenol Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 9/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52569 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 2/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93820 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 6/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50233 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 6/12/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166143 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 1/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186926 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 4/5/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55865 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 4/5/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102870 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 4/5/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102903 |
| Arrow Electronics, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 1/12/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24522 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 8/21/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162621 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 4/10/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67097 |
| Avnet, Inc.<br>3.00%, 5/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89464 |
| Flex Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 6/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75494 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 1/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65710 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 1/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366420 |
| Honeywell International, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 3/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190410 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 9/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136557 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 6/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223682 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146687 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 8/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56592 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 1/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160338 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 1/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171412 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 9/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153451 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 9/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256672 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 3/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150894 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 3/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1564678 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 3/1/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141803 |
| Hubbell, Inc.<br>2.30%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53173 |
| Jabil, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 1/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23896 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 1/12/2028<br>| &nbsp;&nbsp;$25000 | &nbsp;&nbsp;$24739 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 2/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158980 |
| Keysight Technologies, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/30/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47046 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 4/6/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30116 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 10/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83898 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 7/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128934 |
| TD SYNNEX Corp.<br>6.10%, 4/12/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89307 |
| Trimble, Inc.<br>4.90%, 6/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50770 |
| Tyco Electronics Group SA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 2/4/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39692 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 2/1/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202578 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 5/9/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144126 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6442279 |
| **ENGINEERING & CONSTRUCTION — 0.0% <sup>\*</sup>** | **ENGINEERING & CONSTRUCTION — 0.0% <sup>\*</sup>** | **ENGINEERING & CONSTRUCTION — 0.0% <sup>\*</sup>** |
| Jacobs Engineering Group, Inc.<br>6.35%, 8/18/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368063 |
| MasTec, Inc.<br>5.90%, 6/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517855 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885918 |
| **ENTERTAINMENT — 0.0% <sup>\*</sup>** | **ENTERTAINMENT — 0.0% <sup>\*</sup>** | **ENTERTAINMENT — 0.0% <sup>\*</sup>** |
| Warnermedia Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.76%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205019 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.28%, 3/15/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314111 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 3/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915042 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.14%, 3/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108063 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542235 |
| **ENVIRONMENTAL CONTROL — 0.1%** | **ENVIRONMENTAL CONTROL — 0.1%** | **ENVIRONMENTAL CONTROL — 0.1%** |
| Republic Services, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 2/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85323 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 7/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44384 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 11/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58972 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149330 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 7/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91692 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 4/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735732 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356979 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147758 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 11/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102309 |
| Veralto Corp.<br>5.35%, 9/18/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515410 |
| Waste Connections, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 1/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99236 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 1/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73149 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 4/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13151 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 5/1/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48894 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 3/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302922 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 9/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209492 |
| Waste Management, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 3/15/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27814 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25668 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 6/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69188 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/15/2050<br>| &nbsp;&nbsp;$20000 | &nbsp;&nbsp;$11900 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 6/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40725 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202094 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 2/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253562 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 2/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250422 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202860 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203214 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 2/15/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204874 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 7/3/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369662 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135575 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 10/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578658 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5610949 |
| **FOOD — 0.4%** | **FOOD — 0.4%** | **FOOD — 0.4%** |
| Campbell's Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 4/24/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13587 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49800 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 3/23/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201573 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 3/15/2048 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17394 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 3/19/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50734 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 3/21/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563079 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 3/21/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40620 |
| Conagra Brands, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 11/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009630 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 10/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207097 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 11/1/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253454 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 11/1/2048 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36107 |
| Flowers Foods, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39384 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 3/15/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199690 |
| General Mills, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/1/2051 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326125 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 2/10/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98360 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 4/17/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524149 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 1/30/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60343 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 3/29/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145302 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 1/30/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251217 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 10/17/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119199 |
| Hershey Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 5/4/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176412 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/4/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178580 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 2/24/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40515 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 2/24/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102021 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 2/24/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102250 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 2/24/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101559 |
| Hormel Foods Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 6/3/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532956 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 6/3/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29488 |
| Ingredion, Inc.<br>2.90%, 6/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92447 |
| J.M. Smucker Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 12/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98269 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46375 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 11/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134201 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 11/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100743 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 11/15/2053 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224062 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| JBS USA Holding Lux SARL/JBS USA Food Co./JBS Lux Co. SARL: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 4/1/2033<br>| &nbsp;&nbsp;$182000 | &nbsp;&nbsp;$187149 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 12/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518290 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 3/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254427 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.25%, 11/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563650 |
| JBS USA Holding Lux SARL/JBS USA Foods Group Holdings, Inc./JBS USA Food Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 1/15/2036 (b) (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249663 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 3/1/2056 (b) (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250808 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 4/15/2066 (b) (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175956 |
| JBS USA LUX SARL/JBS USA Food Co./JBS USA Foods Group<br>6.38%, 2/25/2055 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511360 |
| Kellanova: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100592 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 4/1/2046 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85610 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 3/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71678 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 5/16/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137781 |
| Kraft Heinz Foods Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 5/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744165 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 6/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404295 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 10/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643702 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127244 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 3/15/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202706 |
| Kroger Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 10/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48993 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 8/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34684 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 1/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413968 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 2/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82784 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 1/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84715 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 9/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009397 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 9/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673378 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 9/15/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85282 |
| McCormick & Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 8/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98281 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 10/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227865 |
| Mondelez International, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 2/4/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34166 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 10/15/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62660 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 3/17/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194954 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 9/4/2050 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20739 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 4/13/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32485 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 3/17/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180426 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 5/6/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500755 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/6/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149838 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 8/28/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98666 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 5/6/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200654 |
| Pilgrim's Pride Corp.<br>6.25%, 7/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682100 |
| Sysco Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 2/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9142 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 12/14/2031<br>| &nbsp;&nbsp;$145000 | &nbsp;&nbsp;$126979 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 12/14/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319420 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 7/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49051 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 7/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98839 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 2/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6692 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 3/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41488 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 10/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4423 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 3/23/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183069 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 1/17/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375203 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.60%, 4/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270772 |
| Tyson Foods, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 6/2/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147962 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 6/2/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236601 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 3/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407150 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 3/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93122 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19682501 |
| **FOREST PRODUCTS & PAPER — 0.1%** | **FOREST PRODUCTS & PAPER — 0.1%** | **FOREST PRODUCTS & PAPER — 0.1%** |
| Celulosa Arauco y Constitucion SA<br>3.88%, 11/2/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196152 |
| Georgia-Pacific LLC<br>7.75%, 11/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28462 |
| International Paper Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 8/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21597 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 6/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435595 |
| Suzano Austria GmbH: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 9/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116148 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 1/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70538 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140322 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 1/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299451 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 1/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772267 |
| Suzano International Finance BV<br>5.50%, 1/17/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25273 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2105805 |
| **GAS — 0.2%** | **GAS — 0.2%** | **GAS — 0.2%** |
| Atmos Energy Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85446 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 9/15/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187236 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147066 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 1/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20977 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/15/2054 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127182 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 8/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86052 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 11/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081840 |
| CenterPoint Energy Resources Corp.<br>5.25%, 3/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256025 |
| National Fuel Gas Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 9/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49252 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359555 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117602 |
| NiSource, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 2/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85630 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 9/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94336 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.49%, 5/15/2027<br>| &nbsp;&nbsp;$50000 | &nbsp;&nbsp;$49251 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 5/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947036 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 2/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26521 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 7/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251527 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 4/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508785 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 7/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252020 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 4/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743025 |
| ONE Gas, Inc.<br>4.50%, 11/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75347 |
| Piedmont Natural Gas Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169129 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 5/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665317 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 2/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552657 |
| Southern California Gas Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 4/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107759 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 9/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23240 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series VV, 4.30%, 1/15/2049 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40179 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MM, 5.13%, 11/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23907 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 6/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509615 |
| Southern Co. Gas Capital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 20-A, 1.75%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430105 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 5/30/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122003 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 9/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346409 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 9/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314640 |
| Southwest Gas Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 4/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24501 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85356 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 3/23/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168694 |
| Spire Missouri, Inc.<br>Series 2034, 5.15%, 8/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157503 |
| Washington Gas Light Co.<br>Series MTN, 3.65%, 9/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35891 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9328616 |
| **HAND & MACHINE TOOLS — 0.0% <sup>\*</sup>** | **HAND & MACHINE TOOLS — 0.0% <sup>\*</sup>** | **HAND & MACHINE TOOLS — 0.0% <sup>\*</sup>** |
| Kennametal, Inc.<br>4.63%, 6/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50158 |
| Regal Rexnord Corp.<br>6.05%, 4/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514710 |
| Snap-on, Inc.<br>3.10%, 5/1/2050 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47119 |
| Stanley Black & Decker, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671550 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 11/15/2050 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56940 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99370 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439847 |
| **HEALTH CARE PRODUCTS — 0.3%** | **HEALTH CARE PRODUCTS — 0.3%** | **HEALTH CARE PRODUCTS — 0.3%** |
| Abbott Laboratories: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 6/30/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440030 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/30/2026<br>| &nbsp;&nbsp;$85000 | &nbsp;&nbsp;$84745 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/30/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248575 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 4/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23701 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 11/30/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087934 |
| Agilent Technologies, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 9/9/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199964 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 9/9/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196922 |
| Baxter International, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.73%, 4/1/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38412 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.92%, 2/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577764 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.27%, 12/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465475 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 12/1/2051 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159520 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 8/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35711 |
| Boston Scientific Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 6/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018402 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 3/1/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47341 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 3/1/2049 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31498 |
| Danaher Corp.<br>2.60%, 10/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340571 |
| DH Europe Finance II SARL: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 11/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28013 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/15/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40111 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 11/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35558 |
| GE HealthCare Technologies, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428468 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 6/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76794 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 11/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515210 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 11/22/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538635 |
| Medtronic Global Holdings SCA<br>4.25%, 3/30/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155733 |
| Medtronic, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535923 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 3/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310176 |
| Revvity, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 9/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89887 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74699 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 9/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61582 |
| Smith & Nephew PLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.03%, 10/14/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481976 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 3/20/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55826 |
| Solventum Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 2/25/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254055 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 3/23/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308682 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 4/30/2054 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899802 |
| Stryker Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 6/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44606 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 6/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16351 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 3/7/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49344 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 9/11/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499455 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 9/11/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245935 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 3/15/2046 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331459 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 2/10/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121580 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 12/8/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117263 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 2/10/2030 (a)<br>| &nbsp;&nbsp;$145000 | &nbsp;&nbsp;$147912 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 2/10/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96733 |
| Thermo Fisher Scientific, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 10/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358515 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 8/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82132 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/5/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707602 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 1/31/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513245 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.09%, 8/10/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153327 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 1/31/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179916 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 8/10/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64138 |
| Zimmer Biomet Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 11/24/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88421 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 2/19/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107624 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 9/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200554 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 12/1/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103074 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 2/19/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512455 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14629336 |
| **HEALTH CARE SERVICES — 0.8%** | **HEALTH CARE SERVICES — 0.8%** | **HEALTH CARE SERVICES — 0.8%** |
| AdventHealth Obligated Group<br>Series E, 2.80%, 11/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153938 |
| Advocate Health & Hospitals Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.39%, 10/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35562 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.83%, 8/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741990 |
| AHS Hospital Corp.<br>Series 2021, 2.78%, 7/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46241 |
| Ascension Health: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 3.11%, 11/15/2039 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390685 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 11/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120059 |
| Banner Health<br>2.34%, 1/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36713 |
| Baylor Scott & White Holdings: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021, 1.78%, 11/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21970 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021, 2.84%, 11/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314625 |
| Centene Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 7/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929740 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 3/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430830 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 2/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460435 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 12/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973370 |
| Children's Hospital Corp.<br>Series 2020, 2.59%, 2/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9048 |
| Cigna Group: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109476 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 10/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48721 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 3/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281295 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 3/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194657 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 10/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811069 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 8/15/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56329 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 12/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693860 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 5/15/2029<br>| &nbsp;&nbsp;$250000 | &nbsp;&nbsp;$255610 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 2/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761580 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 2/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81313 |
| CommonSpirit Health: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.19%, 10/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194138 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 11/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20983 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.32%, 12/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195934 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 12/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292252 |
| Duke University Health System, Inc.<br>Series 2017, 3.92%, 6/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39568 |
| Elevance Health, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239144 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89791 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 5/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175308 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 3/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214686 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 12/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128476 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 3/1/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99716 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 5/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191902 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 12/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106042 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/30/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351099 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 3/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41598 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 1/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43796 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 2/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146708 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 2/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248295 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 2/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445955 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 2/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873615 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 6/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479355 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 2/15/2055 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111403 |
| HCA, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 7/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566176 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44065 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 7/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430664 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599066 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 6/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016919 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 2/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50012 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 3/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401855 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 3/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60862 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 6/15/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258461 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 3/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112762 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 6/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88880 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 9/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65495 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129009 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 6/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563420 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 6/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60436 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 3/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205626 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 6/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724372 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 4/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488855 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 3/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629144 |
| Humana, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 2/3/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293408 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 3/23/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101785 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 3/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82778 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 10/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43192 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 4/15/2031<br>| &nbsp;&nbsp;$110000 | &nbsp;&nbsp;$112471 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 5/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180909 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 12/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780487 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 3/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259597 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 5/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481940 |
| Icon Investments Six DAC<br>5.85%, 5/8/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259127 |
| Indiana University Health, Inc. Obligated Group<br>Series 2021, 2.85%, 11/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15661 |
| IQVIA, Inc.<br>6.25%, 2/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459782 |
| Johns Hopkins Health System Corp.<br>3.84%, 5/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39239 |
| Kaiser Foundation Hospitals: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021, 2.81%, 6/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96556 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021, 3.00%, 6/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87488 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019, 3.27%, 11/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72661 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 5/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409640 |
| Laboratory Corp. of America Holdings: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 6/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89997 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 12/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94030 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 2/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21886 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 10/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832422 |
| Mass General Brigham, Inc.<br>Series 2017, 3.77%, 7/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76223 |
| Mayo Clinic<br>Series 2021, 3.20%, 11/15/2061<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62839 |
| Memorial Sloan-Kettering Cancer Center: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020, 2.96%, 1/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35873 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 7/1/2052 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19901 |
| Methodist Hospital<br>Series 20A, 2.71%, 12/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39638 |
| Montefiore Obligated Group<br>4.29%, 9/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33657 |
| Mount Sinai Hospital<br>Series 2019, 3.74%, 7/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23485 |
| New York & Presbyterian Hospital: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.26%, 8/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019, 3.95%, 8/1/2119<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23944 |
| Northwell Healthcare, Inc.<br>4.26%, 11/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39695 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Novant Health, Inc.<br>3.17%, 11/1/2051<br>| &nbsp;&nbsp;$85000 | &nbsp;&nbsp;$56252 |
| NYU Langone Hospitals<br>Series 2020, 3.38%, 7/1/2055 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67463 |
| Orlando Health Obligated Group: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.33%, 10/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17513 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.48%, 10/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512140 |
| Providence St. Joseph Health Obligated Group: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 19A, 2.53%, 10/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73937 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.37%, 10/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116949 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 10/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252712 |
| Quest Diagnostics, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 6/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32564 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 6/30/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99534 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 12/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252370 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 3/30/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21944 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.40%, 11/30/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548075 |
| Sutter Health: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 20A, 2.29%, 8/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49676 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 20A, 3.36%, 8/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38128 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.16%, 8/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182239 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025, 5.21%, 8/15/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102713 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025, 5.54%, 8/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620520 |
| Trinity Health Corp.<br>Series 2021, 2.63%, 12/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35957 |
| UnitedHealth Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272926 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 5/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88276 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 5/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217515 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 5/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124462 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 5/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257134 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 5/15/2060<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60031 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 5/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66285 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 4/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98574 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 8/15/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161418 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 10/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37169 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 12/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14805 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 4/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80902 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 6/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75362 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 4/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352222 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 7/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193222 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125633 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 7/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85309 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 7/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203463 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 5/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426320 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 1/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203106 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 4/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523955 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 1/15/2032<br>| &nbsp;&nbsp;$150000 | &nbsp;&nbsp;$151874 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 4/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349639 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 7/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151404 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 4/15/2063<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667357 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 2/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662028 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 6/15/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616568 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 2/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720524 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 4/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700725 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 7/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194862 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 7/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114902 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 7/15/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831334 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 2/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500670 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 6/15/2055 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447080 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 2/15/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28397 |
| Universal Health Services, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 10/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138445 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 10/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133752 |
| Willis-Knighton Medical Center<br>Series 2021, 3.07%, 3/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340373 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40888333 |
| **HOME BUILDERS — 0.0% <sup>\*</sup>** | **HOME BUILDERS — 0.0% <sup>\*</sup>** | **HOME BUILDERS — 0.0% <sup>\*</sup>** |
| DR Horton, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 10/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90802 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103908 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 10/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91638 |
| Lennar Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/29/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251750 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 7/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117181 |
| MDC Holdings, Inc.<br>3.97%, 8/6/2061 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139908 |
| Meritage Homes Corp.<br>5.65%, 3/15/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105369 |
| NVR, Inc.<br>3.00%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121033 |
| PulteGroup, Inc.<br>5.00%, 1/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106757 |
| Toll Brothers Finance Corp.<br>4.88%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752182 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1880528 |
| **HOME FURNISHINGS — 0.0% <sup>\*</sup>** | **HOME FURNISHINGS — 0.0% <sup>\*</sup>** | **HOME FURNISHINGS — 0.0% <sup>\*</sup>** |
| Leggett & Platt, Inc.<br>4.40%, 3/15/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97324 |
| **HOUSEHOLD PRODUCTS — 0.1%** | **HOUSEHOLD PRODUCTS — 0.1%** | **HOUSEHOLD PRODUCTS — 0.1%** |
| Colgate-Palmolive Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.70%, 8/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43183 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 5/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195821 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 3/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147536 |
| Estee Lauder Cos., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 3/15/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82738 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 12/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36875 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 12/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38391 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115390 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 5/15/2033 (a)<br>| &nbsp;&nbsp;$125000 | &nbsp;&nbsp;$123071 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 2/14/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350637 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 5/15/2053 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710460 |
| Haleon U.S. Capital LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 3/24/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246448 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 3/24/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724965 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 3/24/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233870 |
| Kenvue, Inc.<br>4.85%, 5/22/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252913 |
| Procter & Gamble Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 10/29/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258822 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 2/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484690 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 11/3/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147146 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 3/25/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95418 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 1/26/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502740 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 1/26/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197196 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 10/24/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186228 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 10/24/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249260 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 5/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349919 |
| Unilever Capital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 9/14/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86923 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 8/12/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121185 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 7/28/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97733 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 5/5/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147230 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 8/12/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496280 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6723068 |
| **HOUSEHOLD PRODUCTS & WARES — 0.0% <sup>\*</sup>** | **HOUSEHOLD PRODUCTS & WARES — 0.0% <sup>\*</sup>** | **HOUSEHOLD PRODUCTS & WARES — 0.0% <sup>\*</sup>** |
| Avery Dennison Corp.<br>5.75%, 3/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260860 |
| Church & Dwight Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 12/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34870 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 11/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99993 |
| Clorox Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 10/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48850 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49580 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 5/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200782 |
| Kimberly-Clark Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 9/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14097 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/2/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661718 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 3/26/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38147 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 4/25/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96975 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 5/4/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39168 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 11/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54883 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 2/16/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100086 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700009 |
| **INSURANCE — 0.7%** | **INSURANCE — 0.7%** | **INSURANCE — 0.7%** |
| Aflac, Inc.<br>4.75%, 1/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64980 |
| Alleghany Corp.<br>4.90%, 9/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45582 |
| Allstate Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 12/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213165 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 8/10/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95553 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 12/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40835 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 6/24/2029<br>| &nbsp;&nbsp;$350000 | &nbsp;&nbsp;$359149 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 3/30/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199855 |
| American Financial Group, Inc.<br>4.50%, 6/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81058 |
| American International Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 6/30/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263592 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 5/7/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96492 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 3/27/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508325 |
| American National Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 10/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102430 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 7/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251087 |
| Aon Corp.<br>3.75%, 5/2/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97868 |
| Aon Corp./Aon Global Holdings PLC<br>2.60%, 12/2/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571405 |
| Aon North America, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 3/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108458 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 3/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256072 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 3/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256802 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 3/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246395 |
| Arch Capital Group Ltd.<br>3.64%, 6/30/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76729 |
| Arthur J Gallagher & Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 12/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55435 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 12/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86240 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 2/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86139 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 2/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140078 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 7/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204836 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 2/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844378 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 3/2/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343504 |
| Assurant, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 1/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510876 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 3/27/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50382 |
| Assured Guaranty U.S. Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 9/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27266 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 9/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42045 |
| Athene Holding Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 5/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318560 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141160 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 1/12/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99014 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 4/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64094 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 5/19/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154185 |
| AXIS Specialty Finance LLC<br>3.90%, 7/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24337 |
| Berkshire Hathaway Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 10/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69969 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 3/12/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9063 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195086 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 1/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66024 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 10/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219548 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184346 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 3/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425430 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 8/15/2048<br>| &nbsp;&nbsp;$850000 | &nbsp;&nbsp;$714272 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 1/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126795 |
| Berkshire Hathaway, Inc.<br>4.50%, 2/11/2043 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167938 |
| Brighthouse Financial, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 6/22/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147397 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 6/22/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114872 |
| Brown & Brown, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132014 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 3/17/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62182 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 3/15/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49965 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 6/23/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757050 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 6/23/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459063 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 6/11/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76997 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 6/23/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464143 |
| Chubb INA Holdings LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 9/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130473 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 12/15/2061<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309005 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 3/13/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21310 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 11/3/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108144 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 8/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101736 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 3/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707823 |
| CNA Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 8/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88043 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 8/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98085 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 2/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55068 |
| Corebridge Financial, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 4/5/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493720 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 4/5/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399960 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.65%, 6.38%, 9/15/2054 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997640 |
| Enstar Group Ltd.<br>4.95%, 6/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50322 |
| Equitable Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 4/20/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149671 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 4/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88356 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.59%, 1/11/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103984 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.39%, 6.70%, 3/28/2055 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510930 |
| Everest Reinsurance Holdings, Inc.<br>3.50%, 10/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341575 |
| F&G Annuities & Life, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 10/4/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153961 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 6/4/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51620 |
| Fairfax Financial Holdings Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 3/3/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64993 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 4/17/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100899 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 12/7/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208730 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.10%, 3/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345324 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 3/22/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81358 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 5/20/2055 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204204 |
| Fidelity National Financial, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86788 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 9/17/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155235 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 8/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49883 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| First American Financial Corp.<br>5.45%, 9/30/2034<br>| &nbsp;&nbsp;$200000 | &nbsp;&nbsp;$196514 |
| Globe Life, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 8/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88371 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 9/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25125 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 9/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362327 |
| Hanover Insurance Group, Inc.<br>2.50%, 9/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13353 |
| Hartford Insurance Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 8/19/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65836 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 9/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203216 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 3/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83799 |
| Jackson Financial, Inc.<br>3.13%, 11/23/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310320 |
| Kemper Corp.<br>2.40%, 9/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87905 |
| Lincoln National Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 1/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78018 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 3/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224727 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 3/1/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34426 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.30%, 10/9/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52271 |
| Loews Corp.<br>3.20%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14201 |
| Manulife Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.48%, 5/19/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67923 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 3/16/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189546 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. USD ICE Swap + 1.65%, 4.06%, 2/24/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49417 |
| Markel Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 5/7/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90732 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49064 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 9/17/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38336 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 5/20/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26243 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 5/16/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299964 |
| Marsh & McLennan Cos., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 3/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251035 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 11/8/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40314 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 11/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015020 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399720 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 3/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147993 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 11/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245092 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 9/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259145 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 3/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134943 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 9/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402116 |
| Mercury General Corp.<br>4.40%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49565 |
| MetLife, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 3/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122699 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/13/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183566 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 1/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470930 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 12/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283712 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 7/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416408 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.40%, 12/15/2066<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103948 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Old Republic International Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 6/11/2051<br>| &nbsp;&nbsp;$85000 | &nbsp;&nbsp;$60448 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 3/28/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102994 |
| Principal Financial Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 6/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133716 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 5/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48777 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 3/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143791 |
| Progressive Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38965 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45623 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49693 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 4/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410980 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 3/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82721 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 6/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408404 |
| Prudential Financial, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.70%, 3/13/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73475 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.94%, 12/7/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76502 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 2.38%, 4.50%, 9/15/2047 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167249 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.60%, 5/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66263 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 3/14/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111088 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 mo. USD Term SOFR + 2.67%, 5.70%, 9/15/2048 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011670 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 3.23%, 6.00%, 9/1/2052 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352814 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.40%, 6.50%, 3/15/2054 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515260 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 6.63%, 6/21/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28109 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.85%, 6.75%, 3/1/2053 (a) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534250 |
| Prudential Funding Asia PLC<br>3.63%, 3/24/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139503 |
| Reinsurance Group of America, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 6/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32702 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 5/15/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49087 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 9/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308463 |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.39%, 6.65%, 9/15/2055 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498475 |
| RenaissanceRe Finance, Inc.<br>3.45%, 7/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29532 |
| RenaissanceRe Holdings Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 6/5/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257097 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 4/1/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513340 |
| Selective Insurance Group, Inc.<br>5.90%, 4/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66518 |
| Travelers Cos., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 4/27/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 6/8/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164485 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 5/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7753 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 5/30/2047<br>| &nbsp;&nbsp;$80000 | &nbsp;&nbsp;$64070 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 3/7/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79907 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 3/4/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80566 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 5/25/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502908 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 6.25%, 6/15/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27534 |
| Unum Group: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68688 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 6/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74485 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11881 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 6/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309976 |
| W.R. Berkley Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 3/30/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69030 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 5/12/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34305 |
| Willis North America, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 9/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51650 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 9/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50140 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 6/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100620 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 5/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256057 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 3/5/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148848 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35473582 |
| **INTERNET — 0.4%** | **INTERNET — 0.4%** | **INTERNET — 0.4%** |
| Alibaba Group Holding Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 2/9/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353532 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 2/9/2041 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347705 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 2/9/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64875 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 12/6/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178004 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 12/6/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208203 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 5/26/2030 (a) (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204258 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 5/26/2035 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202256 |
| Alphabet, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 8/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574287 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 8/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244540 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 8/15/2050 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139590 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 8/15/2060 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531600 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85042 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246663 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 5/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118139 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 5/15/2065<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205653 |
| Amazon.com, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 6/3/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207888 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 5/12/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140882 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 5/12/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133190 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 6/3/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234359 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 6/3/2060<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160756 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 5/12/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231312 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 5/12/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101102 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 8/22/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98360 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 5/12/2061<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97659 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 4/13/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247187 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 4/13/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196228 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 4/13/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239240 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 8/22/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113024 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 4/13/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789060 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 8/22/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516500 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 8/22/2057<br>| &nbsp;&nbsp;$150000 | &nbsp;&nbsp;$122889 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 12/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253345 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 12/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511310 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 12/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1527120 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 12/5/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121073 |
| Baidu, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 2/23/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191596 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 8/23/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178304 |
| Booking Holdings, Inc.<br>4.63%, 4/13/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101190 |
| eBay, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 5/10/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89717 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 3/11/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556140 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 5/10/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398326 |
| Expedia Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 2/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33050 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 2/15/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49259 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 8/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592342 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 2/15/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558785 |
| Meta Platforms, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 8/15/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480845 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 8/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146378 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 8/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632100 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 8/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090297 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254627 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 8/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135617 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 5/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256172 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 8/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102368 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 8/15/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630513 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 5/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499775 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 5/15/2063<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504460 |
| Netflix, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 8/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61144 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 8/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29587 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 11/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790575 |
| Uber Technologies, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 9/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492240 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 9/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280347 |
| VeriSign, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 6/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71579 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 6/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254687 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21208851 |
| **INVESTMENT COMPANY SECURITY — 0.2%** | **INVESTMENT COMPANY SECURITY — 0.2%** | **INVESTMENT COMPANY SECURITY — 0.2%** |
| Apollo Debt Solutions BDC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.55%, 3/15/2032 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102274 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.70%, 7/29/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326976 |
| ARES Capital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 7/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243600 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 6/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471190 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 9/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99663 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 3/8/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348611 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 7/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66516 |
| ARES Strategic Income Fund: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604650 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 8/15/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256345 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Bain Capital Specialty Finance, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 10/13/2026<br>| &nbsp;&nbsp;$100000 | &nbsp;&nbsp;$96894 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99159 |
| Barings BDC, Inc.<br>7.00%, 2/15/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67025 |
| Barings Private Credit Corp.<br>6.15%, 6/11/2030 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247178 |
| BlackRock TCP Capital Corp.<br>6.95%, 5/30/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46512 |
| Blackstone Private Credit Fund: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 12/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193212 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 9/26/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44817 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 11/22/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251675 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 1/25/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359947 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.30%, 11/27/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266808 |
| Blackstone Secured Lending Fund: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 9/30/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93092 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 6/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143637 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 4/13/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397844 |
| Blue Owl Capital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 7/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245870 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 3/15/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165875 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 7/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176860 |
| Blue Owl Credit Income Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200582 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.60%, 9/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257473 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.65%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149325 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.95%, 6/13/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213938 |
| Blue Owl Technology Finance Corp.<br>2.50%, 1/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479015 |
| FS KKR Capital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 1/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248715 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 8/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205178 |
| Goldman Sachs Private Credit Corp.<br>6.25%, 5/6/2030 (a) (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304221 |
| Golub Capital BDC, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 8/24/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155723 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 7/15/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202678 |
| Golub Capital Private Credit Fund: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 9/12/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499640 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 5/1/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69946 |
| HA Sustainable Infrastructure Capital, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252905 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 7/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125113 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 7/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178196 |
| HPS Corporate Lending Fund: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 6/5/2030 (a) (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249615 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 4/14/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174085 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 9/30/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152814 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Main Street Capital Corp.<br>3.00%, 7/14/2026<br>| &nbsp;&nbsp;$85000 | &nbsp;&nbsp;$83167 |
| Morgan Stanley Direct Lending Fund<br>6.00%, 5/19/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145697 |
| Oaktree Specialty Lending Corp.<br>2.70%, 1/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95879 |
| Oaktree Strategic Credit Fund<br>6.50%, 7/23/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40975 |
| Sixth Street Lending Partners: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 1/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100198 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 7/15/2030 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127316 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 3/11/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361385 |
| Sixth Street Specialty Lending, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 8/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200562 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.95%, 8/14/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73679 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10764250 |
| **IRON/STEEL — 0.1%** | **IRON/STEEL — 0.1%** | **IRON/STEEL — 0.1%** |
| ArcelorMittal SA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 6/17/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99636 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 6/17/2054 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354413 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.55%, 11/29/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208494 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.80%, 11/29/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192357 |
| Nucor Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 6/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13857 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.98%, 12/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30661 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 4/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81932 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 5/23/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501645 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 6/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351187 |
| Steel Dynamics, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 10/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9426 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13164 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 4/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38065 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 5/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90060 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 8/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106531 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 5/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571781 |
| Vale Overseas Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 6/12/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392985 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.40%, 6/28/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413398 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 11/10/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325287 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3794879 |
| **IT SERVICES — 0.3%** | **IT SERVICES — 0.3%** | **IT SERVICES — 0.3%** |
| Accenture Capital, Inc.<br>4.05%, 10/4/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745065 |
| Apple, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 5/10/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928089 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 5/12/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250517 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 5/12/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255725 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 5/10/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701862 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/12/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253117 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 5/12/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251995 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 5/10/2053 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1903520 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Booz Allen Hamilton, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 8/4/2033 (a)<br>| &nbsp;&nbsp;$350000 | &nbsp;&nbsp;$358837 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 4/15/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357080 |
| CGI, Inc.<br>4.95%, 3/14/2030 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252595 |
| Dell International LLC/EMC Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 12/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186773 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 12/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171638 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 2/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241183 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 4/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1199022 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 4/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252522 |
| Genpact Luxembourg SARL/Genpact USA, Inc.<br>6.00%, 6/4/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103650 |
| Hewlett Packard Enterprise Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 9/25/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590625 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 9/25/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90149 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 10/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199018 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 10/15/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199162 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140688 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 7/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256285 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 10/15/2054 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553662 |
| HP, Inc.<br>6.10%, 4/25/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186304 |
| IBM International Capital Pte. Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 2/5/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498745 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 2/5/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565179 |
| International Business Machines Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 2/10/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505740 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 2/10/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254002 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 2/10/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253605 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 2/10/2055 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247223 |
| Kyndryl Holdings, Inc.<br>6.35%, 2/20/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96160 |
| Leidos, Inc.<br>5.50%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238574 |
| NetApp, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/17/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144402 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 3/17/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205436 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14638149 |
| **LEISURE TIME — 0.0% <sup>\*</sup>** | **LEISURE TIME — 0.0% <sup>\*</sup>** | **LEISURE TIME — 0.0% <sup>\*</sup>** |
| Brunswick Corp.<br>4.40%, 9/15/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233323 |
| Polaris, Inc.<br>6.95%, 3/15/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367951 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601274 |
| **LODGING — 0.1%** | **LODGING — 0.1%** | **LODGING — 0.1%** |
| Choice Hotels International, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 12/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47533 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 8/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126027 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Hyatt Hotels Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 9/15/2028<br>| &nbsp;&nbsp;$50000 | &nbsp;&nbsp;$49827 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 3/30/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303267 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 6/30/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111912 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 12/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203172 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 1/30/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193933 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 3/30/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128347 |
| Las Vegas Sands Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 6/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91826 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 8/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128421 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 6/14/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128925 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 8/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127700 |
| Marriott International, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GG, 3.50%, 10/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454645 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201956 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55898 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 4/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668501 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403296 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 4/15/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250035 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 10/15/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160735 |
| Sands China Ltd.<br>5.40%, 8/8/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755805 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4591761 |
| **MACHINERY, CONSTRUCTION & MINING — 0.1%** | **MACHINERY, CONSTRUCTION & MINING — 0.1%** | **MACHINERY, CONSTRUCTION & MINING — 0.1%** |
| Caterpillar Financial Services Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 3/3/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503800 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 1/7/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100736 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 11/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758820 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 1/8/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102410 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 5/14/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762577 |
| Caterpillar, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 9/19/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93900 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 4/9/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88327 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 4/9/2050 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87329 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 8/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103185 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 5/15/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22005 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 5/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254783 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 5/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497345 |
| Eaton Capital ULC<br>4.45%, 5/9/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753547 |
| Oshkosh Corp.<br>3.10%, 3/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9368 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4138132 |
| **MACHINERY-DIVERSIFIED — 0.2%** | **MACHINERY-DIVERSIFIED — 0.2%** | **MACHINERY-DIVERSIFIED — 0.2%** |
| AGCO Corp.<br>5.80%, 3/21/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507475 |
| CNH Industrial Capital LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 7/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145282 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 4/10/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125512 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 4/20/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127581 |
| CNH Industrial NV<br>Series MTN, 3.85%, 11/15/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14854 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Deere & Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 9/7/2049<br>| &nbsp;&nbsp;$35000 | &nbsp;&nbsp;$23012 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 6/9/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191475 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 1/16/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260370 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 1/19/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516055 |
| Flowserve Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 1/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65272 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32789 |
| IDEX Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 6/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89204 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23249 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 9/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35543 |
| Ingersoll Rand, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.18%, 6/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769905 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 6/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107891 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 6/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281945 |
| John Deere Capital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 1.30%, 10/13/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289656 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 1/15/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60409 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 1.50%, 3/6/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93648 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 2.25%, 9/14/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 2.80%, 7/18/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47370 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.35%, 4/18/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97118 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 9/8/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998080 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 1/8/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100620 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 1/7/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86295 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.70%, 6/10/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762712 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.85%, 3/5/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253325 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.85%, 6/11/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204936 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.90%, 3/7/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.95%, 7/14/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 5.05%, 6/12/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203364 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 5.10%, 4/11/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255417 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series I, 5.15%, 9/8/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103374 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 5.15%, 9/8/2026 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101185 |
| Nordson Corp.<br>4.50%, 12/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250102 |
| nVent Finance SARL: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 11/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43397 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 4/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50053 |
| Otis Worldwide Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.57%, 2/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230582 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.11%, 2/15/2040<br>| &nbsp;&nbsp;$250000 | &nbsp;&nbsp;$192177 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 11/19/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102981 |
| Rockwell Automation, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 3/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82901 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 3/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205910 |
| Westinghouse Air Brake Technologies Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 9/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301701 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 5/29/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253670 |
| Xylem, Inc.<br>1.95%, 1/30/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42537 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9243582 |
| **MEDIA — 0.5%** | **MEDIA — 0.5%** | **MEDIA — 0.5%** |
| Charter Communications Operating LLC/Charter Communications Operating Capital: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 2/1/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295036 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 4/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258581 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362825 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 3/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356750 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 4/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486567 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 4/1/2061<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64055 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 6/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582505 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247780 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 4/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296317 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 12/1/2061<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70140 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 3/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524570 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 3/30/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101005 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 4/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639285 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 5/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130080 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.10%, 6/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1691002 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 11/10/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509690 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.48%, 10/23/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183291 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.55%, 6/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191948 |
| Comcast Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 2/15/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128048 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 1/15/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61333 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 8/15/2052 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62522 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 8/15/2062<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39113 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 1/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482026 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.89%, 11/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212754 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.94%, 11/1/2056<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293525 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.99%, 11/1/2063<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309243 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 2/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194862 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 7/15/2036 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208840 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 2/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147945 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 4/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98511 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 4/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527791 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 7/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70957 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 4/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207162 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 3/1/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129941 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52495 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 10/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748665 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 8/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94492 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/15/2030<br>| &nbsp;&nbsp;$50000 | &nbsp;&nbsp;$49748 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 1/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48304 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 1/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505595 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 10/15/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282323 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 2/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496195 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 7/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66456 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 10/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428250 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 5/15/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101681 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 10/15/2058<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89859 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 6/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229328 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 5/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152806 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 5/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463010 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/15/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634736 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 5/15/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698197 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 6/1/2054 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079053 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 5/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459391 |
| Fox Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.71%, 1/25/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40342 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.48%, 1/25/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268675 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.58%, 1/25/2049 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491888 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 10/13/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259546 |
| Grupo Televisa SAB<br>6.13%, 1/31/2046 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47797 |
| Paramount Global: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 1/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64234 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 6/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48594 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 6/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194686 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 3/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18410 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728985 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 5/19/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534975 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 9/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173756 |
| Time Warner Cable LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 9/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79605 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 9/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386248 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 11/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47989 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 6/15/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51850 |
| TWDC Enterprises 18 Corp.<br>Series MTN, 3.00%, 7/30/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50753 |
| Walt Disney Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 9/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169860 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 1/13/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546442 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 1/13/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405592 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 11/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99104 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 5/13/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354039 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 1/13/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1162681 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 5/13/2060<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65669 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 3/23/2050 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624372 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 10/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74509 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.65%, 11/15/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286072 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26123257 |
| **METAL FABRICATE & HARDWARE — 0.0% <sup>\*</sup>** | **METAL FABRICATE & HARDWARE — 0.0% <sup>\*</sup>** | **METAL FABRICATE & HARDWARE — 0.0% <sup>\*</sup>** |
| Timken Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 4/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51576 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/15/2028<br>| &nbsp;&nbsp;$20000 | &nbsp;&nbsp;$20050 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71626 |
| **MINING — 0.2%** | **MINING — 0.2%** | **MINING — 0.2%** |
| AngloGold Ashanti Holdings PLC<br>3.38%, 11/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191414 |
| Barrick North America Finance LLC<br>5.75%, 5/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252275 |
| BHP Billiton Finance USA Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 2/24/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107204 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 2/28/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355498 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 2/21/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204998 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 9/30/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47402 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 9/8/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256435 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 2/21/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204814 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 9/8/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252972 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 9/8/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255937 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 2/21/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204126 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 9/8/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93983 |
| Freeport-McMoRan, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 8/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992440 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 3/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331366 |
| Newmont Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 10/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58682 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 7/15/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443710 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 10/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75659 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 3/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46543 |
| Newmont Corp./Newcrest Finance Pty. Ltd.<br>5.35%, 3/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990486 |
| Rio Tinto Finance USA Ltd.<br>2.75%, 11/2/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151855 |
| Rio Tinto Finance USA PLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 8/21/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21105 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 3/12/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55299 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 3/14/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55429 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 3/22/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136007 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 3/14/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117268 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 3/14/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017130 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 3/9/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253332 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 3/9/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367952 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 3/14/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86460 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 3/14/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110206 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 3/14/2065<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105565 |
| Southern Copper Corp.<br>5.88%, 4/23/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599661 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8443213 |
| **MISCELLANEOUS MANUFACTURER — 0.1%** | **MISCELLANEOUS MANUFACTURER — 0.1%** | **MISCELLANEOUS MANUFACTURER — 0.1%** |
| 3M Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 8/26/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92718 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 10/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218621 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 4/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469930 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 8/26/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210245 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.38%, 3/1/2029<br>| &nbsp;&nbsp;$50000 | &nbsp;&nbsp;$48412 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.63%, 10/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18451 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.00%, 9/14/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23710 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762457 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503985 |
| Carlisle Cos., Inc.<br>2.75%, 3/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60067 |
| Eaton Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 9/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98165 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 3/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485650 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 11/2/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21500 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 5/18/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206636 |
| Illinois Tool Works, Inc.<br>3.90%, 9/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269786 |
| Parker-Hannifin Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/14/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31497 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 9/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752362 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 9/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504935 |
| Teledyne Technologies, Inc.<br>2.75%, 4/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226863 |
| Textron, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26626 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 9/17/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48813 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 5/15/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202958 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.10%, 11/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213168 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5497555 |
| **MULTI-NATIONAL — 0.0% <sup>\*</sup>** | **MULTI-NATIONAL — 0.0% <sup>\*</sup>** | **MULTI-NATIONAL — 0.0% <sup>\*</sup>** |
| Asian Infrastructure Investment Bank: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 1/18/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207310 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 3/13/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150270 |
| Corp. Andina de Fomento<br>2.25%, 2/8/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145539 |
| International Finance Corp.<br>Series GMTN, 4.38%, 1/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50376 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553495 |
| **OFFICE & BUSINESS EQUIPMENT — 0.0% <sup>\*</sup>** | **OFFICE & BUSINESS EQUIPMENT — 0.0% <sup>\*</sup>** | **OFFICE & BUSINESS EQUIPMENT — 0.0% <sup>\*</sup>** |
| CDW LLC/CDW Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.67%, 12/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209653 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.57%, 12/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460750 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 8/22/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140633 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811036 |
| **OIL & GAS — 0.8%** | **OIL & GAS — 0.8%** | **OIL & GAS — 0.8%** |
| APA Corp.<br>5.10%, 9/1/2040 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419000 |
| BP Capital Markets America, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 8/10/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439495 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.72%, 1/12/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447170 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.94%, 6/4/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65882 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/24/2050<br>| &nbsp;&nbsp;$250000 | &nbsp;&nbsp;$160480 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.02%, 1/16/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196600 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.06%, 6/17/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368970 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 2/8/2061<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580707 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.59%, 4/14/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247593 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 4/6/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194148 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.94%, 9/21/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99231 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.81%, 2/13/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534224 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.87%, 11/25/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510860 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.89%, 9/11/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500790 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 11/17/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763897 |
| Canadian Natural Resources Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 6/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346601 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.95%, 6/1/2047 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85372 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/15/2029 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201782 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 12/15/2034 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471817 |
| Cenovus Energy, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 1/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30246 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 11/15/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804165 |
| Chevron Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 5/11/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338163 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.24%, 5/11/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91347 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.08%, 5/11/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67385 |
| Chevron USA, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.02%, 8/12/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37636 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.34%, 8/12/2050 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37341 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.48%, 2/26/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252983 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.69%, 4/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255112 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.82%, 4/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510100 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.98%, 4/15/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253030 |
| CNOOC Finance 2014 ULC<br>4.88%, 4/30/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97076 |
| CNOOC Finance 2015 USA LLC<br>4.38%, 5/2/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251340 |
| ConocoPhillips Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 3/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362925 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.03%, 3/15/2062<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154796 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 1/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253470 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 1/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249840 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 9/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509015 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 5/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692557 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 1/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137469 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 1/15/2065<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137680 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 2/1/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83708 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.95%, 4/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54839 |
| Coterra Energy, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 5/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246930 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 2/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39593 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 2/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358358 |
| Devon Energy Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 6/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20817 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 9/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291354 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 7/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693037 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 9/15/2054<br>| &nbsp;&nbsp;$300000 | &nbsp;&nbsp;$270303 |
| Diamondback Energy, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 12/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44354 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95631 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 3/24/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27040 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 4/18/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506980 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 4/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146566 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 4/18/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324933 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 3/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585788 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 3/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247123 |
| EOG Resources, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 4/1/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22874 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 4/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30003 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 7/15/2028 (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90541 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 4/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31084 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 7/15/2032 (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252940 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 1/15/2036 (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182468 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 12/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327663 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 7/15/2055 (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96707 |
| EQT Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 1/15/2031 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984450 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 4/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514065 |
| Equinor ASA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 4/6/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953820 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/18/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213003 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 9/10/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49315 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 4/6/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83425 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 4/6/2050 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188598 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 5/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41865 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 9/3/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251688 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 11/8/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27719 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 6/3/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254247 |
| Expand Energy Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501695 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 1/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86308 |
| Exxon Mobil Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.44%, 8/16/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47128 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.61%, 10/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277680 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 8/16/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39025 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 8/16/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33481 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.29%, 3/19/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347210 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 4/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386214 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.48%, 3/19/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243068 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.11%, 3/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513250 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.23%, 3/19/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987925 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.33%, 3/19/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207528 |
| Helmerich & Payne, Inc.<br>5.50%, 12/1/2034 (a) (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454800 |
| Hess Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 2/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74472 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 4/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745192 |
| HF Sinclair Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163869 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 1/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253823 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Marathon Petroleum Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 4/1/2028<br>| &nbsp;&nbsp;$30000 | &nbsp;&nbsp;$29583 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 4/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19367 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 12/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151299 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 3/1/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509815 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 3/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354875 |
| Occidental Petroleum Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 8/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494650 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 8/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160530 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 10/1/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878308 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 10/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114466 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.45%, 9/15/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511920 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 9/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793222 |
| Ovintiv, Inc.<br>5.65%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694075 |
| Patterson-UTI Energy, Inc.<br>3.95%, 2/1/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242108 |
| Phillips 66 Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 12/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132146 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 12/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94785 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 3/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321670 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 10/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9892 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 3/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24632 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49491 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82518 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 10/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8456 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 3/15/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193978 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 6/30/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505865 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182394 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 6/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464835 |
| Pioneer Natural Resources Co.<br>2.15%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62167 |
| Shell Finance U.S., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 11/7/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93010 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 4/6/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500896 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 4/6/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342405 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 5/10/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79673 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 5/11/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70865 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 5/11/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634792 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 8/12/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220718 |
| Shell International Finance BV: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 9/12/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147425 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 11/26/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252273 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 11/7/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66931 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/25/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25473 |
| Suncor Energy, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 3/4/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200079 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51814 |
| TotalEnergies Capital International SA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.99%, 6/29/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368805 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 5/29/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132052 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.46%, 2/19/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488790 |
| TotalEnergies Capital SA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 10/11/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24882 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.72%, 9/10/2034 (a)<br>| &nbsp;&nbsp;$125000 | &nbsp;&nbsp;$124191 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 4/5/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128038 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.28%, 9/10/2054 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234188 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.43%, 9/10/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233835 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.49%, 4/5/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192454 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.64%, 4/5/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193862 |
| Valero Energy Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 9/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524546 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 12/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504675 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 6/15/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269412 |
| Woodside Finance Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 9/12/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482160 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 9/12/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315980 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41146063 |
| **OIL & GAS SERVICES — 0.1%** | **OIL & GAS SERVICES — 0.1%** | **OIL & GAS SERVICES — 0.1%** |
| Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.06%, 12/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581484 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.34%, 12/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49004 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 12/15/2047 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117559 |
| Halliburton Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.92%, 3/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465265 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 11/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144388 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562019 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.45%, 9/15/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29269 |
| NOV, Inc.<br>3.60%, 12/1/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95930 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2044918 |
| **PACKAGING & CONTAINERS — 0.1%** | **PACKAGING & CONTAINERS — 0.1%** | **PACKAGING & CONTAINERS — 0.1%** |
| Amcor Finance USA, Inc.<br>5.63%, 5/26/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165822 |
| Amcor Flexibles North America, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.69%, 5/25/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116398 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 3/17/2028 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60457 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 3/17/2030 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111873 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/17/2035 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142082 |
| Amcor Group Finance PLC<br>5.45%, 5/23/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514255 |
| Berry Global, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 1/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41366 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 6/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262902 |
| Packaging Corp. of America: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/15/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23598 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 12/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34264 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 12/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7645 |
| Smurfit Kappa Treasury ULC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 1/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410056 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.44%, 4/3/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509030 |
| Sonoco Products Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 9/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349667 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 9/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124713 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 9/1/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141108 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| WRKCo, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/15/2033<br>| &nbsp;&nbsp;$500000 | &nbsp;&nbsp;$437175 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 9/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97731 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 6/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48045 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3598187 |
| **PHARMACEUTICALS — 1.2%** | **PHARMACEUTICALS — 1.2%** | **PHARMACEUTICALS — 1.2%** |
| AbbVie, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 11/21/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595169 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 11/21/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190593 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 11/21/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1270446 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/14/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35173 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/21/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280157 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 5/14/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47149 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 11/6/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43923 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 5/14/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129117 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/14/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48306 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339860 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121752 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 3/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67607 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171496 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 3/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152935 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102432 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 11/14/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22648 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82098 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 3/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254570 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112377 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 3/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775022 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 3/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2095845 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/15/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106687 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 3/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64993 |
| Astrazeneca Finance LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 5/28/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707948 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 5/28/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17901 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 2/26/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168671 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 3/3/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255510 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 2/26/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106212 |
| AstraZeneca PLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/28/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522187 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 1/17/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34859 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 9/18/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21189 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 8/17/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34160 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.45%, 9/15/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28064 |
| Becton Dickinson & Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.96%, 2/11/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56404 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 6/6/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161139 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.67%, 6/6/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609102 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.69%, 2/13/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267592 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.69%, 12/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17391 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.87%, 2/8/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253450 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.08%, 6/7/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143100 |
| Bristol-Myers Squibb Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 11/13/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46834 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 11/13/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25960 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 11/13/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357084 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 11/13/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17511 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 3/15/2032<br>| &nbsp;&nbsp;$95000 | &nbsp;&nbsp;$86139 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 8/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37419 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 7/26/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150195 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 3/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434159 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 3/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364035 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 2/20/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99520 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 6/15/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475257 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/26/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931201 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 11/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187940 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 2/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85957 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 2/22/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390051 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 2/22/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117751 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 2/22/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1552455 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 2/22/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97268 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 2/22/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34698 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 2/22/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116902 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 2/22/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625914 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 11/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145037 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 11/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133752 |
| Cardinal Health, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.41%, 6/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295530 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 11/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502565 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 9/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22141 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 2/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256250 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 11/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356695 |
| Cencora, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180650 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 5/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92910 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 12/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49046 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 12/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544417 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 12/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65994 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 2/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146163 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 2/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408540 |
| Cigna Group: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 3/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447069 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 11/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25986 |
| CVS Health Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 8/21/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281223 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 2/28/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214102 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 4/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239792 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 4/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291984 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 3/25/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178243 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 7/20/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43133 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 1/30/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832464 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 3/25/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1986648 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 2/21/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101826 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 7/20/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163625 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 2/21/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100663 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 6/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80588 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 6/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771480 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 6/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039250 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 6/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257377 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 6/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821954 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 6/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246980 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 6/1/2054 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244902 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Eli Lilly & Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 5/15/2050<br>| &nbsp;&nbsp;$100000 | &nbsp;&nbsp;$57202 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 9/15/2060 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137757 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 8/14/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140676 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 8/14/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90294 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 2/9/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167473 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 2/12/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172205 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 8/14/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143698 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 2/27/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731445 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 2/9/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249845 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 2/12/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148715 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 2/27/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128331 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 2/9/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018507 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 8/14/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93920 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 2/12/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255890 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 2/9/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278844 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 8/14/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85140 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 2/12/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760980 |
| GlaxoSmithKline Capital PLC<br>3.38%, 6/1/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810827 |
| GlaxoSmithKline Capital, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99553 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 3/18/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21509 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 4/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349615 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 5/15/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55552 |
| Johnson & Johnson: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 9/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766630 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 9/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931574 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 9/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388573 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 9/1/2050 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58536 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 9/1/2060 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36137 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 1/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244092 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 1/15/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86088 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 3/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135199 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 3/3/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178756 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 3/3/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80151 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 3/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136365 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/5/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46263 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 3/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137308 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 3/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127925 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 6/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169620 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 3/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205560 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 6/1/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109118 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 3/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205172 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 6/1/2054 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457130 |
| McKesson Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 8/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484485 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 9/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99905 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 5/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251980 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 5/30/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506565 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 5/30/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254185 |
| Mead Johnson Nutrition Co.<br>4.60%, 6/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21804 |
| Merck & Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 6/24/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48101 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 6/10/2027 (a)<br>| &nbsp;&nbsp;$850000 | &nbsp;&nbsp;$814725 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 12/10/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93297 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 12/10/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170212 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 6/24/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400453 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 12/10/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92161 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 3/7/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97502 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 9/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19825 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 2/10/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39410 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 3/7/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87898 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/7/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51715 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 5/17/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100445 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 5/17/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201232 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/17/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116069 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 5/17/2053 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689497 |
| Novartis Capital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 2/14/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97111 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 8/14/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91064 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 8/14/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522236 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 5/17/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29570 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 9/18/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589907 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 9/18/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123137 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/20/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41687 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 9/18/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120444 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 9/18/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84993 |
| Pfizer Investment Enterprises Pte. Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 5/19/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1008050 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 5/19/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253375 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 5/19/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1746902 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.11%, 5/19/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953840 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 5/19/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623027 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.34%, 5/19/2063<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159862 |
| Pfizer, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 5/28/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132820 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 8/18/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56284 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 5/28/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645516 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 5/28/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155120 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147928 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 3/15/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97931 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 9/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99019 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 3/15/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21802 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/15/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137320 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78880 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 9/15/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179394 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 9/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28804 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.20%, 3/15/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89029 |
| Sanofi SA<br>3.63%, 6/19/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98982 |
| Shire Acquisitions Investments Ireland DAC<br>3.20%, 9/23/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523221 |
| Takeda Pharmaceutical Co. Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 3/31/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223827 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.03%, 7/9/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149192 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.18%, 7/9/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326875 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/26/2028<br>| &nbsp;&nbsp;$500000 | &nbsp;&nbsp;$509120 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 7/5/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253965 |
| Takeda U.S. Financing, Inc.<br>5.20%, 7/7/2035 (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200016 |
| Utah Acquisition Sub, Inc.<br>5.25%, 6/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202325 |
| Viatris, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 6/22/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133630 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 6/22/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369040 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/22/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599598 |
| Wyeth LLC<br>6.00%, 2/15/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26886 |
| Zoetis, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 9/12/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48791 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/15/2050 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69081 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 8/20/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49631 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 8/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21069 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 2/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22820 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 11/16/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527985 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61129210 |
| **PIPELINES — 0.9%** | **PIPELINES — 0.9%** | **PIPELINES — 0.9%** |
| Boardwalk Pipelines LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 2/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41559 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 5/3/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40442 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 8/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253800 |
| Cheniere Corpus Christi Holdings LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.74%, 12/31/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613080 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 11/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86819 |
| Cheniere Energy Partners LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 10/30/2035 (b) (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85677 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 8/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770077 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 6/30/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260872 |
| Cheniere Energy, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 10/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499265 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 4/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117829 |
| DCP Midstream Operating LP<br>3.25%, 2/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264837 |
| Eastern Energy Gas Holdings LLC<br>5.65%, 10/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718140 |
| Enbridge, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 8/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166432 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 8/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96118 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 7/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49377 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73823 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49925 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 4/5/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355239 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 6/20/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167742 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 4/5/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159436 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 3/8/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632680 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 4/5/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158347 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 11/15/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157543 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 11/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535100 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.70%, 11/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541120 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5 yr. CMT + 2.97%, 7.20%, 6/27/2054 (c)<br>| &nbsp;&nbsp;$500000 | &nbsp;&nbsp;$513850 |
| Energy Transfer LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49644 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 9/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98570 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 4/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49826 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50005 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30413 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 5/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209180 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 2/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21846 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 3/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198340 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 4/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81744 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 4/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281586 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 4/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22356 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 5/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22552 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 10/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133742 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 2/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565922 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 5/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177294 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 9/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253792 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 4/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127301 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 2/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519025 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 5/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712740 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 12/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510535 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 9/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960820 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.10%, 12/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262627 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 4/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83703 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 4/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259113 |
| Enterprise Products Operating LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 7/31/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95644 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 2/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130564 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 2/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165480 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 1/31/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904700 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 2/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199298 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 10/16/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 1/31/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51581 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 1/11/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005990 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251807 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 2/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21792 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 3/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45114 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 5/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44936 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 2/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637901 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 2/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185894 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 1/15/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series E, 3 mo. USD Term SOFR + 3.29%, 5.25%, 8/16/2077 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148280 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 1/31/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518325 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 2/16/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120563 |
| Kinder Morgan Energy Partners LP<br>5.40%, 9/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23176 |
| Kinder Morgan, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 2/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95945 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 8/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420784 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 2/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413592 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 2/1/2029<br>| &nbsp;&nbsp;$1200000 | &nbsp;&nbsp;$1219164 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 2/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44199 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 8/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117537 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 6/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91935 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 6/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678685 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 12/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200392 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 2/1/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506500 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 6/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141773 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 6/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41454 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 8/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177046 |
| MPLX LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 8/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452640 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529591 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 4/15/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159365 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 4/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81120 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 2/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105980 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 4/15/2058<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20135 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 3/14/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828430 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 3/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143015 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 3/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87371 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 12/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87176 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 6/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612934 |
| ONEOK, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490807 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 9/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95486 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 7/13/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29817 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 10/3/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37600 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 9/24/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198368 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 10/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99236 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 9/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30751 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 3/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19268 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 7/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50163 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 10/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99137 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 2/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223789 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 7/13/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125814 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 11/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681303 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 7/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21756 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 11/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146968 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 9/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101323 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 11/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184488 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 11/1/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185642 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 9/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152256 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 9/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519915 |
| Plains All American Pipeline LP/PAA Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 12/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955590 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50073 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 6/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20772 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 9/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254487 |
| Sabine Pass Liquefaction LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99500 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249520 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502990 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| South Bow USA Infrastructure Holdings LLC<br>5.58%, 10/1/2034 (d)<br>| &nbsp;&nbsp;$750000 | &nbsp;&nbsp;$741772 |
| Targa Resources Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 9/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90805 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 7/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86130 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 2/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155615 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 8/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251257 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 2/15/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146343 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 5/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205645 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 3/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210404 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 3/30/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537595 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 2/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513275 |
| Targa Resources Partners LP/Targa Resources Partners Finance Corp.<br>4.00%, 1/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465330 |
| TransCanada PipeLines Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 4/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685895 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498450 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 3/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239640 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 3/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453300 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.63%, 1/15/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29212 |
| Transcontinental Gas Pipe Line Co. LLC<br>3.25%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707670 |
| Valero Energy Partners LP<br>4.50%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50107 |
| Western Midstream Operating LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 2/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421150 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 4/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629079 |
| Williams Cos., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672105 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94569 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 6/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197744 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 6/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115106 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 9/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113351 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192735 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 3/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519615 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 6/24/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24549 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 3/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590218 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43442073 |
| **REAL ESTATE — 0.0% <sup>\*</sup>** | **REAL ESTATE — 0.0% <sup>\*</sup>** | **REAL ESTATE — 0.0% <sup>\*</sup>** |
| CBRE Services, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 4/1/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118861 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 6/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146006 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264867 |
| **REAL ESTATE INVESTMENT TRUSTS — 0.9%** | **REAL ESTATE INVESTMENT TRUSTS — 0.9%** | **REAL ESTATE INVESTMENT TRUSTS — 0.9%** |
| Agree LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 6/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60934 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 10/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247437 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 6/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509005 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Alexandria Real Estate Equities, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 2/1/2033<br>| &nbsp;&nbsp;$1000000 | &nbsp;&nbsp;$800370 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 5/18/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103754 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/18/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151590 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 8/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55463 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 2/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73764 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 7/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34991 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 4/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437875 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 5/15/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112726 |
| American Homes 4 Rent LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 6/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126236 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119171 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 2/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305094 |
| American Tower Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 9/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193242 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 9/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125853 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 1/15/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195226 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 6/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65550 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 1/15/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98043 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 10/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74059 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158067 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253652 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 2/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511970 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 3/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254810 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 2/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102824 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771007 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 11/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260847 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 11/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264145 |
| Americold Realty Operating Partnership LP<br>5.60%, 5/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65293 |
| AvalonBay Communities, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 1/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120617 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 2.45%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62928 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.20%, 1/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39065 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.30%, 6/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62752 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.90%, 10/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39414 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 2/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507040 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 8/1/2035 (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248625 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 12/7/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257382 |
| Boston Properties LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 10/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39980 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 4/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168716 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 10/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146676 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32147 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 6/21/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94828 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 1/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201200 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 1/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535480 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 12/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104999 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Brixmor Operating Partnership LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 4/1/2028<br>| &nbsp;&nbsp;$50000 | &nbsp;&nbsp;$47279 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 8/16/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43585 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 7/1/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24268 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 5/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98372 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 4/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85846 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 2/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176825 |
| Camden Property Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 7/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62094 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 10/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19899 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 11/3/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254795 |
| CBRE Services, Inc.<br>5.95%, 8/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163252 |
| COPT Defense Properties LP<br>2.75%, 4/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35388 |
| Cousins Properties LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 7/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254542 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 2/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65668 |
| Crown Castle, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 4/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429025 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 7/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436270 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 4/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356995 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 9/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147459 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19874 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 5/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85209 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 9/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85720 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 1/11/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793023 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 9/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198072 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 3/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113957 |
| CubeSmart LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93175 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 2/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29783 |
| Digital Realty Trust LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 8/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148105 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 7/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500635 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 1/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143648 |
| DOC Dr. LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 11/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22007 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 1/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99125 |
| Equinix Europe 2 Financing Corp. LLC<br>5.50%, 6/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224062 |
| Equinix, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69883 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65530 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 5/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88618 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 9/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92034 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 11/18/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42696 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 2/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33462 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 4/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94657 |
| ERP Operating LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 8/1/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172736 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 7/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23793 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 3/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98388 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 8/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38992 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 12/1/2028<br>| &nbsp;&nbsp;$100000 | &nbsp;&nbsp;$99982 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 9/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106743 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 6/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621580 |
| Essex Portfolio LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 3/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153793 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 6/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26621 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 1/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23378 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 5/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49411 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64009 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 3/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42088 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 4/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106575 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 4/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204648 |
| Extra Space Storage LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59428 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 10/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60838 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 7/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346440 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 4/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509163 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98142 |
| Federal Realty OP LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 6/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71329 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 7/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48790 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 5/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256232 |
| GLP Capital LP/GLP Financing II, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 1/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88209 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 1/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62476 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47159 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 9/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199460 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 6/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20505 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 12/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523918 |
| Healthcare Realty Holdings LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 3/15/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47120 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 8/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24681 |
| Healthpeak OP LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 2/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95390 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 12/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116134 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114001 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 12/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304986 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 2/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363679 |
| Highwoods Realty LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 2/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22833 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 3/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49105 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.65%, 2/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226148 |
| Host Hotels & Resorts LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series H, 3.38%, 12/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141553 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 4/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247482 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 6/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507360 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 7/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005430 |
| Invitation Homes Operating Partnership LP<br>5.45%, 8/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517130 |
| Kilroy Realty LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 2/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45243 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 12/15/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24812 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 1/15/2036<br>| &nbsp;&nbsp;$60000 | &nbsp;&nbsp;$59744 |
| Kimco Realty OP LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 12/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155952 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 10/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459050 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 10/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49008 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 10/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72635 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 4/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24780 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 2/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246272 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 3/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44049 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 2/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251615 |
| Kite Realty Group LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 8/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105894 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76436 |
| Mid-America Apartments LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 6/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49485 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 3/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98717 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 2/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309987 |
| NNN REIT, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 4/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154045 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 4/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63702 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30971 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 12/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49424 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 10/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34907 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 2/15/2031 (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248692 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 6/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102456 |
| Omega Healthcare Investors, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 4/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172498 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 10/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47611 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 7/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352107 |
| Phillips Edison Grocery Center Operating Partnership I LP<br>4.95%, 1/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193728 |
| Piedmont Operating Partnership LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 8/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89640 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 7/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110605 |
| Prologis LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 10/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25647 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213490 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 2/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60696 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 4/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48329 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 4/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59099 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 1/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86686 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 4/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32462 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 3/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6527 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 9/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99380 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 2/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65423 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126595 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 6/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199176 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 6/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510230 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 3/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002220 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 5/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253267 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 6/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328643 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Public Storage Operating Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/9/2026<br>| &nbsp;&nbsp;$50000 | &nbsp;&nbsp;$48291 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 5/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234817 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/9/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56763 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 7/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199436 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 7/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199242 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 8/1/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410456 |
| Realty Income Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 3/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241983 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47352 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 2/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52886 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 12/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218887 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 12/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142261 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 1/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574428 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 1/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98810 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 8/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39770 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 10/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49889 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 12/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142022 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 2/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253082 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 9/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278087 |
| Regency Centers LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49866 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 2/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125487 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 1/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375731 |
| Sabra Health Care LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 12/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133858 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 8/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25034 |
| Simon Property Group LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 1/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191520 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 2/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235832 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 2/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221490 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 9/13/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464580 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 7/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322749 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 2/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440485 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/30/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40674 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 9/26/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38940 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/8/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208580 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.65%, 1/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275740 |
| Store Capital LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 12/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84820 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49491 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 4/30/2030 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141639 |
| Sun Communities Operating LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 11/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60802 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 7/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35434 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 4/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47474 |
| Tanger Properties LP<br>3.88%, 7/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49313 |
| UDR, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 1.90%, 3/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199827 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 2.95%, 9/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24574 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 3.50%, 1/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147057 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.50%, 7/1/2027<br>| &nbsp;&nbsp;$50000 | &nbsp;&nbsp;$49299 |
| Ventas Realty LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 1/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46887 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 4/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99133 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99084 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 2/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61308 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 1/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169544 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 7/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182074 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 7/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211097 |
| VICI Properties LP: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 11/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215200 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 5/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747420 |
| Welltower OP LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 1/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518750 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 2/15/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48880 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 6/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181570 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 1/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52081 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 3/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99396 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 7/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180805 |
| Weyerhaeuser Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 3/9/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53670 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196446 |
| WP Carey, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 4/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40727 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 7/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97346 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42419653 |
| **RETAIL — 0.6%** | **RETAIL — 0.6%** | **RETAIL — 0.6%** |
| AutoNation, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 3/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184158 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 6/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49750 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.89%, 3/15/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653927 |
| AutoZone, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34256 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 6/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99059 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 4/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489500 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 2/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105791 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 2/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94057 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 6/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66639 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 8/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252985 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 7/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184199 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.55%, 11/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154549 |
| Best Buy Co., Inc.<br>4.45%, 10/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50119 |
| Costco Wholesale Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 6/20/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95375 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 4/20/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57990 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 4/20/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453494 |
| Darden Restaurants, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 5/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14877 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 10/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69848 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 2/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12208 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.30%, 10/10/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123214 |
| Dollar General Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 5/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69519 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 11/1/2027<br>| &nbsp;&nbsp;$100000 | &nbsp;&nbsp;$100630 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60172 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 7/5/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767415 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92288 |
| Dollar Tree, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 12/1/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176496 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44599 |
| Genuine Parts Co.<br>4.95%, 8/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126955 |
| Home Depot, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 9/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92504 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 9/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34470 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 9/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146538 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 3/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282030 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 4/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340679 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 4/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233522 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 9/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61225 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 9/14/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243645 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 4/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98043 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 12/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67278 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 4/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120370 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 4/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197390 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 4/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105216 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 4/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363715 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 4/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29302 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 6/25/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91887 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 6/25/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123306 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 6/25/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50817 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 4/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513245 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 6/25/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890208 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 9/15/2052 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227145 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 6/25/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527769 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 6/25/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100247 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 4/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52790 |
| Lowe's Cos., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 4/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481302 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 9/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23129 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 10/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452899 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 4/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90202 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 9/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698650 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165641 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 5/3/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196072 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 4/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88655 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/1/2051 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34269 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 4/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37204 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 4/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235715 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 5/3/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233445 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 4/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212104 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 7/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357185 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 4/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962240 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 9/15/2062<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241880 |
| McDonald's Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 2.13%, 3/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13616 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 2.63%, 9/1/2029<br>| &nbsp;&nbsp;$75000 | &nbsp;&nbsp;$70452 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.50%, 3/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49441 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.60%, 7/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241857 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.63%, 9/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116133 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 3.80%, 4/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99156 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.20%, 4/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596040 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.45%, 3/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105644 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.45%, 9/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16724 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.70%, 12/9/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146352 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 8/14/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509235 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.88%, 12/9/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90160 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 8/14/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203766 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 3/3/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249787 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 5.00%, 5/17/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128415 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 8/14/2053 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672392 |
| O'Reilly Automotive, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38686 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 9/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49342 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 6/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100283 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 8/19/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198648 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/20/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178187 |
| Starbucks Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 3/12/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96293 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 3/12/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90676 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 11/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90664 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/14/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198977 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 3/12/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16856 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/15/2050 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626904 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49637 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 8/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82108 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502500 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24917 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116429 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 2/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145130 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 2/8/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201816 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 2/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201188 |
| Target Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 1/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193762 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 4/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97294 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 1/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64028 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 9/15/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994320 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 9/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256862 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 1/15/2053 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500036 |
| TJX Cos., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 5/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215620 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 9/15/2026<br>| &nbsp;&nbsp;$50000 | &nbsp;&nbsp;$48971 |
| Walmart, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 9/17/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609905 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 9/22/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463610 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 9/22/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496550 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 9/22/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528975 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 9/22/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249712 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 7/8/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77947 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 4/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125195 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 4/28/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100437 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 4/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131929 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 4/28/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126411 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 9/9/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218650 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 4/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875370 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 4/28/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91183 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29973180 |
| **SEMICONDUCTORS — 0.6%** | **SEMICONDUCTORS — 0.6%** | **SEMICONDUCTORS — 0.6%** |
| Advanced Micro Devices, Inc.<br>4.32%, 3/24/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372801 |
| Analog Devices, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 10/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436910 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 6/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231058 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 6/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302352 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 4/1/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66542 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 4/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96417 |
| Applied Materials, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 6/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26659 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 4/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85645 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 6/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649364 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 10/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51467 |
| Broadcom Corp./Broadcom Cayman Finance Ltd.<br>3.88%, 1/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347823 |
| Broadcom, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 2/15/2028 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75454 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 2/15/2031 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625926 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 2/15/2033 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171110 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.14%, 11/15/2035 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632632 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.42%, 4/15/2033 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285314 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.47%, 4/15/2034 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222998 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 2/15/2041 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249209 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 2/15/2051 (a) (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29907 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.11%, 9/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158340 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 2/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109702 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 11/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98390 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 11/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53308 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 2/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124541 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 2/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143666 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 4/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151932 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 4/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253635 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 10/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678869 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.93%, 5/15/2037 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484975 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 4/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204350 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 7/12/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090964 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 7/12/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604189 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 4/15/2030<br>| &nbsp;&nbsp;$165000 | &nbsp;&nbsp;$168963 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 11/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77149 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 4/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149046 |
| Intel Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 8/12/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50522 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 8/12/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85919 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 11/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137153 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 8/12/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207946 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 2/15/2060<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83976 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 5/11/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195866 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94916 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 3/25/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296946 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 8/5/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246680 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 5/19/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277770 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 5/11/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37497 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 3/25/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122247 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 2/10/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151959 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 8/5/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413250 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 2/10/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022280 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 2/10/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640359 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 2/10/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044263 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 2/10/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529963 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 2/10/2063 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470000 |
| KLA Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 3/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34659 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 3/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64929 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 7/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682627 |
| Lam Research Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278130 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 3/15/2049 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22779 |
| Marvell Technology, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 4/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61779 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 4/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54587 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 7/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175795 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 2/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260185 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 9/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131945 |
| Microchip Technology, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505850 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 3/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91398 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 2/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202900 |
| Micron Technology, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 4/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95633 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.66%, 2/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199968 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095220 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 4/15/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513630 |
| NVIDIA Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 6/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93555 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 6/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88718 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 4/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474170 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 9/16/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49549 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252642 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112149 |
| NXP BV/NXP Funding LLC/NXP USA, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 5/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14688 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 5/11/2041<br>| &nbsp;&nbsp;$350000 | &nbsp;&nbsp;$257292 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 5/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539647 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 6/18/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495270 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 6/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75152 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 1/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99680 |
| QUALCOMM, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 5/20/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232323 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 5/20/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90957 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 5/20/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037032 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 5/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30963 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 5/20/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88949 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 5/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41926 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 5/20/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22778 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 5/20/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156135 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 5/20/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263570 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 5/20/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525820 |
| Texas Instruments, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 5/4/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891380 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 11/3/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68333 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 3/15/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220835 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 5/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123569 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/23/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505575 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 2/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116780 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 2/8/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106521 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 5/18/2063<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459165 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 5/23/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356528 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 2/8/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330029 |
| TSMC Arizona Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/25/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725490 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 10/25/2041 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579750 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 4/22/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198984 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30819037 |
| **SHIPBUILDING — 0.0% <sup>\*</sup>** | **SHIPBUILDING — 0.0% <sup>\*</sup>** | **SHIPBUILDING — 0.0% <sup>\*</sup>** |
| Huntington Ingalls Industries, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.04%, 8/16/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93082 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 1/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102817 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195899 |
| **SOFTWARE — 0.7%** | **SOFTWARE — 0.7%** | **SOFTWARE — 0.7%** |
| Adobe, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 2/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27664 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 4/4/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102510 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 4/4/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45665 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 4/4/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459175 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 1/17/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365981 |
| AppLovin Corp.<br>5.38%, 12/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763252 |
| Autodesk, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 12/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140382 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49387 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 6/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81338 |
| Broadridge Financial Solutions, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 5/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133689 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 12/1/2029<br>| &nbsp;&nbsp;$50000 | &nbsp;&nbsp;$46858 |
| Cadence Design Systems, Inc.<br>4.30%, 9/10/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000790 |
| Concentrix Corp.<br>6.65%, 8/2/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203628 |
| Electronic Arts, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 2/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78118 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 2/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40580 |
| Fidelity National Information Services, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 3/1/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32659 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 3/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11025 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 7/15/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509160 |
| Fiserv, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 6/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48165 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 6/1/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45825 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 7/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271909 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 7/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544027 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 10/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64664 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 7/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49123 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251912 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 3/2/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770677 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 3/2/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518390 |
| Intuit, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 7/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13249 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 9/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155247 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 9/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252965 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 9/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307523 |
| Microsoft Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 8/8/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196642 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.53%, 6/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031191 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.68%, 6/1/2060<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170150 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.92%, 3/17/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1731526 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.04%, 3/17/2062<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200232 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 2/6/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267302 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 8/8/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953687 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 6/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135908 |
| Oracle Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 3/25/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99687 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 7/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44183 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 4/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243673 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 3/25/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337333 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 4/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279978 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 4/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600255 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 4/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366907 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 3/25/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716279 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 11/15/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153965 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 7/15/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131870 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 4/1/2060<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861362 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 5/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4509 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 3/25/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272990 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 7/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138809 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 3/25/2061<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104610 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 9/27/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992720 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 7/8/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189748 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 5/15/2055<br>| &nbsp;&nbsp;$10000 | &nbsp;&nbsp;$7820 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/6/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90494 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 9/27/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242763 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 2/6/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591398 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 9/27/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2054002 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 8/3/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022210 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 9/27/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181912 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 2/6/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469575 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 8/3/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748830 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.15%, 11/9/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314780 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 11/9/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378553 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.90%, 11/9/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555975 |
| Paychex, Inc.<br>5.10%, 4/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023990 |
| Roper Technologies, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 2/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214618 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 6/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26665 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 9/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37784 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 12/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29763 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 9/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64830 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200352 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 2/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165325 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 10/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197398 |
| Salesforce, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 7/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60413 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 7/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105190 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 7/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43114 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 7/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319655 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 7/15/2061<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30560 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 4/11/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769970 |
| ServiceNow, Inc.<br>1.40%, 9/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56313 |
| Synopsys, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 4/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507050 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 4/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504045 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 4/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745372 |
| Take-Two Interactive Software, Inc.<br>4.95%, 3/28/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507600 |
| VMware LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 8/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483775 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 8/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433865 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 8/21/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148779 |
| Workday, Inc.<br>3.50%, 4/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543075 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32488866 |
| **TELECOMMUNICATIONS — 1.0%** | **TELECOMMUNICATIONS — 1.0%** | **TELECOMMUNICATIONS — 1.0%** |
| America Movil SAB de CV: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 5/7/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184786 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 7/16/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42126 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 4/22/2049 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163340 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 7/21/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198354 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 1/20/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250542 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 3/30/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626286 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| AT&T, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 2/1/2028<br>| &nbsp;&nbsp;$530000 | &nbsp;&nbsp;$497352 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 2/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107625 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 6/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530106 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 12/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292985 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 6/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317170 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 2/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107903 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058805 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 9/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286300 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 9/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1579000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065099 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 6/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425520 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 9/15/2059<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1294000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867743 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 2/15/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148830 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 12/1/2057<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329535 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 6/1/2060 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31463 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 2/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183222 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 2/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495575 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 3/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501045 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285837 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 3/9/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172806 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 6/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21576 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 8/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95864 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 5/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26180 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 3/1/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538963 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 8/15/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127220 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 2/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1162872 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 8/15/2056<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122596 |
| Bell Telephone Co. of Canada or Bell Canada: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series US-4, 3.65%, 3/17/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316435 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 7/29/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42722 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.46%, 4/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24124 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 2/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250193 |
| British Telecommunications PLC<br>5.13%, 12/4/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204402 |
| Cisco Systems, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 9/20/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491240 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 2/24/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65876 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 2/24/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204444 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 2/26/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156910 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 2/26/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128065 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 2/26/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514260 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 2/24/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204920 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 2/24/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1228224 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 2/26/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193834 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 2/26/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192894 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 1/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309738 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 2/24/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618121 |
| Corning, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 11/15/2057<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20003 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 11/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94084 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 11/15/2079<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456465 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 8/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25309 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Deutsche Telekom International Finance BV<br>8.75%, 6/15/2030<br>| &nbsp;&nbsp;$550000 | &nbsp;&nbsp;$649445 |
| Juniper Networks, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/10/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217388 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 8/15/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97202 |
| Motorola Solutions, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 5/24/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89837 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 2/23/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125874 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 5/23/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50269 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 8/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197163 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 4/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127146 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 8/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116942 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 4/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019640 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 8/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254940 |
| Orange SA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 2/6/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49216 |
| &nbsp;&nbsp;&nbsp;&nbsp;9.00%, 3/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911032 |
| Rogers Communications, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132374 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 11/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36529 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116156 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 2/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32255 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 5/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124563 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 3/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406655 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 2/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532591 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 3/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44504 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 2/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800888 |
| Sprint Capital Corp.<br>6.88%, 11/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805087 |
| Telefonica Emisiones SA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 3/8/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497450 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.21%, 3/8/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265281 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.52%, 3/1/2049 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136886 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.05%, 6/20/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861033 |
| Telefonica Europe BV<br>8.25%, 9/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28909 |
| TELUS Corp.<br>4.60%, 11/16/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125150 |
| T-Mobile USA, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 2/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515112 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43355 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 2/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147819 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440420 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405766 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 2/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231910 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 10/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333640 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 11/15/2060<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13315 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 4/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148487 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 4/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825386 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 10/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104286 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 4/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309610 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 4/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450263 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 1/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290748 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 7/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253405 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 1/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761242 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 7/15/2033<br>| &nbsp;&nbsp;$500000 | &nbsp;&nbsp;$502970 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 5/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101916 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 4/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86099 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 1/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253977 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 6/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182374 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 5/15/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146801 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 1/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241588 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 1/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261805 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 1/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489555 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 11/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566379 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 6/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254340 |
| Verizon Communications, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 9/18/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51830 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.68%, 10/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47583 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 1/20/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172634 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 3/22/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473755 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 3/21/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448525 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 11/20/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141078 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 11/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124504 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.99%, 10/30/2056<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202881 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/20/2060<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102912 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 3/22/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473450 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 3/22/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1156590 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 3/22/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2145930 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 3/22/2061<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344760 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 2/8/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9872 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/22/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381395 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.02%, 12/3/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345289 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.27%, 1/15/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25879 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.33%, 9/21/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1792443 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 11/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237368 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 8/10/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242873 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.78%, 2/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974650 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 5/9/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003533 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 4/2/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211724 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 2/23/2054 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337869 |
| Vodafone Group PLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 9/17/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584040 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 2/19/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64289 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 2/10/2053 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603334 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 6/28/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959000 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 6/28/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239668 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51122520 |
| **TOYS/GAMES/HOBBIES — 0.0% <sup>\*</sup>** | **TOYS/GAMES/HOBBIES — 0.0% <sup>\*</sup>** | **TOYS/GAMES/HOBBIES — 0.0% <sup>\*</sup>** |
| Hasbro, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 9/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29320 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 11/19/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96387 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 5/14/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257800 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383507 |
| **TRANSPORTATION — 0.4%** | **TRANSPORTATION — 0.4%** | **TRANSPORTATION — 0.4%** |
| Burlington Northern Santa Fe LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 2/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9944 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 9/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242809 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 2/15/2050<br>| &nbsp;&nbsp;$250000 | &nbsp;&nbsp;$183857 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 8/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79819 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 6/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125142 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 6/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123046 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 12/15/2048 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24792 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 3/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44071 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 1/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421685 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 9/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44257 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 4/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116734 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 4/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846643 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989630 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 3/15/2056<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257372 |
| Canadian National Railway Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 5/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8813 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 8/2/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17835 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 2/3/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38148 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 9/18/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520090 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 11/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267160 |
| Canadian Pacific Railway Co.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 12/2/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77230 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 3/5/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31532 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 12/2/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495703 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 11/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61063 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/2/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254481 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 5/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17810 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99417 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 5/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44025 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 3/30/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162557 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 9/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29277 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 3/30/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253362 |
| CSX Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 2/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46113 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 5/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352678 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 6/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49197 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 9/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45488 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 3/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49563 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 11/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77824 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 3/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62324 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 3/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 3/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41563 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 3/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106185 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/15/2052 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844270 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 3/1/2068<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41056 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 3/15/2055 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94047 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 6/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201018 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 11/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671775 |
| FedEx Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 5/15/2031 (a) (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57119 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 5/15/2041 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297132 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 2/15/2048 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37033 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 4/1/2046 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81277 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/15/2045 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20874 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 10/17/2048 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84555 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 1/15/2044 (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440200 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 5/15/2050 (a) (d)<br>| &nbsp;&nbsp;$650000 | &nbsp;&nbsp;$574626 |
| Norfolk Southern Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 8/25/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93941 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 3/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135939 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 5/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229386 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 6/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49040 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.16%, 5/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43551 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 11/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70063 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.94%, 11/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78349 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 3/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195670 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 6/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16206 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 8/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149705 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 5/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135644 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 8/1/2054 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478165 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 3/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99326 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 3/15/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513400 |
| Ryder System, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 1.75%, 9/1/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121264 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 2.85%, 3/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141395 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.90%, 12/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126850 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 3/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202770 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 5.38%, 3/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102857 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 5.65%, 3/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258307 |
| Union Pacific Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 2/5/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242712 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 5/20/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35978 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 2/5/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461450 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 2/14/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514220 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.97%, 9/16/2062<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63949 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 5/20/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53521 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 2/5/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483280 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 2/14/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31014 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 2/14/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406847 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 5/20/2061<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66862 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 10/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39163 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 4/6/2071<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119821 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.84%, 3/20/2060<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93536 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 9/15/2067<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11047 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 1/20/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248437 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 9/9/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229240 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 2/20/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508195 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 12/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154237 |
| United Parcel Service, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 11/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29315 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 11/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48895 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132496 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 10/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152049 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 3/3/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177861 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 3/3/2053 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545682 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 5/22/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240177 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 5/14/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602591 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 4/1/2050 (a)<br>| &nbsp;&nbsp;$200000 | &nbsp;&nbsp;$189398 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 5/22/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227781 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 5/14/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154008 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 5/14/2065<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414586 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21179397 |
| **TRUCKING & LEASING — 0.0% <sup>\*</sup>** | **TRUCKING & LEASING — 0.0% <sup>\*</sup>** | **TRUCKING & LEASING — 0.0% <sup>\*</sup>** |
| GATX Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 6/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169786 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 6/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155672 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 3/30/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49503 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 11/7/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50076 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 4/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25191 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30420 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 3/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164305 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 6/5/2054 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349765 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994718 |
| **VENTURE CAPITAL — 0.0% <sup>\*</sup>** | **VENTURE CAPITAL — 0.0% <sup>\*</sup>** | **VENTURE CAPITAL — 0.0% <sup>\*</sup>** |
| Hercules Capital, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 1/20/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62980 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 6/16/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100020 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163000 |
| **WATER — 0.1%** | **WATER — 0.1%** | **WATER — 0.1%** |
| American Water Capital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 6/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87893 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 9/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118052 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 6/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67482 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 5/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35287 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 9/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98665 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 9/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75923 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 12/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21336 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 3/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253663 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 3/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238095 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.45%, 3/1/2054 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628517 |
| Essential Utilities, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 5/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92732 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 4/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55279 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 8/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252740 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 1/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253977 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2279641 |
| **TOTAL CORPORATE BONDS & NOTES<br>(Cost $1,243,873,678)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;1191680509 |
| **ASSET-BACKED SECURITIES — 0.4%** |  |  |
| **AUTOMOBILE — 0.2%** |  |  |
| BMW Vehicle Lease Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1, Class A3, 4.98%, 3/25/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1, Class A4, 5.00%, 6/25/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503961 |
| BMW Vehicle Owner Trust<br>Series 2025-A, Class A3, 4.56%, 9/25/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302137 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Bridgecrest Lending Auto Securitization Trust<br>Series 2024-3, Class D, 5.83%, 5/15/2030<br>| &nbsp;&nbsp;$500000 | &nbsp;&nbsp;$510224 |
| CarMax Auto Owner Trust<br>Series 2023-1, Class A4, 4.65%, 1/16/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003485 |
| Carvana Auto Receivables Trust<br>Series 2025-P1, Class A3, 4.55%, 5/10/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301359 |
| Drive Auto Receivables Trust<br>Series 2025-1, Class A3, 4.73%, 9/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703793 |
| Exeter Automobile Receivables Trust<br>Series 2025-1A, Class D, 5.49%, 5/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508989 |
| Ford Credit Auto Lease Trust<br>Series 2025-A, Class A3, 4.72%, 6/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503801 |
| Ford Credit Auto Owner Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A, Class A3, 5.09%, 12/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209023 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-B, Class A3, 5.10%, 4/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529869 |
| Gm Financial Automobile Leasing Trust<br>Series 2025-2, Class A3, 4.58%, 5/22/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232476 |
| GM Financial Automobile Leasing Trust<br>Series 2024-2, Class B, 5.56%, 5/22/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85958 |
| GM Financial Consumer Automobile Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class A3, 4.28%, 4/16/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83452 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-4, Class A3, 4.40%, 8/16/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92280 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A3, 4.62%, 12/17/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100898 |
| Honda Auto Receivables Owner Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3, Class A3, 4.57%, 3/21/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305253 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class A3, 4.15%, 10/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114213 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-4, Class A4, 4.35%, 12/16/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502159 |
| Hyundai Auto Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A, Class A3, 4.99%, 2/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302703 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A, Class A3, 4.32%, 10/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278405 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-B, Class A3, 4.36%, 12/17/2029<br>| &nbsp;&nbsp;$110000 | &nbsp;&nbsp;$110733 |
| Mercedes-Benz Auto Lease Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-B, Class A3, 4.23%, 2/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209891 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A, Class A3, 4.61%, 4/16/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95802 |
| Mercedes-Benz Auto Receivables Trust<br>Series 2025-1, Class A3, 4.78%, 12/17/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151803 |
| Nissan Auto Lease Trust<br>Series 2025-A, Class A3, 4.75%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182684 |
| Nissan Auto Receivables Owner Trust<br>Series 2023-A, Class A4, 4.85%, 6/17/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403252 |
| Santander Drive Auto Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-4, Class C, 5.00%, 11/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251006 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class A3, 4.67%, 8/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264867 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-4, Class B, 4.93%, 9/17/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502714 |
| Toyota Auto Receivables Owner Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-C, Class A3, 4.88%, 3/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676259 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-B, Class A3, 5.33%, 1/16/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182464 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-B, Class A3, 4.34%, 11/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88583 |
| Volkswagen Auto Lease Trust<br>Series 2025-A, Class A3, 4.50%, 6/20/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176159 |
| Volkswagen Auto Loan Enhanced Trust<br>Series 2023-2, Class A3, 5.48%, 12/20/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304594 |
| World Omni Auto Receivables Trust<br>Series 2024-C, Class A3, 4.43%, 12/17/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188532 |
| World Omni Automobile Lease Securitization Trust<br>Series 2025-A, Class A3, 4.42%, 4/17/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250893 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11365160 |
| **CREDIT CARD — 0.1%** |  |  |
| American Express Credit Account Master Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3, Class A, 4.65%, 7/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252825 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class A, 4.28%, 4/15/2030<br>| &nbsp;&nbsp;$608000 | &nbsp;&nbsp;$611534 |
| BA Credit Card Trust<br>Series 2025-A1, Class A, 4.31%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206341 |
| Capital One Multi-Asset Execution Trust<br>Series 2021-A2, Class A2, 1.39%, 7/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323294 |
| Chase Issuance Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A1, Class A, 4.60%, 1/16/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176212 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A2, Class A, 4.63%, 1/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637312 |
| Citibank Credit Card Issuance Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-A7, Class A7, 3.96%, 10/13/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A1, Class A, 4.30%, 6/21/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193087 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A2, Class A, 4.49%, 6/21/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201384 |
| Discover Card Execution Note Trust<br>Series 2021-A2, Class A2, 1.03%, 9/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260772 |
| Synchrony Card Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A2, Class A, 4.93%, 7/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380424 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A2, Class A, 4.49%, 5/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604380 |
| Synchrony Card Issuance Trust<br>Series 2025-A1, Class A, 4.78%, 2/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50740 |
| WF Card Issuance Trust<br>Series 2025-A1, Class A, 4.34%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604371 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5701595 |
| **OTHER ABS — 0.1%** |  |  |
| CNH Equipment Trust<br>Series 2023-A, Class A3, 4.81%, 8/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218312 |
| John Deere Owner Trust<br>Series 2025-A, Class A3, 4.23%, 9/17/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250414 |
| Verizon Master Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1, Class A, 4.49%, 1/22/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-4, Class A1A, 5.16%, 6/20/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206602 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825087 |
| **TOTAL ASSET-BACKED SECURITIES<br>(Cost $18,830,802)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18891842 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS — 3.1%** |  |  |
| **AUSTRIA — 0.0% <sup>\*</sup>** |  |  |
| Oesterreichische Kontrollbank AG: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/05/2029<br>| &nbsp;&nbsp;$145000 | &nbsp;&nbsp;$144519 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/28/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251682 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 03/01/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758820 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/24/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215452 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370473 |
| **CANADA — 0.4%** |  |  |
| Canada Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/26/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760801 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/18/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609686 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 04/30/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241997 |
| Export Development Canada: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/25/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477175 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/07/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249927 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 02/14/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501497 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/20/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201302 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 02/13/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449994 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 06/05/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274508 |
| Province of Alberta: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 07/22/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350487 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 03/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640271 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/24/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199770 |
| Province of British Columbia: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 07/20/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483902 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 01/29/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172192 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 07/06/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540016 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 01/24/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004854 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 06/12/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507550 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 06/11/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760050 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 04/24/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671956 |
| Province of Manitoba<br>4.90%, 5/31/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122837 |
| Province of New Brunswick<br>3.63%, 2/24/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49542 |
| Province of Ontario: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 10/07/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431304 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 02/25/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218820 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 10/14/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433128 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/02/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323409 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 05/19/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738988 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 09/17/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692994 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 01/18/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302745 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 01/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514957 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 04/24/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207499 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 2.13%, 01/21/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098209 |
| Province of Quebec: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 05/28/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264680 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 04/21/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221582 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/12/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195885 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/13/2028<br>| &nbsp;&nbsp;$1750000 | &nbsp;&nbsp;$1739232 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/05/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488537 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/03/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1172923 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/08/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485725 |
| Province of Saskatchewan<br>4.65%, 1/28/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026102 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20827033 |
| **CHILE — 0.1%** |  |  |
| Chile Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 01/31/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178565 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 07/27/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210807 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 05/07/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743722 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 01/22/2061<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151413 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.24%, 02/06/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194403 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/21/2071<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151941 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.86%, 06/21/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232326 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.34%, 03/07/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216436 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 01/22/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709890 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 01/05/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328814 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.33%, 01/05/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469586 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 01/13/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722619 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4310522 |
| **GERMANY — 0.1%** |  |  |
| Kreditanstalt fuer Wiederaufbau: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Zero Coupon, 06/29/2037 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58995 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427125 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 09/14/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230428 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/03/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283620 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/27/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218907 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 07/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1384954 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 05/15/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326391 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/28/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798450 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/18/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621042 |
| Landwirtschaftliche Rentenbank: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/03/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172076 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 05/28/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658788 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 37, 2.50%, 11/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48582 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5229358 |
| **INDONESIA — 0.1%** |  |  |
| Indonesia Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 03/12/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432599 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 07/28/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435715 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 03/12/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164398 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/31/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326415 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 10/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483604 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 04/15/2070<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158658 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 01/11/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201647 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 02/10/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196489 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/11/2029<br>| &nbsp;&nbsp;$150000 | &nbsp;&nbsp;$152729 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 09/10/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343480 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 01/11/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200490 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 02/10/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464105 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 09/10/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281852 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 01/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274655 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 02/11/2049 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96519 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 01/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365275 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 01/11/2053 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296887 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875517 |
| **ISRAEL — 0.1%** |  |  |
| Israel Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 07/03/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180704 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/17/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96491 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 07/03/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140434 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 01/17/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75327 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/17/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380339 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 02/19/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459743 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/12/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505745 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 02/19/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748226 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 03/12/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392069 |
| State of Israel<br>3.38%, 1/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194191 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4173269 |
| **ITALY — 0.0% <sup>\*</sup>** |  |  |
| Republic of Italy Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 10/17/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470378 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 05/06/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651369 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/17/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144543 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 06/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52160 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318450 |
| **JAPAN — 0.1%** |  |  |
| Japan Bank for International Cooperation: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 01/21/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214842 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 04/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177126 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/16/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234476 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 11/16/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194654 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 07/21/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97906 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/20/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245315 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 01/24/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202686 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 07/22/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2228857 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 04/17/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507411 |
| Japan International Cooperation Agency: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 04/28/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174758 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/23/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000163 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 05/21/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204987 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5483181 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **MEXICO — 0.3%** |  |  |
| Mexico Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.66%, 05/24/2031<br>| &nbsp;&nbsp;$450000 | &nbsp;&nbsp;$389466 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/16/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322726 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/12/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210925 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 01/11/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98353 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.77%, 05/24/2061<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707005 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 03/28/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199033 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.28%, 08/14/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789863 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 02/12/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281062 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/22/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246861 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/31/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182459 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 02/10/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148888 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/27/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190489 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/27/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155430 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 02/09/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867451 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 01/21/2045 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404389 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 07/02/2032 (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202764 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/13/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037299 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 05/07/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1974309 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 01/11/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28653 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.34%, 05/04/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459832 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.35%, 02/09/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511519 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.40%, 05/07/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151615 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 01/29/2038 (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203054 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.88%, 05/13/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253003 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.38%, 05/13/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.75%, 03/08/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78884 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12612832 |
| **PANAMA — 0.1%** |  |  |
| Panama Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/29/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915782 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.16%, 01/23/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180218 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 01/19/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407457 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.87%, 07/23/2060<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113500 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/17/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193830 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34510 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/16/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472174 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.40%, 02/14/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194738 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.70%, 01/26/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49740 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.85%, 03/28/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778995 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 03/01/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749394 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4090338 |
| **PERU — 0.1%** |  |  |
| Peru Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.78%, 01/23/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1632396 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.78%, 12/01/2060<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80806 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 01/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210242 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.23%, 07/28/2121 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80529 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 03/11/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606156 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/10/2051<br>| &nbsp;&nbsp;$70000 | &nbsp;&nbsp;$48063 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 01/15/2072<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154260 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 02/08/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99852 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/30/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111193 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 11/18/2050 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142713 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 08/08/2054 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531312 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 06/30/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251246 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.55%, 03/14/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27098 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3975866 |
| **PHILIPPINES — 0.1%** |  |  |
| Philippines Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 06/10/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212232 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 01/06/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169728 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.46%, 05/05/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182747 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 12/10/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387696 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 05/05/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170499 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/01/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448530 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 07/06/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140371 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/01/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162103 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 02/02/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80147 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 01/20/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172313 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 07/17/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503429 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/05/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343442 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/17/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202123 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/13/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148858 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 02/04/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039630 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 01/17/2048 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488265 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 05/14/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245912 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.61%, 04/13/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523949 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.75%, 01/14/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116027 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6738001 |
| **POLAND — 0.1%** |  |  |
| Republic of Poland Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 03/18/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253272 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 02/12/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942235 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 10/04/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497181 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 09/18/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250895 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 02/12/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249792 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/16/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360669 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 03/18/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829744 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/16/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263896 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3647684 |
| **SOUTH KOREA — 0.1%** |  |  |
| Export-Import Bank of Korea: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 12/29/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191224 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 04/21/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24244 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/29/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176735 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 10/17/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284850 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250490 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/11/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202095 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/11/2028<br>| &nbsp;&nbsp;$250000 | &nbsp;&nbsp;$255155 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 09/18/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205911 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 01/11/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206029 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 01/14/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044248 |
| Korea Development Bank: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 07/19/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241315 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 01/19/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218008 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201353 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736110 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202143 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 02/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201512 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 02/03/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253059 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 02/03/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257081 |
| Korea International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/16/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171570 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/20/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196780 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/03/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355995 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875907 |
| **SUPRANATIONAL — 1.3%** |  |  |
| African Development Bank: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/18/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394920 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 06/12/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175620 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/18/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302100 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 02/25/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853510 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/14/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406312 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/12/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96391 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 01/04/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176913 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.38%, 11/03/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410423 |
| Asian Development Bank: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 04/27/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236330 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/22/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196700 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 0.75%, 10/08/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170404 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 1.25%, 06/09/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93085 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 1.50%, 01/20/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482370 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 1.50%, 03/04/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219352 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 1.88%, 03/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 1.88%, 01/24/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459405 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 2.38%, 08/10/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48611 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 2.50%, 11/02/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97210 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 2.63%, 01/12/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49083 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 3.13%, 08/20/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987200 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 3.13%, 09/26/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49031 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 3.63%, 08/28/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745065 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 3.75%, 04/25/2028<br>| &nbsp;&nbsp;$175000 | &nbsp;&nbsp;$175028 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 3.88%, 09/28/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197598 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.00%, 01/12/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168966 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.13%, 01/12/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2223661 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.13%, 05/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316120 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.13%, 01/12/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496645 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.38%, 01/14/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258501 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.38%, 03/06/2029 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367369 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.50%, 08/25/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391361 |
| Asian Infrastructure Investment Bank: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/14/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200264 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/18/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503160 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/16/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256820 |
| Corp. Andina de Fomento: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/30/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839492 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/24/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482826 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/22/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206180 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 04/26/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180546 |
| Council of Europe Development Bank: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/22/2026 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96404 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 01/26/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149459 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 01/24/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555665 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205386 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 06/11/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81178 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 3.63%, 05/08/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149538 |
| European Bank for Reconstruction & Development: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.38%, 03/09/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670164 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series MTN, 4.25%, 03/13/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399688 |
| European Investment Bank: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 10/26/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239985 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/23/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170900 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 02/14/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338442 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/13/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88120 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123806 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 05/24/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97416 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 07/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108610 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748530 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/14/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969804 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305005 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 06/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371613 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/15/2029<br>| &nbsp;&nbsp;$1180000 | &nbsp;&nbsp;$1189239 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 02/13/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284441 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 08/16/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1592000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1612600 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/19/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271567 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 10/10/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2222611 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/16/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511700 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 03/14/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224558 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 02/12/2035 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293325 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 06/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431783 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 1.38%, 03/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336017 |
| Inter-American Development Bank: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 09/16/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467060 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 07/20/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184888 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/13/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337750 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 07/23/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97965 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 07/07/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97304 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/18/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98048 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/14/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197646 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/14/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045821 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/12/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201184 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 02/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305445 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 02/01/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251925 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 07/17/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252495 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 01/24/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69718 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 02/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359842 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 1.13%, 01/13/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646650 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 3.63%, 09/17/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979170 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.50%, 09/13/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204108 |
| Inter-American Investment Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 02/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201368 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/14/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177026 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/01/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253157 |
| International Bank for Reconstruction & Development: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 11/24/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363382 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/26/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145408 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 07/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968830 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 05/14/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217332 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 09/13/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460490 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 02/10/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433150 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 04/20/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234370 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 11/03/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867410 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 10/23/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229650 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/22/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242905 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 06/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691068 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/12/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2084901 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/05/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495620 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 10/16/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330487 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 02/14/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826493 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 08/28/2034<br>| &nbsp;&nbsp;$1435000 | &nbsp;&nbsp;$1395064 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/27/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081692 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/25/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503245 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/10/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502060 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/06/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196592 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 03/20/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1194585 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/10/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468259 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.63%, 01/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178977 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.75%, 02/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25829 |
| International Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 0.75%, 10/08/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480695 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 3.88%, 07/02/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.25%, 07/02/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284656 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.50%, 01/21/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280046 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 4.50%, 07/13/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137877 |
| Nordic Investment Bank: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/09/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498245 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/28/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203116 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/14/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203118 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64620833 |
| **SWEDEN — 0.0% <sup>\*</sup>** |  |  |
| Svensk Exportkredit AB: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 05/08/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374221 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 06/14/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201619 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 2.25%, 03/22/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242954 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 3.75%, 09/13/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199652 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series GMTN, 3.88%, 08/04/2027 (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750739 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1769185 |
| **UNITED STATES — 0.0% <sup>\*</sup>** |  |  |
| Inter-American Development Bank<br>2.25%, 6/18/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235760 |
| **URUGUAY — 0.1%** |  |  |
| Oriental Republic of Uruguay<br>5.25%, 9/10/2060<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529595 |
| Uruguay Government International Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 10/27/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225020 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 01/23/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279309 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.98%, 04/20/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354421 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 06/18/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161442 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.44%, 02/14/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704891 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 10/28/2034<br>| &nbsp;&nbsp;$350000 | &nbsp;&nbsp;$369420 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2624098 |
| **TOTAL FOREIGN GOVERNMENT OBLIGATIONS<br>(Cost $158,195,207)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153778307 |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS — 25.6%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 25.6%** |  |
| Federal Farm Credit Banks Funding Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.68%, 1/13/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237764 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 1/27/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95152 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.79%, 6/21/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117314 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 8/19/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93730 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 8/3/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93893 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.04%, 1/25/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135260 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 8/10/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133097 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.14%, 8/20/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133217 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 8/12/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86090 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.32%, 9/9/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87033 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 1/14/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214621 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 7/23/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74764 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.69%, 8/20/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75112 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 8/13/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66459 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.99%, 3/17/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441731 |
| Federal Home Loan Banks: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.83%, 2/10/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94990 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 2/26/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142418 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 8/16/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227677 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 12/21/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963526 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 6/9/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493743 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/16/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276006 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 9/4/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490539 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 6/4/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751575 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/30/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504032 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 1/15/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502167 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 11/17/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009969 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 4/9/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2197217 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 677, 5.50%, 7/15/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146964 |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 7/21/2025 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997801 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 4/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8660908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7696827 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 12/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1968421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638050 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 2/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419878 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 10/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1646383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239806 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4818606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3628457 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 2/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1746545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599264 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 3/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7282353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6697924 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 6/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1321936 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 1/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1885977 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 4/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119221 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 7/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5219683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479010 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 9/1/2050<br>| &nbsp;&nbsp;$5295018 | &nbsp;&nbsp;$4254048 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873961 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663954 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 1/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5711346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4557343 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 2/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2612715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083893 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 3/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4552309 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 6/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753585 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 7/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10992210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8747442 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 9/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6274253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4988583 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6313749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5015581 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1691429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362063 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 2/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7404134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5896679 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 3/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4529969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594737 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.22%, 7/13/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100389 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6729 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 1/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17141 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 5/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27524 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 6/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51250 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50178 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66469 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241574 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 2/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252839 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 9/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346441 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 1/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241866 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 1/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774049 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 7/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2638709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2335744 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 9/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462401 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 7/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4327545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3626062 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1537338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286928 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 1/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528536 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 2/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6004268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025021 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 6/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4826756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4005885 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 9/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4232164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3528274 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3520072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2933526 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4335786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3611975 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13551913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11331429 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 3/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3180317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642992 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 4/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26469035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22099600 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 1/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9483685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7909304 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110420 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20981 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15922 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95081 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124667 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125305 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 7/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35458 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 1/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153189 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 3/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669792 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314766 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 4/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95080 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61605 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/1/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181858 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371086 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 1/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940389 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 7/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963808 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/1/2045<br>| &nbsp;&nbsp;$24550 | &nbsp;&nbsp;$21999 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 8/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143914 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 4/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82295 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1194187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083494 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 7/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402038 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 8/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157905 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 9/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51196 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87873 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318883 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289729 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 1/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209885 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572161 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 4/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373701 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 9/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136366 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132552 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10833033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9520214 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168819 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 7/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3403925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2984974 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 8/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2858846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2529036 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3229247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2817130 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2103625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1826507 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 3/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3984299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3452627 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 4/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734858 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1909855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1654779 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 8/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170000 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64085 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123625 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 9/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82882 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62684 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 3/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78075 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1076373 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 7/1/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959939 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89352 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63377 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 8/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160784 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 5/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693637 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9614 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 1/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13148 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 7/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80994 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12505 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153511 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 1/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18578 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 3/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37275 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53320 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63788 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 8/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730169 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213438 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 2/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139383 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 3/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133752 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74469 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70938 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129245 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46687 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103190 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104677 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 7/1/2049<br>| &nbsp;&nbsp;$303320 | &nbsp;&nbsp;$276319 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 8/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831276 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 9/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371085 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30258 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 3/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707266 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 9/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5542522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5014240 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9829210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8865543 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096146 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91300 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 4/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8271 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26820 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 7/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441110 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10058 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 4/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7153 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17308 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33332 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 1/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119320 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 2/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47181 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 1/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149544 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 2/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59185 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104163 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 9/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126476 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94905 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 1/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250419 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476029 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 4/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37356 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 2/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1972418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859573 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 8/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2223489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073136 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300612 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646560 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 1/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4682328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4362809 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 7/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2991317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2781919 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239516 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96618 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145070 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 9/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109754 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 4/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53408 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79999 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68447 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36261 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 7/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192361 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 9/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305268 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103061 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 6/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136514 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297390 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 6/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833100 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873654 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871934 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843964 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188213 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 7/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49350 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108049 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 9/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2604599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2565103 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623602 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092523 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 2/1/2053<br>| &nbsp;&nbsp;$4889714 | &nbsp;&nbsp;$4810752 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 7/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5682516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5584358 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568784 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9084569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8906844 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 1/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10818432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10606787 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 8/1/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138523 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371594 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 2/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1776838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1782352 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 7/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5535036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5549014 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5968935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5977192 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 11/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18422303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18426386 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 5/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975861 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 6/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7002640 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 7/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55820 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 2/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1270582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1296609 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 9/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203965 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 11/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4066813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4140400 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 12/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071870 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 6/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4797975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4881752 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 8/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7893913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8030532 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 9/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3703658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3764854 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 6/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3973514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4039346 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 7/15/2032 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4489845 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 6/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033809 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 10/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1598407 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 12/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2414902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2519460 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 1/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4492983 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 2/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1885374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945918 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 6/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4130445 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, 3/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485276 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 1/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2117229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2226022 |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K062, Class A2, 3.41%, 12/25/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395186 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K080, Class A2, 3.93%, 7/25/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995929 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K085, Class A2, 4.06%, 10/25/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249715 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K086, Class A2, 3.86%, 11/25/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158910 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K087, Class A2, 3.77%, 12/25/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1592046 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K090, Class A2, 3.42%, 2/25/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160331 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K091, Class A2, 3.51%, 3/25/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2451069 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K092, Class A2, 3.30%, 4/25/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340411 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K093, Class A2, 2.98%, 5/25/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95585 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K094, Class A2, 2.90%, 6/25/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337658 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K098, Class A2, 2.43%, 8/25/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93795 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K099, Class A2, 2.60%, 9/25/2029<br>| &nbsp;&nbsp;$100000 | &nbsp;&nbsp;$94290 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K101, Class A2, 2.52%, 10/25/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187697 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K109, Class A2, 1.56%, 4/25/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89022 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K114, Class A2, 1.37%, 6/25/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K115, Class A2, 1.38%, 6/25/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350761 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K118, Class A2, 1.49%, 9/25/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656966 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K121, Class A2, 1.55%, 10/25/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279876 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K123, Class A2, 1.62%, 12/25/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204406 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K124, Class A2, 1.66%, 12/25/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438077 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K126, Class A2, 2.07%, 1/25/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447764 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K127, Class A2, 2.11%, 1/25/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1747099 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K131, Class A2, 1.85%, 7/25/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437346 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K140, Class A2, 2.25%, 1/25/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882259 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K-1515, Class A2, 1.94%, 2/25/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232848 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K-1519, Class A2, 2.01%, 12/25/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194348 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K-1520, Class A2, 2.44%, 2/25/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420511 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K1522, Class A2, 2.36%, 10/25/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986318 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K157, Class A2, 3.99%, 5/25/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494676 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K514, Class A2, 4.57%, 12/25/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012964 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K515, Class A2, 5.40%, 1/25/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3112265 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K528, Class A2, 4.51%, 7/25/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759259 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K735, Class A2, 2.86%, 5/25/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188776 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K743, Class A2, 1.77%, 5/25/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281691 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K748, Class A2, 2.26%, 1/25/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470709 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K755, Class A2, 5.20%, 2/25/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2611517 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K137, Class A2, VRN, 2.35%, 11/25/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391881 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K747, Class A2, VRN, 2.05%, 11/25/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156342 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 10/8/2027<br>| &nbsp;&nbsp;$4400000 | &nbsp;&nbsp;$4113396 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 12/18/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119202 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 8/5/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639924 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 7/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2861626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2548294 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 10/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2857429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2542926 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 3/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3855062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425939 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 4/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012093 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 1/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581342 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5723472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4312963 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 12/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2302044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734632 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 3/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2408085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1814058 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6908715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5202329 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 9/24/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951821 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34215 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 8/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521542 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1313603 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695047 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 2/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1691535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554222 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 6/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2446129 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 7/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2359340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2162618 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730137 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5413822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4950831 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 5/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3717985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3395768 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 6/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6298572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5407359 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1852098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586598 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 1/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3778746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3234253 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 7/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524937 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 8/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1156167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924574 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 9/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431677 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15145378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12101032 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3298585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2634392 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4931191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940370 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 1/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14377385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11463254 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 2/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2469690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1969817 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 3/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9944732 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 4/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4058229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3233726 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 5/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7764971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6191750 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 7/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10453578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8330322 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 8/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782738 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 9/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5357160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4260254 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18135685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14418249 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 1/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4094559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3249821 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 2/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7124214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5679971 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 3/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2093159 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 4/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7662712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6113733 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 6/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11728715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9286007 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3835461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3048191 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 3/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29412 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 7/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160689 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 2/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26398 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50223 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90835 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 1/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34244 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 4/1/2032<br>| &nbsp;&nbsp;$336541 | &nbsp;&nbsp;$323298 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 6/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804273 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110517 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218360 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 1/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123843 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 2/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341129 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 8/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1676995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576068 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 9/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2223228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088590 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 2/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587785 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 3/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728617 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 6/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194963 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 8/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114501 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 4/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3919935 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069286 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474550 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 7/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854110 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 8/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2477433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075429 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320125 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1928428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1613717 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917965 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 4/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6476246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5412884 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 7/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6148442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5129647 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 8/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10638120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8873717 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 9/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3659310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3051255 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13185671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10979213 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3286712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2771960 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 1/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6223851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5173697 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 2/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864555 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 3/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5227062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4343934 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 4/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4947917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4108701 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/1/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11525 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 8/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7012 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21718 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7038 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 8/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147121 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 9/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8473 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18352 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/1/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111122 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 4/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57237 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100704 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301956 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110363 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 8/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35974 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62850 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287037 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 7/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80765 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036818 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17841 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 8/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89212 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 9/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160037 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49485 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/1/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96512 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 4/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453140 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059743 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192351 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/1/2038<br>| &nbsp;&nbsp;$1516705 | &nbsp;&nbsp;$1445406 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502325 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370916 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109693 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 7/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24186 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200541 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 1/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356048 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331226 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 9/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18543 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125789 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24477 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168540 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 7/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189811 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126677 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265709 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239628 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 1/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671077 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215015 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246900 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133821 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 9/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168049 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391260 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3610377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3181556 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 1/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138835 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3165767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2813135 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 3/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731733 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817572 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 7/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720789 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 8/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298365 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 9/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2166260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1898970 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136804 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 1/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3059643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2699095 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 4/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576368 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 1/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2246641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955058 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3722382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3239113 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5672487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4914882 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10380240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9033526 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/1/2025<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 1/1/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 5/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7348 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/1/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7393 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 2/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13006 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 3/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49709 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/1/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75147 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 2/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158095 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48545 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359575 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/1/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11346 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 1/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89811 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 2/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123298 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 7/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51912 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/1/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114658 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 2/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39537 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8725 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 1/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23712 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 2/1/2045<br>| &nbsp;&nbsp;$1156116 | &nbsp;&nbsp;$1082886 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 5/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9703 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 8/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32169 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11266 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174295 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 1/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116371 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 2/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147765 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81892 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 5/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123051 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30729 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 7/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92021 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 8/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969236 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 1/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143960 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 2/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642783 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 3/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137619 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274314 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 5/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053014 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107750 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 7/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441666 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 9/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100419 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900021 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26467 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2404192 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 1/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56171 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 2/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89750 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150791 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473115 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919014 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 3/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063787 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 5/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940817 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2507686 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 7/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138384 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 8/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389760 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 2/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3027958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2780182 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222943 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 8/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2358414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181800 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 7/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589233 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253537 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 5/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2839550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2571755 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4213106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3801026 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 7/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2014709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1826661 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 2/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2063237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1874677 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/1/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43954 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/1/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33078 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318415 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 1/1/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014754 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 1/1/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36648 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 2/1/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30776 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17487 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 2/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93684 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207301 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64705 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65841 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11118 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 1/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203659 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/1/2045<br>| &nbsp;&nbsp;$12043 | &nbsp;&nbsp;$11470 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 5/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584663 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 7/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11010 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 9/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43587 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18436 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 2/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054097 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 4/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38187 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 7/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61047 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077358 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571662 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136490 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 4/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214827 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 7/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141798 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 8/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99531 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 9/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101291 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140465 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 2/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307455 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237603 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 7/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93275 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 9/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541102 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991060 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 1/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604624 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464013 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 7/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337304 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 8/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588034 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 9/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122402 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 2/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382832 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 7/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057763 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1703997 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 7/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903617 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 8/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2102170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970687 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4436478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4139844 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 5/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1827278 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3336558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3146439 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5222006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4856456 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/1/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779090 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 9/1/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125784 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17262 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 1/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22673 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 9/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39052 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/1/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4203 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61739 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 6/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14934 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 2/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72135 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 3/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238650 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184783 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 7/1/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59075 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/1/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200087 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 4/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84069 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 7/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397283 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 8/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249869 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97751 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 1/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33066 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 4/1/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49346 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 3/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341642 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 7/1/2052<br>| &nbsp;&nbsp;$1109426 | &nbsp;&nbsp;$1066753 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 8/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11067965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10594129 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 2/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686631 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 3/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1601906 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 3/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7299494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6990920 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2988936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2859333 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 1/1/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192494 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 6/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63564 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 7/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12885 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 5/1/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16896 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197036 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 1/1/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9665 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 6/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123437 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 9/1/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130287 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 3/1/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182657 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 9/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338066 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464086 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 6/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3921384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3855126 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1366621 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1958387 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 2/1/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9502 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 4/1/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44495 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 9/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14394 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 9/1/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22529 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 5/1/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254740 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/1/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466473 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 2/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2037122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048317 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 5/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2847930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2857354 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 9/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4239362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4247933 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 10/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3122383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3126217 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 8/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1877463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1877879 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386065 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 2/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3423828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3424587 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 7/15/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87685 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 2/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2884998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2944096 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 5/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160511 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 7/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910108 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 8/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402632 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 5/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3832807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900027 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 8/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5081839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5169790 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 9/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7324782 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 7/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878979 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 10/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558539 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 12/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1949366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2013295 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 6/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2243618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315640 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 8/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2349430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2424849 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 9/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2418310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2495939 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 11/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412485 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 11/1/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964743 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.25%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86321 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/1/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10094944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8022847 |
| Federal National Mortgage Association-ACES: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-M12, Class A2, 3.16%, 6/25/2027 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229951 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-M13, Class A2, 3.03%, 9/25/2027 (c)<br>| &nbsp;&nbsp;$220236 | &nbsp;&nbsp;$215122 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-M2, Class A2, 3.00%, 1/25/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211965 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-M1, Class A2, 3.66%, 9/25/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815124 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-M14, Class A2, 1.78%, 5/25/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421654 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-M42, Class A2, 1.27%, 7/25/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174382 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-M8, Class A2, 1.82%, 2/25/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122895 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-M11, Class A2, 1.51%, 3/25/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621877 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-M19, Class A2, 1.80%, 10/25/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258070 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-M4, Class A2, 4.87%, 12/25/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018936 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-M29, Class A2, VRN, 1.49%, 5/25/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240208 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-M52, Class A2, VRN, 1.36%, 10/25/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303843 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-M53, Class A2, VRN, 1.75%, 11/25/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459944 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-M1, Class A2, VRN, 1.43%, 11/25/2030 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52939 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-M4, Class A2, VRN, 1.51%, 2/25/2031 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241979 |
| FREMF Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K533, Class A2, VRN, 4.23%, 12/25/2029 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300562 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K759, Class A2, VRN, 4.80%, 1/25/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024951 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K760, Class A2, VRN, 4.55%, 1/25/2032 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808811 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 9/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461639 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8021566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6541973 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 1/20/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1541713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257222 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 4/20/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3272413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2667724 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 5/20/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1743542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1421330 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 6/20/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4968487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050195 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 8/20/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3002953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2447818 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 9/20/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5691777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4639466 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 12/20/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3152955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2569841 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 1/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5497884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4480985 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 3/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4464616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3638810 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 4/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2458095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003429 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 5/20/2052<br>| &nbsp;&nbsp;$3154944 | &nbsp;&nbsp;$2571384 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2744054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375051 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 8/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2760996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2351224 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 9/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1664667 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1628644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386677 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 11/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2990097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545629 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078688 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 1/20/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630883 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 4/20/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1838264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1564301 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 7/20/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1740273 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 8/20/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2822591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2401059 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 9/20/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16217508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13794293 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 10/20/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2246750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910868 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 1/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2257872 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 3/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682270 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 4/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727190 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 5/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4319704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3672570 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 1/20/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167873 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/20/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82557 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/20/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12410 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 3/20/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6222 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 4/20/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19168 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/20/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293968 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 7/20/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19566 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 8/20/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19451 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569352 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 3/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173386 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 4/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1076931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964882 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28515 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 7/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18291 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 8/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59480 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 9/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42110 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158518 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78386 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314176 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163801 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 4/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232567 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69909 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 7/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132020 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 8/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65741 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95845 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 1/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361526 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214114 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 3/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362030 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/20/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577325 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/20/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351350 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190296 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 3/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2992352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2656863 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980237 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 7/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1367140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214082 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447761 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 8/20/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3351577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2967058 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 9/20/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2501206 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/20/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2281617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2019148 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 3/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1798580 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 4/20/2052<br>| &nbsp;&nbsp;$7309908 | &nbsp;&nbsp;$6466147 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286671 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 6/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968492 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/20/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133236 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 1/20/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579848 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 5/20/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20611 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 9/20/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13514 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/20/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108247 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/20/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501624 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/20/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11354 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/20/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7437 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 3/20/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6504 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/20/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21725 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/20/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288780 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/20/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569176 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 1/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2136046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1984016 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 3/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45266 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24466 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 5/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24328 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371676 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 7/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58824 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120504 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415137 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271156 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 5/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178929 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120811 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 7/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94133 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 8/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151011 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 9/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60191 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59005 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749271 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3698954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425461 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87727 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 8/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62799 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 8/20/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221230 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 9/20/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650417 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/20/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133390 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 2/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220351 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 7/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314320 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1321562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216656 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2930843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678607 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 7/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554890 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 10/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3279464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995960 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2254883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060474 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 6/20/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837270 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3002475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2728546 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 4/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15497 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 2/20/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6424 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 7/20/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4663 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 7/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13878 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 8/20/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8301 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/20/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73856 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 5/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7473 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19514 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 8/20/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7175 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/20/2045<br>| &nbsp;&nbsp;$95253 | &nbsp;&nbsp;$91038 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 2/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70415 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 5/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72151 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49218 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 1/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143778 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58838 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 4/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109256 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 5/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75392 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 7/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74903 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 8/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33276 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 1/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52443 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 5/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911137 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341228 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 8/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278407 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117524 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94541 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 4/20/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79872 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/20/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176419 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 7/20/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96928 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 1/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147126 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270370 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 9/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2889792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2710726 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2978872 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3571605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350291 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 4/20/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822966 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2793452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2597451 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 1/20/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42283 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/20/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11615 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/20/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9709 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 4/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49438 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 6/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34760 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 7/20/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43148 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 4/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121813 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 8/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36201 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322661 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/20/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19921 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110126 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 7/20/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115421 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261088 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2512173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425072 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 1/20/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952043 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 3/20/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2934242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2832507 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 6/20/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860141 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 2/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919537 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4924393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4720907 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 2/20/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2387495 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 6/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7409 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44338 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 3/20/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18391 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/20/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73185 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 1/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80913 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 5/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60102 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 9/20/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102843 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 3/20/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121728 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 11/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1268314 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 1/20/2053<br>| &nbsp;&nbsp;$840641 | &nbsp;&nbsp;$828798 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 4/20/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908157 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 5/20/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2121976 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 7/20/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4141946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4086488 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 5/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405492 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 7/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526387 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 1/20/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9610327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9443002 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 6/20/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2501860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2458204 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 10/20/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15129 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 5/20/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193311 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 5/20/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2722142 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 7/20/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977246 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 8/20/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2051894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2063269 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 5/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2795784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2801217 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 8/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1883076 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 9/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6876864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6890228 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 12/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4512266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4521034 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 3/20/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5519548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5528831 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 12/20/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689701 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 8/20/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687294 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 9/20/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871614 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 2/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5998466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6120754 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 6/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852877 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 9/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5289453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5368763 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 3/20/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3097717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3144716 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 1/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1308123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343905 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 6/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2939817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3020890 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 8/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108948 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 3/20/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431605 |
| Government National Mortgage Association, TBA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 2.00%, 7/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4071950 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 2.50%, 7/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2973730 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 3.00%, 7/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3093787 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 3.50%, 7/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3590171 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 4.00%, 7/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3067363 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 4.50%, 7/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4545646 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 5.00%, 7/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5770525 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 5.50%, 7/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6482576 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 6.00%, 7/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600907 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 6.50%, 7/20/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3592540 |
| Tennessee Valley Authority: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 9/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64383 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427143 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 3/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413180 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 9/15/2065<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281877 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 8/1/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178387 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 5/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1365228 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 9/15/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155917 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 2.88%, 2/1/2027 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147729 |
| Uniform Mortgage-Backed Security, TBA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 1.50%, 7/1/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4443130 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 2.00%, 7/1/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2283368 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 2.00%, 7/1/2054<br>| &nbsp;&nbsp;$19750000 | &nbsp;&nbsp;$15629715 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 2.50%, 7/1/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3009077 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 2.50%, 7/1/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9826553 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 3.00%, 7/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6833611 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 3.50%, 7/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6302415 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 4.00%, 7/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7903980 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 4.50%, 7/1/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993802 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 4.50%, 7/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5619156 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 5.00%, 7/1/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4280898 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 5.00%, 7/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8503070 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 5.50%, 7/1/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2799995 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 5.50%, 7/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9749600 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 6.00%, 7/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17048936 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 6.50%, 7/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7716667 |
| &nbsp;&nbsp;&nbsp;&nbsp;TBA, 7.00%, 7/1/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3420268 |
| **TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS<br>(Cost $1,346,764,153)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;1279019021 |
| **U.S. TREASURY OBLIGATIONS — 44.8%** |  |  |
| U.S. Treasury Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 5/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770563 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 8/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5224844 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 5/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3723633 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 11/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7164844 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 8/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5103844 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 11/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2108125 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 8/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13271875 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 2/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8146875 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 2/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5899688 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 11/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4591641 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8078125 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 2/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4873656 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 8/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5621484 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 5/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3630469 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 8/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2243375 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 8/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5646094 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 2/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5285961 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 2/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8180859 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 11/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608203 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 5/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3741891 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 2/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2351569 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 2/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2356094 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 5/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277367 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 8/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688359 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 11/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142109 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 8/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211781 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 11/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2417719 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 5/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425367 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 8/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3349500 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 11/15/2046<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840625 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 5/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1759023 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 5/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4048359 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259391 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/15/2044<br>| &nbsp;&nbsp;$3075000 | &nbsp;&nbsp;$2367270 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436133 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447266 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651719 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 5/15/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470875 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2378000 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 8/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181617 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 2/15/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7480867 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 8/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4043375 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 11/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286891 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 2/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591668 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 2/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864031 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 8/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970703 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 5/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802031 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 5/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2895156 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 8/15/2042 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6713750 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 5/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562156 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 11/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4430125 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 2/15/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902188 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 8/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375750 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 2/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2332004 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 2/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6124219 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 5/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7545977 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 8/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1791250 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244648 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 8/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689766 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 2/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11189453 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 5/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12059297 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/2042<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17787656 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 11/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8090859 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 8/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6185742 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 8/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11838047 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 5/15/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459688 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437422 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 2/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10037500 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 8/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10504531 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 2/15/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648883 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 11/15/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224805 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 5/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561793 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 5/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290625 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 8/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4528828 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 2/15/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1537500 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/15/2038<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202250 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 8/15/2039<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647359 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 2/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11113672 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16446797 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 2/15/2040<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5429531 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 5/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11769375 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 11/15/2044<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14685937 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 5/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11415859 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 2/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16066875 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 2/15/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364273 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 2/15/2041<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658227 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/15/2043<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6992344 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 2/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17409766 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/15/2053<br>| &nbsp;&nbsp;$8125000 | &nbsp;&nbsp;$8053906 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 5/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15415234 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 5/15/2037<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318750 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 5/15/2045<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17978516 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 11/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470777 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 5/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5532813 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 11/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555313 |
| U.S. Treasury Notes: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 7/31/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1866563 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 9/30/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5571563 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 4/30/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2829023 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 6/30/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4222617 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 8/31/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3734375 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/31/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9055312 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 7/31/2026 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11093906 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 11/30/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8877770 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 12/31/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5562188 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 5/15/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9379109 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 8/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11726172 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 8/31/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4818945 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 1/31/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6030273 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 9/30/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11077285 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 11/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13297305 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 7/31/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6453672 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 10/31/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9161562 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 2/28/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196533 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 2/29/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8883242 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 8/31/2028 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18468750 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 2/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13412344 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 11/30/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13500156 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 12/31/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7219922 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 3/31/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5618438 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 4/30/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3738750 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 5/31/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5130898 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 6/30/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10241172 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 9/30/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12953281 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 8/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15826172 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 8/31/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2912578 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 10/31/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5099531 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 12/31/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12472734 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 11/15/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9413594 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 8/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6470502 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 1/31/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15481981 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/30/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18589063 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 2/15/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11629250 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 9/30/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215576 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 10/31/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1213623 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 8/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6676797 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 5/15/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14330469 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 1/31/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4671484 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 11/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2762578 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 7/31/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977813 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 2/28/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8723320 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 2/28/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10074766 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 2/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7468047 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 11/15/2026<br>| &nbsp;&nbsp;$2250000 | &nbsp;&nbsp;$2193838 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 2/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926758 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 8/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940000 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4593027 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 5/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7704660 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 3/31/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3573340 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 5/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4138277 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 3/31/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7340039 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 5/31/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5876484 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 2/15/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4285211 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 7/31/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3831563 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 4/30/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4911328 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 7/31/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5392578 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 2/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10005762 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 5/31/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3857500 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 8/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14298750 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13687187 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 8/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7559883 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 4/30/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5090039 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 5/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15396562 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 8/31/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9877344 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 11/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15210586 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 8/31/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7808125 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 6/30/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8423633 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 6/30/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7855000 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 9/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19365937 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 5/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13824844 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 9/30/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15421289 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 1/31/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975000 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/30/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5221699 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 9/30/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14851172 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 1/31/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8401719 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3948750 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 2/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11088516 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 3/31/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7487109 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 5/31/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6186922 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 8/31/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11444297 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 3/31/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8936016 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 9/30/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6884063 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 8/31/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12220332 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 4/30/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17998594 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 6/30/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25015625 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 8/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10004687 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 4/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10013281 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 5/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11018047 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 12/31/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10009375 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 5/31/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6485781 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 6/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9975781 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 12/31/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5971406 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 8/31/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6439570 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 3/31/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15025195 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 5/31/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10023828 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 10/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9533398 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/30/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3513398 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 12/31/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11046406 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 3/15/2028<br>| &nbsp;&nbsp;$10000000 | &nbsp;&nbsp;$10048437 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 6/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10053400 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 9/30/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6530469 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/30/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3515859 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 12/31/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6527930 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 4/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17070391 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 6/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20078125 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 8/15/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13051250 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 8/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17580937 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 1/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14033906 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12588867 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 2/29/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5037500 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/30/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7060156 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 1/31/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9586836 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 7/31/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14132344 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/31/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5048047 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 2/28/2030 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5049609 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 3/31/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15141797 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 5/31/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14895195 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 7/31/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5044141 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 1/31/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8057500 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 4/30/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8011250 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 6/30/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10009000 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 2/15/2034 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17322266 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 10/31/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11532344 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 1/31/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12809766 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 2/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13062969 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 2/28/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15079687 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 9/30/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3027422 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 10/31/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4389762 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 11/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12616211 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 7/31/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7945059 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 3/31/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12670898 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 10/31/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12173438 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 11/30/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11669805 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 8/31/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3652313 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 3/31/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6076875 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 7/31/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5564023 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 10/31/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7579102 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 11/30/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7577344 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 2/29/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7570313 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 3/31/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7567969 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 5/31/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12103125 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 11/15/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12585937 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/30/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13068047 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 12/31/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12574219 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 3/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11084219 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 1/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12156563 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 2/15/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13683516 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 2/28/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15776094 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 6/30/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13243750 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 1/31/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16318750 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 2/28/2031 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10703437 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 6/30/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9675898 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19567031 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 5/15/2035<br>| &nbsp;&nbsp;$19000000 | &nbsp;&nbsp;$19032656 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 7/31/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15060352 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 8/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5021680 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 12/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10075000 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 7/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9618750 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 8/31/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6118594 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 11/30/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8168125 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 12/31/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15375000 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 11/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7951016 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 1/31/2032<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11774922 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 5/15/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18284062 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 7/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5026172 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 4/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9618379 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10638633 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 5/31/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14897617 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/31/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7734375 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/15/2033 (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13869141 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 9/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7762563 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 10/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7062891 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 11/15/2026<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15147070 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 6/15/2027<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14741289 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 9/30/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8736406 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 4/30/2029<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11861172 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 9/30/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5966973 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 4/30/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7788281 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 5/31/2031<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11421953 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 2/15/2035<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20124609 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 10/31/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8288125 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 10/31/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5774141 |
| **TOTAL U.S. TREASURY OBLIGATIONS<br>(Cost $2,313,183,581)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;2235294510 |
| **MUNICIPAL BONDS & NOTES — 0.4%** | **MUNICIPAL BONDS & NOTES — 0.4%** |  |
| **CALIFORNIA — 0.1%** |  |  |
| Bay Area Toll Authority Revenue, CA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series F-3, 3.13%, 4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325959 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series S3, 6.91%, 10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28055 |
| California State University Revenue, CA<br>Series B, 3.90%, 11/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81854 |
| Regents of the University of California Medical Center Pooled Revenue, CA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series Q, 4.13%, 5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490343 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series H, 6.55%, 5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53262 |
| San Jose Redevelopment Successor Agency, Special Obligation, CA<br>Series A-T, 3.38%, 8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254074 |
| State of California, General Obligation, CA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247164 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355259 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1194172 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;7.30%, 10/1/2039 | $1375000 | &nbsp;&nbsp;$1590269 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 4/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115968 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.55%, 4/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119848 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.60%, 11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301457 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5157684 |
| **FLORIDA — 0.0% <sup>\*</sup>** |  |  |
| County of Miami-Dade Aviation Revenue, FL<br>Series C, 4.28%, 10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111751 |
| State Board of Administration Finance Corp. Revenue, FL: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 1.71%, 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47618 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 2.15%, 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44738 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 5.53%, 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359114 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563221 |
| **GEORGIA — 0.0% <sup>\*</sup>** |  |  |
| Municipal Electric Authority of Georgia Revenue, GA<br>6.66%, 4/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162208 |
| **ILLINOIS — 0.1%** |  |  |
| Chicago O'Hare International Airport Revenue, IL: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 4.47%, 1/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43435 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 4.57%, 1/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43402 |
| Sales Tax Securitization Corp. Revenue, IL<br>Series B, 3.59%, 1/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228713 |
| State of Illinois, General Obligation, IL: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1444003 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.63%, 2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161608 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.35%, 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84008 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005169 |
| **LOUISIANA — 0.0% <sup>\*</sup>** |  |  |
| Louisiana Local Government Environmental Facilities & Community Development Authority Revenue, LA<br>Series A, 4.48%, 8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474725 |
| **MARYLAND — 0.0% <sup>\*</sup>** |  |  |
| Maryland Economic Development Corp. Revenue, MD<br>5.43%, 5/31/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571172 |
| **MASSACHUSETTS — 0.0% <sup>\*</sup>** |  |  |
| Massachusetts School Building Authority Revenue, MA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 2.95%, 5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75347 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 3.40%, 10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16883 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92230 |
| **MICHIGAN — 0.0% <sup>\*</sup>** |  |  |
| Michigan Strategic Fund Revenue, MI<br>Series A, 3.23%, 9/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556722 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| University of Michigan Revenue, MI<br>Series A, 4.45%, 4/1/2122 | $650000 | &nbsp;&nbsp;$509787 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066509 |
| **MISSOURI — 0.0% <sup>\*</sup>** |  |  |
| Health & Educational Facilities Authority of the State of Missouri Revenue, MO: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.23%, 5/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210603 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.65%, 8/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73164 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283767 |
| **NEW JERSEY — 0.0% <sup>\*</sup>** |  |  |
| New Jersey Turnpike Authority Revenue, NJ: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 7.10%, 1/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114541 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series F, 7.41%, 1/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195044 |
| Rutgers The State University of New Jersey Revenue, NJ<br>Series P, 3.92%, 5/1/2119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23212 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332797 |
| **NEW YORK — 0.1%** |  |  |
| City of New York, General Obligation, NY: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series D-1, 5.11%, 10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470534 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B-1, 5.83%, 10/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309202 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series H, 6.39%, 2/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519949 |
| New York City Municipal Water Finance Authority Revenue, NY<br>Series AA, 5.44%, 6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24422 |
| New York State Dormitory Authority Revenue, NY<br>Series B, 5.83%, 7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365638 |
| Port Authority of New York & New Jersey Revenue, NY: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.14%, 2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357480 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.18%, 7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647225 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 210, 4.03%, 9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102198 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.46%, 10/1/2062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159440 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 192, 4.81%, 10/15/2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22421 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104152 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3082661 |
| **OHIO — 0.0% <sup>\*</sup>** |  |  |
| American Municipal Power, Inc. Revenue, OH<br>Series B, 7.83%, 2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178110 |
| **OREGON — 0.0% <sup>\*</sup>** |  |  |
| Port of Morrow Revenue, OR<br>Series 1, 2.54%, 9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565399 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **PENNSYLVANIA — 0.0% <sup>\*</sup>** |  |  |
| Commonwealth Financing Authority Revenue, PA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 2.99%, 6/1/2042 | $750000 | &nbsp;&nbsp;$553585 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 4.14%, 6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115291 |
| University of Pittsburgh-of the Commonwealth System of Higher Education Revenue, PA<br>Series A, 3.56%, 9/15/2119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63274 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732150 |
| **TEXAS — 0.1%** |  |  |
| Dallas Area Rapid Transit Revenue, TX: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 2.61%, 12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329487 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90278 |
| Dallas Fort Worth International Airport Revenue, TX<br>Series A, 2.99%, 11/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210927 |
| Grand Parkway Transportation Corp. Revenue, TX<br>Series B, 3.24%, 10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44338 |
| Permanent University Fund - University of Texas System Revenue, TX<br>Series A, 3.38%, 7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113262 |
| Texas Natural Gas Securitization Finance Corp. Revenue, TX<br>5.17%, 4/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404042 |
| Texas Private Activity Bond Surface Transportation Corp. Revenue, TX<br>Series B, 3.92%, 12/31/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390229 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582563 |
| **VIRGINIA — 0.0% <sup>\*</sup>** |  |  |
| University of Virginia Revenue, VA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.26%, 9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85399 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 4.18%, 9/1/2117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37285 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122684 |
| **TOTAL MUNICIPAL BONDS & NOTES<br>(Cost $20,489,457)<br>** | **TOTAL MUNICIPAL BONDS & NOTES<br>(Cost $20,489,457)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17973049 |
| **MORTGAGE-BACKED SECURITIES — 0.5%** | **MORTGAGE-BACKED SECURITIES — 0.5%** |  |
| Bank: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-BNK8, Class A4, 3.49%, 11/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86966 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-BNK8, Class B, 4.08%, 11/15/2050 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44633 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-BN14, Class A4, 4.23%, 9/15/2060 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-BN15, Class A4, 4.41%, 11/15/2061 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99731 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN18, Class A4, 3.58%, 5/15/2062<br>| &nbsp;&nbsp;$100000 | &nbsp;&nbsp;$94968 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN19, Class A3, 3.18%, 8/15/2061<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93634 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN20, Class A3, 3.01%, 9/15/2062<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46545 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN24, Class A3, 2.96%, 11/15/2062<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-BN28, Class A4, 1.84%, 3/15/2063<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81519 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-BN29, Class A4, 2.00%, 11/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430896 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-BN31, Class A4, 2.04%, 2/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203336 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-BN32, Class A5, 2.64%, 4/15/2054 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268205 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-BN37, Class A4, 2.37%, 11/15/2064<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432725 |
| Bank5 Series 2023-5YR3, Class A2, 6.26%, 9/15/2056<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198001 |
| BBCMS Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C3, Class A4, 3.58%, 5/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144824 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C8, Class A5, 2.04%, 10/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218715 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-C9, Class A5, 2.30%, 2/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219007 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-C14, Class A5, 2.95%, 2/15/2055 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-C19, Class A5, 5.45%, 4/15/2056<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206442 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-C20, Class A5, 5.58%, 7/15/2056<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104010 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C29, Class A3, 5.21%, 9/15/2057<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861505 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-C24, Class A5, 5.42%, 2/15/2057<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412907 |
| Benchmark Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-B2, Class A5, 3.88%, 2/15/2051 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127826 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-B3, Class A5, 4.03%, 4/10/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98433 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-B5, Class A4, 4.21%, 7/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98739 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B10, Class A4, 3.72%, 3/15/2062<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111266 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B12, Class A5, 3.12%, 8/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188107 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B16, Class A5, 2.73%, 2/15/2053<br>| &nbsp;&nbsp;$750000 | &nbsp;&nbsp;$689013 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B18, Class A5, 1.93%, 7/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69014 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-B24, Class A5, 2.58%, 3/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373157 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-B25, Class A5, 2.58%, 4/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438926 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-B38, Class A4, 5.52%, 4/15/2056<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259524 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-B39, Class A5, 5.75%, 7/15/2056<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241012 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-V9, Class A3, 5.60%, 8/15/2057<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310030 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-B28, Class A5, VRN, 2.22%, 8/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259807 |
| CD Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CD3, Class A4, 3.63%, 2/10/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288933 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-CD8, Class A4, 2.91%, 8/15/2057<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185410 |
| CFCRE Commercial Mortgage Trust Series 2016-C7, Class A3, 3.84%, 12/10/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295783 |
| Citigroup Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C4, Class A4, 3.47%, 10/12/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244293 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC41, Class A5, 2.87%, 8/10/2056<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93310 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC43, Class A4, 3.04%, 11/10/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139048 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-GC46, Class A5, 2.72%, 2/15/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688668 |
| COMM Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2014-CR16, Class B, 4.58%, 4/10/2047<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242665 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-COR3, Class A3, 4.23%, 5/10/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96443 |
| CSAIL Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CX10, Class A5, 3.46%, 11/15/2050 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240270 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C14, Class A4, 4.42%, 11/15/2051 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49567 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-CX11, Class A4, 3.77%, 4/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353697 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C17, Class A5, 3.02%, 9/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185291 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K068, Class A2, 3.24%, 8/25/2027<br>| &nbsp;&nbsp;$995000 | &nbsp;&nbsp;$977852 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K-154, Class A2, 4.35%, 1/25/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248530 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K-155, Class A2, 4.25%, 4/25/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K-157, Class A2, 4.20%, 5/25/2033<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250735 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K-159, Class A2, 4.50%, 7/25/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195298 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K-161, Class A2, 4.90%, 10/25/2033 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154014 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K505, Class A2, 4.82%, 6/25/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374291 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K512, Class A2, 5.00%, 11/25/2028<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179376 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series K751, Class A2, 4.41%, 3/25/2030<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504754 |
| Federal National Mortgage Association-ACES Series 2023-M6, Class A2, 4.19%, 7/25/2028 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478448 |
| GS Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-GS3, Class A4, 2.85%, 10/10/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195691 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-GS8, Class A4, 3.47%, 11/10/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242840 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC42, Class A4, 3.00%, 9/10/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-GSA2, Class A5, 2.01%, 12/12/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439959 |
| JPMBB Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-C30, Class A5, 3.82%, 7/15/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134066 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C1, Class B, 4.85%, 3/17/2049 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291967 |
| JPMCC Commercial Mortgage Securities Trust Series 2017-JP6, Class A5, 3.49%, 7/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485859 |
| JPMDB Commercial Mortgage Securities Trust Series 2020-COR7, Class A5, 2.18%, 5/13/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835360 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33, Class A5, 3.60%, 5/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413869 |
| Morgan Stanley Capital I Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-L1, Class A3, 4.14%, 10/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147895 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-H7, Class A4, 3.26%, 7/15/2052<br>| &nbsp;&nbsp;$200000 | &nbsp;&nbsp;$189661 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-L5, Class A4, 2.73%, 5/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313296 |
| UBS Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C8, Class A4, 3.98%, 2/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395693 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C16, Class A4, 3.60%, 4/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96448 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C9, Class A4, VRN, 4.12%, 3/15/2051 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738107 |
| Wells Fargo Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C39, Class A4, 3.16%, 9/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290411 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C42, Class A4, 3.59%, 12/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243105 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-C47, Class A4, 4.44%, 9/15/2061<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149441 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C52, Class A5, 2.89%, 8/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186746 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-C53, Class A4, 3.04%, 10/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93814 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-C59, Class A5, 2.63%, 4/15/2054<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310672 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C1, Class A3, 5.93%, 7/15/2057<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043705 |
| **TOTAL MORTGAGE-BACKED SECURITIES<br>(Cost $27,264,335)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25567600 |
| **COMMERCIAL MORTGAGE BACKED SECURITIES — 0.3%** | **COMMERCIAL MORTGAGE BACKED SECURITIES — 0.3%** |  |
| Bank: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-BNK8, Class A3, 3.23%, 11/15/2050<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1366479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331834 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN21, Class A5, 2.85%, 10/17/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344189 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BNK39, Class AS, 3.18%, 2/15/2055<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-BNK47, Class A5, 5.72%, 6/15/2057<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315287 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-BNK49, Class A5, VRN, 5.62%, 3/15/2058 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522097 |
| Bank5 Series 2023-5YR4, Class A3, 6.50%, 12/15/2056<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456075 |
| BBCMS Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-C22, Class A5, 6.80%, 11/15/2056 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195281 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C31, Class A3, 5.61%, 12/15/2057<br>| &nbsp;&nbsp;$66667 | &nbsp;&nbsp;$69140 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5C33, Class A4, 5.84%, 3/15/2058<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313946 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-C32, Class A5, 5.72%, 2/15/2062<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904969 |
| Benchmark Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-B8, Class A4, 3.96%, 1/15/2052<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736376 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-V3, Class A3, VRN, 6.36%, 7/15/2056 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2618647 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-V11, Class A3, VRN, 5.91%, 11/15/2057 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419276 |
| BMO Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-5C1, Class A3, 6.53%, 8/15/2056 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525226 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-C5, Class A5, 5.77%, 6/15/2056<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522742 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C4, Class A3, 6.53%, 5/15/2057 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530065 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5C10, Class A3, 5.58%, 5/15/2058<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241550 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-C11, Class A5, 5.69%, 2/15/2058<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522515 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C8, Class A3, VRN, 5.63%, 12/15/2057 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129413 |
| Citigroup Commercial Mortgage Trust Series 2022-GC48, Class A5, VRN, 4.74%, 5/15/2054 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742072 |
| DBJPM Mortgage Trust Series 2016-C3, Class A5, 2.89%, 8/10/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391872 |
| GS Mortgage Securities Trust Series 2020-GC47, Class A5, 2.38%, 5/12/2053<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270536 |
| Morgan Stanley Capital I Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-H4, Class A4, 4.31%, 12/15/2051<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494466 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-L8, Class A5, 3.92%, 4/15/2055 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629036 |
| Wells Fargo Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-NXS2, Class A5, 3.77%, 7/15/2058 (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61787 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5C3, Class A3, 6.10%, 1/15/2058<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527910 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5C4, Class A3, 5.67%, 5/15/2058<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312302 |
| **TOTAL COMMERCIAL MORTGAGE BACKED SECURITIES<br>(Cost $15,193,621)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15573661 |

---

&nbsp;&nbsp;&nbsp;&nbsp;

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **SHORT-TERM INVESTMENTS — 5.2%** | **SHORT-TERM INVESTMENTS — 5.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (e) (f) | 161602327 | &nbsp;&nbsp;$161602327 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Portfolio II (g) (h) | &nbsp;&nbsp;96676701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96676701 |
| **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $258,279,028)<br>** | **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $258,279,028)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;258279028 |
| **TOTAL INVESTMENTS — 104.2%<br>(Cost $5,402,073,862)<br>** | **TOTAL INVESTMENTS — 104.2%<br>(Cost $5,402,073,862)<br>** | &nbsp;&nbsp;5196057527 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS — (4.2)% <br>** | **LIABILITIES IN EXCESS OF OTHER ASSETS — (4.2)% <br>** | &nbsp;&nbsp;&nbsp;&nbsp;(208401907) |
| **NET ASSETS — 100.0%<br>** | **NET ASSETS — 100.0%<br>** | $4987655620 |

---

(a) All or a portion of the shares of the security are on loan at June 30, 2025.

(b) When-issued security.

(c) Variable Rate Security - Interest rate shown is rate in effect at June 30, 2025. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above.

(d) Securities purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 0.3% of net assets as of June 30, 2025, may be resold in transactions exempt from registration, normally to qualified institutional buyers.

(e) The Portfolio invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below.

(f) The rate shown is the annualized seven-day yield at June 30, 2025.

(g) The Portfolio invested in an affiliated entity. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below.

(h) Investment of cash collateral for securities loaned.

\* Amount is less than 0.05% of net assets.

---

| | |
|:---|:---|
| ABS | Asset-Backed Security |
| CMT | Constant Maturity Treasury |
| DMTN | Domestic Medium Term Note |
| GMTN | Global Medium Term Note |
| MTN | Medium Term Note |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |
| TBA | To Be Announced |
| VRN | Variable Rate Note |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Corporate Bonds & Notes<br>| $— | $1191680509 | $— | $1191680509 |
| Asset-Backed Securities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18891842 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18891842 |
| Foreign Government Obligations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;153778307 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;153778307 |
| U.S. Government Agency Obligations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;1279019021 | &nbsp;&nbsp;— | &nbsp;&nbsp;1279019021 |
| U.S. Treasury Obligations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;2235294510 | &nbsp;&nbsp;— | &nbsp;&nbsp;2235294510 |
| Municipal Bonds & Notes<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17973049 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17973049 |
| Mortgage-Backed Securities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25567600 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25567600 |
| Commercial Mortgage Backed Securities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15573661 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15573661 |
| Short-Term Investments<br>| &nbsp;&nbsp;258279028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;258279028 |
| **TOTAL INVESTMENTS<br>**  | $258279028 | $4937778499 | $— | $5196057527 |

---

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| 173828902 | $173828902 | $549140572 | $561367147 | $— | $— | 161602327 | $161602327 | $2540360 |
| State Street Navigator Securities Lending Portfolio II<br>| 116852580 | &nbsp;&nbsp;116852580 | &nbsp;&nbsp;&nbsp;&nbsp;883457873 | &nbsp;&nbsp;&nbsp;&nbsp;903633752 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;96676701 | &nbsp;&nbsp;&nbsp;96676701 | &nbsp;&nbsp;&nbsp;&nbsp;142440 |
| Total<br>|  | $290681482 | $1432598445 | $1465000899 | $— | $— |  | $258279028 | $2682800 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **COMMON STOCKS — 99.3%** |  |  |
| **AUSTRALIA — 4.6%** | **AUSTRALIA — 4.6%** | **AUSTRALIA — 4.6%** |
| Abacus Group REIT | &nbsp;&nbsp;&nbsp;&nbsp;78325 | &nbsp;&nbsp;$57490 |
| Abacus Storage King REIT | &nbsp;&nbsp;&nbsp;161301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162263 |
| Accent Group Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;80316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73426 |
| AGL Energy Ltd. | &nbsp;&nbsp;&nbsp;165148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053076 |
| Alpha HPA Ltd. (b) | &nbsp;&nbsp;&nbsp;216023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121043 |
| ALS Ltd. | &nbsp;&nbsp;&nbsp;137288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1538516 |
| Amotiv Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;43623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228993 |
| AMP Ltd. | &nbsp;&nbsp;&nbsp;623206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514607 |
| Ampol Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;67473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138183 |
| Ansell Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;38906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772306 |
| ANZ Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;841315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16077537 |
| APA Group Stapled Security | &nbsp;&nbsp;&nbsp;369249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977037 |
| ARB Corp. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;21492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460572 |
| Arena REIT (a) | &nbsp;&nbsp;&nbsp;107314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260918 |
| Aristocrat Leisure Ltd. | &nbsp;&nbsp;&nbsp;158660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6776236 |
| ASX Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;55014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2515087 |
| Atlas Arteria Ltd. Stapled Security | &nbsp;&nbsp;&nbsp;308093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027716 |
| AUB Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767566 |
| Aurizon Holdings Ltd. | &nbsp;&nbsp;&nbsp;501932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996692 |
| Aussie Broadband Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;62625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160471 |
| Austal Ltd. (b) | &nbsp;&nbsp;&nbsp;104593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430463 |
| AVZ Minerals Ltd. (a) (b) (c) | &nbsp;&nbsp;&nbsp;378780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19362 |
| Bank of Queensland Ltd. | &nbsp;&nbsp;&nbsp;187289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954916 |
| Bapcor Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;89846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294403 |
| Beach Energy Ltd. | &nbsp;&nbsp;&nbsp;435594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376816 |
| Bega Cheese Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;66288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237192 |
| Bellevue Gold Ltd. (b) | &nbsp;&nbsp;&nbsp;400377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236148 |
| Bendigo & Adelaide Bank Ltd. | &nbsp;&nbsp;&nbsp;160861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332512 |
| BHP Group Ltd. | 1436813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34604370 |
| BlueScope Steel Ltd. | &nbsp;&nbsp;&nbsp;122389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1853599 |
| Boss Energy Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;131047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401067 |
| Brambles Ltd. | &nbsp;&nbsp;&nbsp;391723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6012282 |
| Breville Group Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;28855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557660 |
| Brickworks Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;22267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501988 |
| BWP Trust REIT (a) | &nbsp;&nbsp;&nbsp;161573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372722 |
| Capricorn Metals Ltd. (b) | &nbsp;&nbsp;&nbsp;109807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687237 |
| CAR Group Ltd. | &nbsp;&nbsp;&nbsp;106940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2622511 |
| Catalyst Metals Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;60338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206412 |
| Centuria Capital Group REIT (a) | &nbsp;&nbsp;&nbsp;181139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200025 |
| Centuria Industrial REIT | &nbsp;&nbsp;&nbsp;143873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294176 |
| Centuria Office REIT (a) | &nbsp;&nbsp;&nbsp;&nbsp;90435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66675 |
| Challenger Ltd. | &nbsp;&nbsp;&nbsp;141338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748417 |
| Charter Hall Group REIT | &nbsp;&nbsp;&nbsp;133887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683785 |
| Charter Hall Long Wale REIT | &nbsp;&nbsp;&nbsp;174341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466158 |
| Charter Hall Retail REIT | &nbsp;&nbsp;&nbsp;148113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372733 |
| Charter Hall Social Infrastructure REIT | &nbsp;&nbsp;&nbsp;&nbsp;90496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171396 |
| Cleanaway Waste Management Ltd. | &nbsp;&nbsp;&nbsp;637258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135946 |
| Cochlear Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3645632 |
| Codan Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;37031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488035 |
| Coles Group Ltd. | &nbsp;&nbsp;&nbsp;382133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5218980 |
| Collins Foods Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168819 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;474021 | &nbsp;&nbsp;$57392532 |
| Computershare Ltd. | &nbsp;&nbsp;&nbsp;148927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3893237 |
| Corporate Travel Management Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;32318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293338 |
| Credit Corp. Group Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;15386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136426 |
| Cromwell Property Group REIT | &nbsp;&nbsp;&nbsp;314615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70102 |
| Data#3 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;41668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207807 |
| Deep Yellow Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;261606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286311 |
| Deterra Royalties Ltd. (a) | &nbsp;&nbsp;&nbsp;119807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295218 |
| Dexus REIT (a) | &nbsp;&nbsp;&nbsp;304536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327192 |
| Dexus Industria REIT | &nbsp;&nbsp;&nbsp;&nbsp;67069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119554 |
| Dicker Data Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;20356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107656 |
| DigiCo Infrastructure REIT | &nbsp;&nbsp;&nbsp;116577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256700 |
| Domain Holdings Australia Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;51929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149399 |
| Domino's Pizza Enterprises Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;16170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204204 |
| Downer EDI Ltd. | &nbsp;&nbsp;&nbsp;202709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838254 |
| Dyno Nobel Ltd. | &nbsp;&nbsp;&nbsp;508824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897002 |
| Eagers Automotive Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;37573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429680 |
| EBOS Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;55346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291835 |
| Elders Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;46248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190944 |
| Emerald Resources NL (b) | &nbsp;&nbsp;&nbsp;143377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368332 |
| Endeavour Group Ltd. | &nbsp;&nbsp;&nbsp;433685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139704 |
| Evolution Mining Ltd. | &nbsp;&nbsp;&nbsp;566955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2894406 |
| EVT Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;25309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276161 |
| Firefinch Ltd. (a) (b) (c) | &nbsp;&nbsp;&nbsp;180320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7091 |
| Flight Centre Travel Group Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;51467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420937 |
| Fortescue Ltd. | &nbsp;&nbsp;&nbsp;479479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4801382 |
| G8 Education Ltd. | &nbsp;&nbsp;&nbsp;198727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153678 |
| Genesis Minerals Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;287876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811236 |
| Glencore PLC (b) | 2861402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11120296 |
| Gold Road Resources Ltd. | &nbsp;&nbsp;&nbsp;286951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614934 |
| Goodman Group REIT | &nbsp;&nbsp;&nbsp;574939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12901164 |
| GPT Group REIT | &nbsp;&nbsp;&nbsp;542378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720366 |
| GrainCorp Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;62803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320209 |
| Greatland Resources Ltd. (b) | &nbsp;&nbsp;&nbsp;106802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482978 |
| Growthpoint Properties Australia Ltd. REIT (a) | &nbsp;&nbsp;&nbsp;&nbsp;74731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114112 |
| Guzman y Gomez Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68579 |
| Hansen Technologies Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;48529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158381 |
| Harvey Norman Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;158758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548302 |
| Healius Ltd. (a) | &nbsp;&nbsp;&nbsp;128559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66137 |
| Helia Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;67284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248252 |
| HMC Capital Ltd. REIT | &nbsp;&nbsp;&nbsp;&nbsp;79560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265912 |
| HomeCo Daily Needs REIT | &nbsp;&nbsp;&nbsp;482775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397065 |
| HUB24 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;22983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343071 |
| IDP Education Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;72125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173470 |
| IGO Ltd. (a) | &nbsp;&nbsp;&nbsp;185765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507660 |
| Iluka Resources Ltd. (a) | &nbsp;&nbsp;&nbsp;121655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302961 |
| Imdex Ltd. | &nbsp;&nbsp;&nbsp;139511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248686 |
| Ingenia Communities Group REIT | &nbsp;&nbsp;&nbsp;102497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367428 |
| Inghams Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;99084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230518 |
| Insignia Financial Ltd. (b) | &nbsp;&nbsp;&nbsp;142038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337897 |
| Insurance Australia Group Ltd. | &nbsp;&nbsp;&nbsp;669708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3963206 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| IperionX Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;110016 | &nbsp;&nbsp;$342470 |
| IPH Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;68789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206470 |
| IRESS Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;44456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233074 |
| JB Hi-Fi Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;30286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2190219 |
| Judo Capital Holdings Ltd. (b) | &nbsp;&nbsp;&nbsp;221524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227200 |
| Kelsian Group Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;35773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88852 |
| Lendlease Corp. Ltd. Stapled Security | &nbsp;&nbsp;&nbsp;194317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685120 |
| Leo Lithium Ltd. (a) (c) | &nbsp;&nbsp;&nbsp;203060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27513 |
| Lifestyle Communities Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;28492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130706 |
| Liontown Resources Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;446755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204947 |
| Lottery Corp. Ltd. | &nbsp;&nbsp;&nbsp;647115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260383 |
| Lovisa Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;18279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379499 |
| Lynas Rare Earths Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;238191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344008 |
| MA Financial Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;28802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143264 |
| Maas Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;46222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128436 |
| MAC Copper Ltd. CDI (b) | &nbsp;&nbsp;&nbsp;&nbsp;15921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191982 |
| Macquarie Group Ltd. | &nbsp;&nbsp;&nbsp;102520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15367566 |
| Macquarie Technology Group Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245071 |
| Mader Group Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;34029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150085 |
| Magellan Financial Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;41167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230938 |
| McMillan Shakespeare Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160758 |
| Medibank Pvt Ltd. | &nbsp;&nbsp;&nbsp;779549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2579931 |
| Megaport Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;43745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413970 |
| Mesoblast Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;279136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302752 |
| Metcash Ltd. | &nbsp;&nbsp;&nbsp;276046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707345 |
| Mineral Resources Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;47938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677333 |
| Mirvac Group REIT | 1117234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610795 |
| Monadelphous Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;31670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364457 |
| Myer Holdings Ltd. | &nbsp;&nbsp;&nbsp;346304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137305 |
| Nanosonics Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;64592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171438 |
| National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;867124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22367099 |
| National Storage REIT | &nbsp;&nbsp;&nbsp;326097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491528 |
| Netwealth Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;34675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763308 |
| Neuren Pharmaceuticals Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;32616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301600 |
| New Hope Corp. Ltd. | &nbsp;&nbsp;&nbsp;140723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341224 |
| NEXTDC Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;177905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690556 |
| nib holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;127242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590387 |
| Nick Scali Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;21796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260112 |
| Nine Entertainment Co. Holdings Ltd. | &nbsp;&nbsp;&nbsp;367665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391543 |
| Northern Star Resources Ltd. | &nbsp;&nbsp;&nbsp;384434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4673466 |
| NRW Holdings Ltd. | &nbsp;&nbsp;&nbsp;104835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205424 |
| Nufarm Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;72045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116148 |
| Nuix Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;50018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71787 |
| Objective Corp. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118948 |
| OceanaGold Corp. | &nbsp;&nbsp;&nbsp;&nbsp;62367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878481 |
| Ora Banda Mining Ltd. (b) | &nbsp;&nbsp;&nbsp;346621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173776 |
| Orica Ltd. | &nbsp;&nbsp;&nbsp;137992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1762540 |
| Origin Energy Ltd. | &nbsp;&nbsp;&nbsp;487780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3449203 |
| Orora Ltd. | &nbsp;&nbsp;&nbsp;368658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456624 |
| Paladin Energy Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;105409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557474 |
| Pantoro Gold Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;98705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196000 |
| Perenti Ltd. | &nbsp;&nbsp;&nbsp;237568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252218 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Perpetual Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;29508 | &nbsp;&nbsp;$349246 |
| Perseus Mining Ltd. | &nbsp;&nbsp;&nbsp;387367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863127 |
| PEXA Group Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;33424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297900 |
| Pilbara Minerals Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;865571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757281 |
| Pinnacle Investment Management Group Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;51790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697140 |
| PolyNovo Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;146523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114749 |
| Premier Investments Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360093 |
| Pro Medicus Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3039305 |
| PWR Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;18280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83020 |
| Qantas Airways Ltd. | &nbsp;&nbsp;&nbsp;209880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477232 |
| QBE Insurance Group Ltd. | &nbsp;&nbsp;&nbsp;427547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6553713 |
| Qube Holdings Ltd. | &nbsp;&nbsp;&nbsp;475782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334520 |
| Ramelius Resources Ltd. (a) | &nbsp;&nbsp;&nbsp;367735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607308 |
| Ramsay Health Care Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;55554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335785 |
| REA Group Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;14963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2358246 |
| Redox Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;39694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56189 |
| Reece Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;65641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617306 |
| Region Group REIT | &nbsp;&nbsp;&nbsp;307818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443803 |
| Regis Healthcare Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;36361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186821 |
| Regis Resources Ltd. (b) | &nbsp;&nbsp;&nbsp;189984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546581 |
| Resolute Mining Ltd. (b) | &nbsp;&nbsp;&nbsp;572680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228937 |
| Rio Tinto Ltd. (a) | &nbsp;&nbsp;&nbsp;105106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7379246 |
| Rio Tinto PLC | &nbsp;&nbsp;&nbsp;319455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18583120 |
| Sandfire Resources Ltd. (b) | &nbsp;&nbsp;&nbsp;134852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991571 |
| Santos Ltd. | &nbsp;&nbsp;&nbsp;919577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4616260 |
| Scentre Group REIT | 1474785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3440742 |
| SEEK Ltd. | &nbsp;&nbsp;&nbsp;100465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583446 |
| Service Stream Ltd. | &nbsp;&nbsp;&nbsp;165681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215529 |
| SGH Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;57619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041717 |
| Sigma Healthcare Ltd. | 1307397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2561840 |
| Silex Systems Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;87668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242453 |
| SiteMinder Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;71580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207811 |
| SmartGroup Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;25202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121724 |
| Sonic Healthcare Ltd. | &nbsp;&nbsp;&nbsp;129221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2268711 |
| South32 Ltd. (a) (d) | &nbsp;&nbsp;&nbsp;&nbsp;10757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20490 |
| South32 Ltd. (d) | 1266982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2416222 |
| Spartan Resources Ltd. (b) | &nbsp;&nbsp;&nbsp;317011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412390 |
| Stanmore Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;75085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92017 |
| Steadfast Group Ltd. | &nbsp;&nbsp;&nbsp;301126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186031 |
| Stockland REIT | &nbsp;&nbsp;&nbsp;679486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386814 |
| Suncorp Group Ltd. | &nbsp;&nbsp;&nbsp;306545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4341326 |
| Super Retail Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;47823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446293 |
| Superloop Ltd. (b) | &nbsp;&nbsp;&nbsp;137650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271529 |
| Tabcorp Holdings Ltd. | &nbsp;&nbsp;&nbsp;559156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262007 |
| Technology One Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;83422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2242042 |
| Telix Pharmaceuticals Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;76534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224823 |
| Telstra Group Ltd. | 1164676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3694229 |
| Temple & Webster Group Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;23638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330272 |
| Transurban Group Stapled Security | &nbsp;&nbsp;&nbsp;880109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8063377 |
| Treasury Wine Estates Ltd. | &nbsp;&nbsp;&nbsp;225054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151890 |
| Tuas Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;71703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279594 |
| Vault Minerals Ltd. (b) | 1707623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470018 |
| Ventia Services Group Pty. Ltd. | &nbsp;&nbsp;&nbsp;215133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730315 |
| Vicinity Ltd. REIT | 1085703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757443 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Viva Energy Group Ltd. (e) | 291189 | &nbsp;&nbsp;$412194 |
| Vulcan Energy Resources Ltd. (a) (b) | &nbsp;&nbsp;37135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88585 |
| Vulcan Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32523 |
| WA1 Resources Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;9274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96271 |
| Washington H Soul Pattinson & Co. Ltd. (a) | &nbsp;&nbsp;67660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1862765 |
| Waypoint REIT Ltd. | 177848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286720 |
| WEB Travel Group Ltd. (b) | 111141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324121 |
| Wesfarmers Ltd. | 321303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17845464 |
| West African Resources Ltd. (b) | 286625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426396 |
| Westgold Resources Ltd. | 237168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446079 |
| Westpac Banking Corp. | 969248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21507762 |
| Whitehaven Coal Ltd. | 237807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846248 |
| WiseTech Global Ltd. | &nbsp;&nbsp;56716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4052518 |
| Woodside Energy Group Ltd. | 537461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8323079 |
| Woolworths Group Ltd. | 345883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7051842 |
| Worley Ltd. | 137958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182573 |
| Yancoal Australia Ltd. (a) | 104860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396514 |
| Zip Co. Ltd. (a) (b) | 371770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747973 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455088628 |
| **AUSTRIA — 0.3%** | **AUSTRIA — 0.3%** | **AUSTRIA — 0.3%** |
| ams-OSRAM AG (b) | &nbsp;&nbsp;21918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292699 |
| ANDRITZ AG | &nbsp;&nbsp;18871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1397773 |
| BAWAG Group AG (e) | &nbsp;&nbsp;22255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2831844 |
| CA Immobilien Anlagen AG | &nbsp;&nbsp;10087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287253 |
| CPI Europe AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;8587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189199 |
| DO & Co. AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;1862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396050 |
| Erste Group Bank AG | &nbsp;&nbsp;86512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7342214 |
| EVN AG | &nbsp;&nbsp;23519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646022 |
| Kontron AG | &nbsp;&nbsp;10338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303381 |
| Lenzing AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;5138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145353 |
| Mondi PLC (d) | 107269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1748517 |
| Mondi PLC (a) (d) | &nbsp;&nbsp;&nbsp;&nbsp;9256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151607 |
| Oesterreichische Post AG | &nbsp;&nbsp;13014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462113 |
| OMV AG | &nbsp;&nbsp;41591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2254580 |
| Palfinger AG | &nbsp;&nbsp;&nbsp;&nbsp;2748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115481 |
| Porr AG | &nbsp;&nbsp;&nbsp;&nbsp;3398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112483 |
| Raiffeisen Bank International AG | &nbsp;&nbsp;33934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030889 |
| Schoeller-Bleckmann Oilfield Equipment AG | &nbsp;&nbsp;&nbsp;&nbsp;1927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68200 |
| UNIQA Insurance Group AG | &nbsp;&nbsp;29267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395083 |
| Verbund AG | &nbsp;&nbsp;26381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017521 |
| Vienna Insurance Group AG Wiener Versicherung Gruppe | &nbsp;&nbsp;&nbsp;&nbsp;9307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477423 |
| voestalpine AG | &nbsp;&nbsp;39969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121330 |
| Wienerberger AG | &nbsp;&nbsp;29731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103529 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24890544 |
| **BELGIUM — 0.6%** | **BELGIUM — 0.6%** | **BELGIUM — 0.6%** |
| Ackermans & van Haaren NV | &nbsp;&nbsp;&nbsp;&nbsp;6572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1674055 |
| Aedifica SA REIT | &nbsp;&nbsp;12552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973191 |
| Ageas SA | &nbsp;&nbsp;45897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3089798 |
| Anheuser-Busch InBev SA | 284590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19455993 |
| Azelis Group NV (a) | &nbsp;&nbsp;41854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664733 |
| Barco NV | &nbsp;&nbsp;14654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212784 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Bekaert SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp;$396005 |
| Cofinimmo SA REIT | &nbsp;&nbsp;&nbsp;&nbsp;10156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920349 |
| Colruyt Group NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357632 |
| Deme Group NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267761 |
| D'ieteren Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224282 |
| Elia Group SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;14526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666768 |
| Fagron | &nbsp;&nbsp;&nbsp;&nbsp;17398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458488 |
| Galapagos NV (b) | &nbsp;&nbsp;&nbsp;&nbsp;10952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305458 |
| Groupe Bruxelles Lambert NV | &nbsp;&nbsp;&nbsp;&nbsp;22651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1922375 |
| KBC Ancora | &nbsp;&nbsp;&nbsp;&nbsp;10265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703695 |
| KBC Group NV | &nbsp;&nbsp;&nbsp;&nbsp;65526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6742602 |
| Kinepolis Group NV (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124616 |
| Lotus Bakeries NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102890 |
| Melexis NV (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406189 |
| Montea NV REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373300 |
| Ontex Group NV (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;20660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164912 |
| Proximus SADP (a) | &nbsp;&nbsp;&nbsp;&nbsp;32097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311212 |
| Recticel SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;17805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213602 |
| Retail Estates NV REIT (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210800 |
| Shurgard Self Storage Ltd. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401793 |
| Sofina SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348236 |
| Solvay SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;19757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680446 |
| Syensqo SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;19635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509218 |
| Tessenderlo Group SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151907 |
| UCB SA | &nbsp;&nbsp;&nbsp;&nbsp;35650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6986479 |
| Umicore SA | &nbsp;&nbsp;&nbsp;&nbsp;52036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762309 |
| Vastned NV REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75889 |
| VGP NV (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361512 |
| Warehouses De Pauw CVA REIT | &nbsp;&nbsp;&nbsp;&nbsp;49614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205555 |
| X-Fab Silicon Foundries SE (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;15689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123851 |
| Xior Student Housing NV REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322805 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57873490 |
| **BERMUDA — 0.0% <sup>\*</sup>** | **BERMUDA — 0.0% <sup>\*</sup>** | **BERMUDA — 0.0% <sup>\*</sup>** |
| Conduit Holdings Ltd.  | &nbsp;&nbsp;&nbsp;&nbsp;37895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194995 |
| **BRAZIL — 1.4%** | **BRAZIL — 1.4%** | **BRAZIL — 1.4%** |
| Afya Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53580 |
| Allos SA | &nbsp;&nbsp;&nbsp;&nbsp;94822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394726 |
| Alpargatas SA Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;41207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69838 |
| Alupar Investimento SA | &nbsp;&nbsp;&nbsp;&nbsp;48342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274136 |
| Ambev SA | 1357867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3313904 |
| Auren Energia SA | &nbsp;&nbsp;&nbsp;243430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453600 |
| Azzas 2154 SA | &nbsp;&nbsp;&nbsp;&nbsp;33090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260702 |
| B3 SA - Brasil Bolsa Balcao | 1565403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4181789 |
| Banco ABC Brasil SA Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;17795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73001 |
| Banco Bradesco SA | &nbsp;&nbsp;&nbsp;474940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262655 |
| Banco Bradesco SA Preference Shares | 1431082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4412930 |
| Banco BTG Pactual SA  | &nbsp;&nbsp;&nbsp;338108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2617343 |
| Banco do Brasil SA | &nbsp;&nbsp;&nbsp;481400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948409 |
| Banco do Estado do Rio Grande do Sul SA Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;55500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117653 |
| Banco Pan SA Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;88800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131625 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| BB Seguridade Participacoes SA | 189000 | &nbsp;&nbsp;$1239719 |
| Bradespar SA Preference Shares | 141636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407429 |
| Braskem SA Preference Shares (b) | &nbsp;&nbsp;89100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148069 |
| Brava Energia (b) | 158370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504894 |
| BRF SA | 163886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604755 |
| Caixa Seguridade Participacoes SA | 135300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364165 |
| Centrais Eletricas Brasileiras SA | 380219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2801911 |
| Centrais Eletricas Brasileiras SA Preference Shares | &nbsp;&nbsp;57300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466245 |
| Cia de Ferro Ligas da Bahia FERBASA Preference Shares | &nbsp;&nbsp;42400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52827 |
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP | 144400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3151859 |
| Cia de Saneamento de Minas Gerais Copasa MG | &nbsp;&nbsp;49600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254187 |
| Cia De Sanena Do Parana | &nbsp;&nbsp;38500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268689 |
| Cia De Sanena Do Parana Preference Shares | 132600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183429 |
| Cia Energetica de Minas Gerais Preference Shares | 495373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980245 |
| Cia Paranaense de Energia - Copel Class B, Preference Shares | 246200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562062 |
| Cia Siderurgica Nacional SA | 149200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203386 |
| Cogna Educacao SA | 424300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218453 |
| Cosan SA (b) | 268780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337831 |
| CPFL Energia SA | &nbsp;&nbsp;77500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580201 |
| Cury Construtora e Incorporadora SA | &nbsp;&nbsp;24600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133055 |
| Cyrela Brazil Realty SA Empreendimentos e Participacoes | &nbsp;&nbsp;67500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323287 |
| Dexco SA | &nbsp;&nbsp;93038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96654 |
| Direcional Engenharia SA | &nbsp;&nbsp;35629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266474 |
| EcoRodovias Infraestrutura e Logistica SA (b) | &nbsp;&nbsp;81929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112434 |
| Embraer SA | 201500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2843155 |
| Energisa SA | &nbsp;&nbsp;75111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664980 |
| Eneva SA (b) | 244200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610740 |
| Engie Brasil Energia SA | &nbsp;&nbsp;72666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604590 |
| Equatorial Energia SA | 308828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2034767 |
| ERO Copper Corp. (b) | &nbsp;&nbsp;34600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583217 |
| Fleury SA | &nbsp;&nbsp;57402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136936 |
| Fras-Le SA | &nbsp;&nbsp;14100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70605 |
| Gerdau SA Preference Shares | 380502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115463 |
| GPS Participacoes e Empreendimentos SA (e) | &nbsp;&nbsp;99500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288226 |
| Grendene SA | &nbsp;&nbsp;87800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88478 |
| Grupo Mateus SA | 120500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180380 |
| Hapvida Participacoes e Investimentos SA (b) (e) | &nbsp;&nbsp;75794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511738 |
| Hypera SA | &nbsp;&nbsp;80800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402531 |
| Iguatemi SA | &nbsp;&nbsp;42713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181484 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Intelbras SA Industria de Telecomunicacao Eletronica Brasileira | &nbsp;&nbsp;&nbsp;&nbsp;15300 | &nbsp;&nbsp;$44713 |
| Inter & Co., Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;64100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476263 |
| IRB-Brasil Resseguros SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;14017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116187 |
| Itau Unibanco Holding SA Preference Shares | 1506663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200207 |
| Itausa SA Preference Shares | 1575345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3160590 |
| Karoon Energy Ltd. | &nbsp;&nbsp;&nbsp;208007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261729 |
| Klabin SA | &nbsp;&nbsp;&nbsp;222380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751745 |
| Localiza Rent a Car SA | &nbsp;&nbsp;&nbsp;243510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807859 |
| Lojas Renner SA | &nbsp;&nbsp;&nbsp;426953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539514 |
| M Dias Branco SA | &nbsp;&nbsp;&nbsp;&nbsp;20700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91025 |
| Magazine Luiza SA | &nbsp;&nbsp;&nbsp;&nbsp;76023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137202 |
| Mahle Metal Leve SA | &nbsp;&nbsp;&nbsp;&nbsp;37700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208675 |
| Marcopolo SA | &nbsp;&nbsp;&nbsp;&nbsp;46200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55022 |
| Marcopolo SA Preference Shares | &nbsp;&nbsp;&nbsp;154920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225943 |
| Marfrig Global Foods SA | &nbsp;&nbsp;&nbsp;&nbsp;86192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361644 |
| Metalurgica Gerdau SA Preference Shares | &nbsp;&nbsp;&nbsp;208100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340488 |
| Minerva SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;66635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59824 |
| Motiva Infraestrutura de Mobilidade SA | &nbsp;&nbsp;&nbsp;234500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592496 |
| MRV Engenharia e Participacoes SA (b) | &nbsp;&nbsp;&nbsp;105116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122684 |
| Multiplan Empreendimentos Imobiliarios SA | &nbsp;&nbsp;&nbsp;&nbsp;90914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453250 |
| Natura & Co. Holding SA (b) | &nbsp;&nbsp;&nbsp;368637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746345 |
| NU Holdings Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;896200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12295864 |
| Odontoprev SA | &nbsp;&nbsp;&nbsp;&nbsp;78060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167623 |
| Orizon Valorizacao de Residuos SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79179 |
| Pagseguro Digital Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;52600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507064 |
| Petroleo Brasileiro SA - Petrobras | 1137200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7103007 |
| Petroleo Brasileiro SA - Petrobras Preference Shares | 1240800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7134000 |
| Petroreconcavo SA | &nbsp;&nbsp;&nbsp;&nbsp;43700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114738 |
| Pluxee NV | &nbsp;&nbsp;&nbsp;&nbsp;23290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505497 |
| PRIO SA (b) | &nbsp;&nbsp;&nbsp;222410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727820 |
| Raia Drogasil SA | &nbsp;&nbsp;&nbsp;348376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965114 |
| Rede D'Or Sao Luiz SA (e) | &nbsp;&nbsp;&nbsp;215853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400829 |
| Rumo SA | &nbsp;&nbsp;&nbsp;370171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256771 |
| Santos Brasil Participacoes SA | &nbsp;&nbsp;&nbsp;104381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264498 |
| Sao Martinho SA | &nbsp;&nbsp;&nbsp;&nbsp;33600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108166 |
| Sendas Distribuidora SA | &nbsp;&nbsp;&nbsp;324200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668852 |
| Serena Energia SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;53037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113501 |
| Sigma Lithium Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65250 |
| Simpar SA | &nbsp;&nbsp;&nbsp;&nbsp;66400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61803 |
| SLC Agricola SA | &nbsp;&nbsp;&nbsp;&nbsp;49764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162936 |
| Smartfit Escola de Ginastica e Danca SA | &nbsp;&nbsp;&nbsp;182634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831212 |
| StoneCo Ltd. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;66500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066660 |
| Suzano SA | &nbsp;&nbsp;&nbsp;215109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2018328 |
| Telefonica Brasil SA | &nbsp;&nbsp;&nbsp;297620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684451 |
| TIM SA | &nbsp;&nbsp;&nbsp;306600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238680 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| TOTVS SA | &nbsp;&nbsp;&nbsp;145301 | &nbsp;&nbsp;$1123731 |
| Transmissora Alianca de Energia Eletrica SA | &nbsp;&nbsp;&nbsp;&nbsp;43800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280318 |
| Tres Tentos Agroindustrial SA | &nbsp;&nbsp;&nbsp;&nbsp;17015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47106 |
| Tupy SA | &nbsp;&nbsp;&nbsp;&nbsp;20800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69437 |
| Ultrapar Participacoes SA | &nbsp;&nbsp;&nbsp;163500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525443 |
| Unipar Carbocloro SA Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99250 |
| Usinas Siderurgicas de Minas Gerais SA Usiminas Preference Shares (b) | &nbsp;&nbsp;&nbsp;105900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79941 |
| Vale SA | 1012918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9771271 |
| Vamos Locacao de Caminhoes Maquinas e Equipamentos SA | &nbsp;&nbsp;&nbsp;&nbsp;93141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71334 |
| Vibra Energia SA | &nbsp;&nbsp;&nbsp;264900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051281 |
| Vinci Partners Investments Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64789 |
| Vivara Participacoes SA | &nbsp;&nbsp;&nbsp;&nbsp;27900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138175 |
| VTEX Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79860 |
| Vulcabras SA | &nbsp;&nbsp;&nbsp;&nbsp;18434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71232 |
| WEG SA | &nbsp;&nbsp;&nbsp;456240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3576124 |
| Wheaton Precious Metals Corp. | &nbsp;&nbsp;&nbsp;128456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11528561 |
| Wilson Sons SA | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143875 |
| XP, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;99900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017980 |
| Yara International ASA | &nbsp;&nbsp;&nbsp;&nbsp;43708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1606705 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139787102 |
| **BURKINA FASO — 0.0% <sup>\*</sup>** | **BURKINA FASO — 0.0% <sup>\*</sup>** | **BURKINA FASO — 0.0% <sup>\*</sup>** |
| IAMGOLD Corp. (b) | &nbsp;&nbsp;&nbsp;166800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226093 |
| **CANADA — 7.6%** | **CANADA — 7.6%** | **CANADA — 7.6%** |
| ADENTRA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109945 |
| Advantage Energy Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;44100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382340 |
| Aecon Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248739 |
| Agnico Eagle Mines Ltd. | &nbsp;&nbsp;&nbsp;142540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16948105 |
| Air Canada (b) | &nbsp;&nbsp;&nbsp;&nbsp;54400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840021 |
| Alamos Gold, Inc. Class A | &nbsp;&nbsp;&nbsp;119081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3160948 |
| Algoma Steel Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;22600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155856 |
| Algonquin Power & Utilities Corp. (a) | &nbsp;&nbsp;&nbsp;192130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096880 |
| Alimentation Couche-Tard, Inc. (a) | &nbsp;&nbsp;&nbsp;214700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10650819 |
| Allied Gold Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223727 |
| Allied Properties Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;42600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535739 |
| AltaGas Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;84400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445095 |
| Altius Minerals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313029 |
| Altus Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517439 |
| Andlauer Healthcare Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303052 |
| ARC Resources Ltd. | &nbsp;&nbsp;&nbsp;165885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3490332 |
| Aritzia, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163338 |
| Artis Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78285 |
| Atco Ltd. Class I | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744302 |
| Athabasca Oil Corp. (b) | &nbsp;&nbsp;&nbsp;143200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591900 |
| AtkinsRealis Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3457819 |
| ATS Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700227 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Aya Gold & Silver, Inc. (a) (b) | &nbsp;&nbsp;31100 | &nbsp;&nbsp;$279205 |
| B2Gold Corp. | 385385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389589 |
| Badger Infrastructure Solutions Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317316 |
| Bank of Montreal (a) | 204390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22604980 |
| Bank of Nova Scotia (a) | 352692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19463325 |
| Barrick Mining Corp. | 461623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9591068 |
| Barrick Mining Corp. (a) | &nbsp;&nbsp;25306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525779 |
| Baytex Energy Corp. (a) | 175300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313472 |
| BCE, Inc. (a) | &nbsp;&nbsp;20064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444069 |
| Birchcliff Energy Ltd. (a) | &nbsp;&nbsp;71100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389239 |
| Bird Construction, Inc. (a) | &nbsp;&nbsp;20700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436756 |
| Bitfarms Ltd. (a) (b) | 226900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187905 |
| BlackBerry Ltd. (a) (b) | 148500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681283 |
| Boardwalk Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435995 |
| Bombardier, Inc. Class B (a) (b) | &nbsp;&nbsp;25372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2206034 |
| Boralex, Inc. Class A (a) | &nbsp;&nbsp;24900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577381 |
| Boyd Group Services, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893536 |
| Brookfield Asset Management Ltd. Class A (a) | 125108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6910509 |
| Brookfield Business Corp. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240452 |
| Brookfield Corp. (a) | 387025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23905069 |
| Brookfield Infrastructure Corp. Class A (a) | &nbsp;&nbsp;28550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185521 |
| Brookfield Renewable Corp. (a) | &nbsp;&nbsp;40100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311589 |
| Brookfield Wealth Solutions Ltd. | &nbsp;&nbsp;12807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790101 |
| BSR Real Estate Investment Trust (d) | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95046 |
| BSR Real Estate Investment Trust (d) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65006 |
| CAE, Inc. (b) | &nbsp;&nbsp;86400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2527097 |
| Cameco Corp. | 122600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9086506 |
| Canaccord Genuity Group, Inc. | &nbsp;&nbsp;20300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154128 |
| Canada Goose Holdings, Inc. (b) | &nbsp;&nbsp;19400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216535 |
| Canadian Apartment Properties REIT | &nbsp;&nbsp;21500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699754 |
| Canadian Imperial Bank of Commerce | 266116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18851427 |
| Canadian National Railway Co. (a) | 151300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15733204 |
| Canadian Natural Resources Ltd. | 594400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18644427 |
| Canadian Pacific Kansas City Ltd. | 263300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20874895 |
| Canadian Tire Corp. Ltd. Class A (a) | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2037999 |
| Canadian Utilities Ltd. Class A (a) | &nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215038 |
| Canfor Corp. (a) (b) | &nbsp;&nbsp;25300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262178 |
| Capital Power Corp. (a) | &nbsp;&nbsp;52600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2112481 |
| Capstone Copper Corp. (a) (b) | 154100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944138 |
| Cardinal Energy Ltd. (a) | &nbsp;&nbsp;54100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267229 |
| Cargojet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111197 |
| Cascades, Inc. (a) | &nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116232 |
| CCL Industries, Inc. Class B | &nbsp;&nbsp;41800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2432641 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Celestica, Inc. (a) (b) | &nbsp;&nbsp;33100 | &nbsp;&nbsp;$5161126 |
| Cenovus Energy, Inc. | 398584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5412797 |
| Centerra Gold, Inc. | &nbsp;&nbsp;57300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411955 |
| CES Energy Solutions Corp. | &nbsp;&nbsp;60500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293965 |
| CGI, Inc. | &nbsp;&nbsp;57600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6036919 |
| Champion Iron Ltd. (a) | 110054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300757 |
| Choice Properties Real Estate Investment Trust | &nbsp;&nbsp;42400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462065 |
| CI Financial Corp. | &nbsp;&nbsp;31163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723749 |
| Cogeco Communications, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296801 |
| Collective Mining Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108106 |
| Colliers International Group, Inc. (a) | &nbsp;&nbsp;12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1593019 |
| Computer Modelling Group Ltd. (a) | &nbsp;&nbsp;17200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90885 |
| Constellation Software, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20858366 |
| Crombie Real Estate Investment Trust | &nbsp;&nbsp;40160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437654 |
| Cronos Group, Inc. (a) (b) | 105800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202373 |
| CT Real Estate Investment Trust | &nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395691 |
| Defi Technologies, Inc. (a) (b) | &nbsp;&nbsp;78300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229419 |
| Definity Financial Corp. | &nbsp;&nbsp;24500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425112 |
| Denison Mines Corp. (b) | 235400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429568 |
| dentalcorp Holdings Ltd. | &nbsp;&nbsp;48200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297431 |
| Descartes Systems Group, Inc. (b) | &nbsp;&nbsp;24200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2453343 |
| Discovery Silver Corp. (b) | 161300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352271 |
| Docebo, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89672 |
| Dollarama, Inc. (a) | &nbsp;&nbsp;78100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10982079 |
| Dream Industrial Real Estate Investment Trust | &nbsp;&nbsp;40600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350805 |
| DREAM Unlimited Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66027 |
| Dundee Precious Metals, Inc. (a) | &nbsp;&nbsp;47500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761671 |
| Element Fleet Management Corp. (a) | 114100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2852291 |
| Emera, Inc. | &nbsp;&nbsp;95200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4352199 |
| Empire Co. Ltd. Class A | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449505 |
| Enbridge, Inc. (a) | 625200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28293221 |
| Endeavour Silver Corp. (a) (b) | &nbsp;&nbsp;94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462250 |
| Enerflex Ltd. | &nbsp;&nbsp;28400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223745 |
| Enghouse Systems Ltd. | &nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200388 |
| EQB, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576809 |
| Equinox Gold Corp. (b) | 171413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987399 |
| Evertz Technologies Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30898 |
| Exchange Income Corp. (a) | &nbsp;&nbsp;16500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758553 |
| Extendicare, Inc. (a) | &nbsp;&nbsp;19700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204147 |
| Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10087798 |
| Fiera Capital Corp. (a) | &nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75751 |
| Finning International, Inc. (a) | &nbsp;&nbsp;36500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1557369 |
| First Capital Real Estate Investment Trust | &nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365793 |
| First Majestic Silver Corp. | 123500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020040 |
| First National Financial Corp. (a) | &nbsp;&nbsp;15300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461187 |
| FirstService Corp. | &nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020160 |
| Foran Mining Corp. (b) | &nbsp;&nbsp;67200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150209 |
| Fortis, Inc. (a) | 144372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6879492 |
| Fortuna Mining Corp. (b) | &nbsp;&nbsp;82663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539778 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Franco-Nevada Corp. | &nbsp;&nbsp;54512 | &nbsp;&nbsp;$8931658 |
| Freehold Royalties Ltd. (a) | 134200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257910 |
| G Mining Ventures Corp. (b) | &nbsp;&nbsp;35900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467792 |
| GDI Integrated Facility Services, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71996 |
| George Weston Ltd. | &nbsp;&nbsp;16427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3287928 |
| Gibson Energy, Inc. (a) | &nbsp;&nbsp;42900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751418 |
| Gildan Activewear, Inc. (a) | &nbsp;&nbsp;44300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2178476 |
| goeasy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479833 |
| Granite Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410669 |
| Great-West Lifeco, Inc. | &nbsp;&nbsp;79100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3002264 |
| H&R Real Estate Investment Trust | &nbsp;&nbsp;66500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520498 |
| Hammond Power Solutions, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284964 |
| Headwater Exploration, Inc. (a) | &nbsp;&nbsp;62700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309250 |
| Hudbay Minerals, Inc. | 104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101356 |
| Hydro One Ltd. (a) (e) | &nbsp;&nbsp;93300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3355244 |
| iA Financial Corp., Inc. | &nbsp;&nbsp;26400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2888425 |
| IGM Financial, Inc. (a) | &nbsp;&nbsp;22600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712534 |
| Imperial Oil Ltd. (a) | &nbsp;&nbsp;50400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3995802 |
| Innergex Renewable Energy, Inc. | &nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382089 |
| Intact Financial Corp. (a) | &nbsp;&nbsp;51900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12044071 |
| Interfor Corp. (b) | &nbsp;&nbsp;22700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208617 |
| International Petroleum Corp. (b) | &nbsp;&nbsp;20800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339629 |
| InterRent Real Estate Investment Trust | &nbsp;&nbsp;14697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145624 |
| Jamieson Wellness, Inc. (e) | &nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395679 |
| K92 Mining, Inc. (b) | &nbsp;&nbsp;63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709183 |
| Kelt Exploration Ltd. (a) (b) | &nbsp;&nbsp;39900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214632 |
| Keyera Corp. | &nbsp;&nbsp;65400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2134786 |
| Killam Apartment Real Estate Investment Trust | &nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222759 |
| Kinaxis, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231892 |
| Kinross Gold Corp. | 348400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5433457 |
| Labrador Iron Ore Royalty Corp. (a) | &nbsp;&nbsp;27700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576128 |
| Lassonde Industries, Inc. Class A (d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61151 |
| Lassonde Industries, Inc. Class A (d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61151 |
| Laurentian Bank of Canada (a) | &nbsp;&nbsp;26700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609335 |
| Leon's Furniture Ltd. | &nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240345 |
| Lightspeed Commerce, Inc. (a) (b) | &nbsp;&nbsp;34200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400525 |
| Linamar Corp. | &nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541385 |
| Lithium Americas Corp. (a) (b) | &nbsp;&nbsp;44500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118710 |
| Loblaw Cos. Ltd. | &nbsp;&nbsp;42500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7015848 |
| Lundin Gold, Inc. | &nbsp;&nbsp;31500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1659839 |
| MAG Silver Corp. | &nbsp;&nbsp;25900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549129 |
| Magna International, Inc. (a) | &nbsp;&nbsp;75800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2924230 |
| Major Drilling Group International, Inc. (b) | &nbsp;&nbsp;21700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140903 |
| Manulife Financial Corp. | 488000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15571653 |
| Maple Leaf Foods, Inc. | &nbsp;&nbsp;21300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442859 |
| MEG Energy Corp. (a) | &nbsp;&nbsp;69400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1308657 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Meren Energy, Inc. | &nbsp;&nbsp;73600 | &nbsp;&nbsp;$90078 |
| Methanex Corp. (a) | &nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588202 |
| Metro, Inc. | &nbsp;&nbsp;59057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4629774 |
| Morguard Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99615 |
| MTY Food Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133932 |
| Mullen Group Ltd. (a) | &nbsp;&nbsp;18900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196549 |
| National Bank of Canada (a) | 110790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11409462 |
| New Gold, Inc. (b) | 208500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034478 |
| NexGen Energy Ltd. (a) (b) | 141500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981011 |
| NFI Group, Inc. (b) | &nbsp;&nbsp;25100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331846 |
| NGEx Minerals Ltd. (b) | &nbsp;&nbsp;35500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413668 |
| North American Construction Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78249 |
| North West Co., Inc. | &nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445732 |
| Northland Power, Inc. (a) | &nbsp;&nbsp;69269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084851 |
| NorthWest Healthcare Properties Real Estate Investment Trust | &nbsp;&nbsp;57100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208397 |
| Novagold Resources, Inc. (a) (b) | &nbsp;&nbsp;66200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271689 |
| Nutrien Ltd. (a) | 137618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8002923 |
| NuVista Energy Ltd. (b) | &nbsp;&nbsp;44200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485244 |
| Onex Corp. (a) | &nbsp;&nbsp;16300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339121 |
| Open Text Corp. (a) | &nbsp;&nbsp;71100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073337 |
| OR Royalties, Inc. (a) | &nbsp;&nbsp;44434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139751 |
| Orla Mining Ltd. (a) (b) | &nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601539 |
| Pan American Silver Corp. | 102204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2894220 |
| Paramount Resources Ltd. Class A (a) | &nbsp;&nbsp;23500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373210 |
| Parex Resources, Inc. | &nbsp;&nbsp;29800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303787 |
| Parkland Corp. | &nbsp;&nbsp;37073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046575 |
| Pason Systems, Inc. | &nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188992 |
| Pembina Pipeline Corp. | 164348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6158383 |
| Pet Valu Holdings Ltd. | &nbsp;&nbsp;37100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898067 |
| Peyto Exploration & Development Corp. (a) | &nbsp;&nbsp;53400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761180 |
| Power Corp. of Canada (a) | 158153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6165011 |
| PrairieSky Royalty Ltd. (a) | &nbsp;&nbsp;57294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991780 |
| Precision Drilling Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155967 |
| Premium Brands Holdings Corp. (a) | &nbsp;&nbsp;13700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815474 |
| Primaris Real Estate Investment Trust | &nbsp;&nbsp;13425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144827 |
| Propel Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138659 |
| Quebecor, Inc. Class B | &nbsp;&nbsp;41800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269776 |
| RB Global, Inc. | &nbsp;&nbsp;52400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5555667 |
| Restaurant Brands International, Inc. (a) | &nbsp;&nbsp;88146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5835272 |
| Richelieu Hardware Ltd. (a) | &nbsp;&nbsp;15300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410280 |
| RioCan Real Estate Investment Trust | &nbsp;&nbsp;38600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500994 |
| Rogers Communications, Inc. Class B (a) | 101448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3002920 |
| Rogers Sugar, Inc. (a) | &nbsp;&nbsp;50900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208897 |
| Royal Bank of Canada | 400600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52690130 |
| Russel Metals, Inc. | &nbsp;&nbsp;15100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485258 |
| Sandstorm Gold Ltd. | &nbsp;&nbsp;70700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663735 |
| Saputo, Inc. | &nbsp;&nbsp;67700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1382777 |
| Savaria Corp. (a) | &nbsp;&nbsp;13700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195786 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Seabridge Gold, Inc. (b) | &nbsp;&nbsp;20400 | &nbsp;&nbsp;$295572 |
| Secure Waste Infrastructure Corp. (a) | &nbsp;&nbsp;55600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634439 |
| Shopify, Inc. Class A (b) | 347800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40033322 |
| Sienna Senior Living, Inc. (a) | &nbsp;&nbsp;21800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304353 |
| Skeena Resources Ltd. (b) | &nbsp;&nbsp;21300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338115 |
| Slate Grocery REIT Class U, | &nbsp;&nbsp;27900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293824 |
| SmartCentres Real Estate Investment Trust | &nbsp;&nbsp;25800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483856 |
| South Bow Corp. (a) | &nbsp;&nbsp;60162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558612 |
| Southern Cross Gold Consolidated Ltd. CDI (b) | &nbsp;&nbsp;65724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309259 |
| Spin Master Corp. (a) (e) | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150736 |
| Sprott, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515318 |
| SSR Mining, Inc. (b) | &nbsp;&nbsp;63104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803310 |
| Stantec, Inc. | &nbsp;&nbsp;32300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3507432 |
| Stella-Jones, Inc. | &nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765055 |
| StorageVault Canada, Inc. (a) | &nbsp;&nbsp;51900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155567 |
| Sun Life Financial, Inc. (a) | 162200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10770936 |
| Suncor Energy, Inc. | 350264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13094149 |
| SunOpta, Inc. (a) (b) | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115354 |
| Superior Plus Corp. (a) | &nbsp;&nbsp;65600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383648 |
| Tamarack Valley Energy Ltd. | 150400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532380 |
| Taseko Mines Ltd. (a) (b) | &nbsp;&nbsp;72200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227527 |
| TC Energy Corp. (a) | 294310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14339120 |
| Teck Resources Ltd. Class B | 133100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5371797 |
| TELUS Corp. | 141444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2267043 |
| TerraVest Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570070 |
| TFI International, Inc. (a) | &nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060476 |
| Thomson Reuters Corp. | &nbsp;&nbsp;44604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8951528 |
| TMX Group Ltd. | &nbsp;&nbsp;81300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3439088 |
| Topaz Energy Corp. (a) | &nbsp;&nbsp;31000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582968 |
| Torex Gold Resources, Inc. (b) | &nbsp;&nbsp;22700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738977 |
| Toromont Industries Ltd. (a) | &nbsp;&nbsp;21900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964339 |
| Toronto-Dominion Bank | 500198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36716623 |
| Tourmaline Oil Corp. | 113663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5472817 |
| TransAlta Corp. (a) | &nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807439 |
| Transcontinental, Inc. Class A (a) | &nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288097 |
| Trican Well Service Ltd. (a) | &nbsp;&nbsp;40500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133862 |
| Triple Flag Precious Metals Corp. | &nbsp;&nbsp;15967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377849 |
| Trisura Group Ltd. (b) | &nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408888 |
| Vermilion Energy, Inc. (a) | &nbsp;&nbsp;45900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334369 |
| Well Health Technologies Corp. (b) | &nbsp;&nbsp;42100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125266 |
| Wesdome Gold Mines Ltd. (b) | &nbsp;&nbsp;39500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549150 |
| West Fraser Timber Co. Ltd. (a) | &nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053854 |
| Westshore Terminals Investment Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158591 |
| Whitecap Resources, Inc. (a) | 349305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2342353 |
| Winpak Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209378 |
| WSP Global, Inc. (a) | &nbsp;&nbsp;39200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7979908 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754543845 |
| **CAYMAN ISLANDS — 0.0% <sup>\*</sup>** | **CAYMAN ISLANDS — 0.0% <sup>\*</sup>** | **CAYMAN ISLANDS — 0.0% <sup>\*</sup>** |
| Patria Investments Ltd. Class A (a) | &nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202464 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **CHILE — 0.2%** | **CHILE — 0.2%** | **CHILE — 0.2%** |
| Aguas Andinas SA Class A | &nbsp;&nbsp;&nbsp;&nbsp;787060 | &nbsp;&nbsp;$286687 |
| Antofagasta PLC | &nbsp;&nbsp;&nbsp;&nbsp;105649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2619722 |
| Banco de Chile | 10442656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576313 |
| Banco de Credito e Inversiones SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824752 |
| Banco Itau Chile SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054098 |
| Banco Santander Chile | 15151615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949751 |
| CAP SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160052 |
| Cencosud SA | &nbsp;&nbsp;&nbsp;&nbsp;402553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1367108 |
| Cia Cervecerias Unidas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341007 |
| Cia Sud Americana de Vapores SA | 20561322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048965 |
| Colbun SA | &nbsp;&nbsp;2338950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375590 |
| Embotelladora Andina SA Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;111561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454288 |
| Empresa Nacional de Telecomunicaciones SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118664 |
| Empresas CMPC SA | &nbsp;&nbsp;&nbsp;&nbsp;281711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429768 |
| Empresas Copec SA | &nbsp;&nbsp;&nbsp;&nbsp;110962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754151 |
| Enel Americas SA | &nbsp;&nbsp;5048946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490872 |
| Enel Chile SA | &nbsp;&nbsp;5627525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415874 |
| Engie Energia Chile SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99070 |
| Falabella SA | &nbsp;&nbsp;&nbsp;&nbsp;236684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255147 |
| Inversiones Aguas Metropolitanas SA | &nbsp;&nbsp;&nbsp;&nbsp;443727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406921 |
| Inversiones La Construccion SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185660 |
| Latam Airlines Group SA | 41655906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841664 |
| Lundin Mining Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;212501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2230132 |
| Parque Arauco SA | &nbsp;&nbsp;&nbsp;&nbsp;215960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454628 |
| Ripley Corp. SA | &nbsp;&nbsp;&nbsp;&nbsp;210248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97420 |
| SMU SA | &nbsp;&nbsp;1137230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203463 |
| Sociedad Quimica y Minera de Chile SA Class B, Preference Shares (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361825 |
| Vina Concha y Toro SA | &nbsp;&nbsp;&nbsp;&nbsp;181562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209100 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20612692 |
| **CHINA — 7.8%** | **CHINA — 7.8%** | **CHINA — 7.8%** |
| 360 Security Technology, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;223600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318396 |
| 361 Degrees International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;183000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116327 |
| 37 Interactive Entertainment Network Technology Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27758 |
| 3SBio, Inc. (e) | &nbsp;&nbsp;&nbsp;&nbsp;476000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434064 |
| AAC Technologies Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166561 |
| Accelink Technologies Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90885 |
| ACM Research Shanghai, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51219 |
| Advanced Micro-Fabrication Equipment, Inc. China Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165576 |
| AECC Aviation Power Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192077 |
| Agricultural Bank of China Ltd. Class A | &nbsp;&nbsp;1563200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283181 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Agricultural Bank of China Ltd. Class H | 7363000 | &nbsp;&nbsp;$5252586 |
| Aier Eye Hospital Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;114544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199564 |
| Air China Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;120700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132948 |
| Airtac International Group | &nbsp;&nbsp;&nbsp;&nbsp;39743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184998 |
| AK Medical Holdings Ltd. (e) | &nbsp;&nbsp;&nbsp;142000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108354 |
| Akeso, Inc. (a) (b) (e) | &nbsp;&nbsp;&nbsp;182000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2131834 |
| Alibaba Group Holding Ltd. | 4856900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67934729 |
| Alibaba Health Information Technology Ltd. (a) (b) | 1595500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963397 |
| A-Living Smart City Services Co. Ltd. (a) (e) | &nbsp;&nbsp;&nbsp;135250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49448 |
| Alphamab Oncology (b) (e) | &nbsp;&nbsp;&nbsp;121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94642 |
| Aluminum Corp. of China Ltd. Class A | &nbsp;&nbsp;&nbsp;193400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190075 |
| Aluminum Corp. of China Ltd. Class H | 1740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170344 |
| Amlogic Shanghai Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53878 |
| ANE Cayman, Inc. (b) | &nbsp;&nbsp;&nbsp;171000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171654 |
| Angel Yeast Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;28900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141895 |
| Angelalign Technology, Inc. (a) (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60512 |
| Anhui Conch Cement Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;41600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124687 |
| Anhui Conch Cement Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;406500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033597 |
| Anhui Expressway Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182981 |
| Anhui Gujing Distillery Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111529 |
| Anhui Gujing Distillery Co. Ltd. Class B | &nbsp;&nbsp;&nbsp;&nbsp;31664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423531 |
| Anhui Jianghuai Automobile Group Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;32100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179654 |
| Anhui Yingjia Distillery Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76513 |
| Anker Innovations Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;10140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160810 |
| ANTA Sports Products Ltd. | &nbsp;&nbsp;&nbsp;350200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4215783 |
| Ascentage Pharma Group International (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;67300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655854 |
| AsiaInfo Technologies Ltd. (a) (e) | &nbsp;&nbsp;&nbsp;&nbsp;76000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86553 |
| Atour Lifestyle Holdings Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292590 |
| Autohome, Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541590 |
| Avary Holding Shenzhen Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313005 |
| AviChina Industry & Technology Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;509000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287245 |
| Avicopter PLC Class A | &nbsp;&nbsp;&nbsp;&nbsp;35500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192339 |
| BAIC BluePark New Energy Technology Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;197500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203203 |
| BAIC Motor Corp. Ltd. Class H (b) (e) | &nbsp;&nbsp;&nbsp;821500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203020 |
| Baidu, Inc. Class A (b) | &nbsp;&nbsp;&nbsp;663900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7057638 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Bank of Beijing Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;342600 | &nbsp;&nbsp;$326666 |
| Bank of Chengdu Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218590 |
| Bank of China Ltd. Class A | &nbsp;&nbsp;1052100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825447 |
| Bank of China Ltd. Class H | 19464000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11306476 |
| Bank of Communications Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;557200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622296 |
| Bank of Communications Co. Ltd. Class H | &nbsp;&nbsp;2381000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2214178 |
| Bank of Hangzhou Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138305 |
| Bank of Jiangsu Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;407780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679714 |
| Bank of Nanjing Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;176700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286641 |
| Bank of Ningbo Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278216 |
| Bank of Shanghai Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;271500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402144 |
| Baoshan Iron & Steel Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;340800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313531 |
| Beijing Capital International Airport Co. Ltd. Class H (b) | &nbsp;&nbsp;&nbsp;&nbsp;326000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122925 |
| Beijing Enterprises Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641885 |
| Beijing Enterprises Water Group Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247567 |
| Beijing Fourth Paradigm Technology Co. Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212803 |
| Beijing Jingneng Clean Energy Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;138000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41488 |
| Beijing Kingsoft Office Software, Inc. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217217 |
| Beijing New Building Materials PLC Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38446 |
| Beijing Roborock Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81541 |
| Beijing Tiantan Biological Products Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225035 |
| Beijing Tong Ren Tang Chinese Medicine Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33134 |
| Beijing Tong Ren Tang Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113771 |
| Beijing Wantai Biological Pharmacy Enterprise Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104676 |
| Beijing Yanjing Brewery Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;100700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181771 |
| Beijing-Shanghai High Speed Railway Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;642500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515747 |
| BeOne Medicines Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;227600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4285259 |
| Bestechnic Shanghai Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222104 |
| Bilibili, Inc. Class Z (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330064 |
| Black Sesame International Holding Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93769 |
| Blue Moon Group Holdings Ltd. (a) (e) | &nbsp;&nbsp;&nbsp;&nbsp;513500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268852 |
| BOC Aviation Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368471 |
| BOC Hong Kong Holdings Ltd. | &nbsp;&nbsp;1005500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4367841 |
| BOE Technology Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;738800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411525 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| BOE Varitronix Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;$67261 |
| Bosideng International Holdings Ltd. | &nbsp;&nbsp;1898000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121875 |
| Brilliance China Automotive Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267363 |
| BYD Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533714 |
| BYD Co. Ltd. Class H (a) | &nbsp;&nbsp;1023000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15964013 |
| BYD Electronic International Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;229000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927669 |
| C&D International Investment Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;218044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441088 |
| Caitong Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33305 |
| Cambricon Technologies Corp. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625503 |
| Canggang Railway Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;448000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95878 |
| CanSino Biologics, Inc. Class H (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176419 |
| CARsgen Therapeutics Holdings Ltd. (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;118500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348707 |
| CGN Mining Co. Ltd. (a) | &nbsp;&nbsp;1135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351344 |
| CGN New Energy Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;158000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49916 |
| CGN Power Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;432300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219676 |
| CGN Power Co. Ltd. Class H (e) | &nbsp;&nbsp;2791600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949500 |
| Changchun High-Tech Industry Group Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85844 |
| Changjiang Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34635 |
| Changzhou Xingyu Automotive Lighting Systems Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80272 |
| Chaozhou Three-Circle Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116103 |
| Chervon Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35148 |
| Chifeng Jilong Gold Mining Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300096 |
| China BlueChemical Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;204000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54573 |
| China CITIC Bank Corp. Ltd. Class H | &nbsp;&nbsp;2390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2277350 |
| China Coal Energy Co. Ltd. Class H (a) | &nbsp;&nbsp;&nbsp;&nbsp;588000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680132 |
| China Communications Services Corp. Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;458000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247962 |
| China Conch Venture Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;351500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405680 |
| China Construction Bank Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;243900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321425 |
| China Construction Bank Corp. Class H | 26582000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26819037 |
| China CSSC Holdings Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246214 |
| China Datang Corp. Renewable Power Co. Ltd. Class H (a) | &nbsp;&nbsp;&nbsp;&nbsp;556000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172820 |
| China East Education Holdings Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53610 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| China Eastern Airlines Corp. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;269200 | &nbsp;&nbsp;$151452 |
| China Education Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;297376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103040 |
| China Energy Engineering Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;587300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182836 |
| China Everbright Bank Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;708700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410588 |
| China Everbright Bank Co. Ltd. Class H | 1095300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546952 |
| China Everbright Environment Group Ltd. | &nbsp;&nbsp;&nbsp;731518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355974 |
| China Everbright Ltd. (a) | &nbsp;&nbsp;&nbsp;208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192897 |
| China Feihe Ltd. (e) | &nbsp;&nbsp;&nbsp;849000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617553 |
| China Foods Ltd. | &nbsp;&nbsp;&nbsp;362000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141572 |
| China Galaxy Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;115800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277248 |
| China Galaxy Securities Co. Ltd. Class H | 1126800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267471 |
| China Gas Holdings Ltd. | &nbsp;&nbsp;&nbsp;632611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590706 |
| China Gold International Resources Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;79700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720854 |
| China Greatwall Technology Group Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;33600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69422 |
| China Hongqiao Group Ltd. (a) | &nbsp;&nbsp;&nbsp;794000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1818614 |
| China International Capital Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;23600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116498 |
| China International Capital Corp. Ltd. Class H (e) | &nbsp;&nbsp;&nbsp;439600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991200 |
| China Jinmao Holdings Group Ltd. | &nbsp;&nbsp;&nbsp;843394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127852 |
| China Jushi Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;25717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40928 |
| China Lesso Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;209000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111555 |
| China Life Insurance Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;28900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166183 |
| China Life Insurance Co. Ltd. Class H | 2189000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5253600 |
| China Lilang Ltd. | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47643 |
| China Literature Ltd. (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;86400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328540 |
| China Longyuan Power Group Corp. Ltd. Class H | &nbsp;&nbsp;&nbsp;756000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680882 |
| China Medical System Holdings Ltd. | &nbsp;&nbsp;&nbsp;358000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547261 |
| China Mengniu Dairy Co. Ltd. | &nbsp;&nbsp;&nbsp;863000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1769975 |
| China Merchants Bank Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;344700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2211173 |
| China Merchants Bank Co. Ltd. Class H | 1103500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7710443 |
| China Merchants Energy Shipping Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;83300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72797 |
| China Merchants Expressway Network & Technology Holdings Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;279600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468397 |
| China Merchants Port Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;391740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713616 |
| China Merchants Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292219 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| China Merchants Shekou Industrial Zone Holdings Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;82900 | &nbsp;&nbsp;$101496 |
| China Minsheng Banking Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;896900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594749 |
| China Minsheng Banking Corp. Ltd. Class H | 1745600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989544 |
| China Modern Dairy Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;574000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75315 |
| China National Building Material Co. Ltd. Class H | 1502954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717972 |
| China National Chemical Engineering Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;71900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76988 |
| China National Nuclear Power Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;302600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393714 |
| China National Software & Service Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;26370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172176 |
| China Nonferrous Mining Corp. Ltd. | &nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264669 |
| China Northern Rare Earth Group High-Tech Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;101800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353869 |
| China Oilfield Services Ltd. Class H | &nbsp;&nbsp;&nbsp;424000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347842 |
| China Overseas Grand Oceans Group Ltd. | &nbsp;&nbsp;&nbsp;216135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49009 |
| China Overseas Land & Investment Ltd. | 1039000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802698 |
| China Overseas Property Holdings Ltd. | &nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195465 |
| China Pacific Insurance Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;293500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1536920 |
| China Pacific Insurance Group Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;709600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2427103 |
| China Petroleum & Chemical Corp. Class A | &nbsp;&nbsp;&nbsp;714000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562177 |
| China Petroleum & Chemical Corp. Class H | 6478000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3391666 |
| China Power International Development Ltd. (a) | 1100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418981 |
| China Railway Group Ltd. Class A | &nbsp;&nbsp;&nbsp;272800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213650 |
| China Railway Group Ltd. Class H | 1020000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488561 |
| China Railway Signal & Communication Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;171778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123261 |
| China Rare Earth Resources & Technology Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;64200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323727 |
| China Resources Beer Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;470221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497519 |
| China Resources Building Materials Technology Holdings Ltd. | &nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92025 |
| China Resources Gas Group Ltd. | &nbsp;&nbsp;&nbsp;233900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597413 |
| China Resources Land Ltd. | &nbsp;&nbsp;&nbsp;867333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2938988 |
| China Resources Medical Holdings Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;322000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168178 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| China Resources Microelectronics Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;31302 | &nbsp;&nbsp;$206083 |
| China Resources Mixc Lifestyle Services Ltd. (e) | &nbsp;&nbsp;&nbsp;178800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864390 |
| China Resources Pharmaceutical Group Ltd. (e) | &nbsp;&nbsp;&nbsp;768000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500912 |
| China Resources Power Holdings Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;544055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312663 |
| China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;29237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127672 |
| China Risun Group Ltd. (a) | &nbsp;&nbsp;&nbsp;122000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39320 |
| China Ruyi Holdings Ltd. (a) (b) | 2243200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722968 |
| China Shenhua Energy Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;135200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765167 |
| China Shenhua Energy Co. Ltd. Class H (a) | &nbsp;&nbsp;&nbsp;915000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3549268 |
| China Southern Airlines Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;172600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142164 |
| China State Construction Engineering Corp. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;539600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434654 |
| China State Construction International Holdings Ltd. | &nbsp;&nbsp;&nbsp;510750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770354 |
| China Taiping Insurance Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;318600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620966 |
| China Three Gorges Renewables Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;396500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235803 |
| China Tobacco International HK Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364299 |
| China Tourism Group Duty Free Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;24300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206832 |
| China Tower Corp. Ltd. Class H (e) | 1181100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1688145 |
| China Traditional Chinese Medicine Holdings Co. Ltd. (b) | 1126000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317001 |
| China Travel International Investment Hong Kong Ltd. | &nbsp;&nbsp;&nbsp;266000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50489 |
| China United Network Communications Ltd. Class A | &nbsp;&nbsp;&nbsp;421500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314221 |
| China Vanke Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;111100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99574 |
| China Vanke Co. Ltd. Class H (a) (b) | &nbsp;&nbsp;&nbsp;500600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311839 |
| China Water Affairs Group Ltd. (a) | &nbsp;&nbsp;&nbsp;126000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100961 |
| China XD Electric Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;175800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150690 |
| China XLX Fertiliser Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60145 |
| China Yangtze Power Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;500600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106348 |
| China Zheshang Bank Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;206180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97576 |
| Chinasoft International Ltd. | &nbsp;&nbsp;&nbsp;636000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404285 |
| Chongqing Brewery Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55383 |
| Chongqing Changan Automobile Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;119280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212478 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Chongqing Hongjiu Fruit Co. Ltd. Class H (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;71700 | &nbsp;&nbsp;$3973 |
| Chongqing Rural Commercial Bank Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;188800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188190 |
| Chongqing Rural Commercial Bank Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;641000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541380 |
| Chongqing Zhifei Biological Products Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;30900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84506 |
| Chow Tai Fook Jewellery Group Ltd. (a) | &nbsp;&nbsp;&nbsp;796400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361489 |
| CIMC Enric Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64983 |
| CITIC Ltd. | 1085000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489975 |
| CITIC Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;150285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579476 |
| CITIC Securities Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;443275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338295 |
| CITIC Telecom International Holdings Ltd. | &nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120764 |
| CMOC Group Ltd. Class A | &nbsp;&nbsp;&nbsp;183600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215815 |
| CMOC Group Ltd. Class H | 1473000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497394 |
| CNGR Advanced Material Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20564 |
| CNOOC Energy Technology & Services Ltd. Class A | &nbsp;&nbsp;&nbsp;301000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171444 |
| CNPC Capital Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;102900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104866 |
| COFCO Joycome Foods Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;478000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96209 |
| Consun Pharmaceutical Group Ltd. | &nbsp;&nbsp;&nbsp;144000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207654 |
| Contemporary Amperex Technology Co. Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;20200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847113 |
| Contemporary Amperex Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;71220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2507711 |
| COSCO SHIPPING Energy Transportation Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;36400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52493 |
| COSCO SHIPPING Holdings Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;301500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633040 |
| COSCO SHIPPING Holdings Co. Ltd. Class H (a) | &nbsp;&nbsp;&nbsp;691900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202231 |
| COSCO SHIPPING Ports Ltd. (a) | &nbsp;&nbsp;&nbsp;358804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237679 |
| Country Garden Services Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;863000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721182 |
| CRRC Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;331200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325506 |
| CRRC Corp. Ltd. Class H | 1279000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772288 |
| CSC Financial Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;53200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178617 |
| CSG Holding Co. Ltd. Class B | &nbsp;&nbsp;&nbsp;137900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31620 |
| CSPC Innovation Pharmaceutical Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83995 |
| CSPC Pharmaceutical Group Ltd. | 2749280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2696746 |
| Dalipal Holdings Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;144000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102176 |
| Daqin Railway Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;189500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174602 |
| Daqo New Energy Corp. ADR (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182040 |
| Dong-E-E-Jiao Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;26900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196404 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Dongfang Electric Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;54100 | &nbsp;&nbsp;$126430 |
| Dongyue Group Ltd. | &nbsp;&nbsp;&nbsp;444000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592754 |
| DPC Dash Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204092 |
| East Buy Holding Ltd. (a) (b) (e) | &nbsp;&nbsp;&nbsp;116000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175256 |
| East Money Information Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;268840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868091 |
| Eastroc Beverage Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419572 |
| Ecovacs Robotics Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27639 |
| Empyrean Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72635 |
| ENN Energy Holdings Ltd. | &nbsp;&nbsp;&nbsp;216700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730839 |
| ENN Natural Gas Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;24700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65171 |
| Eoptolink Technology, Inc. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208533 |
| ESR Group Ltd. (b) (e) | &nbsp;&nbsp;&nbsp;395800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652440 |
| Eve Energy Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;21906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140094 |
| Everbright Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;35500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89107 |
| Everdisplay Optronics Shanghai Co. Ltd. Class A (b) | 1180046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385488 |
| Everest Medicines Ltd. (a) (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578420 |
| Far East Horizon Ltd. | &nbsp;&nbsp;&nbsp;401000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348385 |
| FIH Mobile Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;29700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38969 |
| FinVolution Group ADR | &nbsp;&nbsp;&nbsp;&nbsp;34800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329904 |
| First Tractor Co. Ltd. Class H (a) | &nbsp;&nbsp;&nbsp;108000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95068 |
| Flat Glass Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;16900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35885 |
| Focus Media Information Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;239900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244483 |
| Foshan Haitian Flavouring & Food Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;104609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568233 |
| Fosun International Ltd. | 1139000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677596 |
| Founder Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;100200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110647 |
| Foxconn Industrial Internet Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;192600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574857 |
| Fu Shou Yuan International Group Ltd. (a) | &nbsp;&nbsp;&nbsp;276000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130792 |
| Fufeng Group Ltd. | &nbsp;&nbsp;&nbsp;357000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313341 |
| Fuyao Glass Industry Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;35300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280945 |
| Fuyao Glass Industry Group Co. Ltd. Class H (e) | &nbsp;&nbsp;&nbsp;161600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1153845 |
| GalaxyCore, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;18062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38831 |
| Ganfeng Lithium Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;22280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105037 |
| GCL Technology Holdings Ltd. (a) (b) | 7080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901911 |
| GD Power Development Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;239700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161961 |
| GDS Holdings Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;287100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078911 |
| Geely Automobile Holdings Ltd. | 1776000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3610823 |
| GEM Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;32900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29165 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Gemdale Properties & Investment Corp. Ltd. (a) | 808000 | &nbsp;&nbsp;$32423 |
| Genertec Universal Medical Group Co. Ltd. (e) | &nbsp;&nbsp;93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66344 |
| Genscript Biotech Corp. (a) (b) | 354000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667414 |
| GF Securities Co. Ltd. Class A | 104500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245234 |
| Giant Biogene Holding Co. Ltd. (e) | &nbsp;&nbsp;94200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692400 |
| GigaDevice Semiconductor, Inc. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;6928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122376 |
| GoerTek, Inc. Class A | &nbsp;&nbsp;48100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156592 |
| Goldwind Science & Technology Co. Ltd. Class A | &nbsp;&nbsp;22900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32768 |
| Goneo Group Co. Ltd. Class A | &nbsp;&nbsp;11368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76573 |
| Gotion High-tech Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38518 |
| Great Wall Motor Co. Ltd. Class A (b) | &nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43181 |
| Great Wall Motor Co. Ltd. Class H (b) | 828000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274171 |
| Gree Electric Appliances, Inc. of Zhuhai Class A | &nbsp;&nbsp;47700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299126 |
| Greentown China Holdings Ltd. | 261000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314197 |
| Greentown Management Holdings Co. Ltd. (a) (e) | 153000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57692 |
| Greentown Service Group Co. Ltd. | 280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156229 |
| Guangdong Haid Group Co. Ltd. Class A | &nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184036 |
| Guangdong Investment Ltd. | 908000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758787 |
| Guanghui Energy Co. Ltd. Class A (b) | 204300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171696 |
| Guangzhou Automobile Group Co. Ltd. Class A | 198200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207244 |
| Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. Class A | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37167 |
| Guangzhou Haige Communications Group, Inc. Co. Class A | &nbsp;&nbsp;51100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99444 |
| Guangzhou R&F Properties Co. Ltd. Class H (a) (b) | 652400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78953 |
| Guangzhou Tinci Materials Technology Co. Ltd. Class A | &nbsp;&nbsp;26860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67945 |
| Guosen Securities Co. Ltd. Class A | &nbsp;&nbsp;90800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146027 |
| Guotai Haitong Securities Co. Ltd. Class A | 284970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762238 |
| Guotai Haitong Securities Co. Ltd. Class H (e) | 577880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927553 |
| H World Group Ltd. ADR (a) | &nbsp;&nbsp;56500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1916480 |
| Haichang Ocean Park Holdings Ltd. (a) (b) (e) | 486000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48910 |
| Haidilao International Holding Ltd. (e) | 466000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884510 |
| Haier Smart Home Co. Ltd. Class A | &nbsp;&nbsp;74500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257723 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Haier Smart Home Co. Ltd. Class H | 670600 | &nbsp;&nbsp;$1917831 |
| Hainan Airlines Holding Co. Ltd. Class A (b) | 509600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95330 |
| Hainan Airport Infrastructure Co. Ltd. Class A (b) | 139100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68743 |
| Hainan Meilan International Airport Co. Ltd. Class H (b) | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34076 |
| Haitian International Holdings Ltd. | 158000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410599 |
| Hangzhou First Applied Material Co. Ltd. Class A | &nbsp;&nbsp;30951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55998 |
| Hangzhou SF Intra-City Industrial Co. Ltd. Class H (a) (b) (e) | &nbsp;&nbsp;66800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161171 |
| Hangzhou Silan Microelectronics Co. Ltd. Class A | &nbsp;&nbsp;35900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124392 |
| Hangzhou Steam Turbine Power Group Co. Ltd. Class B | 176592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251503 |
| Hangzhou Tigermed Consulting Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58805 |
| Hansoh Pharmaceutical Group Co. Ltd. (e) | 306000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159682 |
| Harbin Electric Co. Ltd. Class H | &nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26828 |
| HBM Holdings Ltd. (b) (e) | 148000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159878 |
| Health & Happiness H&H International Holdings Ltd. | &nbsp;&nbsp;69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100380 |
| Hebei Yangyuan Zhihui Beverage Co. Ltd. Class A | &nbsp;&nbsp;21400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63216 |
| Hello Group, Inc. ADR | &nbsp;&nbsp;33300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281052 |
| Henan Shenhuo Coal Industry & Electricity Power Co. Ltd. Class A | &nbsp;&nbsp;24800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57610 |
| Henan Shuanghui Investment & Development Co. Ltd. Class A | 102100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347928 |
| Hengan International Group Co. Ltd. | 154000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442382 |
| Hengli Petrochemical Co. Ltd. Class A | &nbsp;&nbsp;99100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197283 |
| Hengtong Optic-electric Co. Ltd. Class A | &nbsp;&nbsp;52500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112136 |
| Hisense Home Appliances Group Co. Ltd. Class H | 112000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305325 |
| Hithink RoyalFlush Information Network Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270603 |
| Hopson Development Holdings Ltd. (b) | 253204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107088 |
| Hoshine Silicon Industry Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23160 |
| Hua Hong Semiconductor Ltd. (a) (b) (e) | 208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919439 |
| Huadian Power International Corp. Ltd. Class A | &nbsp;&nbsp;84700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64680 |
| Huadong Medicine Co. Ltd. Class A | &nbsp;&nbsp;20060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113026 |
| Huafon Chemical Co. Ltd. Class A | &nbsp;&nbsp;33800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31190 |
| Huaibei Mining Holdings Co. Ltd. Class A | &nbsp;&nbsp;25800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40844 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Hualan Biological Engineering, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77160 | &nbsp;&nbsp;$168794 |
| Huaneng Lancang River Hydropower, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;326400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435161 |
| Huaneng Power International, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;155200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154698 |
| Huaneng Power International, Inc. Class H | &nbsp;&nbsp;1170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754166 |
| Huangshan Tourism Development Co. Ltd. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14872 |
| Huaqin Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381823 |
| Huatai Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224516 |
| Huatai Securities Co. Ltd. Class H (e) | &nbsp;&nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729172 |
| Huaxia Bank Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;152200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168069 |
| Huayu Automotive Systems Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154739 |
| Huizhou Desay Sv Automotive Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96952 |
| Humanwell Healthcare Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34561 |
| Hunan Valin Steel Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27027 |
| Hundsun Technologies, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91352 |
| HUTCHMED China Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 |
| HUTCHMED China Ltd. ADR (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317555 |
| HUYA, Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88352 |
| Hwatsing Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73503 |
| Hygeia Healthcare Holdings Co. Ltd. (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143075 |
| Hygon Information Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787957 |
| IEIT Systems Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424761 |
| Iflytek Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237958 |
| Imeik Technology Development Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64915 |
| Industrial & Commercial Bank of China Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;997400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056835 |
| Industrial & Commercial Bank of China Ltd. Class H | 19300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15292484 |
| Industrial Bank Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;381600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1243384 |
| Industrial Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37072 |
| Ingenic Semiconductor Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79217 |
| Inner Mongolia BaoTou Steel Union Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;892200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222952 |
| Inner Mongolia Dian Tou Energy Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194952 |
| Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;219500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169149 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Inner Mongolia Yili Industrial Group Co. Ltd. Class A | &nbsp;&nbsp;90600 | &nbsp;&nbsp;$352628 |
| Inner Mongolia Yitai Coal Co. Ltd. Class B | 347300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688001 |
| InnoCare Pharma Ltd. (b) (e) | 228000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380484 |
| Innovent Biologics, Inc. (a) (b) (e) | 333500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330752 |
| Inspur Digital Enterprise Technology Ltd. | 142000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136392 |
| iQIYI, Inc. ADR (a) (b) | 125100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221427 |
| Isoftstone Information Technology Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64837 |
| JA Solar Technology Co. Ltd. Class A (b) | &nbsp;&nbsp;34160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47593 |
| JCET Group Co. Ltd. Class A | &nbsp;&nbsp;57900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272317 |
| JD Health International, Inc. (b) (e) | 315350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727395 |
| JD Logistics, Inc. (b) (e) | 525400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879459 |
| JD.com, Inc. Class A | 689854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11239787 |
| JF SmartInvest Holdings Ltd. | &nbsp;&nbsp;39500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241025 |
| Jiangsu Eastern Shenghong Co. Ltd. Class A (b) | &nbsp;&nbsp;75300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87566 |
| Jiangsu Expressway Co. Ltd. Class H | 608000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858171 |
| Jiangsu Hengli Hydraulic Co. Ltd. Class A | &nbsp;&nbsp;13468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135373 |
| Jiangsu Hengrui Pharmaceuticals Co. Ltd. Class A | 134024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971060 |
| Jiangsu Hoperun Software Co. Ltd. Class A (b) | &nbsp;&nbsp;25200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178820 |
| Jiangsu King's Luck Brewery JSC Ltd. Class A | &nbsp;&nbsp;19600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106521 |
| Jiangsu Phoenix Publishing & Media Corp. Ltd. Class A | &nbsp;&nbsp;34700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54110 |
| Jiangsu Yanghe Distillery Co. Ltd. Class A | &nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164007 |
| Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. Class A | &nbsp;&nbsp;72900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362304 |
| Jiangsu Zhongtian Technology Co. Ltd. Class A | &nbsp;&nbsp;24900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50265 |
| Jiangxi Copper Co. Ltd. Class A | &nbsp;&nbsp;32700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106959 |
| Jiangxi Copper Co. Ltd. Class H | 557000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081361 |
| Jinan Acetate Chemical Co. Ltd. | 150810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467216 |
| Jinchuan Group International Resources Co. Ltd. (a) | 832000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67832 |
| Jinko Solar Co. Ltd. Class A (b) | &nbsp;&nbsp;79291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57450 |
| JinkoSolar Holding Co. Ltd. ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193102 |
| Jinxin Fertility Group Ltd. (a) (b) (e) | 455500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177558 |
| Jiumaojiu International Holdings Ltd. (a) (e) | 188000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67057 |
| JNBY Design Ltd. | &nbsp;&nbsp;41500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91459 |
| JOYY, Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376734 |
| Kangji Medical Holdings Ltd. (a) | &nbsp;&nbsp;92000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89070 |
| Kanzhun Ltd. ADR (b) | &nbsp;&nbsp;74100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1321944 |
| KE Holdings, Inc. ADR | 189700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3365278 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Keymed Biosciences, Inc. (a) (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;72500 | &nbsp;&nbsp;$426688 |
| Kinetic Development Group Ltd. | &nbsp;&nbsp;&nbsp;998000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143661 |
| Kingboard Holdings Ltd. | &nbsp;&nbsp;&nbsp;162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517987 |
| Kingdee International Software Group Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888204 |
| Kingsoft Cloud Holdings Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104887 |
| Kingsoft Cloud Holdings Ltd. ADR (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;32200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403144 |
| Kingsoft Corp. Ltd. | &nbsp;&nbsp;&nbsp;266400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387995 |
| KLN Logistics Group Ltd. | &nbsp;&nbsp;&nbsp;101500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98138 |
| Kuaishou Technology (b) (e) | &nbsp;&nbsp;&nbsp;770200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6210657 |
| Kuang-Chi Technologies Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;76900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429205 |
| Kunlun Energy Co. Ltd. | 1042000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011470 |
| Kunlun Tech Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66667 |
| Kweichow Moutai Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4132249 |
| LB Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24893 |
| Lee & Man Paper Manufacturing Ltd. (a) | &nbsp;&nbsp;&nbsp;156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45111 |
| Legend Holdings Corp. Class H (b) (e) | &nbsp;&nbsp;&nbsp;129200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146482 |
| Lenovo Group Ltd. | 2146000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575200 |
| Lens Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;158300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492813 |
| Lepu Biopharma Co. Ltd. Class H (a) (b) (e) | &nbsp;&nbsp;&nbsp;112000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77045 |
| Li Auto, Inc. Class A (b) | &nbsp;&nbsp;&nbsp;382000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5206879 |
| Li Ning Co. Ltd. | &nbsp;&nbsp;&nbsp;657500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1417185 |
| Lifetech Scientific Corp. (a) (b) | 1054000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272563 |
| Lingbao Gold Group Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124408 |
| Lingyi iTech Guangdong Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;50400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60439 |
| Longfor Group Holdings Ltd. (a) (e) | &nbsp;&nbsp;&nbsp;561775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662680 |
| LONGi Green Energy Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;86492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181360 |
| Lonking Holdings Ltd. | &nbsp;&nbsp;&nbsp;174000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46769 |
| Loongson Technology Corp. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167502 |
| Lufax Holding Ltd. ADR (b) | &nbsp;&nbsp;&nbsp;&nbsp;97650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272444 |
| Luxshare Precision Industry Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;142268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688981 |
| Luye Pharma Group Ltd. (a) (b) (e) | &nbsp;&nbsp;&nbsp;416000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189717 |
| Luzhou Laojiao Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292874 |
| Mango Excellent Media Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29548 |
| Maoyan Entertainment (a) (e) | &nbsp;&nbsp;&nbsp;&nbsp;41600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38632 |
| Maxscend Microelectronics Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39854 |
| Medlive Technology Co. Ltd. (a) (e) | &nbsp;&nbsp;&nbsp;&nbsp;94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175786 |
| Meihua Holdings Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;81900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122224 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Meitu, Inc. (e) | &nbsp;&nbsp;&nbsp;814000 | &nbsp;&nbsp;$936359 |
| Meituan Class B (b) (e) | 1443710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23044186 |
| Metallurgical Corp. of China Ltd. Class A | &nbsp;&nbsp;&nbsp;364100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151472 |
| MicroPort NeuroScientific Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;71000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117399 |
| Microport Scientific Corp. (a) (b) | &nbsp;&nbsp;&nbsp;220108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245624 |
| Midea Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;94500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952500 |
| Midea Group Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;77400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734068 |
| Ming Yuan Cloud Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;94000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33169 |
| MINISO Group Holding Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;81800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370966 |
| MINISO Group Holding Ltd. ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;21700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395374 |
| Minth Group Ltd. | &nbsp;&nbsp;&nbsp;324000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924535 |
| MMG Ltd. (b) | 1282400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625681 |
| Mobvista, Inc. (b) (e) | &nbsp;&nbsp;&nbsp;168000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151949 |
| Montage Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113937 |
| Muyuan Foods Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;240223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408845 |
| NARI Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;168028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525678 |
| National Silicon Industry Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;75121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196319 |
| NAURA Technology Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604993 |
| NetDragon Websoft Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;53500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73196 |
| NetEase Cloud Music, Inc. (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;25650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787471 |
| NetEase, Inc. | &nbsp;&nbsp;&nbsp;493200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13256713 |
| New China Life Insurance Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;25600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209070 |
| New China Life Insurance Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;266600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451866 |
| New Hope Liuhe Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;192400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251944 |
| New Horizon Health Ltd. (a) (b) (c) (e) | &nbsp;&nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41429 |
| New Oriental Education & Technology Group, Inc. | &nbsp;&nbsp;&nbsp;395500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2123608 |
| Newborn Town, Inc. (b) | &nbsp;&nbsp;&nbsp;264000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330589 |
| Nexteer Automotive Group Ltd. (a) | &nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116178 |
| Ninestar Corp. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;16800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53802 |
| Ningbo Deye Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;10584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77808 |
| Ningbo Orient Wires & Cables Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76520 |
| Ningbo Tuopu Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;23925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157816 |
| Ningxia Baofeng Energy Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241092 |
| NIO, Inc. Class A (b) | &nbsp;&nbsp;&nbsp;445790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556006 |
| Noah Holdings Ltd. ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107460 |
| Nongfu Spring Co. Ltd. Class H (a) (e) | &nbsp;&nbsp;&nbsp;547600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2797294 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| OFILM Group Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;35200 | &nbsp;&nbsp;$58231 |
| OmniVision Integrated Circuits Group, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;10935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194866 |
| Onewo, Inc. Class H | &nbsp;&nbsp;&nbsp;&nbsp;61400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164646 |
| Oppein Home Group, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49648 |
| Orient Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;104928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141796 |
| OSL Group Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160657 |
| PDD Holdings, Inc. ADR (b) | &nbsp;&nbsp;&nbsp;194800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20387768 |
| People's Insurance Co. Group of China Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;77000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93628 |
| People's Insurance Co. Group of China Ltd. Class H | 2946000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240461 |
| PetroChina Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;298300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356054 |
| PetroChina Co. Ltd. Class H | 5978000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5140318 |
| Pharmaron Beijing Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;54800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187738 |
| PICC Property & Casualty Co. Ltd. Class H | 1957700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3790706 |
| Ping An Bank Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;278300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468939 |
| Ping An Healthcare & Technology Co. Ltd. (e) | &nbsp;&nbsp;&nbsp;193100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215731 |
| Ping An Insurance Group Co. of China Ltd. Class A | &nbsp;&nbsp;&nbsp;174590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1352234 |
| Ping An Insurance Group Co. of China Ltd. Class H | 1859500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11808417 |
| Piotech, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97829 |
| Poly Developments & Holdings Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153787 |
| Poly Property Group Co. Ltd. | &nbsp;&nbsp;&nbsp;196120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37725 |
| Poly Property Services Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58276 |
| Pop Mart International Group Ltd. (e) | &nbsp;&nbsp;&nbsp;154800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5257284 |
| Postal Savings Bank of China Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;334800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255664 |
| Postal Savings Bank of China Co. Ltd. Class H (e) | 2866000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000724 |
| Power Construction Corp. of China Ltd. Class A | &nbsp;&nbsp;&nbsp;262500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178465 |
| Prosus NV | &nbsp;&nbsp;&nbsp;370362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20637546 |
| Q Technology Group Co. Ltd. | &nbsp;&nbsp;&nbsp;151000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159656 |
| Qifu Technology, Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;30800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335488 |
| Qinghai Salt Lake Industry Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;92800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221275 |
| Radiance Holdings Group Co. Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;99000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38339 |
| Range Intelligent Computing Technology Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;24800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171481 |
| Remegen Co. Ltd. Class H (a) (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;76500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530627 |
| REPT BATTERO Energy Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;72800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107577 |
| RLX Technology, Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;89100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196911 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| RoboSense Technology Co. Ltd. (b) | &nbsp;&nbsp;62000 | &nbsp;&nbsp;$254713 |
| Rockchip Electronics Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116601 |
| Rongsheng Petrochemical Co. Ltd. Class A | 157550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182115 |
| SAIC Motor Corp. Ltd. Class A | 168400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377323 |
| Sailun Group Co. Ltd. Class A | &nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21430 |
| Sanan Optoelectronics Co. Ltd. Class A (b) | &nbsp;&nbsp;59300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102819 |
| Sany Heavy Equipment International Holdings Co. Ltd. | 249000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214108 |
| Sany Heavy Industry Co. Ltd. Class A | &nbsp;&nbsp;99800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250087 |
| Sasseur Real Estate Investment Trust | 189800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95373 |
| Satellite Chemical Co. Ltd. Class A | &nbsp;&nbsp;24680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59709 |
| SDIC Capital Co. Ltd. Class A | &nbsp;&nbsp;78900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82831 |
| SDIC Power Holdings Co. Ltd. Class A | &nbsp;&nbsp;88700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182523 |
| Seazen Group Ltd. (b) | 491333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145835 |
| Seres Group Co. Ltd. Class A | &nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750061 |
| SF Holding Co. Ltd. Class A | &nbsp;&nbsp;68300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464922 |
| SG Micro Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;8196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83263 |
| Shaanxi Coal Industry Co. Ltd. Class A | 123100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330643 |
| Shandong Gold Mining Co. Ltd. Class A | &nbsp;&nbsp;88500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394492 |
| Shandong Gold Mining Co. Ltd. Class H (a) (e) | 162750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564960 |
| Shandong Himile Mechanical Science & Technology Co. Ltd. Class A | 105500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872201 |
| Shandong Hualu Hengsheng Chemical Co. Ltd. Class A | &nbsp;&nbsp;13650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41294 |
| Shandong Nanshan Aluminum Co. Ltd. Class A | &nbsp;&nbsp;82200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43951 |
| Shandong Sun Paper Industry JSC Ltd. Class A | 117800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221353 |
| Shandong Weigao Group Medical Polymer Co. Ltd. Class H | 546000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424976 |
| Shanghai Baosight Software Co. Ltd. Class A | &nbsp;&nbsp;52080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171730 |
| Shanghai Baosight Software Co. Ltd. Class B | 164756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223244 |
| Shanghai BOCHU Electronic Technology Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69698 |
| Shanghai Chicmax Cosmetic Co. Ltd. (a) | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106548 |
| Shanghai Chlor-Alkali Chemical Co. Ltd. Class B | 100625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61381 |
| Shanghai Conant Optical Co. Ltd. Class H (a) | &nbsp;&nbsp;82500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393057 |
| Shanghai Electric Group Co. Ltd. Class A (b) | 276000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284741 |
| Shanghai Fosun Pharmaceutical Group Co. Ltd. Class A | &nbsp;&nbsp;22400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78459 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Shanghai Industrial Holdings Ltd. | &nbsp;&nbsp;53000 | &nbsp;&nbsp;$91552 |
| Shanghai International Airport Co. Ltd. Class A | &nbsp;&nbsp;18700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82938 |
| Shanghai Jinqiao Export Processing Zone Development Co. Ltd. Class B | &nbsp;&nbsp;85900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69321 |
| Shanghai M&G Stationery, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24687 |
| Shanghai Mechanical & Electrical Industry Co. Ltd. Class B | &nbsp;&nbsp;62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68324 |
| Shanghai MicroPort MedBot Group Co. Ltd. (a) (b) | 117500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241885 |
| Shanghai Pharmaceuticals Holding Co. Ltd. Class A | &nbsp;&nbsp;25600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63900 |
| Shanghai Pudong Development Bank Co. Ltd. Class A | 432700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838441 |
| Shanghai Putailai New Energy Technology Co. Ltd. Class A | &nbsp;&nbsp;29232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76639 |
| Shanghai RAAS Blood Products Co. Ltd. Class A | 455400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436763 |
| Shanghai Rural Commercial Bank Co. Ltd. Class A | 234900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318091 |
| Shanghai United Imaging Healthcare Co. Ltd. Class A | &nbsp;&nbsp;10313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183911 |
| Shanghai Zhangjiang High-Tech Park Development Co. Ltd. Class A | &nbsp;&nbsp;45900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164680 |
| Shanjin International Gold Co. Ltd. Class A | 109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288206 |
| Shanxi Coking Coal Energy Group Co. Ltd. Class A | 129480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115685 |
| Shanxi Lu'an Environmental Energy Development Co. Ltd. Class A | &nbsp;&nbsp;68800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101330 |
| Shanxi Xinghuacun Fen Wine Factory Co. Ltd. Class A | &nbsp;&nbsp;16860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415171 |
| Shengyi Technology Co. Ltd. Class A | &nbsp;&nbsp;55900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235285 |
| Shennan Circuits Co. Ltd. Class A | &nbsp;&nbsp;12428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187049 |
| Shenwan Hongyuan Group Co. Ltd. Class A | 224600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157402 |
| Shenzhen Inovance Technology Co. Ltd. Class A | &nbsp;&nbsp;30750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277186 |
| Shenzhen International Holdings Ltd. | 291916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287825 |
| Shenzhen Investment Ltd. (b) | 724301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82118 |
| Shenzhen Mindray Bio-Medical Electronics Co. Ltd. Class A | &nbsp;&nbsp;15900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498876 |
| Shenzhen New Industries Biomedical Engineering Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68097 |
| Shenzhen Salubris Pharmaceuticals Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47573 |
| Shenzhen Transsion Holdings Co. Ltd. Class A | &nbsp;&nbsp;13645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151820 |
| Shenzhou International Group Holdings Ltd. | 228500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1624242 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Shoucheng Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;712000 | &nbsp;&nbsp;$145121 |
| Shougang Fushan Resources Group Ltd. | 1244133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453276 |
| Shui On Land Ltd. | &nbsp;&nbsp;&nbsp;328000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30084 |
| Sichuan Biokin Pharmaceutical Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;13148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543530 |
| Sichuan Chuantou Energy Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;76700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171750 |
| Sichuan Expressway Co. Ltd. Class H (a) | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12280 |
| Sichuan Road & Bridge Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;55160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76235 |
| Sieyuan Electric Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112981 |
| Sihuan Pharmaceutical Holdings Group Ltd. (a) | &nbsp;&nbsp;&nbsp;463000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65469 |
| Silergy Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083099 |
| Silvercorp Metals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;52400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221582 |
| Simcere Pharmaceutical Group Ltd. (e) | &nbsp;&nbsp;&nbsp;178000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252148 |
| Sinopec Engineering Group Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;563000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428884 |
| Sinopec Kantons Holdings Ltd. | &nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69554 |
| Sinopharm Group Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;404000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945926 |
| Sinotruk Hong Kong Ltd. | &nbsp;&nbsp;&nbsp;174000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507592 |
| SITC International Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;387000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239879 |
| Smoore International Holdings Ltd. (a) (e) | &nbsp;&nbsp;&nbsp;613000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1424347 |
| Spring Airlines Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91673 |
| Sun Art Retail Group Ltd. | 1572000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458583 |
| Sunac China Holdings Ltd. (a) (b) | 1632000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297294 |
| Sunac Services Holdings Ltd. (e) | &nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71624 |
| Sungrow Power Supply Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;23380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221196 |
| Sunny Optical Technology Group Co. Ltd. | &nbsp;&nbsp;&nbsp;196600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1736842 |
| Sunwoda Electronic Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;18900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52928 |
| SUPCON Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;22030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138119 |
| Suzhou Dongshan Precision Manufacturing Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;47500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250459 |
| Suzhou TFC Optical Communication Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124522 |
| SY Holdings Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;92500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138573 |
| TAL Education Group ADR (b) | &nbsp;&nbsp;&nbsp;108900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112958 |
| TBEA Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;146900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244657 |
| TCL Electronics Holdings Ltd. | &nbsp;&nbsp;&nbsp;337000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409552 |
| TCL Technology Group Corp. Class A (b) | &nbsp;&nbsp;&nbsp;153890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93024 |
| TCL Zhonghuan Renewable Energy Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;81375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87247 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Tencent Holdings Ltd. | 1833700 | &nbsp;&nbsp;$117496955 |
| Tencent Music Entertainment Group ADR | &nbsp;&nbsp;&nbsp;204700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3989603 |
| Theme International Holdings Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64968 |
| Tiangong International Co. Ltd. (a) | 1110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284217 |
| Tianli International Holdings Ltd. | &nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248688 |
| Tianneng Power International Ltd. | &nbsp;&nbsp;&nbsp;606000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485572 |
| Tianqi Lithium Corp. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67988 |
| Tianshui Huatian Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;237400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334733 |
| Tingyi Cayman Islands Holding Corp. | &nbsp;&nbsp;&nbsp;480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703185 |
| Tong Ren Tang Technologies Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;51000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32029 |
| Tongcheng Travel Holdings Ltd. | &nbsp;&nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097478 |
| TongFu Microelectronics Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;89900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321540 |
| Tongling Nonferrous Metals Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;346900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161751 |
| Tongwei Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;46800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109435 |
| Topsports International Holdings Ltd. (e) | &nbsp;&nbsp;&nbsp;463000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180482 |
| Towngas Smart Energy Co. Ltd. | &nbsp;&nbsp;&nbsp;104722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52561 |
| TravelSky Technology Ltd. Class H | &nbsp;&nbsp;&nbsp;209000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279554 |
| Trina Solar Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;19751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40064 |
| Trip.com Group Ltd. | &nbsp;&nbsp;&nbsp;175250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10180127 |
| Tsingtao Brewery Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89211 |
| Tsingtao Brewery Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;182000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1188217 |
| Tuhu Car, Inc. (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172637 |
| Tuya, Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;50200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115962 |
| UBTech Robotics Corp. Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;38250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403939 |
| Unigroup Guoxin Microelectronics Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105909 |
| Unisplendour Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;53180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178104 |
| Up Fintech Holding Ltd. ADR (b) | &nbsp;&nbsp;&nbsp;&nbsp;42900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413985 |
| Victory Giant Technology Huizhou Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;23300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437106 |
| Vipshop Holdings Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1294300 |
| Vnet Group, Inc. ADR (b) | &nbsp;&nbsp;&nbsp;&nbsp;24100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166290 |
| VSTECS Holdings Ltd. | &nbsp;&nbsp;&nbsp;136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134614 |
| Wanguo Gold Group Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;92000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367414 |
| Wanhua Chemical Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;41400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313600 |
| Want Want China Holdings Ltd. | 1765000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232127 |
| Weibo Corp. ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;20110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191648 |
| Weichai Power Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;79100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169836 |
| Weichai Power Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167580 |
| Weimob, Inc. (a) (b) (e) | 1059000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244177 |
| WellCell Holdings Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88153 |
| Wens Foodstuff Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;85960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204965 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| West China Cement Ltd. (a) | &nbsp;&nbsp;&nbsp;262000 | &nbsp;&nbsp;$50397 |
| Western Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;30800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33882 |
| Western Superconducting Technologies Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;35591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257772 |
| Wharf Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;254000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773325 |
| Wilmar International Ltd. | &nbsp;&nbsp;&nbsp;511700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1153048 |
| Wingtech Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72554 |
| Wuhan Guide Infrared Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;60642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86775 |
| Wuliangye Yibin Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128721 |
| WUS Printed Circuit Kunshan Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;13640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81080 |
| WuXi AppTec Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;50900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494209 |
| WuXi AppTec Co. Ltd. Class H (a) (e) | &nbsp;&nbsp;&nbsp;&nbsp;80403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805566 |
| Wuxi Biologics Cayman, Inc. (b) (e) | &nbsp;&nbsp;&nbsp;939000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3068197 |
| XCMG Construction Machinery Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;112400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121922 |
| XD, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;99000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608503 |
| Xiamen C & D, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;72000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104233 |
| Xiamen Tungsten Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;89400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261093 |
| Xiaomi Corp. Class B (b) (e) | 4937200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37705113 |
| Xinhua Winshare Publishing & Media Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95679 |
| Xinjiang Daqo New Energy Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;21185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63054 |
| Xinte Energy Co. Ltd. Class H (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;84800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57578 |
| Xinyi Energy Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;133882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19613 |
| Xinyi Glass Holdings Ltd. | &nbsp;&nbsp;&nbsp;372461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357752 |
| Xinyi Solar Holdings Ltd. (a) | 1067811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338707 |
| XPeng, Inc. Class A (b) | &nbsp;&nbsp;&nbsp;341200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3068627 |
| XtalPi Holdings Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192433 |
| Xtep International Holdings Ltd. | &nbsp;&nbsp;&nbsp;299195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214582 |
| XXF Group Holdings Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191083 |
| Yadea Group Holdings Ltd. (a) (e) | &nbsp;&nbsp;&nbsp;363870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582192 |
| Yangtze Optical Fibre & Cable Joint Stock Co. Ltd. Class H (a) (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;59500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161446 |
| Yangzijiang Shipbuilding Holdings Ltd. | &nbsp;&nbsp;&nbsp;688600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200245 |
| Yankuang Energy Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;126815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215455 |
| Yankuang Energy Group Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;835800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831541 |
| Yanlord Land Group Ltd. (b) | &nbsp;&nbsp;&nbsp;128800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50563 |
| Yantai Changyu Pioneer Wine Co. Ltd. Class B | &nbsp;&nbsp;&nbsp;&nbsp;36300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37965 |
| Yantai Jereh Oilfield Services Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;56500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276066 |
| Yealink Network Technology Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;42460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206042 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| YiChang HEC ChangJiang Pharmaceutical Co. Ltd. Class H (a) (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;38800 | &nbsp;&nbsp;$73349 |
| Yidu Tech, Inc. (b) (e) | &nbsp;&nbsp;&nbsp;367000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271627 |
| Yifeng Pharmacy Chain Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39688 |
| Yihai International Holding Ltd. | &nbsp;&nbsp;&nbsp;111000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196548 |
| Yihai Kerry Arawana Holdings Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41225 |
| Yixin Group Ltd. (a) (e) | 1099500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326348 |
| Yonghui Superstores Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;402800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275538 |
| Yonyou Network Technology Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;51830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96741 |
| Youngor Fashion Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;208500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212483 |
| YTO Express Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;44600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80257 |
| Yuexiu Property Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;397540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217761 |
| Yuexiu Transport Infrastructure Ltd. | &nbsp;&nbsp;&nbsp;208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98038 |
| Yum China Holdings, Inc. | &nbsp;&nbsp;&nbsp;103500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4627485 |
| Yunnan Aluminium Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;41400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92358 |
| Yunnan Baiyao Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;12880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100316 |
| Yunnan Chihong Zinc&Germanium Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203088 |
| Yunnan Energy New Material Co. Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32712 |
| Yunnan Yuntianhua Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;19100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58581 |
| Yutong Bus Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;34500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119734 |
| Zai Lab Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;112800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394441 |
| Zai Lab Ltd. ADR (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;17795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622291 |
| Zangge Mining Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;16400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97693 |
| Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203831 |
| Zhaojin Mining Industry Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;450500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170726 |
| Zhejiang China Commodities City Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;66500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191985 |
| Zhejiang Chint Electrics Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;34700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109819 |
| Zhejiang Dahua Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;49600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109958 |
| Zhejiang Expressway Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;452640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416313 |
| Zhejiang Huayou Cobalt Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;18890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97626 |
| Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;20600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78079 |
| Zhejiang Juhua Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;28100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112507 |
| Zhejiang Leapmotor Technology Co. Ltd. (b) (e) | &nbsp;&nbsp;&nbsp;161900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128144 |
| Zhejiang NHU Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;74948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222548 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Zhejiang Sanhua Intelligent Controls Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;21800 | &nbsp;&nbsp;$80284 |
| Zhejiang Supor Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27793 |
| Zhejiang Weiming Environment Protection Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;23400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62329 |
| Zhejiang Zheneng Electric Power Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;134200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99294 |
| Zheshang Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;21700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33051 |
| ZhongAn Online P&C Insurance Co. Ltd. Class H (a) (b) (e) | &nbsp;&nbsp;&nbsp;166300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386833 |
| Zhongji Innolight Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270822 |
| Zhongjin Gold Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;58800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120093 |
| Zhongsheng Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;193000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297490 |
| Zhongtai Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;72500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65080 |
| Zhongyu Energy Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;146000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75883 |
| Zhou Hei Ya International Holdings Co. Ltd. (e) | &nbsp;&nbsp;&nbsp;202000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64589 |
| Zhuzhou CRRC Times Electric Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12432 |
| Zhuzhou CRRC Times Electric Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;121800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490303 |
| Zijin Mining Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;326400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888548 |
| Zijin Mining Group Co. Ltd. Class H (a) | 1514000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3866968 |
| Zonqing Environmental Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68471 |
| Zoomlion Heavy Industry Science & Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;87400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88216 |
| ZTE Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249464 |
| ZTE Corp. Class H | &nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681019 |
| ZTO Express Cayman, Inc. | &nbsp;&nbsp;&nbsp;133300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2351853 |
| Zylox-Tonbridge Medical Technology Co. Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98038 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777806136 |
| **COLOMBIA — 0.0% <sup>\*</sup>** | **COLOMBIA — 0.0% <sup>\*</sup>** | **COLOMBIA — 0.0% <sup>\*</sup>** |
| Aris Mining Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;40600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272849 |
| Cementos Argos SA | &nbsp;&nbsp;&nbsp;186255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469627 |
| Grupo Cibest SA | &nbsp;&nbsp;&nbsp;&nbsp;71291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890047 |
| Grupo Cibest SA ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231088 |
| Interconexion Electrica SA ESP | &nbsp;&nbsp;&nbsp;116011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561737 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425348 |
| **CONGO — 0.0% <sup>\*</sup>** | **CONGO — 0.0% <sup>\*</sup>** | **CONGO — 0.0% <sup>\*</sup>** |
| Ivanhoe Mines Ltd. Class A (a) (b) | &nbsp;&nbsp;&nbsp;212400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1592416 |
| **CZECH REPUBLIC — 0.1%** | **CZECH REPUBLIC — 0.1%** | **CZECH REPUBLIC — 0.1%** |
| CEZ AS | &nbsp;&nbsp;&nbsp;&nbsp;60676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3552862 |
| Colt CZ Group SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84596 |
| Komercni Banka AS | &nbsp;&nbsp;&nbsp;&nbsp;17471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842136 |
| Moneta Money Bank AS (e) | &nbsp;&nbsp;&nbsp;&nbsp;76336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524924 |
| Philip Morris CR AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106255 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5110773 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **DENMARK — 1.4%** | **DENMARK — 1.4%** | **DENMARK — 1.4%** |
| ALK-Abello AS (b) | &nbsp;&nbsp;34792 | &nbsp;&nbsp;$1023101 |
| Alm Brand AS | 225793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601091 |
| Ambu AS Class B | &nbsp;&nbsp;49672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776833 |
| AP Moller - Maersk AS Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426650 |
| AP Moller - Maersk AS Class B | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2538115 |
| Bavarian Nordic AS (b) | &nbsp;&nbsp;23814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633024 |
| Better Collective AS (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119196 |
| Cadeler AS (b) | &nbsp;&nbsp;60220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297836 |
| Carlsberg AS Class B | &nbsp;&nbsp;26038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3676406 |
| cBrain AS | &nbsp;&nbsp;&nbsp;&nbsp;2930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99114 |
| Cementir Holding NV | &nbsp;&nbsp;10780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187534 |
| Chemometec AS | &nbsp;&nbsp;&nbsp;&nbsp;4698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432043 |
| Coloplast AS Class B | &nbsp;&nbsp;34962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3309283 |
| D/S Norden AS | &nbsp;&nbsp;&nbsp;&nbsp;8017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253787 |
| Danske Bank AS | 194333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7897702 |
| Demant AS (b) | &nbsp;&nbsp;23410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973115 |
| Dfds AS (b) | &nbsp;&nbsp;10740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189933 |
| DSV AS | &nbsp;&nbsp;57331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13728843 |
| FLSmidth & Co. AS | &nbsp;&nbsp;11518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701323 |
| Genmab AS (b) | &nbsp;&nbsp;18910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3912434 |
| GN Store Nord AS (b) | &nbsp;&nbsp;35890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550564 |
| Gubra AS | &nbsp;&nbsp;&nbsp;&nbsp;2713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198573 |
| H Lundbeck AS | &nbsp;&nbsp;75388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431277 |
| ISS AS | &nbsp;&nbsp;39319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092504 |
| Jyske Bank AS | &nbsp;&nbsp;11985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208720 |
| Matas AS | &nbsp;&nbsp;12409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260449 |
| Netcompany Group AS (b) (e) | &nbsp;&nbsp;11321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480926 |
| NKT AS (b) | &nbsp;&nbsp;14195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144614 |
| Novo Nordisk AS Class B | 911735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63060308 |
| Novonesis Novozymes B Class B | &nbsp;&nbsp;98228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7018052 |
| NTG Nordic Transport Group AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;2507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74392 |
| Orsted AS (b) (e) | &nbsp;&nbsp;44793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1916941 |
| Pandora AS | &nbsp;&nbsp;24217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4236965 |
| Per Aarsleff Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;4610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476536 |
| Ringkjoebing Landbobank AS | &nbsp;&nbsp;&nbsp;&nbsp;7114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553578 |
| Rockwool AS Class B | &nbsp;&nbsp;25050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168196 |
| Royal Unibrew AS | &nbsp;&nbsp;13372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088771 |
| Scandinavian Tobacco Group AS (e) | &nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166525 |
| Schouw & Co. AS | &nbsp;&nbsp;&nbsp;&nbsp;3570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339262 |
| Sydbank AS | &nbsp;&nbsp;13825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021899 |
| Tryg AS | &nbsp;&nbsp;92404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2378504 |
| Vestas Wind Systems AS | 281933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4214933 |
| Zealand Pharma AS (b) | &nbsp;&nbsp;17754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990803 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137850655 |
| **EGYPT — 0.0% <sup>\*</sup>** | **EGYPT — 0.0% <sup>\*</sup>** | **EGYPT — 0.0% <sup>\*</sup>** |
| Commercial International Bank - Egypt (CIB) | 494266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840900 |
| Eastern Co. SAE | 280787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170002 |
| EFG Holding SAE (b) | 146048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77254 |
| E-Finance for Digital & Financial Investments | 126688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32727 |
| Talaat Moustafa Group | 131579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147512 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Telecom Egypt Co. | &nbsp;&nbsp;&nbsp;&nbsp;60241 | &nbsp;&nbsp;$46199 |
| U Consumer Finance (b) | &nbsp;&nbsp;&nbsp;&nbsp;43894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7707 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322301 |
| **FAEROE ISLANDS — 0.0% <sup>\*</sup>** | **FAEROE ISLANDS — 0.0% <sup>\*</sup>** | **FAEROE ISLANDS — 0.0% <sup>\*</sup>** |
| Bakkafrost P  | &nbsp;&nbsp;&nbsp;&nbsp;14842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665563 |
| **FINLAND — 0.7%** | **FINLAND — 0.7%** | **FINLAND — 0.7%** |
| Citycon OYJ (a) | &nbsp;&nbsp;&nbsp;&nbsp;19217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85810 |
| Elisa OYJ | &nbsp;&nbsp;&nbsp;&nbsp;40904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260553 |
| Finnair OYJ (a) | &nbsp;&nbsp;&nbsp;&nbsp;51154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161046 |
| Fortum OYJ | &nbsp;&nbsp;&nbsp;127026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2369348 |
| Harvia OYJ (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209736 |
| Hiab OYJ Class B | &nbsp;&nbsp;&nbsp;&nbsp;10055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606677 |
| Huhtamaki OYJ | &nbsp;&nbsp;&nbsp;&nbsp;25806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917253 |
| Kalmar OYJ Class B | &nbsp;&nbsp;&nbsp;&nbsp;10055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425618 |
| Kemira OYJ | &nbsp;&nbsp;&nbsp;&nbsp;31779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733765 |
| Kempower OYJ (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73146 |
| Kesko OYJ Class B | &nbsp;&nbsp;&nbsp;&nbsp;75064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845104 |
| Kojamo OYJ (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;37077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478751 |
| Kone OYJ Class B | &nbsp;&nbsp;&nbsp;&nbsp;97299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6382299 |
| Konecranes OYJ | &nbsp;&nbsp;&nbsp;&nbsp;17918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416575 |
| Mandatum OYJ (a) | &nbsp;&nbsp;&nbsp;122767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798946 |
| Marimekko OYJ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123234 |
| Metsa Board OYJ Class B (a) | &nbsp;&nbsp;&nbsp;&nbsp;32480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119946 |
| Metso OYJ (a) | &nbsp;&nbsp;&nbsp;176037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2268917 |
| Neste OYJ | &nbsp;&nbsp;&nbsp;114709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551181 |
| Nokia OYJ (d) | 1478883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7648754 |
| Nokia OYJ (d) | &nbsp;&nbsp;&nbsp;&nbsp;12368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63691 |
| Nokian Renkaat OYJ (a) | &nbsp;&nbsp;&nbsp;&nbsp;34104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245802 |
| Nordea Bank Abp (d) | &nbsp;&nbsp;&nbsp;668319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9873596 |
| Nordea Bank Abp (d) | &nbsp;&nbsp;&nbsp;222223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3289399 |
| Orion OYJ Class B | &nbsp;&nbsp;&nbsp;&nbsp;30687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2299999 |
| Outokumpu OYJ (a) | &nbsp;&nbsp;&nbsp;178236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732696 |
| Puuilo OYJ | &nbsp;&nbsp;&nbsp;&nbsp;18546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284101 |
| QT Group OYJ (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351418 |
| Revenio Group OYJ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225431 |
| Sampo OYJ Class A (d) | &nbsp;&nbsp;&nbsp;628715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6738093 |
| Sampo OYJ Class A (d) | &nbsp;&nbsp;&nbsp;&nbsp;64555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684979 |
| Stora Enso OYJ Class R (a) | &nbsp;&nbsp;&nbsp;154890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1677085 |
| TietoEVRY OYJ (a) | &nbsp;&nbsp;&nbsp;&nbsp;29125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550433 |
| Tokmanni Group Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122900 |
| UPM-Kymmene OYJ | &nbsp;&nbsp;&nbsp;170239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4628178 |
| Valmet OYJ (a) | &nbsp;&nbsp;&nbsp;&nbsp;39281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211309 |
| Wartsila OYJ Abp | &nbsp;&nbsp;&nbsp;137193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3227320 |
| YIT OYJ (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;22823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63655 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66746744 |
| **FRANCE — 5.3%** | **FRANCE — 5.3%** | **FRANCE — 5.3%** |
| Accor SA | &nbsp;&nbsp;&nbsp;&nbsp;55472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2886582 |
| Aeroports de Paris SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141939 |
| Air France-KLM (b) | &nbsp;&nbsp;&nbsp;&nbsp;33471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363589 |
| Air Liquide SA | &nbsp;&nbsp;&nbsp;163772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33669557 |
| Airbus SE | &nbsp;&nbsp;&nbsp;168198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34998060 |
| Alstom SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;97976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2277180 |
| Altarea SCA REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171538 |
| Alten SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689794 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Amundi SA (e) | &nbsp;&nbsp;16428 | &nbsp;&nbsp;$1324811 |
| Antin Infrastructure Partners SA | &nbsp;&nbsp;&nbsp;&nbsp;8410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113331 |
| Arkema SA | &nbsp;&nbsp;15391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130073 |
| Assystem SA | &nbsp;&nbsp;&nbsp;&nbsp;1654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81739 |
| Aubay | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177900 |
| AXA SA | 499507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24433039 |
| Beneteau SACA | &nbsp;&nbsp;&nbsp;&nbsp;8515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77864 |
| BioMerieux | &nbsp;&nbsp;10936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507089 |
| BNP Paribas SA | 288161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25815822 |
| Bollore SE | 215725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1349709 |
| Bouygues SA | &nbsp;&nbsp;53649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2418273 |
| Bureau Veritas SA | &nbsp;&nbsp;86661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2943978 |
| Canal & SA | 199610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623114 |
| Capgemini SE | &nbsp;&nbsp;46077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7845386 |
| Carmila SA REIT (b) | &nbsp;&nbsp;16368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319714 |
| Carrefour SA | 153525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2157176 |
| Cie de Saint-Gobain SA | 127136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14870126 |
| Cie des Alpes | &nbsp;&nbsp;&nbsp;&nbsp;5732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138607 |
| Cie Generale des Etablissements Michelin SCA | 189835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7028301 |
| Clariane SE (b) | &nbsp;&nbsp;28166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171926 |
| Coface SA | &nbsp;&nbsp;29757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569014 |
| Covivio SA REIT | &nbsp;&nbsp;14878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935226 |
| Credit Agricole SA | 298471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5628534 |
| Danone SA | 182145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14829918 |
| Dassault Aviation SA | &nbsp;&nbsp;&nbsp;&nbsp;5182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1826083 |
| Dassault Systemes SE | 188656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6805273 |
| Derichebourg SA | &nbsp;&nbsp;21744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147147 |
| Edenred SE | &nbsp;&nbsp;64506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990688 |
| Eiffage SA | &nbsp;&nbsp;18508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590778 |
| Elior Group SA (b) (e) | &nbsp;&nbsp;27606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83994 |
| Elis SA | &nbsp;&nbsp;44696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277032 |
| Emeis SA (b) | &nbsp;&nbsp;17828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235224 |
| Engie SA | 517146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12095502 |
| Equasens | &nbsp;&nbsp;&nbsp;&nbsp;1458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83691 |
| Eramet SA | &nbsp;&nbsp;&nbsp;&nbsp;1844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99354 |
| EssilorLuxottica SA | &nbsp;&nbsp;84176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23012838 |
| Esso SA Francaise | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105715 |
| Etablissements Maurel et Prom SA | &nbsp;&nbsp;19383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109896 |
| Eurazeo SE | &nbsp;&nbsp;10839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770399 |
| Eutelsat Communications SACA (a) (b) | &nbsp;&nbsp;35649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155251 |
| Exail Technologies SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;3409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396164 |
| Exosens SAS | &nbsp;&nbsp;&nbsp;&nbsp;7063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334538 |
| FDJ UNITED (e) | &nbsp;&nbsp;28821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126589 |
| Fnac Darty SA | &nbsp;&nbsp;&nbsp;&nbsp;3252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128263 |
| Forvia SE (b) (d) | &nbsp;&nbsp;36003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363961 |
| Forvia SE (b) (d) | &nbsp;&nbsp;&nbsp;&nbsp;5581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56406 |
| Gaztransport Et Technigaz SA | &nbsp;&nbsp;&nbsp;&nbsp;9823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939468 |
| Gecina SA REIT | &nbsp;&nbsp;12422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360459 |
| Getlink SE | &nbsp;&nbsp;85626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647392 |
| Hermes International SCA | &nbsp;&nbsp;&nbsp;&nbsp;8965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24193665 |
| ICADE REIT | &nbsp;&nbsp;&nbsp;&nbsp;9048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253204 |
| ID Logistics Group SACA (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417853 |
| Imerys SA | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249260 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Interparfums SA | &nbsp;&nbsp;&nbsp;&nbsp;6624 | &nbsp;&nbsp;$256750 |
| Ipsen SA | &nbsp;&nbsp;10176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207649 |
| IPSOS SA | &nbsp;&nbsp;&nbsp;&nbsp;9783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522511 |
| JCDecaux SE | &nbsp;&nbsp;17112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311347 |
| Kaufman & Broad SA | &nbsp;&nbsp;&nbsp;&nbsp;3405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132099 |
| Kering SA | &nbsp;&nbsp;21474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4652249 |
| Klepierre SA REIT | &nbsp;&nbsp;60917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2391207 |
| Legrand SA | &nbsp;&nbsp;74231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9889938 |
| LISI SA | &nbsp;&nbsp;&nbsp;&nbsp;3302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146515 |
| L'Oreal SA | &nbsp;&nbsp;68078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29016528 |
| Louis Hachette Group | 199610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407352 |
| LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp;77864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40636713 |
| Manitou BF SA | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26005 |
| Mercialys SA REIT | &nbsp;&nbsp;24762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309271 |
| Mersen SA | &nbsp;&nbsp;&nbsp;&nbsp;8155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211558 |
| Metropole Television SA | &nbsp;&nbsp;&nbsp;&nbsp;7157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110392 |
| Nexans SA | &nbsp;&nbsp;&nbsp;&nbsp;8686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130743 |
| Nexity SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;9699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108842 |
| Opmobility | &nbsp;&nbsp;15366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195886 |
| Orange SA | 524421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7950362 |
| Pernod Ricard SA | &nbsp;&nbsp;57126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5673050 |
| Peugeot Invest SA | &nbsp;&nbsp;&nbsp;&nbsp;1756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151710 |
| Pierre Et Vacances SA (b) | &nbsp;&nbsp;37390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76983 |
| Planisware SA | &nbsp;&nbsp;&nbsp;&nbsp;4180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116289 |
| Publicis Groupe SA | &nbsp;&nbsp;65168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7319273 |
| Quadient SA | &nbsp;&nbsp;&nbsp;&nbsp;7279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135857 |
| Remy Cointreau SA | &nbsp;&nbsp;&nbsp;&nbsp;7619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387435 |
| Renault SA | &nbsp;&nbsp;52431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2408299 |
| Rexel SA | &nbsp;&nbsp;59628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1829651 |
| Rubis SCA | &nbsp;&nbsp;22138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712555 |
| Safran SA | 101924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33009623 |
| Sartorius Stedim Biotech | &nbsp;&nbsp;&nbsp;&nbsp;8265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1967538 |
| SCOR SE | &nbsp;&nbsp;40612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335780 |
| SEB SA | &nbsp;&nbsp;&nbsp;&nbsp;6568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617558 |
| Seche Environnement SACA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75105 |
| Societe BIC SA | &nbsp;&nbsp;&nbsp;&nbsp;6132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380057 |
| Societe Generale SA | 201856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11503852 |
| Sodexo SA | &nbsp;&nbsp;23377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432424 |
| SOITEC (b) | &nbsp;&nbsp;&nbsp;&nbsp;7067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387238 |
| Sopra Steria Group | &nbsp;&nbsp;&nbsp;&nbsp;4064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986544 |
| SPIE SA | &nbsp;&nbsp;40337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2258574 |
| Technip Energies NV | &nbsp;&nbsp;36094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1514265 |
| Teleperformance SE | &nbsp;&nbsp;15304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1478845 |
| Television Francaise 1 SA | &nbsp;&nbsp;11946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123611 |
| Thales SA | &nbsp;&nbsp;25815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7563610 |
| TotalEnergies SE | 578307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35367843 |
| Trigano SA | &nbsp;&nbsp;&nbsp;&nbsp;2295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398440 |
| Ubisoft Entertainment SA (b) | &nbsp;&nbsp;25853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284842 |
| Unibail-Rodamco-Westfield CDI (b) | &nbsp;&nbsp;34100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160008 |
| Unibail-Rodamco-Westfield REIT (b) | &nbsp;&nbsp;32716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3116073 |
| Valeo SE | &nbsp;&nbsp;58068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633235 |
| Vallourec SACA | &nbsp;&nbsp;43266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797114 |
| Veolia Environnement SA | 178202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6327765 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Verallia SA (e) | &nbsp;&nbsp;19117 | &nbsp;&nbsp;$632821 |
| Vicat SACA | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269187 |
| Vinci SA | 140169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20583617 |
| Virbac SACA | &nbsp;&nbsp;&nbsp;&nbsp;1106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414800 |
| Vivendi SE (b) | 199610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686300 |
| Voltalia SA (b) | &nbsp;&nbsp;17228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174323 |
| VusionGroup | &nbsp;&nbsp;&nbsp;&nbsp;1723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554581 |
| Wavestone | &nbsp;&nbsp;&nbsp;&nbsp;2248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156218 |
| Wendel SE | &nbsp;&nbsp;&nbsp;&nbsp;6922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728035 |
| Worldline SA (b) (e) | &nbsp;&nbsp;55280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232632 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531122473 |
| **GEORGIA — 0.0% <sup>\*</sup>** | **GEORGIA — 0.0% <sup>\*</sup>** | **GEORGIA — 0.0% <sup>\*</sup>** |
| Lion Finance Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;9416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913547 |
| TBC Bank Group PLC | &nbsp;&nbsp;12346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785011 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1698558 |
| **GERMANY — 5.9%** | **GERMANY — 5.9%** | **GERMANY — 5.9%** |
| 1&1 AG | &nbsp;&nbsp;&nbsp;&nbsp;6659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145703 |
| About You Holding SE (b) | &nbsp;&nbsp;&nbsp;&nbsp;9925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78990 |
| Adesso SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99651 |
| adidas AG | &nbsp;&nbsp;48674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11310061 |
| AIXTRON SE | &nbsp;&nbsp;27546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504100 |
| Allianz SE | 109340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44164787 |
| AlzChem Group AG | &nbsp;&nbsp;&nbsp;&nbsp;2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328630 |
| Aroundtown SA (b) | 196392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717424 |
| Atoss Software SE | &nbsp;&nbsp;&nbsp;&nbsp;2539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420237 |
| Aurubis AG | &nbsp;&nbsp;&nbsp;&nbsp;8374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867973 |
| Auto1 Group SE (b) (e) | &nbsp;&nbsp;40264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293140 |
| BASF SE | 255507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12554934 |
| Bayer AG | 277130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8306763 |
| Bayerische Motoren Werke AG | &nbsp;&nbsp;80628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7141922 |
| Bayerische Motoren Werke AG Preference Shares | &nbsp;&nbsp;14776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1219339 |
| Bechtle AG | &nbsp;&nbsp;21793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017640 |
| Beiersdorf AG | &nbsp;&nbsp;28829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3607441 |
| Bilfinger SE | &nbsp;&nbsp;11448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097231 |
| Brenntag SE | &nbsp;&nbsp;33111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184344 |
| CANCOM SE | &nbsp;&nbsp;&nbsp;&nbsp;8623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283925 |
| Carl Zeiss Meditec AG | &nbsp;&nbsp;&nbsp;&nbsp;9444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631893 |
| Ceconomy AG (b) | &nbsp;&nbsp;43948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186750 |
| Cewe Stiftung & Co. KGaA | &nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311493 |
| Commerzbank AG | 265959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8360604 |
| Continental AG | &nbsp;&nbsp;29752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2587896 |
| Covestro AG (b) | &nbsp;&nbsp;53597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800054 |
| CTS Eventim AG & Co. KGaA | &nbsp;&nbsp;17054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2109985 |
| CureVac NV (b) | &nbsp;&nbsp;19663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105528 |
| Daimler Truck Holding AG | 134653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6349365 |
| Dermapharm Holding SE | &nbsp;&nbsp;&nbsp;&nbsp;4358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177513 |
| Deutsche Bank AG | 524048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15483413 |
| Deutsche Boerse AG | &nbsp;&nbsp;53315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17329450 |
| Deutsche Lufthansa AG | 175620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480167 |
| Deutsche Pfandbriefbank AG (e) | &nbsp;&nbsp;35822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220761 |
| Deutsche Post AG | 271161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12480629 |
| Deutsche Telekom AG | 992184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36069974 |
| Deutz AG | &nbsp;&nbsp;27770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248721 |
| Douglas AG (b) | &nbsp;&nbsp;12460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153867 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Dr. Ing hc F Porsche AG Preference Shares (e) | &nbsp;&nbsp;30061 | &nbsp;&nbsp;$1479940 |
| Draegerwerk AG & Co. KGaA Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;2641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208329 |
| Duerr AG | &nbsp;&nbsp;13826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366790 |
| E.ON SE | 634126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11630757 |
| Eckert & Ziegler SE | &nbsp;&nbsp;&nbsp;&nbsp;3948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315831 |
| Einhell Germany AG Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;1161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102349 |
| Elmos Semiconductor SE | &nbsp;&nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285348 |
| Energiekontor AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;1621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83248 |
| Evonik Industries AG | &nbsp;&nbsp;69149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420484 |
| Evotec SE (b) | &nbsp;&nbsp;36261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306638 |
| Fielmann Group AG | &nbsp;&nbsp;&nbsp;&nbsp;6713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446799 |
| flatexDEGIRO AG | &nbsp;&nbsp;22003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619360 |
| Formycon AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;1736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57058 |
| Fraport AG Frankfurt Airport Services Worldwide (b) | &nbsp;&nbsp;&nbsp;&nbsp;9842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738816 |
| Freenet AG | &nbsp;&nbsp;31638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026501 |
| Fresenius Medical Care AG | &nbsp;&nbsp;60609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3461245 |
| Fresenius SE & Co. KGaA | 121266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075414 |
| Friedrich Vorwerk Group SE | &nbsp;&nbsp;&nbsp;&nbsp;2854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196320 |
| FUCHS SE Preference Shares | &nbsp;&nbsp;17927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985682 |
| GEA Group AG | &nbsp;&nbsp;41270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2877619 |
| Gerresheimer AG | &nbsp;&nbsp;&nbsp;&nbsp;9191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516570 |
| GFT Technologies SE | &nbsp;&nbsp;&nbsp;&nbsp;2760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80672 |
| Grand City Properties SA | &nbsp;&nbsp;19669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256282 |
| Grenke AG | &nbsp;&nbsp;&nbsp;&nbsp;5049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92102 |
| Hamborner REIT AG | &nbsp;&nbsp;43682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305606 |
| Hannover Rueck SE | &nbsp;&nbsp;17155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5380710 |
| Heidelberg Materials AG | &nbsp;&nbsp;37891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8871203 |
| HelloFresh SE (b) | &nbsp;&nbsp;46004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428882 |
| Henkel AG & Co. KGaA | &nbsp;&nbsp;33712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2433728 |
| Henkel AG & Co. KGaA Preference Shares | &nbsp;&nbsp;47923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3749917 |
| Hensoldt AG | &nbsp;&nbsp;17139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959552 |
| Hornbach Holding AG & Co. KGaA | &nbsp;&nbsp;&nbsp;&nbsp;2806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349145 |
| HUGO BOSS AG | &nbsp;&nbsp;12080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556853 |
| Hypoport SE (b) | &nbsp;&nbsp;&nbsp;&nbsp;1033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244942 |
| Infineon Technologies AG | 367862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15594985 |
| IONOS Group SE (b) | &nbsp;&nbsp;12986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608220 |
| Jenoptik AG | &nbsp;&nbsp;13599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311761 |
| JOST Werke SE (e) | &nbsp;&nbsp;&nbsp;&nbsp;3047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192070 |
| Jungheinrich AG Preference Shares | &nbsp;&nbsp;12950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607446 |
| K&S AG | &nbsp;&nbsp;49623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906369 |
| KION Group AG | &nbsp;&nbsp;19201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064746 |
| Kloeckner & Co. SE | &nbsp;&nbsp;12637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88559 |
| Knorr-Bremse AG | &nbsp;&nbsp;19820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1908950 |
| Krones AG | &nbsp;&nbsp;&nbsp;&nbsp;3783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621694 |
| Lanxess AG | &nbsp;&nbsp;21798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646342 |
| LEG Immobilien SE | &nbsp;&nbsp;20461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1809766 |
| MBB SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76524 |
| Mercedes-Benz Group AG | 203441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11866424 |
| Merck KGaA | &nbsp;&nbsp;35985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4646507 |
| Montana Aerospace AG (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;7433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242320 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| MTU Aero Engines AG | &nbsp;&nbsp;15003 | &nbsp;&nbsp;$6642969 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | &nbsp;&nbsp;37873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24478134 |
| Mutares SE & Co. KGaA (b) | &nbsp;&nbsp;&nbsp;&nbsp;2857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121068 |
| Nagarro SE (b) | &nbsp;&nbsp;&nbsp;&nbsp;1607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114314 |
| Nemetschek SE | &nbsp;&nbsp;18027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2602801 |
| Nordex SE (b) | &nbsp;&nbsp;32951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650589 |
| Norma Group SE | &nbsp;&nbsp;&nbsp;&nbsp;5838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94159 |
| Northern Data AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;5018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141369 |
| Patrizia SE | &nbsp;&nbsp;12942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124726 |
| Pfeiffer Vacuum Technology AG | &nbsp;&nbsp;&nbsp;&nbsp;2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387651 |
| PNE AG | &nbsp;&nbsp;&nbsp;&nbsp;8549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152335 |
| Porsche Automobil Holding SE Preference Shares | &nbsp;&nbsp;40422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1598568 |
| ProSiebenSat.1 Media SE | &nbsp;&nbsp;32636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273723 |
| Puma SE | &nbsp;&nbsp;28979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788514 |
| Rational AG | &nbsp;&nbsp;&nbsp;&nbsp;1393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164243 |
| RENK Group AG | &nbsp;&nbsp;21336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699571 |
| Rheinmetall AG | &nbsp;&nbsp;12605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26589081 |
| RWE AG | 177035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7362795 |
| SAF-Holland SE | &nbsp;&nbsp;12092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242721 |
| Salzgitter AG | &nbsp;&nbsp;&nbsp;&nbsp;5203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125082 |
| SAP SE | 297180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90054228 |
| Sartorius AG Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;7167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1817203 |
| Schaeffler AG | &nbsp;&nbsp;61014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325877 |
| Schott Pharma AG & Co. KGaA | &nbsp;&nbsp;&nbsp;&nbsp;8414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280994 |
| Scout24 SE (e) | &nbsp;&nbsp;22365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3074243 |
| Secunet Security Networks AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65715 |
| SGL Carbon SE (b) | &nbsp;&nbsp;&nbsp;&nbsp;9210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37839 |
| Siemens AG | 215619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55088139 |
| Siemens Energy AG (b) | 191413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22033106 |
| Siemens Healthineers AG (e) | &nbsp;&nbsp;95815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5292950 |
| Siltronic AG | &nbsp;&nbsp;&nbsp;&nbsp;4127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197170 |
| Sirius Real Estate Ltd. REIT (a) | 359467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480280 |
| Sixt SE | &nbsp;&nbsp;&nbsp;&nbsp;3607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350370 |
| Sixt SE Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;4376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306151 |
| SMA Solar Technology AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;3081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76817 |
| Softwareone Holding AG (a) | &nbsp;&nbsp;49544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491706 |
| Stabilus SE | &nbsp;&nbsp;&nbsp;&nbsp;6520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211237 |
| STO SE & Co. KGaA Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85501 |
| Stroeer SE & Co. KGaA | &nbsp;&nbsp;&nbsp;&nbsp;8845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528479 |
| Suedzucker AG | &nbsp;&nbsp;39268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513956 |
| SUSS MicroTec SE | &nbsp;&nbsp;&nbsp;&nbsp;4539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248076 |
| Symrise AG | &nbsp;&nbsp;37968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3972855 |
| TAG Immobilien AG | &nbsp;&nbsp;46868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830191 |
| Takkt AG | &nbsp;&nbsp;&nbsp;&nbsp;5349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41755 |
| Talanx AG | &nbsp;&nbsp;17672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2279795 |
| TeamViewer SE (b) (e) | &nbsp;&nbsp;38986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437272 |
| thyssenkrupp AG | 134365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438761 |
| Thyssenkrupp Nucera AG & Co. KGaA (a) (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;5380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62301 |
| TUI AG (b) | 123923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079074 |
| United Internet AG | &nbsp;&nbsp;20720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574976 |
| Verbio SE (a) | &nbsp;&nbsp;&nbsp;&nbsp;4111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58970 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Volkswagen AG Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;58385 | &nbsp;&nbsp;$6142125 |
| Vonovia SE (a) | &nbsp;&nbsp;&nbsp;214946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7546719 |
| Vossloh AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253630 |
| Wacker Chemie AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360036 |
| Wacker Neuson SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238323 |
| Wuestenrot & Wuerttembergische AG | &nbsp;&nbsp;&nbsp;&nbsp;14591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233964 |
| Zalando SE (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;62663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2055916 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589056786 |
| **GREECE — 0.2%** | **GREECE — 0.2%** | **GREECE — 0.2%** |
| Aegean Airlines SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116759 |
| Aktor SA Holding Co. Technical & Energy Projects (b) | &nbsp;&nbsp;&nbsp;&nbsp;13820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87278 |
| Alpha Bank SA | &nbsp;&nbsp;&nbsp;652497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2290141 |
| Athens International Airport SA | &nbsp;&nbsp;&nbsp;&nbsp;38237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443234 |
| Athens Water Supply & Sewage Co. SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30143 |
| Autohellas Tourist & Trading SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48098 |
| Eurobank Ergasias Services & Holdings SA Class A | &nbsp;&nbsp;&nbsp;728724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494382 |
| FF Group (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GEK Terna SA | &nbsp;&nbsp;&nbsp;&nbsp;16426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386404 |
| Hellenic Telecommunications Organization SA | &nbsp;&nbsp;&nbsp;&nbsp;41430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784930 |
| HELLENiQ ENERGY Holdings SA | &nbsp;&nbsp;&nbsp;&nbsp;20706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200036 |
| Holding Co. ADMIE IPTO SA | &nbsp;&nbsp;&nbsp;&nbsp;31100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115726 |
| Intralot SA-Integrated Information Systems & Gaming Services (b) | &nbsp;&nbsp;&nbsp;&nbsp;61387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83589 |
| Jumbo SA | &nbsp;&nbsp;&nbsp;&nbsp;33653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157454 |
| LAMDA Development SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;12062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89202 |
| Metlen Energy & Metals SA | &nbsp;&nbsp;&nbsp;&nbsp;28369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532509 |
| Motor Oil Hellas Corinth Refineries SA | &nbsp;&nbsp;&nbsp;&nbsp;17595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488671 |
| National Bank of Greece SA | &nbsp;&nbsp;&nbsp;248952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3164874 |
| OPAP SA | &nbsp;&nbsp;&nbsp;&nbsp;53931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218657 |
| Optima bank SA | &nbsp;&nbsp;&nbsp;&nbsp;13669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320907 |
| Piraeus Financial Holdings SA | &nbsp;&nbsp;&nbsp;335231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2314630 |
| Public Power Corp. SA | &nbsp;&nbsp;&nbsp;&nbsp;47658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775374 |
| Sarantis SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151756 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18294754 |
| **GUATEMALA — 0.0% <sup>\*</sup>** | **GUATEMALA — 0.0% <sup>\*</sup>** | **GUATEMALA — 0.0% <sup>\*</sup>** |
| Millicom International Cellular SA | &nbsp;&nbsp;&nbsp;&nbsp;27326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023905 |
| **HONG KONG — 1.2%** | **HONG KONG — 1.2%** | **HONG KONG — 1.2%** |
| AIA Group Ltd. | 3034400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27212963 |
| Alibaba Pictures Group Ltd. (a) (b) | 7100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868280 |
| ASMPT Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;90600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664208 |
| Bank of East Asia Ltd. | &nbsp;&nbsp;&nbsp;234894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362066 |
| Cafe de Coral Holdings Ltd. | &nbsp;&nbsp;&nbsp;166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146334 |
| China Common Rich Renewable Energy Investments Ltd. (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| China Huishan Dairy Holdings Co. Ltd. (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;66000 | &nbsp;&nbsp;$— |
| China Zhongwang Holdings Ltd. (a) (b) (c) | &nbsp;&nbsp;&nbsp;231200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CK Asset Holdings Ltd. | &nbsp;&nbsp;&nbsp;513181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2261919 |
| CK Infrastructure Holdings Ltd. | &nbsp;&nbsp;&nbsp;168000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111796 |
| CLP Holdings Ltd. | &nbsp;&nbsp;&nbsp;483500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4071255 |
| Concord New Energy Group Ltd. | 2790000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181261 |
| Cowell e Holdings, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159681 |
| Crystal International Group Ltd. (e) | &nbsp;&nbsp;&nbsp;155500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92508 |
| CTF Services Ltd. | &nbsp;&nbsp;&nbsp;284968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270810 |
| Dah Sing Banking Group Ltd. | &nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127376 |
| Dah Sing Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;43600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165236 |
| DFI Retail Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;90100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248676 |
| Envision Greenwise Holdings Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;239000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245698 |
| Fenbi Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132643 |
| Fortune Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;345000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211834 |
| Futu Holdings Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2101030 |
| Grand Pharmaceutical Group Ltd. (a) | &nbsp;&nbsp;&nbsp;574500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638171 |
| Guotai Junan International Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;757000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330766 |
| Gushengtang Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;28800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126023 |
| Hang Lung Group Ltd. | &nbsp;&nbsp;&nbsp;216000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375867 |
| Hang Lung Properties Ltd. | &nbsp;&nbsp;&nbsp;951199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907577 |
| Hang Seng Bank Ltd. | &nbsp;&nbsp;&nbsp;231600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3469574 |
| Henderson Land Development Co. Ltd. | &nbsp;&nbsp;&nbsp;412466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442317 |
| HKBN Ltd. | &nbsp;&nbsp;&nbsp;279500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176957 |
| HKT Trust & HKT Ltd. Stapled Security | 1062000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585559 |
| Hong Kong & China Gas Co. Ltd. | 3383101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2840081 |
| Hong Kong Exchanges & Clearing Ltd. | &nbsp;&nbsp;&nbsp;338361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18051667 |
| Hongkong Land Holdings Ltd. | &nbsp;&nbsp;&nbsp;291400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681378 |
| Huabao International Holdings Ltd. | &nbsp;&nbsp;&nbsp;211000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79831 |
| Hutchison Port Holdings Trust Stapled Security | &nbsp;&nbsp;&nbsp;883800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153781 |
| Hutchison Telecommunications Hong Kong Holdings Ltd. | &nbsp;&nbsp;&nbsp;346000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44958 |
| Hysan Development Co. Ltd. | &nbsp;&nbsp;&nbsp;164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294573 |
| J&T Global Express Ltd. (b) | &nbsp;&nbsp;&nbsp;532200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459658 |
| Jardine Matheson Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;49300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2369358 |
| Johnson Electric Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;88968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244804 |
| Kerry Properties Ltd. | &nbsp;&nbsp;&nbsp;131500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339220 |
| Kingboard Laminates Holdings Ltd. | &nbsp;&nbsp;&nbsp;158500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193027 |
| Link REIT | &nbsp;&nbsp;&nbsp;754307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4026174 |
| LK Technology Holdings Ltd. | &nbsp;&nbsp;&nbsp;107500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46560 |
| Luk Fook Holdings International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;83000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211994 |
| Man Wah Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;322000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176792 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Melco International Development Ltd. (b) | &nbsp;&nbsp;&nbsp;139000 | &nbsp;&nbsp;$71536 |
| Melco Resorts & Entertainment Ltd. ADR (b) | &nbsp;&nbsp;&nbsp;&nbsp;52930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382684 |
| MTR Corp. Ltd. | &nbsp;&nbsp;&nbsp;414692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489722 |
| New World Development Co. Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;356581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258919 |
| Nine Dragons Paper Holdings Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;242000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99574 |
| Orient Overseas International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560790 |
| Pacific Basin Shipping Ltd. (a) | 1197000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308018 |
| PAX Global Technology Ltd. | &nbsp;&nbsp;&nbsp;158000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121771 |
| PCCW Ltd. | 1195471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811702 |
| Polestar Automotive Holding U.K. PLC Class A, ADR (a) (b) | &nbsp;&nbsp;&nbsp;108900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116523 |
| Power Assets Holdings Ltd. | &nbsp;&nbsp;&nbsp;440500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2830984 |
| Prudential PLC | &nbsp;&nbsp;&nbsp;738067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9230123 |
| Realord Group Holdings Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;116000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104326 |
| Sino Biopharmaceutical Ltd. | 2997000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008181 |
| Sino Land Co. Ltd. | 1221974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299807 |
| Skyworth Group Ltd. (b) | &nbsp;&nbsp;&nbsp;136807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53503 |
| SmarTone Telecommunications Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;38500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21629 |
| SSY Group Ltd. | &nbsp;&nbsp;&nbsp;204000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72245 |
| Stella International Holdings Ltd. | &nbsp;&nbsp;&nbsp;126500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233662 |
| Sun Hung Kai Properties Ltd. | &nbsp;&nbsp;&nbsp;452500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5190780 |
| SUNeVision Holdings Ltd. | &nbsp;&nbsp;&nbsp;101000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97269 |
| Super Hi International Holding Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;31000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60894 |
| Swire Pacific Ltd. Class A | &nbsp;&nbsp;&nbsp;100500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860971 |
| Techtronic Industries Co. Ltd. | &nbsp;&nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4507389 |
| Time Interconnect Technology Ltd. | &nbsp;&nbsp;&nbsp;169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159743 |
| United Energy Group Ltd. | 1826000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120958 |
| United Laboratories International Holdings Ltd. | &nbsp;&nbsp;&nbsp;228000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436250 |
| Vitasoy International Holdings Ltd. | &nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222191 |
| Viva Goods Co. Ltd. | &nbsp;&nbsp;&nbsp;528000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27241 |
| VTech Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;43800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317759 |
| Wasion Holdings Ltd. | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318726 |
| WH Group Ltd. (e) | 2221702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2136796 |
| Wharf Real Estate Investment Co. Ltd. | &nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668535 |
| Yue Yuen Industrial Holdings Ltd. | &nbsp;&nbsp;&nbsp;191500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293227 |
| Yuexiu Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;571646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63354 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117460023 |
| **HUNGARY — 0.1%** | **HUNGARY — 0.1%** | **HUNGARY — 0.1%** |
| Magyar Telekom Telecommunications PLC | &nbsp;&nbsp;&nbsp;&nbsp;65543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342629 |
| MOL Hungarian Oil & Gas PLC | &nbsp;&nbsp;&nbsp;109480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949782 |
| OTP Bank Nyrt | &nbsp;&nbsp;&nbsp;&nbsp;61522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4896415 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Richter Gedeon Nyrt | &nbsp;&nbsp;41927 | &nbsp;&nbsp;$1231324 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7420150 |
| **INDIA — 5.7%** | **INDIA — 5.7%** | **INDIA — 5.7%** |
| 360 ONE WAM Ltd. | &nbsp;&nbsp;75229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047820 |
| 3M India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189756 |
| Aadhar Housing Finance Ltd. (b) | &nbsp;&nbsp;35851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190040 |
| Aarti Industries Ltd. | &nbsp;&nbsp;40656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227292 |
| Aarti Pharmalabs Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79909 |
| Aavas Financiers Ltd. (b) | &nbsp;&nbsp;17994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439044 |
| ABB India Ltd. | &nbsp;&nbsp;12843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910586 |
| Acme Solar Holdings Ltd. | &nbsp;&nbsp;37597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109249 |
| Action Construction Equipment Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107636 |
| Acutaas Chemicals Ltd. | &nbsp;&nbsp;20568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274464 |
| Adani Enterprises Ltd. | &nbsp;&nbsp;50947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556093 |
| Adani Ports & Special Economic Zone Ltd. | 171281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2896359 |
| Adani Power Ltd. (b) | 178480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1219038 |
| Aditya Birla Fashion & Retail Ltd. (b) | 316220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276545 |
| Aditya Birla Lifestyle Brands Ltd. (b) | &nbsp;&nbsp;76383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139905 |
| Aditya Birla Real Estate Ltd. | &nbsp;&nbsp;10983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311945 |
| Aditya Birla Sun Life Asset Management Co. Ltd. | &nbsp;&nbsp;21077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196577 |
| Aditya Vision Ltd. (e) | &nbsp;&nbsp;16722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72632 |
| Aegis Logistics Ltd. | &nbsp;&nbsp;34324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310501 |
| Aether Industries Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;6195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55026 |
| Afcons Infrastructure Ltd. (b) | &nbsp;&nbsp;53692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273876 |
| Affle 3i Ltd. (b) | &nbsp;&nbsp;11294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263162 |
| AGI Greenpac Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41098 |
| Ahluwalia Contracts India Ltd. | &nbsp;&nbsp;19094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226207 |
| AIA Engineering Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370732 |
| Ajanta Pharma Ltd. | &nbsp;&nbsp;10636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319241 |
| Akzo Nobel India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74152 |
| Alembic Pharmaceuticals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91139 |
| Alkem Laboratories Ltd. | &nbsp;&nbsp;12341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710730 |
| Alkyl Amines Chemicals | &nbsp;&nbsp;&nbsp;&nbsp;4612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127346 |
| Alok Industries Ltd. (b) | 359427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85582 |
| Amara Raja Energy & Mobility Ltd. | &nbsp;&nbsp;23540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264798 |
| Amber Enterprises India Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;8631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681291 |
| Ambuja Cements Ltd. | 201569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357230 |
| Anand Rathi Wealth Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178044 |
| Anant Raj Ltd. | &nbsp;&nbsp;33707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222637 |
| Angel One Ltd. | &nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354444 |
| Anup Engineering Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130447 |
| Anupam Rasayan India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58443 |
| Apar Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482652 |
| APL Apollo Tubes Ltd. | &nbsp;&nbsp;49903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011967 |
| Apollo Hospitals Enterprise Ltd. | &nbsp;&nbsp;26875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2269458 |
| Apollo Tyres Ltd. | &nbsp;&nbsp;67212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351734 |
| Aptus Value Housing Finance India Ltd. | &nbsp;&nbsp;70063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264656 |
| Archean Chemical Industries Ltd. | &nbsp;&nbsp;11740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86599 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Arvind Fashions Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8117 | &nbsp;&nbsp;$45937 |
| Arvind Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;83661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344165 |
| Asahi India Glass Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77517 |
| Ashok Leyland Ltd. | &nbsp;&nbsp;&nbsp;608173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779346 |
| Ashoka Buildcon Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;35842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88978 |
| Asian Paints Ltd. | &nbsp;&nbsp;&nbsp;101805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2779101 |
| Aster DM Healthcare Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;58145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404120 |
| Astra Microwave Products Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227103 |
| Astral Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;67347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183284 |
| AstraZeneca Pharma India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133794 |
| Atul Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337381 |
| AU Small Finance Bank Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;84209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802715 |
| AurionPro Solutions Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86456 |
| Aurobindo Pharma Ltd. (b) | &nbsp;&nbsp;&nbsp;105672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1398281 |
| Authum Investment & Infrastucture Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409176 |
| Avanti Feeds Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136446 |
| Avenue Supermarts Ltd. (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;50457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2572448 |
| AWL Agri Business Ltd. (b) | &nbsp;&nbsp;&nbsp;184181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558277 |
| Axis Bank Ltd. | &nbsp;&nbsp;&nbsp;627247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8770926 |
| Azad Engineering Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116654 |
| Bajaj Auto Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1832934 |
| Bajaj Electricals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115823 |
| Bajaj Finance Ltd. | &nbsp;&nbsp;&nbsp;780190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8519682 |
| Bajaj Finserv Ltd. | &nbsp;&nbsp;&nbsp;112751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2703079 |
| Bajaj Holdings & Investment Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232677 |
| Balaji Amines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30085 |
| Balkrishna Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484640 |
| Balrampur Chini Mills Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;48159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333480 |
| Bandhan Bank Ltd. (e) | &nbsp;&nbsp;&nbsp;178088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393804 |
| Bank of Baroda | &nbsp;&nbsp;&nbsp;273926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794628 |
| BASF India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303875 |
| Bata India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215504 |
| Bayer CropScience Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209841 |
| BEML Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272870 |
| Bharat Dynamics Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;23134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524184 |
| Bharat Electronics Ltd. | 1101284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5412677 |
| Bharat Forge Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;71849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095915 |
| Bharat Heavy Electricals Ltd. | &nbsp;&nbsp;&nbsp;465960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446888 |
| Bharat Petroleum Corp. Ltd. | &nbsp;&nbsp;&nbsp;402867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1559372 |
| Bharti Airtel Ltd. | &nbsp;&nbsp;&nbsp;713513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16719633 |
| Bikaji Foods International Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;20835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179901 |
| Biocon Ltd. | &nbsp;&nbsp;&nbsp;155067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643159 |
| Birla Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51592 |
| Birlasoft Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;88321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446445 |
| BLS International Services Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104468 |
| Blue Dart Express Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166964 |
| Blue Star Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;39141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746490 |
| Bombay Burmah Trading Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145717 |
| Borosil Renewables Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;17601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108570 |
| Bosch Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762127 |
| Brigade Enterprises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;40871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528902 |
| Britannia Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2183618 |
| Brookfield India Real Estate Trust REIT (e) | &nbsp;&nbsp;&nbsp;&nbsp;45270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166236 |
| BSE Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;53007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1712158 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Campus Activewear Ltd. | &nbsp;&nbsp;34776 | &nbsp;&nbsp;$113338 |
| Can Fin Homes Ltd. | &nbsp;&nbsp;16939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156611 |
| Canara Bank | 594342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791440 |
| Caplin Point Laboratories Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83706 |
| Carborundum Universal Ltd. | &nbsp;&nbsp;26411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297324 |
| Cartrade Tech Ltd. (b) | &nbsp;&nbsp;17377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344602 |
| Castrol India Ltd. | 124256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321260 |
| CCL Products India Ltd. | &nbsp;&nbsp;16929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167701 |
| CE Info Systems Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85359 |
| Ceat Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211821 |
| Cello World Ltd. | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213474 |
| Central Depository Services India Ltd. | &nbsp;&nbsp;30005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627670 |
| Century Plyboards India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70922 |
| Cera Sanitaryware Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;1151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92271 |
| CESC Ltd. | 147320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295035 |
| CG Power & Industrial Solutions Ltd. | 163594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301255 |
| Chalet Hotels Ltd. (b) | &nbsp;&nbsp;20715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222597 |
| Chambal Fertilisers & Chemicals Ltd. | &nbsp;&nbsp;42504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280147 |
| Chemplast Sanmar Ltd. (b) | &nbsp;&nbsp;18532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94875 |
| Chennai Petroleum Corp. Ltd. | &nbsp;&nbsp;14824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117437 |
| Cholamandalam Financial Holdings Ltd. | &nbsp;&nbsp;22915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578753 |
| Cholamandalam Investment & Finance Co. Ltd. | 123156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2337896 |
| CIE Automotive India Ltd. | &nbsp;&nbsp;24860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128445 |
| Cipla Ltd. | 161650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838488 |
| City Union Bank Ltd. | 109083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278190 |
| Clean Science & Technology Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97103 |
| CMS Info Systems Ltd. | &nbsp;&nbsp;54945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320662 |
| Coal India Ltd. | 482026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203009 |
| Coforge Ltd. | &nbsp;&nbsp;88720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990924 |
| Cohance Lifesciences Ltd. (b) | &nbsp;&nbsp;27543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310854 |
| Colgate-Palmolive India Ltd. | &nbsp;&nbsp;40980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150221 |
| Computer Age Management Services Ltd. | &nbsp;&nbsp;13356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668143 |
| Concord Biotech Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;8583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184110 |
| Container Corp. of India Ltd. | &nbsp;&nbsp;73454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650774 |
| Coromandel International Ltd. | &nbsp;&nbsp;44269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293175 |
| Craftsman Automation Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;1513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98276 |
| CreditAccess Grameen Ltd. | &nbsp;&nbsp;11804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166503 |
| CRISIL Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273204 |
| Crompton Greaves Consumer Electricals Ltd. | 158563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656642 |
| Cummins India Ltd. | &nbsp;&nbsp;37300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1478517 |
| Cyient Ltd. | &nbsp;&nbsp;29605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444834 |
| Dabur India Ltd. | 155395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879261 |
| Data Patterns India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247622 |
| Deepak Fertilisers & Petrochemicals Corp. Ltd. | &nbsp;&nbsp;15052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299671 |
| Deepak Nitrite Ltd. | &nbsp;&nbsp;11783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273018 |
| Delhivery Ltd. (b) | 141340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630888 |
| Devyani International Ltd. (b) | &nbsp;&nbsp;73359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143510 |
| Divi's Laboratories Ltd. | &nbsp;&nbsp;31164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2474478 |
| Dixon Technologies India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1741844 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| DLF Ltd. | &nbsp;&nbsp;&nbsp;197744 | &nbsp;&nbsp;$1931786 |
| Doms Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125074 |
| Dr. Lal PathLabs Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254393 |
| Dr. Reddy's Laboratories Ltd. | &nbsp;&nbsp;&nbsp;157087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350627 |
| Easy Trip Planners Ltd. (b) | &nbsp;&nbsp;&nbsp;238670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29221 |
| eClerx Services Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207884 |
| Edelweiss Financial Services Ltd. | &nbsp;&nbsp;&nbsp;131214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177390 |
| Eicher Motors Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;41126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2712561 |
| EID Parry India Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;22968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297277 |
| EIH Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;39305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169278 |
| Elecon Engineering Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127123 |
| Electrosteel Castings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;67672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103796 |
| Elgi Equipments Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;42308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264647 |
| Emami Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;51808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345306 |
| Embassy Developments Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;79569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115243 |
| Embassy Office Parks REIT | &nbsp;&nbsp;&nbsp;227754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034400 |
| eMudhra Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95292 |
| Endurance Technologies Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244871 |
| Engineers India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;51740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145283 |
| Epigral Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94627 |
| EPL Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;55375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157285 |
| Equitas Small Finance Bank Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;93926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73500 |
| Eris Lifesciences Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;13798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270908 |
| ESAB India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77692 |
| Eternal Ltd. (b) | 1366786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4209848 |
| Ethos Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59761 |
| Eureka Forbes Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;22400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155698 |
| Exide Industries Ltd. | &nbsp;&nbsp;&nbsp;109934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497049 |
| FDC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83732 |
| Federal Bank Ltd. | &nbsp;&nbsp;&nbsp;695489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1728342 |
| Fine Organic Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117910 |
| Finolex Cables Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141503 |
| Finolex Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;49960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127015 |
| Firstsource Solutions Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;73940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323013 |
| Five-Star Business Finance Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;58264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524349 |
| Force Motors Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147160 |
| Fortis Healthcare Ltd. | &nbsp;&nbsp;&nbsp;145058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343850 |
| FSN E-Commerce Ventures Ltd. (b) | &nbsp;&nbsp;&nbsp;495065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202969 |
| G R Infraprojects Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66678 |
| Gabriel India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83226 |
| GAIL India Ltd. | &nbsp;&nbsp;&nbsp;578434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287178 |
| GAIL India Ltd. GDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28369 |
| Galaxy Surfactants Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130774 |
| Garden Reach Shipbuilders & Engineers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266432 |
| Garware Hi-Tech Films Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131469 |
| Garware Technical Fibres Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129616 |
| GE Vernova T&D India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;45976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265787 |
| Genus Power Infrastructures Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59063 |
| GHCL Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123580 |
| Gillette India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195648 |
| Gland Pharma Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196552 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| GlaxoSmithKline Pharmaceuticals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13934 | &nbsp;&nbsp;$550487 |
| Glenmark Pharmaceuticals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;29912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611703 |
| Global Health Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;18187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241080 |
| GMM Pfaudler Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133674 |
| GMR Airports Ltd. (b) | &nbsp;&nbsp;&nbsp;749882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744898 |
| GMR Power & Urban Infra Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;63291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84767 |
| Go Digit General Insurance Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;91903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385787 |
| Go Fashion India Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59375 |
| Godawari Power & Ispat Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;50440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111390 |
| Godfrey Phillips India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413028 |
| Godrej Consumer Products Ltd. | &nbsp;&nbsp;&nbsp;113128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554455 |
| Godrej Properties Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;52187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425832 |
| Gokaldas Exports Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;17730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186138 |
| Granules India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;35288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203803 |
| Graphite India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143874 |
| Grasim Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;72661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410031 |
| Gravita India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175066 |
| Great Eastern Shipping Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241836 |
| Grindwell Norton Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181187 |
| Gujarat Ambuja Exports Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42930 |
| Gujarat Fluorochemicals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254359 |
| Gujarat Gas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;56712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313979 |
| Gujarat Mineral Development Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79930 |
| Gujarat Narmada Valley Fertilizers & Chemicals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111477 |
| Gujarat Pipavav Port Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;38312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72157 |
| Gujarat State Fertilizers & Chemicals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;54769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130421 |
| Gujarat State Petronet Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;68783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264312 |
| Gulf Oil Lubricants India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93635 |
| Happiest Minds Technologies Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;62461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477707 |
| Happy Forgings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116291 |
| Havells India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;67785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225995 |
| HBL Engineering Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;36431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251865 |
| HCL Technologies Ltd. | &nbsp;&nbsp;&nbsp;259927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5239154 |
| HDFC Asset Management Co. Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;25525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545251 |
| HDFC Bank Ltd. | 1618403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37770914 |
| HDFC Life Insurance Co. Ltd. (e) | &nbsp;&nbsp;&nbsp;257117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2441352 |
| HealthCare Global Enterprises Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;45794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294009 |
| HEG Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112276 |
| Heritage Foods Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87355 |
| Hero MotoCorp Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;42409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2095280 |
| Hexaware Technologies Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;57337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568657 |
| HFCL Ltd. | &nbsp;&nbsp;&nbsp;142338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143633 |
| Hikal Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;25641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107306 |
| Himadri Speciality Chemical Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;53420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322538 |
| Hindalco Industries Ltd. | &nbsp;&nbsp;&nbsp;352832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850509 |
| Hindustan Aeronautics Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;60535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3437422 |
| Hindustan Construction Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;341621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121695 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Hindustan Copper Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;78195 | &nbsp;&nbsp;$254663 |
| Hindustan Petroleum Corp. Ltd. | &nbsp;&nbsp;&nbsp;256879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312102 |
| Hindustan Unilever Ltd. | &nbsp;&nbsp;&nbsp;227410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6084596 |
| Home First Finance Co. India Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;39719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638440 |
| Honasa Consumer Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;41484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150292 |
| Hyundai Motor India Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;48043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1243482 |
| ICICI Bank Ltd. | 1352206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22796402 |
| ICICI Bank Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;58269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960169 |
| ICICI Lombard General Insurance Co. Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;65865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566905 |
| ICICI Prudential Life Insurance Co. Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;84256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646362 |
| ICRA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118394 |
| IDFC First Bank Ltd. (b) | 1317471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118990 |
| IFCI Ltd. (b) | &nbsp;&nbsp;&nbsp;143583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109110 |
| IIFL Capital Services Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;29851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121392 |
| IIFL Finance Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;77886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429345 |
| India Cements Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;98891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397651 |
| IndiaMart InterMesh Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190972 |
| Indian Energy Exchange Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;81444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183391 |
| Indian Hotels Co. Ltd. | &nbsp;&nbsp;&nbsp;224611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991275 |
| Indian Oil Corp. Ltd. | 1019272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1746644 |
| Indian Railway Catering & Tourism Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;63341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577204 |
| Indigo Paints Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111003 |
| Indo Count Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90165 |
| Indraprastha Gas Ltd. | &nbsp;&nbsp;&nbsp;139242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353739 |
| Indus Towers Ltd. (b) | &nbsp;&nbsp;&nbsp;371243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822883 |
| IndusInd Bank Ltd. (b) | &nbsp;&nbsp;&nbsp;186122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1892689 |
| Infibeam Avenues Ltd. | &nbsp;&nbsp;&nbsp;178156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34381 |
| Info Edge India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;95190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651951 |
| Infosys Ltd. | &nbsp;&nbsp;&nbsp;844334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15770222 |
| Infosys Ltd. ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;82199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523147 |
| Ingersoll Rand India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82506 |
| Inox Green Energy Services Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;40650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73507 |
| Inox Wind Ltd. (b) (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;226747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463593 |
| Intellect Design Arena Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;15544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208238 |
| InterGlobe Aviation Ltd. (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;55856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3892530 |
| International Gemmological Institute India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;72848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321216 |
| ION Exchange India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94243 |
| Ipca Laboratories Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541335 |
| IRB Infrastructure Developers Ltd. | &nbsp;&nbsp;&nbsp;304187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175965 |
| IRCON International Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;48823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115533 |
| ITC Hotels Ltd. (b) | &nbsp;&nbsp;&nbsp;256112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664141 |
| ITC Ltd. | &nbsp;&nbsp;&nbsp;875384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250859 |
| ITD Cementation India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363448 |
| J Kumar Infraprojects Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83696 |
| Jai Balaji Industries Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;58630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89046 |
| Jaiprakash Associates Ltd. (b) | &nbsp;&nbsp;&nbsp;283462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10048 |
| Jaiprakash Power Ventures Ltd. (b) | &nbsp;&nbsp;&nbsp;619202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132129 |
| Jammu & Kashmir Bank Ltd. | &nbsp;&nbsp;&nbsp;101914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137672 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| JB Chemicals & Pharmaceuticals Ltd. | &nbsp;&nbsp;14130 | &nbsp;&nbsp;$276685 |
| JBM Auto Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65499 |
| Jindal Saw Ltd. | &nbsp;&nbsp;45120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126679 |
| Jindal Stainless Ltd. | &nbsp;&nbsp;87428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718814 |
| Jindal Steel & Power Ltd. | 114554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257877 |
| Jio Financial Services Ltd. (b) | 742596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2829329 |
| JK Cement Ltd. | &nbsp;&nbsp;15980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145954 |
| JK Lakshmi Cement Ltd. | &nbsp;&nbsp;11934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125164 |
| JK Paper Ltd. | &nbsp;&nbsp;22191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95895 |
| JK Tyre & Industries Ltd. | &nbsp;&nbsp;18272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75956 |
| JM Financial Ltd. | &nbsp;&nbsp;51311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95335 |
| JSW Energy Ltd. | 117854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717486 |
| JSW Holdings Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;1086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285240 |
| JSW Steel Ltd. | 182978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2177344 |
| Jubilant Foodworks Ltd. | &nbsp;&nbsp;91436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748248 |
| Jubilant Ingrevia Ltd. | &nbsp;&nbsp;24429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217229 |
| Jubilant Pharmova Ltd. | &nbsp;&nbsp;16358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230912 |
| Jupiter Life Line Hospitals Ltd. | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174592 |
| Jupiter Wagons Ltd. | &nbsp;&nbsp;21175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95900 |
| Just Dial Ltd. (b) | &nbsp;&nbsp;11761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127402 |
| Jyothy Labs Ltd. | &nbsp;&nbsp;61772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249328 |
| Jyoti CNC Automation Ltd. (b) | &nbsp;&nbsp;29592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365414 |
| Kajaria Ceramics Ltd. | &nbsp;&nbsp;23178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292157 |
| Kalpataru Projects International Ltd. | &nbsp;&nbsp;57575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823881 |
| Kalyan Jewellers India Ltd. | 112014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726014 |
| Kansai Nerolac Paints Ltd. | &nbsp;&nbsp;41371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121638 |
| Karnataka Bank Ltd. | &nbsp;&nbsp;32458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74056 |
| Karur Vysya Bank Ltd. | 105611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329468 |
| Kaveri Seed Co. Ltd. | &nbsp;&nbsp;10556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145047 |
| Kaynes Technology India Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;9621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683769 |
| KEC International Ltd. | &nbsp;&nbsp;26603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284906 |
| KEI Industries Ltd. | &nbsp;&nbsp;25397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123142 |
| Keystone Realtors Ltd. | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71414 |
| Kfin Technologies Ltd. | &nbsp;&nbsp;32228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506456 |
| Kirloskar Brothers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253305 |
| Kirloskar Ferrous Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60908 |
| Kirloskar Oil Engines Ltd. | &nbsp;&nbsp;17620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174854 |
| Kirloskar Pneumatic Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111958 |
| KNR Constructions Ltd. | &nbsp;&nbsp;18235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47361 |
| Kotak Mahindra Bank Ltd. | 306172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7723917 |
| KPI Green Energy Ltd. (e) | &nbsp;&nbsp;13377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80276 |
| KPIT Technologies Ltd. | &nbsp;&nbsp;53798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789594 |
| KPR Mill Ltd. | &nbsp;&nbsp;44922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597668 |
| KRBL Ltd. | &nbsp;&nbsp;19504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83169 |
| Krishna Institute of Medical Sciences Ltd. (b) (e) | &nbsp;&nbsp;73955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580878 |
| KSB Ltd. | &nbsp;&nbsp;20405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194640 |
| L&T Finance Ltd. | 129907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312059 |
| Larsen & Toubro Ltd. | 187196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8010400 |
| Latent View Analytics Ltd. (b) | &nbsp;&nbsp;15177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72823 |
| Laurus Labs Ltd. (e) | &nbsp;&nbsp;85418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721959 |
| Laxmi Organic Industries Ltd. | &nbsp;&nbsp;11013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25329 |
| Lemon Tree Hotels Ltd. (b) (e) | &nbsp;&nbsp;83296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136084 |
| LIC Housing Finance Ltd. | &nbsp;&nbsp;66219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477841 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Lloyds Engineering Works Ltd. | 266835 | &nbsp;&nbsp;$220879 |
| Lloyds Engineering Works Ltd. (b) | &nbsp;&nbsp;70632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41188 |
| LMW Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282866 |
| LT Foods Ltd. | &nbsp;&nbsp;25939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147132 |
| LTIMindtree Ltd. (e) | &nbsp;&nbsp;22089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369487 |
| Lupin Ltd. | &nbsp;&nbsp;68344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544434 |
| Macrotech Developers Ltd. (e) | &nbsp;&nbsp;79722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286744 |
| Mahanagar Gas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122741 |
| Maharashtra Seamless Ltd. | &nbsp;&nbsp;36034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320550 |
| Mahindra & Mahindra Financial Services Ltd. | 112335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353601 |
| Mahindra & Mahindra Ltd. | 264499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9817552 |
| Mahindra Holidays & Resorts India Ltd. (b) | &nbsp;&nbsp;10616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41797 |
| Mahindra Lifespace Developers Ltd. | &nbsp;&nbsp;36708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154648 |
| Manappuram Finance Ltd. | &nbsp;&nbsp;96454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309708 |
| Mankind Pharma Ltd. (b) | &nbsp;&nbsp;31924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863541 |
| Marico Ltd. | 140640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184600 |
| Marksans Pharma Ltd. | &nbsp;&nbsp;38479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117330 |
| Maruti Suzuki India Ltd. | &nbsp;&nbsp;37344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5399552 |
| MAS Financial Services Ltd. (e) | &nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161640 |
| Mastek Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52110 |
| Max Estates Ltd. (b) | &nbsp;&nbsp;12723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74222 |
| Max Financial Services Ltd. (b) | &nbsp;&nbsp;72216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386975 |
| Max Healthcare Institute Ltd. | 230259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425962 |
| Medplus Health Services Ltd. (b) | &nbsp;&nbsp;17531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184897 |
| Metropolis Healthcare Ltd. (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;6336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126055 |
| Minda Corp. Ltd. | &nbsp;&nbsp;26995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164155 |
| Mindspace Business Parks REIT (e) | &nbsp;&nbsp;62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289215 |
| Mishra Dhatu Nigam Ltd. (e) | &nbsp;&nbsp;17132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86899 |
| MOIL Ltd. | &nbsp;&nbsp;18522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83809 |
| Motherson Sumi Wiring India Ltd. | 307234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213946 |
| Motilal Oswal Financial Services Ltd. | &nbsp;&nbsp;45896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465623 |
| Mphasis Ltd. | &nbsp;&nbsp;34318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138625 |
| MRF Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1161987 |
| Mrs Bectors Food Specialities Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99356 |
| MTAR Technologies Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;3432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63494 |
| Multi Commodity Exchange of India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624286 |
| Muthoot Finance Ltd. | &nbsp;&nbsp;36872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128130 |
| Narayana Hrudayalaya Ltd. | &nbsp;&nbsp;15069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381364 |
| Natco Pharma Ltd. | &nbsp;&nbsp;23303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251793 |
| National Aluminium Co. Ltd. | 208978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469567 |
| Nava Ltd. | &nbsp;&nbsp;20041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141790 |
| Navin Fluorine International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409225 |
| Nazara Technologies Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;7862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119048 |
| NBCC India Ltd. | 218007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311962 |
| NCC Ltd. | &nbsp;&nbsp;72749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195496 |
| Neogen Chemicals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155490 |
| NESCO Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69925 |
| Nestle India Ltd. | &nbsp;&nbsp;95340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2740692 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Netweb Technologies India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3206 | &nbsp;&nbsp;$68980 |
| Network18 Media & Investments Ltd. (b) | &nbsp;&nbsp;&nbsp;187787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128928 |
| Neuland Laboratories Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343097 |
| Newgen Software Technologies Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161505 |
| NHPC Ltd. | &nbsp;&nbsp;&nbsp;832846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833332 |
| NIIT Learning Systems Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41454 |
| Nippon Life India Asset Management Ltd. (e) | &nbsp;&nbsp;&nbsp;100372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936365 |
| NLC India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;80208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215363 |
| NMDC Ltd. | 1349579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101569 |
| NMDC Steel Ltd. (b) | &nbsp;&nbsp;&nbsp;233438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111574 |
| NTPC Ltd. | 1264591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4938334 |
| Nuvama Wealth Management Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593235 |
| Nuvoco Vistas Corp. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;27030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111637 |
| Oberoi Realty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;36337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807414 |
| Oil & Natural Gas Corp. Ltd. | &nbsp;&nbsp;&nbsp;822785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2342961 |
| Oil India Ltd. | &nbsp;&nbsp;&nbsp;114375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579143 |
| Ola Electric Mobility Ltd. (b) | &nbsp;&nbsp;&nbsp;643414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323808 |
| Olectra Greentech Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113471 |
| One 97 Communications Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;84163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906794 |
| Onesource Specialty Pharma Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;13121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336256 |
| Oracle Financial Services Software Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593164 |
| Orient Cement Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13025 |
| Orient Electric Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;60256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157427 |
| Page Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836559 |
| Paradeep Phosphates Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;95134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177467 |
| PB Fintech Ltd. (b) | &nbsp;&nbsp;&nbsp;104034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2212542 |
| PCBL Chemical Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;36013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175908 |
| PDS Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35300 |
| Pearl Global Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107521 |
| Persistent Systems Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;28984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041824 |
| Petronet LNG Ltd. | &nbsp;&nbsp;&nbsp;222695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783951 |
| PG Electroplast Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;44976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395769 |
| Phoenix Mills Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;59849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089858 |
| PI Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846547 |
| Piccadily Agro Industries Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;11123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74214 |
| Pidilite Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;40708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449843 |
| Piramal Enterprises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260620 |
| Piramal Pharma Ltd. | &nbsp;&nbsp;&nbsp;119525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283454 |
| PNB Housing Finance Ltd. (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;45371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586924 |
| PNC Infratech Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119068 |
| Poly Medicure Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439923 |
| Polycab India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091731 |
| Poonawalla Fincorp Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;45161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245421 |
| Power Finance Corp. Ltd. | &nbsp;&nbsp;&nbsp;390092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1944092 |
| Power Grid Corp. of India Ltd. | 1293060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4521790 |
| Power Mech Projects Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62222 |
| Praj Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;25237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149742 |
| Prestige Estates Projects Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;56000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082257 |
| Pricol Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;31728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169572 |
| Prism Johnson Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;80004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144373 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Procter & Gamble Health Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2760 | &nbsp;&nbsp;$189251 |
| Protean eGov Technologies Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55564 |
| Prudent Corporate Advisory Services Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123203 |
| PTC India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;38684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81369 |
| PTC Industries Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175732 |
| Punjab National Bank | &nbsp;&nbsp;&nbsp;497300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640761 |
| PVR Inox Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;18230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206214 |
| Quess Corp. Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;16116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56761 |
| Radico Khaitan Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495852 |
| Rail Vikas Nigam Ltd. | &nbsp;&nbsp;&nbsp;158909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736918 |
| Railtel Corp. of India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123919 |
| Rain Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41722 |
| Rainbow Children's Medicare Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183520 |
| Rajesh Exports Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;22883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53715 |
| Rallis India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;37687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142359 |
| Ramco Cements Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;86307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082058 |
| Ramkrishna Forgings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155436 |
| Rashtriya Chemicals & Fertilizers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;31905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59201 |
| Rategain Travel Technologies Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45835 |
| Ratnamani Metals & Tubes Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273908 |
| RattanIndia Enterprises Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;74954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56749 |
| RattanIndia Power Ltd. (b) | &nbsp;&nbsp;&nbsp;818293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148087 |
| Raymond Lifestyle Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114400 |
| Raymond Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77500 |
| Raymond Realty Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112994 |
| RBL Bank Ltd. (e) | &nbsp;&nbsp;&nbsp;140013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405672 |
| REC Ltd. | &nbsp;&nbsp;&nbsp;346903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1627726 |
| Redington Ltd. | &nbsp;&nbsp;&nbsp;131552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499072 |
| Redtape Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;48720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74267 |
| Relaxo Footwears Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108215 |
| Reliance Industries Ltd. | 1729415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30260729 |
| Reliance Industries Ltd. GDR (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659331 |
| Reliance Power Ltd. (b) | &nbsp;&nbsp;&nbsp;554969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454860 |
| Religare Enterprises Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;19084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49450 |
| Restaurant Brands Asia Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;91563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88136 |
| Rhi Magnesita India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68830 |
| RITES Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57992 |
| Rolex Rings Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74060 |
| Route Mobile Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174250 |
| RR Kabel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104652 |
| Safari Industries India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152842 |
| Sammaan Capital Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;83213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138142 |
| Samvardhana Motherson International Ltd. | &nbsp;&nbsp;&nbsp;838883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1514509 |
| Sandur Manganese & Iron Ores Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93408 |
| Sanofi Consumer Healthcare India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126526 |
| Sanofi India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141531 |
| Sansera Engineering Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82676 |
| Sapphire Foods India Ltd. (b) | &nbsp;&nbsp;&nbsp;113443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434935 |
| Sarda Energy & Minerals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144016 |
| Saregama India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;20856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121218 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| SBI Cards & Payment Services Ltd. | &nbsp;&nbsp;&nbsp;105821 | &nbsp;&nbsp;$1176049 |
| SBI Life Insurance Co. Ltd. (e) | &nbsp;&nbsp;&nbsp;119392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2559215 |
| Schneider Electric Infrastructure Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;11065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107399 |
| Senco Gold Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62294 |
| Shaily Engineering Plastics Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233096 |
| Shakti Pumps India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138261 |
| Sheela Foam Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33994 |
| Shilpa Medicare Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;14606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151672 |
| Shipping Corp. of India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;34905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91092 |
| Shoppers Stop Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34359 |
| Shree Cement Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340195 |
| Shree Renuka Sugars Ltd. (b) | &nbsp;&nbsp;&nbsp;278535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107569 |
| Shriram Finance Ltd. | &nbsp;&nbsp;&nbsp;419172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3454894 |
| Siemens Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;23128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876874 |
| SIS Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;21052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90900 |
| SJVN Ltd. | &nbsp;&nbsp;&nbsp;167486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196331 |
| SKF India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283074 |
| Sobha Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213409 |
| Solar Industries India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499811 |
| Sona Blw Precision Forgings Ltd. (e) | &nbsp;&nbsp;&nbsp;123084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690841 |
| Sonata Software Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;34016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162643 |
| South Indian Bank Ltd. | &nbsp;&nbsp;&nbsp;321753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115517 |
| SpiceJet Ltd. (b) | &nbsp;&nbsp;&nbsp;267689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123762 |
| SRF Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211175 |
| Star Cement Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;37879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94000 |
| Star Health & Allied Insurance Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;116108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572281 |
| State Bank of India | &nbsp;&nbsp;&nbsp;597490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5715379 |
| State Bank of India GDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97206 |
| Sterling & Wilson Renewable (b) | &nbsp;&nbsp;&nbsp;&nbsp;22078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82355 |
| Sterlite Technologies Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;54517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66900 |
| STL Networks Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;54517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14284 |
| Strides Pharma Science Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275298 |
| Sudarshan Chemical Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176021 |
| Sumitomo Chemical India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;23333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144090 |
| Sun Pharmaceutical Industries Ltd. | &nbsp;&nbsp;&nbsp;264137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5161082 |
| Sun TV Network Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;29907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208679 |
| Sundaram Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111615 |
| Sundram Fasteners Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;23040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278919 |
| Sunteck Realty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76922 |
| Suprajit Engineering Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54191 |
| Supreme Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906187 |
| Supreme Petrochem Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187057 |
| Surya Roshni Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48898 |
| Suzlon Energy Ltd. (b) | 2516104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1986830 |
| Swan Energy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129003 |
| Symphony Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48607 |
| Syngene International Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;46693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347856 |
| Syrma SGS Technology Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73023 |
| Tamilnad Mercantile Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168121 |
| Tanla Platforms Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101030 |
| TARC Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;36546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78819 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Tata Chemicals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;31013 | &nbsp;&nbsp;$338717 |
| Tata Communications Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;25743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507476 |
| Tata Consultancy Services Ltd. | &nbsp;&nbsp;&nbsp;254649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10279791 |
| Tata Consumer Products Ltd. | &nbsp;&nbsp;&nbsp;159481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043536 |
| Tata Elxsi Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637181 |
| Tata Investment Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177858 |
| Tata Motors Ltd. | &nbsp;&nbsp;&nbsp;552608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4433236 |
| Tata Power Co. Ltd. | &nbsp;&nbsp;&nbsp;417419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973444 |
| Tata Steel Ltd. | 2076188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3867675 |
| Tata Steel Ltd. GDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24245 |
| Tata Technologies Ltd. | &nbsp;&nbsp;&nbsp;106170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880211 |
| Tata Teleservices Maharashtra Ltd. (b) | &nbsp;&nbsp;&nbsp;113291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87306 |
| Tbo Tek Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;10133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165382 |
| TD Power Systems Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;66868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389466 |
| Tech Mahindra Ltd. | &nbsp;&nbsp;&nbsp;169691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3338021 |
| Techno Electric & Engineering Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189508 |
| Tejas Networks Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;19541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162826 |
| Texmaco Rail & Engineering Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;25872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53108 |
| Thermax Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482155 |
| Thomas Cook India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;64700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123372 |
| Tilaknagar Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88004 |
| Time Technoplast Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;63531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328915 |
| Timken India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440714 |
| Tips Music Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260917 |
| Titagarh Rail System Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200059 |
| Titan Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;102423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4407199 |
| Torrent Pharmaceuticals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;37611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1494704 |
| Torrent Power Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;42867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733578 |
| Transformers & Rectifiers India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;40714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232173 |
| Transport Corp. of India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155126 |
| Trent Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;51059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3701718 |
| Trident Ltd. | &nbsp;&nbsp;&nbsp;256336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93615 |
| Triveni Engineering & Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66851 |
| Triveni Turbine Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;38900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277802 |
| TTK Prestige Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35484 |
| Tube Investments of India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165839 |
| TVS Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69235 |
| TVS Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;62379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2122457 |
| Ujjivan Small Finance Bank Ltd. (e) | &nbsp;&nbsp;&nbsp;112982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64593 |
| UltraTech Cement Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;35372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4987798 |
| Union Bank of India Ltd. | &nbsp;&nbsp;&nbsp;334775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599597 |
| United Spirits Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;74892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247123 |
| UNO Minda Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;80410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035410 |
| UPL Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;99079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763946 |
| Usha Martin Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118953 |
| UTI Asset Management Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81683 |
| VA Tech Wabag Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164757 |
| Vaibhav Global Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44916 |
| Valor Estate Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;41667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113924 |
| Vardhman Textiles Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153328 |
| Varun Beverages Ltd. | &nbsp;&nbsp;&nbsp;376283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2007559 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Vedant Fashions Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;$331084 |
| Vedanta Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;408312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2194153 |
| Vesuvius India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193272 |
| V-Guard Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204254 |
| Vijaya Diagnostic Centre Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217959 |
| Vinati Organics Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108068 |
| VIP Industries Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92809 |
| V-Mart Retail Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102635 |
| Vodafone Idea Ltd. (b) | &nbsp;&nbsp;6768336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586389 |
| Voltamp Transformers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154679 |
| Voltas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105401 |
| VRL Logistics Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38636 |
| Waaree Renewable Technologies Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71777 |
| Websol Energy System Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282113 |
| Welspun Corp. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317818 |
| Welspun Enterprises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96508 |
| Welspun Living Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57966 |
| Westlife Foodworld Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142947 |
| Whirlpool of India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237532 |
| Wipro Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;641494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1989559 |
| Wipro Ltd. ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115086 |
| Wockhardt Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427081 |
| Yes Bank Ltd. (b) | &nbsp;&nbsp;5106087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211029 |
| Zee Entertainment Enterprises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;193655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330248 |
| Zen Technologies Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219593 |
| Zensar Technologies Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258728 |
| ZF Commercial Vehicle Control Systems India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265466 |
| Zydus Lifesciences Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065143 |
| Zydus Wellness Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185216 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562033967 |
| **INDONESIA — 0.4%** | **INDONESIA — 0.4%** | **INDONESIA — 0.4%** |
| AKR Corporindo Tbk. PT | &nbsp;&nbsp;3026000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216209 |
| Alamtri Resources Indonesia Tbk. PT | &nbsp;&nbsp;3539500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398970 |
| Amman Mineral Internasional PT (b) | &nbsp;&nbsp;1758700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915369 |
| Aneka Tambang Tbk. PT | &nbsp;&nbsp;2322500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434888 |
| Aspirasi Hidup Indonesia Tbk. PT | &nbsp;&nbsp;1445300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44156 |
| Astra Agro Lestari Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;154200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55088 |
| Astra International Tbk. PT | &nbsp;&nbsp;8068900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2236529 |
| Bank Aladin Syariah Tbk. PT (b) | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51124 |
| Bank Central Asia Tbk. PT | 16981200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9073724 |
| Bank Jago Tbk. PT (b) | &nbsp;&nbsp;&nbsp;&nbsp;937500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102498 |
| Bank Mandiri Persero Tbk. PT | 12850600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3862700 |
| Bank Negara Indonesia Persero Tbk. PT | &nbsp;&nbsp;4226800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072646 |
| Bank Rakyat Indonesia Persero Tbk. PT | 20706517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4770088 |
| Bank Tabungan Negara Persero Tbk. PT | &nbsp;&nbsp;1613762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110831 |
| Barito Pacific Tbk. PT (b) | &nbsp;&nbsp;7068357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722727 |
| BFI Finance Indonesia Tbk. PT | &nbsp;&nbsp;2268000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113854 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Bukit Asam Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;1497600 | &nbsp;&nbsp;$226923 |
| Bumi Resources Minerals Tbk. PT (b) | &nbsp;&nbsp;&nbsp;&nbsp;2386000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58199 |
| Bumi Serpong Damai Tbk. PT (b) | &nbsp;&nbsp;&nbsp;&nbsp;1332000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64405 |
| Chandra Asri Pacific Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;2373400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443629 |
| Charoen Pokphand Indonesia Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;1758500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509082 |
| Ciputra Development Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;3929100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231123 |
| Cisarua Mountain Dairy Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195880 |
| Elang Mahkota Teknologi Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;6595300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196620 |
| ESSA Industries Indonesia Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17412 |
| First Pacific Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375389 |
| First Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125573 |
| Golden Agri-Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1880800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369175 |
| GoTo Gojek Tokopedia Tbk. PT (b) | 170202400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608053 |
| Gudang Garam Tbk. PT (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56360 |
| Indah Kiat Pulp & Paper Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177689 |
| Indo Tambangraya Megah Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156243 |
| Indocement Tunggal Prakarsa Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78817 |
| Indofood CBP Sukses Makmur Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390831 |
| Indofood Sukses Makmur Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;1210900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606009 |
| Industri Jamu Dan Farmasi Sido Muncul Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;2079505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63275 |
| Japfa Comfeed Indonesia Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;2105200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196451 |
| Jasa Marga Persero Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83561 |
| Kalbe Farma Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;4475800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420425 |
| Map Aktif Adiperkasa PT | &nbsp;&nbsp;&nbsp;&nbsp;2008200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81021 |
| MD Entertainment Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39487 |
| Medco Energi Internasional Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;3023500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231861 |
| Medikaloka Hermina Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;1020600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88953 |
| Merdeka Copper Gold Tbk. PT (b) | &nbsp;&nbsp;&nbsp;&nbsp;2373952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292449 |
| Mitra Adiperkasa Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;2793900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203068 |
| Mitra Keluarga Karyasehat Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156452 |
| Nickel Industries Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223874 |
| Pabrik Kertas Tjiwi Kimia Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46150 |
| Pacific Strategic Financial Tbk. PT (b) | &nbsp;&nbsp;&nbsp;&nbsp;2687400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187050 |
| Pakuwon Jati Tbk. PT (b) | &nbsp;&nbsp;&nbsp;&nbsp;1357000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31261 |
| Perusahaan Gas Negara Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;2224000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221236 |
| Sarana Menara Nusantara Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;5005800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152317 |
| Semen Indonesia Persero Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124312 |
| Sumber Alfaria Trijaya Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;6684200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984000 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Telkom Indonesia Persero Tbk. PT | 15707600 | &nbsp;&nbsp;$2689691 |
| Transcoal Pacific Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;285500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97160 |
| United Tractors Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;384200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507613 |
| Vale Indonesia Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;926800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196949 |
| Waskita Karya Persero Tbk. PT (b) (c) | &nbsp;&nbsp;3149800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19595 |
| XLSMART Telecom Sejahtera Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;848800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117635 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37524659 |
| **IRELAND — 0.3%** | **IRELAND — 0.3%** | **IRELAND — 0.3%** |
| AerCap Holdings NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6098391 |
| AIB Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;606503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4972923 |
| Bank of Ireland Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;292823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4153978 |
| C&C Group PLC (a) | &nbsp;&nbsp;&nbsp;&nbsp;198160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442081 |
| Cairn Homes PLC | &nbsp;&nbsp;&nbsp;&nbsp;212152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534179 |
| COSMO Pharmaceuticals NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150256 |
| Dalata Hotel Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438085 |
| Glanbia PLC (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852259 |
| Glenveagh Properties PLC (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;256165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516000 |
| Greencore Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;119254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381585 |
| Irish Residential Properties REIT PLC | &nbsp;&nbsp;&nbsp;&nbsp;358781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429578 |
| Kerry Group PLC Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5479639 |
| Kingspan Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3829940 |
| Uniphar PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404009 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28682903 |
| **ISRAEL — 0.8%** | **ISRAEL — 0.8%** | **ISRAEL — 0.8%** |
| Africa Israel Residences Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195125 |
| Airport City Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245059 |
| Alony Hetz Properties & Investments Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323785 |
| Amot Investments Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496313 |
| Ashtrom Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412142 |
| Aura Investments Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311400 |
| Azorim-Investment Development & Construction Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195196 |
| Azrieli Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047232 |
| Bank Hapoalim BM | &nbsp;&nbsp;&nbsp;&nbsp;357936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6868545 |
| Bank Leumi Le-Israel BM | &nbsp;&nbsp;&nbsp;&nbsp;424247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7889050 |
| Bet Shemesh Engines Holdings 1997 Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289549 |
| Bezeq The Israeli Telecommunication Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;606761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036043 |
| Big Shopping Centers Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760283 |
| Blue Square Real Estate Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114474 |
| Camtek Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727660 |
| Cellcom Israel Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249896 |
| Cellebrite DI Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609232 |
| Check Point Software Technologies Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5312213 |
| Clal Insurance Enterprises Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620077 |
| Danel Adir Yeoshua Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192400 |
| Danya Cebus Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51294 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Delek Automotive Systems Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3157 | &nbsp;&nbsp;$26585 |
| Delek Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555228 |
| Delta Galil Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109643 |
| El Al Israel Airlines (b) | &nbsp;&nbsp;77322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303088 |
| Elbit Systems Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725983 |
| Elco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139797 |
| Electra Consumer Products 1970 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83337 |
| Electra Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267992 |
| Electra Real Estate Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;7672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114072 |
| Energean PLC (a) | &nbsp;&nbsp;41133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513781 |
| Energix-Renewable Energies Ltd. | &nbsp;&nbsp;56033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206994 |
| Enlight Renewable Energy Ltd. (b) | &nbsp;&nbsp;48036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089826 |
| Equital Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;9188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424544 |
| Fattal Holdings 1998 Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;1483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257538 |
| FIBI Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310095 |
| First International Bank of Israel Ltd. | &nbsp;&nbsp;23627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1709844 |
| Formula Systems 1985 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226274 |
| Fox Wizel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183745 |
| G City Ltd. | &nbsp;&nbsp;12106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47957 |
| Global-e Online Ltd. (b) | &nbsp;&nbsp;32300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083342 |
| Harel Insurance Investments & Financial Services Ltd. | &nbsp;&nbsp;26038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729296 |
| Hilan Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361756 |
| ICL Group Ltd. | 280972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926546 |
| Isracard Ltd. | &nbsp;&nbsp;49413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254586 |
| Israel Canada TR Ltd. | &nbsp;&nbsp;83548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375873 |
| Israel Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251602 |
| Israel Discount Bank Ltd. Class A | 328387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3272656 |
| Isras Holdings Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;1074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145592 |
| Isras Investment Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162975 |
| Ituran Location & Control Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240126 |
| Kornit Digital Ltd. (b) | &nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250866 |
| Kvutzat Acro Ltd. | &nbsp;&nbsp;16671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271786 |
| M Yochananof & Sons Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69258 |
| Magic Software Enterprises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92311 |
| Matrix IT Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215223 |
| Mega Or Holdings Ltd. REIT | &nbsp;&nbsp;&nbsp;&nbsp;5861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273774 |
| Melisron Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884084 |
| Menora Mivtachim Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354285 |
| Migdal Insurance & Financial Holdings Ltd. | &nbsp;&nbsp;75361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207475 |
| Mivne Real Estate KD Ltd. | 129858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486654 |
| Mizrahi Tefahot Bank Ltd. | &nbsp;&nbsp;49294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3213076 |
| Nayax Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;7552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381239 |
| Next Vision Stabilized Systems Ltd. | &nbsp;&nbsp;19518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728556 |
| Nice Ltd. (b) | &nbsp;&nbsp;18640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3163403 |
| Nova Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;7752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193350 |
| Oddity Tech Ltd. Class A (b) | &nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837717 |
| Oil Refineries Ltd. | 524773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141498 |
| One Software Technologies Ltd. | &nbsp;&nbsp;18972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489018 |
| OPC Energy Ltd. (b) | &nbsp;&nbsp;53762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654563 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| OY Nofar Energy Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;2491 | &nbsp;&nbsp;$69082 |
| Partner Communications Co. Ltd. | &nbsp;&nbsp;50443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382723 |
| Paz Retail & Energy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330202 |
| Phoenix Financial Ltd. | &nbsp;&nbsp;62055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795771 |
| Plus500 Ltd. | &nbsp;&nbsp;19643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914127 |
| Prashkovsky Investments & Construction Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36614 |
| Radware Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291456 |
| Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142880 |
| Reit 1 Ltd. | &nbsp;&nbsp;33086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222145 |
| Retailors Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76726 |
| Sapiens International Corp. NV | &nbsp;&nbsp;&nbsp;&nbsp;5908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173389 |
| Sella Capital Real Estate Ltd. REIT | &nbsp;&nbsp;33394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108586 |
| Shapir Engineering & Industry Ltd. | &nbsp;&nbsp;29728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264837 |
| Shikun & Binui Ltd. (b) | &nbsp;&nbsp;65885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330648 |
| Shufersal Ltd. | &nbsp;&nbsp;79708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915784 |
| SimilarWeb Ltd. (b) | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84672 |
| Strauss Group Ltd. | &nbsp;&nbsp;10127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277722 |
| Summit Real Estate Holdings Ltd. REIT | &nbsp;&nbsp;17675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321588 |
| Tadiran Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57996 |
| Tel Aviv Stock Exchange Ltd. | &nbsp;&nbsp;19698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380799 |
| Teva Pharmaceutical Industries Ltd. (b) | &nbsp;&nbsp;39906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675351 |
| Teva Pharmaceutical Industries Ltd. ADR (b) | 280853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4707096 |
| Tower Semiconductor Ltd. (b) | &nbsp;&nbsp;32692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419323 |
| Wix.com Ltd. (b) | &nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2329362 |
| YH Dimri Construction & Development Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223659 |
| ZIM Integrated Shipping Services Ltd. | &nbsp;&nbsp;32800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527752 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79016067 |
| **ITALY — 2.0%** | **ITALY — 2.0%** | **ITALY — 2.0%** |
| A2A SpA | 416814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117998 |
| ACEA SpA | &nbsp;&nbsp;15075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363471 |
| AMCO - Asset Management Co. SpA Class B (a) (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Amplifon SpA (a) | &nbsp;&nbsp;37364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874124 |
| Ariston Holding NV | &nbsp;&nbsp;18227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89648 |
| Arnoldo Mondadori Editore SpA | &nbsp;&nbsp;41346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104348 |
| Ascopiave SpA | &nbsp;&nbsp;16517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59038 |
| Azimut Holding SpA | &nbsp;&nbsp;30692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979235 |
| Banca Generali SpA | &nbsp;&nbsp;15423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854160 |
| Banca IFIS SpA | &nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144557 |
| Banca Mediolanum SpA | &nbsp;&nbsp;63313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086557 |
| Banca Monte dei Paschi di Siena SpA | 224498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1903191 |
| Banca Popolare di Sondrio SpA | &nbsp;&nbsp;95663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325069 |
| Banco BPM SpA (a) | 341006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3967672 |
| Banco di Desio e della Brianza SpA | &nbsp;&nbsp;&nbsp;&nbsp;8892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73900 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| BFF Bank SpA (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;47353 | &nbsp;&nbsp;$517221 |
| BPER Banca SpA | &nbsp;&nbsp;&nbsp;281764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2552056 |
| Brembo NV (a) | &nbsp;&nbsp;&nbsp;&nbsp;39984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381114 |
| Brunello Cucinelli SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087243 |
| Buzzi SpA | &nbsp;&nbsp;&nbsp;&nbsp;23065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274142 |
| Carel Industries SpA (a) (e) | &nbsp;&nbsp;&nbsp;&nbsp;15444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409714 |
| Cembre SpA (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104828 |
| CIR SpA-Compagnie Industriali (b) | &nbsp;&nbsp;&nbsp;&nbsp;81273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55810 |
| Coca-Cola HBC AG | &nbsp;&nbsp;&nbsp;&nbsp;59232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3087651 |
| Credito Emiliano SpA | &nbsp;&nbsp;&nbsp;&nbsp;19269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283641 |
| d'Amico International Shipping SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37951 |
| Danieli & C Officine Meccaniche SpA (d) | &nbsp;&nbsp;&nbsp;&nbsp;25384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762803 |
| Danieli & C Officine Meccaniche SpA (a) (d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60170 |
| Davide Campari-Milano NV (a) | &nbsp;&nbsp;&nbsp;163813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097986 |
| De' Longhi SpA | &nbsp;&nbsp;&nbsp;&nbsp;22713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759857 |
| DiaSorin SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635136 |
| El.En. SpA | &nbsp;&nbsp;&nbsp;&nbsp;10888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142251 |
| Enav SpA (e) | &nbsp;&nbsp;&nbsp;&nbsp;61168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281607 |
| Enel SpA | 2302881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21777266 |
| Eni SpA | &nbsp;&nbsp;&nbsp;643468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10393403 |
| ERG SpA (a) | &nbsp;&nbsp;&nbsp;&nbsp;12673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276102 |
| Ferrari NV | &nbsp;&nbsp;&nbsp;&nbsp;35690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17432379 |
| Ferretti SpA (a) | &nbsp;&nbsp;&nbsp;&nbsp;32899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108441 |
| Fila SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53135 |
| Fincantieri SpA (b) | &nbsp;&nbsp;&nbsp;&nbsp;25735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493917 |
| FinecoBank Banca Fineco SpA | &nbsp;&nbsp;&nbsp;179530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3969310 |
| Generali | &nbsp;&nbsp;&nbsp;259580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9205224 |
| GVS SpA (a) (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;12903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76185 |
| Hera SpA (a) | &nbsp;&nbsp;&nbsp;217991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049655 |
| Industrie De Nora SpA (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72689 |
| Infrastrutture Wireless Italiane SpA (e) | &nbsp;&nbsp;&nbsp;&nbsp;89424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089592 |
| Intercos SpA (a) | &nbsp;&nbsp;&nbsp;&nbsp;10868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164826 |
| Interpump Group SpA | &nbsp;&nbsp;&nbsp;&nbsp;20120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834655 |
| Intesa Sanpaolo SpA | 4284804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24602850 |
| Iren SpA (a) | &nbsp;&nbsp;&nbsp;172185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529552 |
| Italgas SpA | &nbsp;&nbsp;&nbsp;165098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395361 |
| Iveco Group NV | &nbsp;&nbsp;&nbsp;&nbsp;46537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912278 |
| Juventus Football Club SpA (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;40352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146270 |
| Leonardo SpA (a) | &nbsp;&nbsp;&nbsp;113061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6341199 |
| Lottomatica Group SpA | &nbsp;&nbsp;&nbsp;&nbsp;54207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499143 |
| LU-VE SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180340 |
| Maire SpA | &nbsp;&nbsp;&nbsp;&nbsp;39351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517814 |
| MARR SpA (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85523 |
| Mediobanca Banca di Credito Finanziario SpA (a) | &nbsp;&nbsp;&nbsp;146081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3384101 |
| MFE-MediaForEurope NV Class A | &nbsp;&nbsp;&nbsp;&nbsp;50314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171868 |
| MFE-MediaForEurope NV Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37233 |
| Moncler SpA | &nbsp;&nbsp;&nbsp;&nbsp;66159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3758002 |
| NewPrinces SpA (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87242 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Nexi SpA (e) | &nbsp;&nbsp;&nbsp;140573 | &nbsp;&nbsp;$837269 |
| OVS SpA (e) | &nbsp;&nbsp;&nbsp;&nbsp;50146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217914 |
| Pharmanutra SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32246 |
| Piaggio & C SpA (a) | &nbsp;&nbsp;&nbsp;&nbsp;24484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54032 |
| Pirelli & C SpA (e) | &nbsp;&nbsp;&nbsp;105884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727605 |
| Poste Italiane SpA (a) (e) | &nbsp;&nbsp;&nbsp;130200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2787714 |
| Prysmian SpA | &nbsp;&nbsp;&nbsp;&nbsp;84274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5939456 |
| RAI Way SpA (e) | &nbsp;&nbsp;&nbsp;&nbsp;21648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154502 |
| Recordati Industria Chimica e Farmaceutica SpA | &nbsp;&nbsp;&nbsp;&nbsp;35261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210285 |
| Reply SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024946 |
| Ryanair Holdings PLC | &nbsp;&nbsp;&nbsp;244058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6881426 |
| Saipem SpA (a) | &nbsp;&nbsp;&nbsp;369291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007869 |
| Salvatore Ferragamo SpA (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;11696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68647 |
| Sanlorenzo SpA (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90647 |
| Sesa SpA (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194771 |
| Snam SpA (a) | &nbsp;&nbsp;&nbsp;564179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405347 |
| SOL SpA | &nbsp;&nbsp;&nbsp;&nbsp;10860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613179 |
| Tamburi Investment Partners SpA (a) | &nbsp;&nbsp;&nbsp;&nbsp;26984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248333 |
| Technogym SpA (e) | &nbsp;&nbsp;&nbsp;&nbsp;31825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454644 |
| Technoprobe SpA (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;43456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378500 |
| Telecom Italia SpA (a) (b) | 3932019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1932089 |
| Terna - Rete Elettrica Nazionale | &nbsp;&nbsp;&nbsp;407249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4171456 |
| UniCredit SpA | &nbsp;&nbsp;&nbsp;399614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26695723 |
| Unipol Assicurazioni SpA | &nbsp;&nbsp;&nbsp;101573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2006068 |
| Webuild SpA (a) | &nbsp;&nbsp;&nbsp;134316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566970 |
| Wiit SpA (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25679 |
| Zignago Vetro SpA (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79269 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199926290 |
| **IVORY COAST — 0.0% <sup>\*</sup>** | **IVORY COAST — 0.0% <sup>\*</sup>** | **IVORY COAST — 0.0% <sup>\*</sup>** |
| Endeavour Mining PLC  | &nbsp;&nbsp;&nbsp;&nbsp;51639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576610 |
| **JAPAN — 14.8%** | **JAPAN — 14.8%** | **JAPAN — 14.8%** |
| 77 Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565764 |
| ABC-Mart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551613 |
| Acom Co. Ltd. | &nbsp;&nbsp;&nbsp;105300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311355 |
| Activia Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473998 |
| Adastria Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154782 |
| ADEKA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402879 |
| Advance Residence Investment Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786087 |
| Advantest Corp. | &nbsp;&nbsp;&nbsp;216900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15999650 |
| Aeon Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;186900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5719118 |
| AEON Financial Service Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;30600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272115 |
| Aeon Hokkaido Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68316 |
| Aeon Mall Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;27100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539017 |
| AEON REIT Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367816 |
| AGC, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;53100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553904 |
| Ai Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118512 |
| Aica Kogyo Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378619 |
| Aichi Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103036 |
| Aichi Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156379 |
| Aichi Steel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130192 |
| Aiful Corp. | &nbsp;&nbsp;&nbsp;&nbsp;89200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260600 |
| Ain Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214591 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Air Water, Inc. | &nbsp;&nbsp;49000 | &nbsp;&nbsp;$730361 |
| Aisan Industry Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87282 |
| Aisin Corp. | 147500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886064 |
| Ajinomoto Co., Inc. | 265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7171484 |
| Alfresa Holdings Corp. | &nbsp;&nbsp;46800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638764 |
| Alpen Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106740 |
| Alps Alpine Co. Ltd. | &nbsp;&nbsp;50500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542776 |
| Amada Co. Ltd. | &nbsp;&nbsp;90900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991470 |
| Amano Corp. | &nbsp;&nbsp;15100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468749 |
| ANA Holdings, Inc. | &nbsp;&nbsp;45200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883222 |
| Anritsu Corp. | &nbsp;&nbsp;36800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475907 |
| Anycolor, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260196 |
| AOKI Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98214 |
| Aoyama Trading Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147066 |
| Aozora Bank Ltd. (a) | &nbsp;&nbsp;29700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444539 |
| Appier Group, Inc. | &nbsp;&nbsp;16500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186310 |
| Arata Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130271 |
| ARCLANDS Corp. | &nbsp;&nbsp;16667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204003 |
| Arcs Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182037 |
| ARE Holdings, Inc. | &nbsp;&nbsp;21600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269916 |
| Argo Graphics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105403 |
| Ariake Japan Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187905 |
| Artience Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158635 |
| As One Corp. | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206944 |
| Asahi Group Holdings Ltd. | 412300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5501805 |
| Asahi Intecc Co. Ltd. | &nbsp;&nbsp;57800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913748 |
| Asahi Kasei Corp. | 347400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470004 |
| Asahi Yukizai Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134418 |
| Asics Corp. | 186900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4761619 |
| ASKUL Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89557 |
| Astellas Pharma, Inc. | 526200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5160181 |
| Atom Corp. (a) (b) | &nbsp;&nbsp;44800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204701 |
| Autobacs Seven Co. Ltd. | &nbsp;&nbsp;12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121202 |
| Awa Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97461 |
| Axial Retailing, Inc. | &nbsp;&nbsp;14900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116048 |
| Azbil Corp. | 131400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246274 |
| AZ-COM MARUWA Holdings, Inc. | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88355 |
| Bandai Namco Holdings, Inc. | 171200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6128805 |
| Bank of Nagoya Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120627 |
| BayCurrent, Inc. | &nbsp;&nbsp;37100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1905791 |
| Belc Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123286 |
| Bell System24 Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64002 |
| Belluna Co. Ltd. (a) | &nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72009 |
| Bic Camera, Inc. | &nbsp;&nbsp;20300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232450 |
| BIPROGY, Inc. | &nbsp;&nbsp;22700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947005 |
| BML, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151241 |
| Bridgestone Corp. (a) | 163400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6674236 |
| Brother Industries Ltd. | &nbsp;&nbsp;66300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143365 |
| Bunka Shutter Co. Ltd. | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171699 |
| C Uyemura & Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166679 |
| Calbee, Inc. | &nbsp;&nbsp;21800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414282 |
| Canon Electronics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51216 |
| Canon Marketing Japan, Inc. (a) | &nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512818 |
| Canon, Inc. (a) | 264300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7664874 |
| Capcom Co. Ltd. | &nbsp;&nbsp;97200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3319517 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Casio Computer Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;44900 | &nbsp;&nbsp;$341929 |
| Central Automotive Products Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97902 |
| Central Glass Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100853 |
| Central Japan Railway Co. | &nbsp;&nbsp;&nbsp;218200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4882290 |
| Change Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51930 |
| Chiba Bank Ltd. | &nbsp;&nbsp;&nbsp;161600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1492992 |
| Chiyoda Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71030 |
| Chubu Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;180800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2229255 |
| Chudenko Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131209 |
| Chugai Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;190200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9908650 |
| Chugin Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501781 |
| Chugoku Electric Power Co., Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;89600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442278 |
| Chugoku Marine Paints Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157480 |
| Citizen Watch Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295960 |
| CKD Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280717 |
| Coca-Cola Bottlers Japan Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584414 |
| Colowide Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316423 |
| Comforia Residential REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343377 |
| COMSYS Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695585 |
| Concordia Financial Group Ltd. | &nbsp;&nbsp;&nbsp;297900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1932859 |
| Cosmo Energy Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658561 |
| Cosmos Pharmaceutical Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683762 |
| Cover Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178415 |
| CRE Logistics REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143217 |
| Create Restaurants Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311307 |
| Create SD Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135349 |
| Credit Saison Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;35600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961196 |
| CyberAgent, Inc. | &nbsp;&nbsp;&nbsp;125600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434733 |
| Cybozu, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191602 |
| Dai Nippon Printing Co. Ltd. | &nbsp;&nbsp;&nbsp;106800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1619246 |
| Daicel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;72200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604562 |
| Dai-Dan Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246184 |
| Daido Steel Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193012 |
| Daiei Kankyo Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247208 |
| Daifuku Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;90100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2321660 |
| Daihen Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181377 |
| Dai-ichi Life Holdings, Inc. | 1034900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7852473 |
| Daiichi Sankyo Co. Ltd. | &nbsp;&nbsp;&nbsp;491600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11452345 |
| Daiichikosho Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213552 |
| Daikin Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;74400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8769151 |
| Daikokutenbussan Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106920 |
| Daio Paper Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;35500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196369 |
| Daiseki Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257192 |
| Daishi Hokuetsu Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445606 |
| Daito Trust Construction Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1801412 |
| Daiwa House Industry Co. Ltd. | &nbsp;&nbsp;&nbsp;163500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5607525 |
| Daiwa House REIT Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048544 |
| Daiwa Industries Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75849 |
| Daiwa Office Investment Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331787 |
| Daiwa Securities Group, Inc. | &nbsp;&nbsp;&nbsp;374300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2654785 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Daiwa Securities Living Investments Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;$332245 |
| Daiwabo Holdings Co. Ltd. | &nbsp;&nbsp;26200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470419 |
| DCM Holdings Co. Ltd. | &nbsp;&nbsp;25500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235325 |
| DeNA Co. Ltd. | &nbsp;&nbsp;19900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368118 |
| Denka Co. Ltd. | &nbsp;&nbsp;22600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309793 |
| Denso Corp. | 545900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7371511 |
| Dentsu Group, Inc. (a) | &nbsp;&nbsp;55600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230209 |
| Dentsu Soken, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293094 |
| Dexerials Corp. (a) | &nbsp;&nbsp;45600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704780 |
| DIC Corp. | &nbsp;&nbsp;24100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483935 |
| Digital Arts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157638 |
| Digital Garage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314030 |
| Dip Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123120 |
| Disco Corp. | &nbsp;&nbsp;26300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7761909 |
| DMG Mori Co. Ltd. (a) | &nbsp;&nbsp;36600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840980 |
| Doshisha Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84061 |
| Doutor Nichires Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116263 |
| Dowa Holdings Co. Ltd. | &nbsp;&nbsp;16800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543387 |
| DTS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307813 |
| Duskin Co. Ltd. | &nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321002 |
| DyDo Group Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36844 |
| Eagle Industry Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63803 |
| Earth Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209678 |
| East Japan Railway Co. | 257000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5529828 |
| Ebara Corp. (a) | 129600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2492497 |
| EDION Corp. | &nbsp;&nbsp;26600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388379 |
| eGuarantee, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94073 |
| Eiken Chemical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120975 |
| Eisai Co. Ltd. | &nbsp;&nbsp;74300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2133659 |
| Eizo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92671 |
| Elecom Co. Ltd. | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125307 |
| Electric Power Development Co. Ltd. | &nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782139 |
| en Japan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106111 |
| ENEOS Holdings, Inc. | 761300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3768948 |
| ES-Con Japan Ltd. | &nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124866 |
| Exedy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280204 |
| EXEO Group, Inc. | &nbsp;&nbsp;49600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630452 |
| Ezaki Glico Co. Ltd. (a) | &nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434048 |
| FANUC Corp. | 277800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7577500 |
| Fast Retailing Co. Ltd. | &nbsp;&nbsp;54100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18547073 |
| FCC Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154689 |
| Ferrotec Holdings Corp. | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215023 |
| Financial Partners Group Co. Ltd. | &nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239617 |
| Food & Life Cos. Ltd. | &nbsp;&nbsp;30900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500665 |
| FP Corp. | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183738 |
| Freee KK (b) | &nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314106 |
| Frontier Real Estate Investment Corp. REIT (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413782 |
| Fuji Co. Ltd. | &nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169541 |
| Fuji Corp. | &nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368324 |
| Fuji Electric Co. Ltd. | &nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750507 |
| Fuji Kyuko Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59125 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Fuji Media Holdings, Inc. | &nbsp;&nbsp;10100 | &nbsp;&nbsp;$232773 |
| Fuji Oil Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185797 |
| Fuji Seal International, Inc. | &nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204669 |
| FUJIFILM Holdings Corp. | 317000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6895455 |
| Fujikura Ltd. | &nbsp;&nbsp;70600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700458 |
| Fujimi, Inc. | &nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158643 |
| Fujita Kanko, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131109 |
| Fujitec Co. Ltd. | &nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768072 |
| Fujitsu Ltd. | 498500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12130759 |
| Fukuda Denshi Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164769 |
| Fukuoka Financial Group, Inc. | &nbsp;&nbsp;51000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361812 |
| Fukuoka REIT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226771 |
| Fukuyama Transporting Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97989 |
| Funai Soken Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157876 |
| Furukawa Electric Co. Ltd. | &nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925106 |
| Furuya Metal Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68202 |
| Fuso Chemical Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83056 |
| Future Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129315 |
| Fuyo General Lease Co. Ltd. | &nbsp;&nbsp;20600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556198 |
| Galilei Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101353 |
| GENDA, Inc. (a) (b) | &nbsp;&nbsp;21600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130696 |
| Genky DrugStores Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174315 |
| Global One Real Estate Investment Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206160 |
| Glory Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228166 |
| GLP J-Reit | &nbsp;&nbsp;&nbsp;&nbsp;1296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163704 |
| GMO Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28840 |
| GMO internet group, Inc. | &nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444492 |
| GMO Payment Gateway, Inc. | &nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704884 |
| GNI Group Ltd. (a) (b) | &nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321039 |
| Goldcrest Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82246 |
| Goldwin, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325928 |
| GREE Holdings, Inc. (a) | &nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54825 |
| GS Yuasa Corp. | &nbsp;&nbsp;21800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406887 |
| GungHo Online Entertainment, Inc. | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193092 |
| Gunma Bank Ltd. | &nbsp;&nbsp;90700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760098 |
| Gunze Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158178 |
| H.U. Group Holdings, Inc. | &nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293448 |
| H2O Retailing Corp. | &nbsp;&nbsp;28600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374813 |
| Hachijuni Bank Ltd. | &nbsp;&nbsp;91100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738538 |
| Hakuhodo DY Holdings, Inc. | &nbsp;&nbsp;60700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502384 |
| Hakuto Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78978 |
| Halows Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50158 |
| Hamakyorex Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82611 |
| Hamamatsu Photonics KK | &nbsp;&nbsp;89600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089256 |
| Hankyu Hanshin Holdings, Inc. | &nbsp;&nbsp;64700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755852 |
| Hankyu Hanshin REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155818 |
| Hanwa Co. Ltd. | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380380 |
| Happinet Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162359 |
| Harmonic Drive Systems, Inc. | &nbsp;&nbsp;18400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356676 |
| Haseko Corp. | &nbsp;&nbsp;68100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020003 |
| Hazama Ando Corp. | &nbsp;&nbsp;38400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385741 |
| Heiwa Corp. | &nbsp;&nbsp;14200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206445 |
| Heiwa Real Estate Co. Ltd. | &nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203164 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Heiwa Real Estate REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;$250096 |
| Heiwado Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121472 |
| Hiday Hidaka Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139572 |
| Hikari Tsushin, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473225 |
| Hino Motors Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;62100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154342 |
| Hioki EE Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82869 |
| Hirogin Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584093 |
| Hirose Electric Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930749 |
| HIS Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87241 |
| Hisamitsu Pharmaceutical Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346629 |
| Hitachi Construction Machinery Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;28600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851397 |
| Hitachi Ltd. | 1298600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37804098 |
| Hogy Medical Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183911 |
| Hokkaido Electric Power Co., Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;39100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203316 |
| Hokkoku Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180941 |
| Hokuetsu Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;24400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177537 |
| Hokuhoku Financial Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;26100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494463 |
| Hokuriku Electric Power Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;36300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180815 |
| Honda Motor Co. Ltd. | 1195600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11542554 |
| Horiba Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740230 |
| Hoshino Resorts REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220236 |
| Hoshizaki Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047253 |
| Hosiden Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182564 |
| House Foods Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259985 |
| Hoya Corp. | &nbsp;&nbsp;&nbsp;&nbsp;97700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11603333 |
| Hulic Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;132200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329368 |
| Hulic Reit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333719 |
| Hyakugo Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;58100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277940 |
| Ibiden Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;36300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1595044 |
| Ichibanya Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130994 |
| Ichigo Office REIT Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116303 |
| Ichigo, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159704 |
| Idec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96159 |
| Idemitsu Kosan Co. Ltd. | &nbsp;&nbsp;&nbsp;253885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1537951 |
| IDOM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155575 |
| IHI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4504303 |
| Iida Group Holdings Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;41800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588172 |
| Iino Kaiun Kaisha Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;16300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114200 |
| Imperial Hotel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76196 |
| Inaba Denki Sangyo Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334297 |
| Inabata & Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227028 |
| Industrial & Infrastructure Fund Investment Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536654 |
| Infomart Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104757 |
| INFRONEER Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407956 |
| Inpex Corp. (a) | &nbsp;&nbsp;&nbsp;247300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466942 |
| Insource Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44042 |
| Internet Initiative Japan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574721 |
| Invincible Investment Corp. REIT (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873481 |
| Ise Chemicals Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148430 |
| Isetan Mitsukoshi Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385365 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Isuzu Motors Ltd. | 161300 | &nbsp;&nbsp;$2044097 |
| Ito En Ltd. | &nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327855 |
| ITOCHU Corp. | 336100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17581582 |
| Itochu Enex Co. Ltd. | &nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136221 |
| Itochu-Shokuhin Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54886 |
| Itoham Yonekyu Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237461 |
| Itoki Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131724 |
| Iwatani Corp. | &nbsp;&nbsp;65900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698715 |
| Iyogin Holdings, Inc. | &nbsp;&nbsp;62600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685829 |
| Izumi Co. Ltd. | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232773 |
| J Front Retailing Co. Ltd. | &nbsp;&nbsp;71300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968963 |
| JAC Recruitment Co. Ltd. | &nbsp;&nbsp;33200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232833 |
| Jaccs Co. Ltd. (a) | &nbsp;&nbsp;15900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441407 |
| JAFCO Group Co. Ltd. | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184268 |
| Japan Airlines Co. Ltd. | &nbsp;&nbsp;40800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830857 |
| Japan Airport Terminal Co. Ltd. | &nbsp;&nbsp;19900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634425 |
| Japan Aviation Electronics Industry Ltd. | &nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209867 |
| Japan Elevator Service Holdings Co. Ltd. | &nbsp;&nbsp;23300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670231 |
| Japan Excellent, Inc. REIT (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315161 |
| Japan Exchange Group, Inc. | 280900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2840212 |
| Japan Hotel REIT Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714927 |
| Japan Lifeline Co. Ltd. | &nbsp;&nbsp;15700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162494 |
| Japan Logistics Fund, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446641 |
| Japan Material Co. Ltd. | &nbsp;&nbsp;14200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145397 |
| Japan Metropolitan Fund Invest REIT | &nbsp;&nbsp;&nbsp;&nbsp;2009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1418658 |
| Japan Petroleum Exploration Co. Ltd. | &nbsp;&nbsp;43700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307075 |
| Japan Post Bank Co. Ltd. | 521100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5609820 |
| Japan Post Holdings Co. Ltd. | 504900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4668171 |
| Japan Post Insurance Co. Ltd. | &nbsp;&nbsp;56600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277805 |
| Japan Prime Realty Investment Corp. REIT (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615431 |
| Japan Pulp & Paper Co. Ltd. | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85846 |
| Japan Real Estate Investment Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420236 |
| Japan Securities Finance Co. Ltd. | &nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267299 |
| Japan Steel Works Ltd. | &nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024964 |
| Japan Tobacco, Inc. (a) | 339800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9993218 |
| Japan Wool Textile Co. Ltd. | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102816 |
| JCU Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80446 |
| Jeol Ltd. | &nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420750 |
| JFE Holdings, Inc. | 162900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891262 |
| JGC Holdings Corp. | &nbsp;&nbsp;61900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535457 |
| JINS Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266053 |
| JMDC, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190312 |
| Joyful Honda Co. Ltd. (a) | &nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167602 |
| JTEKT Corp. | &nbsp;&nbsp;54900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451530 |
| Juroku Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278400 |
| Justsystems Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184181 |
| JVCKenwood Corp. | &nbsp;&nbsp;33700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269469 |
| K&O Energy Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58797 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Kadokawa Corp. | &nbsp;&nbsp;24200 | &nbsp;&nbsp;$670654 |
| Kaga Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187795 |
| Kagome Co. Ltd. | &nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474956 |
| Kajima Corp. | 119700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3118357 |
| Kakaku.com, Inc. | &nbsp;&nbsp;33200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615526 |
| Kaken Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150742 |
| Kameda Seika Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44363 |
| Kamigumi Co. Ltd. | &nbsp;&nbsp;23600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654680 |
| Kanadevia Corp. | &nbsp;&nbsp;36800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248399 |
| Kanamoto Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177202 |
| Kandenko Co. Ltd. | &nbsp;&nbsp;27300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629935 |
| Kaneka Corp. | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289314 |
| Kanematsu Corp. | &nbsp;&nbsp;22700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431307 |
| Kansai Electric Power Co., Inc. | 265900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3145994 |
| Kansai Paint Co. Ltd. | &nbsp;&nbsp;41500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568149 |
| Kao Corp. (a) | 134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5990086 |
| Kasumigaseki Capital Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138599 |
| Katitas Co. Ltd. (a) | &nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251061 |
| Kato Sangyo Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186576 |
| Kawasaki Heavy Industries Ltd. | &nbsp;&nbsp;42200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3184465 |
| Kawasaki Kisen Kaisha Ltd. (a) | 104700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481580 |
| KDDI Corp. | 868800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14916570 |
| KDX Realty Investment Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248195 |
| KeePer Technical Laboratory Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120426 |
| Keihan Holdings Co. Ltd. (a) | &nbsp;&nbsp;26100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551832 |
| Keihanshin Building Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64299 |
| Keikyu Corp. (a) | &nbsp;&nbsp;82100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854563 |
| Keio Corp. | &nbsp;&nbsp;32900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798556 |
| Keisei Electric Railway Co. Ltd. | 103200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965591 |
| Keiyo Bank Ltd. | &nbsp;&nbsp;20200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140125 |
| Kewpie Corp. | &nbsp;&nbsp;26400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616113 |
| Keyence Corp. | &nbsp;&nbsp;55100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22063651 |
| KH Neochem Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89187 |
| Kikkoman Corp. | 184700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710884 |
| Kinden Corp. | &nbsp;&nbsp;36700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077536 |
| Kintetsu Group Holdings Co. Ltd. | &nbsp;&nbsp;53600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013036 |
| Kirin Holdings Co. Ltd. | 218000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3047880 |
| Kissei Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164814 |
| Kitz Corp. | &nbsp;&nbsp;13700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112487 |
| Kiyo Bank Ltd. | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215913 |
| Kobayashi Pharmaceutical Co. Ltd. (a) | &nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474167 |
| Kobe Bussan Co. Ltd. | &nbsp;&nbsp;43600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351662 |
| Kobe Steel Ltd. (a) | 100200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091867 |
| Koei Tecmo Holdings Co. Ltd. (a) | &nbsp;&nbsp;25320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412987 |
| Kohnan Shoji Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137699 |
| Koito Manufacturing Co. Ltd. | &nbsp;&nbsp;58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692450 |
| Kokusai Electric Corp. | &nbsp;&nbsp;43700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048897 |
| Kokuyo Co. Ltd. (a) | &nbsp;&nbsp;90800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519737 |
| Komatsu Ltd. | 260700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8549523 |
| KOMEDA Holdings Co. Ltd. | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205684 |
| Komeri Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152965 |
| Konami Group Corp. | &nbsp;&nbsp;28300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4469968 |
| Konica Minolta, Inc. (b) | 110200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357962 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Konishi Co. Ltd. (a) | &nbsp;&nbsp;10400 | &nbsp;&nbsp;$81000 |
| Konoike Transport Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95825 |
| Kose Corp. (a) | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423417 |
| Koshidaka Holdings Co. Ltd. | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83262 |
| Kotobuki Spirits Co. Ltd. (a) | &nbsp;&nbsp;27400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390290 |
| Krosaki Harima Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91938 |
| K's Holdings Corp. | &nbsp;&nbsp;30200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306297 |
| Kubota Corp. | 274500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3082412 |
| Kumagai Gumi Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202811 |
| Kumiai Chemical Industry Co. Ltd. | &nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66848 |
| Kura Sushi, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115186 |
| Kuraray Co. Ltd. (a) | &nbsp;&nbsp;81100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030278 |
| Kureha Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156766 |
| Kurita Water Industries Ltd. | &nbsp;&nbsp;29700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171592 |
| Kusuri No. Aoki Holdings Co. Ltd. | &nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349413 |
| KYB Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169399 |
| Kyocera Corp. | 382800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4594024 |
| Kyoei Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44125 |
| Kyokuto Kaihatsu Kogyo Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107572 |
| Kyorin Pharmaceutical Co. Ltd. | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125944 |
| Kyoritsu Maintenance Co. Ltd. | &nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407427 |
| Kyoto Financial Group, Inc. | &nbsp;&nbsp;61300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095757 |
| Kyowa Kirin Co. Ltd. | &nbsp;&nbsp;64300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097523 |
| Kyudenko Corp. | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496050 |
| Kyushu Electric Power Co., Inc. | 120300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072285 |
| Kyushu Financial Group, Inc. | 103400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521277 |
| Kyushu Railway Co. | &nbsp;&nbsp;41300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065345 |
| LaSalle Logiport REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477646 |
| Lasertec Corp. (a) | &nbsp;&nbsp;23800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3198158 |
| Leopalace21 Corp. | &nbsp;&nbsp;38400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165356 |
| Life Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140887 |
| Lifedrink Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131967 |
| Lifenet Insurance Co. (a) (b) | &nbsp;&nbsp;23500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371100 |
| Lintec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178102 |
| Lion Corp. (a) | &nbsp;&nbsp;77900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803565 |
| Lixil Corp. | &nbsp;&nbsp;88400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020812 |
| LY Corp. | 833400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060233 |
| M&A Capital Partners Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64599 |
| M&A Research Institute Holdings, Inc. (a) (b) | &nbsp;&nbsp;15300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131132 |
| M3, Inc. | 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718215 |
| Mabuchi Motor Co. Ltd. (a) | &nbsp;&nbsp;25600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377500 |
| Macnica Holdings, Inc. | &nbsp;&nbsp;37100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498536 |
| Maeda Kosen Co. Ltd. | &nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149874 |
| Makino Milling Machine Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557790 |
| Makita Corp. | &nbsp;&nbsp;67400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2077830 |
| Mani, Inc. | &nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138509 |
| Marubeni Corp. | 414900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8367224 |
| Maruha Nichiro Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194133 |
| Marui Group Co. Ltd. | &nbsp;&nbsp;44200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938192 |
| Maruichi Steel Tube Ltd. | &nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402918 |
| Maruwa Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715497 |
| Maruzen Showa Unyu Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126360 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Matsuda Sangyo Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;$39015 |
| Matsui Securities Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;30700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147926 |
| MatsukiyoCocokara & Co. | &nbsp;&nbsp;&nbsp;&nbsp;93620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1923343 |
| Matsuyafoods Holdings Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90166 |
| Max Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193361 |
| Maxell Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89493 |
| Maxvalu Tokai Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31064 |
| Mazda Motor Corp. | &nbsp;&nbsp;&nbsp;171000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029232 |
| McDonald's Holdings Co. Japan Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;24900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027408 |
| MCJ Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135415 |
| Mebuki Financial Group, Inc. | &nbsp;&nbsp;&nbsp;256800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338891 |
| Medipal Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796015 |
| Medley, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94666 |
| Megachips Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66544 |
| Megmilk Snow Brand Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187109 |
| Meidensha Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297525 |
| MEIJI Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;65200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438557 |
| Meiko Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221261 |
| MEITEC Group Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433156 |
| Menicon Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89089 |
| Mercari, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;37800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699763 |
| Metaplanet, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;80800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922981 |
| METAWATER Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64492 |
| Micronics Japan Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322102 |
| Milbon Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102283 |
| Minebea Mitsumi, Inc. | &nbsp;&nbsp;&nbsp;100400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471125 |
| Mirai Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131885 |
| Mirai Industry Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47215 |
| Mirait One Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409397 |
| MISUMI Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069473 |
| Mitani Sekisan Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236976 |
| Mitsubishi Chemical Group Corp. | &nbsp;&nbsp;&nbsp;380400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1996214 |
| Mitsubishi Corp. | &nbsp;&nbsp;&nbsp;968100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19355968 |
| Mitsubishi Electric Corp. | &nbsp;&nbsp;&nbsp;538500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11598003 |
| Mitsubishi Estate Co. Ltd. | &nbsp;&nbsp;&nbsp;312700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5851557 |
| Mitsubishi Estate Logistics REIT Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286697 |
| Mitsubishi Gas Chemical Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621190 |
| Mitsubishi HC Capital, Inc. | &nbsp;&nbsp;&nbsp;252230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1851846 |
| Mitsubishi Heavy Industries Ltd. | &nbsp;&nbsp;&nbsp;907200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22672934 |
| Mitsubishi Logisnext Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98097 |
| Mitsubishi Logistics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;69700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570600 |
| Mitsubishi Materials Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;33200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524162 |
| Mitsubishi Motors Corp. | &nbsp;&nbsp;&nbsp;208900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590783 |
| Mitsubishi Pencil Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81793 |
| Mitsubishi Research Institute, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34878 |
| Mitsubishi Shokuhin Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241026 |
| Mitsubishi UFJ Financial Group, Inc. | 3245100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44550059 |
| Mitsuboshi Belting Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99879 |
| Mitsui & Co. Ltd. | &nbsp;&nbsp;&nbsp;704900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14381531 |
| Mitsui Chemicals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200595 |
| Mitsui DM Sugar Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52961 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Mitsui E&S Co. Ltd. | &nbsp;&nbsp;26300 | &nbsp;&nbsp;$518917 |
| Mitsui Fudosan Co. Ltd. | 747800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7221995 |
| Mitsui Fudosan Logistics Park, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682945 |
| Mitsui High-Tec, Inc. (a) | &nbsp;&nbsp;21500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105383 |
| Mitsui Mining & Smelting Co. Ltd. | &nbsp;&nbsp;17200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600026 |
| Mitsui OSK Lines Ltd. (a) | &nbsp;&nbsp;97600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3256824 |
| Mitsui-Soko Holdings Co. Ltd. | &nbsp;&nbsp;21300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580259 |
| Mitsuuroko Group Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49984 |
| Miura Co. Ltd. | &nbsp;&nbsp;26400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530577 |
| MIXI, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173464 |
| Mizuho Financial Group, Inc. | 676020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18687721 |
| Mizuho Leasing Co. Ltd. | &nbsp;&nbsp;53100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393347 |
| Mizuno Corp. | &nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270298 |
| Mochida Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71844 |
| Modec, Inc. (a) | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535671 |
| Monex Group, Inc. | &nbsp;&nbsp;37700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185048 |
| Money Forward, Inc. (b) | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424470 |
| Monogatari Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221967 |
| MonotaRO Co. Ltd. | &nbsp;&nbsp;71200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402361 |
| Mori Hills REIT Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354774 |
| Mori Trust Reit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308588 |
| Morinaga & Co. Ltd. | &nbsp;&nbsp;18700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307470 |
| Morinaga Milk Industry Co. Ltd. | &nbsp;&nbsp;16600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372005 |
| Morita Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65614 |
| MOS Food Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133559 |
| MS&AD Insurance Group Holdings, Inc. | 364200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8144041 |
| Murata Manufacturing Co. Ltd. | 482300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7192178 |
| Musashi Seimitsu Industry Co. Ltd. | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229541 |
| Musashino Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92675 |
| Nabtesco Corp. (a) | &nbsp;&nbsp;33400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596920 |
| Nachi-Fujikoshi Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49202 |
| Nagase & Co. Ltd. | &nbsp;&nbsp;20100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386777 |
| Nagawa Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68455 |
| Nagoya Railroad Co. Ltd. (a) | &nbsp;&nbsp;57400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647933 |
| Nakanishi, Inc. | &nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242833 |
| Namura Shipbuilding Co. Ltd. | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217730 |
| Nankai Electric Railway Co. Ltd. | &nbsp;&nbsp;27700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418055 |
| Nanto Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159147 |
| NEC Corp. | 347500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10149901 |
| Nexon Co. Ltd. | &nbsp;&nbsp;93800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889702 |
| Nextage Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99119 |
| NGK Insulators Ltd. | &nbsp;&nbsp;63300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794290 |
| NH Foods Ltd. | &nbsp;&nbsp;25900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895101 |
| NHK Spring Co. Ltd. | &nbsp;&nbsp;58100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632505 |
| Nichias Corp. (a) | &nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562171 |
| Nichicon Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81492 |
| Nichiden Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72556 |
| Nichiha Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107064 |
| Nichirei Corp. (a) | &nbsp;&nbsp;57200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746457 |
| NIDEC Corp. | 248800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4831486 |
| Nifco, Inc. | &nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532729 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Nihon Kohden Corp. | &nbsp;&nbsp;&nbsp;&nbsp;51700 | &nbsp;&nbsp;$614194 |
| Nihon M&A Center Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341281 |
| Nihon Parkerizing Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163794 |
| Nikkon Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597612 |
| Nikon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;76300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781779 |
| Nintendo Co. Ltd. | &nbsp;&nbsp;&nbsp;312600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30038340 |
| Nippn Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185714 |
| Nippon Accommodations Fund, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497054 |
| Nippon Building Fund, Inc. REIT (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1993799 |
| Nippon Densetsu Kogyo Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135116 |
| Nippon Electric Glass Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;19600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464880 |
| Nippon Express Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;60900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1219518 |
| Nippon Gas Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493696 |
| Nippon Kanzai Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75267 |
| Nippon Kayaku Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;46400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415992 |
| Nippon Light Metal Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163526 |
| Nippon Paint Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;266000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2136176 |
| Nippon Paper Industries Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188995 |
| Nippon Prologis REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048144 |
| NIPPON REIT Investment Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237455 |
| Nippon Road Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104178 |
| Nippon Sanso Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;47700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1804044 |
| Nippon Shinyaku Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324521 |
| Nippon Shokubai Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;25600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291366 |
| Nippon Soda Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197508 |
| Nippon Steel Corp. | &nbsp;&nbsp;&nbsp;273900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5182379 |
| Nippon Telegraph & Telephone Corp. | 8460700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9020373 |
| Nippon Television Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345151 |
| Nippon Yusen KK (a) | &nbsp;&nbsp;&nbsp;122100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4385439 |
| Nipro Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364979 |
| Nishimatsu Construction Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255876 |
| Nishimatsuya Chain Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130347 |
| Nishi-Nippon Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479850 |
| Nishi-Nippon Railroad Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221134 |
| Nishio Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80809 |
| Nissan Chemical Corp. | &nbsp;&nbsp;&nbsp;&nbsp;34800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060298 |
| Nissan Motor Co. Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;612300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1484492 |
| Nissan Shatai Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101874 |
| Nissha Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76638 |
| Nisshin Oillio Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257025 |
| Nisshin Seifun Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689262 |
| Nisshinbo Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;40400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258351 |
| Nissin Foods Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;55500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150959 |
| Nissui Corp. | &nbsp;&nbsp;&nbsp;&nbsp;78900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478332 |
| Niterra Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;42400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408979 |
| Nitori Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;23500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2264668 |
| Nitta Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80169 |
| Nittetsu Mining Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159673 |
| Nitto Boseki Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286227 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Nitto Denko Corp. | 197100 | &nbsp;&nbsp;$3809094 |
| Nitto Kogyo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118609 |
| Noevir Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104919 |
| NOF Corp. | &nbsp;&nbsp;61100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169802 |
| Nohmi Bosai Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121458 |
| Nojima Corp. | &nbsp;&nbsp;14200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309668 |
| NOK Corp. | &nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287144 |
| Nomura Co. Ltd. | &nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71490 |
| Nomura Holdings, Inc. | 877400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5782719 |
| Nomura Micro Science Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99830 |
| Nomura Real Estate Holdings, Inc. | 147200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859894 |
| Nomura Real Estate Master Fund, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;1076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096523 |
| Nomura Research Institute Ltd. | 108900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4359920 |
| Noritake Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167005 |
| Noritsu Koki Co. Ltd. | &nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133375 |
| Noritz Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87045 |
| North Pacific Bank Ltd. (a) | 112200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448971 |
| NS Solutions Corp. | &nbsp;&nbsp;20400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575937 |
| NS United Kaiun Kaisha Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37897 |
| NSD Co. Ltd. | &nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395445 |
| NSK Ltd. | 129700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609238 |
| NTN Corp. | &nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141874 |
| NTT UD REIT Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323445 |
| Nxera Pharma Co. Ltd. (a) (b) | &nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86896 |
| Obara Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32265 |
| Obayashi Corp. | 182200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2756745 |
| OBIC Business Consultants Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484637 |
| Obic Co. Ltd. | &nbsp;&nbsp;92900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3608722 |
| Odakyu Electric Railway Co. Ltd. | &nbsp;&nbsp;93300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089022 |
| Ogaki Kyoritsu Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142093 |
| Ohsho Food Service Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250251 |
| Oiles Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70085 |
| Oji Holdings Corp. | 250300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257695 |
| Okamoto Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63336 |
| Okamura Corp. | &nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173672 |
| Okasan Securities Group, Inc. | &nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204701 |
| Oki Electric Industry Co. Ltd. | &nbsp;&nbsp;29500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328810 |
| Okinawa Cellular Telephone Co. | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170141 |
| OKUMA Corp. | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279484 |
| Okumura Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262273 |
| Olympus Corp. | 335200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3979840 |
| Omron Corp. | &nbsp;&nbsp;49100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323655 |
| Ono Pharmaceutical Co. Ltd. (a) | 108700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173203 |
| Onward Holdings Co. Ltd. | &nbsp;&nbsp;36300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149276 |
| Open House Group Co. Ltd. | &nbsp;&nbsp;20800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938444 |
| Open Up Group, Inc. (a) | &nbsp;&nbsp;10803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127816 |
| Optorun Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64440 |
| Oracle Corp. Japan | &nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1296802 |
| Organo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373845 |
| Orient Corp. (a) | &nbsp;&nbsp;61400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411473 |
| Oriental Land Co. Ltd. | 303100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6975004 |
| ORIX Corp. | 337500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7617086 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Orix JREIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;$1010216 |
| Osaka Gas Co. Ltd. | 112300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2871154 |
| Osaka Soda Co. Ltd. (a) | &nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211492 |
| Osaka Steel Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66425 |
| OSG Corp. | &nbsp;&nbsp;18600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219036 |
| Otsuka Corp. | &nbsp;&nbsp;62700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274662 |
| Otsuka Holdings Co. Ltd. | 126000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6237848 |
| Pacific Industrial Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81311 |
| PAL GROUP Holdings Co. Ltd. | &nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282021 |
| PALTAC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178914 |
| Pan Pacific International Holdings Corp. | 111900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3841684 |
| Panasonic Holdings Corp. | 668800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7202177 |
| Paramount Bed Holdings Co. Ltd. | &nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184607 |
| Park24 Co. Ltd. | &nbsp;&nbsp;34800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445706 |
| Pasona Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74370 |
| Penta-Ocean Construction Co. Ltd. | &nbsp;&nbsp;65800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411669 |
| PeptiDream, Inc. (a) (b) | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284710 |
| Persol Holdings Co. Ltd. | 463400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903092 |
| PHC Holdings Corp. | &nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81538 |
| Pigeon Corp. (a) | &nbsp;&nbsp;30600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371153 |
| PILLAR Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252497 |
| Pilot Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228681 |
| Piolax, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52989 |
| PKSHA Technology, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75652 |
| Plus Alpha Consulting Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125892 |
| Pola Orbis Holdings, Inc. (a) | &nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175458 |
| Prestige International, Inc. | &nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60632 |
| Prima Meat Packers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53361 |
| Raito Kogyo Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184332 |
| Raiznext Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85698 |
| Rakus Co. Ltd. | &nbsp;&nbsp;21500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344801 |
| Rakuten Bank Ltd. (b) | &nbsp;&nbsp;28200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291447 |
| Rakuten Group, Inc. (b) | 453700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2501483 |
| Recruit Holdings Co. Ltd. | 398500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23546661 |
| Relo Group, Inc. | &nbsp;&nbsp;20900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247206 |
| Renesas Electronics Corp. | 478000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5920191 |
| Rengo Co. Ltd. | &nbsp;&nbsp;42800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231534 |
| Resona Holdings, Inc. | 602602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5556896 |
| Resonac Holdings Corp. | &nbsp;&nbsp;49700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152309 |
| Resorttrust, Inc. | &nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560809 |
| Restar Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106089 |
| Ricoh Co. Ltd. | 147000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389653 |
| Ricoh Leasing Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230849 |
| Rigaku Holdings Corp. | &nbsp;&nbsp;30600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163121 |
| Riken Keiki Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154972 |
| Riken Vitamin Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83251 |
| Rinnai Corp. | &nbsp;&nbsp;28500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706162 |
| Riso Kagaku Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44490 |
| Rohm Co. Ltd. (a) | 100700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280667 |
| Rohto Pharmaceutical Co. Ltd. | &nbsp;&nbsp;55200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781502 |
| Roland Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96410 |
| Rorze Corp. (a) | &nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326900 |
| Round One Corp. | &nbsp;&nbsp;53700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547242 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Royal Holdings Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;$143950 |
| RS Technologies Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35169 |
| Ryohin Keikaku Co. Ltd. | &nbsp;&nbsp;71600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3432656 |
| Ryoyo Ryosan Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158000 |
| S Foods, Inc. | &nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213870 |
| Saizeriya Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332306 |
| Sakai Moving Service Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90133 |
| Sakata INX Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93006 |
| Sakata Seed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148018 |
| Sakura Internet, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202724 |
| Samty Residential Investment Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86628 |
| San-A Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183932 |
| San-Ai Obbli Co. Ltd. | &nbsp;&nbsp;29400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369421 |
| SanBio Co. Ltd. (a) (b) | &nbsp;&nbsp;15300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255168 |
| Sangetsu Corp. | &nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239354 |
| San-In Godo Bank Ltd. | &nbsp;&nbsp;38300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316062 |
| Sanken Electric Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452146 |
| Sanki Engineering Co. Ltd. | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283187 |
| Sankyo Co. Ltd. | &nbsp;&nbsp;49400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912452 |
| Sankyu, Inc. | &nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604878 |
| Sanrio Co. Ltd. | &nbsp;&nbsp;50600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2440935 |
| Sansan, Inc. (b) | &nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288359 |
| Santen Pharmaceutical Co. Ltd. | &nbsp;&nbsp;94800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084872 |
| Sanwa Holdings Corp. | &nbsp;&nbsp;50700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680933 |
| Sanyo Chemical Industries Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210021 |
| Sanyo Denki Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133476 |
| Sapporo Holdings Ltd. | &nbsp;&nbsp;17100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878766 |
| Sawai Group Holdings Co. Ltd. | &nbsp;&nbsp;27300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346436 |
| SBI Holdings, Inc. | &nbsp;&nbsp;76000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2646544 |
| SBI Sumishin Net Bank Ltd. | &nbsp;&nbsp;16400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554633 |
| SBS Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66345 |
| SCREEN Holdings Co. Ltd. | &nbsp;&nbsp;22300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1815556 |
| SCSK Corp. | &nbsp;&nbsp;45200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360584 |
| Secom Co. Ltd. | 121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4341743 |
| Sega Sammy Holdings, Inc. | &nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052442 |
| Seibu Holdings, Inc. | &nbsp;&nbsp;64500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2306809 |
| Seiko Epson Corp. | &nbsp;&nbsp;81800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083342 |
| Seiko Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209467 |
| Seino Holdings Co. Ltd. | &nbsp;&nbsp;26300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403299 |
| Seiren Co. Ltd. | &nbsp;&nbsp;13700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220801 |
| Sekisui Chemical Co. Ltd. | 106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1916799 |
| Sekisui House Ltd. | 168900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3721892 |
| Sekisui House Reit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761391 |
| Senko Group Holdings Co. Ltd. | &nbsp;&nbsp;36600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497645 |
| Senshu Electric Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78881 |
| Senshu Ikeda Holdings, Inc. | &nbsp;&nbsp;67600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267227 |
| Septeni Holdings Co. Ltd. | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32213 |
| Seria Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182166 |
| Seven & i Holdings Co. Ltd. | 628300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10104475 |
| Seven Bank Ltd. | 148600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270565 |
| SG Holdings Co. Ltd. | &nbsp;&nbsp;90700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1008755 |
| Sharp Corp. (a) (b) | &nbsp;&nbsp;71800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348648 |
| Shibaura Machine Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83658 |
| Shibaura Mechatronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271660 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Shibuya Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;$78144 |
| SHIFT, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641379 |
| Shiga Bank Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360760 |
| Shikoku Electric Power Co., Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;47000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392900 |
| Shikoku Kasei Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89511 |
| Shimadzu Corp. | &nbsp;&nbsp;&nbsp;&nbsp;66700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649433 |
| Shimamura Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819717 |
| Shimano, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3082672 |
| Shimizu Corp. | &nbsp;&nbsp;&nbsp;150300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1676301 |
| Shin Nippon Air Technologies Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86508 |
| Shinagawa Refractories Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67764 |
| Shin-Etsu Chemical Co. Ltd. | &nbsp;&nbsp;&nbsp;510100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16852070 |
| Shin-Etsu Polymer Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121386 |
| Shinmaywa Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126577 |
| Shinnihon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66856 |
| Shionogi & Co. Ltd. | &nbsp;&nbsp;&nbsp;212200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3810771 |
| Ship Healthcare Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372127 |
| Shiseido Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;113300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2018606 |
| Shizuoka Financial Group, Inc. | &nbsp;&nbsp;&nbsp;123200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431199 |
| Shizuoka Gas Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60002 |
| SHO-BOND Holdings Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355422 |
| Shochiku Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262854 |
| Shoei Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132507 |
| Showa Sangyo Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99094 |
| Simplex Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278455 |
| Sinfonia Technology Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425685 |
| Sinko Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102014 |
| SKY Perfect JSAT Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577619 |
| Skylark Holdings Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;68200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1424483 |
| SMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5836464 |
| SMS Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155082 |
| Socionext, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;54900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055089 |
| SoftBank Corp. | 8105600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12513751 |
| SoftBank Group Corp. | &nbsp;&nbsp;&nbsp;270400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19684004 |
| Sohgo Security Services Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;96800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675848 |
| Sojitz Corp. | &nbsp;&nbsp;&nbsp;&nbsp;63120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549104 |
| Sompo Holdings, Inc. | &nbsp;&nbsp;&nbsp;250100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7523171 |
| Sony Group Corp. | 1740800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44952639 |
| SOSiLA Logistics REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89091 |
| Sotetsu Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292176 |
| Square Enix Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;22300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666576 |
| Stanley Electric Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659814 |
| Star Asia Investment Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274031 |
| Star Micronics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95713 |
| Starts Corp., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214435 |
| Subaru Corp. | &nbsp;&nbsp;&nbsp;166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2890879 |
| Sugi Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631877 |
| SUMCO Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746478 |
| Sumitomo Bakelite Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571471 |
| Sumitomo Chemical Co. Ltd. | &nbsp;&nbsp;&nbsp;393700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949873 |
| Sumitomo Corp. | &nbsp;&nbsp;&nbsp;308500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7964253 |
| Sumitomo Densetsu Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158046 |
| Sumitomo Electric Industries Ltd. | &nbsp;&nbsp;&nbsp;213800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4581059 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Sumitomo Forestry Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;125400 | &nbsp;&nbsp;$1266198 |
| Sumitomo Heavy Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687069 |
| Sumitomo Metal Mining Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;68200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680861 |
| Sumitomo Mitsui Financial Group, Inc. | 1044200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26270364 |
| Sumitomo Mitsui Trust Group, Inc. | &nbsp;&nbsp;&nbsp;181700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4829148 |
| Sumitomo Osaka Cement Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204281 |
| Sumitomo Pharma Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;48600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326703 |
| Sumitomo Realty & Development Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;93600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3607402 |
| Sumitomo Riko Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91226 |
| Sumitomo Rubber Industries Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;52100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591713 |
| Sumitomo Warehouse Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219785 |
| Sun Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190647 |
| Sun Frontier Fudousan Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83319 |
| Sundrug Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593105 |
| Suntory Beverage & Food Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;38700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235121 |
| Suruga Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;34300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319147 |
| Suzuken Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688655 |
| Suzuki Motor Corp. | &nbsp;&nbsp;&nbsp;447600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5401134 |
| SWCC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511558 |
| Synspective, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138858 |
| Sysmex Corp. | &nbsp;&nbsp;&nbsp;147600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2568911 |
| Systena Corp. | &nbsp;&nbsp;&nbsp;&nbsp;63300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179236 |
| T Hasegawa Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138406 |
| T&D Holdings, Inc. | &nbsp;&nbsp;&nbsp;136600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2997833 |
| Tadano Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;23700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157776 |
| Taihei Dengyo Kaisha Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115248 |
| Taiheiyo Cement Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789028 |
| Taikisha Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182258 |
| Taisei Corp. | &nbsp;&nbsp;&nbsp;&nbsp;46300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2692513 |
| Taiyo Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522981 |
| Taiyo Yuden Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;33500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587923 |
| Takamatsu Construction Group Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207114 |
| Takara Bio, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40633 |
| Takara Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294430 |
| Takara Leben Real Estate Investment Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154412 |
| Takara Standard Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222064 |
| Takasago International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140136 |
| Takasago Thermal Engineering Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569138 |
| Takashimaya Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;83700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653920 |
| Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;450438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13798942 |
| Takeuchi Manufacturing Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249746 |
| Takuma Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189991 |
| Tama Home Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100980 |
| Tamron Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;30400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184153 |
| TBS Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259227 |
| TDK Corp. | &nbsp;&nbsp;&nbsp;569300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6682461 |
| TechMatrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142442 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| TechnoPro Holdings, Inc. (a) | &nbsp;&nbsp;28300 | &nbsp;&nbsp;$824245 |
| Teijin Ltd. | &nbsp;&nbsp;50400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407541 |
| Terumo Corp. | 377300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6921977 |
| THK Co. Ltd. (a) | &nbsp;&nbsp;33400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891854 |
| Timee, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112666 |
| TIS, Inc. | &nbsp;&nbsp;59900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2006274 |
| TKC Corp. | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295074 |
| Toa Corp. (a) | &nbsp;&nbsp;14900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156071 |
| Toagosei Co. Ltd. (a) | &nbsp;&nbsp;18700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180922 |
| Tobu Railway Co. Ltd. | &nbsp;&nbsp;53300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918991 |
| Tocalo Co. Ltd. | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164682 |
| Toda Corp. | &nbsp;&nbsp;54600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346171 |
| Toei Animation Co. Ltd. | &nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404812 |
| Toei Co. Ltd. (a) | &nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405525 |
| Toenec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50718 |
| Toho Bank Ltd. | &nbsp;&nbsp;30200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69204 |
| Toho Co. Ltd. | &nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1885285 |
| Toho Gas Co. Ltd. (a) | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556198 |
| Toho Holdings Co. Ltd. | &nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467791 |
| Tohoku Electric Power Co., Inc. | 126500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919992 |
| Tokai Carbon Co. Ltd. (a) | &nbsp;&nbsp;54900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387107 |
| Tokai Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33884 |
| TOKAI Holdings Corp. | &nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145200 |
| Tokai Rika Co. Ltd. | &nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172290 |
| Tokai Tokyo Financial Holdings, Inc. | &nbsp;&nbsp;41500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142217 |
| Token Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107681 |
| Tokio Marine Holdings, Inc. | 520100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22003746 |
| Tokuyama Corp. | &nbsp;&nbsp;17600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367487 |
| Tokyo Century Corp. | &nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450137 |
| Tokyo Electric Power Co. Holdings, Inc. (b) | 407200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353434 |
| Tokyo Electron Device Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90220 |
| Tokyo Electron Ltd. | 126800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24298688 |
| Tokyo Gas Co. Ltd. | &nbsp;&nbsp;99600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3304256 |
| Tokyo Kiraboshi Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273599 |
| Tokyo Metro Co. Ltd. (a) | &nbsp;&nbsp;76900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893072 |
| Tokyo Ohka Kogyo Co. Ltd. | &nbsp;&nbsp;28700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834504 |
| Tokyo Seimitsu Co. Ltd. | &nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818581 |
| Tokyo Steel Manufacturing Co. Ltd. | &nbsp;&nbsp;15900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166546 |
| Tokyo Tatemono Co. Ltd. (a) | &nbsp;&nbsp;50600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899061 |
| Tokyotokeiba Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112396 |
| Tokyu Construction Co. Ltd. | &nbsp;&nbsp;21300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155866 |
| Tokyu Corp. | 164800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955535 |
| Tokyu Fudosan Holdings Corp. | 163100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1161330 |
| Tokyu REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377611 |
| TOMONY Holdings, Inc. | &nbsp;&nbsp;28300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105798 |
| Tomy Co. Ltd. | &nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538575 |
| Topcon Corp. | &nbsp;&nbsp;29200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660232 |
| TOPPAN Holdings, Inc. | &nbsp;&nbsp;65300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1774395 |
| Topre Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92755 |
| Toray Industries, Inc. | 384100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2626702 |
| Toridoll Holdings Corp. | &nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398394 |
| Tosei Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101929 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Toshiba TEC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;$187064 |
| Tosoh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;78200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142317 |
| Totech Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104022 |
| Totetsu Kogyo Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152518 |
| TOTO Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;40500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019475 |
| Towa Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179954 |
| Towa Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115958 |
| Toyo Construction Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166668 |
| Toyo Seikan Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;30200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590222 |
| Toyo Suisan Kaisha Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599214 |
| Toyo Tanso Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125387 |
| Toyo Tire Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;32700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691376 |
| Toyobo Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;22700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144267 |
| Toyoda Gosei Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289125 |
| Toyota Boshoku Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318653 |
| Toyota Industries Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5416595 |
| Toyota Motor Corp. | 2683340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46312206 |
| Toyota Tsusho Corp. | &nbsp;&nbsp;&nbsp;180400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4082714 |
| Transcosmos, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89653 |
| TRE Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54970 |
| Trend Micro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2548730 |
| Tri Chemical Laboratories, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128907 |
| Trial Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139193 |
| Trusco Nakayama Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124376 |
| TS Tech Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286903 |
| Tsubakimoto Chain Co. | &nbsp;&nbsp;&nbsp;&nbsp;17400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216469 |
| Tsuburaya Fields Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339675 |
| Tsugami Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160788 |
| Tsumura & Co. | &nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375407 |
| Tsuruha Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763606 |
| Tsurumi Manufacturing Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83160 |
| TV Asahi Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96715 |
| UACJ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445955 |
| UBE Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424384 |
| Ulvac, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;13200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484885 |
| U-Next Holdings Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;16800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267390 |
| Unicharm Corp. | &nbsp;&nbsp;&nbsp;308400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2221539 |
| Union Tool Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91550 |
| United Super Markets Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149802 |
| United Urban Investment Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998602 |
| Ushio, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220829 |
| USS Co. Ltd. | &nbsp;&nbsp;&nbsp;116400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280082 |
| UT Group Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109174 |
| Valor Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132643 |
| Visional, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523023 |
| Wacoal Holdings Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436888 |
| Wacom Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115406 |
| Wakita & Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81803 |
| Welcia Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465899 |
| West Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63475 |
| West Japan Railway Co. | &nbsp;&nbsp;&nbsp;131100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2996934 |
| WingArc1st, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99952 |
| Workman Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253370 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Yakult Honsha Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;$1314514 |
| YAMABIKO Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92639 |
| Yamada Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;150600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472616 |
| Yamaguchi Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531124 |
| Yamaha Corp. | &nbsp;&nbsp;&nbsp;100800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727502 |
| Yamaha Motor Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;261500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954303 |
| Yamato Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;74200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991422 |
| Yamato Kogyo Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661191 |
| Yamazaki Baking Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715345 |
| Yamazen Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121347 |
| Yaoko Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342287 |
| Yaskawa Electric Corp. | &nbsp;&nbsp;&nbsp;&nbsp;65200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475571 |
| Yellow Hat Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;23200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247347 |
| Yodogawa Steel Works Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174544 |
| Yokogawa Bridge Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120760 |
| Yokogawa Electric Corp. | &nbsp;&nbsp;&nbsp;&nbsp;64200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1713393 |
| Yokohama Rubber Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;33600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923945 |
| Yonex Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281076 |
| Yoshinoya Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383666 |
| Yuasa Trading Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99803 |
| Yurtec Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80647 |
| Zacros Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70283 |
| Zenkoku Hosho Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613273 |
| Zensho Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651476 |
| Zeon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;34200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346747 |
| ZERIA Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37530 |
| Zojirushi Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87008 |
| ZOZO, Inc. | &nbsp;&nbsp;&nbsp;115200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241763 |
| Zuken, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129876 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1468742827 |
| **JERSEY — 0.0% <sup>\*</sup>** | **JERSEY — 0.0% <sup>\*</sup>** | **JERSEY — 0.0% <sup>\*</sup>** |
| JTC PLC (e) | &nbsp;&nbsp;&nbsp;&nbsp;42009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489319 |
| **KUWAIT — 0.2%** | **KUWAIT — 0.2%** | **KUWAIT — 0.2%** |
| Agility Global PLC | &nbsp;&nbsp;&nbsp;805380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260942 |
| Agility Public Warehousing Co. KSC | &nbsp;&nbsp;&nbsp;402690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258143 |
| Al Ahli Bank of Kuwait KSCP | &nbsp;&nbsp;&nbsp;294951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290369 |
| Ali Alghanim Sons Automotive Co. KSCC | &nbsp;&nbsp;&nbsp;142912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528178 |
| Arabi Group Holding KSC (b) | &nbsp;&nbsp;&nbsp;198460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249901 |
| Boubyan Bank KSCP | &nbsp;&nbsp;&nbsp;385777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908453 |
| Boubyan Petrochemicals Co. KSCP | &nbsp;&nbsp;&nbsp;&nbsp;96096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201778 |
| Boursa Kuwait Securities Co. KPSC | &nbsp;&nbsp;&nbsp;&nbsp;53839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534076 |
| Burgan Bank SAK | &nbsp;&nbsp;&nbsp;270622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243405 |
| Commercial Real Estate Co. KSC | &nbsp;&nbsp;&nbsp;284859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182608 |
| Gulf Bank KSCP | &nbsp;&nbsp;&nbsp;521348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612147 |
| Gulf Cables & Electrical Industries Group Co. KSCP | &nbsp;&nbsp;&nbsp;&nbsp;18764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123907 |
| Humansoft Holding Co. KSC | &nbsp;&nbsp;&nbsp;&nbsp;24729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198317 |
| Jazeera Airways Co. KSCP | &nbsp;&nbsp;&nbsp;&nbsp;15731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75941 |
| Kuwait Finance House KSCP | 3014545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7907327 |
| Kuwait International Bank KSCP | &nbsp;&nbsp;&nbsp;253790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229926 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Kuwait Projects Co. Holding KSCP (b) | &nbsp;&nbsp;&nbsp;591156 | &nbsp;&nbsp;$172271 |
| Kuwait Real Estate Co. KSC | &nbsp;&nbsp;&nbsp;128656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162424 |
| Kuwait Telecommunications Co. | &nbsp;&nbsp;&nbsp;187081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342650 |
| Mabanee Co. KPSC | &nbsp;&nbsp;&nbsp;189893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542818 |
| Mezzan Holding Co. KSCC | &nbsp;&nbsp;&nbsp;&nbsp;29758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119713 |
| Mobile Telecommunications Co. KSCP | &nbsp;&nbsp;&nbsp;473369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747791 |
| National Bank of Kuwait SAKP | 2263835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7396799 |
| National Industries Group Holding SAK | &nbsp;&nbsp;&nbsp;492876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411066 |
| National Investments Co. KSCP | &nbsp;&nbsp;&nbsp;&nbsp;53192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43493 |
| National Real Estate Co. KPSC (b) | &nbsp;&nbsp;&nbsp;195244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48723 |
| Salhia Real Estate Co. KSCP | &nbsp;&nbsp;&nbsp;326767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436046 |
| Shamal Az-Zour Al-Oula for the First Phase of Az-Zour Power Plant KSC | &nbsp;&nbsp;&nbsp;364189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175097 |
| Warba Bank KSCP (b) | &nbsp;&nbsp;&nbsp;988895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866799 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24271108 |
| **LUXEMBOURG — 0.1%** | **LUXEMBOURG — 0.1%** | **LUXEMBOURG — 0.1%** |
| Aperam SA | &nbsp;&nbsp;&nbsp;&nbsp;11706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377055 |
| ArcelorMittal SA | &nbsp;&nbsp;&nbsp;132806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4188878 |
| CVC Capital Partners PLC (e) | &nbsp;&nbsp;&nbsp;&nbsp;55397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130182 |
| Eurofins Scientific SE | &nbsp;&nbsp;&nbsp;&nbsp;33516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2377875 |
| Reinet Investments SCA | &nbsp;&nbsp;&nbsp;&nbsp;43368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406005 |
| RTL Group SA | &nbsp;&nbsp;&nbsp;&nbsp;10497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457759 |
| SES SA | &nbsp;&nbsp;&nbsp;&nbsp;96430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683694 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10621448 |
| **MACAU — 0.0% <sup>\*</sup>** | **MACAU — 0.0% <sup>\*</sup>** | **MACAU — 0.0% <sup>\*</sup>** |
| Galaxy Entertainment Group Ltd. | &nbsp;&nbsp;&nbsp;658000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2921185 |
| Sands China Ltd. | &nbsp;&nbsp;&nbsp;638000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328015 |
| SJM Holdings Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;521249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167995 |
| Wynn Macau Ltd. (a) | &nbsp;&nbsp;&nbsp;355200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245246 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4662441 |
| **MALAYSIA — 0.4%** | **MALAYSIA — 0.4%** | **MALAYSIA — 0.4%** |
| Alliance Bank Malaysia Bhd. | &nbsp;&nbsp;&nbsp;209800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214758 |
| AMMB Holdings Bhd. | &nbsp;&nbsp;&nbsp;937800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135917 |
| Axiata Group Bhd. | &nbsp;&nbsp;&nbsp;730611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400834 |
| Axis Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;601686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278658 |
| Bank Islam Malaysia Bhd. | &nbsp;&nbsp;&nbsp;&nbsp;65900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35685 |
| Bumi Armada Bhd. | 2298900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245696 |
| Bursa Malaysia Bhd. | &nbsp;&nbsp;&nbsp;132900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240833 |
| Carlsberg Brewery Malaysia Bhd. Class B | &nbsp;&nbsp;&nbsp;&nbsp;27200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124550 |
| CelcomDigi Bhd. | 1322300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234210 |
| Chin Hin Group Bhd. (b) | &nbsp;&nbsp;&nbsp;248000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133704 |
| CIMB Group Holdings Bhd. | 2400560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3871227 |
| CTOS Digital Bhd. | &nbsp;&nbsp;&nbsp;342900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76960 |
| Dialog Group Bhd. | &nbsp;&nbsp;&nbsp;889900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333937 |
| Eco World Development Group Bhd. | &nbsp;&nbsp;&nbsp;345800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159328 |
| Fraser & Neave Holdings Bhd. | &nbsp;&nbsp;&nbsp;&nbsp;40800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285469 |
| Frontken Corp. Bhd. | &nbsp;&nbsp;&nbsp;400350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376532 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Gamuda Bhd. | 1231885 | &nbsp;&nbsp;$1401432 |
| Genting Bhd. | &nbsp;&nbsp;&nbsp;683000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494751 |
| Genting Malaysia Bhd. | &nbsp;&nbsp;&nbsp;968600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443985 |
| Greatech Technology Bhd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;76600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31109 |
| Hartalega Holdings Bhd. | &nbsp;&nbsp;&nbsp;334300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130211 |
| Heineken Malaysia Bhd. | &nbsp;&nbsp;&nbsp;&nbsp;28800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172369 |
| Hong Leong Bank Bhd. | &nbsp;&nbsp;&nbsp;183932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856209 |
| IGB Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;356900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215301 |
| IHH Healthcare Bhd. | &nbsp;&nbsp;&nbsp;518100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839198 |
| IJM Corp. Bhd. | 1498600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932510 |
| Inari Amertron Bhd. | 1040400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499135 |
| IOI Corp. Bhd. | &nbsp;&nbsp;&nbsp;696600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618759 |
| IOI Properties Group Bhd. | &nbsp;&nbsp;&nbsp;371500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173817 |
| ITMAX SYSTEM Bhd. | &nbsp;&nbsp;&nbsp;183300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162382 |
| Kossan Rubber Industries Bhd. | &nbsp;&nbsp;&nbsp;400400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140742 |
| KPJ Healthcare Bhd. | &nbsp;&nbsp;&nbsp;431700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272728 |
| Kuala Lumpur Kepong Bhd. | &nbsp;&nbsp;&nbsp;118976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584919 |
| Mah Sing Group Bhd. | &nbsp;&nbsp;&nbsp;274800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77666 |
| Malakoff Corp. Bhd. | &nbsp;&nbsp;&nbsp;123000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23516 |
| Malayan Banking Bhd. | 1430965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296606 |
| Malaysian Pacific Industries Bhd. | &nbsp;&nbsp;&nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120337 |
| Maxis Bhd. | &nbsp;&nbsp;&nbsp;577200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494880 |
| MBSB Bhd. | &nbsp;&nbsp;&nbsp;371600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60455 |
| Mega First Corp. Bhd. | &nbsp;&nbsp;&nbsp;&nbsp;55600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48859 |
| MISC Bhd. | &nbsp;&nbsp;&nbsp;393200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708797 |
| Mr. DIY Group M Bhd. (e) | &nbsp;&nbsp;&nbsp;821400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319937 |
| My EG Services Bhd. | 1094700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246993 |
| Nationgate Holdings Bhd. | &nbsp;&nbsp;&nbsp;482500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187935 |
| Nestle Malaysia Bhd. | &nbsp;&nbsp;&nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360778 |
| Pavilion Real Estate Investment Trust | 1009000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381026 |
| Petronas Chemicals Group Bhd. | &nbsp;&nbsp;&nbsp;877000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726928 |
| Petronas Dagangan Bhd. | &nbsp;&nbsp;&nbsp;120900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617924 |
| Petronas Gas Bhd. | &nbsp;&nbsp;&nbsp;233200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975890 |
| PPB Group Bhd. | &nbsp;&nbsp;&nbsp;148480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362516 |
| Press Metal Aluminium Holdings Bhd. | 1285600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581619 |
| Public Bank Bhd. | 4393200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4497017 |
| QL Resources Bhd. | &nbsp;&nbsp;&nbsp;418125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456804 |
| RHB Bank Bhd. | &nbsp;&nbsp;&nbsp;512995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767574 |
| Sam Engineering & Equipment M Bhd. | &nbsp;&nbsp;&nbsp;105400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103886 |
| Scientex Bhd. | &nbsp;&nbsp;&nbsp;136600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108359 |
| SD Guthrie Bhd. | &nbsp;&nbsp;&nbsp;631643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696075 |
| Sime Darby Bhd. | &nbsp;&nbsp;&nbsp;671935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263316 |
| Sime Darby Property Bhd. | &nbsp;&nbsp;&nbsp;527135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180281 |
| SP Setia Bhd. Group | &nbsp;&nbsp;&nbsp;891014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237011 |
| Sunway Bhd. | &nbsp;&nbsp;&nbsp;856200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955739 |
| Sunway Construction Group Bhd. | &nbsp;&nbsp;&nbsp;324800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462843 |
| Sunway Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;449800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224339 |
| Supermax Corp. Bhd. (b) | &nbsp;&nbsp;&nbsp;480326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67306 |
| Syarikat Takaful Malaysia Keluarga Bhd. | &nbsp;&nbsp;&nbsp;&nbsp;38589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31252 |
| Tanco Holdings Bhd. (b) | &nbsp;&nbsp;&nbsp;464800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101007 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Telekom Malaysia Bhd. | &nbsp;&nbsp;&nbsp;303486 | &nbsp;&nbsp;$472113 |
| Tenaga Nasional Bhd. | &nbsp;&nbsp;&nbsp;764500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2610975 |
| TIME dotCom Bhd. | &nbsp;&nbsp;&nbsp;205200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255860 |
| Top Glove Corp. Bhd. (b) | 1121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189030 |
| UEM Sunrise Bhd. | &nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42157 |
| Unisem M Bhd. | &nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80869 |
| United Plantations Bhd. | &nbsp;&nbsp;&nbsp;&nbsp;50550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264366 |
| ViTrox Corp. Bhd. | &nbsp;&nbsp;&nbsp;141200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118044 |
| VS Industry Bhd. | &nbsp;&nbsp;&nbsp;447552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87693 |
| Yinson Holdings Bhd. | &nbsp;&nbsp;&nbsp;199636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111423 |
| YTL Corp. Bhd. | &nbsp;&nbsp;&nbsp;746100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411104 |
| YTL Power International Bhd. | &nbsp;&nbsp;&nbsp;822200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777189 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42284149 |
| **MEXICO — 0.6%** | **MEXICO — 0.6%** | **MEXICO — 0.6%** |
| Alfa SAB de CV Class A (a) | &nbsp;&nbsp;&nbsp;853363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626064 |
| Alpek SAB de CV (a) | &nbsp;&nbsp;&nbsp;365000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197454 |
| Alsea SAB de CV (a) (b) | &nbsp;&nbsp;&nbsp;110500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298184 |
| America Movil SAB de CV | 5150300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4574531 |
| Arca Continental SAB de CV | &nbsp;&nbsp;&nbsp;156600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644002 |
| Banco del Bajio SA (a) (e) | &nbsp;&nbsp;&nbsp;300500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721346 |
| Bolsa Mexicana de Valores SAB de CV | &nbsp;&nbsp;&nbsp;119400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271703 |
| Cemex SAB de CV (a) | 4123964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2826876 |
| Coca-Cola Femsa SAB de CV (a) | &nbsp;&nbsp;&nbsp;157895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519610 |
| Concentradora Fibra Danhos SA de CV REIT | &nbsp;&nbsp;&nbsp;&nbsp;88800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115301 |
| Controladora Alpek SAB de CV (a) (b) | &nbsp;&nbsp;&nbsp;853363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140029 |
| Controladora Vuela Cia de Aviacion SAB de CV Class A (a) (b) | &nbsp;&nbsp;&nbsp;465900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218992 |
| Corp. Inmobiliaria Vesta SAB de CV (a) | &nbsp;&nbsp;&nbsp;203400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555226 |
| FIBRA Macquarie Mexico REIT (e) | &nbsp;&nbsp;&nbsp;198886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315720 |
| Fibra Uno Administracion SA de CV REIT | &nbsp;&nbsp;&nbsp;847700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163052 |
| Fomento Economico Mexicano SAB de CV | &nbsp;&nbsp;&nbsp;474400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4851476 |
| Genomma Lab Internacional SAB de CV Class B (a) | &nbsp;&nbsp;&nbsp;262900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285138 |
| Gentera SAB de CV | &nbsp;&nbsp;&nbsp;278600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591207 |
| Gruma SAB de CV Class B | &nbsp;&nbsp;&nbsp;&nbsp;54635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936331 |
| Grupo Aeroportuario del Centro Norte SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;90454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180230 |
| Grupo Aeroportuario del Pacifico SAB de CV Class B (a) | &nbsp;&nbsp;&nbsp;104325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2378568 |
| Grupo Aeroportuario del Sureste SAB de CV Class B (a) | &nbsp;&nbsp;&nbsp;&nbsp;44240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402814 |
| Grupo Bimbo SAB de CV (a) | &nbsp;&nbsp;&nbsp;367300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017793 |
| Grupo Carso SAB de CV (a) | &nbsp;&nbsp;&nbsp;177210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1254878 |
| Grupo Comercial Chedraui SA de CV (a) | &nbsp;&nbsp;&nbsp;&nbsp;56500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445612 |
| Grupo Financiero Banorte SAB de CV Class O | &nbsp;&nbsp;&nbsp;707100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6419743 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Grupo Financiero Inbursa SAB de CV Class O (a) | &nbsp;&nbsp;&nbsp;572300 | &nbsp;&nbsp;$1467405 |
| Grupo Mexico SAB de CV (a) | &nbsp;&nbsp;&nbsp;842200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5066931 |
| Grupo Televisa SAB (a) | &nbsp;&nbsp;&nbsp;583400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257855 |
| Industrias Penoles SAB de CV (b) | &nbsp;&nbsp;&nbsp;&nbsp;55120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1522277 |
| Kimberly-Clark de Mexico SAB de CV Class A (a) | &nbsp;&nbsp;&nbsp;468000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850436 |
| La Comer SAB de CV (a) | &nbsp;&nbsp;&nbsp;128912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280588 |
| Megacable Holdings SAB de CV | &nbsp;&nbsp;&nbsp;186600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519442 |
| Operadora De Sites Mexicanos SAB de CV Class A-1 (a) | &nbsp;&nbsp;&nbsp;281200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254973 |
| Orbia Advance Corp. SAB de CV (a) | &nbsp;&nbsp;&nbsp;234557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162273 |
| Prologis Property Mexico SA de CV REIT | &nbsp;&nbsp;&nbsp;302957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137291 |
| Promotora y Operadora de Infraestructura SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;43590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487838 |
| Qualitas Controladora SAB de CV (a) | &nbsp;&nbsp;&nbsp;&nbsp;45500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464080 |
| Regional SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;59300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486905 |
| Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2434353 |
| Wal-Mart de Mexico SAB de CV (a) | 1409800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4637893 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55982420 |
| **NETHERLANDS — 2.3%** | **NETHERLANDS — 2.3%** | **NETHERLANDS — 2.3%** |
| Aalberts NV | &nbsp;&nbsp;&nbsp;&nbsp;26298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949558 |
| ABN AMRO Bank NV (e) | &nbsp;&nbsp;&nbsp;129692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3538032 |
| Adyen NV (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12980904 |
| Aegon Ltd. | &nbsp;&nbsp;&nbsp;355705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2567061 |
| Akzo Nobel NV | &nbsp;&nbsp;&nbsp;&nbsp;48342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370726 |
| AMG Critical Materials NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216158 |
| Arcadis NV | &nbsp;&nbsp;&nbsp;&nbsp;19083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922903 |
| Argenx SE (b) | &nbsp;&nbsp;&nbsp;&nbsp;17288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9533891 |
| ASM International NV | &nbsp;&nbsp;&nbsp;&nbsp;13397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8545542 |
| ASML Holding NV | &nbsp;&nbsp;&nbsp;111478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88669644 |
| ASR Nederland NV | &nbsp;&nbsp;&nbsp;&nbsp;41873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2771223 |
| Basic-Fit NV (a) (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;13055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395988 |
| BE Semiconductor Industries NV (a) | &nbsp;&nbsp;&nbsp;&nbsp;22969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425541 |
| Brunel International NV (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74414 |
| Corbion NV | &nbsp;&nbsp;&nbsp;&nbsp;12908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276222 |
| Eurocommercial Properties NV REIT | &nbsp;&nbsp;&nbsp;&nbsp;11835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371625 |
| Euronext NV (e) | &nbsp;&nbsp;&nbsp;&nbsp;21683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3693169 |
| EXOR NV | &nbsp;&nbsp;&nbsp;&nbsp;25021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2514148 |
| Flow Traders Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262757 |
| Fugro NV | &nbsp;&nbsp;&nbsp;&nbsp;29941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419294 |
| Havas NV | &nbsp;&nbsp;&nbsp;199610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341627 |
| Heineken Holding NV | &nbsp;&nbsp;&nbsp;&nbsp;36688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723936 |
| Heineken NV | &nbsp;&nbsp;&nbsp;&nbsp;81289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7063066 |
| IMCD NV | &nbsp;&nbsp;&nbsp;&nbsp;16731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2239905 |
| ING Groep NV | &nbsp;&nbsp;&nbsp;891155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19484320 |
| JDE Peet's NV (a) | &nbsp;&nbsp;&nbsp;&nbsp;45229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286951 |
| Koninklijke Ahold Delhaize NV | &nbsp;&nbsp;&nbsp;258222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10760538 |
| Koninklijke BAM Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;74064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656832 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Koninklijke Heijmans NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6327 | &nbsp;&nbsp;$408111 |
| Koninklijke KPN NV | 1100802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5344439 |
| Koninklijke Philips NV (a) | &nbsp;&nbsp;&nbsp;235551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5643394 |
| Koninklijke Vopak NV | &nbsp;&nbsp;&nbsp;&nbsp;15566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771450 |
| NN Group NV | &nbsp;&nbsp;&nbsp;&nbsp;74320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4922109 |
| OCI NV (b) | &nbsp;&nbsp;&nbsp;&nbsp;26058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234611 |
| Pharming Group NV (a) (b) | &nbsp;&nbsp;&nbsp;152999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163524 |
| Pharvaris NV (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58080 |
| PostNL NV (a) | &nbsp;&nbsp;&nbsp;117309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127100 |
| Randstad NV (a) | &nbsp;&nbsp;&nbsp;&nbsp;28676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1319523 |
| Redcare Pharmacy NV (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453795 |
| SBM Offshore NV | &nbsp;&nbsp;&nbsp;&nbsp;38120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006811 |
| Sligro Food Group NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165511 |
| TKH Group NV | &nbsp;&nbsp;&nbsp;&nbsp;10573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482544 |
| TomTom NV (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;14221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82665 |
| Universal Music Group NV (a) | &nbsp;&nbsp;&nbsp;311518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10048755 |
| Van Lanschot Kempen NV (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499599 |
| Wereldhave NV REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162981 |
| Wolters Kluwer NV | &nbsp;&nbsp;&nbsp;&nbsp;67834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11303039 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233254016 |
| **NEW ZEALAND — 0.2%** | **NEW ZEALAND — 0.2%** | **NEW ZEALAND — 0.2%** |
| Air New Zealand Ltd. | &nbsp;&nbsp;&nbsp;679148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241182 |
| Auckland International Airport Ltd. | &nbsp;&nbsp;&nbsp;554875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2608801 |
| Contact Energy Ltd. | &nbsp;&nbsp;&nbsp;213784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167998 |
| Fisher & Paykel Healthcare Corp. Ltd. | &nbsp;&nbsp;&nbsp;166731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3648766 |
| Fletcher Building Ltd. (b) | &nbsp;&nbsp;&nbsp;409720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718802 |
| Goodman Property Trust REIT | &nbsp;&nbsp;&nbsp;225549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264255 |
| Infratil Ltd. | &nbsp;&nbsp;&nbsp;259822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671884 |
| Kiwi Property Group Ltd. REIT | &nbsp;&nbsp;&nbsp;289431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156372 |
| Mercury NZ Ltd. | &nbsp;&nbsp;&nbsp;215494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786202 |
| Meridian Energy Ltd. | &nbsp;&nbsp;&nbsp;375123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343538 |
| Ryman Healthcare Ltd. (b) | &nbsp;&nbsp;&nbsp;189506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257689 |
| Spark New Zealand Ltd. | &nbsp;&nbsp;&nbsp;472851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697517 |
| Xero Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;41351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4872469 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18435475 |
| **NIGERIA — 0.0% <sup>\*</sup>** | **NIGERIA — 0.0% <sup>\*</sup>** | **NIGERIA — 0.0% <sup>\*</sup>** |
| Airtel Africa PLC (e) | &nbsp;&nbsp;&nbsp;222056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548643 |
| **NORWAY — 0.5%** | **NORWAY — 0.5%** | **NORWAY — 0.5%** |
| Aker ASA Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384403 |
| Aker BP ASA | &nbsp;&nbsp;&nbsp;&nbsp;83651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2131015 |
| Aker Solutions ASA | &nbsp;&nbsp;&nbsp;&nbsp;78663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270665 |
| Austevoll Seafood ASA | &nbsp;&nbsp;&nbsp;&nbsp;24300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232682 |
| AutoStore Holdings Ltd. (b) (e) | &nbsp;&nbsp;&nbsp;316776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188287 |
| Bluenord ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307032 |
| BW Offshore Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;28194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84278 |
| Crayon Group Holding ASA (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;24500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349111 |
| DNB Bank ASA | &nbsp;&nbsp;&nbsp;251043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6911329 |
| DNO ASA | &nbsp;&nbsp;&nbsp;116876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148525 |
| DOF Group ASA | &nbsp;&nbsp;&nbsp;&nbsp;39363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345798 |
| Elkem ASA (e) | &nbsp;&nbsp;&nbsp;&nbsp;76651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179514 |
| Elopak ASA | &nbsp;&nbsp;&nbsp;&nbsp;35535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165039 |
| Entra ASA (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;14424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190425 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Equinor ASA | &nbsp;&nbsp;&nbsp;230948 | &nbsp;&nbsp;$5821797 |
| Europris ASA (e) | &nbsp;&nbsp;&nbsp;&nbsp;43267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365130 |
| FLEX LNG Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189300 |
| Frontline PLC | &nbsp;&nbsp;&nbsp;&nbsp;39003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641526 |
| Gjensidige Forsikring ASA | &nbsp;&nbsp;&nbsp;&nbsp;52942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336145 |
| Golden Ocean Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;34702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256329 |
| Grieg Seafood ASA (b) | &nbsp;&nbsp;&nbsp;&nbsp;13773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102960 |
| Hexagon Composites ASA (b) | &nbsp;&nbsp;&nbsp;&nbsp;32962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59086 |
| Hoegh Autoliners ASA | &nbsp;&nbsp;&nbsp;&nbsp;28308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249381 |
| Kitron ASA | &nbsp;&nbsp;&nbsp;&nbsp;48587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300557 |
| Kongsberg Gruppen ASA | &nbsp;&nbsp;&nbsp;122425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4728382 |
| Leroy Seafood Group ASA | &nbsp;&nbsp;&nbsp;&nbsp;69854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329953 |
| Mowi ASA | &nbsp;&nbsp;&nbsp;144133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2771652 |
| MPC Container Ships ASA | &nbsp;&nbsp;&nbsp;&nbsp;99639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157241 |
| Norbit ASA | &nbsp;&nbsp;&nbsp;&nbsp;11552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246572 |
| Norconsult Norge AS | &nbsp;&nbsp;&nbsp;&nbsp;26234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117953 |
| Nordic Semiconductor ASA (b) | &nbsp;&nbsp;&nbsp;&nbsp;48480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650092 |
| Norsk Hydro ASA | &nbsp;&nbsp;&nbsp;372265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2116676 |
| Norwegian Air Shuttle ASA | &nbsp;&nbsp;&nbsp;205409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296248 |
| Odfjell Drilling Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;25322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166900 |
| Odfjell SE Class A | &nbsp;&nbsp;&nbsp;&nbsp;11750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125399 |
| Orkla ASA | &nbsp;&nbsp;&nbsp;202565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193852 |
| Protector Forsikring ASA | &nbsp;&nbsp;&nbsp;&nbsp;15594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661070 |
| Salmar ASA | &nbsp;&nbsp;&nbsp;&nbsp;17428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752251 |
| SpareBank 1 Nord Norge | &nbsp;&nbsp;&nbsp;&nbsp;25407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369266 |
| Sparebank 1 Oestlandet | &nbsp;&nbsp;&nbsp;&nbsp;12667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243634 |
| SpareBank 1 SMN | &nbsp;&nbsp;&nbsp;&nbsp;34263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656637 |
| SpareBank 1 Sor-Norge ASA | &nbsp;&nbsp;&nbsp;&nbsp;54663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001464 |
| Stolt-Nielsen Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156058 |
| Storebrand ASA | &nbsp;&nbsp;&nbsp;137729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1943506 |
| Telenor ASA | &nbsp;&nbsp;&nbsp;184973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864242 |
| TGS ASA | &nbsp;&nbsp;&nbsp;&nbsp;51813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440065 |
| TOMRA Systems ASA | &nbsp;&nbsp;&nbsp;&nbsp;59145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917593 |
| Vend Marketplaces ASA Class A | &nbsp;&nbsp;&nbsp;&nbsp;21304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747346 |
| Vend Marketplaces ASA Class B | &nbsp;&nbsp;&nbsp;&nbsp;28377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952845 |
| Wallenius Wilhelmsen ASA | &nbsp;&nbsp;&nbsp;&nbsp;37434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306287 |
| Wilh Wilhelmsen Holding ASA Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140959 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47264457 |
| **PERU — 0.1%** | **PERU — 0.1%** | **PERU — 0.1%** |
| Cia de Minas Buenaventura SAA ADR | &nbsp;&nbsp;&nbsp;&nbsp;47800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784876 |
| Credicorp Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4112768 |
| Hochschild Mining PLC | &nbsp;&nbsp;&nbsp;&nbsp;88519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310048 |
| Intercorp Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350796 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5558488 |
| **PHILIPPINES — 0.1%** | **PHILIPPINES — 0.1%** | **PHILIPPINES — 0.1%** |
| Aboitiz Equity Ventures, Inc. | &nbsp;&nbsp;&nbsp;290900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180231 |
| Alliance Global Group, Inc. | &nbsp;&nbsp;&nbsp;450900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72202 |
| AREIT, Inc. | &nbsp;&nbsp;&nbsp;282100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205328 |
| Ayala Corp. | &nbsp;&nbsp;&nbsp;&nbsp;59470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601773 |
| Ayala Land, Inc. | 1649200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790492 |
| Bank of the Philippine Islands | &nbsp;&nbsp;&nbsp;741210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710586 |
| BDO Unibank, Inc. | &nbsp;&nbsp;&nbsp;700413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899931 |
| Century Pacific Food, Inc. | &nbsp;&nbsp;&nbsp;641200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458163 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Converge Information & Communications Technology Solutions, Inc. | &nbsp;&nbsp;&nbsp;546900 | &nbsp;&nbsp;$188934 |
| D&L Industries, Inc. | &nbsp;&nbsp;&nbsp;337900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32032 |
| DigiPlus Interactive Corp. | &nbsp;&nbsp;&nbsp;347900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321157 |
| DMCI Holdings, Inc. | &nbsp;&nbsp;&nbsp;571200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110529 |
| GT Capital Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217423 |
| International Container Terminal Services, Inc. | &nbsp;&nbsp;&nbsp;274690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2004218 |
| JG Summit Holdings, Inc. | &nbsp;&nbsp;&nbsp;515090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182700 |
| Jollibee Foods Corp. | &nbsp;&nbsp;&nbsp;127680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489595 |
| LT Group, Inc. | &nbsp;&nbsp;&nbsp;314800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71868 |
| Manila Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;63940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611250 |
| Manila Water Co., Inc. | &nbsp;&nbsp;&nbsp;223300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156584 |
| Megaworld Corp. | 1365000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47737 |
| Metropolitan Bank & Trust Co. | &nbsp;&nbsp;&nbsp;429496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552786 |
| PLDT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438362 |
| Puregold Price Club, Inc. | &nbsp;&nbsp;&nbsp;338780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216511 |
| Robinsons Land Corp. | &nbsp;&nbsp;&nbsp;375144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90573 |
| Robinsons Retail Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;77600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53382 |
| Semirara Mining & Power Corp. | &nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87875 |
| SM Investments Corp. | &nbsp;&nbsp;&nbsp;&nbsp;58325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902883 |
| SM Prime Holdings, Inc. | 2798600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165048 |
| Synergy Grid & Development Phils, Inc. (b) | &nbsp;&nbsp;&nbsp;202800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39314 |
| Universal Robina Corp. | &nbsp;&nbsp;&nbsp;280030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445175 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14344642 |
| **POLAND — 0.4%** | **POLAND — 0.4%** | **POLAND — 0.4%** |
| Alior Bank SA | &nbsp;&nbsp;&nbsp;&nbsp;22775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596199 |
| Allegro.eu SA (b) (e) | &nbsp;&nbsp;&nbsp;171435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640937 |
| Asseco Poland SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;16630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930498 |
| Auto Partner SA | &nbsp;&nbsp;&nbsp;&nbsp;20329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115884 |
| Bank Handlowy w Warszawie SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;10908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360406 |
| Bank Millennium SA (b) | &nbsp;&nbsp;&nbsp;139551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552218 |
| Bank Polska Kasa Opieki SA | &nbsp;&nbsp;&nbsp;&nbsp;48765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2496444 |
| Benefit Systems SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655286 |
| Budimex SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642813 |
| CCC SA (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;15574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881324 |
| CD Projekt SA | &nbsp;&nbsp;&nbsp;&nbsp;17445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355533 |
| Cyfrowy Polsat SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;52228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254871 |
| Diagnostyka SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283390 |
| Dino Polska SA (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;13715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1996289 |
| Enea SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;55046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297945 |
| Grupa Azoty SA (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;49998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323751 |
| Grupa Kety SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809617 |
| InPost SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;57882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958021 |
| Jastrzebska Spolka Weglowa SA (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;14458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85818 |
| KGHM Polska Miedz SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;41789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490585 |
| KRUK SA (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429740 |
| LPP SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266563 |
| mBank SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081151 |
| Orange Polska SA | &nbsp;&nbsp;&nbsp;136372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344916 |
| ORLEN SA | &nbsp;&nbsp;&nbsp;158755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3606720 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| PGE Polska Grupa Energetyczna SA (b) | &nbsp;&nbsp;&nbsp;203171 | &nbsp;&nbsp;$641208 |
| Powszechna Kasa Oszczednosci Bank Polski SA | &nbsp;&nbsp;&nbsp;241206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5022024 |
| Powszechny Zaklad Ubezpieczen SA | &nbsp;&nbsp;&nbsp;159785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2785598 |
| Santander Bank Polska SA | &nbsp;&nbsp;&nbsp;&nbsp;12176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663113 |
| Tauron Polska Energia SA (b) | &nbsp;&nbsp;&nbsp;320278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745535 |
| XTB SA (a) (e) | &nbsp;&nbsp;&nbsp;&nbsp;27082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610474 |
| Zabka Group SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;93275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558553 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36483424 |
| **PORTUGAL — 0.1%** | **PORTUGAL — 0.1%** | **PORTUGAL — 0.1%** |
| Altri SGPS SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;11642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66553 |
| Banco Comercial Portugues SA Class R | 2353663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825136 |
| Corticeira Amorim SGPS SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;17838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165838 |
| CTT-Correios de Portugal SA | &nbsp;&nbsp;&nbsp;&nbsp;16915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149910 |
| EDP SA | &nbsp;&nbsp;&nbsp;910924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3937117 |
| Galp Energia SGPS SA | &nbsp;&nbsp;&nbsp;112655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2058977 |
| Jeronimo Martins SGPS SA | &nbsp;&nbsp;&nbsp;&nbsp;78507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1979498 |
| Mota-Engil SGPS SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;18415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82964 |
| Navigator Co. SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;56434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211057 |
| NOS SGPS SA | &nbsp;&nbsp;&nbsp;&nbsp;58370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265163 |
| REN - Redes Energeticas Nacionais SGPS SA | &nbsp;&nbsp;&nbsp;101023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358722 |
| Semapa-Sociedade de Investimento e Gestao | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109367 |
| Sonae SGPS SA | &nbsp;&nbsp;&nbsp;327287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464096 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11674398 |
| **QATAR — 0.2%** | **QATAR — 0.2%** | **QATAR — 0.2%** |
| Al Meera Consumer Goods Co. QSC | &nbsp;&nbsp;&nbsp;&nbsp;72377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292211 |
| Al Rayan Bank | 1789683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144296 |
| Baladna (b) | &nbsp;&nbsp;&nbsp;290455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100674 |
| Barwa Real Estate Co. | &nbsp;&nbsp;&nbsp;488520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372327 |
| Commercial Bank PSQC | &nbsp;&nbsp;&nbsp;854806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1068214 |
| Doha Bank QPSC | &nbsp;&nbsp;&nbsp;624132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436087 |
| Dukhan Bank | &nbsp;&nbsp;&nbsp;467458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467073 |
| Estithmar Holding QPSC (b) | &nbsp;&nbsp;&nbsp;319474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288852 |
| Gulf International Services QSC | &nbsp;&nbsp;&nbsp;825246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725292 |
| Gulf Warehousing Co. | &nbsp;&nbsp;&nbsp;&nbsp;42346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34135 |
| Industries Qatar QSC | &nbsp;&nbsp;&nbsp;396374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344471 |
| Mesaieed Petrochemical Holding Co. | 1679516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620881 |
| Ooredoo QPSC | &nbsp;&nbsp;&nbsp;224764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788927 |
| Qatar Aluminum Manufacturing Co. | &nbsp;&nbsp;&nbsp;766785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285359 |
| Qatar Electricity & Water Co. QSC | &nbsp;&nbsp;&nbsp;119929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533603 |
| Qatar Fuel QSC | &nbsp;&nbsp;&nbsp;158861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653595 |
| Qatar Gas Transport Co. Ltd. | &nbsp;&nbsp;&nbsp;714376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973168 |
| Qatar International Islamic Bank QSC | &nbsp;&nbsp;&nbsp;268177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802100 |
| Qatar Islamic Bank QPSC | &nbsp;&nbsp;&nbsp;473189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2878642 |
| Qatar National Bank QPSC | 1293305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6162824 |
| Qatar Navigation QSC | &nbsp;&nbsp;&nbsp;255603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784149 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| United Development Co. QSC | 1537116 | &nbsp;&nbsp;$440322 |
| Vodafone Qatar QSC | &nbsp;&nbsp;&nbsp;302258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197493 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21394695 |
| **ROMANIA — 0.0% <sup>\*</sup>** | **ROMANIA — 0.0% <sup>\*</sup>** | **ROMANIA — 0.0% <sup>\*</sup>** |
| NEPI Rockcastle NV  | &nbsp;&nbsp;&nbsp;191012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450493 |
| **RUSSIA — 0.0%** | **RUSSIA — 0.0%** | **RUSSIA — 0.0%** |
| Alrosa PJSC (c) | &nbsp;&nbsp;&nbsp;330200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Credit Bank of Moscow PJSC (b) (c) | 2707900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Gazprom PJSC (c) | 1561848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GMK Norilskiy Nickel PAO (b) (c) (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;950300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Inter RAO UES PJSC (b) (c) | 5356000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| LUKOIL PJSC (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;54554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Mobile TeleSystems PJSC (c) | &nbsp;&nbsp;&nbsp;&nbsp;31200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Mobile TeleSystems PJSC ADR (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;53100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Moscow Exchange MICEX-RTS PJSC (b) (c) | &nbsp;&nbsp;&nbsp;191435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Novatek PJSC GDR (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Novolipetsk Steel PJSC (b) (c) | &nbsp;&nbsp;&nbsp;224930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PhosAgro PJSC (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PhosAgro PJSC GDR (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;20976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Polyus PJSC (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;44920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Polyus PJSC GDR (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Rosneft Oil Co. PJSC (c) | &nbsp;&nbsp;&nbsp;169478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Rostelecom PJSC (c) | &nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Sberbank of Russia PJSC (c) | 1586024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Severstal PAO (c) | &nbsp;&nbsp;&nbsp;&nbsp;31441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Sistema PJSFC GDR (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;40100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Surgutneftegas PAO (c) | &nbsp;&nbsp;&nbsp;888900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Surgutneftegas PAO Preference Shares (c) | &nbsp;&nbsp;&nbsp;802100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Tatneft PJSC (c) | &nbsp;&nbsp;&nbsp;187335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TCS Group Holding PLC GDR (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| VK IPJSC GDR (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;17475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| VTB Bank PJSC (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;87478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **SAUDI ARABIA — 1.0%** | **SAUDI ARABIA — 1.0%** | **SAUDI ARABIA — 1.0%** |
| Abdullah Al Othaim Markets Co. | &nbsp;&nbsp;&nbsp;&nbsp;90217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187145 |
| ACWA Power Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;39563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700474 |
| Ades Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;83356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304487 |
| Advanced Petrochemical Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;32252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266409 |
| Al Babtain Power & Telecommunication Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124682 |
| Al Hammadi Holding | &nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277163 |
| Al Majed for Oud Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316655 |
| Al Masane Al Kobra Mining Co. | &nbsp;&nbsp;&nbsp;&nbsp;10480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177158 |
| Al Moammar Information Systems Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130615 |
| Al Rajhi Bank | &nbsp;&nbsp;&nbsp;546075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13773815 |
| Al Rajhi Co. for Co-operative Insurance (b) | &nbsp;&nbsp;&nbsp;&nbsp;10522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360786 |
| Al Rajhi REIT | &nbsp;&nbsp;&nbsp;104183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231117 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Alamar Foods | &nbsp;&nbsp;&nbsp;&nbsp;3456 | &nbsp;&nbsp;$52110 |
| Alaseel Co. | &nbsp;&nbsp;41322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45062 |
| Al-Dawaa Medical Services Co. | &nbsp;&nbsp;&nbsp;&nbsp;6646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138750 |
| Aldrees Petroleum & Transport Services Co. | &nbsp;&nbsp;16050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545199 |
| Alinma Bank | 332400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2377008 |
| AlKhorayef Water & Power Technologies Co. | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200753 |
| Almarai Co. JSC | 143043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1933684 |
| Almoosa Health Co. | &nbsp;&nbsp;&nbsp;&nbsp;4642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200755 |
| Almunajem Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;3218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61777 |
| AlSaif Stores For Development & Investment Co. (b) | 120285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228992 |
| Alujain Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73122 |
| Arab National Bank | 265578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1538023 |
| Arabian Cement Co. | &nbsp;&nbsp;&nbsp;&nbsp;9227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57962 |
| Arabian Centres Co. (e) | &nbsp;&nbsp;99383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514338 |
| Arabian Contracting Services Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;5247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145497 |
| Arabian Internet & Communications Services Co. | &nbsp;&nbsp;&nbsp;&nbsp;6542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464682 |
| Arriyadh Development Co. | &nbsp;&nbsp;18294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172185 |
| Astra Industrial Group Co. | &nbsp;&nbsp;&nbsp;&nbsp;8946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383553 |
| Ataa Educational Co. | &nbsp;&nbsp;&nbsp;&nbsp;3559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62630 |
| Bank AlBilad | 209305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1468846 |
| Bank Al-Jazira (b) | 171121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586296 |
| Banque Saudi Fransi | 339876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1618500 |
| Bawan Co. | &nbsp;&nbsp;&nbsp;&nbsp;4389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61789 |
| BinDawood Holding Co. | 145480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236616 |
| Bupa Arabia for Cooperative Insurance Co. | &nbsp;&nbsp;22487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067840 |
| Catrion Catering Holding Co. | &nbsp;&nbsp;14877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479174 |
| City Cement Co. | &nbsp;&nbsp;&nbsp;&nbsp;6348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29451 |
| Co. for Cooperative Insurance | &nbsp;&nbsp;20034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843987 |
| Dallah Healthcare Co. | &nbsp;&nbsp;&nbsp;&nbsp;9649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335998 |
| Dar Al Arkan Real Estate Development Co. (b) | 184842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946265 |
| Dr. Sulaiman Al Habib Medical Services Group Co. | &nbsp;&nbsp;22915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656992 |
| East Pipes Integrated Co. for Industry | &nbsp;&nbsp;&nbsp;&nbsp;3815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128574 |
| Eastern Province Cement Co. | &nbsp;&nbsp;&nbsp;&nbsp;9470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78679 |
| Electrical Industries Co. | 137268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307805 |
| Elm Co. | &nbsp;&nbsp;&nbsp;&nbsp;6542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1746917 |
| Emaar Economic City (b) | &nbsp;&nbsp;34564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123769 |
| Etihad Atheeb Telecommunication Co. | &nbsp;&nbsp;&nbsp;&nbsp;4723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128700 |
| Etihad Etisalat Co. | 108708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718807 |
| First Milling Co. | &nbsp;&nbsp;&nbsp;&nbsp;5996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86810 |
| Jabal Omar Development Co. (b) | 177638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952960 |
| Jadwa REIT Saudi Fund | &nbsp;&nbsp;30786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82906 |
| Jahez International Co. (b) | &nbsp;&nbsp;26656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199005 |
| Jamjoom Pharmaceuticals Factory Co. | &nbsp;&nbsp;&nbsp;&nbsp;6072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280408 |
| Jarir Marketing Co. | 160269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535868 |
| Leejam Sports Co. JSC | &nbsp;&nbsp;&nbsp;&nbsp;5409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186910 |
| Maharah Human Resources Co. | &nbsp;&nbsp;79610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108467 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Makkah Construction & Development Co. | &nbsp;&nbsp;&nbsp;&nbsp;32047 | &nbsp;&nbsp;$786115 |
| Mediterranean & Gulf Cooperative Insurance & Reinsurance Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;13889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74287 |
| Miahona | &nbsp;&nbsp;&nbsp;&nbsp;13159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88838 |
| Middle East Healthcare Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;11802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178894 |
| Middle East Paper Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;18521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143111 |
| Middle East Pharmaceutical Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90572 |
| Mobile Telecommunications Co. Saudi Arabia | &nbsp;&nbsp;&nbsp;120032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344366 |
| Mouwasat Medical Services Co. | &nbsp;&nbsp;&nbsp;&nbsp;71675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441909 |
| Nahdi Medical Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289483 |
| National Agriculture Development Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;61702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347459 |
| National Co. for Learning & Education | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124198 |
| National Gas & Industrialization Co. | &nbsp;&nbsp;&nbsp;&nbsp;10017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210462 |
| National Industrialization Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;89787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229824 |
| National Medical Care Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252018 |
| Nice One Beauty Digital Marketing Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;23894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210494 |
| Northern Region Cement Co. | &nbsp;&nbsp;&nbsp;&nbsp;90720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189640 |
| Perfect Presentation For Commercial Services Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;16920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50979 |
| Qassim Cement Co. | &nbsp;&nbsp;&nbsp;&nbsp;14766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200988 |
| Rasan Information Technology Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;10842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251212 |
| Retal Urban Development Co. | &nbsp;&nbsp;&nbsp;&nbsp;89148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373659 |
| Riyad Bank | &nbsp;&nbsp;&nbsp;395437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3030225 |
| Riyadh Cement Co. | &nbsp;&nbsp;&nbsp;&nbsp;24741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211887 |
| SABIC Agri-Nutrients Co. | &nbsp;&nbsp;&nbsp;&nbsp;65318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1866975 |
| Sahara International Petrochemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;91006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480933 |
| SAL Saudi Logistics Services | &nbsp;&nbsp;&nbsp;&nbsp;12578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629822 |
| Saudi Arabian Mining Co. (b) | &nbsp;&nbsp;&nbsp;382831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5471202 |
| Saudi Arabian Oil Co. (e) | 1656334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10740446 |
| Saudi Aramco Base Oil Co. | &nbsp;&nbsp;&nbsp;&nbsp;13799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376019 |
| Saudi Automotive Services Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116593 |
| Saudi Awwal Bank | &nbsp;&nbsp;&nbsp;274433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2465909 |
| Saudi Basic Industries Corp. | &nbsp;&nbsp;&nbsp;260386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3794186 |
| Saudi Cement Co. | &nbsp;&nbsp;&nbsp;&nbsp;14485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152864 |
| Saudi Ceramic Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70024 |
| Saudi Chemical Co. Holding | &nbsp;&nbsp;&nbsp;167160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316447 |
| Saudi Electricity Co. | &nbsp;&nbsp;&nbsp;225813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885069 |
| Saudi Ground Services Co. | &nbsp;&nbsp;&nbsp;&nbsp;32328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422018 |
| Saudi Industrial Investment Group | &nbsp;&nbsp;&nbsp;&nbsp;78693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351868 |
| Saudi Investment Bank | &nbsp;&nbsp;&nbsp;159833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618791 |
| Saudi Kayan Petrochemical Co. (b) | &nbsp;&nbsp;&nbsp;167662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231119 |
| Saudi National Bank | &nbsp;&nbsp;&nbsp;814076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7840135 |
| Saudi Paper Manufacturing Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132595 |
| Saudi Pharmaceutical Industries & Medical Appliances Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;10157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72146 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Saudi Public Transport Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;16546 | &nbsp;&nbsp;$62293 |
| Saudi Real Estate Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;41287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219618 |
| Saudi Reinsurance Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130298 |
| Saudi Research & Media Group (b) | &nbsp;&nbsp;&nbsp;&nbsp;10151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523451 |
| Saudi Steel Pipe Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103609 |
| Saudi Tadawul Group Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;11748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552552 |
| Saudi Telecom Co. | &nbsp;&nbsp;&nbsp;579720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575467 |
| Saudia Dairy & Foodstuff Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249490 |
| Savola Group (b) | &nbsp;&nbsp;&nbsp;&nbsp;41597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307666 |
| Seera Group Holding (b) | &nbsp;&nbsp;&nbsp;&nbsp;40067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271137 |
| Southern Province Cement Co. | &nbsp;&nbsp;&nbsp;&nbsp;12949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99159 |
| Sumou Real Estate Co. | &nbsp;&nbsp;&nbsp;&nbsp;11179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119823 |
| Sustained Infrastructure Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71713 |
| Tanmiah Food Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66209 |
| Theeb Rent A Car Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129298 |
| United Electronics Co. | &nbsp;&nbsp;&nbsp;&nbsp;10685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251420 |
| United International Transportation Co. | &nbsp;&nbsp;&nbsp;&nbsp;10440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201535 |
| Walaa Cooperative Insurance Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;17036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79672 |
| Yamama Cement Co. | &nbsp;&nbsp;&nbsp;&nbsp;20429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185525 |
| Yanbu Cement Co. | &nbsp;&nbsp;&nbsp;&nbsp;15788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85538 |
| Yanbu National Petrochemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;80910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651508 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101137689 |
| **SINGAPORE — 1.1%** | **SINGAPORE — 1.1%** | **SINGAPORE — 1.1%** |
| AIMS APAC REIT | &nbsp;&nbsp;&nbsp;112100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116179 |
| BW LPG Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;25458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299367 |
| CapitaLand Ascendas REIT | 1012974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2131488 |
| CapitaLand Ascott Trust REIT | &nbsp;&nbsp;&nbsp;614885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427255 |
| CapitaLand China Trust REIT | &nbsp;&nbsp;&nbsp;303800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168162 |
| Capitaland India Trust | &nbsp;&nbsp;&nbsp;200300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165128 |
| CapitaLand Integrated Commercial Trust REIT | 1714588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2921255 |
| CapitaLand Investment Ltd. | &nbsp;&nbsp;&nbsp;605200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259200 |
| CDL Hospitality Trusts REIT | &nbsp;&nbsp;&nbsp;187168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115359 |
| City Developments Ltd. | &nbsp;&nbsp;&nbsp;132400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539517 |
| ComfortDelGro Corp. Ltd. | &nbsp;&nbsp;&nbsp;577400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648280 |
| DBS Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;600854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21186631 |
| Digital Core REIT Management Pte. Ltd. | &nbsp;&nbsp;&nbsp;214600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113738 |
| ESR-REIT | &nbsp;&nbsp;&nbsp;152742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295015 |
| Far East Hospitality Trust REIT | &nbsp;&nbsp;&nbsp;140900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62504 |
| Frasers Centrepoint Trust REIT | &nbsp;&nbsp;&nbsp;357191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639419 |
| Frasers Hospitality Trust REIT | &nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74196 |
| Frasers Logistics & Commercial Trust REIT (a) | &nbsp;&nbsp;&nbsp;666439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447380 |
| Genting Singapore Ltd. | 1725400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968603 |
| Grab Holdings Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;650800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3273524 |
| Hafnia Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;87657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438644 |
| Hong Fok Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;61000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35202 |
| iFAST Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168932 |
| Kenon Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218651 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Keppel DC REIT | &nbsp;&nbsp;&nbsp;500544 | &nbsp;&nbsp;$915689 |
| Keppel Infrastructure Trust | &nbsp;&nbsp;&nbsp;981675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308303 |
| Keppel Ltd. | &nbsp;&nbsp;&nbsp;526600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3067854 |
| Keppel REIT | &nbsp;&nbsp;&nbsp;575360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399791 |
| Lendlease Global Commercial REIT | &nbsp;&nbsp;&nbsp;315527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128822 |
| Mapletree Industrial Trust REIT | &nbsp;&nbsp;&nbsp;568950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911285 |
| Mapletree Logistics Trust REIT (a) | &nbsp;&nbsp;&nbsp;943147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873798 |
| Mapletree Pan Asia Commercial Trust REIT | &nbsp;&nbsp;&nbsp;646168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639243 |
| Netlink NBN Trust | &nbsp;&nbsp;&nbsp;931400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643530 |
| Olam Group Ltd. | &nbsp;&nbsp;&nbsp;198325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147928 |
| Oversea-Chinese Banking Corp. Ltd. | &nbsp;&nbsp;&nbsp;938211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12014463 |
| Parkway Life Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;153900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495419 |
| Raffles Medical Group Ltd. | &nbsp;&nbsp;&nbsp;139876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109274 |
| Riverstone Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;100800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53026 |
| SATS Ltd. | &nbsp;&nbsp;&nbsp;279636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667447 |
| Sea Ltd. ADR (b) | &nbsp;&nbsp;&nbsp;109600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17529424 |
| Seatrium Ltd. | &nbsp;&nbsp;&nbsp;644625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017309 |
| Sembcorp Industries Ltd. | &nbsp;&nbsp;&nbsp;238100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280560 |
| Sheng Siong Group Ltd. | &nbsp;&nbsp;&nbsp;144600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212305 |
| SIA Engineering Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;80800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199835 |
| Singapore Airlines Ltd. (a) | &nbsp;&nbsp;&nbsp;489000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2676033 |
| Singapore Exchange Ltd. | &nbsp;&nbsp;&nbsp;228500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669556 |
| Singapore Post Ltd. (a) | &nbsp;&nbsp;&nbsp;357000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170981 |
| Singapore Technologies Engineering Ltd. | &nbsp;&nbsp;&nbsp;416200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545596 |
| Singapore Telecommunications Ltd. | 2100500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6299933 |
| Starhill Global REIT | &nbsp;&nbsp;&nbsp;385208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154247 |
| StarHub Ltd. | &nbsp;&nbsp;&nbsp;126800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115485 |
| STMicroelectronics NV | &nbsp;&nbsp;&nbsp;191708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5836317 |
| Stoneweg Europe Stapled Trust REIT | &nbsp;&nbsp;&nbsp;&nbsp;89560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159798 |
| Suntec Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;655000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581125 |
| UMS Integration Ltd. | &nbsp;&nbsp;&nbsp;161000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168123 |
| United Overseas Bank Ltd. | &nbsp;&nbsp;&nbsp;353593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9994385 |
| UOL Group Ltd. | &nbsp;&nbsp;&nbsp;123833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600862 |
| Venture Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;69100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619033 |
| Yangzijiang Financial Holding Ltd. | &nbsp;&nbsp;&nbsp;587200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341167 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111261575 |
| **SOUTH AFRICA — 1.0%** | **SOUTH AFRICA — 1.0%** | **SOUTH AFRICA — 1.0%** |
| Absa Group Ltd. | &nbsp;&nbsp;&nbsp;225958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2237806 |
| AECI Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;27750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165505 |
| African Rainbow Minerals Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;57599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557702 |
| Afrimat Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;38727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95754 |
| Anglo American PLC | &nbsp;&nbsp;&nbsp;316786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9333311 |
| Aspen Pharmacare Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;106536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716325 |
| AVI Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;85323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451935 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Barloworld Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32805 | &nbsp;&nbsp;$208427 |
| Bid Corp. Ltd. | &nbsp;&nbsp;&nbsp;103340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2718110 |
| Bidvest Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;91702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204994 |
| Boxer Retail Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;75047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292481 |
| Capitec Bank Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4930831 |
| Clicks Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;61547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284881 |
| Coronation Fund Managers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;44887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99846 |
| DataTec Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;67024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246052 |
| Dis-Chem Pharmacies Ltd. (e) | &nbsp;&nbsp;&nbsp;111613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202861 |
| Discovery Ltd. | &nbsp;&nbsp;&nbsp;142412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1721325 |
| DRDGOLD Ltd. (a) | &nbsp;&nbsp;&nbsp;195857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261528 |
| Equites Property Fund Ltd. REIT | &nbsp;&nbsp;&nbsp;159974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136108 |
| Exxaro Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;57692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476989 |
| FirstRand Ltd. | 1375799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5859702 |
| Fortress Real Estate Investments Ltd. Class B (a) | &nbsp;&nbsp;&nbsp;251245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283885 |
| Foschini Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;93551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678658 |
| Gold Fields Ltd. | &nbsp;&nbsp;&nbsp;247652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5794120 |
| Grindrod Ltd. | &nbsp;&nbsp;&nbsp;139992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98232 |
| Growthpoint Properties Ltd. REIT | &nbsp;&nbsp;&nbsp;731511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551167 |
| Harmony Gold Mining Co. Ltd. | &nbsp;&nbsp;&nbsp;161229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2221030 |
| Hosken Consolidated Investments Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;23694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169659 |
| Hyprop Investments Ltd. REIT (a) | &nbsp;&nbsp;&nbsp;107036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257543 |
| Impala Platinum Holdings Ltd. (b) | &nbsp;&nbsp;&nbsp;239231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2139466 |
| Investec Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;59188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440498 |
| JSE Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;20858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156406 |
| Kumba Iron Ore Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399830 |
| Life Healthcare Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;346213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278198 |
| Momentum Group Ltd. | &nbsp;&nbsp;&nbsp;280914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542029 |
| Motus Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;47936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253770 |
| Mr. Price Group Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;60589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754940 |
| MTN Group Ltd. | &nbsp;&nbsp;&nbsp;501082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3971155 |
| MultiChoice Group (b) | &nbsp;&nbsp;&nbsp;&nbsp;79925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528089 |
| Naspers Ltd. Class N | &nbsp;&nbsp;&nbsp;&nbsp;46952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14571745 |
| Nedbank Group Ltd. | &nbsp;&nbsp;&nbsp;121672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1664057 |
| Netcare Ltd. | &nbsp;&nbsp;&nbsp;364842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286392 |
| Ninety One Ltd. | &nbsp;&nbsp;&nbsp;225109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549116 |
| Northam Platinum Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;112636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215078 |
| Old Mutual Ltd. (d) | &nbsp;&nbsp;&nbsp;851334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578215 |
| Old Mutual Ltd. (a) (d) | &nbsp;&nbsp;&nbsp;315585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213636 |
| Omnia Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124395 |
| OUTsurance Group Ltd. | &nbsp;&nbsp;&nbsp;238793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052523 |
| Pan African Resources PLC | &nbsp;&nbsp;&nbsp;686312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430273 |
| Pepkor Holdings Ltd. (a) (e) | &nbsp;&nbsp;&nbsp;765676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173207 |
| Pick n Pay Stores Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;90211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136043 |
| Redefine Properties Ltd. REIT | 1546663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398605 |
| Remgro Ltd. (a) | &nbsp;&nbsp;&nbsp;170733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519868 |
| Resilient REIT Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;55944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189825 |
| Reunert Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;47667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154230 |
| Sanlam Ltd. | &nbsp;&nbsp;&nbsp;555318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770770 |
| Santam Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182435 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Sappi Ltd. | 130549 | &nbsp;&nbsp;$218619 |
| Sasol Ltd. (b) | 135850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602071 |
| Scatec ASA (b) (e) | &nbsp;&nbsp;35708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328333 |
| Shoprite Holdings Ltd. | 145257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2263708 |
| Sibanye Stillwater Ltd. (a) (b) | 780539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416906 |
| SPAR Group Ltd. (a) (b) | &nbsp;&nbsp;38271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232259 |
| Standard Bank Group Ltd. | 371469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4756016 |
| Super Group Ltd. (a) | &nbsp;&nbsp;99955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88924 |
| Telkom SA SOC Ltd. (b) | &nbsp;&nbsp;39144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118899 |
| Thungela Resources Ltd. | &nbsp;&nbsp;37800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180351 |
| Tiger Brands Ltd. | &nbsp;&nbsp;36103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647817 |
| Truworths International Ltd. | &nbsp;&nbsp;86745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348615 |
| Valterra Platinum Ltd. | &nbsp;&nbsp;27729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233144 |
| Valterra Platinum Ltd. (b) | &nbsp;&nbsp;39142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1716423 |
| Vodacom Group Ltd. | 170332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310228 |
| Vukile Property Fund Ltd. REIT | 254072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280646 |
| We Buy Cars Holdings Ltd. | 113134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381331 |
| Wilson Bayly Holmes-Ovcon Ltd. | &nbsp;&nbsp;22889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237851 |
| Woolworths Holdings Ltd. | 258705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753496 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97047198 |
| **SOUTH KOREA — 3.2%** | **SOUTH KOREA — 3.2%** | **SOUTH KOREA — 3.2%** |
| ABLBio, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;7302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363585 |
| Advanced Nano Products Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79219 |
| Alteogen, Inc. (b) | &nbsp;&nbsp;12510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3448222 |
| Amorepacific Corp. | &nbsp;&nbsp;11041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118335 |
| Amorepacific Holdings Corp. | &nbsp;&nbsp;27383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644198 |
| APR Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509011 |
| Asiana Airlines, Inc. (b) | &nbsp;&nbsp;24352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174484 |
| BGF retail Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139595 |
| Binggrae Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252871 |
| BNK Financial Group, Inc. | &nbsp;&nbsp;60750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560416 |
| Boryung | &nbsp;&nbsp;&nbsp;&nbsp;3324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20270 |
| Cafe24 Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;5781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207107 |
| Caregen Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162165 |
| Celltrion Pharm, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;4245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156168 |
| Celltrion, Inc. | &nbsp;&nbsp;48371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5720222 |
| Chabiotech Co. Ltd. (b) | &nbsp;&nbsp;25630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204341 |
| Cheil Worldwide, Inc. | &nbsp;&nbsp;15138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224894 |
| Chong Kun Dang Pharmaceutical Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146746 |
| CJ CGV Co. Ltd. (b) | &nbsp;&nbsp;23500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88282 |
| CJ CheilJedang Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329884 |
| CJ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417662 |
| CJ ENM Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;1582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87798 |
| CJ Logistics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127642 |
| Classys, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352246 |
| Cosmax, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688188 |
| CosmoAM&T Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131051 |
| Coway Co. Ltd. | &nbsp;&nbsp;14121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012828 |
| CS Wind Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175388 |
| Daeduck Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109893 |
| Daejoo Electronic Materials Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140855 |
| Daesang Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80924 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Daewoo Engineering & Construction Co. Ltd. (b) | &nbsp;&nbsp;52482 | &nbsp;&nbsp;$162548 |
| Daewoong Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36788 |
| Daewoong Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129425 |
| Daishin Securities Co. Ltd. | &nbsp;&nbsp;29380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531174 |
| Daishin Securities Co. Ltd. Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87305 |
| Daou Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163687 |
| DB HiTek Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263302 |
| DB Insurance Co. Ltd. | &nbsp;&nbsp;11291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031550 |
| Delivery Hero SE (b) (e) | &nbsp;&nbsp;55950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508598 |
| Dentium Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101675 |
| DI Dong Il Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96521 |
| DL E&C Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256620 |
| DL Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72352 |
| DN Automotive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37340 |
| Dongjin Semichem Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186857 |
| DongKook Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54508 |
| Dongsuh Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162980 |
| Doosan Bobcat, Inc. | &nbsp;&nbsp;12723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548665 |
| Doosan Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089769 |
| Doosan Enerbility Co. Ltd. (b) | 142329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7213473 |
| Doosan Fuel Cell Co. Ltd. (b) | &nbsp;&nbsp;10534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175228 |
| DoubleUGames Co. Ltd. | &nbsp;&nbsp;12556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531230 |
| Douzone Bizon Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188556 |
| Duk San Neolux Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;1243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32742 |
| Ecopro BM Co. Ltd. (b) | &nbsp;&nbsp;13076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974693 |
| Ecopro Co. Ltd. | &nbsp;&nbsp;27196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909825 |
| Ecopro Materials Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;5502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185085 |
| E-MART, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348282 |
| EMRO, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95146 |
| Enchem Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139584 |
| Eo Technics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233182 |
| ESR Kendall Square REIT Co. Ltd. | &nbsp;&nbsp;16720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52033 |
| Eugene Technology Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93201 |
| F&F Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174847 |
| GemVax & Kael Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;7288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332107 |
| Grand Korea Leisure Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37309 |
| Green Cross Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118102 |
| Green Cross Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62489 |
| GS Engineering & Construction Corp. | &nbsp;&nbsp;18346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282068 |
| GS Holdings Corp. | &nbsp;&nbsp;11346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392184 |
| GS Retail Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67039 |
| Han Kuk Carbon Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131811 |
| Hana Financial Group, Inc. | &nbsp;&nbsp;85816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5487493 |
| Hana Micron, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64832 |
| Hana Tour Service, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98466 |
| Hanall Biopharma Co. Ltd. (b) | &nbsp;&nbsp;12699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228179 |
| Hanil Cement Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72228 |
| Hanjin Kal Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617888 |
| Hankook & Co. Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38070 |
| Hankook Tire & Technology Co. Ltd. | &nbsp;&nbsp;18375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541202 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Hanmi Pharm Co. Ltd. | &nbsp;&nbsp;1543 | &nbsp;&nbsp;$326984 |
| Hanmi Science Co. Ltd. | &nbsp;&nbsp;6614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219552 |
| Hanmi Semiconductor Co. Ltd. | 11616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877913 |
| Hanon Systems (b) | 41312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94893 |
| Hansol Chemical Co. Ltd. | &nbsp;&nbsp;1959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249230 |
| Hanssem Co. Ltd. | &nbsp;&nbsp;2499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85362 |
| Hanwha Aerospace Co. Ltd. | &nbsp;&nbsp;9001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655637 |
| Hanwha Corp. | &nbsp;&nbsp;8951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625429 |
| Hanwha Engine (b) | 14560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306929 |
| Hanwha Investment & Securities Co. Ltd. (b) | 13008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63710 |
| Hanwha Life Insurance Co. Ltd. (b) | 83342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203477 |
| Hanwha Ocean Co. Ltd. (b) | 30266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780617 |
| Hanwha Solutions Corp. | 39633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927981 |
| Hanwha Systems Co. Ltd. | 25648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102241 |
| Hanwha Vision Co. Ltd. (b) | 10647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396028 |
| HD Hyundai Co. Ltd. | 19938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1913138 |
| HD Hyundai Construction Equipment Co. Ltd. | &nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117413 |
| HD Hyundai Electric Co. Ltd. | &nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2451226 |
| HD Hyundai Heavy Industries Co. Ltd. | &nbsp;&nbsp;6081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930727 |
| HD Hyundai Infracore Co. Ltd. | 37177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348190 |
| HD Hyundai Mipo | &nbsp;&nbsp;6378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997153 |
| HD Korea Shipbuilding & Offshore Engineering Co. Ltd. | 11424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3098091 |
| HDC Hyundai Development Co-Engineering & Construction | &nbsp;&nbsp;6351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105646 |
| HD-Hyundai Marine Engine (b) | &nbsp;&nbsp;7708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287280 |
| Hite Jinro Co. Ltd. | &nbsp;&nbsp;4760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72656 |
| HK inno N Corp. | &nbsp;&nbsp;3166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100404 |
| HL Mando Co. Ltd. | &nbsp;&nbsp;6581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160185 |
| HLB Life Science Co. Ltd. (b) | 22874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83896 |
| Hlb Pharma Ceutical Co. Ltd. (b) | &nbsp;&nbsp;6367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81192 |
| HLB Therapeutics Co. Ltd. (b) | 25459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90170 |
| HLB, Inc. (b) | 33408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215421 |
| HMM Co. Ltd. | 70833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180900 |
| Hotel Shilla Co. Ltd. (b) | &nbsp;&nbsp;7245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277539 |
| HPSP Co. Ltd. | &nbsp;&nbsp;9413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193547 |
| HS Hyosung Advanced Materials Corp. | &nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95784 |
| Hugel, Inc. (b) | &nbsp;&nbsp;1296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372590 |
| HYBE Co. Ltd. | &nbsp;&nbsp;7031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609795 |
| Hyosung Corp. | &nbsp;&nbsp;1488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84124 |
| Hyosung Heavy Industries Corp. | &nbsp;&nbsp;1492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985012 |
| Hyosung TNC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75207 |
| Hyundai Autoever Corp. | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151689 |
| Hyundai Bioscience Co. Ltd. (b) | &nbsp;&nbsp;1841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12045 |
| Hyundai Department Store Co. Ltd. | &nbsp;&nbsp;2120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118755 |
| Hyundai Elevator Co. Ltd. | &nbsp;&nbsp;4885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311285 |
| Hyundai Engineering & Construction Co. Ltd. | 33951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1974773 |
| Hyundai Feed, Inc. (b) (c) | 12561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6939 |
| Hyundai Glovis Co. Ltd. | &nbsp;&nbsp;9980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996817 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Hyundai Marine & Fire Insurance Co. Ltd. (b) | &nbsp;&nbsp;11464 | &nbsp;&nbsp;$224676 |
| Hyundai Mobis Co. Ltd. | &nbsp;&nbsp;17858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3797604 |
| Hyundai Motor Co. | &nbsp;&nbsp;39490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5954516 |
| Hyundai Motor Co. Preference Shares (d) | &nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139121 |
| Hyundai Motor Co. Preference Shares (d) | &nbsp;&nbsp;&nbsp;&nbsp;6036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690991 |
| Hyundai Rotem Co. Ltd. | &nbsp;&nbsp;20333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2960458 |
| Hyundai Steel Co. | &nbsp;&nbsp;40779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888339 |
| Hyundai Wia Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112634 |
| Iljin Electric Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239580 |
| iM Financial Group Co. Ltd. | &nbsp;&nbsp;26545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247237 |
| Industrial Bank of Korea | &nbsp;&nbsp;66386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898198 |
| Innocean Worldwide, Inc. | &nbsp;&nbsp;11628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170853 |
| ISC Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260096 |
| ISU Specialty Chemical (b) | &nbsp;&nbsp;&nbsp;&nbsp;7025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220442 |
| IsuPetasys Co. Ltd. | &nbsp;&nbsp;14234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551599 |
| JB Financial Group Co. Ltd. | &nbsp;&nbsp;28335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431450 |
| JNTC Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;7289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99592 |
| Jusung Engineering Co. Ltd. | &nbsp;&nbsp;10171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234002 |
| JYP Entertainment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392696 |
| Kakao Corp. | &nbsp;&nbsp;84166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3741820 |
| Kakao Games Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;8347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118253 |
| KakaoBank Corp. | &nbsp;&nbsp;44429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987604 |
| Kakaopay Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;8181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464940 |
| Kangwon Land, Inc. | &nbsp;&nbsp;21244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288060 |
| KB Financial Group, Inc. | 108662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8929028 |
| KCC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247131 |
| KEPCO Engineering & Construction Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272342 |
| KEPCO Plant Service & Engineering Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156262 |
| Kia Corp. | &nbsp;&nbsp;69509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4990680 |
| KIWOOM Securities Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743877 |
| Koh Young Technology, Inc. | &nbsp;&nbsp;11662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138689 |
| Kolmar Korea Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220217 |
| Kolon Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82577 |
| Korea Aerospace Industries Ltd. | &nbsp;&nbsp;20387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356515 |
| Korea Electric Power Corp. | &nbsp;&nbsp;69272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017183 |
| Korea Electric Terminal Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28938 |
| Korea Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270435 |
| Korea Investment Holdings Co. Ltd. | &nbsp;&nbsp;18797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1944325 |
| Korea Zinc Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790114 |
| Korean Air Lines Co. Ltd. | &nbsp;&nbsp;52146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884813 |
| Korean Reinsurance Co. | &nbsp;&nbsp;41079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311684 |
| Krafton, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;7593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2042278 |
| KT&G Corp. | &nbsp;&nbsp;27844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2634617 |
| Kum Yang Co. Ltd. (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;8903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32654 |
| Kumho Petrochemical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291068 |
| Kumho Tire Co., Inc. (b) | &nbsp;&nbsp;24818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82843 |
| Kyung Dong Navien Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78483 |
| L&F Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;5988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218738 |
| Lake Materials Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70035 |
| LEENO Industrial, Inc. | &nbsp;&nbsp;15475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583638 |
| LG Chem Ltd. | &nbsp;&nbsp;13451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2107948 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| LG Corp. | 26223 | &nbsp;&nbsp;$1546644 |
| LG Display Co. Ltd. (b) | 71602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475366 |
| LG Electronics, Inc. | 28803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575031 |
| LG Energy Solution Ltd. (b) | 12976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855566 |
| LG H&H Co. Ltd. | &nbsp;&nbsp;2348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555858 |
| LG Innotek Co. Ltd. | &nbsp;&nbsp;3277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357906 |
| LG Uplus Corp. | 46209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489618 |
| LIG Nex1 Co. Ltd. | &nbsp;&nbsp;3602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441227 |
| LigaChem Biosciences, Inc. (b) | &nbsp;&nbsp;6542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556477 |
| Lotte Chemical Corp. | &nbsp;&nbsp;4266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185863 |
| Lotte Chilsung Beverage Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36389 |
| Lotte Corp. | &nbsp;&nbsp;5009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103179 |
| Lotte Energy Materials Corp. (b) | &nbsp;&nbsp;5252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85224 |
| LOTTE Fine Chemical Co. Ltd. | &nbsp;&nbsp;2494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72902 |
| LOTTE REIT Co. Ltd. | 72309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200918 |
| Lotte Rental Co. Ltd. | &nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51339 |
| Lotte Shopping Co. Ltd. | &nbsp;&nbsp;2741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150698 |
| Lotte Wellfood Co. Ltd. | &nbsp;&nbsp;1011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86522 |
| LS Corp. | &nbsp;&nbsp;4977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726489 |
| LS Eco Energy Ltd. | &nbsp;&nbsp;4815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123265 |
| LS Electric Co. Ltd. | &nbsp;&nbsp;5181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1147836 |
| LS Materials Ltd. (b) | &nbsp;&nbsp;6861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55921 |
| Lunit, Inc. (b) | &nbsp;&nbsp;7175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306224 |
| LX International Corp. | 14247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328834 |
| LX Semicon Co. Ltd. | &nbsp;&nbsp;2737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131212 |
| Medytox, Inc. | &nbsp;&nbsp;1333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175712 |
| Meritz Financial Group, Inc. | 25275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106874 |
| Mezzion Pharma Co. Ltd. (b) | &nbsp;&nbsp;6067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171050 |
| Mirae Asset Securities Co. Ltd. | 56403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896447 |
| Misto Holdings Corp. | &nbsp;&nbsp;9123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241662 |
| Naturecell Co. Ltd. (b) | 12479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257513 |
| NAVER Corp. | 41350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8042661 |
| NCSoft Corp. | &nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485801 |
| Netmarble Corp. (e) | &nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252438 |
| Nexon Games Co. Ltd. (b) | &nbsp;&nbsp;6243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64299 |
| NEXTIN, Inc. | &nbsp;&nbsp;1384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51992 |
| NH Investment & Securities Co. Ltd. | 36806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545163 |
| NICE Information Service Co. Ltd. | 10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122284 |
| NKMax Co. Ltd. (b) (c) | 18462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6908 |
| NongShim Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210536 |
| OCI Holdings Co. Ltd. | &nbsp;&nbsp;2996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161610 |
| OliX Pharmaceuticals, Inc. (b) | &nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147622 |
| Orion Corp. | 10307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830914 |
| Orion Holdings Corp. | &nbsp;&nbsp;5222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85124 |
| Oscotec, Inc. (b) | &nbsp;&nbsp;5686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120705 |
| Otoki Corp. | &nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118527 |
| Pan Ocean Co. Ltd. | 57731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158914 |
| Paradise Co. Ltd. | 12649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143117 |
| Park Systems Corp. | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205198 |
| Pearl Abyss Corp. (b) | &nbsp;&nbsp;6377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199872 |
| People & Technology, Inc. | &nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84851 |
| Peptron, Inc. (b) | &nbsp;&nbsp;6617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923223 |
| PharmaResearch Co. Ltd. | &nbsp;&nbsp;3043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112715 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Poongsan Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;$370003 |
| Posco DX Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203102 |
| POSCO Future M Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;11450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072377 |
| POSCO Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3907458 |
| Posco International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458554 |
| PSK Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39857 |
| Rainbow Robotics (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584444 |
| S-1 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157166 |
| Sam Chun Dang Pharm Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572894 |
| Samsung Biologics Co. Ltd. (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3611950 |
| Samsung C&T Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2829284 |
| Samsung E&A Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;41731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683354 |
| Samsung Electro-Mechanics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666284 |
| Samsung Electronics Co. Ltd. | 1334785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59143556 |
| Samsung Electronics Co. Ltd. Preference Shares | &nbsp;&nbsp;&nbsp;229090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8402456 |
| Samsung Fire & Marine Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2620851 |
| Samsung Heavy Industries Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;187809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2332305 |
| Samsung Life Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000018 |
| Samsung SDI Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;22980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2942312 |
| Samsung SDS Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1423303 |
| Samsung Securities Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770848 |
| Samyang Foods Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140104 |
| Sanil Electric Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281821 |
| SD Biosensor, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52123 |
| SeAH Besteel Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42758 |
| SeAH Steel Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234736 |
| Sebang Global Battery Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82497 |
| Seegene, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140361 |
| Seojin System Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93119 |
| SFA Engineering Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85346 |
| SHIFT UP Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184498 |
| Shinhan Financial Group Co. Ltd. | &nbsp;&nbsp;&nbsp;124969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5685460 |
| Shinsegae, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193900 |
| Shinsung Delta Tech Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176283 |
| Silicon2 Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;10431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476877 |
| SK Biopharmaceuticals Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568320 |
| SK Bioscience Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225199 |
| SK Chemicals Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89627 |
| SK Discovery Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97601 |
| SK Gas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95202 |
| SK Hynix, Inc. | &nbsp;&nbsp;&nbsp;153154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33136461 |
| SK IE Technology Co. Ltd. (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122780 |
| SK Innovation Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1559566 |
| SK Networks Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;38191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126775 |
| SK oceanplant Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78928 |
| SK REITs Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;61379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210115 |
| SK Square Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;25104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3403995 |
| SK Telecom Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600400 |
| SK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461927 |
| SKC Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356746 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| SL Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756 | &nbsp;&nbsp;$40660 |
| SM Entertainment Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309456 |
| SNT Motiv Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43508 |
| S-Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461189 |
| SOLUM Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;10424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122808 |
| Solus Advanced Materials Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34709 |
| Soop Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93862 |
| Soulbrain Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103897 |
| ST Pharm Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119699 |
| Studio Dragon Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85235 |
| Taesung Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170706 |
| Taihan Electric Wire Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;30467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389190 |
| TechWing, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225093 |
| TKG Huchems Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24697 |
| Tokai Carbon Korea Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96450 |
| Voronoi, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260444 |
| VT Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121337 |
| Wemade Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105215 |
| WONIK IPS Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107517 |
| Woori Financial Group, Inc. | &nbsp;&nbsp;&nbsp;242368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4031685 |
| YC Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50351 |
| YG Entertainment, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184037 |
| Youlchon Chemical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50883 |
| Youngone Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211010 |
| Youngone Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105644 |
| Yuhan Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154647 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322442243 |
| **SPAIN — 1.9%** | **SPAIN — 1.9%** | **SPAIN — 1.9%** |
| Acciona SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168916 |
| Acerinox SA | &nbsp;&nbsp;&nbsp;&nbsp;65426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830979 |
| ACS Actividades de Construccion y Servicios SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;54880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3797610 |
| Aedas Homes SA (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66006 |
| Aena SME SA (e) | &nbsp;&nbsp;&nbsp;212360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5648655 |
| Almirall SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;18106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226142 |
| Amadeus IT Group SA (a) | &nbsp;&nbsp;&nbsp;127555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10702727 |
| AmRest Holdings SE | &nbsp;&nbsp;&nbsp;&nbsp;15970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69647 |
| Atalaya Mining Copper SA | &nbsp;&nbsp;&nbsp;&nbsp;22612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140678 |
| Atresmedia Corp. de Medios de Comunicacion SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;20752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125940 |
| Audax Renovables SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;30037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54017 |
| Banco Bilbao Vizcaya Argentaria SA | 1631821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25007012 |
| Banco de Sabadell SA | 1559270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4947431 |
| Banco Santander SA | 4290289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35389050 |
| Bankinter SA (a) | &nbsp;&nbsp;&nbsp;190879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2482620 |
| Befesa SA (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277483 |
| CaixaBank SA | 1103263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9523906 |
| Cellnex Telecom SA (b) (e) | &nbsp;&nbsp;&nbsp;149494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5782180 |
| CIE Automotive SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;16160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462853 |
| Construcciones y Auxiliar de Ferrocarriles SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273307 |
| Distribuidora Internacional de Alimentacion SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109887 |
| EDP Renovaveis SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;86668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963941 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| eDreams ODIGEO SA (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;18564 | &nbsp;&nbsp;$168883 |
| Enagas SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;62416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046985 |
| Ence Energia y Celulosa SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;35434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120789 |
| Endesa SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;94708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2989440 |
| Fluidra SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;28166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700928 |
| Gestamp Automocion SA (a) (e) | &nbsp;&nbsp;&nbsp;&nbsp;33976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116537 |
| Grenergy Renovables SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251949 |
| Grifols SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;84428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025745 |
| HBX Group International PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;21516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273276 |
| Iberdrola SA | 1641227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31383555 |
| Indra Sistemas SA | &nbsp;&nbsp;&nbsp;&nbsp;24394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055482 |
| Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;306551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15897940 |
| Inmobiliaria Colonial Socimi SA REIT (a) | &nbsp;&nbsp;&nbsp;&nbsp;83032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585777 |
| Laboratorios Farmaceuticos Rovi SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288564 |
| Linea Directa Aseguradora SA Cia de Seguros y Reaseguros (a) | &nbsp;&nbsp;&nbsp;144058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228626 |
| Logista Integral SA | &nbsp;&nbsp;&nbsp;&nbsp;14361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468643 |
| Melia Hotels International SA | &nbsp;&nbsp;&nbsp;&nbsp;71919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600241 |
| Merlin Properties Socimi SA REIT | &nbsp;&nbsp;&nbsp;104457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1364725 |
| Neinor Homes SA (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140214 |
| Pharma Mar SA (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337635 |
| Prosegur Cash SA (e) | &nbsp;&nbsp;&nbsp;&nbsp;40918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39194 |
| Prosegur Cia de Seguridad SA | &nbsp;&nbsp;&nbsp;&nbsp;36069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123420 |
| Redeia Corp. SA (a) | &nbsp;&nbsp;&nbsp;114901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2448008 |
| Repsol SA (a) | &nbsp;&nbsp;&nbsp;323572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4723122 |
| Sacyr SA (a) | &nbsp;&nbsp;&nbsp;148127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603012 |
| Solaria Energia y Medio Ambiente SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;16480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190278 |
| Talgo SA (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;13385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46507 |
| Tecnicas Reunidas SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;12804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294587 |
| Telefonica SA (a) | 1147928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6007131 |
| Unicaja Banco SA (e) | &nbsp;&nbsp;&nbsp;271526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639374 |
| Vidrala SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726929 |
| Viscofan SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;10576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749867 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183688350 |
| **SWEDEN — 2.1%** | **SWEDEN — 2.1%** | **SWEDEN — 2.1%** |
| AAK AB (a) | &nbsp;&nbsp;&nbsp;&nbsp;48346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259074 |
| AcadeMedia AB (e) | &nbsp;&nbsp;&nbsp;&nbsp;15147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132392 |
| AddLife AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;31354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620803 |
| Addnode Group AB (a) | &nbsp;&nbsp;&nbsp;&nbsp;27720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322271 |
| AddTech AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;69158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2336615 |
| AFRY AB | &nbsp;&nbsp;&nbsp;&nbsp;23673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392463 |
| Alfa Laval AB (a) | &nbsp;&nbsp;&nbsp;&nbsp;78920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3294130 |
| Alimak Group AB (e) | &nbsp;&nbsp;&nbsp;&nbsp;25204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385052 |
| Alleima AB | &nbsp;&nbsp;&nbsp;&nbsp;50067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392692 |
| Ambea AB (e) | &nbsp;&nbsp;&nbsp;&nbsp;28819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340794 |
| AQ Group AB | &nbsp;&nbsp;&nbsp;&nbsp;19140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363102 |
| Arjo AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;74541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264832 |
| Asmodee Group AB Class B (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;30290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397281 |
| Assa Abloy AB Class B | &nbsp;&nbsp;&nbsp;290187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8988416 |
| Atea ASA | &nbsp;&nbsp;&nbsp;&nbsp;21003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330413 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Atlas Copco AB Class A | 749259 | &nbsp;&nbsp;$12016729 |
| Atlas Copco AB Class B | 448474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6326841 |
| Atrium Ljungberg AB Class B (a) | &nbsp;&nbsp;64970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230521 |
| Attendo AB (e) | &nbsp;&nbsp;27548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183260 |
| Avanza Bank Holding AB (a) | &nbsp;&nbsp;33471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126306 |
| Axfood AB (a) | &nbsp;&nbsp;28850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846393 |
| Beijer Ref AB (a) | 102418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1604983 |
| Betsson AB Class B | &nbsp;&nbsp;31044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651147 |
| Bilia AB Class A | &nbsp;&nbsp;14418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193190 |
| Billerud Aktiebolag | &nbsp;&nbsp;68390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704323 |
| BioArctic AB (a) (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;7654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143517 |
| BioGaia AB Class B | &nbsp;&nbsp;31050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345999 |
| Biotage AB | &nbsp;&nbsp;25774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386999 |
| Boliden AB (b) | &nbsp;&nbsp;74605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2310075 |
| BoneSupport Holding AB (b) (e) | &nbsp;&nbsp;15103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443721 |
| Boozt AB (a) (b) (e) | &nbsp;&nbsp;10974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91369 |
| Bravida Holding AB (e) | &nbsp;&nbsp;49701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496207 |
| Bufab AB | &nbsp;&nbsp;34915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321695 |
| Bure Equity AB | &nbsp;&nbsp;13517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403649 |
| Camurus AB (b) | &nbsp;&nbsp;&nbsp;&nbsp;8577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545827 |
| Castellum AB (a) | 182306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2372939 |
| Catena AB | &nbsp;&nbsp;10928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553372 |
| Cibus Nordic Real Estate AB publ (a) | &nbsp;&nbsp;15201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298265 |
| Clas Ohlson AB Class B | &nbsp;&nbsp;10296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349380 |
| Cloetta AB Class B | &nbsp;&nbsp;48673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173847 |
| Corem Property Group AB Class B (a) | 130068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70968 |
| Creades AB Class A (a) | &nbsp;&nbsp;14930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117492 |
| Dios Fastigheter AB | &nbsp;&nbsp;40777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296295 |
| Dometic Group AB (a) (e) | 167924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697393 |
| Electrolux AB Class B (a) (b) | &nbsp;&nbsp;58515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413088 |
| Electrolux Professional AB Class B (a) | &nbsp;&nbsp;57720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405779 |
| Elekta AB Class B | &nbsp;&nbsp;98077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503022 |
| Embracer Group AB (a) (b) | &nbsp;&nbsp;37452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424255 |
| Engcon AB | &nbsp;&nbsp;12692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120123 |
| Epiroc AB Class A | 217654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4690898 |
| Epiroc AB Class B | 103062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1957339 |
| EQT AB (a) | 114784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3804695 |
| Essity AB Class B | 166457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4576065 |
| Evolution AB (e) | &nbsp;&nbsp;47052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3710682 |
| Fabege AB (a) | &nbsp;&nbsp;61293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544411 |
| Fastighets AB Balder Class B (b) | 205938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1518216 |
| FastPartner AB Class A | &nbsp;&nbsp;13270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80619 |
| Getinge AB Class B | &nbsp;&nbsp;60864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211481 |
| Granges AB | &nbsp;&nbsp;35420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450815 |
| H & M Hennes & Mauritz AB Class B (a) | 154512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154647 |
| Hemnet Group AB | &nbsp;&nbsp;23456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680762 |
| Hexagon AB Class B | 600745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5998373 |
| Hexatronic Group AB (a) (b) | &nbsp;&nbsp;64124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167200 |
| Hexpol AB | &nbsp;&nbsp;70177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675232 |
| HMS Networks AB (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378423 |
| Hoist Finance AB (e) | &nbsp;&nbsp;&nbsp;&nbsp;9870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86475 |
| Holmen AB Class B | &nbsp;&nbsp;19373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762691 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Hufvudstaden AB Class A | &nbsp;&nbsp;25389 | &nbsp;&nbsp;$329004 |
| Husqvarna AB Class B | &nbsp;&nbsp;84931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443708 |
| Industrivarden AB Class A | &nbsp;&nbsp;32340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164598 |
| Industrivarden AB Class C | &nbsp;&nbsp;41769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497573 |
| Indutrade AB | &nbsp;&nbsp;72202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1956115 |
| Instalco AB | &nbsp;&nbsp;81719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208362 |
| Intea Fastigheter AB | &nbsp;&nbsp;16385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133499 |
| Investment AB Latour Class B (a) | &nbsp;&nbsp;39397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030149 |
| Investor AB Class B (a) | 492094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14444650 |
| INVISIO AB | &nbsp;&nbsp;&nbsp;&nbsp;9060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339855 |
| Inwido AB | &nbsp;&nbsp;14516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320161 |
| JM AB (a) | &nbsp;&nbsp;35779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569512 |
| Kinnevik AB Class B (b) | &nbsp;&nbsp;64717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568236 |
| L E Lundbergforetagen AB Class B | &nbsp;&nbsp;26138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293406 |
| Lifco AB Class B | &nbsp;&nbsp;63585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2553968 |
| Lindab International AB (a) | &nbsp;&nbsp;17669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363562 |
| Loomis AB | &nbsp;&nbsp;18794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784069 |
| Medicover AB Class B | &nbsp;&nbsp;15499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409820 |
| MEKO AB | &nbsp;&nbsp;&nbsp;&nbsp;8779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99117 |
| Mildef Group AB | &nbsp;&nbsp;13758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286264 |
| MIPS AB | &nbsp;&nbsp;&nbsp;&nbsp;6305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293207 |
| Modern Times Group MTG AB Class B (b) | &nbsp;&nbsp;30302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381541 |
| Munters Group AB (e) | &nbsp;&nbsp;34357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497849 |
| Mycronic AB | &nbsp;&nbsp;42182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893176 |
| NCAB Group AB (b) | &nbsp;&nbsp;38365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190408 |
| NCC AB Class B | &nbsp;&nbsp;21013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388934 |
| New Wave Group AB Class B | &nbsp;&nbsp;23414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305377 |
| Nibe Industrier AB Class B (a) | 411197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1740503 |
| Nolato AB Class B | &nbsp;&nbsp;43985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267222 |
| Nordnet AB publ | &nbsp;&nbsp;36812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992685 |
| Norion Bank AB (b) | &nbsp;&nbsp;28130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149942 |
| NP3 Fastigheter AB (a) | &nbsp;&nbsp;&nbsp;&nbsp;8148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230836 |
| Nyfosa AB | &nbsp;&nbsp;39890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394279 |
| Pandox AB | &nbsp;&nbsp;28642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500087 |
| Paradox Interactive AB (a) | &nbsp;&nbsp;&nbsp;&nbsp;7501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149541 |
| Peab AB Class B | &nbsp;&nbsp;38686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314387 |
| Platzer Fastigheter Holding AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;9670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81070 |
| Ratos AB Class B | 176075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741221 |
| RaySearch Laboratories AB | &nbsp;&nbsp;12349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434076 |
| Rusta AB | &nbsp;&nbsp;11872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92306 |
| Saab AB Class B | &nbsp;&nbsp;87370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4836776 |
| Sagax AB Class B | &nbsp;&nbsp;58070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316117 |
| Samhallsbyggnadsbolaget i Norden AB (a) (b) | 170381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101223 |
| Sandvik AB | 313810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7141924 |
| Scandic Hotels Group AB (e) | &nbsp;&nbsp;37033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319994 |
| Sdiptech AB Class B (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154112 |
| Sectra AB Class B | &nbsp;&nbsp;36125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328192 |
| Securitas AB Class B | 135912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017916 |
| Skandinaviska Enskilda Banken AB Class A | 461113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7988097 |
| Skanska AB Class B | &nbsp;&nbsp;89921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2077626 |
| SKF AB Class B | &nbsp;&nbsp;90707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2066282 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| SkiStar AB | &nbsp;&nbsp;10880 | &nbsp;&nbsp;$176607 |
| SSAB AB Class A | &nbsp;&nbsp;51377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306416 |
| SSAB AB Class B (a) | 218616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281821 |
| Storskogen Group AB Class B | 326603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386732 |
| Storytel AB | &nbsp;&nbsp;24662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242599 |
| Surgical Science Sweden AB (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141286 |
| Svenska Cellulosa AB SCA Class B | 163688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2112569 |
| Svenska Handelsbanken AB Class A | 409602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5434627 |
| Svolder AB Class B | &nbsp;&nbsp;24332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141186 |
| Sweco AB Class B | &nbsp;&nbsp;52669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906333 |
| Swedbank AB Class A | 234234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6156679 |
| SwedenCare AB (a) | &nbsp;&nbsp;13025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59246 |
| Swedish Orphan Biovitrum AB (b) | &nbsp;&nbsp;52100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575508 |
| Synsam AB | &nbsp;&nbsp;29780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167173 |
| Tele2 AB Class B | 147478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2139347 |
| Telefonaktiebolaget LM Ericsson Class B | 793313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6737467 |
| Telia Co. AB | 627772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2237620 |
| Thule Group AB (e) | &nbsp;&nbsp;28133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802923 |
| Trelleborg AB Class B | &nbsp;&nbsp;56689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2094371 |
| Troax Group AB | &nbsp;&nbsp;&nbsp;&nbsp;8337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125618 |
| Truecaller AB Class B | &nbsp;&nbsp;86310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607677 |
| VBG Group AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;4204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114690 |
| Vimian Group AB (a) (b) | &nbsp;&nbsp;58507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245559 |
| Vitec Software Group AB Class B (a) | &nbsp;&nbsp;&nbsp;&nbsp;9071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454197 |
| Vitrolife AB (a) | &nbsp;&nbsp;17730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260451 |
| Volvo AB Class B | 458583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12770495 |
| Wallenstam AB Class B (a) | &nbsp;&nbsp;93866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474924 |
| Wihlborgs Fastigheter AB | &nbsp;&nbsp;73622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790264 |
| Xvivo Perfusion AB (b) | &nbsp;&nbsp;&nbsp;&nbsp;5791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171839 |
| Yubico AB (a) (b) | &nbsp;&nbsp;10248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146455 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205883536 |
| **SWITZERLAND — 3.0%** | **SWITZERLAND — 3.0%** | **SWITZERLAND — 3.0%** |
| ABB Ltd. | 448764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26672142 |
| Accelleron Industries AG | &nbsp;&nbsp;26869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1883530 |
| Adecco Group AG (a) | &nbsp;&nbsp;45441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346104 |
| Allreal Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;3974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929596 |
| ALSO Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;1574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530928 |
| Arbonia AG (a) | &nbsp;&nbsp;13793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92011 |
| Aryzta AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;6243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634104 |
| Autoneum Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137405 |
| Avolta AG | &nbsp;&nbsp;24365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316812 |
| Bachem Holding AG (a) | &nbsp;&nbsp;&nbsp;&nbsp;8980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654322 |
| Baloise Holding AG | &nbsp;&nbsp;11668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2744032 |
| Banque Cantonale Vaudoise | &nbsp;&nbsp;&nbsp;&nbsp;8015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920819 |
| Barry Callebaut AG (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030070 |
| Basilea Pharmaceutica Ag Allschwil (b) | &nbsp;&nbsp;&nbsp;&nbsp;3312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195350 |
| Belimo Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;2798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2840181 |
| BKW AG | &nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1213753 |
| Bossard Holding AG Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315859 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Bucher Industries AG | &nbsp;&nbsp;&nbsp;&nbsp;1773 | &nbsp;&nbsp;$877590 |
| Burckhardt Compression Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673902 |
| Burkhalter Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;2105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344310 |
| Bystronic AG (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186696 |
| Cembra Money Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;7983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999881 |
| Chocoladefabriken Lindt & Spruengli AG (d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4528266 |
| Chocoladefabriken Lindt & Spruengli AG (d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4982412 |
| Cie Financiere Richemont SA Class A | 152168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28569733 |
| Clariant AG | &nbsp;&nbsp;54858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580626 |
| Comet Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;2088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653680 |
| Daetwyler Holding AG Bearer Shares (a) | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323151 |
| DKSH Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;9519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736646 |
| dormakaba Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759611 |
| Dottikon Es Holding AG (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355393 |
| DSM-Firmenich AG | &nbsp;&nbsp;52019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5511499 |
| EFG International AG | &nbsp;&nbsp;21977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405857 |
| Emmi AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563867 |
| EMS-Chemie Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;1986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1494490 |
| Flughafen Zurich AG | &nbsp;&nbsp;&nbsp;&nbsp;5674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610960 |
| Forbo Holding AG (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263970 |
| Galderma Group AG | &nbsp;&nbsp;33670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4864384 |
| Galenica AG (e) | &nbsp;&nbsp;13490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471867 |
| Geberit AG | &nbsp;&nbsp;&nbsp;&nbsp;9569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7501327 |
| Georg Fischer AG | &nbsp;&nbsp;22154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1804883 |
| Givaudan SA | &nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12666614 |
| Helvetia Holding AG | &nbsp;&nbsp;10554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2467462 |
| Hiag Immobilien Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;1202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167012 |
| Huber & Suhner AG | &nbsp;&nbsp;&nbsp;&nbsp;3513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391020 |
| Implenia AG | &nbsp;&nbsp;&nbsp;&nbsp;3239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225835 |
| Inficon Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608191 |
| International Workplace Group PLC | 185466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530672 |
| Interroll Holding AG (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480560 |
| Intershop Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251533 |
| Julius Baer Group Ltd. | &nbsp;&nbsp;58311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3929400 |
| Kardex Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;1645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570377 |
| Komax Holding AG (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95827 |
| Kuehne & Nagel International AG | &nbsp;&nbsp;13846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2985761 |
| Kuros Biosciences AG (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216529 |
| Landis & Gyr Group AG (a) | &nbsp;&nbsp;&nbsp;&nbsp;6505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454369 |
| LEM Holding SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122438 |
| Logitech International SA | &nbsp;&nbsp;43052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3863863 |
| Lonza Group AG | &nbsp;&nbsp;20536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14576432 |
| Medacta Group SA (e) | &nbsp;&nbsp;&nbsp;&nbsp;1848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311560 |
| Medmix AG (e) | &nbsp;&nbsp;&nbsp;&nbsp;7663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116293 |
| Metall Zug AG Class B (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77827 |
| Mobilezone Holding AG (a) | &nbsp;&nbsp;&nbsp;&nbsp;8564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123081 |
| Mobimo Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;1932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787606 |
| OC Oerlikon Corp. AG Pfaffikon | &nbsp;&nbsp;40233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186507 |
| Partners Group Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;6453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8390521 |
| PSP Swiss Property AG | &nbsp;&nbsp;13042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2393764 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| R&S Group Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;5207 | &nbsp;&nbsp;$189048 |
| Rieter Holding AG (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58775 |
| Sandoz Group AG | 118319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6454034 |
| Schindler Holding AG (d) | &nbsp;&nbsp;11358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4209309 |
| Schindler Holding AG (d) | &nbsp;&nbsp;&nbsp;&nbsp;6645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400047 |
| Schweiter Technologies AG (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88567 |
| Sensirion Holding AG (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;2062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218893 |
| SFS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;4658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636671 |
| SGS SA | &nbsp;&nbsp;45772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4628952 |
| Siegfried Holding AG | &nbsp;&nbsp;10810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212730 |
| SIG Group AG | &nbsp;&nbsp;82508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519557 |
| Sika AG | &nbsp;&nbsp;43163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11680038 |
| SKAN Group AG | &nbsp;&nbsp;&nbsp;&nbsp;3808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342529 |
| Sonova Holding AG | &nbsp;&nbsp;14408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4278959 |
| Stadler Rail AG (a) | &nbsp;&nbsp;14559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357573 |
| Straumann Holding AG | &nbsp;&nbsp;32015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4164765 |
| Sulzer AG | &nbsp;&nbsp;&nbsp;&nbsp;5014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902016 |
| Sunrise Communications AG Class A | &nbsp;&nbsp;17880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004515 |
| Swatch Group AG Bearer Shares (a) | &nbsp;&nbsp;&nbsp;&nbsp;7639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238938 |
| Swiss Life Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;8168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8235725 |
| Swiss Prime Site AG | &nbsp;&nbsp;22558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3366697 |
| Swisscom AG | &nbsp;&nbsp;&nbsp;&nbsp;7260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5130339 |
| Swissquote Group Holding SA | &nbsp;&nbsp;&nbsp;&nbsp;3051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722512 |
| Tecan Group AG | &nbsp;&nbsp;&nbsp;&nbsp;3460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703302 |
| Temenos AG | &nbsp;&nbsp;16030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142842 |
| TX Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208261 |
| u-blox Holding AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;1683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210375 |
| UBS Group AG | 930981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31403065 |
| Valiant Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;4180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634352 |
| VAT Group AG (e) | &nbsp;&nbsp;&nbsp;&nbsp;7643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3213709 |
| Vetropack Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;3464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139039 |
| Vontobel Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;7507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604521 |
| Ypsomed Holding AG (a) | &nbsp;&nbsp;&nbsp;&nbsp;1084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575364 |
| Zehnder Group AG | &nbsp;&nbsp;&nbsp;&nbsp;3018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254028 |
| Zurich Insurance Group AG | &nbsp;&nbsp;41428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28864282 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302507402 |
| **TAIWAN — 5.5%** | **TAIWAN — 5.5%** | **TAIWAN — 5.5%** |
| Ability Opto-Electronics Technology Co. Ltd. | &nbsp;&nbsp;39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167551 |
| AcBel Polytech, Inc. | 176775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157640 |
| Accton Technology Corp. (a) | 154000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3848418 |
| Acer, Inc. (a) | 804000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833945 |
| Acter Group Corp. Ltd. | &nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449045 |
| ADATA Technology Co. Ltd. (b) | &nbsp;&nbsp;72839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233388 |
| Advanced Echem Materials Co. Ltd. (a) | &nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525811 |
| Advanced Energy Solution Holding Co. Ltd. | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362865 |
| Advanced Wireless Semiconductor Co. | &nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88002 |
| Advancetek Enterprise Co. Ltd. | &nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127988 |
| Advantech Co. Ltd. | 129855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511389 |
| Airoha Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163289 |
| Alchip Technologies Ltd. | &nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2224942 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

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| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| All Ring Tech Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;$456388 |
| Allied Supreme Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51657 |
| Allis Electric Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;41810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155292 |
| Ambassador Hotel | &nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57432 |
| Andes Technology Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111084 |
| AP Memory Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307066 |
| Apex Dynamics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277283 |
| Arcadyan Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250433 |
| Ardentec Corp. | &nbsp;&nbsp;&nbsp;109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282836 |
| ASE Technology Holding Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;943325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4763126 |
| Asia Cement Corp. | &nbsp;&nbsp;&nbsp;653000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953391 |
| Asia Optical Co., Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;92000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431467 |
| Asia Vital Components Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;90502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2301896 |
| ASMedia Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849993 |
| ASPEED Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526873 |
| ASROCK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112556 |
| Asustek Computer, Inc. (a) | &nbsp;&nbsp;&nbsp;209000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4607559 |
| AUO Corp. (a) | 2045800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864906 |
| AURAS Technology Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438861 |
| BES Engineering Corp. | &nbsp;&nbsp;&nbsp;298000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116295 |
| Bizlink Holding, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357984 |
| Bora Pharmaceuticals Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372431 |
| Brighton-Best International Taiwan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78913 |
| C Sun Manufacturing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;41000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211933 |
| Caliway Biopharmaceuticals Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289196 |
| Capital Securities Corp. | &nbsp;&nbsp;&nbsp;343000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230138 |
| Catcher Technology Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233740 |
| Cathay Financial Holding Co. Ltd. (a) | 2912606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6261525 |
| Cathay Real Estate Development Co. Ltd. | &nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79899 |
| Center Laboratories, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;95592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125004 |
| Central Reinsurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56977 |
| Century Iron & Steel Industrial Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;51000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413768 |
| Chailease Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;424652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1838918 |
| Chang Hwa Commercial Bank Ltd. | 2129048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362906 |
| Chang Wah Electromaterials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50733 |
| Chang Wah Technology Co. Ltd. | &nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162099 |
| Channel Well Technology Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;59000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163597 |
| Charoen Pokphand Enterprise | &nbsp;&nbsp;&nbsp;&nbsp;38500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168039 |
| Chenbro Micom Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350096 |
| Cheng Loong Corp. | &nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334383 |
| Cheng Shin Rubber Industry Co. Ltd. | &nbsp;&nbsp;&nbsp;505000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653464 |
| Cheng Uei Precision Industry Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;59000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104621 |
| Chenming Electronic Technology Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117486 |
| Chicony Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp;181491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807676 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Chicony Power Technology Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;$98436 |
| Chief Telecom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152318 |
| China Airlines Ltd. | 1001000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740162 |
| China Bills Finance Corp. | &nbsp;&nbsp;&nbsp;288000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146899 |
| China Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;83000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174740 |
| China Petrochemical Development Corp. (b) | &nbsp;&nbsp;&nbsp;734221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164378 |
| China Steel Chemical Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110229 |
| China Steel Corp. (a) | 3341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150171 |
| Chipbond Technology Corp. | &nbsp;&nbsp;&nbsp;142000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259578 |
| ChipMOS Technologies, Inc. | &nbsp;&nbsp;&nbsp;103000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95024 |
| Chong Hong Construction Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116391 |
| Chroma ATE, Inc. | &nbsp;&nbsp;&nbsp;136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060112 |
| Chung Hung Steel Corp. | &nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107319 |
| Chung Hwa Pulp Corp. (b) | &nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96536 |
| Chung-Hsin Electric & Machinery Manufacturing Corp. | &nbsp;&nbsp;&nbsp;107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593386 |
| Chunghwa Precision Test Tech Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200568 |
| Chunghwa Telecom Co. Ltd. | 1119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5171334 |
| Cleanaway Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87224 |
| Clevo Co. | &nbsp;&nbsp;&nbsp;&nbsp;89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135883 |
| Compal Electronics, Inc. | 1153000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144632 |
| Compeq Manufacturing Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568852 |
| Continental Holdings Corp. | &nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87361 |
| Coretronic Corp. | &nbsp;&nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78646 |
| Crowell Development Corp. | &nbsp;&nbsp;&nbsp;&nbsp;88000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93688 |
| CSBC Corp. Taiwan (b) | &nbsp;&nbsp;&nbsp;161954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100902 |
| CTBC Financial Holding Co. Ltd. | 4999009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7478320 |
| CTCI Corp. | &nbsp;&nbsp;&nbsp;119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106119 |
| CyberPower Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70793 |
| Da-Li Development Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;57596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95527 |
| Daxin Materials Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146789 |
| Delpha Construction Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;76000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80522 |
| Delta Electronics, Inc. | &nbsp;&nbsp;&nbsp;546630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7728269 |
| Depo Auto Parts Ind Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216332 |
| Dynapack International Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673080 |
| E Ink Holdings, Inc. | &nbsp;&nbsp;&nbsp;244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845954 |
| E.Sun Financial Holding Co. Ltd. | 4420026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4970487 |
| Eclat Textile Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;51182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718356 |
| ECOVE Environment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256744 |
| EirGenix, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153437 |
| Elan Microelectronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357695 |
| Elite Advanced Laser Corp. | &nbsp;&nbsp;&nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228947 |
| Elite Material Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;83000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2506025 |
| Elite Semiconductor Microelectronics Technology, Inc. | &nbsp;&nbsp;&nbsp;103000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192517 |
| eMemory Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373408 |
| Ennoconn Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288207 |
| Ennostar, Inc. | &nbsp;&nbsp;&nbsp;141000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170868 |
| Eternal Materials Co. Ltd. | &nbsp;&nbsp;&nbsp;186000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152814 |
| Eva Airways Corp. | &nbsp;&nbsp;&nbsp;800121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092867 |

---

*See accompanying notes to financial statements.* 

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[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

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| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Evergreen Aviation Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39000 | &nbsp;&nbsp;$140182 |
| Evergreen International Storage & Transport Corp. | &nbsp;&nbsp;&nbsp;&nbsp;59000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68367 |
| Evergreen Marine Corp. Taiwan Ltd. (a) | &nbsp;&nbsp;&nbsp;337673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300319 |
| EVERGREEN Steel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110571 |
| Everlight Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216281 |
| Far Eastern Department Stores Ltd. | &nbsp;&nbsp;&nbsp;162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119232 |
| Far Eastern International Bank | &nbsp;&nbsp;&nbsp;538921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237987 |
| Far Eastern New Century Corp. | &nbsp;&nbsp;&nbsp;749620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844259 |
| Far EasTone Telecommunications Co. Ltd. | &nbsp;&nbsp;&nbsp;491000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506011 |
| Faraday Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;53738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341243 |
| Farglory Land Development Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;76000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166767 |
| Feng Hsin Steel Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;99000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222320 |
| Feng TAY Enterprise Co. Ltd. | &nbsp;&nbsp;&nbsp;130067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545434 |
| First Financial Holding Co. Ltd. | 3587695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3567799 |
| Fitipower Integrated Technology, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;17544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131226 |
| FLEXium Interconnect, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126975 |
| FocalTech Systems Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97299 |
| Formosa Chemicals & Fibre Corp. (a) | 1069000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838015 |
| Formosa International Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104888 |
| Formosa Plastics Corp. (a) | 1172000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1398199 |
| Formosa Sumco Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56432 |
| Formosa Taffeta Co. Ltd. | &nbsp;&nbsp;&nbsp;154000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82240 |
| Fortune Electric Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;39600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763207 |
| Fositek Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333562 |
| Foxconn Technology Co. Ltd. | &nbsp;&nbsp;&nbsp;237180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515573 |
| Foxsemicon Integrated Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193499 |
| Fubon Financial Holding Co. Ltd. | 2401612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7177212 |
| Fulgent Sun International Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;34300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122701 |
| Fusheng Precision Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244009 |
| G Shank Enterprise Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102225 |
| General Interface Solution GIS Holding Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71560 |
| Genius Electronic Optical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277541 |
| Getac Holdings Corp. | &nbsp;&nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398980 |
| Giant Manufacturing Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;69994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259974 |
| Gigabyte Technology Co. Ltd. | &nbsp;&nbsp;&nbsp;144000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395043 |
| Global Brands Manufacture Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;72000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219855 |
| Global Mixed Mode Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118034 |
| Global Unichip Corp. | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474223 |
| Globalwafers Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774083 |
| Gloria Material Technology Corp. (a) | &nbsp;&nbsp;&nbsp;174000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206391 |
| Gold Circuit Electronics Ltd. | &nbsp;&nbsp;&nbsp;127100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283531 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Goldsun Building Materials Co. Ltd. | &nbsp;&nbsp;&nbsp;181715 | &nbsp;&nbsp;$243535 |
| Gourmet Master Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83904 |
| Grand Process Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223881 |
| Grape King Bio Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124589 |
| Great Tree Pharmacy Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85956 |
| Great Wall Enterprise Co. Ltd. | &nbsp;&nbsp;&nbsp;559688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262613 |
| Greatek Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148141 |
| Gudeng Precision Industrial Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151973 |
| Hannstar Board Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63917 |
| HannStar Display Corp. (b) | &nbsp;&nbsp;&nbsp;471000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114799 |
| HD Renewable Energy Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136759 |
| Highwealth Construction Corp. | &nbsp;&nbsp;&nbsp;311801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441892 |
| Hiwin Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;72034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517840 |
| Hiyes International Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55867 |
| Hon Hai Precision Industry Co. Ltd. | 3561320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19627979 |
| Hota Industrial Manufacturing Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67075 |
| Hotai Finance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;58080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133807 |
| Hotai Motor Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;86260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665433 |
| Hsin Kuang Steel Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59120 |
| HTC Corp. (b) | &nbsp;&nbsp;&nbsp;166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224178 |
| Hu Lane Associate, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59983 |
| HUA ENG Wire & Cable Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153362 |
| Hua Nan Financial Holdings Co. Ltd. (a) | 2430453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2263054 |
| Huaku Development Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;57200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209517 |
| Hwang Chang General Contractor Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;56673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156757 |
| IBF Financial Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;700125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322357 |
| I-Chiun Precision Industry Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180696 |
| Innodisk Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212750 |
| Innolux Corp. (a) | 2204168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882814 |
| International Games System Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;72000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2114747 |
| Inventec Corp. | &nbsp;&nbsp;&nbsp;732000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059962 |
| ITE Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159284 |
| ITEQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108024 |
| ITH Corp. (b) | &nbsp;&nbsp;&nbsp;167000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305850 |
| J&V Energy Technology Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123511 |
| Jentech Precision Industrial Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;22999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1188843 |
| Johnson Health Tech Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225695 |
| JPC connectivity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84674 |
| JSL Construction & Development Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;30210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81389 |
| Kaori Heat Treatment Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307921 |
| Kenda Rubber Industrial Co. Ltd. | &nbsp;&nbsp;&nbsp;123901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92251 |
| Kenmec Mechanical Engineering Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;39220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85926 |
| Kerry TJ Logistics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26652 |
| KGI Financial Holding Co. Ltd. | 4520908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313692 |
| Kindom Development Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;76300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131642 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| King Slide Works Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;$1114610 |
| King Yuan Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp;301000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051006 |
| King's Town Bank Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396139 |
| Kinik Co. | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230402 |
| Kinpo Electronics | &nbsp;&nbsp;&nbsp;293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203110 |
| Kinsus Interconnect Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174781 |
| L&K Engineering Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;54315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569887 |
| Lai Yih Footwear Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162947 |
| LandMark Optoelectronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313912 |
| Largan Precision Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2281254 |
| Lian HWA Food Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116394 |
| Lien Hwa Industrial Holdings Corp. | &nbsp;&nbsp;&nbsp;215485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317193 |
| Lite-On Technology Corp. | &nbsp;&nbsp;&nbsp;575419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2176633 |
| Lotes Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;23337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078493 |
| Lotus Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;49000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371543 |
| Lumosa Therapeutics Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;24465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122694 |
| LuxNet Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;31541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194351 |
| M31 Technology Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86266 |
| Machvision, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440367 |
| Macronix International Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;499000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362993 |
| Makalot Industrial Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;53118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429134 |
| Marketech International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226448 |
| MediaTek, Inc. | &nbsp;&nbsp;&nbsp;431000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18442763 |
| Medigen Vaccine Biologics Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;61041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87867 |
| Mega Financial Holding Co. Ltd. (a) | 3593019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5049070 |
| Mercuries Life Insurance Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;722893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123237 |
| Merida Industry Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186875 |
| Merry Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;65071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245030 |
| Microbio Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;187790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147856 |
| Micro-Star International Co. Ltd. | &nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203529 |
| Mitac Holdings Corp. (b) | &nbsp;&nbsp;&nbsp;239160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544439 |
| momo.com, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165754 |
| MPI Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035191 |
| Nan Kang Rubber Tire Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83486 |
| Nan Pao Resins Chemical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276821 |
| Nan Ya Plastics Corp. | 1674000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1564432 |
| Nan Ya Printed Circuit Board Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191702 |
| Nanya Technology Corp. (b) | &nbsp;&nbsp;&nbsp;351000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615199 |
| Nien Made Enterprise Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613789 |
| North-Star International Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58248 |
| Novatek Microelectronics Corp. | &nbsp;&nbsp;&nbsp;164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3059701 |
| Nuvoton Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108900 |
| O-Bank Co. Ltd. | &nbsp;&nbsp;&nbsp;312000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98581 |
| Oneness Biotech Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;75334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162985 |
| Orient Semiconductor Electronics Ltd. | &nbsp;&nbsp;&nbsp;121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159058 |
| Pan Jit International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106121 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Pan-International Industrial Corp. (a) | &nbsp;&nbsp;&nbsp;108000 | &nbsp;&nbsp;$148254 |
| Parade Technologies Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367246 |
| Pegatron Corp. | &nbsp;&nbsp;&nbsp;535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406545 |
| Pegavision Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134785 |
| PharmaEssentia Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369437 |
| Phison Electronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170889 |
| Phoenix Silicon International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158873 |
| Pixart Imaging, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235691 |
| Polaris Group (b) | &nbsp;&nbsp;&nbsp;108727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143669 |
| Posiflex Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296796 |
| Pou Chen Corp. (b) | &nbsp;&nbsp;&nbsp;543000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575306 |
| Powerchip Semiconductor Manufacturing Corp. (b) | &nbsp;&nbsp;&nbsp;886000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467082 |
| Powertech Technology, Inc. | &nbsp;&nbsp;&nbsp;193000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868804 |
| Poya International Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;12456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214053 |
| President Chain Store Corp. | &nbsp;&nbsp;&nbsp;162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1422463 |
| President Securities Corp. | &nbsp;&nbsp;&nbsp;167320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129162 |
| Primax Electronics Ltd. | &nbsp;&nbsp;&nbsp;132000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329413 |
| Prince Housing & Development Corp. | &nbsp;&nbsp;&nbsp;113000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35859 |
| Promate Electronic Co. Ltd. | &nbsp;&nbsp;&nbsp;114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297761 |
| Qisda Corp. | &nbsp;&nbsp;&nbsp;341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304089 |
| Quanta Computer, Inc. | &nbsp;&nbsp;&nbsp;766000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7197967 |
| Quanta Storage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185222 |
| Radiant Opto-Electronics Corp. | &nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529491 |
| Raydium Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175407 |
| Realtek Semiconductor Corp. | &nbsp;&nbsp;&nbsp;138000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678557 |
| Ruentex Development Co. Ltd. | &nbsp;&nbsp;&nbsp;368416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375201 |
| Ruentex Engineering & Construction Co. | &nbsp;&nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91993 |
| Ruentex Industries Ltd. (a) | &nbsp;&nbsp;&nbsp;136295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249616 |
| Run Long Construction Co. Ltd. | &nbsp;&nbsp;&nbsp;115236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118936 |
| Sakura Development Co. Ltd. | &nbsp;&nbsp;&nbsp;102193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232638 |
| Sanyang Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;154000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327379 |
| Scientech Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212584 |
| Sercomm Corp. | &nbsp;&nbsp;&nbsp;&nbsp;63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204882 |
| Shanghai Commercial & Savings Bank Ltd. | 1170492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859196 |
| Shihlin Electric & Engineering Corp. | &nbsp;&nbsp;&nbsp;&nbsp;54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331816 |
| Shin Kong Financial Holding Co. Ltd. (b) | 4262719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648936 |
| Shin Zu Shing Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;34820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255679 |
| Shinfox Energy Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;20027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55120 |
| Shinkong Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177804 |
| Shinkong Synthetic Fibers Corp. | &nbsp;&nbsp;&nbsp;294000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122282 |
| Shiny Chemical Industrial Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138503 |
| ShunSin Technology Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48097 |
| Sigurd Microelectronics Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;99078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268961 |
| Silicon Integrated Systems Corp. | &nbsp;&nbsp;&nbsp;&nbsp;74750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123850 |
| Simplo Technology Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;47000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619437 |
| Sinbon Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486187 |
| Sincere Navigation Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66113 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Sino-American Silicon Products, Inc. | &nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;$468814 |
| Sinon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95757 |
| SinoPac Financial Holdings Co. Ltd. | 2983917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2471956 |
| Sinyi Realty, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30932 |
| Sitronix Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166370 |
| Soft-World International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114474 |
| Solar Applied Materials Technology Corp. | &nbsp;&nbsp;&nbsp;100205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186264 |
| Solomon Technology Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135509 |
| Sporton International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119106 |
| Sports Gear Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91144 |
| Standard Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;51417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57644 |
| Starlux Airlines Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448685 |
| Sunonwealth Electric Machine Industry Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185780 |
| Supreme Electronics Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;151473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233079 |
| Synmosa Biopharma Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900 |
| Synnex Technology International Corp. | &nbsp;&nbsp;&nbsp;386550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852178 |
| Systex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;72000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257565 |
| TA Chen Stainless Pipe | &nbsp;&nbsp;&nbsp;532586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631730 |
| Ta Ya Electric Wire & Cable | &nbsp;&nbsp;&nbsp;205008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265980 |
| Taichung Commercial Bank Co. Ltd. | 1015580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763110 |
| TaiMed Biologics, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;49971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155668 |
| Tainan Spinning Co. Ltd. | &nbsp;&nbsp;&nbsp;262000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119735 |
| Taishin Financial Holding Co. Ltd. (a) | 3294743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1776400 |
| Taiwan Business Bank | 2077868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091855 |
| Taiwan Cogeneration Corp. | &nbsp;&nbsp;&nbsp;231124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353269 |
| Taiwan Cooperative Financial Holding Co. Ltd. | 3017776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2556824 |
| Taiwan Fertilizer Co. Ltd. | &nbsp;&nbsp;&nbsp;146000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265391 |
| Taiwan Glass Industry Corp. (a) (b) | &nbsp;&nbsp;&nbsp;164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89826 |
| Taiwan High Speed Rail Corp. | &nbsp;&nbsp;&nbsp;514000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497073 |
| Taiwan Hon Chuan Enterprise Co. Ltd. | &nbsp;&nbsp;&nbsp;103246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558430 |
| Taiwan Mobile Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;489000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925065 |
| Taiwan Paiho Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;81000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149733 |
| Taiwan Sakura Corp. | &nbsp;&nbsp;&nbsp;&nbsp;67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196101 |
| Taiwan Secom Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188279 |
| Taiwan Semiconductor Manufacturing Co. Ltd. (a) | 6989000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253606052 |
| Taiwan Shin Kong Security Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46938 |
| Taiwan Speciality Chemicals Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;31000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245139 |
| Taiwan Surface Mounting Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220731 |
| Taiwan Union Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428334 |
| Tatung Co. Ltd. | &nbsp;&nbsp;&nbsp;363850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494483 |
| TCC Group Holdings Co. Ltd. (a) | 1820590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589246 |
| Teco Electric & Machinery Co. Ltd. | &nbsp;&nbsp;&nbsp;342000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553766 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Test Research, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;$219910 |
| Thinking Electronic Industrial Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117931 |
| Tigerair Taiwan Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201356 |
| Ton Yi Industrial Corp. | &nbsp;&nbsp;&nbsp;282000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189693 |
| Tong Hsing Electronic Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;40480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148273 |
| Tong Yang Industry Co. Ltd. | &nbsp;&nbsp;&nbsp;109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366418 |
| Topco Scientific Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;39097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367388 |
| Topkey Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51349 |
| Transcend Information, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175459 |
| Tripod Technology Corp. | &nbsp;&nbsp;&nbsp;126000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067541 |
| TSRC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35639 |
| TTY Biopharm Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;79000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204450 |
| Tung Ho Steel Enterprise Corp. | &nbsp;&nbsp;&nbsp;102560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222941 |
| TXC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182103 |
| U-Ming Marine Transport Corp. | &nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198822 |
| Unimicron Technology Corp. | &nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443927 |
| Union Bank of Taiwan | &nbsp;&nbsp;&nbsp;456113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279489 |
| Uni-President Enterprises Corp. | 1533880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4253193 |
| Unitech Printed Circuit Board Corp. (b) | &nbsp;&nbsp;&nbsp;333201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279454 |
| United Integrated Services Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471553 |
| United Microelectronics Corp. (a) | 3237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4897830 |
| Universal Cement Corp. | &nbsp;&nbsp;&nbsp;125021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119192 |
| Universal Microwave Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220594 |
| Universal Vision Biotechnology Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79972 |
| UPI Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83185 |
| Vanguard International Semiconductor Corp. (a) | &nbsp;&nbsp;&nbsp;319493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099173 |
| Via Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80392 |
| VisEra Technologies Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166421 |
| Visual Photonics Epitaxy Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;57000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243907 |
| Voltronic Power Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785020 |
| Wah Lee Industrial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;32360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104794 |
| Walsin Lihwa Corp. | &nbsp;&nbsp;&nbsp;949654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702195 |
| Walsin Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175335 |
| Wan Hai Lines Ltd. (a) | &nbsp;&nbsp;&nbsp;185570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565375 |
| Win Semiconductors Corp. | &nbsp;&nbsp;&nbsp;&nbsp;73000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216661 |
| Winbond Electronics Corp. (b) | &nbsp;&nbsp;&nbsp;747345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515507 |
| WinWay Technology Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310318 |
| Wisdom Marine Lines Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;77000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142866 |
| Wistron Corp. | &nbsp;&nbsp;&nbsp;854842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3584765 |
| Wiwynn Corp. | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2858072 |
| WNC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;86792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360990 |
| Wowprime Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112013 |
| WPG Holdings Ltd. | &nbsp;&nbsp;&nbsp;453480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089768 |
| WT Microelectronics Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;189711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834515 |
| XinTec, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247415 |
| Yageo Corp. (a) | &nbsp;&nbsp;&nbsp;117560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951821 |
| Yang Ming Marine Transport Corp. (a) | &nbsp;&nbsp;&nbsp;597000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453057 |
| Yankey Engineering Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244021 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| YFY, Inc. | &nbsp;&nbsp;&nbsp;199000 | &nbsp;&nbsp;$156001 |
| Yieh Phui Enterprise Co. Ltd. | &nbsp;&nbsp;&nbsp;453384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237463 |
| Yuanta Financial Holding Co. Ltd. (a) | 2931479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3427017 |
| Yulon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;66168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233305 |
| Yulon Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;122712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141355 |
| Yungshin Construction & Development Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55405 |
| Zhen Ding Technology Holding Ltd. (a) | &nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653670 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550440715 |
| **TANZANIA, UNITED REPUBLIC OF — 0.0% <sup>\*</sup>** | **TANZANIA, UNITED REPUBLIC OF — 0.0% <sup>\*</sup>** | **TANZANIA, UNITED REPUBLIC OF — 0.0% <sup>\*</sup>** |
| Helios Towers PLC (b) | &nbsp;&nbsp;&nbsp;168896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281439 |
| **THAILAND — 0.3%** | **THAILAND — 0.3%** | **THAILAND — 0.3%** |
| Advanced Info Service PCL | &nbsp;&nbsp;&nbsp;343400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2936600 |
| AEON Thana Sinsap Thailand PCL | &nbsp;&nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29992 |
| Airports of Thailand PCL | 1046400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973695 |
| Amata Corp. PCL | &nbsp;&nbsp;&nbsp;&nbsp;98300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42333 |
| AP Thailand PCL | &nbsp;&nbsp;&nbsp;621274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119444 |
| Asia Aviation PCL NVDR (a) (b) | 2785646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94258 |
| B Grimm Power PCL | &nbsp;&nbsp;&nbsp;246100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78731 |
| Bangchak Corp. PCL | &nbsp;&nbsp;&nbsp;206300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193552 |
| Bangkok Airways PCL | &nbsp;&nbsp;&nbsp;214800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80611 |
| Bangkok Chain Hospital PCL | &nbsp;&nbsp;&nbsp;467800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184192 |
| Bangkok Commercial Asset Management PCL | &nbsp;&nbsp;&nbsp;256500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56020 |
| Bangkok Dusit Medical Services PCL Class F | 3523400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2254369 |
| Bangkok Expressway & Metro PCL | 1659300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243979 |
| Bangkok Life Assurance PCL | &nbsp;&nbsp;&nbsp;&nbsp;55700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26386 |
| Bangkok Life Assurance PCL NVDR | &nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142116 |
| Banpu PCL | 1840732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227623 |
| BCPG PCL | &nbsp;&nbsp;&nbsp;256000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44886 |
| Berli Jucker PCL | &nbsp;&nbsp;&nbsp;342400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201172 |
| Betagro PCL | &nbsp;&nbsp;&nbsp;135600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76750 |
| BTS Group Holdings PCL (a) (b) | 1612000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178512 |
| Bumrungrad Hospital PCL | &nbsp;&nbsp;&nbsp;198800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853081 |
| Cal-Comp Electronics Thailand PCL Class F (a) | &nbsp;&nbsp;&nbsp;904100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151570 |
| Carabao Group PCL | &nbsp;&nbsp;&nbsp;&nbsp;69500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104756 |
| Central Pattana PCL | &nbsp;&nbsp;&nbsp;518900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738236 |
| Central Plaza Hotel PCL | &nbsp;&nbsp;&nbsp;&nbsp;96000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71464 |
| CH Karnchang PCL | &nbsp;&nbsp;&nbsp;146300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50854 |
| Charoen Pokphand Foods PCL | 1330600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941402 |
| Chularat Hospital PCL | &nbsp;&nbsp;&nbsp;887900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41515 |
| CK Power PCL | &nbsp;&nbsp;&nbsp;&nbsp;64900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4432 |
| Com7 PCL Class F | &nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162187 |
| CP ALL PCL | 1685800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2281700 |
| CP Axtra PCL | &nbsp;&nbsp;&nbsp;417587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229932 |
| Delta Electronics Thailand PCL | &nbsp;&nbsp;&nbsp;837400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472885 |
| Electricity Generating PCL | &nbsp;&nbsp;&nbsp;&nbsp;49100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152547 |
| Energy Absolute PCL (a) (b) | &nbsp;&nbsp;&nbsp;755626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57645 |
| Global Power Synergy PCL | &nbsp;&nbsp;&nbsp;472600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425225 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Gulf Development PCL (b) | 1223653 | &nbsp;&nbsp;$1458578 |
| Hana Microelectronics PCL | &nbsp;&nbsp;&nbsp;&nbsp;82100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49247 |
| Home Product Center PCL | 1184900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236916 |
| Ichitan Group PCL | &nbsp;&nbsp;&nbsp;565100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175568 |
| IRPC PCL | 1621600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37910 |
| I-TAIL Corp. PCL | &nbsp;&nbsp;&nbsp;&nbsp;86200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30758 |
| Jasmine Technology Solution PCL (b) | &nbsp;&nbsp;&nbsp;141000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147468 |
| JMT Network Services PCL (a) | &nbsp;&nbsp;&nbsp;142100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38903 |
| Kasikornbank PCL | &nbsp;&nbsp;&nbsp;157800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745101 |
| KCE Electronics PCL | &nbsp;&nbsp;&nbsp;142900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80002 |
| Kiatnakin Phatra Bank PCL | &nbsp;&nbsp;&nbsp;&nbsp;25400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35355 |
| Krung Thai Bank PCL | 1099200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720205 |
| Land & Houses PCL | 1692400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178045 |
| MBK PCL | &nbsp;&nbsp;&nbsp;133987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70067 |
| Mega Lifesciences PCL | &nbsp;&nbsp;&nbsp;&nbsp;50300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39842 |
| Minor International PCL | &nbsp;&nbsp;&nbsp;761417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543388 |
| Muangthai Capital PCL | &nbsp;&nbsp;&nbsp;156000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169154 |
| Osotspa PCL | &nbsp;&nbsp;&nbsp;292600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135010 |
| Plan B Media PCL | &nbsp;&nbsp;&nbsp;288360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43641 |
| PTT Exploration & Production PCL | &nbsp;&nbsp;&nbsp;361000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215965 |
| PTT Global Chemical PCL | &nbsp;&nbsp;&nbsp;451400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276321 |
| PTT Oil & Retail Business PCL | 1143500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397479 |
| PTT PCL | 2792400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2576906 |
| Quality Houses PCL | &nbsp;&nbsp;&nbsp;981000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38626 |
| Ratch Group PCL | &nbsp;&nbsp;&nbsp;219100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163101 |
| Regional Container Lines PCL | &nbsp;&nbsp;&nbsp;&nbsp;47800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37862 |
| Sansiri PCL | 1966900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77445 |
| SCB X PCL | &nbsp;&nbsp;&nbsp;486900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1759857 |
| SCG Packaging PCL | &nbsp;&nbsp;&nbsp;989700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517550 |
| Siam Cement PCL | &nbsp;&nbsp;&nbsp;179465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927446 |
| Siam Global House PCL (a) | &nbsp;&nbsp;&nbsp;997753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153459 |
| SISB PCL (a) | &nbsp;&nbsp;&nbsp;587100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261866 |
| Sri Trang Agro-Industry PCL | &nbsp;&nbsp;&nbsp;199100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72882 |
| Sri Trang Gloves Thailand PCL | &nbsp;&nbsp;&nbsp;169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31452 |
| Srisawad Corp. PCL | &nbsp;&nbsp;&nbsp;172062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85214 |
| Star Petroleum Refining PCL | &nbsp;&nbsp;&nbsp;208500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32389 |
| Supalai PCL | &nbsp;&nbsp;&nbsp;253900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113248 |
| Thai Life Insurance PCL | 1240100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381467 |
| Thai Oil PCL | &nbsp;&nbsp;&nbsp;295557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245474 |
| Thai Union Group PCL | &nbsp;&nbsp;&nbsp;372800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118117 |
| Thai Vegetable Oil PCL | &nbsp;&nbsp;&nbsp;&nbsp;91960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60253 |
| Thanachart Capital PCL | &nbsp;&nbsp;&nbsp;&nbsp;32400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45597 |
| TIDLOR Holdings PCL | &nbsp;&nbsp;&nbsp;262474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121917 |
| Tipco Asphalt PCL | &nbsp;&nbsp;&nbsp;&nbsp;85400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35727 |
| Tisco Financial Group PCL | &nbsp;&nbsp;&nbsp;261100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777065 |
| TMBThanachart Bank PCL | 2553000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148427 |
| TOA Paint Thailand PCL | &nbsp;&nbsp;&nbsp;&nbsp;51700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17494 |
| TPI Polene PCL | 1118800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28221 |
| TPI Polene Power PCL | &nbsp;&nbsp;&nbsp;409400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26950 |
| True Corp. PCL (a) (b) | 2322870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793136 |
| TTW PCL | &nbsp;&nbsp;&nbsp;540600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143844 |
| VGI PCL (b) | &nbsp;&nbsp;&nbsp;967590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62504 |
| WHA Corp. PCL | 1565200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152145 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33757216 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **TURKEY — 0.2%** | **TURKEY — 0.2%** | **TURKEY — 0.2%** |
| Ahlatci Dogal Gaz Dagitim Enerji VE Yatirim AS | &nbsp;&nbsp;&nbsp;116279 | &nbsp;&nbsp;$81409 |
| Akbank TAS | &nbsp;&nbsp;&nbsp;835125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431277 |
| Akfen Yenilenebilir Enerji AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;92883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37136 |
| Aksa Akrilik Kimya Sanayii AS | &nbsp;&nbsp;&nbsp;280824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64784 |
| Aksa Enerji Uretim AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;69891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58556 |
| Alarko Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;37401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77916 |
| Anadolu Anonim Turk Sigorta Sirketi | &nbsp;&nbsp;&nbsp;&nbsp;44330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103602 |
| Anadolu Efes Biracilik Ve Malt Sanayii AS | &nbsp;&nbsp;&nbsp;861180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323969 |
| Arcelik AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;48914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150576 |
| Aselsan Elektronik Sanayi Ve Ticaret AS | &nbsp;&nbsp;&nbsp;373368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414902 |
| Astor Transformator Enerji Turizm Insaat Ve Petrol Sanayi Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;95516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223107 |
| Aygaz AS | &nbsp;&nbsp;&nbsp;&nbsp;35787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115113 |
| Baticim Bati Anadolu Cimento Sanayii AS (b) | &nbsp;&nbsp;&nbsp;415617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47835 |
| BIM Birlesik Magazalar AS | &nbsp;&nbsp;&nbsp;126852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1577143 |
| Borusan Birlesik Boru Fabrikalari Sanayi ve Ticaret AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;12885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104586 |
| Cimsa Cimento Sanayi VE Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;63005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75998 |
| Coca-Cola Icecek AS | &nbsp;&nbsp;&nbsp;214896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265694 |
| Destek Finans Faktoring AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;32474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299291 |
| Dogan Sirketler Grubu Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;36502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14282 |
| Dogus Otomotiv Servis ve Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;17178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75198 |
| EGE Endustri VE Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49175 |
| EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;39802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43689 |
| Eldorado Gold Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097017 |
| Emlak Konut Gayrimenkul Yatirim Ortakligi AS REIT | &nbsp;&nbsp;&nbsp;987386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446629 |
| Enerjisa Enerji AS (e) | &nbsp;&nbsp;&nbsp;259807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381940 |
| Eregli Demir ve Celik Fabrikalari TAS | 1075978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720861 |
| Europower Enerji VE Otomasyon Teknolojileri Sanayi Ticaret AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;62592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40361 |
| Ford Otomotiv Sanayi AS | &nbsp;&nbsp;&nbsp;172840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387651 |
| GEN Ilac VE Saglik Urunleri Sanayi VE Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;25510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98082 |
| Girsim Elektrik Sanayi Taahut Ve Ticaret AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;23865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24289 |
| Grainturk Tarim AS | &nbsp;&nbsp;&nbsp;&nbsp;14058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117729 |
| Gubre Fabrikalari TAS (b) | &nbsp;&nbsp;&nbsp;&nbsp;14397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82597 |
| Haci Omer Sabanci Holding AS | &nbsp;&nbsp;&nbsp;721626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625737 |
| Hektas Ticaret TAS (b) | &nbsp;&nbsp;&nbsp;253300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20751 |
| Is Yatirim Menkul Degerler AS | &nbsp;&nbsp;&nbsp;&nbsp;75462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69216 |
| Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS Class D (b) | &nbsp;&nbsp;&nbsp;198426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120272 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Kiler Holding AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;49731 | &nbsp;&nbsp;$87606 |
| KOC Holding AS | &nbsp;&nbsp;&nbsp;198396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767788 |
| Kontrolmatik Enerji Ve Muhendislik AS | &nbsp;&nbsp;&nbsp;&nbsp;84171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43023 |
| Konya Cimento Sanayii AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29553 |
| Koza Anadolu Metal Madencilik Isletmeleri AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;31169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65873 |
| LDR Turizm AS | &nbsp;&nbsp;&nbsp;&nbsp;16736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106089 |
| Lydia Holding AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;39211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89175 |
| Lydia Yesil Enerji Kaynaklari Anonimsirketi (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68310 |
| Mavi Giyim Sanayi Ve Ticaret AS Class B (e) | &nbsp;&nbsp;&nbsp;203526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196706 |
| MIA Teknoloji AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;59900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43322 |
| Migros Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;21576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268253 |
| MLP Saglik Hizmetleri AS (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77176 |
| Nuh Cimento Sanayi AS | &nbsp;&nbsp;&nbsp;&nbsp;16787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90825 |
| Otokar Otomotiv Ve Savunma Sanayi AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92981 |
| Oyak Cimento Fabrikalari AS (b) | &nbsp;&nbsp;&nbsp;258413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141176 |
| Pasifik Eurasia Lojistik Dis Ticaret AS (b) | &nbsp;&nbsp;&nbsp;154312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342218 |
| Pegasus Hava Tasimaciligi AS (b) | &nbsp;&nbsp;&nbsp;111878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722546 |
| Petkim Petrokimya Holding AS (b) | &nbsp;&nbsp;&nbsp;532531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230310 |
| Politeknik Metal Sanayi ve Ticaret AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27789 |
| Ral Yatirim Holding AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;76559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187389 |
| Reysas Gayrimenkul Yatirim Ortakligi AS REIT (b) | &nbsp;&nbsp;&nbsp;263584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131482 |
| Reysas Tasimacilik ve Lojistik Ticaret AS (b) | &nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155402 |
| Sasa Polyester Sanayi AS (b) | 2329872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179160 |
| Selcuk Ecza Deposu Ticaret ve Sanayi AS | &nbsp;&nbsp;&nbsp;&nbsp;27174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61732 |
| Smart Gunes Enerjisi Teknolojileri ArGE Uretim Sanayi ve Ticaret AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;65378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45181 |
| Sok Marketler Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;87998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76956 |
| TAV Havalimanlari Holding AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;53368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354727 |
| Tekfen Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;45605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124689 |
| Tofas Turk Otomobil Fabrikasi AS | &nbsp;&nbsp;&nbsp;&nbsp;31315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154397 |
| Turk Altin Isletmeleri AS (b) | &nbsp;&nbsp;&nbsp;302505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182445 |
| Turk Hava Yollari AO | &nbsp;&nbsp;&nbsp;159985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139778 |
| Turk Traktor ve Ziraat Makineleri AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128462 |
| Turkcell Iletisim Hizmetleri AS | &nbsp;&nbsp;&nbsp;332826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804182 |
| Turkiye Is Bankasi AS Class C | 2285862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766865 |
| Turkiye Petrol Rafinerileri AS | &nbsp;&nbsp;&nbsp;250925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882795 |
| Turkiye Sigorta AS | &nbsp;&nbsp;&nbsp;488908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102589 |
| Turkiye Sinai Kalkinma Bankasi AS (b) | &nbsp;&nbsp;&nbsp;312500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98006 |
| Turkiye Sise ve Cam Fabrikalari AS | &nbsp;&nbsp;&nbsp;278975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252661 |
| Ulker Biskuvi Sanayi AS | &nbsp;&nbsp;&nbsp;157977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419224 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Yapi ve Kredi Bankasi AS (b) | &nbsp;&nbsp;&nbsp;910119 | &nbsp;&nbsp;$725012 |
| YEO Teknoloji Enerji VE Endustri AS (b) | &nbsp;&nbsp;&nbsp;&nbsp;26096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23661 |
| Ziraat Gayrimenkul Yatirim Ortakligi AS REIT | &nbsp;&nbsp;&nbsp;280153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171217 |
| Zorlu Enerji Elektrik Uretim AS (b) | &nbsp;&nbsp;&nbsp;517064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39501 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22566602 |
| **UKRAINE — 0.0% <sup>\*</sup>** | **UKRAINE — 0.0% <sup>\*</sup>** | **UKRAINE — 0.0% <sup>\*</sup>** |
| Ferrexpo PLC (b) | &nbsp;&nbsp;&nbsp;111635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71059 |
| **UNITED ARAB EMIRATES — 0.5%** | **UNITED ARAB EMIRATES — 0.5%** | **UNITED ARAB EMIRATES — 0.5%** |
| Abu Dhabi Commercial Bank PJSC | &nbsp;&nbsp;&nbsp;858722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3151660 |
| Abu Dhabi Islamic Bank PJSC | &nbsp;&nbsp;&nbsp;489399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864827 |
| Abu Dhabi National Oil Co. for Distribution PJSC | &nbsp;&nbsp;&nbsp;824973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824333 |
| ADNOC Drilling Co. PJSC | &nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396736 |
| Adnoc Gas PLC | 1574442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466053 |
| Agthia Group PJSC | &nbsp;&nbsp;&nbsp;208635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247668 |
| Air Arabia PJSC | &nbsp;&nbsp;&nbsp;732040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683637 |
| Ajman Bank PJSC | &nbsp;&nbsp;&nbsp;378572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151517 |
| Al Waha Capital PJSC | &nbsp;&nbsp;&nbsp;424774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178105 |
| Aldar Properties PJSC | 1155220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2805604 |
| Amanat Holdings PJSC | &nbsp;&nbsp;&nbsp;457454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139496 |
| Americana Restaurants International PLC - Foreign Co. | &nbsp;&nbsp;&nbsp;883239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541075 |
| Apex Investment Co. PSC (b) | &nbsp;&nbsp;&nbsp;161887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171458 |
| Aramex PJSC (b) | &nbsp;&nbsp;&nbsp;156938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119215 |
| Dana Gas PJSC | 2449126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491446 |
| Dubai Electricity & Water Authority PJSC | 1491391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145084 |
| Dubai Financial Market PJSC | &nbsp;&nbsp;&nbsp;700652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322393 |
| Dubai Investments PJSC | 1035581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721807 |
| Dubai Islamic Bank PJSC | &nbsp;&nbsp;&nbsp;921020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2274433 |
| Emaar Development PJSC | &nbsp;&nbsp;&nbsp;338697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244921 |
| Emaar Properties PJSC | 1853346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6862656 |
| Emirates Central Cooling Systems Corp. | &nbsp;&nbsp;&nbsp;617533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279103 |
| Emirates NBD Bank PJSC | &nbsp;&nbsp;&nbsp;588233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3651582 |
| Emirates Telecommunications Group Co. PJSC | &nbsp;&nbsp;&nbsp;940883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4508635 |
| First Abu Dhabi Bank PJSC | 1240488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5606573 |
| Gulf Navigation Holding PJSC (b) | &nbsp;&nbsp;&nbsp;&nbsp;69029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106940 |
| Multiply Group PJSC (b) | &nbsp;&nbsp;&nbsp;955020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626652 |
| NMDC Energy | &nbsp;&nbsp;&nbsp;356855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232213 |
| Parkin Co. PJSC | &nbsp;&nbsp;&nbsp;215464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381316 |
| Phoenix Group PLC (b) | &nbsp;&nbsp;&nbsp;399930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174221 |
| RAK Properties PJSC (b) | &nbsp;&nbsp;&nbsp;185714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72812 |
| Ras Al Khaimah Ceramics PJSC | &nbsp;&nbsp;&nbsp;&nbsp;70256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47247 |
| Salik Co. PJSC | &nbsp;&nbsp;&nbsp;526157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866697 |
| Space42 PLC (b) | &nbsp;&nbsp;&nbsp;426134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213482 |
| Spinneys 1961 Holding PLC | &nbsp;&nbsp;&nbsp;231440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93890 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44665487 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **UNITED KINGDOM — 7.3%** | **UNITED KINGDOM — 7.3%** | **UNITED KINGDOM — 7.3%** |
| 3i Group PLC | &nbsp;&nbsp;&nbsp;272552 | &nbsp;&nbsp;$15387846 |
| 4imprint Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426566 |
| AB Dynamics PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79672 |
| Aberdeen Group PLC | &nbsp;&nbsp;&nbsp;486401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247761 |
| Admiral Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;70965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3179971 |
| Advanced Medical Solutions Group PLC (a) | &nbsp;&nbsp;&nbsp;&nbsp;75169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223527 |
| AG Barr PLC | &nbsp;&nbsp;&nbsp;&nbsp;29655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279587 |
| AJ Bell PLC | &nbsp;&nbsp;&nbsp;&nbsp;87150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610267 |
| Alfa Financial Software Holdings PLC (e) | &nbsp;&nbsp;&nbsp;&nbsp;26667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82039 |
| Allfunds Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;88575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675829 |
| Alpha Group International PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413324 |
| Alphawave IP Group PLC (a) (b) | &nbsp;&nbsp;&nbsp;148398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354248 |
| Anglogold Ashanti PLC (d) | &nbsp;&nbsp;&nbsp;133038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5995647 |
| Anglogold Ashanti PLC (d) | &nbsp;&nbsp;&nbsp;&nbsp;22298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016120 |
| AO World PLC (b) | &nbsp;&nbsp;&nbsp;129799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172178 |
| Ashmore Group PLC | &nbsp;&nbsp;&nbsp;105285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225794 |
| Ashtead Group PLC | &nbsp;&nbsp;&nbsp;125451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8026556 |
| Ashtead Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;17907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108584 |
| ASOS PLC (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;11344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47102 |
| Associated British Foods PLC | &nbsp;&nbsp;&nbsp;106430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3001516 |
| Assura PLC REIT | &nbsp;&nbsp;&nbsp;814454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560833 |
| Aston Martin Lagonda Global Holdings PLC (a) (b) (e) | &nbsp;&nbsp;&nbsp;126124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138267 |
| AstraZeneca PLC | &nbsp;&nbsp;&nbsp;438744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60844728 |
| Auction Technology Group PLC (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;27525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171809 |
| Auto Trader Group PLC (e) | &nbsp;&nbsp;&nbsp;242122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735291 |
| Aviva PLC | &nbsp;&nbsp;&nbsp;758025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6431995 |
| B&M European Value Retail SA | &nbsp;&nbsp;&nbsp;283062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052744 |
| Babcock International Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;66673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048874 |
| BAE Systems PLC | &nbsp;&nbsp;&nbsp;846167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21874803 |
| Bakkavor Group PLC (e) | &nbsp;&nbsp;&nbsp;&nbsp;41589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123102 |
| Balfour Beatty PLC | &nbsp;&nbsp;&nbsp;140668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006230 |
| Baltic Classifieds Group PLC | &nbsp;&nbsp;&nbsp;121468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620872 |
| Barclays PLC | 4080988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18863093 |
| Barratt Redrow PLC | &nbsp;&nbsp;&nbsp;364252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275636 |
| Beazley PLC | &nbsp;&nbsp;&nbsp;204638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621979 |
| Bellway PLC | &nbsp;&nbsp;&nbsp;&nbsp;31608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249176 |
| Berkeley Group Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;27254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441613 |
| Big Yellow Group PLC REIT | &nbsp;&nbsp;&nbsp;&nbsp;49288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683523 |
| Bodycote PLC | &nbsp;&nbsp;&nbsp;&nbsp;44593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357176 |
| boohoo Group PLC (a) (b) | &nbsp;&nbsp;&nbsp;194856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54606 |
| Breedon Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;72504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383513 |
| Bridgepoint Group PLC (e) | &nbsp;&nbsp;&nbsp;&nbsp;65089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277217 |
| British American Tobacco PLC | &nbsp;&nbsp;&nbsp;554977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26336541 |
| British Land Co. PLC REIT | &nbsp;&nbsp;&nbsp;262255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1352710 |
| BT Group PLC (a) | 1764035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4683604 |
| Bunzl PLC | &nbsp;&nbsp;&nbsp;&nbsp;90142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2865804 |
| Burberry Group PLC (b) | &nbsp;&nbsp;&nbsp;101904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650593 |
| Bytes Technology Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;51912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364580 |
| Centrica PLC | 1370813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3034705 |
| Cerillion PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90350 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Chemring Group PLC | &nbsp;&nbsp;72089 | &nbsp;&nbsp;$558147 |
| CK Hutchison Holdings Ltd. | 766024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4713243 |
| Clarkson PLC | &nbsp;&nbsp;&nbsp;&nbsp;7707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344826 |
| CMC Markets PLC (e) | &nbsp;&nbsp;26503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91522 |
| Coats Group PLC | 417653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455003 |
| Coca-Cola Europacific Partners PLC (d) | &nbsp;&nbsp;28328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2626572 |
| Coca-Cola Europacific Partners PLC (d) | &nbsp;&nbsp;36921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3389164 |
| Cohort PLC | &nbsp;&nbsp;12652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268734 |
| Compass Group PLC | 471393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15936155 |
| Computacenter PLC | &nbsp;&nbsp;19513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641751 |
| ConvaTec Group PLC (e) | 432887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710807 |
| Craneware PLC | &nbsp;&nbsp;&nbsp;&nbsp;6020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174889 |
| Cranswick PLC | &nbsp;&nbsp;14266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045893 |
| Crest Nicholson Holdings PLC | &nbsp;&nbsp;47279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120961 |
| Croda International PLC | &nbsp;&nbsp;34986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401854 |
| Currys PLC (b) | 269054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448705 |
| CVS Group PLC | &nbsp;&nbsp;20835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356890 |
| DCC PLC | &nbsp;&nbsp;32380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2097904 |
| Deliveroo PLC (b) (e) | 250366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603493 |
| Derwent London PLC REIT | &nbsp;&nbsp;34274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973163 |
| Diageo PLC | 632040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15832592 |
| Diploma PLC | &nbsp;&nbsp;37980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2544002 |
| Direct Line Insurance Group PLC | 353807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1486517 |
| DiscoverIE Group PLC | &nbsp;&nbsp;21999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196553 |
| Domino's Pizza Group PLC (a) | &nbsp;&nbsp;90996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320968 |
| Dowlais Group PLC | 300934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274648 |
| Dr. Martens PLC | 130166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133869 |
| Drax Group PLC | 100257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952093 |
| Dunelm Group PLC | &nbsp;&nbsp;34666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562929 |
| easyJet PLC | 100198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730744 |
| Elementis PLC | 133671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293082 |
| Empiric Student Property PLC REIT | 317012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446581 |
| Entain PLC | 165083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038254 |
| Fevertree Drinks PLC (a) | &nbsp;&nbsp;31083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397833 |
| Firstgroup PLC | 134723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425728 |
| Foresight Group Holdings Ltd. | &nbsp;&nbsp;16770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101920 |
| Frasers Group PLC (a) (b) | &nbsp;&nbsp;35574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331736 |
| Fund Technologies PLC (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;1916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64064 |
| Future PLC | &nbsp;&nbsp;23069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230456 |
| Games Workshop Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;8789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953537 |
| Gamma Communications PLC | &nbsp;&nbsp;21055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328344 |
| GB Group PLC | &nbsp;&nbsp;66689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216131 |
| Genuit Group PLC | &nbsp;&nbsp;65716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354362 |
| Genus PLC | &nbsp;&nbsp;15401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431592 |
| GlobalData PLC (a) | 113806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230032 |
| Grafton Group PLC CDI | &nbsp;&nbsp;46361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649284 |
| Grainger PLC | 199424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601217 |
| Great Portland Estates PLC REIT | &nbsp;&nbsp;76945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378008 |
| Greggs PLC | &nbsp;&nbsp;30291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796562 |
| Halma PLC | 103479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4537676 |
| Hammerson PLC REIT | 125008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512201 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Harbour Energy PLC | &nbsp;&nbsp;&nbsp;&nbsp;143548 | &nbsp;&nbsp;$385357 |
| Hays PLC | &nbsp;&nbsp;&nbsp;&nbsp;418592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409276 |
| Hikma Pharmaceuticals PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208561 |
| Hill & Smith PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520994 |
| Hilton Food Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614248 |
| Hiscox Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558696 |
| Hollywood Bowl Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132817 |
| Home REIT PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;160701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19819 |
| Howden Joinery Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;146554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719106 |
| HSBC Holdings PLC | &nbsp;&nbsp;4981320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60192972 |
| Hunting PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165238 |
| Ibstock PLC (e) | &nbsp;&nbsp;&nbsp;&nbsp;111679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223743 |
| IG Group Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408390 |
| IMI PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982574 |
| Imperial Brands PLC | &nbsp;&nbsp;&nbsp;&nbsp;222538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8773549 |
| Inchcape PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953974 |
| Indivior PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380129 |
| Informa PLC | &nbsp;&nbsp;&nbsp;&nbsp;362580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4003708 |
| IntegraFin Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287728 |
| InterContinental Hotels Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4994410 |
| Intermediate Capital Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081843 |
| International Consolidated Airlines Group SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;353090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652095 |
| Intertek Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2857351 |
| Investec PLC | &nbsp;&nbsp;&nbsp;&nbsp;162242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211689 |
| IP Group PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;238094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169661 |
| ITV PLC | &nbsp;&nbsp;&nbsp;&nbsp;927483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047919 |
| J D Wetherspoon PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608580 |
| J Sainsbury PLC | &nbsp;&nbsp;&nbsp;&nbsp;466283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1851737 |
| JD Sports Fashion PLC | &nbsp;&nbsp;&nbsp;&nbsp;725660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882437 |
| JET2 PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752850 |
| John Wood Group PLC (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;207041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52318 |
| Johnson Matthey PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098184 |
| Johnson Service Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;109541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228166 |
| Judges Scientific PLC (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183504 |
| Jupiter Fund Management PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120336 |
| Just Eat Takeaway.com NV (a) (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070213 |
| Just Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;273949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497037 |
| Kainos Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203892 |
| Keller Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369997 |
| Kier Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274285 |
| Kingfisher PLC | &nbsp;&nbsp;&nbsp;&nbsp;481291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1917933 |
| Lancashire Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507094 |
| Land Securities Group PLC REIT | &nbsp;&nbsp;&nbsp;&nbsp;195317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1688887 |
| Legal & General Group PLC | &nbsp;&nbsp;1662218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5799327 |
| Lloyds Banking Group PLC | 17065446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17936771 |
| London Stock Exchange Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;133749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19492130 |
| LondonMetric Property PLC REIT | &nbsp;&nbsp;&nbsp;&nbsp;622686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732193 |
| M&G PLC | &nbsp;&nbsp;&nbsp;&nbsp;616097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2169769 |
| Man Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;317209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735056 |
| Marks & Spencer Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;609083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2958022 |
| Marshalls PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193413 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Me Group International PLC | &nbsp;&nbsp;&nbsp;&nbsp;39304 | &nbsp;&nbsp;$123609 |
| Melrose Industries PLC | &nbsp;&nbsp;&nbsp;349155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2539688 |
| Metro Bank Holdings PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;88827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160919 |
| Mitchells & Butlers PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;71296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279912 |
| Mitie Group PLC | &nbsp;&nbsp;&nbsp;312065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604680 |
| Mobico Group PLC (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;80953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32726 |
| Molten Ventures PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;37066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162336 |
| MONY Group PLC | &nbsp;&nbsp;&nbsp;134648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408147 |
| Moonpig Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;77622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239331 |
| Morgan Advanced Materials PLC | &nbsp;&nbsp;&nbsp;&nbsp;79507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239695 |
| Morgan Sindall Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;10990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689001 |
| National Grid PLC | 1390798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20230905 |
| NatWest Group PLC | 2336675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16375339 |
| NCC Group PLC (a) | &nbsp;&nbsp;&nbsp;&nbsp;91183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181181 |
| Next PLC | &nbsp;&nbsp;&nbsp;&nbsp;33395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5692894 |
| Ninety One PLC | &nbsp;&nbsp;&nbsp;&nbsp;69121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175421 |
| Ocado Group PLC (a) (b) | &nbsp;&nbsp;&nbsp;159178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494936 |
| OSB Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;99754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714246 |
| Oxford Instruments PLC | &nbsp;&nbsp;&nbsp;&nbsp;15307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397704 |
| Oxford Nanopore Technologies PLC (a) (b) | &nbsp;&nbsp;&nbsp;125370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235195 |
| Pagegroup PLC | &nbsp;&nbsp;&nbsp;&nbsp;75733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276679 |
| Paragon Banking Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;50256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649428 |
| Paratus Energy Services Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;22511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77145 |
| Pearson PLC | &nbsp;&nbsp;&nbsp;195923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2876795 |
| Pennon Group PLC | &nbsp;&nbsp;&nbsp;124477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855443 |
| Pepco Group NV | &nbsp;&nbsp;&nbsp;&nbsp;35850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214778 |
| Persimmon PLC | &nbsp;&nbsp;&nbsp;&nbsp;84452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499844 |
| Pets at Home Group PLC | &nbsp;&nbsp;&nbsp;115550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414861 |
| Phoenix Group Holdings PLC | &nbsp;&nbsp;&nbsp;184913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668609 |
| Playtech PLC | &nbsp;&nbsp;&nbsp;&nbsp;65259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336248 |
| Polar Capital Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;18095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117659 |
| Premier Foods PLC | &nbsp;&nbsp;&nbsp;172484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471308 |
| Primary Health Properties PLC REIT (a) | &nbsp;&nbsp;&nbsp;429882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582609 |
| PRS REIT PLC | &nbsp;&nbsp;&nbsp;120251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178298 |
| QinetiQ Group PLC | &nbsp;&nbsp;&nbsp;134278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948560 |
| Quilter PLC (e) | &nbsp;&nbsp;&nbsp;370321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796219 |
| Raspberry PI Holdings PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;21011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131409 |
| Rathbones Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;14419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343413 |
| Reckitt Benckiser Group PLC | &nbsp;&nbsp;&nbsp;193500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13138805 |
| RELX PLC | &nbsp;&nbsp;&nbsp;524541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28299327 |
| Renew Holdings PLC (a) | &nbsp;&nbsp;&nbsp;&nbsp;16446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191563 |
| Renishaw PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352610 |
| Rentokil Initial PLC | &nbsp;&nbsp;&nbsp;688105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3320106 |
| Rightmove PLC | &nbsp;&nbsp;&nbsp;248750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2688135 |
| Rolls-Royce Holdings PLC | 2399740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31819350 |
| Rotork PLC | &nbsp;&nbsp;&nbsp;224205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986852 |
| RS Group PLC | &nbsp;&nbsp;&nbsp;125026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984287 |
| RWS Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;68873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83621 |
| Safestore Holdings PLC REIT | &nbsp;&nbsp;&nbsp;&nbsp;57625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559082 |
| Sage Group PLC | &nbsp;&nbsp;&nbsp;285743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4896554 |
| Savills PLC | &nbsp;&nbsp;&nbsp;&nbsp;36289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494302 |
| Schroders PLC | &nbsp;&nbsp;&nbsp;212585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052815 |
| Segro PLC REIT | &nbsp;&nbsp;&nbsp;350308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3262381 |
| Senior PLC | &nbsp;&nbsp;&nbsp;110719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279172 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Serco Group PLC | &nbsp;&nbsp;&nbsp;275319 | &nbsp;&nbsp;$762112 |
| Serica Energy PLC | &nbsp;&nbsp;&nbsp;&nbsp;48012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105006 |
| Severn Trent PLC | &nbsp;&nbsp;&nbsp;&nbsp;72992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734671 |
| Shaftesbury Capital PLC REIT | &nbsp;&nbsp;&nbsp;369994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791460 |
| Sigmaroc PLC (b) | &nbsp;&nbsp;&nbsp;215301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317460 |
| Smith & Nephew PLC | &nbsp;&nbsp;&nbsp;248121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3784338 |
| Smiths Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;92489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2846630 |
| Softcat PLC | &nbsp;&nbsp;&nbsp;&nbsp;29742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699796 |
| Spectris PLC | &nbsp;&nbsp;&nbsp;&nbsp;26079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371599 |
| Spirax Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;19451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1587285 |
| Spire Healthcare Group PLC (e) | &nbsp;&nbsp;&nbsp;&nbsp;64329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197463 |
| Spirent Communications PLC (b) | &nbsp;&nbsp;&nbsp;153174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409309 |
| SSE PLC | &nbsp;&nbsp;&nbsp;325125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8157742 |
| SSP Group PLC | &nbsp;&nbsp;&nbsp;210596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497241 |
| St. James's Place PLC | &nbsp;&nbsp;&nbsp;143479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2327937 |
| Standard Chartered PLC | &nbsp;&nbsp;&nbsp;584729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9671485 |
| SThree PLC | &nbsp;&nbsp;&nbsp;&nbsp;42774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143314 |
| Subsea 7 SA | &nbsp;&nbsp;&nbsp;&nbsp;59317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109589 |
| Supermarket Income REIT PLC | &nbsp;&nbsp;&nbsp;385678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448708 |
| Target Healthcare REIT PLC (a) | &nbsp;&nbsp;&nbsp;132171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188727 |
| Tate & Lyle PLC | &nbsp;&nbsp;&nbsp;&nbsp;95117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673224 |
| Taylor Wimpey PLC | &nbsp;&nbsp;&nbsp;935424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1522206 |
| Telecom Plus PLC | &nbsp;&nbsp;&nbsp;&nbsp;28411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752185 |
| Tesco PLC | 1879469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10335597 |
| THG PLC (a) (b) | &nbsp;&nbsp;&nbsp;181987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80502 |
| TORM PLC Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;18660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313407 |
| TP ICAP Group PLC | &nbsp;&nbsp;&nbsp;200101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747217 |
| Trainline PLC (b) (e) | &nbsp;&nbsp;&nbsp;133185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508473 |
| Travis Perkins PLC | &nbsp;&nbsp;&nbsp;108759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905405 |
| Tritax Big Box REIT PLC | &nbsp;&nbsp;&nbsp;595177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203826 |
| Trustpilot Group PLC (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;87561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290614 |
| Unilever PLC | &nbsp;&nbsp;&nbsp;709553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43025841 |
| UNITE Group PLC REIT | &nbsp;&nbsp;&nbsp;103226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198837 |
| United Utilities Group PLC | &nbsp;&nbsp;&nbsp;193016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3019260 |
| Vesuvius PLC | &nbsp;&nbsp;&nbsp;&nbsp;56198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302191 |
| Victrex PLC | &nbsp;&nbsp;&nbsp;&nbsp;20054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213252 |
| Vistry Group PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;88388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772761 |
| Vodafone Group PLC | 5755713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6134771 |
| Volex PLC (a) | &nbsp;&nbsp;&nbsp;&nbsp;21261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111441 |
| Volution Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;58319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472312 |
| Watches of Switzerland Group PLC (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;60025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337246 |
| Weir Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;69208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2361494 |
| WH Smith PLC | &nbsp;&nbsp;&nbsp;&nbsp;34479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515006 |
| Whitbread PLC | &nbsp;&nbsp;&nbsp;&nbsp;59087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285778 |
| Wise PLC Class A (b) | &nbsp;&nbsp;&nbsp;202234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2882165 |
| Workspace Group PLC REIT | &nbsp;&nbsp;&nbsp;&nbsp;89405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515180 |
| WPP PLC | &nbsp;&nbsp;&nbsp;290648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041631 |
| XPS Pensions Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;49990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262712 |
| Yellow Cake PLC (a) (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;57194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412648 |
| YouGov PLC | &nbsp;&nbsp;&nbsp;&nbsp;29430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151235 |
| Young & Co.'s Brewery PLC Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95521 |
| Zigup PLC | &nbsp;&nbsp;&nbsp;&nbsp;49668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241622 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723006834 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **UNITED STATES — 5.6%** | **UNITED STATES — 5.6%** | **UNITED STATES — 5.6%** |
| Alcon AG | &nbsp;&nbsp;&nbsp;142081 | &nbsp;&nbsp;$12530259 |
| Amrize Ltd. (b) | &nbsp;&nbsp;&nbsp;148197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7368891 |
| Aura Minerals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246796 |
| Bausch Health Cos., Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;72600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483113 |
| Bitdeer Technologies Group Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;24900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285852 |
| BP PLC | 4544216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22772734 |
| BRP, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439230 |
| Carnival PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;36282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909361 |
| CSL Ltd. | &nbsp;&nbsp;&nbsp;137100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21516918 |
| CyberArk Software Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;13683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5567339 |
| Diversified Energy Co. PLC (a) | &nbsp;&nbsp;&nbsp;&nbsp;15037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223368 |
| Eagle Hospitality Trust REIT (b) (c) | &nbsp;&nbsp;&nbsp;112600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Energy Fuels, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;49000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282616 |
| Experian PLC | &nbsp;&nbsp;&nbsp;258435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13287565 |
| Ferrovial SE | &nbsp;&nbsp;&nbsp;153029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8130190 |
| Fiverr International Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231707 |
| GCC SAB de CV (a) | &nbsp;&nbsp;&nbsp;&nbsp;46700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443591 |
| GFL Environmental, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;62100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3128438 |
| GSK PLC | 1172609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22335685 |
| Haleon PLC | 2566341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13166837 |
| Holcim AG | &nbsp;&nbsp;&nbsp;148197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10965833 |
| Inmode Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252700 |
| James Hardie Industries PLC CDI (b) | &nbsp;&nbsp;&nbsp;121710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326103 |
| JBS NV BDR (b) | &nbsp;&nbsp;&nbsp;104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490301 |
| JS Global Lifestyle Co. Ltd. (a) (b) (e) | &nbsp;&nbsp;&nbsp;278500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70246 |
| Legend Biotech Corp. ADR (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;22300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791427 |
| MDA Space Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;30600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787370 |
| Monday.com Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;11655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3665265 |
| Nestle SA | &nbsp;&nbsp;&nbsp;741618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73444406 |
| Novartis AG | &nbsp;&nbsp;&nbsp;538149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65017323 |
| PolyPeptide Group AG (b) (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87258 |
| Qiagen NV (b) | &nbsp;&nbsp;&nbsp;&nbsp;70381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3377784 |
| Reliance Worldwide Corp. Ltd. | &nbsp;&nbsp;&nbsp;219021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588495 |
| Resolute Forest Products, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10792 |
| RHI Magnesita NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177191 |
| Riskified Ltd. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;40700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203093 |
| Roche Holding AG | &nbsp;&nbsp;&nbsp;198868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64557150 |
| Roche Holding AG Bearer Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3130025 |
| Sanofi SA | &nbsp;&nbsp;&nbsp;315064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30404358 |
| Schneider Electric SE | &nbsp;&nbsp;&nbsp;154836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41040088 |
| Shell PLC | 1702156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59561616 |
| Signify NV (a) (e) | &nbsp;&nbsp;&nbsp;&nbsp;38351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034521 |
| Sims Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;53199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534813 |
| Sinch AB (b) (e) | &nbsp;&nbsp;&nbsp;160520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462507 |
| Spotify Technology SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33762960 |
| Stellantis NV | &nbsp;&nbsp;&nbsp;565012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5643501 |
| Swiss Re AG | &nbsp;&nbsp;&nbsp;&nbsp;85761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14776534 |
| TELUS International CDA, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;22100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80172 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Tenaris SA | 123860 | &nbsp;&nbsp;$2322653 |
| Titan SA (a) | &nbsp;&nbsp;12284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553711 |
| Vobile Group Ltd. (a) (b) | 586000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240372 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555711058 |
| **ZAMBIA — 0.0% <sup>\*</sup>** | **ZAMBIA — 0.0% <sup>\*</sup>** | **ZAMBIA — 0.0% <sup>\*</sup>** |
| First Quantum Minerals Ltd. (b) | 200800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3559804 |
| **TOTAL COMMON STOCKS<br>(Cost $7,618,341,333)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;9878267584 |
| **PREFERRED STOCKS — 0.0% <sup>\*</sup>** | **PREFERRED STOCKS — 0.0% <sup>\*</sup>** |  |
| **COLOMBIA — 0.0% <sup>\*</sup>** |  |  |
| Grupo Cibest SA Preference Shares 9.80% <br>| &nbsp;&nbsp;&nbsp;&nbsp;89644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012966 |
| **JAPAN — 0.0% <sup>\*</sup>** |  |  |
| Ito En Ltd. Preference Shares 3.17% <br>| &nbsp;&nbsp;&nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217378 |
| **TOTAL PREFERRED STOCKS<br>(Cost $1,040,140)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230344 |
| **RIGHTS — 0.0% <sup>\*</sup>** |  |  |
| **INDIA — 0.0% <sup>\*</sup>** |  |  |
| Ethos Ltd. (expiring 07/02/25) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666 |
| Infibeam Avenues Ltd. (expiring 07/11/25) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;44705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3414 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5080 |
| **MALAYSIA — 0.0% <sup>\*</sup>** |  |  |
| Alliance Bank Malaysia Bhd. (expiring 07/02/25) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;24682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5745 |
| **SOUTH KOREA — 0.0% <sup>\*</sup>** |  |  |
| ESR Kendall Square REIT Co. Ltd. (expiring 07/04/25) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Hanwha Aerospace Co. Ltd. (expiring 07/02/25) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77650 |
| POSCO Future M Co. Ltd. (expiring 07/22/25) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30164 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107814 |
| **TOTAL RIGHTS<br>(Cost $0)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118639 |
| **WARRANTS — 0.0% <sup>\*</sup>** |  |  |
| **AUSTRALIA — 0.0% <sup>\*</sup>** |  |  |
| Magellan Financial Group Ltd. (expiring 04/16/27) 35.00% (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 |
| **BRAZIL — 0.0% <sup>\*</sup>** |  |  |
| Orizon Valorizacao de Residuos SA (expiring 12/31/45) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
| **CANADA — 0.0%** |  |  |
| Constellation Software, Inc. (expiring 03/31/40) (b) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **ITALY — 0.0% <sup>\*</sup>** |  |  |
| Fincantieri SpA (expiring 09/30/26) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5391 | &nbsp;&nbsp;$11131 |
| Webuild SpA (expiring 08/02/30) (a) (b) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11131 |
| **MALAYSIA — 0.0% <sup>\*</sup>** |  |  |
| Frontken Corp. Bhd. (expiring 05/03/26) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 |
| Scientex Bhd. (expiring 01/14/26) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| Supermax Corp. Bhd. (expiring 03/01/30) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084 |
| Top Glove Corp. Bhd. (expiring 02/09/30) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2463 |
| VS Industry Bhd. (expiring 09/05/26) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 |
| YTL Corp. Bhd. (expiring 06/02/28) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29061 |
| YTL Power International Bhd. (expiring 06/02/28) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59754 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93770 |
| **THAILAND — 0.0% <sup>\*</sup>** |  |  |
| Energy Absolute PCL (expiring 02/13/28) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3409 |
| Kiatnakin Phatra Bank PCL (expiring 03/17/26) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| Srisawad Corp. PCL (expiring 08/29/25) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| VGI PCL (expiring 05/23/27) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| VGI PCL (expiring 09/03/25) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 |
| Vibhavadi Medical Center PCL (expiring 07/18/25) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5094 |
| **TOTAL WARRANTS<br>(Cost $0)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110262 |
| **SHORT-TERM INVESTMENTS — 5.1%** | **SHORT-TERM INVESTMENTS — 5.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (f) (g) | 271623986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271623986 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Portfolio II (h) (i) | 229959987 | &nbsp;&nbsp;$229959987 |
| **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $501,583,973)<br>** | **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $501,583,973)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501583973 |
| **TOTAL INVESTMENTS — 104.4%<br>(Cost $8,120,965,446)<br>** | **TOTAL INVESTMENTS — 104.4%<br>(Cost $8,120,965,446)<br>** | &nbsp;&nbsp;10381310802 |
| **LIABILITIES IN EXCESS OF OTHER<br>ASSETS — (4.4)% <br>** | **LIABILITIES IN EXCESS OF OTHER<br>ASSETS — (4.4)% <br>** | &nbsp;&nbsp;&nbsp;&nbsp;(435431794) |
| **NET ASSETS — 100.0% <br>** | **NET ASSETS — 100.0% <br>** | $9945879008 |

---

(a) All or a portion of the shares of the security are on loan at June 30, 2025.

(b) Non-income producing security.

(c) Fair valued as determined in good faith by the Trust's Oversight Committee in accordance with policy and procedures approved by the Board of Trustees. Security value is determined based on Level 3 inputs. As of June 30, 2025, total aggregate fair value of the securities is $165,464, representing less than 0.05% of the Fund's net assets.

(d) Reflects separate holdings of the issuer's common stock traded on different securities exchanges.

(e) Securities purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 2.8% of net assets as of June 30, 2025, may be resold in transactions exempt from registration, normally to qualified institutional buyers.

(f) The Portfolio invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below.

(g) The rate shown is the annualized seven-day yield at June 30, 2025.

(h) The Portfolio invested in an affiliated entity. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below.

(i) Investment of cash collateral for securities loaned.

\* Amount is less than 0.05% of net assets.

---

| | |
|:---|:---|
| ADR | American Depositary Receipt |
| CDI | CREST Depository Interest |
| GDR | Global Depositary Receipt |
| NVDR | Non-Voting Depositary Receipt |
| REIT | Real Estate Investment Trust |

---

At June 30, 2025, open futures contracts were as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Expiration<br> Date** | **Notional<br> Amount** | **Value** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| E-mini MSCI Emerging Markets Index (long) | 500 | 09/19/2025 | $30264415 | $30837500 | $573085 |
| MSCI EAFE Index (long) | 558 | 09/19/2025 | &nbsp;&nbsp;&nbsp;73374692 | &nbsp;&nbsp;&nbsp;74819430 | &nbsp;&nbsp;&nbsp;1444738 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Expiration<br> Date** | **Notional<br> Amount** | **Value** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| S&P/TSX 60 Index (long) | &nbsp;&nbsp;&nbsp;&nbsp;7 | 09/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;1620300 | &nbsp;&nbsp;&nbsp;&nbsp;1641627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21327 |
|  |  |  |  |  | $2039150 |

---

During the period ended June 30, 2025, the average notional value related to futures contracts was $272,207,332.

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Common Stocks<br>| $9842355922 | $35746198 | $165464 | $9878267584 |
| Preferred Stocks<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230344 |
| Rights<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118639 |
| Warrants<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110262 |
| Short-Term Investments<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501583973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501583973 |
| **TOTAL INVESTMENTS<br>**  | $10345193146 | $35952192 | $165464 | $10381310802 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Futures Contracts - Unrealized Appreciation<br>| $2039150 | $— | $— | $2039150 |
| **TOTAL OTHER FINANCIAL INSTRUMENTS:<br>**  | $2039150 | $— | $— | $2039150 |

---

(a) The Portfolio held Level 3 securities that were valued at $0 at June 30, 2025.

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| 213933446 | $213933446 | $1339404632 | $1281714092 | $— | $— | 271623986 | $271623986 | $5168905 |
| State Street Navigator Securities Lending Portfolio II<br>| 146825909 | &nbsp;&nbsp;146825909 | &nbsp;&nbsp;&nbsp;&nbsp;556857503 | &nbsp;&nbsp;&nbsp;&nbsp;473723425 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | 229959987 | &nbsp;&nbsp;229959987 | &nbsp;&nbsp;&nbsp;&nbsp;681785 |
| Total<br>|  | $360759355 | $1896262135 | $1755437517 | $— | $— |  | $501583973 | $5850690 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **COMMON STOCKS — 99.5%** | **COMMON STOCKS — 99.5%** | **COMMON STOCKS — 99.5%** |
| **AEROSPACE & DEFENSE — 2.2%** | **AEROSPACE & DEFENSE — 2.2%** | **AEROSPACE & DEFENSE — 2.2%** |
| AAR Corp. (a) | &nbsp;&nbsp;11141 | &nbsp;&nbsp;$766389 |
| AeroVironment, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2491888 |
| AerSale Corp. (a) | &nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66711 |
| Archer Aviation, Inc. Class A (a) | 171700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1862945 |
| Astronics Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316989 |
| ATI, Inc. (a) | &nbsp;&nbsp;43537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3758985 |
| BWX Technologies, Inc. | &nbsp;&nbsp;28408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4092457 |
| Byrna Technologies, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169840 |
| Cadre Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267540 |
| Curtiss-Wright Corp. | &nbsp;&nbsp;11686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5709195 |
| Ducommun, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363572 |
| Eve Holding, Inc. (a) (b) | &nbsp;&nbsp;17219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118122 |
| HEICO Corp. | &nbsp;&nbsp;13888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4555264 |
| HEICO Corp. Class A | &nbsp;&nbsp;22664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5864310 |
| Hexcel Corp. | &nbsp;&nbsp;24485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383158 |
| Intuitive Machines, Inc. (a) | &nbsp;&nbsp;34500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375015 |
| Karman Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423108 |
| Kratos Defense & Security Solutions, Inc. (a) (b) | &nbsp;&nbsp;48948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2273635 |
| Leonardo DRS, Inc. | &nbsp;&nbsp;24600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143408 |
| Loar Holdings, Inc. (a) | &nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206380 |
| Mercury Systems, Inc. (a) | &nbsp;&nbsp;17100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921006 |
| Moog, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;8521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542045 |
| National Presto Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165552 |
| Park Aerospace Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94528 |
| Redwire Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127140 |
| Rocket Lab Corp. (a) (b) | 124600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4456942 |
| Spirit AeroSystems Holdings, Inc. Class A (a) (b) | &nbsp;&nbsp;38519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469500 |
| StandardAero, Inc. (a) | &nbsp;&nbsp;43700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383105 |
| Triumph Group, Inc. (a) | &nbsp;&nbsp;20245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521309 |
| V2X, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247605 |
| Woodward, Inc. | &nbsp;&nbsp;18327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4491764 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52629407 |
| **AIR FREIGHT & LOGISTICS — 0.1%** | **AIR FREIGHT & LOGISTICS — 0.1%** | **AIR FREIGHT & LOGISTICS — 0.1%** |
| Forward Air Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192663 |
| GXO Logistics, Inc. (a) (b) | &nbsp;&nbsp;35493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1728509 |
| Hub Group, Inc. Class A | &nbsp;&nbsp;17934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599534 |
| Radiant Logistics, Inc. (a) | &nbsp;&nbsp;10753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65378 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586084 |
| **AIRLINES — 0.3%** | **AIRLINES — 0.3%** | **AIRLINES — 0.3%** |
| Alaska Air Group, Inc. (a) | &nbsp;&nbsp;39200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939616 |
| Allegiant Travel Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288488 |
| American Airlines Group, Inc. (a) (b) | 205300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2303466 |
| Blade Air Mobility, Inc. (a) (b) | &nbsp;&nbsp;19700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79391 |
| Frontier Group Holdings, Inc. (a) (b) | &nbsp;&nbsp;16600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60258 |
| JetBlue Airways Corp. (a) (b) | 105936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448109 |
| Joby Aviation, Inc. (a) (b) | 142628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504725 |
| SkyWest, Inc. (a) | &nbsp;&nbsp;12503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287434 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Sun Country Airlines Holdings, Inc. (a) | &nbsp;&nbsp;13500 | &nbsp;&nbsp;$158625 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8070112 |
| **AUTO COMPONENTS — 0.7%** | **AUTO COMPONENTS — 0.7%** | **AUTO COMPONENTS — 0.7%** |
| Adient PLC (a) | &nbsp;&nbsp;27300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531258 |
| American Axle & Manufacturing Holdings, Inc. (a) | &nbsp;&nbsp;36750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149940 |
| BorgWarner, Inc. | &nbsp;&nbsp;68300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2286684 |
| Cooper-Standard Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113950 |
| Dana, Inc. | &nbsp;&nbsp;43442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745030 |
| Dorman Products, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046007 |
| Fox Factory Holding Corp. (a) | &nbsp;&nbsp;13797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357894 |
| Garrett Motion, Inc. | &nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420400 |
| Gentex Corp. | &nbsp;&nbsp;66981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472912 |
| Gentherm, Inc. (a) | &nbsp;&nbsp;10285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290963 |
| Goodyear Tire & Rubber Co. (a) (b) | &nbsp;&nbsp;81316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843247 |
| Holley, Inc. (a) (b) | &nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34000 |
| LCI Industries (b) | &nbsp;&nbsp;&nbsp;&nbsp;7613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694229 |
| Lear Corp. (b) | &nbsp;&nbsp;16224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540956 |
| Luminar Technologies, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22690 |
| Modine Manufacturing Co. (a) (b) | &nbsp;&nbsp;16183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1594026 |
| Patrick Industries, Inc. (b) | &nbsp;&nbsp;10291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949551 |
| Phinia, Inc. | &nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573921 |
| QuantumScape Corp. (a) (b) | 119701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804391 |
| Solid Power, Inc. (a) (b) | &nbsp;&nbsp;47800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104682 |
| Standard Motor Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222505 |
| Visteon Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807791 |
| XPEL, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301560 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15908587 |
| **AUTOMOBILES — 0.3%** | **AUTOMOBILES — 0.3%** | **AUTOMOBILES — 0.3%** |
| Harley-Davidson, Inc. (b) | &nbsp;&nbsp;37201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877943 |
| Livewire Group, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35181 |
| Lucid Group, Inc. (a) (b) | 331100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698621 |
| Rivian Automotive, Inc. Class A (a) (b) | 248500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3414390 |
| Thor Industries, Inc. (b) | &nbsp;&nbsp;16501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465454 |
| Winnebago Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261000 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6752589 |
| **BANKS — 6.1%** | **BANKS — 6.1%** | **BANKS — 6.1%** |
| 1st Source Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373661 |
| ACNB Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111384 |
| Amalgamated Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177840 |
| Amerant Bancorp, Inc. | &nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215114 |
| Ameris Bancorp | &nbsp;&nbsp;20959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356047 |
| Ames National Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;3022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53822 |
| Arrow Financial Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139101 |
| Associated Banc-Corp. | &nbsp;&nbsp;50004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1219598 |
| Atlantic Union Bankshares Corp. (b) | &nbsp;&nbsp;42779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338127 |
| Axos Financial, Inc. (a) | &nbsp;&nbsp;16132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226677 |
| Banc of California, Inc. | &nbsp;&nbsp;45651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641397 |
| BancFirst Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809958 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Bancorp, Inc. (a) | 14878 | &nbsp;&nbsp;$847600 |
| Bank First Corp. (b) | &nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376480 |
| Bank of Hawaii Corp. | 12926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872893 |
| Bank of Marin Bancorp | &nbsp;&nbsp;5044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115205 |
| Bank of NT Butterfield & Son Ltd. | 14696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650739 |
| Bank OZK | 33044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555051 |
| Bank7 Corp. | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58562 |
| BankUnited, Inc. | 24727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880034 |
| Bankwell Financial Group, Inc. | &nbsp;&nbsp;2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73573 |
| Banner Corp. | 11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724895 |
| Bar Harbor Bankshares | &nbsp;&nbsp;4780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143209 |
| BayCom Corp. | &nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94214 |
| BCB Bancorp, Inc. (b) | &nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39574 |
| Berkshire Hills Bancorp, Inc. | 14516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363481 |
| Blue Foundry Bancorp (a) (b) | &nbsp;&nbsp;7091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67861 |
| BOK Financial Corp. | &nbsp;&nbsp;5408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527983 |
| Bridgewater Bancshares, Inc. (a) | &nbsp;&nbsp;6276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99851 |
| Brookline Bancorp, Inc. | 28022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295632 |
| Burke & Herbert Financial Services Corp. | &nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291184 |
| Business First Bancshares, Inc. | &nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192270 |
| Byline Bancorp, Inc. | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267300 |
| Cadence Bank | 50734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622473 |
| California BanCorp (a) (b) | &nbsp;&nbsp;7952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125324 |
| Camden National Corp. | &nbsp;&nbsp;5202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211097 |
| Capital Bancorp, Inc. (b) | &nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97382 |
| Capital City Bank Group, Inc. | &nbsp;&nbsp;4505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177272 |
| Capitol Federal Financial, Inc. | 39300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239730 |
| Carter Bankshares, Inc. (a) | &nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126582 |
| Cathay General Bancorp | 21909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997517 |
| Central Pacific Financial Corp. | &nbsp;&nbsp;8454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236966 |
| Chemung Financial Corp. | &nbsp;&nbsp;1037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50263 |
| ChoiceOne Financial Services, Inc. (b) | &nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77490 |
| Citizens & Northern Corp. | &nbsp;&nbsp;4751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89984 |
| Citizens Financial Services, Inc. (b) | &nbsp;&nbsp;1426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83735 |
| City Holding Co. | &nbsp;&nbsp;4895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599246 |
| Civista Bancshares, Inc. | &nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113680 |
| CNB Financial Corp. | &nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150876 |
| Coastal Financial Corp. (a) (b) | &nbsp;&nbsp;4213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408113 |
| Colony Bankcorp, Inc. | &nbsp;&nbsp;5346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88049 |
| Columbia Banking System, Inc. | 64229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1501674 |
| Columbia Financial, Inc. (a) (b) | &nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139296 |
| Comerica, Inc. | 40300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2403895 |
| Commerce Bancshares, Inc. | 37456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2328639 |
| Community Financial System, Inc. | 17339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986069 |
| Community Trust Bancorp, Inc. | &nbsp;&nbsp;4903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259467 |
| Community West Bancshares | &nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105354 |
| ConnectOne Bancorp, Inc. (b) | 15078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349206 |
| Cullen/Frost Bankers, Inc. | 18272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2348683 |
| Customers Bancorp, Inc. (a) | &nbsp;&nbsp;9902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581643 |
| CVB Financial Corp. | 41900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829201 |
| Dime Community Bancshares, Inc. | 12740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343216 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Eagle Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;$192852 |
| East West Bancorp, Inc. | &nbsp;&nbsp;42132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4254489 |
| Eastern Bankshares, Inc. | &nbsp;&nbsp;57440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877109 |
| Enterprise Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125976 |
| Enterprise Financial Services Corp. | &nbsp;&nbsp;11914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656461 |
| Equity Bancshares, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216240 |
| Esquire Financial Holdings, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227184 |
| ESSA Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56260 |
| Farmers & Merchants Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103648 |
| Farmers National Banc Corp. | &nbsp;&nbsp;11666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160874 |
| FB Financial Corp. | &nbsp;&nbsp;11283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511120 |
| Fidelity D&D Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64400 |
| Financial Institutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166406 |
| First BanCorp | &nbsp;&nbsp;50800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058164 |
| First Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86394 |
| First Bancorp/Southern Pines NC | &nbsp;&nbsp;13414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591423 |
| First Bank | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102102 |
| First Busey Corp. | &nbsp;&nbsp;28316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648012 |
| First Business Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128980 |
| First Citizens BancShares, Inc. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;3028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5924191 |
| First Commonwealth Financial Corp. | &nbsp;&nbsp;33406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542179 |
| First Community Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211518 |
| First Financial Bancorp | &nbsp;&nbsp;28691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696044 |
| First Financial Bankshares, Inc. | &nbsp;&nbsp;41669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499251 |
| First Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200503 |
| First Foundation, Inc. (a) (b) | &nbsp;&nbsp;22450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114495 |
| First Hawaiian, Inc. | &nbsp;&nbsp;41300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030848 |
| First Horizon Corp. | 155164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3289477 |
| First Internet Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91460 |
| First Interstate BancSystem, Inc. Class A | &nbsp;&nbsp;26132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753124 |
| First Merchants Corp. | &nbsp;&nbsp;19020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728466 |
| First Mid Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292422 |
| First Western Financial, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56400 |
| Five Star Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153146 |
| Flagstar Financial, Inc. (b) | &nbsp;&nbsp;83874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889064 |
| Flushing Financial Corp. | &nbsp;&nbsp;15100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179388 |
| FNB Corp. | 100239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461485 |
| FS Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82698 |
| Fulton Financial Corp. | &nbsp;&nbsp;53792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970408 |
| FVCBankcorp, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62823 |
| German American Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362957 |
| Glacier Bancorp, Inc. | &nbsp;&nbsp;35308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1521069 |
| Great Southern Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162703 |
| Greene County Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48884 |
| Guaranty Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104615 |
| Hancock Whitney Corp. | &nbsp;&nbsp;25920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1487808 |
| Hanmi Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236928 |
| HarborOne Bancorp, Inc. | &nbsp;&nbsp;11963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139728 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| HBT Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;$100840 |
| Heritage Commerce Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187339 |
| Heritage Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255088 |
| Hilltop Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409725 |
| Hingham Institution For Savings | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116228 |
| Home Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117696 |
| Home BancShares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603778 |
| HomeStreet, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70238 |
| HomeTrust Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179905 |
| Hope Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400454 |
| Horizon Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212859 |
| Independent Bank Corp. (c) | &nbsp;&nbsp;&nbsp;&nbsp;14065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884478 |
| Independent Bank Corp. (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204766 |
| International Bancshares Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061632 |
| Investar Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54096 |
| John Marshall Bancorp, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74120 |
| Kearny Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110795 |
| Lakeland Financial Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524046 |
| LCNB Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59573 |
| LINKBANCORP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51901 |
| Live Oak Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348362 |
| Mercantile Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232050 |
| Metrocity Bankshares, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171480 |
| Metropolitan Bank Holding Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238000 |
| Mid Penn Bancorp, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195313 |
| Middlefield Banc Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69253 |
| Midland States Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112615 |
| MidWestOne Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174087 |
| MVB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98524 |
| National Bank Holdings Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;12048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453125 |
| National Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48960 |
| NB Bancorp, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221464 |
| NBT Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698040 |
| Nicolet Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569984 |
| Northeast Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213576 |
| Northeast Community Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92980 |
| Northfield Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139826 |
| Northrim BanCorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158542 |
| Northwest Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542843 |
| Norwood Financial Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64914 |
| NU Holdings Ltd. Class A (a) | 1002118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13749059 |
| Oak Valley Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62679 |
| OceanFirst Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322386 |
| OFG Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629160 |
| Old National Bancorp (b) | &nbsp;&nbsp;&nbsp;&nbsp;97254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075400 |
| Old Second Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247207 |
| Orange County Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85272 |
| Origin Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335956 |
| Orrstown Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200529 |
| Pacific Premier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596868 |
| Park National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788965 |
| Parke Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67160 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Pathward Financial, Inc. | &nbsp;&nbsp;8043 | &nbsp;&nbsp;$636362 |
| PCB Bancorp | &nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79724 |
| Peapack-Gladstone Financial Corp. | &nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149725 |
| Peoples Bancorp of North Carolina, Inc. | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37505 |
| Peoples Bancorp, Inc. | 12014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366908 |
| Peoples Financial Services Corp. (b) | &nbsp;&nbsp;2939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145098 |
| Pinnacle Financial Partners, Inc. | 23504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595077 |
| Pioneer Bancorp, Inc. (a) | &nbsp;&nbsp;5219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62785 |
| Plumas Bancorp | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80028 |
| Ponce Financial Group, Inc. (a) (b) | &nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87192 |
| Popular, Inc. | 20810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2293470 |
| Preferred Bank | &nbsp;&nbsp;3977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344189 |
| Primis Financial Corp. | &nbsp;&nbsp;7169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77784 |
| Princeton Bancorp, Inc. | &nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51918 |
| Prosperity Bancshares, Inc. | 26109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833896 |
| Provident Bancorp, Inc. (a) (b) | &nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59952 |
| Provident Financial Services, Inc. | 40856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716206 |
| QCR Holdings, Inc. | &nbsp;&nbsp;5520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374808 |
| RBB Bancorp (b) | &nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91213 |
| Red River Bancshares, Inc. | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88050 |
| Renasant Corp. (b) | 30332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089829 |
| Republic Bancorp, Inc. Class A | &nbsp;&nbsp;2708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197982 |
| S&T Bancorp, Inc. | 12561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475057 |
| Seacoast Banking Corp. of Florida | 28191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778635 |
| ServisFirst Bancshares, Inc. | 16330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265738 |
| Shore Bancshares, Inc. | &nbsp;&nbsp;9925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156021 |
| Sierra Bancorp | &nbsp;&nbsp;4118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122263 |
| Simmons First National Corp. Class A | 37639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713635 |
| SmartFinancial, Inc. | &nbsp;&nbsp;5102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172346 |
| South Plains Financial, Inc. | &nbsp;&nbsp;3821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137709 |
| Southern First Bancshares, Inc. (a) | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95075 |
| Southern Missouri Bancorp, Inc. | &nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169818 |
| Southern States Bancshares, Inc. | &nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98199 |
| Southside Bancshares, Inc. | &nbsp;&nbsp;9155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269432 |
| SouthState Corp. | 30589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2815106 |
| Stellar Bancorp, Inc. | 16298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456018 |
| Sterling Bancorp, Inc. (a) (b) (d) | &nbsp;&nbsp;6689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Stock Yards Bancorp, Inc. (b) | &nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671330 |
| Synovus Financial Corp. (b) | 42548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2201859 |
| Texas Capital Bancshares, Inc. (a) | 14528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1153523 |
| TFS Financial Corp. (b) | 17817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230730 |
| Third Coast Bancshares, Inc. (a) | &nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117612 |
| Timberland Bancorp, Inc. | &nbsp;&nbsp;2388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74506 |
| Tompkins Financial Corp. | &nbsp;&nbsp;4081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256001 |
| Towne Bank | 23590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806306 |
| TriCo Bancshares | 11072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448305 |
| Triumph Financial, Inc. (a) (b) | &nbsp;&nbsp;7321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403460 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| TrustCo Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5919 | &nbsp;&nbsp;$197813 |
| Trustmark Corp. | &nbsp;&nbsp;19496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710824 |
| UMB Financial Corp. | &nbsp;&nbsp;22133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2327506 |
| United Bankshares, Inc. (b) | &nbsp;&nbsp;41005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493812 |
| United Community Banks, Inc. | &nbsp;&nbsp;38140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136191 |
| Unity Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108049 |
| Univest Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277570 |
| USCB Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59263 |
| Valley National Bancorp | 155368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387436 |
| Veritex Holdings, Inc. | &nbsp;&nbsp;16650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434565 |
| Virginia National Bankshares Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53095 |
| WaFd, Inc. | &nbsp;&nbsp;26024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761983 |
| Washington Trust Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170330 |
| Webster Financial Corp. | &nbsp;&nbsp;50941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2781379 |
| WesBanco, Inc. | &nbsp;&nbsp;28459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900171 |
| West BanCorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102076 |
| Westamerica BanCorp | &nbsp;&nbsp;&nbsp;&nbsp;8385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406169 |
| Western Alliance Bancorp | &nbsp;&nbsp;34083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2657792 |
| Wintrust Financial Corp. | &nbsp;&nbsp;20112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2493486 |
| WSFS Financial Corp. | &nbsp;&nbsp;18724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029820 |
| Zions Bancorp NA | &nbsp;&nbsp;44100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2290554 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145407020 |
| **BEVERAGES — 0.3%** | **BEVERAGES — 0.3%** | **BEVERAGES — 0.3%** |
| Boston Beer Co., Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;2616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499159 |
| Celsius Holdings, Inc. (a) | &nbsp;&nbsp;51600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2393724 |
| Coca-Cola Consolidated, Inc. | &nbsp;&nbsp;16020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1788633 |
| MGP Ingredients, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134865 |
| National Beverage Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;5894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254857 |
| Primo Brands Corp. | &nbsp;&nbsp;80900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2396258 |
| Vita Coco Co., Inc. (a) | &nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465690 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7933186 |
| **BIOTECHNOLOGY — 4.6%** | **BIOTECHNOLOGY — 4.6%** | **BIOTECHNOLOGY — 4.6%** |
| 4D Molecular Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53053 |
| 89bio, Inc. (a) | &nbsp;&nbsp;35900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352538 |
| Absci Corp. (a) (b) | &nbsp;&nbsp;24800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63736 |
| ACADIA Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;39089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843150 |
| ADC Therapeutics SA (a) | &nbsp;&nbsp;24500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65660 |
| ADMA Biologics, Inc. (a) | &nbsp;&nbsp;73485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338162 |
| Aduro Biotech, Inc. 1.00%(a) (d) | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Agios Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;18404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612117 |
| Akebia Therapeutics, Inc. (a) | &nbsp;&nbsp;72700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264628 |
| Akero Therapeutics, Inc. (a) | &nbsp;&nbsp;23200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237952 |
| Aldeyra Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;15800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60514 |
| Alector, Inc. (a) (b) | &nbsp;&nbsp;23335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32669 |
| Alkermes PLC (a) | &nbsp;&nbsp;50062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432274 |
| Allogene Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;40631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45913 |
| Alnylam Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;39280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12808815 |
| Altimmune, Inc. (a) (b) | &nbsp;&nbsp;22400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86688 |
| Amicus Therapeutics, Inc. (a) | &nbsp;&nbsp;89241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511351 |
| AnaptysBio, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151271 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Anavex Life Sciences Corp. (a) (b) | 23700 | &nbsp;&nbsp;$218514 |
| Anika Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;5547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58687 |
| Annexon, Inc. (a) (b) | 30900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74160 |
| Apellis Pharmaceuticals, Inc. (a) | 35800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619698 |
| Apogee Therapeutics, Inc. (a) | 11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495102 |
| Arbutus Biopharma Corp. (a) (b) | 56600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174894 |
| Arcellx, Inc. (a) (b) | 12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803370 |
| Arcturus Therapeutics Holdings, Inc. (a) (b) | &nbsp;&nbsp;7235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94127 |
| Arcus Biosciences, Inc. (a) | 17195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139967 |
| Arcutis Biotherapeutics, Inc. (a) | 34900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489298 |
| Ardelyx, Inc. (a) | 76700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300664 |
| ArriVent Biopharma, Inc. (a) (b) | &nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193753 |
| Arrowhead Pharmaceuticals, Inc. (a) (b) | 39261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620324 |
| ARS Pharmaceuticals, Inc. (a) | 15600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272220 |
| Astria Therapeutics, Inc. (a) (b) | 14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78792 |
| Aura Biosciences, Inc. (a) (b) | 14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92022 |
| Aurinia Pharmaceuticals, Inc. (a) | 43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364210 |
| Avidity Biosciences, Inc. (a) (b) | 37400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062160 |
| Avita Medical, Inc. (a) (b) | &nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43378 |
| Beam Therapeutics, Inc. (a) (b) | 29700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505197 |
| Bicara Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53882 |
| BioCryst Pharmaceuticals, Inc. (a) | 67830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607757 |
| Biohaven Ltd. (a) | 27700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390847 |
| BioMarin Pharmaceutical, Inc. (a) | 57827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3178750 |
| Blueprint Medicines Corp. (a) | 19842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2543348 |
| Bridgebio Pharma, Inc. (a) | 46294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998975 |
| Candel Therapeutics, Inc. (a) (b) | 10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52624 |
| Capricor Therapeutics, Inc. (a) (b) | 11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115188 |
| Cardiff Oncology, Inc. (a) (b) | 19700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62055 |
| CareDx, Inc. (a) | 17048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333118 |
| Cargo Therapeutics, Inc. (a) | 12100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49852 |
| Cartesian Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;3190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33144 |
| Catalyst Pharmaceuticals, Inc. (a) | 37387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811298 |
| Celcuity, Inc. (a) (b) | 10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138840 |
| Celldex Therapeutics, Inc. (a) | 22900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466015 |
| CG oncology, Inc. (a) | 18900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491400 |
| Chinook Therapeutics, Inc. (a) (d) | 17090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Cidara Therapeutics, Inc. (a) | &nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258163 |
| Cogent Biosciences, Inc. (a) | 29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208220 |
| Coherus Oncology, Inc. (a) (b) | 37817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27656 |
| Compass Therapeutics, Inc. (a) (b) | 30700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79820 |
| Crinetics Pharmaceuticals, Inc. (a) (b) | 30800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885808 |
| CRISPR Therapeutics AG (a) | 26100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269504 |
| Cullinan Therapeutics, Inc. (a) | 16600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124998 |
| Cytokinetics, Inc. (a) (b) | 37296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232260 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Day One Biopharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;17200 | &nbsp;&nbsp;$111800 |
| Denali Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;43332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606215 |
| Design Therapeutics, Inc. (a) | &nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38081 |
| Dianthus Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141588 |
| Disc Medicine, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397200 |
| Dynavax Technologies Corp. (a) (b) | &nbsp;&nbsp;36538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362457 |
| Dyne Therapeutics, Inc. (a) | &nbsp;&nbsp;27900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265608 |
| Editas Medicine, Inc. (a) (b) | &nbsp;&nbsp;26139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57506 |
| Enanta Pharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44604 |
| Entrada Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50669 |
| Erasca, Inc. (a) (b) | &nbsp;&nbsp;58400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74168 |
| Exact Sciences Corp. (a) | &nbsp;&nbsp;59229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3147429 |
| Exelixis, Inc. (a) | &nbsp;&nbsp;84584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3728040 |
| Fate Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;27189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30452 |
| Fennec Pharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68060 |
| Foghorn Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31960 |
| Geron Corp. (a) | 186883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263505 |
| GRAIL, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456764 |
| Greenwich Lifesciences, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15419 |
| Gtx, Inc. CVR (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| Gyre Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19845 |
| Halozyme Therapeutics, Inc. (a) | &nbsp;&nbsp;37758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964171 |
| Heron Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;37217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77039 |
| Humacyte, Inc. (a) (b) | &nbsp;&nbsp;26900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56221 |
| Icosavax, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3007 |
| Ideaya Biosciences, Inc. (a) | &nbsp;&nbsp;31100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653722 |
| ImmunityBio, Inc. (a) | &nbsp;&nbsp;47600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125664 |
| Immunome, Inc. (a) (b) | &nbsp;&nbsp;22900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212970 |
| Immunovant, Inc. (a) (b) | &nbsp;&nbsp;21300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340800 |
| Inhibrx Biosciences, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52799 |
| Inmune Bio, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11319 |
| Insmed, Inc. (a) | &nbsp;&nbsp;56466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5682738 |
| Intellia Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;32100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301098 |
| Ionis Pharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;50721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003987 |
| Iovance Biotherapeutics, Inc. (a) (b) | &nbsp;&nbsp;86800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149296 |
| Ironwood Pharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;44678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32043 |
| iTeos Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83748 |
| Jade Biosciences, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 |
| Janux Therapeutics, Inc. (a) | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233310 |
| KalVista Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139051 |
| Keros Therapeutics, Inc. (a) | &nbsp;&nbsp;10847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144807 |
| Kodiak Sciences, Inc. (a) (b) | &nbsp;&nbsp;12035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44890 |
| Korro Bio, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27478 |
| Krystal Biotech, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053906 |
| Kura Oncology, Inc. (a) | &nbsp;&nbsp;30100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173677 |
| Kymera Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706968 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Larimar Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;15400 | &nbsp;&nbsp;$44506 |
| Lexeo Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26130 |
| Madrigal Pharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607926 |
| MannKind Corp. (a) | &nbsp;&nbsp;93800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350812 |
| MeiraGTx Holdings PLC (a) (b) | &nbsp;&nbsp;15800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103016 |
| Merrimack Pharmaceuticals, Inc. (a) (d) | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Metsera, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142250 |
| MiMedx Group, Inc. (a) | &nbsp;&nbsp;37700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230347 |
| Mineralys Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121770 |
| Mirum Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661570 |
| Monte Rosa Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;13100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59081 |
| Myriad Genetics, Inc. (a) | &nbsp;&nbsp;28295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150246 |
| Natera, Inc. (a) | &nbsp;&nbsp;40932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6915052 |
| Neurocrine Biosciences, Inc. (a) | &nbsp;&nbsp;29847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3751469 |
| Neurogene, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56810 |
| Nkarta, Inc. (a) (b) | &nbsp;&nbsp;15800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26228 |
| Novavax, Inc. (a) (b) | &nbsp;&nbsp;49093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309286 |
| Nurix Therapeutics, Inc. (a) | &nbsp;&nbsp;23800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271082 |
| Nuvalent, Inc. Class A (a) | &nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869820 |
| Olema Pharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51972 |
| Organogenesis Holdings, Inc. (a) (b) | &nbsp;&nbsp;21798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79781 |
| ORIC Pharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;17400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176610 |
| Perspective Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53664 |
| Praxis Precision Medicines, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243890 |
| Precigen, Inc. (a) (b) | &nbsp;&nbsp;42641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60550 |
| Prime Medicine, Inc. (a) (b) | &nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44954 |
| Protagonist Therapeutics, Inc. (a) | &nbsp;&nbsp;19002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050240 |
| Prothena Corp. PLC (a) (b) | &nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81945 |
| PTC Therapeutics, Inc. (a) | &nbsp;&nbsp;24300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186812 |
| Puma Biotechnology, Inc. (a) (b) | &nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52136 |
| Recursion Pharmaceuticals, Inc. Class A (a) (b) | &nbsp;&nbsp;82100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415426 |
| REGENXBIO, Inc. (a) | &nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118224 |
| Relay Therapeutics, Inc. (a) | &nbsp;&nbsp;39500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136670 |
| Replimune Group, Inc. (a) | &nbsp;&nbsp;21800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202522 |
| Revolution Medicines, Inc. (a) | &nbsp;&nbsp;56044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2061859 |
| Rhythm Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1131101 |
| Rigel Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;5568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104289 |
| Rocket Pharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;23700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58065 |
| Roivant Sciences Ltd. (a) (b) | 120897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362509 |
| Sage Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;17272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157521 |
| Sana Biotechnology, Inc. (a) (b) | &nbsp;&nbsp;41900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114387 |
| Sarepta Therapeutics, Inc. (a) | &nbsp;&nbsp;29452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503629 |
| Savara, Inc. (a) (b) | &nbsp;&nbsp;39700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90516 |
| Scholar Rock Holding Corp. (a) | &nbsp;&nbsp;26600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942172 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Soleno Therapeutics, Inc. (a) | &nbsp;&nbsp;12700 | &nbsp;&nbsp;$1064006 |
| Solid Biosciences, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41395 |
| SpringWorks Therapeutics, Inc. (a) | &nbsp;&nbsp;22700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066673 |
| Spyre Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184131 |
| Stoke Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129390 |
| Summit Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;30400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646912 |
| Syndax Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;25920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242741 |
| Tango Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;17100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87552 |
| Taysha Gene Therapies, Inc. (a) (b) | &nbsp;&nbsp;55500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128205 |
| Tevogen Bio Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11125 |
| TG Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;45842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649854 |
| Tobira Therapeutics, Inc. CVR (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 |
| Tourmaline Bio, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116727 |
| Travere Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;27398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405490 |
| Twist Bioscience Corp. (a) (b) | &nbsp;&nbsp;19212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706809 |
| Tyra Biosciences, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57487 |
| Ultragenyx Pharmaceutical, Inc. (a) | &nbsp;&nbsp;30676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115379 |
| United Therapeutics Corp. (a) | &nbsp;&nbsp;13721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3942729 |
| Upstream Bio, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64782 |
| UroGen Pharma Ltd. (a) (b) | &nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168510 |
| Vanda Pharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;17151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80953 |
| Vaxcyte, Inc. (a) | &nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300400 |
| Vera Therapeutics, Inc. (a) | &nbsp;&nbsp;15900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374604 |
| Veracyte, Inc. (a) | &nbsp;&nbsp;25387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686211 |
| Verastem, Inc. (a) (b) | &nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51045 |
| Vericel Corp. (a) (b) | &nbsp;&nbsp;15473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658376 |
| Verve Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;23500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263905 |
| Viking Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;35500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940750 |
| Vir Biotechnology, Inc. (a) (b) | &nbsp;&nbsp;28739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144845 |
| Viridian Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;23600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329928 |
| Voyager Therapeutics, Inc. (a) | &nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41985 |
| Xencor, Inc. (a) | &nbsp;&nbsp;21285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167300 |
| Xenon Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748070 |
| XOMA Royalty Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63000 |
| Y-mAbs Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52767 |
| Zenas Biopharma, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46512 |
| Zymeworks, Inc. (a) | &nbsp;&nbsp;17300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217115 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110439113 |
| **BROADLINE RETAIL — 0.8%** | **BROADLINE RETAIL — 0.8%** | **BROADLINE RETAIL — 0.8%** |
| Coupang, Inc. (a) | 389130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11658335 |
| Dillard's, Inc. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397774 |
| Etsy, Inc. (a) | &nbsp;&nbsp;32500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630200 |
| Groupon, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264255 |
| Kohl's Corp. | &nbsp;&nbsp;34606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293459 |
| Macy's, Inc. | &nbsp;&nbsp;85100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992266 |
| Ollie's Bargain Outlet Holdings, Inc. (a) (b) | &nbsp;&nbsp;19469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2565625 |
| Savers Value Village, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75480 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17877394 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **BUILDING PRODUCTS — 1.4%** | **BUILDING PRODUCTS — 1.4%** | **BUILDING PRODUCTS — 1.4%** |
| AAON, Inc. (b) | &nbsp;&nbsp;21227 | &nbsp;&nbsp;$1565491 |
| Advanced Drainage Systems, Inc. (b) | &nbsp;&nbsp;21486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2467882 |
| American Woodmark Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264502 |
| Apogee Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280505 |
| Armstrong World Industries, Inc. | &nbsp;&nbsp;13395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175884 |
| AZEK Co., Inc. (a) | &nbsp;&nbsp;46792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2543145 |
| AZZ, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;9293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878003 |
| Carlisle Cos., Inc. (b) | &nbsp;&nbsp;13038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4868389 |
| CSW Industrials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454515 |
| Fortune Brands Innovations, Inc. | &nbsp;&nbsp;36936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1901465 |
| Gibraltar Industries, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572300 |
| Griffon Corp. | &nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803307 |
| Hayward Holdings, Inc. (a) | &nbsp;&nbsp;48800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673440 |
| Insteel Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237660 |
| Janus International Group, Inc. (a) (b) | &nbsp;&nbsp;44900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365486 |
| JELD-WEN Holding, Inc. (a) | &nbsp;&nbsp;28609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112147 |
| Masterbrand, Inc. (a) (b) | &nbsp;&nbsp;40900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447037 |
| Owens Corning | &nbsp;&nbsp;25745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3540452 |
| Quanex Building Products Corp. (b) | &nbsp;&nbsp;15550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293895 |
| Resideo Technologies, Inc. (a) | &nbsp;&nbsp;45777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009841 |
| Simpson Manufacturing Co., Inc. | &nbsp;&nbsp;12554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1949762 |
| Tecnoglass, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580200 |
| Trex Co., Inc. (a) | &nbsp;&nbsp;33038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1796607 |
| UFP Industries, Inc. | &nbsp;&nbsp;17710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1759666 |
| Zurn Elkay Water Solutions Corp. | &nbsp;&nbsp;46390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1696482 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34238063 |
| **CAPITAL MARKETS — 4.7%** | **CAPITAL MARKETS — 4.7%** | **CAPITAL MARKETS — 4.7%** |
| Acadian Asset Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298589 |
| Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719573 |
| AlTi Global, Inc. (a) (b) | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53950 |
| ARES Management Corp. Class A | &nbsp;&nbsp;58630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10154716 |
| Artisan Partners Asset Management, Inc. Class A (b) | &nbsp;&nbsp;19502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864524 |
| BGC Group, Inc. Class A | 114400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170312 |
| Blue Owl Capital, Inc. (b) | 189536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3640987 |
| Brookfield Asset Management Ltd. Class A (b) | 120100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6639128 |
| Carlyle Group, Inc. (b) | &nbsp;&nbsp;81312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4179437 |
| Cohen & Steers, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;9009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678828 |
| Diamond Hill Investment Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111598 |
| DigitalBridge Group, Inc. (b) | &nbsp;&nbsp;52229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540570 |
| Donnelley Financial Solutions, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553309 |
| Evercore, Inc. Class A | &nbsp;&nbsp;11341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3062297 |
| Forge Global Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56853 |
| Freedom Holding Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817880 |
| GCM Grosvenor, Inc. Class A (b) | &nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157216 |
| Hamilton Lane, Inc. Class A | &nbsp;&nbsp;12804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1819704 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Houlihan Lokey, Inc. | &nbsp;&nbsp;16800 | &nbsp;&nbsp;$3023160 |
| Interactive Brokers Group, Inc. Class A | 132712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7353572 |
| Janus Henderson Group PLC | &nbsp;&nbsp;39600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1538064 |
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;47219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2582407 |
| Lazard, Inc. (b) | &nbsp;&nbsp;34902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1674598 |
| LPL Financial Holdings, Inc. | &nbsp;&nbsp;25084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9405747 |
| Marex Group PLC | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394700 |
| MarketWise, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11260 |
| Moelis & Co. Class A | &nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371040 |
| Morningstar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165175 |
| Open Lending Corp. (a) (b) | &nbsp;&nbsp;32300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62662 |
| P10, Inc. Class A (b) | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132860 |
| Patria Investments Ltd. Class A (b) | &nbsp;&nbsp;18100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254486 |
| Perella Weinberg Partners (b) | &nbsp;&nbsp;16300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316546 |
| Piper Sandler Cos. | &nbsp;&nbsp;&nbsp;&nbsp;5371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1492816 |
| PJT Partners, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;7172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183452 |
| Robinhood Markets, Inc. Class A (a) | 233366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21850059 |
| SEI Investments Co. | &nbsp;&nbsp;31906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2867073 |
| Silvercrest Asset Management Group, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49166 |
| StepStone Group, Inc. Class A | &nbsp;&nbsp;21726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205793 |
| Stifel Financial Corp. | &nbsp;&nbsp;31316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3249974 |
| StoneX Group, Inc. (a) | &nbsp;&nbsp;14531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324355 |
| TPG, Inc. (b) | &nbsp;&nbsp;40057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100990 |
| Tradeweb Markets, Inc. Class A | &nbsp;&nbsp;36792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5386349 |
| Value Line, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7830 |
| Victory Capital Holdings, Inc. Class A (b) | &nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853178 |
| Virtu Financial, Inc. Class A | &nbsp;&nbsp;26897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204717 |
| Virtus Investment Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385838 |
| WisdomTree, Inc. (b) | &nbsp;&nbsp;42099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484559 |
| XP, Inc. Class A | 129200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2609840 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113061737 |
| **CHEMICALS — 1.2%** | **CHEMICALS — 1.2%** | **CHEMICALS — 1.2%** |
| AdvanSix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192375 |
| American Vanguard Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;9552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37444 |
| Arq, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49941 |
| Ashland, Inc. | &nbsp;&nbsp;15272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767876 |
| ASP Isotopes, Inc. (a) (b) | &nbsp;&nbsp;18700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137632 |
| Aspen Aerogels, Inc. (a) (b) | &nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115440 |
| Avient Corp. | &nbsp;&nbsp;27846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899704 |
| Axalta Coating Systems Ltd. (a) | &nbsp;&nbsp;67600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2007044 |
| Balchem Corp. | &nbsp;&nbsp;10086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605691 |
| Cabot Corp. | &nbsp;&nbsp;15230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142250 |
| Celanese Corp. | &nbsp;&nbsp;35300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953149 |
| Chemours Co. (b) | &nbsp;&nbsp;48343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553527 |
| Core Molding Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39816 |
| Ecovyst, Inc. (a) (b) | &nbsp;&nbsp;36350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299161 |
| Element Solutions, Inc. | &nbsp;&nbsp;69800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580970 |
| FMC Corp. | &nbsp;&nbsp;39700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1657475 |
| Hawkins, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908872 |
| HB Fuller Co. | &nbsp;&nbsp;16860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014129 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Huntsman Corp. | 54639 | &nbsp;&nbsp;$569338 |
| Ingevity Corp. (a) | 11838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510099 |
| Innospec, Inc. | &nbsp;&nbsp;7395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621846 |
| Intrepid Potash, Inc. (a) (b) | &nbsp;&nbsp;3490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124698 |
| Koppers Holdings, Inc. | &nbsp;&nbsp;6830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219585 |
| Kronos Worldwide, Inc. (b) | &nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50220 |
| LSB Industries, Inc. (a) (b) | 16900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131820 |
| Mativ Holdings, Inc. | 18921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129041 |
| Minerals Technologies, Inc. | 10192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561274 |
| NewMarket Corp. | &nbsp;&nbsp;1843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1273255 |
| Olin Corp. | 36447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732220 |
| Orion SA | 19200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201408 |
| Perimeter Solutions, Inc. (a) (b) | 43700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608304 |
| PureCycle Technologies, Inc. (a) (b) | 40600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556220 |
| Quaker Chemical Corp. (b) | &nbsp;&nbsp;4507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504514 |
| Rayonier Advanced Materials, Inc. (a) | 20300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78155 |
| RPM International, Inc. | 38843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4266515 |
| Scotts Miracle-Gro Co. | 14244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939534 |
| Sensient Technologies Corp. (b) | 13619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341744 |
| Stepan Co. | &nbsp;&nbsp;6878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375401 |
| Tronox Holdings PLC | 40869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207206 |
| Valhi, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15675 |
| Westlake Corp. | &nbsp;&nbsp;9196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698252 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29678820 |
| **COMMERCIAL SERVICES & SUPPLIES — 1.2%** | **COMMERCIAL SERVICES & SUPPLIES — 1.2%** | **COMMERCIAL SERVICES & SUPPLIES — 1.2%** |
| ABM Industries, Inc. | 18988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896423 |
| ACCO Brands Corp. | 28542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102180 |
| ACV Auctions, Inc. Class A (a) | 48800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791536 |
| BrightView Holdings, Inc. (a) | 19900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331335 |
| Brink's Co. | 12014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072730 |
| Casella Waste Systems, Inc. Class A (a) (b) | 19190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2214142 |
| CECO Environmental Corp. (a) (b) | &nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277438 |
| Cimpress PLC (a) | &nbsp;&nbsp;4833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227151 |
| Clean Harbors, Inc. (a) | 15153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3503071 |
| CompX International, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15942 |
| CoreCivic, Inc. (a) | 34925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735870 |
| Deluxe Corp. | 13576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215994 |
| Driven Brands Holdings, Inc. (a) (b) | 19600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344176 |
| Ennis, Inc. | &nbsp;&nbsp;8497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154136 |
| Enviri Corp. (a) (b) | 26825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232841 |
| GEO Group, Inc. (a) | 41863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002619 |
| Healthcare Services Group, Inc. (a) | 24465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367709 |
| HNI Corp. | 14211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698897 |
| Interface, Inc. | 18762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392689 |
| Liquidity Services, Inc. (a) | &nbsp;&nbsp;6813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160719 |
| MillerKnoll, Inc. | 20334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394886 |
| Montrose Environmental Group, Inc. (a) (b) | 10795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236303 |
| MSA Safety, Inc. | 10473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754542 |
| NL Industries, Inc. (b) | &nbsp;&nbsp;2831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18118 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| OPENLANE, Inc. (a) | 34792 | &nbsp;&nbsp;$850664 |
| Perma-Fix Environmental Services, Inc. (a) (b) | &nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58912 |
| Pitney Bowes, Inc. | 53464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583292 |
| Quad/Graphics, Inc. (b) | &nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55370 |
| RB Global, Inc. | 57210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075130 |
| Steelcase, Inc. Class A | 28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292040 |
| Tetra Tech, Inc. | 83010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2985040 |
| UniFirst Corp. | &nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912867 |
| Vestis Corp. (b) | 38170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218714 |
| Virco Mfg. Corp. (b) | &nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36708 |
| VSE Corp. (b) | &nbsp;&nbsp;5780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757064 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28967248 |
| **COMMUNICATIONS EQUIPMENT — 0.5%** | **COMMUNICATIONS EQUIPMENT — 0.5%** | **COMMUNICATIONS EQUIPMENT — 0.5%** |
| ADTRAN Holdings, Inc. (a) | 24837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222788 |
| Applied Optoelectronics, Inc. (a) (b) | 14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369936 |
| Aviat Networks, Inc. (a) (b) | &nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103415 |
| Calix, Inc. (a) | 18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984015 |
| Ciena Corp. (a) | 44015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3579740 |
| Clearfield, Inc. (a) | &nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186663 |
| CommScope Holding Co., Inc. (a) | 69355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574259 |
| Digi International, Inc. (a) | 11670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406816 |
| Extreme Networks, Inc. (a) | 41500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744925 |
| Harmonic, Inc. (a) | 33600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318192 |
| Lumentum Holdings, Inc. (a) (b) | 21682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2061091 |
| NETGEAR, Inc. (a) | &nbsp;&nbsp;9289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270031 |
| NetScout Systems, Inc. (a) | 21907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543513 |
| Ribbon Communications, Inc. (a) | 32200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129122 |
| Ubiquiti, Inc. (b) | &nbsp;&nbsp;1332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548318 |
| Viasat, Inc. (a) (b) | 35511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518461 |
| Viavi Solutions, Inc. (a) | 68458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689372 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12250657 |
| **CONSTRUCTION & ENGINEERING — 2.0%** | **CONSTRUCTION & ENGINEERING — 2.0%** | **CONSTRUCTION & ENGINEERING — 2.0%** |
| AECOM | 40296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4547807 |
| Ameresco, Inc. Class A (a) (b) | 11200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170128 |
| API Group Corp. (a) | 77523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3957549 |
| Arcosa, Inc. | 14486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256081 |
| Argan, Inc. | &nbsp;&nbsp;4188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923370 |
| Bowman Consulting Group Ltd. (a) (b) | &nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120750 |
| Centuri Holdings, Inc. (a) (b) | &nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118932 |
| Comfort Systems USA, Inc. | 10882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5835037 |
| Concrete Pumping Holdings, Inc. | &nbsp;&nbsp;8456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52004 |
| Construction Partners, Inc. Class A (a) | 15098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1604616 |
| Dycom Industries, Inc. (a) | &nbsp;&nbsp;8752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2138901 |
| EMCOR Group, Inc. | 13653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7302853 |
| Everus Construction Group, Inc. (a) | 16459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045640 |
| Fluor Corp. (a) | 50607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2594621 |
| Granite Construction, Inc. (b) | 13879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297825 |
| Great Lakes Dredge & Dock Corp. (a) | 22550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274885 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| IES Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;$799821 |
| Limbach Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476340 |
| MasTec, Inc. (a) | &nbsp;&nbsp;19353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3298332 |
| Matrix Service Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112133 |
| MYR Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879670 |
| NWPX Infrastructure, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123686 |
| Orion Group Holdings, Inc. (a) (b) | &nbsp;&nbsp;13700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124259 |
| Primoris Services Corp. | &nbsp;&nbsp;17354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1352571 |
| Southland Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15466 |
| Sterling Infrastructure, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;9371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2162171 |
| Tutor Perini Corp. (a) | &nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668954 |
| Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1983586 |
| WillScot Holdings Corp. | &nbsp;&nbsp;54913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504616 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46742604 |
| **CONSTRUCTION MATERIALS — 1.0%** | **CONSTRUCTION MATERIALS — 1.0%** | **CONSTRUCTION MATERIALS — 1.0%** |
| CRH PLC | 212500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19507500 |
| Eagle Materials, Inc. | &nbsp;&nbsp;10323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086382 |
| Knife River Corp. (a) (b) | &nbsp;&nbsp;18461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507156 |
| Smith-Midland Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46984 |
| U.S. Lime & Minerals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359779 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23507801 |
| **CONSUMER FINANCE — 1.0%** | **CONSUMER FINANCE — 1.0%** | **CONSUMER FINANCE — 1.0%** |
| Ally Financial, Inc. | &nbsp;&nbsp;83162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3239160 |
| Atlanticus Holdings Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98550 |
| Bread Financial Holdings, Inc. | &nbsp;&nbsp;14610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834523 |
| Consumer Portfolio Services, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21626 |
| Credit Acceptance Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074388 |
| Dave, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724707 |
| Encore Capital Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319396 |
| Enova International, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869856 |
| FirstCash Holdings, Inc. | &nbsp;&nbsp;12215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650735 |
| Green Dot Corp. Class A (a) | &nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183260 |
| LendingClub Corp. (a) | &nbsp;&nbsp;36906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443979 |
| LendingTree, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123666 |
| Medallion Financial Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54321 |
| Navient Corp. (b) | &nbsp;&nbsp;17004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239756 |
| Nelnet, Inc. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;3842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465343 |
| NerdWallet, Inc. Class A (a) | &nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121767 |
| OneMain Holdings, Inc. | &nbsp;&nbsp;35744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2037408 |
| OppFi, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92334 |
| PRA Group, Inc. (a) | &nbsp;&nbsp;13072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192812 |
| PROG Holdings, Inc. | &nbsp;&nbsp;13374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392527 |
| Regional Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75946 |
| SLM Corp. (b) | &nbsp;&nbsp;66712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2187487 |
| SoFi Technologies, Inc. (a) (b) | 341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6209610 |
| Upstart Holdings, Inc. (a) | &nbsp;&nbsp;26603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720682 |
| World Acceptance Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;1128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186255 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23560094 |
| **CONSUMER STAPLES DISTRIBUTION & RETAIL — 1.4%** | **CONSUMER STAPLES DISTRIBUTION & RETAIL — 1.4%** | **CONSUMER STAPLES DISTRIBUTION & RETAIL — 1.4%** |
| Albertsons Cos., Inc. Class A | 126000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2710260 |
| Andersons, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326524 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| BJ's Wholesale Club Holdings, Inc. (a) | &nbsp;&nbsp;40600 | &nbsp;&nbsp;$4377898 |
| Casey's General Stores, Inc. | &nbsp;&nbsp;11475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5855348 |
| Chefs' Warehouse, Inc. (a) (b) | &nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746577 |
| Grocery Outlet Holding Corp. (a) (b) | &nbsp;&nbsp;31445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390547 |
| Guardian Pharmacy Services, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57537 |
| HF Foods Group, Inc. (a) (b) | &nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38478 |
| Ingles Markets, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269745 |
| Maplebear, Inc. (a) (b) | &nbsp;&nbsp;54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2442960 |
| Natural Grocers by Vitamin Cottage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117750 |
| Performance Food Group Co. (a) | &nbsp;&nbsp;46308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050561 |
| PriceSmart, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;7991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839375 |
| SpartanNash Co. | &nbsp;&nbsp;11464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303681 |
| Sprouts Farmers Market, Inc. (a) | &nbsp;&nbsp;30747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5062186 |
| U.S. Foods Holding Corp. (a) | &nbsp;&nbsp;70300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5413803 |
| United Natural Foods, Inc. (a) | &nbsp;&nbsp;19499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454522 |
| Village Super Market, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106992 |
| Weis Markets, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;5615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407031 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33971775 |
| **CONTAINERS & PACKAGING — 0.6%** | **CONTAINERS & PACKAGING — 0.6%** | **CONTAINERS & PACKAGING — 0.6%** |
| AptarGroup, Inc. | &nbsp;&nbsp;19739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3087772 |
| Ardagh Group SA (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37450 |
| Ardagh Metal Packaging SA | &nbsp;&nbsp;50600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216568 |
| Crown Holdings, Inc. | &nbsp;&nbsp;36327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3740954 |
| Graphic Packaging Holding Co. (b) | &nbsp;&nbsp;90125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1898934 |
| Greif, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526419 |
| Greif, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;1342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92611 |
| Myers Industries, Inc. | &nbsp;&nbsp;11695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169460 |
| O-I Glass, Inc. (a) | &nbsp;&nbsp;51328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756575 |
| Ranpak Holdings Corp. (a) (b) | &nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52479 |
| Sealed Air Corp. (b) | &nbsp;&nbsp;45104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399577 |
| Silgan Holdings, Inc. | &nbsp;&nbsp;27668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499052 |
| Sonoco Products Co. | &nbsp;&nbsp;30378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323266 |
| TriMas Corp. (b) | &nbsp;&nbsp;13006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372102 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15173219 |
| **DISTRIBUTORS — 0.0% <sup>\*</sup>** | **DISTRIBUTORS — 0.0% <sup>\*</sup>** | **DISTRIBUTORS — 0.0% <sup>\*</sup>** |
| A-Mark Precious Metals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124208 |
| GigaCloud Technology, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146372 |
| Weyco Group, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69636 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340216 |
| **DIVERSIFIED CONSUMER SERVICES — 1.1%** | **DIVERSIFIED CONSUMER SERVICES — 1.1%** | **DIVERSIFIED CONSUMER SERVICES — 1.1%** |
| ADT, Inc. | 104149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882142 |
| Adtalem Global Education, Inc. (a) | &nbsp;&nbsp;11974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523452 |
| American Public Education, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152300 |
| Bright Horizons Family Solutions, Inc. (a) | &nbsp;&nbsp;18002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2224867 |
| Carriage Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214795 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Coursera, Inc. (a) | 45300 | &nbsp;&nbsp;$396828 |
| Duolingo, Inc. (a) | 11835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4852587 |
| European Wax Center, Inc. Class A (a) | 11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65871 |
| Frontdoor, Inc. (a) | 23311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373950 |
| Graham Holdings Co. Class B | &nbsp;&nbsp;&nbsp;&nbsp;903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854392 |
| Grand Canyon Education, Inc. (a) | &nbsp;&nbsp;8278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1564542 |
| H&R Block, Inc. | 40426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2218983 |
| KinderCare Learning Cos., Inc. (a) | &nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99990 |
| Laureate Education, Inc. (a) | 40570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948527 |
| Lincoln Educational Services Corp. (a) | &nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191315 |
| Matthews International Corp. Class A (b) | &nbsp;&nbsp;9831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235059 |
| Mister Car Wash, Inc. (a) (b) | 31600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189916 |
| Nerdy, Inc. (a) (b) | 32200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52486 |
| OneSpaWorld Holdings Ltd. | 30600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623934 |
| Perdoceo Education Corp. | 20712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677075 |
| Service Corp. International | 42583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466256 |
| Strategic Education, Inc. | &nbsp;&nbsp;6646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565774 |
| Stride, Inc. (a) (b) | 13705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1989829 |
| Udemy, Inc. (a) | 30300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213009 |
| Universal Technical Institute, Inc. (a) | 15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521906 |
| Zspace, Inc. (a) | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4564 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26104349 |
| **DIVERSIFIED REITs — 0.4%** | **DIVERSIFIED REITs — 0.4%** | **DIVERSIFIED REITs — 0.4%** |
| Alexander & Baldwin, Inc. REIT | 23638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421465 |
| Alpine Income Property Trust, Inc. REIT | &nbsp;&nbsp;3834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56398 |
| American Assets Trust, Inc. REIT | 15117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298561 |
| Armada Hoffler Properties, Inc. REIT | 24600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169002 |
| Broadstone Net Lease, Inc. REIT | 59919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961700 |
| CTO Realty Growth, Inc. REIT (b) | &nbsp;&nbsp;9035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155944 |
| Essential Properties Realty Trust, Inc. REIT (b) | 57728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1842100 |
| Gladstone Commercial Corp. REIT | 13630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195318 |
| Global Net Lease, Inc. REIT | 68074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513959 |
| NexPoint Diversified Real Estate Trust REIT (b) | 12309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51575 |
| One Liberty Properties, Inc. REIT | &nbsp;&nbsp;5038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120207 |
| WP Carey, Inc. REIT (b) | 66046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4119949 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8906178 |
| **DIVERSIFIED TELECOMMUNICATION SERVICES — 0.4%** | **DIVERSIFIED TELECOMMUNICATION SERVICES — 0.4%** | **DIVERSIFIED TELECOMMUNICATION SERVICES — 0.4%** |
| Anterix, Inc. (a) (b) | &nbsp;&nbsp;3607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92520 |
| AST SpaceMobile, Inc. (a) (b) | 54900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2565477 |
| ATN International, Inc. | &nbsp;&nbsp;3257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52926 |
| Bandwidth, Inc. Class A (a) | &nbsp;&nbsp;7902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125642 |
| Cogent Communications Holdings, Inc. | 14274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688149 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Frontier Communications Parent, Inc. (a) | &nbsp;&nbsp;68281 | &nbsp;&nbsp;$2485428 |
| GCI Liberty, Inc. (a) (d) | &nbsp;&nbsp;16346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Globalstar, Inc. (a) (b) | &nbsp;&nbsp;15986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376470 |
| IDT Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355264 |
| Iridium Communications, Inc. (b) | &nbsp;&nbsp;30075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907363 |
| Liberty Global Ltd. Class A (a) | &nbsp;&nbsp;56600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566566 |
| Liberty Global Ltd. Class C (a) (b) | &nbsp;&nbsp;32700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337137 |
| Liberty Latin America Ltd. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38357 |
| Liberty Latin America Ltd. Class C (a) | &nbsp;&nbsp;47800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297316 |
| Lumen Technologies, Inc. (a) | 303100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327578 |
| Shenandoah Telecommunications Co. | &nbsp;&nbsp;15350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209681 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10425874 |
| **ELECTRIC UTILITIES — 0.6%** | **ELECTRIC UTILITIES — 0.6%** | **ELECTRIC UTILITIES — 0.6%** |
| ALLETE, Inc. | &nbsp;&nbsp;14662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939395 |
| Genie Energy Ltd. Class B | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102144 |
| Hawaiian Electric Industries, Inc. (a) (b) | &nbsp;&nbsp;59283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630178 |
| IDACORP, Inc. | &nbsp;&nbsp;17738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2047852 |
| MGE Energy, Inc. | &nbsp;&nbsp;12071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067559 |
| OGE Energy Corp. | &nbsp;&nbsp;61838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2744371 |
| Oklo, Inc. (a) | &nbsp;&nbsp;32100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1797279 |
| Otter Tail Corp. | &nbsp;&nbsp;11776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907812 |
| Portland General Electric Co. (b) | &nbsp;&nbsp;33997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1381298 |
| TXNM Energy, Inc. | &nbsp;&nbsp;29560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1664819 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13282707 |
| **ELECTRICAL EQUIPMENT — 1.6%** | **ELECTRICAL EQUIPMENT — 1.6%** | **ELECTRICAL EQUIPMENT — 1.6%** |
| Acuity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2840495 |
| Allient, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183111 |
| American Superconductor Corp. (a) | &nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425604 |
| Amprius Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19366 |
| Array Technologies, Inc. (a) (b) | &nbsp;&nbsp;50800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299720 |
| Atkore, Inc. | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754885 |
| Bloom Energy Corp. Class A (a) (b) | &nbsp;&nbsp;64946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553508 |
| EnerSys | &nbsp;&nbsp;12141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041334 |
| Enovix Corp. (a) (b) | &nbsp;&nbsp;53900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557326 |
| Eos Energy Enterprises, Inc. (a) (b) | &nbsp;&nbsp;70100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358912 |
| Fluence Energy, Inc. (a) (b) | &nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130845 |
| Hyliion Holdings Corp. (a) (b) | &nbsp;&nbsp;40500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53460 |
| LSI Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153090 |
| NANO Nuclear Energy, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282818 |
| Net Power, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19266 |
| NEXTracker, Inc. Class A (a) | &nbsp;&nbsp;43700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375969 |
| NuScale Power Corp. (a) | &nbsp;&nbsp;39900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1578444 |
| nVent Electric PLC | &nbsp;&nbsp;50200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3677150 |
| Plug Power, Inc. (a) (b) | 270388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402878 |
| Powell Industries, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;3135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659761 |
| Preformed Line Products Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127848 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Regal Rexnord Corp. | &nbsp;&nbsp;20445 | &nbsp;&nbsp;$2963707 |
| Sensata Technologies Holding PLC | &nbsp;&nbsp;44847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350343 |
| Shoals Technologies Group, Inc. Class A (a) (b) | &nbsp;&nbsp;55800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237150 |
| Sunrun, Inc. (a) (b) | &nbsp;&nbsp;68089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556968 |
| T1 Energy, Inc. (a) (b) | &nbsp;&nbsp;32700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40221 |
| Thermon Group Holdings, Inc. (a) | &nbsp;&nbsp;12080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339207 |
| Vertiv Holdings Co. Class A | 119589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15356424 |
| Vicor Corp. (a) | &nbsp;&nbsp;&nbsp;7676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348183 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38687993 |
| **ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 2.1%** | **ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 2.1%** | **ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 2.1%** |
| 908 Devices, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54901 |
| Advanced Energy Industries, Inc. | &nbsp;&nbsp;11954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583905 |
| Aeva Technologies, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275867 |
| Arlo Technologies, Inc. (a) | &nbsp;&nbsp;32117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544704 |
| Arrow Electronics, Inc. (a) | &nbsp;&nbsp;15594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1987143 |
| Avnet, Inc. | &nbsp;&nbsp;25597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358689 |
| Badger Meter, Inc. | &nbsp;&nbsp;&nbsp;9176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2247661 |
| Bel Fuse, Inc. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44925 |
| Bel Fuse, Inc. Class B (b) | &nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371222 |
| Belden, Inc. | &nbsp;&nbsp;12363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431635 |
| Benchmark Electronics, Inc. | &nbsp;&nbsp;11231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436100 |
| Climb Global Solutions, Inc. (b) | &nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149674 |
| Cognex Corp. | &nbsp;&nbsp;51271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1626316 |
| Coherent Corp. (a) | &nbsp;&nbsp;47814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265487 |
| Crane NXT Co. (b) | &nbsp;&nbsp;14948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805697 |
| CTS Corp. | &nbsp;&nbsp;&nbsp;9487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404241 |
| Daktronics, Inc. (a) (b) | &nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195048 |
| ePlus, Inc. (a) | &nbsp;&nbsp;&nbsp;8136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586606 |
| Evolv Technologies Holdings, Inc. (a) (b) | &nbsp;&nbsp;42600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265824 |
| Fabrinet (a) (b) | &nbsp;&nbsp;11069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3261813 |
| FARO Technologies, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;5988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262993 |
| Flex Ltd. (a) | 118600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5920512 |
| Ingram Micro Holding Corp. (b) | &nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127124 |
| Insight Enterprises, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;8038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109927 |
| IPG Photonics Corp. (a) | &nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528605 |
| Itron, Inc. (a) | &nbsp;&nbsp;14103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1856378 |
| Kimball Electronics, Inc. (a) | &nbsp;&nbsp;&nbsp;7644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146994 |
| Knowles Corp. (a) (b) | &nbsp;&nbsp;28268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498082 |
| Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;7699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745594 |
| Methode Electronics, Inc. | &nbsp;&nbsp;12680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120587 |
| MicroVision, Inc. (a) (b) | &nbsp;&nbsp;65700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74898 |
| Mirion Technologies, Inc. (a) (b) | &nbsp;&nbsp;68900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483417 |
| Napco Security Technologies, Inc. (b) | &nbsp;&nbsp;10856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322315 |
| nLight, Inc. (a) | &nbsp;&nbsp;15888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312676 |
| Novanta, Inc. (a) | &nbsp;&nbsp;10531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357762 |
| OSI Systems, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;5239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178041 |
| Ouster, Inc. (a) | &nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392850 |
| PAR Technology Corp. (a) (b) | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763070 |
| PC Connection, Inc. | &nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234177 |
| Plexus Corp. (a) | &nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136604 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Powerfleet, Inc. NJ (a) (b) | &nbsp;&nbsp;31600 | &nbsp;&nbsp;$136196 |
| Richardson Electronics Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34740 |
| Rogers Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;6095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417386 |
| Sanmina Corp. (a) | &nbsp;&nbsp;16475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1611749 |
| ScanSource, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;6909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288865 |
| TD SYNNEX Corp. | &nbsp;&nbsp;24084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3268199 |
| TTM Technologies, Inc. (a) | &nbsp;&nbsp;32300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318486 |
| Vishay Intertechnology, Inc. (b) | &nbsp;&nbsp;38445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610507 |
| Vishay Precision Group, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106780 |
| Vontier Corp. | &nbsp;&nbsp;41700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1538730 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50801702 |
| **ENERGY EQUIPMENT & SERVICES — 0.9%** | **ENERGY EQUIPMENT & SERVICES — 0.9%** | **ENERGY EQUIPMENT & SERVICES — 0.9%** |
| Archrock, Inc. | &nbsp;&nbsp;52298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298559 |
| Aris Water Solutions, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201025 |
| Atlas Energy Solutions, Inc. (b) | &nbsp;&nbsp;23800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318206 |
| Borr Drilling Ltd. (a) (b) | &nbsp;&nbsp;76200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139446 |
| Bristow Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264848 |
| Cactus, Inc. Class A | &nbsp;&nbsp;21243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928744 |
| ChampionX Corp. | &nbsp;&nbsp;54800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361232 |
| Core Laboratories, Inc. (b) | &nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175104 |
| DMC Global, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49972 |
| Expro Group Holdings NV (a) | &nbsp;&nbsp;30383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260990 |
| Flowco Holdings, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108641 |
| Forum Energy Technologies, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81774 |
| Helix Energy Solutions Group, Inc. (a) | &nbsp;&nbsp;46209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288344 |
| Helmerich & Payne, Inc. (b) | &nbsp;&nbsp;30400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460864 |
| Innovex International, Inc. (a) (b) | &nbsp;&nbsp;11475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179240 |
| Kodiak Gas Services, Inc. (b) | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514050 |
| Liberty Energy, Inc. | &nbsp;&nbsp;49100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563668 |
| Mammoth Energy Services, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24080 |
| Nabors Industries Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90421 |
| Natural Gas Services Group, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100659 |
| Noble Corp. PLC (b) | &nbsp;&nbsp;38722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028069 |
| NOV, Inc. | 108704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351191 |
| Oceaneering International, Inc. (a) | &nbsp;&nbsp;29181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604630 |
| Oil States International, Inc. (a) | &nbsp;&nbsp;20066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107554 |
| Patterson-UTI Energy, Inc. (b) | 113750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674537 |
| ProFrac Holding Corp. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56648 |
| ProPetro Holding Corp. (a) | &nbsp;&nbsp;28099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167751 |
| Ranger Energy Services, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64476 |
| RPC, Inc. (b) | &nbsp;&nbsp;28210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133433 |
| SEACOR Marine Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46920 |
| Seadrill Ltd. (a) (b) | &nbsp;&nbsp;20600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540750 |
| Select Water Solutions, Inc. | &nbsp;&nbsp;29392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253947 |
| Solaris Energy Infrastructure, Inc. | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291387 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| TechnipFMC PLC | 130207 | &nbsp;&nbsp;$4484329 |
| TETRA Technologies, Inc. (a) | &nbsp;&nbsp;44700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150192 |
| Tidewater, Inc. (a) (b) | &nbsp;&nbsp;16125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743846 |
| Transocean Ltd. (a) (b) | 243300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630147 |
| Valaris Ltd. (a) (b) | &nbsp;&nbsp;20200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850622 |
| Weatherford International PLC | &nbsp;&nbsp;21800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096758 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20687054 |
| **ENTERTAINMENT — 3.1%** | **ENTERTAINMENT — 3.1%** | **ENTERTAINMENT — 3.1%** |
| AMC Entertainment Holdings, Inc. Class A (a) | 135975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421522 |
| Atlanta Braves Holdings, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218394 |
| Atlanta Braves Holdings, Inc. Class C (a) | &nbsp;&nbsp;12557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587291 |
| Cinemark Holdings, Inc. (b) | &nbsp;&nbsp;35238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063483 |
| Eventbrite, Inc. Class A (a) | &nbsp;&nbsp;25198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66271 |
| Golden Matrix Group, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13260 |
| IMAX Corp. (a) (b) | &nbsp;&nbsp;14133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395159 |
| Liberty Media Corp.-Liberty Formula One Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;4601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436911 |
| Liberty Media Corp.-Liberty Formula One Class C (a) | &nbsp;&nbsp;67928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7098476 |
| Liberty Media Corp.-Liberty Live Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;7459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592841 |
| Liberty Media Corp.-Liberty Live Class C (a) | &nbsp;&nbsp;14733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195730 |
| Lionsgate Studios Corp. (a) | &nbsp;&nbsp;63807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370719 |
| Madison Square Garden Entertainment Corp. (a) | &nbsp;&nbsp;13126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524646 |
| Madison Square Garden Sports Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018213 |
| Marcus Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125388 |
| Playstudios, Inc. (a) | &nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35370 |
| Playtika Holding Corp. | &nbsp;&nbsp;20581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97348 |
| Reservoir Media, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49088 |
| ROBLOX Corp. Class A (a) | 177460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18668792 |
| Roku, Inc. (a) | &nbsp;&nbsp;40823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3587933 |
| Sphere Entertainment Co. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375615 |
| Spotify Technology SA (a) | &nbsp;&nbsp;48356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37105493 |
| Starz Entertainment Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68330 |
| Vivid Seats, Inc. Class A (a) (b) | &nbsp;&nbsp;24500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41405 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74157678 |
| **FINANCIAL SERVICES — 2.8%** | **FINANCIAL SERVICES — 2.8%** | **FINANCIAL SERVICES — 2.8%** |
| Acacia Research Corp. (a) (b) | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38306 |
| Affirm Holdings, Inc. (a) | &nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5876900 |
| Alerus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155354 |
| AvidXchange Holdings, Inc. (a) | &nbsp;&nbsp;53500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523765 |
| Banco Latinoamericano de Comercio Exterior SA | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366730 |
| Block, Inc. (a) | 171001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11616098 |
| Burford Capital Ltd. (b) | &nbsp;&nbsp;62500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891250 |
| Cannae Holdings, Inc. (b) | &nbsp;&nbsp;20300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423255 |
| Cantaloupe, Inc. (a) (b) | &nbsp;&nbsp;18600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204414 |
| Cass Information Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188399 |
| Compass Diversified Holdings (b) | &nbsp;&nbsp;21200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133136 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Corebridge Financial, Inc. | &nbsp;&nbsp;75113 | &nbsp;&nbsp;$2666511 |
| Enact Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297200 |
| Equitable Holdings, Inc. | &nbsp;&nbsp;94556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5304592 |
| Essent Group Ltd. | &nbsp;&nbsp;27844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690966 |
| Euronet Worldwide, Inc. (a) | &nbsp;&nbsp;13012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1319157 |
| EVERTEC, Inc. | &nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760655 |
| Federal Agricultural Mortgage Corp. Class C | &nbsp;&nbsp;&nbsp;&nbsp;2632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511345 |
| Flywire Corp. (a) | &nbsp;&nbsp;40400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472680 |
| HA Sustainable Infrastructure Capital, Inc. (b) | &nbsp;&nbsp;38545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035319 |
| International Money Express, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96864 |
| Jackson Financial, Inc. Class A | &nbsp;&nbsp;21800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1935622 |
| Marqeta, Inc. Class A (a) (b) | 126400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736912 |
| Merchants Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200073 |
| MGIC Investment Corp. | &nbsp;&nbsp;73389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043150 |
| Mr. Cooper Group, Inc. (a) | &nbsp;&nbsp;20260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022995 |
| NCR Atleos Corp. (a) | &nbsp;&nbsp;23383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667117 |
| NMI Holdings, Inc. (a) | &nbsp;&nbsp;25765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087025 |
| Onity Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80157 |
| Pagseguro Digital Ltd. Class A | &nbsp;&nbsp;58900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567796 |
| Payoneer Global, Inc. (a) | &nbsp;&nbsp;90600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620610 |
| Paysafe Ltd. (a) (b) | &nbsp;&nbsp;11117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140296 |
| Paysign, Inc. (a) | &nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92160 |
| PennyMac Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876533 |
| Priority Technology Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49520 |
| Radian Group, Inc. | &nbsp;&nbsp;43954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583223 |
| Remitly Global, Inc. (a) | &nbsp;&nbsp;49000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919730 |
| Repay Holdings Corp. (a) (b) | &nbsp;&nbsp;27700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133514 |
| Rocket Cos., Inc. Class A (b) | &nbsp;&nbsp;47400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672132 |
| Security National Financial Corp. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561 |
| Sezzle, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824550 |
| Shift4 Payments, Inc. Class A (a) (b) | &nbsp;&nbsp;20496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2031359 |
| StoneCo Ltd. Class A (a) (b) | &nbsp;&nbsp;78560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260102 |
| SWK Holdings Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20636 |
| Toast, Inc. Class A (a) | 142755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6322619 |
| UWM Holdings Corp. (b) | &nbsp;&nbsp;30300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125442 |
| Velocity Financial, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56250 |
| Voya Financial, Inc. | &nbsp;&nbsp;29962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2127302 |
| Walker & Dunlop, Inc. | &nbsp;&nbsp;10640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749907 |
| Waterstone Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70431 |
| Western Union Co. | &nbsp;&nbsp;90800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764536 |
| WEX, Inc. (a) (b) | &nbsp;&nbsp;10611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558650 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65913806 |
| **FOOD PRODUCTS — 0.7%** | **FOOD PRODUCTS — 0.7%** | **FOOD PRODUCTS — 0.7%** |
| Alico, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81700 |
| B&G Foods, Inc. (b) | &nbsp;&nbsp;24800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104904 |
| Beyond Meat, Inc. (a) (b) | &nbsp;&nbsp;18362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64083 |
| BRC, Inc. Class A (a) (b) | &nbsp;&nbsp;14900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19519 |
| Calavo Growers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159035 |
| Cal-Maine Foods, Inc. | &nbsp;&nbsp;14550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449616 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Darling Ingredients, Inc. (a) | &nbsp;&nbsp;49056 | &nbsp;&nbsp;$1861185 |
| Dole PLC | &nbsp;&nbsp;23500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328765 |
| Flowers Foods, Inc. (b) | &nbsp;&nbsp;56331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900169 |
| Forafric Global PLC (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18720 |
| Fresh Del Monte Produce, Inc. | &nbsp;&nbsp;11247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364628 |
| Freshpet, Inc. (a) (b) | &nbsp;&nbsp;15014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020351 |
| Hain Celestial Group, Inc. (a) | &nbsp;&nbsp;28501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43322 |
| Ingredion, Inc. | &nbsp;&nbsp;19357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625196 |
| J&J Snack Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588711 |
| John B Sanfilippo & Son, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181499 |
| Lancaster Colony Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048023 |
| Lifeway Foods, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32045 |
| Limoneira Co. | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84510 |
| Mama's Creations, Inc. (a) (b) | &nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86320 |
| Mission Produce, Inc. (a) (b) | &nbsp;&nbsp;14100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165252 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;13821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621669 |
| Post Holdings, Inc. (a) | &nbsp;&nbsp;15713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1713188 |
| Seaboard Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240341 |
| Seneca Foods Corp. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;1549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157115 |
| Simply Good Foods Co. (a) (b) | &nbsp;&nbsp;30300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957177 |
| Smithfield Foods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167063 |
| SunOpta, Inc. (a) (b) | &nbsp;&nbsp;30200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175160 |
| TreeHouse Foods, Inc. (a) | &nbsp;&nbsp;15681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304525 |
| Utz Brands, Inc. | &nbsp;&nbsp;22900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287395 |
| Vital Farms, Inc. (a) | &nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431424 |
| Westrock Coffee Co. (a) (b) | &nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71052 |
| WK Kellogg Co. (b) | &nbsp;&nbsp;21800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347492 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16701154 |
| **GAS UTILITIES — 0.6%** | **GAS UTILITIES — 0.6%** | **GAS UTILITIES — 0.6%** |
| Brookfield Infrastructure Corp. Class A (b) | &nbsp;&nbsp;38003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580925 |
| Chesapeake Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904175 |
| MDU Resources Group, Inc. | &nbsp;&nbsp;64580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1076549 |
| National Fuel Gas Co. | &nbsp;&nbsp;28416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2407119 |
| New Jersey Resources Corp. | &nbsp;&nbsp;28455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275353 |
| Northwest Natural Holding Co. | &nbsp;&nbsp;12982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515645 |
| ONE Gas, Inc. | &nbsp;&nbsp;18421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323733 |
| RGC Resources, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58188 |
| Southwest Gas Holdings, Inc. | &nbsp;&nbsp;19639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460945 |
| Spire, Inc. | &nbsp;&nbsp;17783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297981 |
| UGI Corp. (b) | &nbsp;&nbsp;67535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2459625 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14360238 |
| **GROUND TRANSPORTATION — 0.9%** | **GROUND TRANSPORTATION — 0.9%** | **GROUND TRANSPORTATION — 0.9%** |
| ArcBest Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544230 |
| Avis Budget Group, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925042 |
| Covenant Logistics Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125131 |
| FTAI Infrastructure, Inc. (b) | &nbsp;&nbsp;34500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212865 |
| Heartland Express, Inc. | &nbsp;&nbsp;14755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127483 |
| Hertz Global Holdings, Inc. (a) (b) | &nbsp;&nbsp;40400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275932 |
| Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;48192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2131532 |
| Landstar System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314851 |
| Lyft, Inc. Class A (a) | 125687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980827 |
| Marten Transport Ltd. | &nbsp;&nbsp;18348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238341 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| PAMT Corp. (a) (b) | &nbsp;&nbsp;2200 | &nbsp;&nbsp;$28314 |
| Proficient Auto Logistics, Inc. (a) (b) | &nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52272 |
| RXO, Inc. (a) (b) | 51190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804707 |
| Ryder System, Inc. | 12199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939641 |
| Saia, Inc. (a) | &nbsp;&nbsp;8255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2261787 |
| Schneider National, Inc. Class B | 15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371910 |
| U-Haul Holding Co. | 33396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1815740 |
| Universal Logistics Holdings, Inc. (b) | &nbsp;&nbsp;2729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69262 |
| Werner Enterprises, Inc. (b) | 19600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536256 |
| XPO, Inc. (a) (b) | 35590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4494661 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20250784 |
| **HEALTH CARE EQUIPMENT & SUPPLIES — 1.5%** | **HEALTH CARE EQUIPMENT & SUPPLIES — 1.5%** | **HEALTH CARE EQUIPMENT & SUPPLIES — 1.5%** |
| Accuray, Inc. (a) (b) | 29900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40963 |
| Alphatec Holdings, Inc. (a) | 34300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380730 |
| AngioDynamics, Inc. (a) | 12197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120994 |
| Anteris Technologies Global Corp. (a) (b) | &nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20087 |
| Artivion, Inc. (a) | 13192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410271 |
| AtriCure, Inc. (a) | 15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504658 |
| Avanos Medical, Inc. (a) | 14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176256 |
| Axogen, Inc. (a) | 14200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154070 |
| Beta Bionics, Inc. (a) | &nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61152 |
| Bioventus, Inc. Class A (a) (b) | 12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80764 |
| Ceribell, Inc. (a) (b) | &nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73047 |
| Cerus Corp. (a) (b) | 57609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81229 |
| CONMED Corp. (b) | 10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526008 |
| CVRx, Inc. (a) (b) | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29400 |
| Dentsply Sirona, Inc. | 63600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009968 |
| Embecta Corp. | 20200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195738 |
| Enovis Corp. (a) (b) | 18975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595056 |
| Envista Holdings Corp. (a) (b) | 56168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097523 |
| Glaukos Corp. (a) | 16307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684350 |
| Globus Medical, Inc. Class A (a) | 34342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2026865 |
| Haemonetics Corp. (a) (b) | 15493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155933 |
| ICU Medical, Inc. (a) (b) | &nbsp;&nbsp;7080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935622 |
| Inogen, Inc. (a) (b) | &nbsp;&nbsp;7292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51263 |
| Inspire Medical Systems, Inc. (a) | &nbsp;&nbsp;9309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208029 |
| Integer Holdings Corp. (a) | 10654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310122 |
| Integra LifeSciences Holdings Corp. (a) (b) | 22093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271081 |
| iRadimed Corp. | &nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155454 |
| iRhythm Technologies, Inc. (a) (b) | 10039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545604 |
| Lantheus Holdings, Inc. (a) (b) | 20670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692046 |
| LeMaitre Vascular, Inc. | &nbsp;&nbsp;6657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552864 |
| LivaNova PLC (a) | 17450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785599 |
| Masimo Corp. (a) | 14309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2407060 |
| Merit Medical Systems, Inc. (a) | 18197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1701056 |
| Neogen Corp. (a) (b) | 70642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337669 |
| NeuroPace, Inc. (a) | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55700 |
| Novocure Ltd. (a) | 33455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595499 |
| Omnicell, Inc. (a) | 14866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437060 |
| OraSure Technologies, Inc. (a) (b) | 23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69000 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Orthofix Medical, Inc. (a) | &nbsp;&nbsp;10965 | &nbsp;&nbsp;$122260 |
| OrthoPediatrics Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113157 |
| Penumbra, Inc. (a) | &nbsp;&nbsp;11816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3032340 |
| PROCEPT BioRobotics Corp. (a) (b) | &nbsp;&nbsp;14974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862502 |
| Pulmonx Corp. (a) (b) | &nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30821 |
| Pulse Biosciences, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87416 |
| QuidelOrtho Corp. (a) (b) | &nbsp;&nbsp;22125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637643 |
| RxSight, Inc. (a) | &nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152100 |
| Sanara Medtech, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42585 |
| Semler Scientific, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81354 |
| SI-BONE, Inc. (a) | &nbsp;&nbsp;14160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266491 |
| Sight Sciences, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39235 |
| STAAR Surgical Co. (a) (b) | &nbsp;&nbsp;16269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272994 |
| Stereotaxis, Inc. (a) | &nbsp;&nbsp;20200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42824 |
| Surmodics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144153 |
| Tactile Systems Technology, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77064 |
| Tandem Diabetes Care, Inc. (a) | &nbsp;&nbsp;21592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402475 |
| Teleflex, Inc. | &nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1645204 |
| TransMedics Group, Inc. (a) (b) | &nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393704 |
| Treace Medical Concepts, Inc. (a) | &nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91140 |
| UFP Technologies, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585984 |
| Utah Medical Products, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;1236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70353 |
| Varex Imaging Corp. (a) | &nbsp;&nbsp;12508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108444 |
| Zimvie, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81345 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34919378 |
| **HEALTH CARE PROVIDERS & SERVICES — 1.6%** | **HEALTH CARE PROVIDERS & SERVICES — 1.6%** | **HEALTH CARE PROVIDERS & SERVICES — 1.6%** |
| Acadia Healthcare Co., Inc. (a) (b) | &nbsp;&nbsp;28837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654312 |
| AdaptHealth Corp. (a) (b) | &nbsp;&nbsp;31500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297045 |
| Addus HomeCare Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;5816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669945 |
| agilon health, Inc. (a) | 100300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230690 |
| AirSculpt Technologies, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21252 |
| Alignment Healthcare, Inc. (a) | &nbsp;&nbsp;33500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469000 |
| Amedisys, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777871 |
| AMN Healthcare Services, Inc. (a) | &nbsp;&nbsp;12848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265568 |
| Ardent Health, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105182 |
| Astrana Health, Inc. (a) | &nbsp;&nbsp;14073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350136 |
| Aveanna Healthcare Holdings, Inc. (a) (b) | &nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87341 |
| BrightSpring Health Services, Inc. (a) (b) | &nbsp;&nbsp;23200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547288 |
| Brookdale Senior Living, Inc. (a) | &nbsp;&nbsp;62741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436677 |
| Castle Biosciences, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169486 |
| Chemed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2139571 |
| Clover Health Investments Corp. (a) | 127100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354609 |
| Community Health Systems, Inc. (a) (b) | &nbsp;&nbsp;39567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134528 |
| Concentra Group Holdings Parent, Inc. (b) | &nbsp;&nbsp;36109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742762 |
| CorVel Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914742 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Cross Country Healthcare, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8658 | &nbsp;&nbsp;$112987 |
| DocGo, Inc. (a) (b) | &nbsp;&nbsp;32300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50711 |
| Encompass Health Corp. | &nbsp;&nbsp;31103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3814161 |
| Enhabit, Inc. (a) | &nbsp;&nbsp;15751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151840 |
| Ensign Group, Inc. | &nbsp;&nbsp;17343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675331 |
| Fulgent Genetics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130632 |
| GeneDx Holdings Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387702 |
| Guardant Health, Inc. (a) | &nbsp;&nbsp;37706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1962220 |
| HealthEquity, Inc. (a) | &nbsp;&nbsp;26163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2740836 |
| Hims & Hers Health, Inc. (a) (b) | &nbsp;&nbsp;58300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2906255 |
| Innovage Holding Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18376 |
| Joint Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38659 |
| LifeStance Health Group, Inc. (a) | &nbsp;&nbsp;47700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246609 |
| Nano-X Imaging Ltd. (a) (b) | &nbsp;&nbsp;17400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89958 |
| National HealthCare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432427 |
| National Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87360 |
| NeoGenomics, Inc. (a) | &nbsp;&nbsp;41729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305039 |
| OmniAb, Inc. (a) (d) | &nbsp;&nbsp;&nbsp;&nbsp;3212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| OPKO Health, Inc. (a) | 101118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133476 |
| Option Care Health, Inc. (a) | &nbsp;&nbsp;51207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663203 |
| Owens & Minor, Inc. (a) | &nbsp;&nbsp;23819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216753 |
| PACS Group, Inc. (a) | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161500 |
| Pediatrix Medical Group, Inc. (a) | &nbsp;&nbsp;28274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405732 |
| Pennant Group, Inc. (a) | &nbsp;&nbsp;10417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310948 |
| Performant Healthcare, Inc. (a) (b) | &nbsp;&nbsp;23700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94800 |
| Premier, Inc. Class A (b) | &nbsp;&nbsp;30845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676431 |
| Privia Health Group, Inc. (a) | &nbsp;&nbsp;34500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793500 |
| Progyny, Inc. (a) | &nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484000 |
| RadNet, Inc. (a) (b) | &nbsp;&nbsp;20643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1174793 |
| Select Medical Holdings Corp. | &nbsp;&nbsp;35934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545478 |
| Sonida Senior Living, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34930 |
| Surgery Partners, Inc. (a) (b) | &nbsp;&nbsp;24595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546747 |
| Talkspace, Inc. (a) | &nbsp;&nbsp;39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108420 |
| Tenet Healthcare Corp. (a) | &nbsp;&nbsp;28622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5037472 |
| U.S. Physical Therapy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377080 |
| Viemed Healthcare, Inc. (a) | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71173 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38355544 |
| **HEALTH CARE REITs — 0.6%** | **HEALTH CARE REITs — 0.6%** | **HEALTH CARE REITs — 0.6%** |
| American Healthcare REIT, Inc. | &nbsp;&nbsp;52600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1932524 |
| CareTrust REIT, Inc. | &nbsp;&nbsp;60428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1849097 |
| Community Healthcare Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;7647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127170 |
| Diversified Healthcare Trust REIT | &nbsp;&nbsp;69177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247654 |
| Global Medical REIT, Inc. (b) | &nbsp;&nbsp;19400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134442 |
| Healthcare Realty Trust, Inc. REIT (b) | 101618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1611661 |
| LTC Properties, Inc. REIT (b) | &nbsp;&nbsp;14824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513059 |
| Medical Properties Trust, Inc. REIT (b) | 169961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732532 |
| National Health Investors, Inc. REIT | &nbsp;&nbsp;14445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012883 |
| Omega Healthcare Investors, Inc. REIT | &nbsp;&nbsp;89107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3265772 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Sabra Health Care REIT, Inc. | 75355 | &nbsp;&nbsp;$1389546 |
| Sila Realty Trust, Inc. REIT | 17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414225 |
| Strawberry Fields REIT, Inc. | &nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29512 |
| Universal Health Realty Income Trust REIT | &nbsp;&nbsp;4088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163397 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13423474 |
| **HEALTH CARE TECHNOLOGY — 0.8%** | **HEALTH CARE TECHNOLOGY — 0.8%** | **HEALTH CARE TECHNOLOGY — 0.8%** |
| Certara, Inc. (a) | 40100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469170 |
| Definitive Healthcare Corp. (a) (b) | 18800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73320 |
| Doximity, Inc. Class A (a) | 41500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545610 |
| Evolent Health, Inc. Class A (a) | 37765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425234 |
| Health Catalyst, Inc. (a) | 19100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72007 |
| HealthStream, Inc. | &nbsp;&nbsp;8299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229633 |
| LifeMD, Inc. (a) (b) | 12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172974 |
| OptimizeRx Corp. (a) (b) | &nbsp;&nbsp;6596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89046 |
| Phreesia, Inc. (a) | 17900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509434 |
| Schrodinger, Inc. (a) (b) | 18308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368357 |
| Simulations Plus, Inc. (b) | &nbsp;&nbsp;5197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90688 |
| Teladoc Health, Inc. (a) (b) | 57604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501731 |
| Veeva Systems, Inc. Class A (a) | 46356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13349601 |
| Waystar Holding Corp. (a) | 30267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237012 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20133817 |
| **HOTEL & RESORT REITs — 0.2%** | **HOTEL & RESORT REITs — 0.2%** | **HOTEL & RESORT REITs — 0.2%** |
| Apple Hospitality REIT, Inc. | 61100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713037 |
| Braemar Hotels & Resorts, Inc. REIT (b) | 21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51450 |
| Chatham Lodging Trust REIT | &nbsp;&nbsp;9760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68027 |
| DiamondRock Hospitality Co. REIT | 68300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523178 |
| Park Hotels & Resorts, Inc. REIT (b) | 54934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561975 |
| Pebblebrook Hotel Trust REIT (b) | 35557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355215 |
| RLJ Lodging Trust REIT (b) | 44655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325088 |
| Ryman Hospitality Properties, Inc. REIT | 17424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719226 |
| Service Properties Trust REIT | 56674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135451 |
| Summit Hotel Properties, Inc. REIT (b) | 33400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170006 |
| Sunstone Hotel Investors, Inc. REIT | 60519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525305 |
| Xenia Hotels & Resorts, Inc. REIT | 29400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369558 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5517516 |
| **HOTELS, RESTAURANTS & LEISURE — 3.5%** | **HOTELS, RESTAURANTS & LEISURE — 3.5%** | **HOTELS, RESTAURANTS & LEISURE — 3.5%** |
| Accel Entertainment, Inc. (a) | 17100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201267 |
| Aramark (b) | 81695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3420570 |
| Biglari Holdings, Inc. Class B (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68377 |
| BJ's Restaurants, Inc. (a) | &nbsp;&nbsp;6106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272328 |
| Bloomin' Brands, Inc. | 26193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225522 |
| Boyd Gaming Corp. (b) | 17598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376691 |
| Brinker International, Inc. (a) | 14018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2527866 |
| Cava Group, Inc. (a) (b) | 31300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2636399 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Cheesecake Factory, Inc. (b) | &nbsp;&nbsp;15455 | &nbsp;&nbsp;$968410 |
| Choice Hotels International, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;8356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060209 |
| Churchill Downs, Inc. | &nbsp;&nbsp;19316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950916 |
| Cracker Barrel Old Country Store, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;7408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452481 |
| Dave & Buster's Entertainment, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;9216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277217 |
| Denny's Corp. (a) | &nbsp;&nbsp;18841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77248 |
| Dine Brands Global, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115081 |
| DraftKings, Inc. Class A (a) (b) | 151223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6485954 |
| Dutch Bros, Inc. Class A (a) | &nbsp;&nbsp;36878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2521349 |
| El Pollo Loco Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90282 |
| Everi Holdings, Inc. (a) | &nbsp;&nbsp;22795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324601 |
| First Watch Restaurant Group, Inc. (a) (b) | &nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202104 |
| Flutter Entertainment PLC (a) | &nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15716800 |
| Genius Sports Ltd. (a) | &nbsp;&nbsp;69800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725920 |
| Global Business Travel Group I (a) (b) | &nbsp;&nbsp;31700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199710 |
| Golden Entertainment, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177316 |
| Hilton Grand Vacations, Inc. (a) (b) | &nbsp;&nbsp;18871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783713 |
| Hyatt Hotels Corp. Class A (b) | &nbsp;&nbsp;12259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1711969 |
| Inspired Entertainment, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57190 |
| International Game Technology PLC (b) | &nbsp;&nbsp;32235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509635 |
| Jack in the Box, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;5997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104708 |
| Krispy Kreme, Inc. (b) | &nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78570 |
| Kura Sushi USA, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189376 |
| Life Time Group Holdings, Inc. (a) | &nbsp;&nbsp;42800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298124 |
| Light & Wonder, Inc. (a) (b) | &nbsp;&nbsp;25664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470417 |
| Lindblad Expeditions Holdings, Inc. (a) (b) | &nbsp;&nbsp;11389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132910 |
| Marriott Vacations Worldwide Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;9540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689837 |
| Monarch Casino & Resort, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371692 |
| Nathan's Famous, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99522 |
| Papa John's International, Inc. (b) | &nbsp;&nbsp;10788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527965 |
| Penn Entertainment, Inc. (a) (b) | &nbsp;&nbsp;48100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859547 |
| Planet Fitness, Inc. Class A (a) | &nbsp;&nbsp;26439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2883173 |
| Portillo's, Inc. Class A (a) | &nbsp;&nbsp;17400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203058 |
| Potbelly Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107224 |
| Pursuit Attractions & Hospitality, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186069 |
| RCI Hospitality Holdings, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99112 |
| Red Rock Resorts, Inc. Class A | &nbsp;&nbsp;13386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696474 |
| Restaurant Brands International, Inc. | 100900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6688661 |
| Rush Street Interactive, Inc. (a) (b) | &nbsp;&nbsp;25300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376970 |
| Sabre Corp. (a) (b) | 121535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384051 |
| Shake Shack, Inc. Class A (a) (b) | &nbsp;&nbsp;12365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738519 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Six Flags Entertainment Corp. (a) (b) | &nbsp;&nbsp;29920 | &nbsp;&nbsp;$910466 |
| Super Group SGHC Ltd. | &nbsp;&nbsp;49600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544112 |
| Sweetgreen, Inc. Class A (a) (b) | &nbsp;&nbsp;32699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486561 |
| Target Hospitality Corp. (a) (b) | &nbsp;&nbsp;10439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74326 |
| Texas Roadhouse, Inc. | &nbsp;&nbsp;20277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800112 |
| Travel & Leisure Co. | &nbsp;&nbsp;19300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996073 |
| United Parks & Resorts, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406291 |
| Vail Resorts, Inc. (b) | &nbsp;&nbsp;11046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1735658 |
| Viking Holdings Ltd. (a) | &nbsp;&nbsp;63100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3362599 |
| Wendy's Co. | &nbsp;&nbsp;46958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536260 |
| Wingstop, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2917852 |
| Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;23316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1893492 |
| Xponential Fitness, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54677 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83041583 |
| **HOUSEHOLD DURABLES — 1.2%** | **HOUSEHOLD DURABLES — 1.2%** | **HOUSEHOLD DURABLES — 1.2%** |
| Beazer Homes USA, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223611 |
| Cavco Industries, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075649 |
| Century Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487224 |
| Champion Homes, Inc. (a) | &nbsp;&nbsp;17137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072948 |
| Cricut, Inc. Class A (b) | &nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98165 |
| Dream Finders Homes, Inc. Class A (a) (b) | &nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273917 |
| Ethan Allen Interiors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214445 |
| Flexsteel Industries, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50442 |
| Green Brick Partners, Inc. (a) | &nbsp;&nbsp;10302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647790 |
| Hamilton Beach Brands Holding Co. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44725 |
| Helen of Troy Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217504 |
| Hovnanian Enterprises, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188190 |
| Installed Building Products, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;7214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300828 |
| KB Home | &nbsp;&nbsp;20700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096479 |
| La-Z-Boy, Inc. | &nbsp;&nbsp;13933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517890 |
| Legacy Housing Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79763 |
| Leggett & Platt, Inc. (b) | &nbsp;&nbsp;44900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400508 |
| LGI Homes, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392840 |
| Lovesac Co. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81663 |
| M/I Homes, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929587 |
| Meritage Homes Corp. | &nbsp;&nbsp;22134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482314 |
| Newell Brands, Inc. (b) | 135700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732780 |
| SharkNinja, Inc. (a) (b) | &nbsp;&nbsp;22191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2196687 |
| Somnigroup International, Inc. (b) | &nbsp;&nbsp;58005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3947240 |
| Sonos, Inc. (a) | &nbsp;&nbsp;38330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414347 |
| Taylor Morrison Home Corp. (a) | &nbsp;&nbsp;30258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1858446 |
| Toll Brothers, Inc. | &nbsp;&nbsp;30184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3444900 |
| TopBuild Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864452 |
| Traeger, Inc. (a) (b) | &nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17784 |
| Tri Pointe Homes, Inc. (a) | &nbsp;&nbsp;26383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842937 |
| Whirlpool Corp. (b) | &nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1632862 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28828917 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **HOUSEHOLD PRODUCTS — 0.1%** | **HOUSEHOLD PRODUCTS — 0.1%** | **HOUSEHOLD PRODUCTS — 0.1%** |
| Central Garden & Pet Co. (a) (b) | &nbsp;&nbsp;3800 | &nbsp;&nbsp;$133684 |
| Central Garden & Pet Co. Class A (a) | 15751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492849 |
| Energizer Holdings, Inc. (b) | 17858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360017 |
| Oil-Dri Corp. of America | &nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200566 |
| Reynolds Consumer Products, Inc. | 16500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353430 |
| Spectrum Brands Holdings, Inc. (b) | &nbsp;&nbsp;7669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406457 |
| WD-40 Co. | &nbsp;&nbsp;4253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970067 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2917070 |
| **INDEPENDENT POWER AND RENEWABLE ELECTRICITY PRODUCERS — 0.4%** | **INDEPENDENT POWER AND RENEWABLE ELECTRICITY PRODUCERS — 0.4%** | **INDEPENDENT POWER AND RENEWABLE ELECTRICITY PRODUCERS — 0.4%** |
| Brookfield Renewable Corp. (b) | 42769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401968 |
| Clearway Energy, Inc. Class A | 11926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360880 |
| Clearway Energy, Inc. Class C | 25500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816000 |
| Montauk Renewables, Inc. (a) (b) | 18900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41958 |
| Ormat Technologies, Inc. (b) | 18392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540514 |
| Talen Energy Corp. (a) | 14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4187088 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8348408 |
| **INDUSTRIAL CONGLOMERATES — 0.0% <sup>\*</sup>** | **INDUSTRIAL CONGLOMERATES — 0.0% <sup>\*</sup>** | **INDUSTRIAL CONGLOMERATES — 0.0% <sup>\*</sup>** |
| Brookfield Business Corp. Class A (b) | &nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271440 |
| **INDUSTRIAL REITs — 0.6%** | **INDUSTRIAL REITs — 0.6%** | **INDUSTRIAL REITs — 0.6%** |
| Americold Realty Trust, Inc. REIT | 90766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509439 |
| EastGroup Properties, Inc. REIT | 15558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600053 |
| First Industrial Realty Trust, Inc. REIT | 38315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1844101 |
| Industrial Logistics Properties Trust REIT | 24300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110565 |
| Innovative Industrial Properties, Inc. REIT | &nbsp;&nbsp;8833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487758 |
| Lineage, Inc. REIT (b) | 20772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903997 |
| LXP Industrial Trust REIT | 86100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711186 |
| Plymouth Industrial REIT, Inc. (b) | 12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203962 |
| Rexford Industrial Realty, Inc. REIT (b) | 71443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2541227 |
| STAG Industrial, Inc. REIT | 56545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2051453 |
| Terreno Realty Corp. REIT (b) | 30624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1717088 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14680829 |
| **INSURANCE — 3.0%** | **INSURANCE — 3.0%** | **INSURANCE — 3.0%** |
| Ambac Financial Group, Inc. (a) | 14294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101487 |
| American Coastal Insurance Corp. Class C | &nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85624 |
| American Financial Group, Inc. | 20093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2535938 |
| AMERISAFE, Inc. | &nbsp;&nbsp;6334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276986 |
| Assured Guaranty Ltd. | 14119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229765 |
| Axis Capital Holdings Ltd. | 24799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2574632 |
| Baldwin Insurance Group, Inc. (a) (b) | 22205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950596 |
| Bowhead Specialty Holdings, Inc. (a) | &nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195156 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Brighthouse Financial, Inc. (a) | &nbsp;&nbsp;18373 | &nbsp;&nbsp;$987916 |
| CNA Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69376 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;31679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222176 |
| Crawford & Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51842 |
| Donegal Group, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114923 |
| Employers Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382158 |
| Enstar Group Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041371 |
| F&G Annuities & Life, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187083 |
| Fidelis Insurance Holdings Ltd. | &nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276886 |
| Fidelity National Financial, Inc. | &nbsp;&nbsp;79108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4434794 |
| First American Financial Corp. | &nbsp;&nbsp;30614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879393 |
| Genworth Financial, Inc. (a) | 128882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002702 |
| GoHealth, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8325 |
| Goosehead Insurance, Inc. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;7419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782779 |
| Greenlight Capital Re Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;8696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124962 |
| Hamilton Insurance Group Ltd. Class B (a) | &nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298356 |
| Hanover Insurance Group, Inc. | &nbsp;&nbsp;11835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2010411 |
| HCI Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422051 |
| Heritage Insurance Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194532 |
| Hippo Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174144 |
| Horace Mann Educators Corp. | &nbsp;&nbsp;13700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588689 |
| Investors Title Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93606 |
| James River Group Holdings Ltd. (b) | &nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69734 |
| Kemper Corp. | &nbsp;&nbsp;19107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233166 |
| Kestrel Group Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;1594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42273 |
| Kingsway Financial Services, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60930 |
| Kinsale Capital Group, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;6949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3362621 |
| Lemonade, Inc. (a) (b) | &nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766675 |
| Lincoln National Corp. | &nbsp;&nbsp;53100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1837260 |
| Markel Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7699823 |
| MBIA, Inc. (a) (b) | &nbsp;&nbsp;13697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59445 |
| Mercury General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595084 |
| NI Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31850 |
| Old Republic International Corp. | &nbsp;&nbsp;69762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2681651 |
| Oscar Health, Inc. Class A (a) (b) | &nbsp;&nbsp;57129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224846 |
| Palomar Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389792 |
| Primerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2726848 |
| ProAssurance Corp. (a) | &nbsp;&nbsp;16805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383658 |
| Reinsurance Group of America, Inc. | &nbsp;&nbsp;19691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905907 |
| RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;14975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3637427 |
| RLI Corp. | &nbsp;&nbsp;25885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1869415 |
| Root, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358316 |
| Ryan Specialty Holdings, Inc. | &nbsp;&nbsp;32850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2233471 |
| Safety Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378532 |
| Selective Insurance Group, Inc. | &nbsp;&nbsp;18498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602852 |
| Selectquote, Inc. (a) | &nbsp;&nbsp;42903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102109 |
| SiriusPoint Ltd. (a) | &nbsp;&nbsp;31500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642285 |
| Skyward Specialty Insurance Group, Inc. (a) | &nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710817 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Stewart Information Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8865 | &nbsp;&nbsp;$577111 |
| Tiptree, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188640 |
| Trupanion, Inc. (a) (b) | &nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614385 |
| United Fire Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191228 |
| Universal Insurance Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227857 |
| Unum Group | &nbsp;&nbsp;54133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4371781 |
| White Mountains Insurance Group Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528158 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71604606 |
| **INTERACTIVE MEDIA & SERVICES — 0.8%** | **INTERACTIVE MEDIA & SERVICES — 0.8%** | **INTERACTIVE MEDIA & SERVICES — 0.8%** |
| Angi, Inc. (a) | &nbsp;&nbsp;12674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193405 |
| Bumble, Inc. Class A (a) (b) | &nbsp;&nbsp;26800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176612 |
| Cargurus, Inc. (a) | &nbsp;&nbsp;26700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893649 |
| Cars.com, Inc. (a) | &nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250035 |
| EverQuote, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;8035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194286 |
| fuboTV, Inc. (a) | 109500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422670 |
| Getty Images Holdings, Inc. (a) (b) | &nbsp;&nbsp;32078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53249 |
| Grindr, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183870 |
| IAC, Inc. (a) | &nbsp;&nbsp;22437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837798 |
| MediaAlpha, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;9903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108438 |
| Nextdoor Holdings, Inc. (a) | &nbsp;&nbsp;59600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98936 |
| Pinterest, Inc. Class A (a) | 184937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6631841 |
| QuinStreet, Inc. (a) | &nbsp;&nbsp;17398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280108 |
| Reddit, Inc. Class A (a) | &nbsp;&nbsp;36900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5556033 |
| Rumble, Inc. (a) | &nbsp;&nbsp;24800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222704 |
| Shutterstock, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;8010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151870 |
| Teads Holding Co. (a) (b) | &nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33728 |
| TripAdvisor, Inc. (a) (b) | &nbsp;&nbsp;36200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472410 |
| TrueCar, Inc. (a) | &nbsp;&nbsp;25266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48005 |
| Trump Media & Technology Group Corp. (a) | &nbsp;&nbsp;27600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497904 |
| Vimeo, Inc. (a) (b) | &nbsp;&nbsp;47023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189973 |
| Webtoon Entertainment, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41768 |
| Yelp, Inc. (a) | &nbsp;&nbsp;20191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691946 |
| Ziff Davis, Inc. (a) | &nbsp;&nbsp;13606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411854 |
| ZipRecruiter, Inc. Class A (a) (b) | &nbsp;&nbsp;23049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115475 |
| ZoomInfo Technologies, Inc. (a) | &nbsp;&nbsp;93100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942172 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19700739 |
| **IT SERVICES — 2.9%** | **IT SERVICES — 2.9%** | **IT SERVICES — 2.9%** |
| Amdocs Ltd. | &nbsp;&nbsp;34135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3114477 |
| Applied Digital Corp. (a) (b) | &nbsp;&nbsp;56500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568955 |
| ASGN, Inc. (a) | &nbsp;&nbsp;13135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655830 |
| Backblaze, Inc. Class A (a) | &nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80850 |
| BigBear.ai Holdings, Inc. (a) (b) | &nbsp;&nbsp;91100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618569 |
| BigCommerce Holdings, Inc. (a) (b) | &nbsp;&nbsp;22600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113000 |
| Cloudflare, Inc. Class A (a) | &nbsp;&nbsp;97232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19040942 |
| Couchbase, Inc. (a) (b) | &nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329130 |
| DigitalOcean Holdings, Inc. (a) (b) | &nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585480 |
| DXC Technology Co. (a) | &nbsp;&nbsp;57000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871530 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Fastly, Inc. Class A (a) (b) | &nbsp;&nbsp;43943 | &nbsp;&nbsp;$310238 |
| Globant SA (a) (b) | &nbsp;&nbsp;13794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253047 |
| Grid Dynamics Holdings, Inc. (a) | &nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236775 |
| Hackett Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215816 |
| Information Services Group, Inc. (b) | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51840 |
| Kyndryl Holdings, Inc. (a) | &nbsp;&nbsp;72261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3032072 |
| MongoDB, Inc. (a) | &nbsp;&nbsp;24230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5088058 |
| Okta, Inc. (a) | &nbsp;&nbsp;51388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5137258 |
| Rackspace Technology, Inc. (a) (b) | &nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26240 |
| Snowflake, Inc. Class A (a) | &nbsp;&nbsp;98269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21989654 |
| Tucows, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48802 |
| Twilio, Inc. Class A (a) | &nbsp;&nbsp;45113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5610253 |
| Unisys Corp. (a) | &nbsp;&nbsp;20800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94224 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69073040 |
| **LEISURE EQUIPMENT & PRODUCTS — 0.3%** | **LEISURE EQUIPMENT & PRODUCTS — 0.3%** | **LEISURE EQUIPMENT & PRODUCTS — 0.3%** |
| Acushnet Holdings Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;8772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638777 |
| Brunswick Corp. | &nbsp;&nbsp;19579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081544 |
| Clarus Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;8665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30067 |
| Escalade, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44736 |
| Funko, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44506 |
| JAKKS Pacific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54028 |
| Johnson Outdoors, Inc. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41773 |
| Latham Group, Inc. (a) (b) | &nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81664 |
| Malibu Boats, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193211 |
| Marine Products Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27913 |
| MasterCraft Boat Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94108 |
| Mattel, Inc. (a) | &nbsp;&nbsp;99097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954193 |
| Outdoor Holding Co. (a) (b) | &nbsp;&nbsp;30400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38912 |
| Peloton Interactive, Inc. Class A (a) (b) | 115403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800897 |
| Polaris, Inc. (b) | &nbsp;&nbsp;16503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670847 |
| Smith & Wesson Brands, Inc. (b) | &nbsp;&nbsp;15126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131294 |
| Sturm Ruger & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200501 |
| Topgolf Callaway Brands Corp. (a) (b) | &nbsp;&nbsp;44641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359360 |
| YETI Holdings, Inc. (a) | &nbsp;&nbsp;25262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796258 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7284589 |
| **LIFE SCIENCES TOOLS & SERVICES — 1.0%** | **LIFE SCIENCES TOOLS & SERVICES — 1.0%** | **LIFE SCIENCES TOOLS & SERVICES — 1.0%** |
| 10X Genomics, Inc. Class A (a) (b) | &nbsp;&nbsp;35845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415085 |
| Adaptive Biotechnologies Corp. (a) | &nbsp;&nbsp;39600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461340 |
| Avantor, Inc. (a) | 204251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2749219 |
| Azenta, Inc. (a) (b) | &nbsp;&nbsp;13141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404480 |
| BioLife Solutions, Inc. (a) (b) | &nbsp;&nbsp;11420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245987 |
| Bio-Rad Laboratories, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472052 |
| Bruker Corp. | &nbsp;&nbsp;32334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332161 |
| Codexis, Inc. (a) (b) | &nbsp;&nbsp;23921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58367 |
| CryoPort, Inc. (a) (b) | &nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99964 |
| Cytek Biosciences, Inc. (a) (b) | &nbsp;&nbsp;37600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127840 |
| Fortrea Holdings, Inc. (a) | &nbsp;&nbsp;28700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141778 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Illumina, Inc. (a) | &nbsp;&nbsp;48900 | &nbsp;&nbsp;$4665549 |
| Lifecore Biomedical, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63336 |
| Maravai LifeSciences Holdings, Inc. Class A (a) (b) | &nbsp;&nbsp;34800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83868 |
| MaxCyte, Inc. (a) (b) | &nbsp;&nbsp;33400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72812 |
| Medpace Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;6901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165948 |
| Mesa Laboratories, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169408 |
| Niagen Bioscience, Inc. (a) | &nbsp;&nbsp;17200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247852 |
| OmniAb, Inc. (a) | &nbsp;&nbsp;31856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55429 |
| Pacific Biosciences of California, Inc. (a) (b) | &nbsp;&nbsp;86321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107038 |
| Qiagen NV (a) (b) | &nbsp;&nbsp;66920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3216175 |
| Quanterix Corp. (a) (b) | &nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75145 |
| Quantum-Si, Inc. (a) (b) | &nbsp;&nbsp;37900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74284 |
| Repligen Corp. (a) | &nbsp;&nbsp;16417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041946 |
| Sotera Health Co. (a) | &nbsp;&nbsp;49700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552664 |
| Standard BioTools, Inc. (a) (b) | &nbsp;&nbsp;93200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111840 |
| Tempus AI, Inc. (a) (b) | &nbsp;&nbsp;26200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1664748 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22876315 |
| **MACHINERY — 3.2%** | **MACHINERY — 3.2%** | **MACHINERY — 3.2%** |
| 3D Systems Corp. (a) | &nbsp;&nbsp;40865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62932 |
| AGCO Corp. (b) | &nbsp;&nbsp;19621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024102 |
| Alamo Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718252 |
| Albany International Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;9071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636149 |
| Allison Transmission Holdings, Inc. | &nbsp;&nbsp;26443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2511821 |
| Astec Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317094 |
| Atmus Filtration Technologies, Inc. | &nbsp;&nbsp;26437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962836 |
| Blue Bird Corp. (a) (b) | &nbsp;&nbsp;10322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445497 |
| Chart Industries, Inc. (a) (b) | &nbsp;&nbsp;13670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250765 |
| CNH Industrial NV | 274926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3563041 |
| Columbus McKinnon Corp. | &nbsp;&nbsp;10548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161068 |
| Crane Co. | &nbsp;&nbsp;15148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2876454 |
| Donaldson Co., Inc. | &nbsp;&nbsp;34227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2373642 |
| Douglas Dynamics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211388 |
| Eastern Co. | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34230 |
| Energy Recovery, Inc. (a) | &nbsp;&nbsp;18900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241542 |
| Enerpac Tool Group Corp. | &nbsp;&nbsp;17691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717547 |
| Enpro, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;6745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292005 |
| Esab Corp. | &nbsp;&nbsp;17972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2166525 |
| ESCO Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1636267 |
| Federal Signal Corp. | &nbsp;&nbsp;18513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970153 |
| Flowserve Corp. | &nbsp;&nbsp;39957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2091749 |
| Franklin Electric Co., Inc. | &nbsp;&nbsp;11115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997460 |
| Gates Industrial Corp. PLC (a) | &nbsp;&nbsp;80200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847006 |
| Gencor Industries, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46200 |
| Gorman-Rupp Co. | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246024 |
| Graco, Inc. | &nbsp;&nbsp;49382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4245371 |
| Graham Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158432 |
| Greenbrier Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446409 |
| Helios Technologies, Inc. | &nbsp;&nbsp;10948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365335 |
| Hillenbrand, Inc. | &nbsp;&nbsp;23168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464982 |
| Hillman Solutions Corp. (a) | &nbsp;&nbsp;60300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430542 |
| Hyster-Yale, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146191 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| ITT, Inc. | 24154 | &nbsp;&nbsp;$3788072 |
| JBT Marel Corp. | 15491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1862948 |
| Kadant, Inc. (b) | &nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171390 |
| Kennametal, Inc. | 23417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537654 |
| L.B. Foster Co. Class A (a) (b) | &nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74358 |
| Lincoln Electric Holdings, Inc. | 16256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370194 |
| Lindsay Corp. | &nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530119 |
| Luxfer Holdings PLC | &nbsp;&nbsp;8431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102690 |
| Manitowoc Co., Inc. (a) | 13975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167979 |
| Mayville Engineering Co., Inc. (a) (b) | &nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65436 |
| Microvast Holdings, Inc. (a) | 62700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227601 |
| Middleby Corp. (a) (b) | 15797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2274768 |
| Miller Industries, Inc. | &nbsp;&nbsp;3465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154054 |
| Mueller Industries, Inc. (b) | 33768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2683543 |
| Mueller Water Products, Inc. Class A | 50122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204933 |
| Omega Flex, Inc. | &nbsp;&nbsp;1451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46983 |
| Oshkosh Corp. | 19446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2207899 |
| Park-Ohio Holdings Corp. | &nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62510 |
| Proto Labs, Inc. (a) | &nbsp;&nbsp;7785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311711 |
| RBC Bearings, Inc. (a) | &nbsp;&nbsp;9522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3664066 |
| REV Group, Inc. | 16800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799512 |
| Shyft Group, Inc. (b) | 12629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158368 |
| SPX Technologies, Inc. (a) | 13981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2344334 |
| Standex International Corp. | &nbsp;&nbsp;3819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597597 |
| Tennant Co. | &nbsp;&nbsp;5824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451243 |
| Terex Corp. (b) | 19692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919419 |
| Timken Co. | 18758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360893 |
| Titan International, Inc. (a) (b) | 17600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180752 |
| Toro Co. | 30094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2127044 |
| Trinity Industries, Inc. | 24669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666310 |
| Wabash National Corp. (b) | 13487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143367 |
| Watts Water Technologies, Inc. Class A | &nbsp;&nbsp;8422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2070886 |
| Worthington Enterprises, Inc. | 10472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666438 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75654082 |
| **MARINE — 0.2%** | **MARINE — 0.2%** | **MARINE — 0.2%** |
| Costamare Bulkers Holdings Ltd. (a) | &nbsp;&nbsp;2739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23747 |
| Costamare, Inc. | 13700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124807 |
| Genco Shipping & Trading Ltd. (b) | 14300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186901 |
| Golden Ocean Group Ltd. (b) | 34400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251808 |
| Himalaya Shipping Ltd. (a) (b) | &nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55969 |
| Kirby Corp. (a) | 16753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899958 |
| Matson, Inc. | &nbsp;&nbsp;9955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108489 |
| Pangaea Logistics Solutions Ltd. (b) | 12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58750 |
| Safe Bulkers, Inc. | 18060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65197 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775626 |
| **MEDIA — 1.1%** | **MEDIA — 1.1%** | **MEDIA — 1.1%** |
| Advantage Solutions, Inc. (a) (b) | 31900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42108 |
| AMC Networks, Inc. Class A (a) (b) | 10020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62825 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Boston Omaha Corp. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7765 | &nbsp;&nbsp;$109021 |
| Cable One, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;1792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243372 |
| DoubleVerify Holdings, Inc. (a) | &nbsp;&nbsp;45200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676644 |
| EchoStar Corp. Class A (a) (b) | &nbsp;&nbsp;40063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109745 |
| Emerald Holding, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23280 |
| Entravision Communications Corp. Class A (b) | &nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43616 |
| EW Scripps Co. Class A (a) (b) | &nbsp;&nbsp;20640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60682 |
| Gambling.com Group Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;5183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61626 |
| Gannett Co., Inc. (a) (b) | &nbsp;&nbsp;44914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160792 |
| Gray Media, Inc. | &nbsp;&nbsp;29077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131719 |
| Ibotta, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172020 |
| iHeartMedia, Inc. Class A (a) | &nbsp;&nbsp;32800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57728 |
| Integral Ad Science Holding Corp. (a) (b) | &nbsp;&nbsp;23100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191961 |
| John Wiley & Sons, Inc. Class A | &nbsp;&nbsp;13140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586438 |
| Liberty Broadband Corp. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;5664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554053 |
| Liberty Broadband Corp. Class C (a) | &nbsp;&nbsp;35432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3485800 |
| Magnite, Inc. (a) (b) | &nbsp;&nbsp;41127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991983 |
| National CineMedia, Inc. (b) | &nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106590 |
| New York Times Co. Class A | &nbsp;&nbsp;48995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2742740 |
| Nexstar Media Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1487024 |
| PubMatic, Inc. Class A (a) | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155500 |
| Scholastic Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153762 |
| Sinclair, Inc. (b) | &nbsp;&nbsp;11462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158405 |
| Sirius XM Holdings, Inc. | &nbsp;&nbsp;59597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1368943 |
| Stagwell, Inc. (a) (b) | &nbsp;&nbsp;28100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126450 |
| TechTarget, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65268 |
| TEGNA, Inc. | &nbsp;&nbsp;49183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824307 |
| Thryv Holdings, Inc. (a) (b) | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145920 |
| Trade Desk, Inc. Class A (a) | 139876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10069673 |
| WideOpenWest, Inc. (a) | &nbsp;&nbsp;15836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64294 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26234289 |
| **METALS & MINING — 1.6%** | **METALS & MINING — 1.6%** | **METALS & MINING — 1.6%** |
| Alcoa Corp. | &nbsp;&nbsp;80405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2372751 |
| Alpha Metallurgical Resources, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404928 |
| Anglogold Ashanti PLC | 159800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7282086 |
| Caledonia Mining Corp. PLC (b) | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100464 |
| Carpenter Technology Corp. | &nbsp;&nbsp;15324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235247 |
| Century Aluminum Co. (a) | &nbsp;&nbsp;17300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311746 |
| Cleveland-Cliffs, Inc. (a) (b) | 154825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176670 |
| Coeur Mining, Inc. (a) | 201242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1783004 |
| Commercial Metals Co. | &nbsp;&nbsp;34047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665239 |
| Compass Minerals International, Inc. (a) (b) | &nbsp;&nbsp;11714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235334 |
| Constellium SE (a) | &nbsp;&nbsp;42500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565250 |
| Contango ORE, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79868 |
| Critical Metals Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9666 |
| Dakota Gold Corp. (a) | &nbsp;&nbsp;23800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87822 |
| Ferroglobe PLC (a) (d) | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Hecla Mining Co. | 193916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1161557 |
| Ivanhoe Electric, Inc. (a) (b) | &nbsp;&nbsp;26400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239448 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Kaiser Aluminum Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;5233 | &nbsp;&nbsp;$418117 |
| Lifezone Metals Ltd. (a) (b) | &nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44908 |
| MAC Copper Ltd. (a) (b) | &nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229710 |
| Materion Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528207 |
| Metallus, Inc. (a) | &nbsp;&nbsp;14014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215956 |
| MP Materials Corp. (a) (b) | &nbsp;&nbsp;39400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310838 |
| Novagold Resources, Inc. (a) (b) | &nbsp;&nbsp;79700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325973 |
| Olympic Steel, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130360 |
| Perpetua Resources Corp. (a) (b) | &nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168746 |
| Piedmont Lithium, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29682 |
| Radius Recycling, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257472 |
| Ramaco Resources, Inc. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102492 |
| Reliance, Inc. | &nbsp;&nbsp;16101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5054104 |
| Royal Gold, Inc. | &nbsp;&nbsp;20927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3721658 |
| Ryerson Holding Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198444 |
| Southern Copper Corp. | &nbsp;&nbsp;24893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518425 |
| SSR Mining, Inc. (a) | &nbsp;&nbsp;66900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852306 |
| SunCoke Energy, Inc. | &nbsp;&nbsp;28600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245674 |
| Tredegar Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80141 |
| Warrior Met Coal, Inc. (b) | &nbsp;&nbsp;16838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771685 |
| Worthington Steel, Inc. | &nbsp;&nbsp;10672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318346 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39234324 |
| **MORTGAGE REAL ESTATE INVESTMENT TRUST (REITs) — 0.7%** | **MORTGAGE REAL ESTATE INVESTMENT TRUST (REITs) — 0.7%** | **MORTGAGE REAL ESTATE INVESTMENT TRUST (REITs) — 0.7%** |
| Advanced Flower Capital, Inc. REIT (b) | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28224 |
| AG Mortgage Investment Trust, Inc. REIT (b) | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68705 |
| AGNC Investment Corp. REIT (b) | 293379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2696153 |
| Angel Oak Mortgage REIT, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33724 |
| Annaly Capital Management, Inc. REIT | 180725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3401244 |
| Apollo Commercial Real Estate Finance, Inc. REIT | &nbsp;&nbsp;45749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442850 |
| Arbor Realty Trust, Inc. REIT | &nbsp;&nbsp;60400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646280 |
| ARES Commercial Real Estate Corp. REIT (b) | &nbsp;&nbsp;25300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120681 |
| ARMOUR Residential REIT, Inc. | &nbsp;&nbsp;18259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306934 |
| Blackstone Mortgage Trust, Inc. Class A REIT (b) | &nbsp;&nbsp;50666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975321 |
| BrightSpire Capital, Inc. REIT (b) | &nbsp;&nbsp;41100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207555 |
| Chicago Atlantic Real Estate Finance, Inc. REIT (b) | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96324 |
| Chimera Investment Corp. REIT | &nbsp;&nbsp;27915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387181 |
| Claros Mortgage Trust, Inc. REIT (b) | &nbsp;&nbsp;30700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87495 |
| Dynex Capital, Inc. REIT | &nbsp;&nbsp;27100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331162 |
| Ellington Financial, Inc. REIT (b) | &nbsp;&nbsp;29105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378074 |
| Franklin BSP Realty Trust, Inc. REIT (b) | &nbsp;&nbsp;26334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281510 |
| Invesco Mortgage Capital, Inc. REIT (b) | &nbsp;&nbsp;22501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176408 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| KKR Real Estate Finance Trust, Inc. REIT | &nbsp;&nbsp;20100 | &nbsp;&nbsp;$176277 |
| Ladder Capital Corp. REIT | &nbsp;&nbsp;37439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402469 |
| MFA Financial, Inc. REIT (b) | &nbsp;&nbsp;32534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307772 |
| New York Mortgage Trust, Inc. REIT (b) | &nbsp;&nbsp;28871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193436 |
| Nexpoint Real Estate Finance, Inc. REIT (b) | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46886 |
| Orchid Island Capital, Inc. REIT (b) | &nbsp;&nbsp;27320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191513 |
| PennyMac Mortgage Investment Trust REIT (b) | &nbsp;&nbsp;28724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369391 |
| Ready Capital Corp. REIT (b) | &nbsp;&nbsp;50875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222324 |
| Redwood Trust, Inc. REIT (b) | &nbsp;&nbsp;41900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247629 |
| Rithm Capital Corp. REIT | 170611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926198 |
| Seven Hills Realty Trust REIT (b) | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51901 |
| Sunrise Realty Trust, Inc. REIT (b) | &nbsp;&nbsp;&nbsp;&nbsp;3199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33909 |
| TPG RE Finance Trust, Inc. REIT (b) | &nbsp;&nbsp;18952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146309 |
| Two Harbors Investment Corp. REIT (b) | &nbsp;&nbsp;32989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355292 |
| Starwood Property Trust, Inc. REIT (b) | 100704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021129 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17358260 |
| **MULTI-UTILITIES — 0.2%** | **MULTI-UTILITIES — 0.2%** | **MULTI-UTILITIES — 0.2%** |
| Avista Corp. | &nbsp;&nbsp;26300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998085 |
| Black Hills Corp. | &nbsp;&nbsp;20905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1172770 |
| Northwestern Energy Group, Inc. | &nbsp;&nbsp;20255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039082 |
| Unitil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262732 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3472669 |
| **OFFICE REITs — 0.5%** | **OFFICE REITs — 0.5%** | **OFFICE REITs — 0.5%** |
| Brandywine Realty Trust REIT (b) | &nbsp;&nbsp;53100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227799 |
| City Office REIT, Inc. | &nbsp;&nbsp;13200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70488 |
| COPT Defense Properties REIT | &nbsp;&nbsp;33500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923930 |
| Cousins Properties, Inc. REIT | &nbsp;&nbsp;52756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584263 |
| Douglas Emmett, Inc. REIT (b) | &nbsp;&nbsp;53237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800685 |
| Easterly Government Properties, Inc. REIT | &nbsp;&nbsp;12980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288156 |
| Empire State Realty Trust, Inc. Class A REIT | &nbsp;&nbsp;44624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361008 |
| Franklin Street Properties Corp. REIT (b) | &nbsp;&nbsp;36600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60024 |
| Highwoods Properties, Inc. REIT (b) | &nbsp;&nbsp;34470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071672 |
| Hudson Pacific Properties, Inc. REIT (a) (b) | 109137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299035 |
| JBG SMITH Properties REIT (b) | &nbsp;&nbsp;27222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470941 |
| Kilroy Realty Corp. REIT (b) | &nbsp;&nbsp;36463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251046 |
| NET Lease Office Properties REIT (a) | &nbsp;&nbsp;&nbsp;&nbsp;4599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149697 |
| Paramount Group, Inc. REIT (a) | &nbsp;&nbsp;64353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392553 |
| Peakstone Realty Trust REIT (b) | &nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177014 |
| Piedmont Realty Trust, Inc. REIT (b) | &nbsp;&nbsp;40605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296010 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Postal Realty Trust, Inc. Class A REIT | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;$135516 |
| SL Green Realty Corp. REIT | &nbsp;&nbsp;22584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1397950 |
| Vornado Realty Trust REIT | &nbsp;&nbsp;56100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2145264 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12103051 |
| **OIL, GAS & CONSUMABLE FUELS — 2.8%** | **OIL, GAS & CONSUMABLE FUELS — 2.8%** | **OIL, GAS & CONSUMABLE FUELS — 2.8%** |
| Antero Midstream Corp. | 105500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999225 |
| Antero Resources Corp. (a) | &nbsp;&nbsp;91274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3676517 |
| Ardmore Shipping Corp. (b) | &nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142080 |
| Berry Corp. | &nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66480 |
| BKV Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108781 |
| California Resources Corp. | &nbsp;&nbsp;20100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917967 |
| Calumet, Inc. (a) (b) | &nbsp;&nbsp;21700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341883 |
| Centrus Energy Corp. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860946 |
| Cheniere Energy, Inc. | &nbsp;&nbsp;69299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16875692 |
| Chord Energy Corp. | &nbsp;&nbsp;16844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631341 |
| Civitas Resources, Inc. (b) | &nbsp;&nbsp;27346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752562 |
| Clean Energy Fuels Corp. (a) | &nbsp;&nbsp;54200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105690 |
| CNX Resources Corp. (a) (b) | &nbsp;&nbsp;45216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1522875 |
| Comstock Resources, Inc. (a) (b) | &nbsp;&nbsp;25800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713886 |
| Crescent Energy Co. Class A | &nbsp;&nbsp;53929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463789 |
| CVR Energy, Inc. (b) | &nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306090 |
| Delek U.S. Holdings, Inc. | &nbsp;&nbsp;21004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444865 |
| DHT Holdings, Inc. | &nbsp;&nbsp;45371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490461 |
| Diversified Energy Co. PLC | &nbsp;&nbsp;14900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218583 |
| Dorian LPG Ltd. | &nbsp;&nbsp;12558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306164 |
| DT Midstream, Inc. | &nbsp;&nbsp;32289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3548884 |
| Empire Petroleum Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25344 |
| Encore Energy Corp. (a) (b) | &nbsp;&nbsp;64500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184470 |
| Energy Fuels, Inc. (a) (b) | &nbsp;&nbsp;62101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357081 |
| Evolution Petroleum Corp. (b) | &nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53110 |
| Excelerate Energy, Inc. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155396 |
| FLEX LNG Ltd. (b) | &nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228592 |
| FutureFuel Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29876 |
| Golar LNG Ltd. | &nbsp;&nbsp;31661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304117 |
| Granite Ridge Resources, Inc. (b) | &nbsp;&nbsp;16900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107653 |
| Green Plains, Inc. (a) | &nbsp;&nbsp;20238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122035 |
| Gulfport Energy Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865031 |
| Hallador Energy Co. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126640 |
| HF Sinclair Corp. | &nbsp;&nbsp;49500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033460 |
| HighPeak Energy, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50960 |
| Infinity Natural Resources, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75071 |
| International Seaways, Inc. (b) | &nbsp;&nbsp;13318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485841 |
| Kinetik Holdings, Inc. (b) | &nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555030 |
| Kosmos Energy Ltd. (a) (b) | 153300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263676 |
| Magnolia Oil & Gas Corp. Class A (b) | &nbsp;&nbsp;57000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281360 |
| Matador Resources Co. | &nbsp;&nbsp;35402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1689383 |
| Murphy Oil Corp. (b) | &nbsp;&nbsp;41800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940500 |
| NACCO Industries, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66465 |
| New Fortress Energy, Inc. | &nbsp;&nbsp;28800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95616 |
| NextDecade Corp. (a) (b) | &nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338580 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Nordic American Tankers Ltd. (b) | &nbsp;&nbsp;68740 | &nbsp;&nbsp;$180786 |
| Northern Oil & Gas, Inc. (b) | &nbsp;&nbsp;27900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790965 |
| Ovintiv, Inc. | &nbsp;&nbsp;80167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050354 |
| Par Pacific Holdings, Inc. (a) | &nbsp;&nbsp;18089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479901 |
| PBF Energy, Inc. Class A | &nbsp;&nbsp;26952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584050 |
| Peabody Energy Corp. | &nbsp;&nbsp;39803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534156 |
| Permian Resources Corp. (b) | 194021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642566 |
| Prairie Operating Co. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5990 |
| PrimeEnergy Resources Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31033 |
| Range Resources Corp. | &nbsp;&nbsp;75172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3057245 |
| REX American Resources Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238923 |
| Riley Exploration Permian, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95740 |
| Sable Offshore Corp. (a) | &nbsp;&nbsp;16500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362670 |
| SandRidge Energy, Inc. | &nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112528 |
| Scorpio Tankers, Inc. | &nbsp;&nbsp;14488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566915 |
| SFL Corp. Ltd. (b) | &nbsp;&nbsp;41100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342363 |
| Sitio Royalties Corp. Class A | &nbsp;&nbsp;23208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426563 |
| SM Energy Co. | &nbsp;&nbsp;34212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845379 |
| Talos Energy, Inc. (a) | &nbsp;&nbsp;38900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329872 |
| Teekay Corp. Ltd. (b) | &nbsp;&nbsp;17600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145200 |
| Teekay Tankers Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329588 |
| Uranium Energy Corp. (a) (b) | 135600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922080 |
| VAALCO Energy, Inc. (b) | &nbsp;&nbsp;33200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119852 |
| Verde Clean Fuels, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032 |
| Viper Energy, Inc. | &nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1601460 |
| Vital Energy, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156073 |
| Vitesse Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197728 |
| W&T Offshore, Inc. (b) | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57750 |
| World Kinect Corp. | &nbsp;&nbsp;17635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499952 |
| Core Natural Resources, Inc. | &nbsp;&nbsp;16770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169540 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66808302 |
| **PAPER & FOREST PRODUCTS — 0.1%** | **PAPER & FOREST PRODUCTS — 0.1%** | **PAPER & FOREST PRODUCTS — 0.1%** |
| Clearwater Paper Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;5807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158182 |
| Louisiana-Pacific Corp. | &nbsp;&nbsp;19618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686952 |
| Sylvamo Corp. | &nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521040 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366174 |
| **PERSONAL CARE PRODUCTS — 0.3%** | **PERSONAL CARE PRODUCTS — 0.3%** | **PERSONAL CARE PRODUCTS — 0.3%** |
| Beauty Health Co. (a) (b) | &nbsp;&nbsp;29600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56536 |
| BellRing Brands, Inc. (a) | &nbsp;&nbsp;38722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2243166 |
| Coty, Inc. Class A (a) | 105200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489180 |
| Edgewell Personal Care Co. (b) | &nbsp;&nbsp;13479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315543 |
| elf Beauty, Inc. (a) (b) | &nbsp;&nbsp;16989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2114111 |
| Herbalife Ltd. (a) (b) | &nbsp;&nbsp;33376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287701 |
| Honest Co., Inc. (a) | &nbsp;&nbsp;26100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132849 |
| Interparfums, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731397 |
| Medifast, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52350 |
| Nature's Sunshine Products, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57681 |
| Nu Skin Enterprises, Inc. Class A | &nbsp;&nbsp;15658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125108 |
| Olaplex Holdings, Inc. (a) (b) | &nbsp;&nbsp;43200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60480 |
| USANA Health Sciences, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131401 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Waldencast PLC Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;$24010 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6821513 |
| **PHARMACEUTICALS — 1.1%** | **PHARMACEUTICALS — 1.1%** | **PHARMACEUTICALS — 1.1%** |
| Alimera Sciences, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |
| Alumis, Inc. (a) (b) | &nbsp;&nbsp;18264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54792 |
| Amneal Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;53690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434352 |
| Amphastar Pharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;13127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301396 |
| ANI Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;6033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393653 |
| Aquestive Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;23600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78116 |
| Arvinas, Inc. (a) | &nbsp;&nbsp;20396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150114 |
| Atea Pharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;23200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83520 |
| Avadel Pharmaceuticals PLC (a) (b) | &nbsp;&nbsp;32200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284970 |
| Axsome Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;12192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272723 |
| BioAge Labs, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19824 |
| Biote Corp. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30954 |
| Collegium Pharmaceutical, Inc. (a) | &nbsp;&nbsp;10767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318380 |
| Corcept Therapeutics, Inc. (a) | &nbsp;&nbsp;29899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2194587 |
| CorMedix, Inc. (a) | &nbsp;&nbsp;20300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250096 |
| Edgewise Therapeutics, Inc. (a) | &nbsp;&nbsp;24241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317799 |
| Elanco Animal Health, Inc. (a) (b) | 155456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2219912 |
| Enliven Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;12568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252114 |
| Esperion Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;59900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58966 |
| Evolus, Inc. (a) | &nbsp;&nbsp;17700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163017 |
| EyePoint Pharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;20700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194787 |
| Fulcrum Therapeutics, Inc. (a) | &nbsp;&nbsp;17200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118336 |
| Harmony Biosciences Holdings, Inc. (a) | &nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398160 |
| Harrow, Inc. (a) (b) | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314562 |
| Indivior PLC (a) | &nbsp;&nbsp;38200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563068 |
| Innoviva, Inc. (a) (b) | &nbsp;&nbsp;19453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390811 |
| Jazz Pharmaceuticals PLC (a) | &nbsp;&nbsp;18506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1963857 |
| LENZ Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118061 |
| Ligand Pharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663436 |
| Liquidia Corp. (a) | &nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262906 |
| Maze Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35583 |
| MBX Biosciences, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34230 |
| MediWound Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56173 |
| Mind Medicine MindMed, Inc. (a) (b) | &nbsp;&nbsp;23200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150568 |
| Nuvation Bio, Inc. (a) (b) | &nbsp;&nbsp;57500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112125 |
| Ocular Therapeutix, Inc. (a) | &nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482560 |
| Omeros Corp. (a) (b) | &nbsp;&nbsp;17700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53100 |
| Organon & Co. (b) | &nbsp;&nbsp;82035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794099 |
| Pacira BioSciences, Inc. (a) | &nbsp;&nbsp;15083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360484 |
| Perrigo Co. PLC | &nbsp;&nbsp;43700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167664 |
| Phathom Pharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;12678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121582 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Phibro Animal Health Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;$166010 |
| Prestige Consumer Healthcare, Inc. (a) | &nbsp;&nbsp;15743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257078 |
| Rapport Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59124 |
| Royalty Pharma PLC Class A | 122642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4418791 |
| scPharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49149 |
| Septerna, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69762 |
| SIGA Technologies, Inc. | &nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96496 |
| Supernus Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;16400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516928 |
| Tarsus Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490171 |
| Terns Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;20600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76838 |
| Theravance Biopharma, Inc. (a) | &nbsp;&nbsp;11904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131301 |
| Third Harmonic Bio, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41268 |
| Trevi Therapeutics, Inc. (a) | &nbsp;&nbsp;23400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127998 |
| WaVe Life Sciences Ltd. (a) | &nbsp;&nbsp;30500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198250 |
| Xeris Biopharma Holdings, Inc. (a) | &nbsp;&nbsp;47400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221358 |
| Zevra Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167390 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25323665 |
| **PROFESSIONAL SERVICES — 2.2%** | **PROFESSIONAL SERVICES — 2.2%** | **PROFESSIONAL SERVICES — 2.2%** |
| Acuren Corp. (a) (b) | &nbsp;&nbsp;32600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359904 |
| Alight, Inc. Class A | 131400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743724 |
| Amentum Holdings, Inc. (a) (b) | &nbsp;&nbsp;50800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1199388 |
| Asure Software, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81008 |
| Barrett Business Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369207 |
| BlackSky Technology, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165504 |
| Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;39126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4074190 |
| CACI International, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275406 |
| CBIZ, Inc. (a) (b) | &nbsp;&nbsp;15900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140189 |
| Clarivate PLC (a) (b) | 118000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507400 |
| Concentrix Corp. (b) | &nbsp;&nbsp;14374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759738 |
| Conduent, Inc. (a) | &nbsp;&nbsp;57100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150744 |
| CRA International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401909 |
| CSG Systems International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619922 |
| Dun & Bradstreet Holdings, Inc. | &nbsp;&nbsp;98562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895929 |
| ExlService Holdings, Inc. (a) | &nbsp;&nbsp;50385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2206359 |
| Exponent, Inc. | &nbsp;&nbsp;14909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113851 |
| First Advantage Corp. (a) (b) | &nbsp;&nbsp;19834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329443 |
| Forrester Research, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41580 |
| Franklin Covey Co. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81764 |
| FTI Consulting, Inc. (a) | &nbsp;&nbsp;10108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1632442 |
| Genpact Ltd. | &nbsp;&nbsp;50853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2238041 |
| Heidrick & Struggles International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315744 |
| HireQuest, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16016 |
| Huron Consulting Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;5831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801996 |
| IBEX Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78570 |
| ICF International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526219 |
| Innodata, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455858 |
| Insperity, Inc. | &nbsp;&nbsp;10910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655909 |
| KBR, Inc. | &nbsp;&nbsp;38894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1864578 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Kelly Services, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;9895 | &nbsp;&nbsp;$115870 |
| Kforce, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224323 |
| Korn Ferry | &nbsp;&nbsp;15857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1162794 |
| Legalzoom.com, Inc. (a) | &nbsp;&nbsp;37600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335016 |
| ManpowerGroup, Inc. | &nbsp;&nbsp;14435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583174 |
| Maximus, Inc. | &nbsp;&nbsp;17307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214951 |
| Mistras Group, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53667 |
| NV5 Global, Inc. (a) | &nbsp;&nbsp;18976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438156 |
| Parsons Corp. (a) | &nbsp;&nbsp;15251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094564 |
| Paylocity Holding Corp. (a) | &nbsp;&nbsp;14397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2608592 |
| Planet Labs PBC (a) | &nbsp;&nbsp;73500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448350 |
| Resolute Holdings Management, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24412 |
| Resources Connection, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52089 |
| Robert Half, Inc. | &nbsp;&nbsp;30441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249603 |
| Science Applications International Corp. | &nbsp;&nbsp;14882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675862 |
| Spire Global, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82110 |
| SS&C Technologies Holdings, Inc. | &nbsp;&nbsp;65781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5446667 |
| TransUnion | &nbsp;&nbsp;60667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5338696 |
| TriNet Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621983 |
| TrueBlue, Inc. (a) (b) | &nbsp;&nbsp;10007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64845 |
| TTEC Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33704 |
| Upwork, Inc. (a) | &nbsp;&nbsp;41324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555395 |
| Verra Mobility Corp. (a) | &nbsp;&nbsp;49481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256323 |
| Willdan Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273231 |
| WNS Holdings Ltd. (a) (b) | &nbsp;&nbsp;13200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834768 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52891677 |
| **REAL ESTATE MANAGEMENT & DEVELOPMENT — 0.6%** | **REAL ESTATE MANAGEMENT & DEVELOPMENT — 0.6%** | **REAL ESTATE MANAGEMENT & DEVELOPMENT — 0.6%** |
| American Realty Investors, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4236 |
| Anywhere Real Estate, Inc. (a) (b) | &nbsp;&nbsp;36295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131388 |
| Compass, Inc. Class A (a) | 121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759880 |
| Cushman & Wakefield PLC (a) | &nbsp;&nbsp;73206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810390 |
| eXp World Holdings, Inc. (b) | &nbsp;&nbsp;24700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224770 |
| Forestar Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;6906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138120 |
| FRP Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115035 |
| Howard Hughes Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657315 |
| Jones Lang LaSalle, Inc. (a) | &nbsp;&nbsp;14607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3736178 |
| Kennedy-Wilson Holdings, Inc. | &nbsp;&nbsp;40957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278508 |
| Marcus & Millichap, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;7446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228667 |
| Maui Land & Pineapple Co., Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44220 |
| Newmark Group, Inc. Class A | &nbsp;&nbsp;43612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529886 |
| RE/MAX Holdings, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55624 |
| Real Brokerage, Inc. (a) | &nbsp;&nbsp;31900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143869 |
| Redfin Corp. (a) | &nbsp;&nbsp;39700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444243 |
| RMR Group, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78594 |
| Seaport Entertainment Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44170 |
| St. Joe Co. | &nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553320 |
| Stratus Properties, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33984 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Tejon Ranch Co. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;$111936 |
| Transcontinental Realty Investors, Inc. REIT (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12783 |
| Zillow Group, Inc. Class A (a) (b) | &nbsp;&nbsp;16312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117209 |
| Zillow Group, Inc. Class C (a) | &nbsp;&nbsp;50914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3566526 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13820851 |
| **RESIDENTIAL REITs — 0.7%** | **RESIDENTIAL REITs — 0.7%** | **RESIDENTIAL REITs — 0.7%** |
| American Homes 4 Rent Class A REIT | 104500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3769315 |
| Apartment Investment & Management Co. Class A REIT | &nbsp;&nbsp;46500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402225 |
| BRT Apartments Corp. REIT (b) | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53176 |
| Centerspace REIT | &nbsp;&nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316900 |
| Clipper Realty, Inc. REIT (b) | &nbsp;&nbsp;&nbsp;&nbsp;4693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17223 |
| Elme Communities REIT | &nbsp;&nbsp;29602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470672 |
| Equity LifeStyle Properties, Inc. REIT | &nbsp;&nbsp;58322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3596718 |
| Independence Realty Trust, Inc. REIT (b) | &nbsp;&nbsp;61299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084379 |
| NexPoint Residential Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;7048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234840 |
| Sun Communities, Inc. REIT | &nbsp;&nbsp;39821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5036958 |
| UMH Properties, Inc. REIT | &nbsp;&nbsp;23400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392886 |
| Veris Residential, Inc. REIT | &nbsp;&nbsp;27147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404219 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15779511 |
| **RETAIL REITs — 0.7%** | **RETAIL REITs — 0.7%** | **RETAIL REITs — 0.7%** |
| Acadia Realty Trust REIT | &nbsp;&nbsp;38947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723246 |
| Agree Realty Corp. REIT (b) | &nbsp;&nbsp;34056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2488131 |
| Alexander's, Inc. REIT (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180707 |
| Brixmor Property Group, Inc. REIT | &nbsp;&nbsp;94048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2449010 |
| CBL & Associates Properties, Inc. REIT (b) | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177730 |
| Curbline Properties Corp. REIT | &nbsp;&nbsp;31100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710013 |
| FrontView REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54000 |
| Getty Realty Corp. REIT (b) | &nbsp;&nbsp;16774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463633 |
| InvenTrust Properties Corp. REIT | &nbsp;&nbsp;23200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635680 |
| Kite Realty Group Trust REIT | &nbsp;&nbsp;61952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1403213 |
| Macerich Co. REIT (b) | &nbsp;&nbsp;80958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309901 |
| NETSTREIT Corp. | &nbsp;&nbsp;30700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519751 |
| NNN REIT, Inc. | &nbsp;&nbsp;56763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2451026 |
| Phillips Edison & Co., Inc. REIT | &nbsp;&nbsp;39079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1368937 |
| Saul Centers, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139974 |
| SITE Centers Corp. REIT | &nbsp;&nbsp;16150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182657 |
| Tanger, Inc. REIT | &nbsp;&nbsp;35488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085223 |
| Urban Edge Properties REIT | &nbsp;&nbsp;40900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763194 |
| Whitestone REIT | &nbsp;&nbsp;15700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195936 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17301962 |
| **SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 2.9%** | **SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 2.9%** | **SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 2.9%** |
| ACM Research, Inc. Class A (a) | &nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440300 |
| Aehr Test Systems (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113784 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Allegro MicroSystems, Inc. (a) (b) | &nbsp;&nbsp;38800 | &nbsp;&nbsp;$1326572 |
| Alpha & Omega Semiconductor Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204946 |
| Ambarella, Inc. (a) | &nbsp;&nbsp;12729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840941 |
| Amkor Technology, Inc. | &nbsp;&nbsp;30235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634633 |
| Astera Labs, Inc. (a) | &nbsp;&nbsp;45376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4102898 |
| Axcelis Technologies, Inc. (a) | &nbsp;&nbsp;10367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722476 |
| CEVA, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162015 |
| Cirrus Logic, Inc. (a) | &nbsp;&nbsp;16239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692997 |
| Cohu, Inc. (a) | &nbsp;&nbsp;15191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292275 |
| Credo Technology Group Holding Ltd. (a) | &nbsp;&nbsp;45600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4222104 |
| Diodes, Inc. (a) | &nbsp;&nbsp;14392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761193 |
| Entegris, Inc. (b) | &nbsp;&nbsp;46297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3733853 |
| FormFactor, Inc. (a) | &nbsp;&nbsp;24146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830864 |
| GLOBALFOUNDRIES, Inc. (a) | &nbsp;&nbsp;31200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1191840 |
| Ichor Holdings Ltd. (a) | &nbsp;&nbsp;10999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216020 |
| Impinj, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838801 |
| indie Semiconductor, Inc. Class A (a) (b) | &nbsp;&nbsp;53200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189392 |
| Kulicke & Soffa Industries, Inc. (b) | &nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577820 |
| Lattice Semiconductor Corp. (a) (b) | &nbsp;&nbsp;42425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2078401 |
| MACOM Technology Solutions Holdings, Inc. (a) | &nbsp;&nbsp;19921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2854480 |
| Marvell Technology, Inc. | 271391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21005663 |
| MaxLinear, Inc. (a) | &nbsp;&nbsp;26396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375087 |
| MKS, Inc. (b) | &nbsp;&nbsp;20723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2059037 |
| Navitas Semiconductor Corp. (a) | &nbsp;&nbsp;44300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290165 |
| NVE Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110415 |
| Onto Innovation, Inc. (a) | &nbsp;&nbsp;15257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539889 |
| PDF Solutions, Inc. (a) | &nbsp;&nbsp;11129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237938 |
| Penguin Solutions, Inc. (a) | &nbsp;&nbsp;17980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356184 |
| Photronics, Inc. (a) | &nbsp;&nbsp;19393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365170 |
| Power Integrations, Inc. | &nbsp;&nbsp;18022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007430 |
| Qorvo, Inc. (a) | &nbsp;&nbsp;29100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470881 |
| Rambus, Inc. (a) | &nbsp;&nbsp;33010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2113300 |
| Rigetti Computing, Inc. (a) (b) | &nbsp;&nbsp;89100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056726 |
| Semtech Corp. (a) | &nbsp;&nbsp;24710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115409 |
| Silicon Laboratories, Inc. (a) | &nbsp;&nbsp;10167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498209 |
| SiTime Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;6135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307246 |
| SkyWater Technology, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80688 |
| Synaptics, Inc. (a) | &nbsp;&nbsp;11964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775506 |
| Ultra Clean Holdings, Inc. (a) | &nbsp;&nbsp;14998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338505 |
| Universal Display Corp. | &nbsp;&nbsp;13486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083048 |
| Veeco Instruments, Inc. (a) | &nbsp;&nbsp;18608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378115 |
| Wolfspeed, Inc. (a) (b) | &nbsp;&nbsp;52401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20898 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68614114 |
| **SOFTWARE — 9.2%** | **SOFTWARE — 9.2%** | **SOFTWARE — 9.2%** |
| 8x8, Inc. (a) | &nbsp;&nbsp;46300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90748 |
| A10 Networks, Inc. | &nbsp;&nbsp;23300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450855 |
| ACI Worldwide, Inc. (a) | &nbsp;&nbsp;32786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505205 |
| Adeia, Inc. | &nbsp;&nbsp;35236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498237 |
| Agilysys, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854870 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Airship AI Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;$14725 |
| Alarm.com Holdings, Inc. (a) | &nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808951 |
| Alkami Technology, Inc. (a) (b) | &nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617870 |
| Amplitude, Inc. Class A (a) | &nbsp;&nbsp;26200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324880 |
| Appfolio, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;6864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580642 |
| Appian Corp. Class A (a) (b) | &nbsp;&nbsp;13082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390629 |
| AppLovin Corp. Class A (a) | &nbsp;&nbsp;74956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26240596 |
| Arteris, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86723 |
| Asana, Inc. Class A (a) | &nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357750 |
| Atlassian Corp. Class A (a) | &nbsp;&nbsp;50752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10307224 |
| AudioEye, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32620 |
| Aurora Innovation, Inc. (a) (b) | 315600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1653744 |
| AvePoint, Inc. (a) | &nbsp;&nbsp;42600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822606 |
| Bentley Systems, Inc. Class B | &nbsp;&nbsp;47320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2553860 |
| Bill Holdings, Inc. (a) | &nbsp;&nbsp;28664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325997 |
| Bit Digital, Inc. (a) (b) | &nbsp;&nbsp;45100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98769 |
| Bitdeer Technologies Group Class A (a) | &nbsp;&nbsp;28300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324884 |
| Blackbaud, Inc. (a) | &nbsp;&nbsp;12133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779060 |
| BlackLine, Inc. (a) (b) | &nbsp;&nbsp;16762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949064 |
| Blend Labs, Inc. Class A (a) | &nbsp;&nbsp;79200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261360 |
| Box, Inc. Class A (a) | &nbsp;&nbsp;44027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504403 |
| Braze, Inc. Class A (a) | &nbsp;&nbsp;21800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612580 |
| C3.ai, Inc. Class A (a) | &nbsp;&nbsp;37700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926289 |
| CCC Intelligent Solutions Holdings, Inc. (a) (b) | 161000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515010 |
| Cerence, Inc. (a) (b) | &nbsp;&nbsp;13374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136549 |
| Cipher Mining, Inc. (a) (b) | &nbsp;&nbsp;69200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330776 |
| Cleanspark, Inc. (a) (b) | &nbsp;&nbsp;86900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958507 |
| Clear Secure, Inc. Class A (b) | &nbsp;&nbsp;27200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755072 |
| Clearwater Analytics Holdings, Inc. Class A (a) | &nbsp;&nbsp;77248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694049 |
| Commvault Systems, Inc. (a) | &nbsp;&nbsp;13720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2391808 |
| Confluent, Inc. Class A (a) | &nbsp;&nbsp;83900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2091627 |
| Consensus Cloud Solutions, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;6168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142234 |
| Core Scientific, Inc. (a) | &nbsp;&nbsp;86200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471434 |
| CS Disco, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42389 |
| Daily Journal Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222526 |
| Datadog, Inc. Class A (a) | &nbsp;&nbsp;96287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12934233 |
| Digimarc Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60330 |
| Digital Turbine, Inc. (a) | &nbsp;&nbsp;30786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181637 |
| Docusign, Inc. (a) | &nbsp;&nbsp;62677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4881912 |
| Dolby Laboratories, Inc. Class A | &nbsp;&nbsp;17824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323610 |
| Domo, Inc. Class B (a) | &nbsp;&nbsp;10944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152888 |
| Dropbox, Inc. Class A (a) | &nbsp;&nbsp;61542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760101 |
| D-Wave Quantum, Inc. (a) | &nbsp;&nbsp;89600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311744 |
| Dynatrace, Inc. (a) | &nbsp;&nbsp;90895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5018313 |
| E2open Parent Holdings, Inc. (a) | &nbsp;&nbsp;64800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209304 |
| eGain Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41213 |
| Elastic NV (a) | &nbsp;&nbsp;28320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2388226 |
| EverCommerce, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73101 |
| Five9, Inc. (a) (b) | &nbsp;&nbsp;23896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632766 |
| Freshworks, Inc. Class A (a) | &nbsp;&nbsp;65700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979587 |
| Gitlab, Inc. Class A (a) (b) | &nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894620 |
| Guidewire Software, Inc. (a) | &nbsp;&nbsp;26274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6186213 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| HubSpot, Inc. (a) | &nbsp;&nbsp;15960 | &nbsp;&nbsp;$8883815 |
| Hut 8 Corp. (a) | &nbsp;&nbsp;26600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494760 |
| I3 Verticals, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217092 |
| Informatica, Inc. Class A (a) | &nbsp;&nbsp;27400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667190 |
| Intapp, Inc. (a) | &nbsp;&nbsp;17700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913674 |
| InterDigital, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;8373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1877478 |
| Jamf Holding Corp. (a) | &nbsp;&nbsp;23400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222534 |
| Kaltura, Inc. (a) | &nbsp;&nbsp;28300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56883 |
| Life360, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219109 |
| LiveRamp Holdings, Inc. (a) | &nbsp;&nbsp;20101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664137 |
| Manhattan Associates, Inc. (a) | &nbsp;&nbsp;18268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3607382 |
| MARA Holdings, Inc. (a) (b) | 107600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1687168 |
| Meridianlink, Inc. (a) | &nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168792 |
| MicroStrategy, Inc. Class A (a) (b) | &nbsp;&nbsp;78561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31756713 |
| Mitek Systems, Inc. (a) (b) | &nbsp;&nbsp;14077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139362 |
| N-able, Inc. (a) | &nbsp;&nbsp;22952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185911 |
| nCino, Inc. (a) (b) | &nbsp;&nbsp;28900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808333 |
| NCR Voyix Corp. (a) (b) | &nbsp;&nbsp;45367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532155 |
| NextNav, Inc. (a) | &nbsp;&nbsp;27200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413440 |
| Nutanix, Inc. Class A (a) | &nbsp;&nbsp;80001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6115276 |
| Olo, Inc. Class A (a) | &nbsp;&nbsp;35500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315950 |
| ON24, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43440 |
| OneSpan, Inc. | &nbsp;&nbsp;11931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199128 |
| Ooma, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103200 |
| Pagaya Technologies Ltd. Class A (a) (b) | &nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243048 |
| PagerDuty, Inc. (a) | &nbsp;&nbsp;27398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418641 |
| Pegasystems, Inc. (b) | &nbsp;&nbsp;28172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1524950 |
| Porch Group, Inc. (a) | &nbsp;&nbsp;26100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307719 |
| Procore Technologies, Inc. (a) (b) | &nbsp;&nbsp;35500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2428910 |
| Progress Software Corp. (b) | &nbsp;&nbsp;13938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889802 |
| PROS Holdings, Inc. (a) (b) | &nbsp;&nbsp;14900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233334 |
| Q2 Holdings, Inc. (a) | &nbsp;&nbsp;19476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822759 |
| Qualys, Inc. (a) | &nbsp;&nbsp;10795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542282 |
| Rapid7, Inc. (a) | &nbsp;&nbsp;17425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403040 |
| Red Violet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172200 |
| ReposiTrak, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72705 |
| Rimini Street, Inc. (a) | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67860 |
| RingCentral, Inc. Class A (a) | &nbsp;&nbsp;24978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708126 |
| Riot Platforms, Inc. (a) (b) | 102447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157651 |
| Rubrik, Inc. Class A (a) | &nbsp;&nbsp;30900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2768331 |
| SailPoint, Inc. (a) | &nbsp;&nbsp;19100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436626 |
| Samsara, Inc. Class A (a) | &nbsp;&nbsp;84600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3365388 |
| Sapiens International Corp. NV | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301275 |
| SEMrush Holdings, Inc. Class A (a) | &nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105885 |
| SentinelOne, Inc. Class A (a) | &nbsp;&nbsp;92805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1696475 |
| Silvaco Group, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12272 |
| SoundHound AI, Inc. Class A (a) (b) | 106833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1146318 |
| SoundThinking, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43082 |
| Sprinklr, Inc. Class A (a) | &nbsp;&nbsp;38700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327402 |
| Sprout Social, Inc. Class A (a) | &nbsp;&nbsp;16347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341816 |
| SPS Commerce, Inc. (a) | &nbsp;&nbsp;11497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1564627 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Telos Corp. (a) (b) | &nbsp;&nbsp;15800 | &nbsp;&nbsp;$50086 |
| Tenable Holdings, Inc. (a) | &nbsp;&nbsp;36245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224356 |
| Teradata Corp. (a) | &nbsp;&nbsp;26402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589029 |
| Terawulf, Inc. (a) (b) | &nbsp;&nbsp;88300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386754 |
| UiPath, Inc. Class A (a) | 141140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1806592 |
| Unity Software, Inc. (a) (b) | 101200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2449040 |
| Varonis Systems, Inc. (a) | &nbsp;&nbsp;34105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730829 |
| Verint Systems, Inc. (a) (b) | &nbsp;&nbsp;20029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393970 |
| Vertex, Inc. Class A (a) (b) | &nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643097 |
| Viant Technology, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63504 |
| Weave Communications, Inc. (a) | &nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104832 |
| WM Technology, Inc. (a) | &nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25088 |
| Workiva, Inc. (a) | &nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095200 |
| Xperi, Inc. (a) | &nbsp;&nbsp;14214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112433 |
| Yext, Inc. (a) | &nbsp;&nbsp;35207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299259 |
| Zeta Global Holdings Corp. Class A (a) | &nbsp;&nbsp;58300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903067 |
| Zoom Communications, Inc. (a) | &nbsp;&nbsp;82153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6406291 |
| Zscaler, Inc. (a) | &nbsp;&nbsp;30729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9647062 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220082855 |
| **SPECIALIZED REITs — 0.8%** | **SPECIALIZED REITs — 0.8%** | **SPECIALIZED REITs — 0.8%** |
| CubeSmart REIT | &nbsp;&nbsp;68888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2927740 |
| EPR Properties REIT | &nbsp;&nbsp;24949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453529 |
| Farmland Partners, Inc. REIT (b) | &nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158838 |
| Four Corners Property Trust, Inc. REIT | &nbsp;&nbsp;31709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853289 |
| Gaming & Leisure Properties, Inc. REIT | &nbsp;&nbsp;77772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3630397 |
| Gladstone Land Corp. REIT (b) | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106785 |
| Lamar Advertising Co. Class A REIT (b) | &nbsp;&nbsp;26635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3232424 |
| Millrose Properties, Inc. REIT | &nbsp;&nbsp;38600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100486 |
| National Storage Affiliates Trust REIT | &nbsp;&nbsp;22210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710498 |
| Outfront Media, Inc. REIT (b) | &nbsp;&nbsp;43677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712809 |
| PotlatchDeltic Corp. REIT | &nbsp;&nbsp;24656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946051 |
| Rayonier, Inc. REIT | &nbsp;&nbsp;47080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044234 |
| Safehold, Inc. REIT | &nbsp;&nbsp;17236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268192 |
| Smartstop Self Storage REIT, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322447 |
| Uniti Group, Inc. REIT (a) | &nbsp;&nbsp;80270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346766 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17814485 |
| **SPECIALTY RETAIL — 2.7%** | **SPECIALTY RETAIL — 2.7%** | **SPECIALTY RETAIL — 2.7%** |
| 1-800-Flowers.com, Inc. Class A (a) (b) | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51660 |
| Abercrombie & Fitch Co. Class A (a) | &nbsp;&nbsp;14319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186329 |
| Academy Sports & Outdoors, Inc. (b) | &nbsp;&nbsp;20300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909643 |
| Advance Auto Parts, Inc. (b) | &nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883310 |
| American Eagle Outfitters, Inc. | &nbsp;&nbsp;49428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475497 |
| America's Car-Mart, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;2551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142958 |
| Arhaus, Inc. (a) (b) | &nbsp;&nbsp;17600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152592 |
| Arko Corp. (b) | &nbsp;&nbsp;25500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107865 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Asbury Automotive Group, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5902 | &nbsp;&nbsp;$1407863 |
| AutoNation, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;8127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1614429 |
| BARK, Inc. (a) | &nbsp;&nbsp;43900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38610 |
| Bath & Body Works, Inc. | &nbsp;&nbsp;65400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959384 |
| Beyond, Inc. (a) | &nbsp;&nbsp;14282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98260 |
| Boot Barn Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474400 |
| Buckle, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452910 |
| Build-A-Bear Workshop, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216552 |
| Burlington Stores, Inc. (a) | &nbsp;&nbsp;19472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4529966 |
| Caleres, Inc. (b) | &nbsp;&nbsp;10990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134298 |
| Camping World Holdings, Inc. Class A | &nbsp;&nbsp;19227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330512 |
| Carvana Co. (a) | &nbsp;&nbsp;40393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13610825 |
| Chewy, Inc. Class A (a) | &nbsp;&nbsp;65100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2774562 |
| Citi Trends, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73458 |
| Designer Brands, Inc. Class A (b) | &nbsp;&nbsp;14056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33453 |
| Dick's Sporting Goods, Inc. | &nbsp;&nbsp;16582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3280085 |
| EVgo, Inc. (a) (b) | &nbsp;&nbsp;42600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155490 |
| Five Below, Inc. (a) | &nbsp;&nbsp;16924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2220090 |
| Floor & Decor Holdings, Inc. Class A (a) | &nbsp;&nbsp;33156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518530 |
| Foot Locker, Inc. (a) (b) | &nbsp;&nbsp;27231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667160 |
| GameStop Corp. Class A (a) | 128424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132261 |
| Gap, Inc. | &nbsp;&nbsp;67900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480899 |
| Genesco, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65075 |
| Group 1 Automotive, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706663 |
| Haverty Furniture Cos., Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;4605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93712 |
| J Jill, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30744 |
| Lands' End, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47124 |
| Lithia Motors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678575 |
| MarineMax, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162807 |
| Monro, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;9298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138633 |
| Murphy USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225196 |
| National Vision Holdings, Inc. (a) | &nbsp;&nbsp;25625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589631 |
| ODP Corp. (a) (b) | &nbsp;&nbsp;10018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181626 |
| OneWater Marine, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61594 |
| Penske Automotive Group, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;5089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874341 |
| Petco Health & Wellness Co., Inc. (a) (b) | &nbsp;&nbsp;26900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76127 |
| RealReal, Inc. (a) (b) | &nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153280 |
| Revolve Group, Inc. (a) | &nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258645 |
| RH (a) | &nbsp;&nbsp;&nbsp;&nbsp;4760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899688 |
| Sally Beauty Holdings, Inc. (a) (b) | &nbsp;&nbsp;33448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309729 |
| Shoe Carnival, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104776 |
| Signet Jewelers Ltd. (b) | &nbsp;&nbsp;13100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042105 |
| Sleep Number Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51453 |
| Sonic Automotive, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386542 |
| Stitch Fix, Inc. Class A (a) | &nbsp;&nbsp;31945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118197 |
| ThredUp, Inc. Class A (a) (b) | &nbsp;&nbsp;26700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199983 |
| Tile Shop Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57240 |
| Torrid Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16815 |
| Upbound Group, Inc. | &nbsp;&nbsp;15854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397935 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Urban Outfitters, Inc. (a) | &nbsp;&nbsp;20050 | &nbsp;&nbsp;$1454427 |
| Valvoline, Inc. (a) | &nbsp;&nbsp;38541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459548 |
| Victoria's Secret & Co. (a) (b) | &nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416700 |
| Warby Parker, Inc. Class A (a) | &nbsp;&nbsp;29700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651321 |
| Wayfair, Inc. Class A (a) (b) | &nbsp;&nbsp;29570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1512210 |
| Winmark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292270 |
| Zumiez, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63648 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64892211 |
| **TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS — 0.5%** | **TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS — 0.5%** | **TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS — 0.5%** |
| CompoSecure, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109902 |
| Corsair Gaming, Inc. (a) | &nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151823 |
| CPI Card Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40324 |
| Diebold Nixdorf, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465360 |
| Eastman Kodak Co. (a) (b) | &nbsp;&nbsp;19200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108480 |
| Immersion Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76436 |
| IonQ, Inc. (a) (b) | &nbsp;&nbsp;74000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3179780 |
| Pure Storage, Inc. Class A (a) | &nbsp;&nbsp;95914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5522728 |
| Quantum Computing, Inc. (a) (b) | &nbsp;&nbsp;36300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695871 |
| Sandisk Corp. (a) | &nbsp;&nbsp;43045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952091 |
| Turtle Beach Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81597 |
| Xerox Holdings Corp. (b) | &nbsp;&nbsp;40900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215543 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12599935 |
| **TEXTILES, APPAREL & LUXURY GOODS — 0.8%** | **TEXTILES, APPAREL & LUXURY GOODS — 0.8%** | **TEXTILES, APPAREL & LUXURY GOODS — 0.8%** |
| Amer Sports, Inc. (a) | &nbsp;&nbsp;47500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841100 |
| Birkenstock Holding PLC (a) (b) | &nbsp;&nbsp;16600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816388 |
| Capri Holdings Ltd. (a) (b) | &nbsp;&nbsp;36791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651201 |
| Carter's, Inc. (b) | &nbsp;&nbsp;11260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339264 |
| Columbia Sportswear Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;7640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466651 |
| Crocs, Inc. (a) | &nbsp;&nbsp;16720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693402 |
| Figs, Inc. Class A (a) (b) | &nbsp;&nbsp;30400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171456 |
| G-III Apparel Group Ltd. (a) | &nbsp;&nbsp;12281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275094 |
| Hanesbrands, Inc. (a) | 109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499220 |
| Kontoor Brands, Inc. (b) | &nbsp;&nbsp;16816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109352 |
| Movado Group, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;4761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72605 |
| On Holding AG Class A (a) | &nbsp;&nbsp;69500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3617475 |
| Oxford Industries, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;4630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186357 |
| PVH Corp. | &nbsp;&nbsp;16008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098149 |
| Rocky Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66681 |
| Skechers USA, Inc. Class A (a) | &nbsp;&nbsp;39934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2519835 |
| Steven Madden Ltd. | &nbsp;&nbsp;20913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501494 |
| Superior Group of Cos., Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39140 |
| Under Armour, Inc. Class A (a) (b) | &nbsp;&nbsp;57100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389993 |
| Under Armour, Inc. Class C (a) (b) | &nbsp;&nbsp;61600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399784 |
| VF Corp. (b) | 109400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285450 |
| Wolverine World Wide, Inc. (b) | &nbsp;&nbsp;25580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462486 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18502577 |
| **TOBACCO — 0.0% <sup>\*</sup>** | **TOBACCO — 0.0% <sup>\*</sup>** | **TOBACCO — 0.0% <sup>\*</sup>** |
| Ispire Technology, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20480 |
| Turning Point Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424312 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Universal Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7641 | &nbsp;&nbsp;$445012 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889804 |
| **TRADING COMPANIES & DISTRIBUTORS — 2.1%** | **TRADING COMPANIES & DISTRIBUTORS — 2.1%** | **TRADING COMPANIES & DISTRIBUTORS — 2.1%** |
| Air Lease Corp. (b) | &nbsp;&nbsp;32556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1904201 |
| Alta Equipment Group, Inc. (b) | &nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71416 |
| Applied Industrial Technologies, Inc. | &nbsp;&nbsp;11840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2752208 |
| BlueLinx Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215702 |
| Boise Cascade Co. | &nbsp;&nbsp;11601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007199 |
| Core & Main, Inc. Class A (a) | &nbsp;&nbsp;58984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3559684 |
| Custom Truck One Source, Inc. (a) (b) | &nbsp;&nbsp;15800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78052 |
| Distribution Solutions Group, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90376 |
| DNOW, Inc. (a) | &nbsp;&nbsp;34219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507468 |
| DXP Enterprises, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368130 |
| EVI Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32745 |
| Ferguson Enterprises, Inc. | &nbsp;&nbsp;60433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13159286 |
| FTAI Aviation Ltd. (b) | &nbsp;&nbsp;32203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3704633 |
| GATX Corp. | &nbsp;&nbsp;11031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693920 |
| Global Industrial Co. | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116143 |
| GMS, Inc. (a) | &nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315875 |
| Herc Holdings, Inc. | &nbsp;&nbsp;10301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356539 |
| Hudson Technologies, Inc. (a) | &nbsp;&nbsp;13995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113639 |
| Karat Packaging, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64768 |
| McGrath RentCorp | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927680 |
| MRC Global, Inc. (a) | &nbsp;&nbsp;28500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390735 |
| MSC Industrial Direct Co., Inc. Class A (b) | &nbsp;&nbsp;13699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164689 |
| NPK International, Inc. (a) | &nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234025 |
| QXO, Inc. (a) (b) | 187300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4034442 |
| Rush Enterprises, Inc. Class A | &nbsp;&nbsp;19975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028912 |
| Rush Enterprises, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170560 |
| SiteOne Landscape Supply, Inc. (a) | &nbsp;&nbsp;14333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1733433 |
| Titan Machinery, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130746 |
| Transcat, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257880 |
| Watsco, Inc. (b) | &nbsp;&nbsp;10703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4726659 |
| WESCO International, Inc. | &nbsp;&nbsp;15016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2780963 |
| Willis Lease Finance Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128502 |
| Xometry, Inc. Class A (a) | &nbsp;&nbsp;14600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493334 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50314544 |
| **TRANSPORTATION INFRASTRUCTURE — 0.0% <sup>\*</sup>** | **TRANSPORTATION INFRASTRUCTURE — 0.0% <sup>\*</sup>** | **TRANSPORTATION INFRASTRUCTURE — 0.0% <sup>\*</sup>** |
| Sky Harbour Group Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33218 |
| **WATER UTILITIES — 0.3%** | **WATER UTILITIES — 0.3%** | **WATER UTILITIES — 0.3%** |
| American States Water Co. | &nbsp;&nbsp;12301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942995 |
| Cadiz, Inc. (a) (b) | &nbsp;&nbsp;12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36478 |
| California Water Service Group | &nbsp;&nbsp;18989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863620 |
| Consolidated Water Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141094 |
| Essential Utilities, Inc. | &nbsp;&nbsp;81539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3028358 |
| Global Water Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51969 |
| H2O America | &nbsp;&nbsp;10887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565797 |
| Middlesex Water Co. | &nbsp;&nbsp;&nbsp;&nbsp;6123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331744 |
| Pure Cycle Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82544 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| York Water Co. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;$142200 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6186799 |
| **WIRELESS TELECOMMUNICATION SERVICES — 0.1%** | **WIRELESS TELECOMMUNICATION SERVICES — 0.1%** | **WIRELESS TELECOMMUNICATION SERVICES — 0.1%** |
| Gogo, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328979 |
| Millicom International Cellular SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202787 |
| Spok Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120224 |
| Telephone & Data Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113654 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2765644 |
| **TOTAL COMMON STOCKS<br>(Cost $1,741,178,229)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;2371994650 |
| **WARRANTS — 0.0% <sup>\*</sup>** |  |  |
| **CHEMICALS — 0.0% <sup>\*</sup>** |  |  |
| Danimer Scientific, Inc. (expiring 07/15/25) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| **HEALTH CARE EQUIPMENT & SUPPLIES — 0.0% <sup>\*</sup>** |  |  |
| Pulse Biosciences, Inc. (expiring 06/27/29) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354 |
| **TOTAL WARRANTS<br>(Cost $0)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359 |
| **SHORT-TERM INVESTMENTS — 5.1%** | **SHORT-TERM INVESTMENTS — 5.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (e) (f) | &nbsp;&nbsp;19427532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19427532 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Portfolio II (g) (h) | 102486001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102486001 |
| **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $121,913,533)<br>** | **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $121,913,533)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;121913533 |
| **TOTAL INVESTMENTS — 104.6%<br>(Cost $1,863,091,762)<br>** | **TOTAL INVESTMENTS — 104.6%<br>(Cost $1,863,091,762)<br>** | &nbsp;&nbsp;2493909542 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS — (4.6)% <br>** | **LIABILITIES IN EXCESS OF OTHER ASSETS — (4.6)% <br>** | &nbsp;&nbsp;&nbsp;&nbsp;(109676961) |
| **NET ASSETS — 100.0%<br>** | **NET ASSETS — 100.0%<br>** | $2384232581 |

---

&nbsp;&nbsp;&nbsp;&nbsp;

(a) Non-income producing security.

(b) All or a portion of the shares of the security are on loan at June 30, 2025.

(c) Reflects separate holdings of the issuer's common stock traded on different securities exchanges.

(d) Fair valued as determined in good faith by the Trust's Oversight Committee in accordance with policy and procedures approved by the Board of Trustees. Security value is determined based on Level 3 inputs. As of June 30, 2025, total aggregate fair value of the securities is $0, representing 0.00% of the Fund's net assets.

(e) The Portfolio invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below.

(f) The rate shown is the annualized seven-day yield at June 30, 2025.

(g) The Portfolio invested in an affiliated entity. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below.

(h) Investment of cash collateral for securities loaned.

\* Amount is less than 0.05% of net assets.

REIT Real Estate Investment Trust

At June 30, 2025, open futures contracts were as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Expiration<br> Date** | **Notional<br> Amount** | **Value** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| E-mini Russell 2000 Index (long) | 85 | 09/19/2025 | $9171537 | $9314736 | $143199 |
| E-mini S&P MidCap 400 Index (long) | 32 | 09/19/2025 | &nbsp;&nbsp;&nbsp;9699278 | &nbsp;&nbsp;&nbsp;10001600 | &nbsp;&nbsp;&nbsp;302322 |
|  |  |  |  |  | $445521 |

---

During the period ended June 30, 2025, the average notional value related to futures contracts was $18,880,447.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Common Stocks<br>| $2371990261 | $4389 | &nbsp;&nbsp;&nbsp;$0(a) | $2371994650 |
| Warrants<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;1354 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359 |
| Short-Term Investments<br>| &nbsp;&nbsp;&nbsp;&nbsp;121913533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;121913533 |
| **TOTAL INVESTMENTS<br>**  | $2493903799 | $5743 | $0 | $2493909542 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Futures Contracts - Unrealized Appreciation<br>| $445521 | $— | $— | $445521 |
| **TOTAL OTHER FINANCIAL INSTRUMENTS:<br>**  | $445521 | $— | $— | $445521 |

---

(a) The Portfolio held Level 3 securities that were valued at $0 at June 30, 2025.

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| 15664863 | $15664863 | $201039513 | $197276844 | $— | $— | &nbsp;&nbsp;19427532 | $19427532 | $374770 |
| State Street Navigator Securities Lending Portfolio II<br>| 62529144 | &nbsp;&nbsp;62529144 | &nbsp;&nbsp;456777021 | &nbsp;&nbsp;416820164 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | 102486001 | &nbsp;&nbsp;102486001 | &nbsp;&nbsp;378358 |
| Total<br>|  | $78194007 | $657816534 | $614097008 | $— | $— |  | $121913533 | $753128 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENTS OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | | | |
|:---|:---|:---|:---|
|  | **State Street Aggregate Bond Index Portfolio** | **State Street Global All Cap Equity ex-U.S. Index Portfolio** | **State Street Small/Mid Cap Equity Index Portfolio** |
| **ASSETS** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in unaffiliated issuers, at value\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;$4937778499 | $9879726829 | $2371996009 |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in affiliated issuers, at value<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258279028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501583973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121913533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments<br>| &nbsp;&nbsp;&nbsp;5196057527 | &nbsp;&nbsp;&nbsp;10381310802 | &nbsp;&nbsp;&nbsp;2493909542 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign currency, at value<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47168243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Net cash at broker<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10626277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999657 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from broker — accumulated variation margin on futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445795 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for investments sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55766488 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for fund shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172266776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19580080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1867920 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends receivable — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57970 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38403133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Securities lending income receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40078 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securities lending income receivable — affiliated issuers <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75935 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for foreign taxes recoverable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12718157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Other receivable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;5410187148 | &nbsp;&nbsp;&nbsp;10474992863 | &nbsp;&nbsp;&nbsp;2553720385 |
| **LIABILITIES** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Deposit from Broker<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Due to custodian<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23888 |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable upon return of securities loaned<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96676701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229959987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102486001 |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for investments purchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315639629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for fund shares repurchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9125932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268553445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66714981 |
| &nbsp;&nbsp;&nbsp;&nbsp;Deferred foreign taxes payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29142909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian, sub-administration and transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120609 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10320 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3027 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15372 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422531528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529113855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169487804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $4987655620 | $9945879008 | $2384232581 |
| **NET ASSETS CONSIST OF:** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in capital<br>| $5238705549 | $7791024511 | $1886950222 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss)\*\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;(251049929) | &nbsp;&nbsp;&nbsp;&nbsp;2154854497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497282359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $4987655620 | $9945879008 | $2384232581 |
| **NET ASSET VALUE PER SHARE** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value per share<br>| $89.45 | $135.87 | $324.05 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares of beneficial interest<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55761688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73202982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7357559 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$4987655620 | $9945879008 | $2384232581 |
| **COST OF INVESTMENTS:** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;$5143794834 | $7619381473 | $1741178229 |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258279028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501583973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121913533 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total cost of investments<br>| $5402073862 | $8120965446 | $1863091762 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign currency, at cost<br>| $— | $46751111 | $— |
| &nbsp;&nbsp;&nbsp;&nbsp;\* Includes investments in securities on loan, at value<br>| $160802925 | $610724570 | $372908818 |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Includes deferred foreign taxes<br>| $— | $28970614 | $— |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENTS OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | | | |
|:---|:---|:---|:---|
|  | **State Street Aggregate Bond Index Portfolio** | **State Street Global All Cap Equity ex-U.S. Index Portfolio** | **State Street Small/Mid Cap Equity Index Portfolio** |
| **INVESTMENT INCOME** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;$86375179 | $190729 | $25093 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividend income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176119132 | &nbsp;&nbsp;&nbsp;15822735 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividend income — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5168905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374770 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated securities lending income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218392 |
| &nbsp;&nbsp;&nbsp;&nbsp;Affiliated securities lending income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378358 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign taxes withheld<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(991) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16318823) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26137) |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENT INCOME (LOSS)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;89091387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166864674 | &nbsp;&nbsp;&nbsp;16793211 |
| **EXPENSES** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian, sub-administration and transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122073 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10247 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17113 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees and expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24677 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3142 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2458 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180381 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses waived/reimbursed by the Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36633) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180381 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $88722521 | $165078000 | $16612830 |
| **REALIZED AND UNREALIZED GAIN (LOSS)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — unaffiliated issuers\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6586589) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65243663) | &nbsp;&nbsp;&nbsp;&nbsp;(6288063) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign currency transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35461075 | &nbsp;&nbsp;&nbsp;&nbsp;(2890197) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6586589) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29012328) | &nbsp;&nbsp;&nbsp;&nbsp;(9178260) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation on: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — unaffiliated issuers\*\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93690512 | &nbsp;&nbsp;&nbsp;1398850689 | &nbsp;&nbsp;&nbsp;33546361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign currency translations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3005269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11833415 | &nbsp;&nbsp;&nbsp;&nbsp;1674640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation<br>| &nbsp;&nbsp;&nbsp;&nbsp;93690512 | &nbsp;&nbsp;&nbsp;1413689373 | &nbsp;&nbsp;&nbsp;35221001 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET REALIZED AND UNREALIZED GAIN (LOSS)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;87103923 | &nbsp;&nbsp;&nbsp;1384677045 | &nbsp;&nbsp;&nbsp;26042741 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $175826444 | $1549755045 | $42655571 |
| &nbsp;&nbsp;&nbsp;&nbsp;\* Includes foreign capital gain taxes<br>| $— | $(240522) | $— |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Includes foreign deferred taxes<br>| $— | $(5483667) | $— |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **State Street Aggregate Bond Index Portfolio** | **State Street Aggregate Bond Index Portfolio** | **State Street Global All Cap Equity ex-U.S. Index Portfolio** | **State Street Global All Cap Equity ex-U.S. Index Portfolio** | **State Street Small/Mid Cap Equity Index Portfolio** | **State Street Small/Mid Cap Equity Index Portfolio** |
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$88722521 | $119935436 | $165078000 | $211217584 | $16612830 | $33040777 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6586589) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8860598) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29012328) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16893635) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9178260) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79553738 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93690512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74963623) | &nbsp;&nbsp;&nbsp;&nbsp;1413689373 | &nbsp;&nbsp;&nbsp;&nbsp;140829787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35221001 | &nbsp;&nbsp;&nbsp;&nbsp;306975140 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;175826444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36111215 | &nbsp;&nbsp;&nbsp;&nbsp;1549755045 | &nbsp;&nbsp;&nbsp;&nbsp;335153736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42655571 | &nbsp;&nbsp;&nbsp;&nbsp;419569655 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distributions to shareholders<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71174913) | &nbsp;&nbsp;&nbsp;&nbsp;(121219244) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(239634877) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(158157890) |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986890971 | &nbsp;&nbsp;&nbsp;1523557525 | &nbsp;&nbsp;&nbsp;&nbsp;1213414840 | &nbsp;&nbsp;&nbsp;2128223896 | &nbsp;&nbsp;&nbsp;&nbsp;182270892 | &nbsp;&nbsp;&nbsp;&nbsp;446795584 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71174913 | &nbsp;&nbsp;&nbsp;&nbsp;121219244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;239634877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;158157890 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(291484644) | &nbsp;&nbsp;&nbsp;&nbsp;(253454540) | &nbsp;&nbsp;&nbsp;(1135490289) | &nbsp;&nbsp;&nbsp;&nbsp;(760535534) | &nbsp;&nbsp;&nbsp;&nbsp;(509037621) | &nbsp;&nbsp;&nbsp;&nbsp;(451680285) |
| &nbsp;&nbsp;&nbsp;&nbsp;Other capital<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3893 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from capital transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;766581240 | &nbsp;&nbsp;&nbsp;1391322229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77924551 | &nbsp;&nbsp;&nbsp;1607323239 | &nbsp;&nbsp;&nbsp;&nbsp;(326766729) | &nbsp;&nbsp;&nbsp;&nbsp;153277082 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;871232771 | &nbsp;&nbsp;&nbsp;1306214200 | &nbsp;&nbsp;&nbsp;&nbsp;1627679596 | &nbsp;&nbsp;&nbsp;1702842098 | &nbsp;&nbsp;&nbsp;&nbsp;(284111158) | &nbsp;&nbsp;&nbsp;&nbsp;414688847 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;4116422849 | &nbsp;&nbsp;&nbsp;2810208649 | &nbsp;&nbsp;&nbsp;&nbsp;8318199412 | &nbsp;&nbsp;&nbsp;6615357314 | &nbsp;&nbsp;&nbsp;2668343739 | &nbsp;&nbsp;&nbsp;2253654892 |
| **NET ASSETS AT END OF PERIOD<br>**  | $4987655620 | $4116422849 | $9945879008 | $8318199412 | $2384232581 | $2668343739 |
| **SHARES OF BENEFICIAL INTEREST:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11167878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17197507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9771354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18026360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503243 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2092333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497571 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3293596) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2871450) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9053855) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6336932) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1724439) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1450844) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8678204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15697572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13781761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1125824) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549970 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET AGGREGATE BOND INDEX PORTFOLIO

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/24** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/23** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/22** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/21** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$87.43 | &nbsp;&nbsp;$89.54 | &nbsp;&nbsp;$87.55 | &nbsp;&nbsp;$103.42 | &nbsp;&nbsp;$107.23 | &nbsp;&nbsp;$102.60 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.05 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.65 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.16) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15.74) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.46) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.25 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13.69) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.85) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.90 |
| Contribution from affiliate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00(c) |
| Other capital<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.45) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.29) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.83) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.18) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.96) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.67) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.60) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.45) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.29) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.83) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.18) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.96) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.27) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$89.45 | &nbsp;&nbsp;$87.43 | &nbsp;&nbsp;$89.54 | &nbsp;&nbsp;$87.55 | &nbsp;&nbsp;$103.42 | &nbsp;&nbsp;$107.23 |
| **Total return (d)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.34% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.61% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13.30)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.72)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.86%(e) |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$4987656 | &nbsp;&nbsp;$4116423 | &nbsp;&nbsp;$2810209 | &nbsp;&nbsp;$2073291 | &nbsp;&nbsp;$2099436 | &nbsp;&nbsp;$1415008 |
| **Ratios to average net assets:** |  |  |  |  |  |  |
| Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03% |
| Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.12%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.78% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.25% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.21% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.55% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.20% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9%(g)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16%(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14%(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21%(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21%(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37%(h) |

---

(a) After the close of trading on April 17, 2020, the State Street Aggregate Bond Index Portfolio underwent a 1-for-10 reverse sharesplit. The historical per share activity presented here has been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Amount is less than $0.005 per share.

(d) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(e) If an Affiliate had not made a contribution during the year ended December 31, 2020, the total return would have remained 7.86%.

(f) Annualized.

(g) Not annualized.

(h) Portfolio turnover rate excludes to-be-announced ("TBA") transactions.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET GLOBAL ALL CAP EQUITY EX-U.S. INDEX PORTFOLIO

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/24** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/23** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/22** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/21** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$114.76 | &nbsp;&nbsp;$112.69 | &nbsp;&nbsp;$100.36 | &nbsp;&nbsp;$122.91 | &nbsp;&nbsp;$116.43 | &nbsp;&nbsp;$106.60 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.09 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.28 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23.35) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.49 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20.19) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.77 |
| Other capital<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.00)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.00)(c) |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.54) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.34) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.36) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.17) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.94) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$135.87 | &nbsp;&nbsp;$114.76 | &nbsp;&nbsp;$112.69 | &nbsp;&nbsp;$100.36 | &nbsp;&nbsp;$122.91 | &nbsp;&nbsp;$116.43 |
| **Total return (d)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.40% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.68% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16.43)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.37% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.07% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$9945879 | &nbsp;&nbsp;$8318199 | &nbsp;&nbsp;$6615357 | &nbsp;&nbsp;$4827067 | &nbsp;&nbsp;$4772699 | &nbsp;&nbsp;$3270962 |
| **Ratios to average net assets:** |  |  |  |  |  |  |
| Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% |
| Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.70%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.87% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.48% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.29% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% |

---

(a) After the close of trading on April 17, 2020, the State Street Global All Cap Equity Index Portfolio underwent a 1-for-10 reverse share split. The historical per share activity presented here has been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Amount is less than $0.005 per share.

(d) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(e) Annualized.

(f) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/24** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/23** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/22** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/21** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$314.54 | &nbsp;&nbsp;$284.07 | &nbsp;&nbsp;$230.49 | &nbsp;&nbsp;$316.31 | &nbsp;&nbsp;$327.73 | &nbsp;&nbsp;$254.60 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.07 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.01 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45.12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54.23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84.22) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36.64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79.67 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80.49) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40.14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82.68 |
| Other capital<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.27) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.68) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.23) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.47) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.90) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14.32) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.74) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.10) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48.09) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6.65) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18.59) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.42) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51.56) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9.55) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$324.05 | &nbsp;&nbsp;$314.54 | &nbsp;&nbsp;$284.07 | &nbsp;&nbsp;$230.49 | &nbsp;&nbsp;$316.31 | &nbsp;&nbsp;$327.73 |
| **Total return (d)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25.44)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.50% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32.46% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$2384233 | &nbsp;&nbsp;$2668344 | &nbsp;&nbsp;$2253655 | &nbsp;&nbsp;$1629196 | &nbsp;&nbsp;$1616128 | &nbsp;&nbsp;$1065859 |
| **Ratios to average net assets:** |  |  |  |  |  |  |
| Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.36%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.29% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.49% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.96% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.19% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52% |

---

(a) After the close of trading on April 17, 2020, the State Street Small/Mid Cap Equity Index Portfolio underwent a 1-for-20 reverse share split. The historical per share activity presented here has been retroactively adjusted to reflect this split.

(b) Net investment income per share is calculated using the average shares method.

(c) Amount is less than $0.005 per share.

(d) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(e) Annualized.

(f) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Institutional Investment Trust (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of thirty-one (31) series (and corresponding classes, each of which have the same rights and privileges, including voting rights), each of which represents a separate series of beneficial interest in the Trust. The Declaration of Trust permits the Board of Trustees of the Trust (the "Board" and each member there of, a "Trustee") to authorize the issuance of an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate to the following series (each a "Fund" or "Portfolio" and collectively, the "Funds and Portfolios"):

---

| | | | |
|:---|:---|:---|:---|
| **Fund/Portfolio** | &nbsp;&nbsp;**Classes** | &nbsp;&nbsp;**Commencement<br> of Operations** | &nbsp;&nbsp;**Diversification<br> Classification** |
| State Street Aggregate Bond Index Fund (the "Fund") | &nbsp;&nbsp;Class A<br> Class I<br> Class K | &nbsp;&nbsp;September 19, 2014<br> September 19, 2014<br> September 19, 2014 | &nbsp;&nbsp;Diversified<br> Diversified<br> Diversified |
| State Street Global All Cap Equity ex-U.S. Index Fund (the "Fund") | &nbsp;&nbsp;Class A<br> Class I<br> Class K | &nbsp;&nbsp;September 17, 2014<br> September 17, 2014<br> September 17, 2014 | &nbsp;&nbsp;Diversified<br> Diversified<br> Diversified |
| State Street Small/Mid Cap Equity Index Fund (the "Fund") | &nbsp;&nbsp;Class A<br> Class I<br> Class K | &nbsp;&nbsp;October 16, 2015<br> October 16, 2015<br> August 12, 2015 | &nbsp;&nbsp;Diversified<br> Diversified<br> Diversified |
| State Street Aggregate Bond Index Portfolio (the "Portfolio") |  | &nbsp;&nbsp;September 19, 2014 | &nbsp;&nbsp;Diversified |
| State Street Global All Cap Equity ex-U.S. Index Portfolio (the "Portfolio") |  | &nbsp;&nbsp;September 17, 2014 | &nbsp;&nbsp;Diversified |
| State Street Small/Mid Cap Equity Index Portfolio (the "Portfolio") |  | &nbsp;&nbsp;August 12, 2015 | &nbsp;&nbsp;Diversified |

---

Each Fund is part of a master-feeder structure and invests substantially all of its assets in its respective master portfolio as shown below. Each Portfolio is a separate series of the Trust. The performance of each Fund is directly affected by the performance of its respective Portfolio. The financial statements of the Portfolios, including their Schedules of Investments are included in this report and should be read in conjunction with the corresponding Fund's financial statements.

---

| | | |
|:---|:---|:---|
| **Fund Name** | **Portfolio Name** | **Fund Ownership<br> Interest in Portfolio<br> at June 30, 2025** |
| State Street Aggregate Bond Index Fund | State Street Aggregate Bond Index Portfolio | 45.23% |
| State Street Global All Cap Equity ex-U.S. Index Fund | State Street Global All Cap Equity ex-U.S. Index Portfolio | 34.73% |
| State Street Small/Mid Cap Equity Index Fund | State Street Small/Mid Cap Equity Index Portfolio | 28.47% |

---

Class A shares are available to the general public for investment through transaction-based financial intermediaries. Class A shares impose a sales charge (as a percentage of offering price) and may be subject to a 1% contingent deferred sales charge ("CDSC") if no initial sales charge was paid at the time of purchase of an investment of $1,000,000 or more and the shares are redeemed within 18 months of purchase.

Class I shares and Class K shares are sold without a sales charge and only to certain eligible investors.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

Each Fund and Portfolio have one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through the Fund's and Portfolio's investments in accordance with its investment objective. Each Fund's and Portfolio's chief operating decision maker ("CODM") is the President of the

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[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

Trust. The CODM assesses performance based on a Fund's and Portfolio's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. Each Fund's and Portfolio's Total Return is utilized by the CODM to compare results, including the impact of a Fund's and Portfolio's costs, to a Fund's and Portfolio's competitors and to a Fund's and Portfolio's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. Each Fund and Portfolio is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

#### Security Valuation
Each Fund records its investments in its respective Portfolio at fair value (net asset value) each business day. The valuation policy of the Portfolios is discussed below:

Each Portfolio'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 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 Portfolio are valued pursuant to the policy and procedures developed by the Oversight Committee (the "Committee") and approved by the Board. The Committee provides oversight of the valuation of investments for the Portfolios. The Board has responsibility for overseeing the determination of the fair value of investments.

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

• Equity investments traded on a recognized securities exchange for which market quotations are readily available are valued at the last sale price or official closing price, as applicable, on the primary market or exchange on which they trade. Equity investments traded on a recognized exchange for which there were no sales on that day are valued at the last published sale price or at fair value.

• Rights and warrants are valued at the last reported sale price obtained from independent pricing services or brokers on the valuation date. If no price is obtained from pricing services or brokers, valuation will be based upon the intrinsic value, pursuant to the valuation policy and procedures approved by the Board.

• 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.

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

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

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

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

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 net asset value 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.

Various inputs are used in determining the value of the Portfolios' investments.

The Portfolios 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 the Portfolio's investments according to the fair value hierarchy as of June 30, 2025 is disclosed in the Portfolio's respective Schedule of Investments.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on trade date for financial reporting purposes. Realized gains and losses from the sale or disposition of investments and foreign exchange transactions, if any, are determined using the identified cost method. Dividend income and capital gain distributions, if any, are recognized on the ex-dividend date, or when the information becomes available, net of any foreign taxes withheld at source, if any. Interest income is recorded daily on an accrual basis. All premiums and discounts are amortized/accreted for financial reporting purposes. Non-cash dividends received in the form of stock, if any, are recorded as dividend income at fair value. Distributions received by the Portfolios may include a return of capital that is estimated by management. Such amounts are recorded as a reduction of the cost of investments or reclassified to capital gains.

Certain Portfolios invest in real estate investment trusts ("REITs"). REITs determine the tax character of their distributions annually and may characterize a portion of their distributions as a return of capital or capital gain. The Portfolios' policy is to record all REIT distributions initially as dividend income and re-designate the prior calendar year's to return of capital or capital gains distributions at year end based on information provided by the REITs and/or SSGA Funds Management, Inc's. (the "Adviser" or "SSGA FM") estimates of such re-designations for which actual information has not yet been reported.

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[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Expenses
Certain expenses, which are directly identifiable to a specific Fund or Portfolio, are applied to that Fund or Portfolio within the Trust. Other expenses which cannot be attributed to a specific Fund or Portfolio are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Funds and Portfolios within the Trust. Class specific expenses are borne by each class.

#### Foreign Currency Translation
The accounting records of the Funds and Portfolios are maintained in U.S. dollars. Foreign currencies as well as investment securities and other assets and liabilities denominated in a foreign currency are translated to U.S. dollars using exchange rates at period end. Purchases and sales of securities, income receipts and expense payments denominated in foreign currencies are translated into U.S. dollars at the prevailing exchange rate on the respective dates of the transactions.

The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.

#### Foreign Taxes
The Portfolios may be subject to foreign taxes (a portion of which may be reclaimable) on income, stock dividends, realized and unrealized capital gain on investments or certain foreign currency transactions. Foreign taxes are recorded in accordance with SSGA FM's understanding of the applicable foreign tax regulations and rates that exist in the foreign jurisdictions in which the Portfolios invest. These foreign taxes, if any, are paid by the Portfolios and are reflected in the Statements of Operations, if applicable. Foreign taxes payable or deferred as of June 30, 2025, if any, are disclosed in the Portfolios' Statements of Assets and Liabilities.

#### Distributions
The following Funds and Portfolios declare and distribute from net investment income, if any, to its shareholders:

---

| | |
|:---|:---|
| **Name** | &nbsp;&nbsp;**Frequency** |
| State Street Aggregate Bond Index Fund | &nbsp;&nbsp;Monthly |
| State Street Global All Cap Equity ex-U.S. Index Fund | &nbsp;&nbsp;Annually |
| State Street Small/Mid Cap Equity Index Fund | &nbsp;&nbsp;Annually |
| State Street Aggregate Bond Index Portfolio | &nbsp;&nbsp;Monthly |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | &nbsp;&nbsp;Annually |
| State Street Small/Mid Cap Equity Index Portfolio | &nbsp;&nbsp;Annually |

---

Net realized capital gains, if any, are distributed annually. Dividends may be declared and paid more frequently or at any other times to improve Index tracking or to comply with the distribution requirements of the Internal Revenue Code of 1986, as amended ("Internal Revenue Code").

4.&nbsp;&nbsp;&nbsp;&nbsp;Securities and Other Investments

#### Delayed Delivery Transactions and When-Issued Securities
During the period, certain Portfolios transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. The securities purchased on a delayed delivery or when-issued basis are identified as such in each applicable Portfolio's Schedule of Investments. The Portfolios may receive compensation for interest forgone in the

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[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

purchase of a delayed delivery or when-issued security. With respect to purchase commitments, the Portfolios identify securities as segregated in their records with a value at least equal to the amount of the commitment. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic or other factors.

5.&nbsp;&nbsp;&nbsp;&nbsp;Derivative Financial Instruments

#### Futures Contracts
The Portfolios may enter into futures contracts to meet the Portfolios' objectives. A futures contract is a standardized, exchange-traded agreement to buy or sell a financial instrument at a set price on a future date. Upon entering into a futures contract, the Portfolio is required to deposit with the broker, cash or securities in an amount equal to the minimum initial margin requirements of the clearing house. Securities deposited, if any, are designated on the Portfolio's Schedule of Investments and cash deposited, if any, is included in Net cash at broker on the Portfolio's Statement of Assets and Liabilities. Subsequent payments are made or received by the Portfolio equal to the daily change in the contract value, accumulated, exchange rates, and/or other transactional fees. The accumulation of those payments are recorded as variation margin receivable or payable with a corresponding offset to unrealized gains or losses. The Portfolios recognize a realized gain or loss when the contract is closed.

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

For the period ended June 30, 2025, the following Portfolios entered into futures contracts for the strategies listed below:

---

| | |
|:---|:---|
| **Portfolios** | &nbsp;&nbsp;**Strategies** |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | &nbsp;&nbsp;Cash equitization, reduce tracking error and to facilitate daily liquidity |
| State Street Small/Mid Cap Equity Index Portfolio | &nbsp;&nbsp;Cash equitization, reduce tracking error and to facilitate daily liquidity |

---

The following tables summarize the value of the Portfolios' derivative instruments as of June 30, 2025, and the related location in the accompanying Statements of Assets and Liabilities and Statements of Operations, presented by primary underlying risk exposure:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** |
|  | &nbsp;&nbsp;**Interest<br> Rate<br> Risk** | &nbsp;&nbsp;**Foreign<br> Exchange<br> Risk** | &nbsp;&nbsp;**Credit<br> Risk** | &nbsp;&nbsp;**Equity<br> Risk** | &nbsp;&nbsp;**Commodity<br> Risk** | &nbsp;&nbsp;**Total** |
| **State Street Global All Cap Equity ex-U.S. Index Portfolio** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$2041823 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$2041823 |
| **State Street Small/Mid Cap Equity Index Portfolio** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445795 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445795 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** |
|  | &nbsp;&nbsp;**Interest<br> Rate<br> Risk** | &nbsp;&nbsp;**Foreign<br> Exchange<br> Risk** | &nbsp;&nbsp;**Credit<br> Risk** | &nbsp;&nbsp;**Equity<br> Risk** | &nbsp;&nbsp;**Commodity<br> Risk** | &nbsp;&nbsp;**Total** |
| **State Street Global All Cap Equity ex-U.S. Index Portfolio** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$35461075 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$35461075 |
| **State Street Small/Mid Cap Equity Index Portfolio** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2890197) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(2890197) |

---

&nbsp;&nbsp;&nbsp;&nbsp;

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[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** |
|  | &nbsp;&nbsp;**Interest<br> Rate<br> Risk** | &nbsp;&nbsp;**Foreign<br> Exchange<br> Risk** | &nbsp;&nbsp;**Credit<br> Risk** | &nbsp;&nbsp;**Equity<br> Risk** | &nbsp;&nbsp;**Commodity<br> Risk** | &nbsp;&nbsp;**Total** |
| **State Street Global All Cap Equity ex-U.S. Index Portfolio** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$11833415 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$11833415 |
| **State Street Small/Mid Cap Equity Index Portfolio** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1674640 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1674640 |

---

6.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory Fee
The Funds and Portfolios retained SSGA FM as their investment adviser. Each Fund has entered into an Investment Advisory Agreement with the Adviser. For its advisory services, each Fund pays the Adviser a management fee accrued daily and paid monthly, based on a percentage of each Fund's average daily net assets as shown in the following table:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;**Annual Rate** |
| State Street Aggregate Bond Index Fund<br>| &nbsp;&nbsp;0.025% |
| State Street Global All Cap Equity ex-U.S. Index Fund<br>| &nbsp;&nbsp;0.06 |
| State Street Small/Mid Cap Equity Index Fund<br>| &nbsp;&nbsp;0.03 |

---

The Portfolios pay no investment advisory fees to SSGA FM.

With respect to each Fund or its Portfolio in the table below, SSGA FM is contractually obligated until April 30, 2026, to waive up to the full amount of the advisory fee payable by a Fund or its Portfolio, and/or to reimburse a Fund or its Portfolio to the extent that total annual fund operating expenses (exclusive of non-recurring account fees, interest, taxes, extraordinary expenses, and distribution, shareholder servicing and sub-transfer agency fees) exceed the following percentage of average daily net assets on an annual basis of a Fund or its Portfolio:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;**Expense Limitations** |
| State Street Aggregate Bond Index Fund<br>| &nbsp;&nbsp;0.025% |
| State Street Small/Mid Cap Equity Index Fund<br>| &nbsp;&nbsp;0.045 |
| State Street Aggregate Bond Index Portfolio<br>| &nbsp;&nbsp;0.025 |
| State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;0.080 |
| State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;0.030 |

---

With respect to State Street Global All Cap Equity ex-U.S. Fund, SSGA FM is contractually obligated until April 30, 2026, to waive up to the full amount of the advisory fee payable by the Fund, and/or to reimburse the Fund to the extent that total annual fund operating expenses (exclusive of non-recurring accounting fees, interest, taxes, extraordinary expenses, acquired fund fees and expenses, and any class-specific expenses, such as distribution, shareholder servicing, sub-transfer agency and administration fees) exceed 0.015% of average daily net assets on an annual basis.

The expense limitation for each Fund is inclusive of the allocation of expenses from its respective Portfolio. This waiver and/or reimbursement may not be terminated prior to April 30, 2026, except with the approval of the Board.

In addition, SSGA FM has agreed to waive up to the portion of the management fee and/or expenses attributable to the Funds' or Portfolios' acquired fund fees and expenses ("AFFEs"), excluding AFFEs derived from the Funds' or Portfolios' holdings in acquired funds for cash management purposes. This fee waiver and/or expense reimbursement may only be terminated with approval of the Funds' or Portfolios' Board.

For the period ended June 30, 2025, SSGA FM reimbursed or waived the fees under these agreements as shown on the respective Statements of Operations.

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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#### Administrator, Custodian, Sub-Administrator and Transfer Agent Fees
SSGA FM serves as administrator and State Street Bank and Trust Company ("State Street"), an affiliate of the Adviser, serves as custodian and sub-administrator to the Funds. For its administrative services, each Fund pays SSGA FM a fee at an annual rate of 0.05% of its average daily net assets of the Fund. The fees are accrued daily and paid monthly. For its services as custodian, each Fund pays State Street an annual fee. SSGA FM pays State Street for its services as sub-administrator.

SSGA FM serves as administrator and State Street serves as the custodian, sub-administrator and transfer agent to the Portfolios. For its services as custodian, sub-administrator and transfer agent each Portfolio pays State Street an annual fee. The fees are accrued daily and paid monthly.

#### Distributor Fees
State Street Global Advisors Funds Distributors, LLC ("SSGA FD" or the "Distributor"), an affiliate of the Adviser,serves as the Distributor of the Funds.

The Funds have adopted a distribution plan pursuant to Rule 12b-1 under the 1940 Act, under which each Fund may compensate the Distributor (or others) for services in connection with the distribution of the Fund's Class A shares and for services provided to shareholders in that class (the "Plan"). The Plan calls for payments at an annual rate (based on average daily net assets) of 0.25% of the Fund's net assets attributable to its Class A shares. In addition to payments under the Plan, the Funds may reimburse SSGA FD or its affiliates for payments it makes to financial intermediaries that provide certain administrative, recordkeeping, and account maintenance services. The amount of the reimbursement and the manner in which it is calculated are reviewed by the Trustees periodically.

#### Other Transactions with Affiliates - Securities Lending
State Street, an affiliate of the Funds and Portfolios, acts as the securities lending agent for the Funds and Portfolios, pursuant to an amended and restated securities lending authorization agreement dated January 6, 2017, as amended.

Net proceeds collected by State Street on investment of cash collateral or any fee income less rebates payable to borrowers are paid as follows: If the calendar year to date net proceeds is below a specified threshold across participating affiliated funds and portfolios, each Fund and Portfolio retains eighty five percent (85%) of the net proceeds and fifteen percent (15%) of such net proceeds is payable to State Street. Starting the business day following the date that calendar year to date net proceeds exceeds a specified threshold, each Fund and Portfolio retains ninety percent (90%) of the net proceeds and ten percent (10%) of such net proceeds is payable to State Street.

In addition, cash collateral from lending activities is invested in the State Street Navigator Securities Lending Portfolio II, an affiliated fund, for which SSGA FM serves as investment adviser. See Note 9 for additional information regarding securities lending.

#### Other Transactions with Affiliates
The Portfolios may invest in affiliated entities, including securities issued by State Street Corporation, affiliated funds, or entities deemed to be affiliates as a result of the Portfolios owning more than five percent of the entity's voting securities or outstanding shares. Amounts relating to these transactions during the period ended June 30, 2025, are disclosed in the Schedules of Investments.

#### Due to Custodian
In certain circumstances, the Funds or Portfolios may have cash overdrafts with the custodian due to expense payments, capital transactions, trading of securities, investment operations or derivative transactions. The due to custodian amount, if any, reflects cash overdrawn with State Street, as custodian, who is an affiliate of the Funds and Portfolios.

7.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Funds. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

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[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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8.&nbsp;&nbsp;&nbsp;&nbsp;Investment Transactions

Purchases and sales of investments (excluding in-kind transactions, derivative contracts and short term investments) for the period ended June 30, 2025, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Government Obligations** | **U.S. Government Obligations** | **Other Securities** | **Other Securities** |
|  | **Purchases** | **Sales** | **Purchases** | **Sales** |
| State Street Aggregate Bond Index Portfolio<br>| $859028834 | $298314089 | $319622407 | $99433902 |
| State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;983367174 | &nbsp;&nbsp;&nbsp;328455893 |
| State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;297027667 | &nbsp;&nbsp;&nbsp;601879936 |

---

9.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Funds and the Portfolios have qualified and intend to continue to qualify as regulated investment companies under Subchapter M of the Internal Revenue Code. Each Fund and each Portfolio will not be subject to federal income taxes to the extent it distributes its taxable income, including any net realized capital gains, for each fiscal year. Therefore, no provision for federal income tax is required.

The Funds and the Portfolios file federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction. As of December 31, 2024, SSGA FM has analyzed the Funds' and Portfolios' tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

Distributions to shareholders are recorded on ex-dividend date. Income dividends and gain distributions are determined in accordance with income tax rules and regulations, which may differ from generally accepted accounting principles.

As of June 30, 2025, gross unrealized appreciation and gross unrealized depreciation of investments and other financial instruments based on cost for federal income tax purposes were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Tax<br> Cost** | **Gross<br> Unrealized<br> Appreciation** | **Gross<br> Unrealized<br> Depreciation** | **Net Unrealized<br> Appreciation<br> (Depreciation)** |
| State Street Aggregate Bond Index Fund<br>| $2320418132 | $— | $64687157 | $(64687157) |
| State Street Global All Cap Equity ex-U.S. Index Fund<br>| &nbsp;&nbsp;&nbsp;2993743198 | &nbsp;&nbsp;&nbsp;&nbsp;460143515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;460143515 |
| State Street Small/Mid Cap Equity Index Fund<br>| &nbsp;&nbsp;&nbsp;&nbsp;622769707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55993750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55993750 |
| State Street Aggregate Bond Index Portfolio<br>| &nbsp;&nbsp;&nbsp;5403098918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33064159 | &nbsp;&nbsp;&nbsp;240105550 | &nbsp;&nbsp;&nbsp;&nbsp;(207041391) |
| State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;&nbsp;8184146491 | &nbsp;&nbsp;&nbsp;2774033325 | &nbsp;&nbsp;&nbsp;574829864 | &nbsp;&nbsp;&nbsp;2199203461 |
| State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;2044476023 | &nbsp;&nbsp;&nbsp;&nbsp;783357930 | &nbsp;&nbsp;&nbsp;333478890 | &nbsp;&nbsp;&nbsp;&nbsp;449879040 |

---

10.&nbsp;&nbsp;&nbsp;&nbsp;Securities Lending

Each Portfolio may lend securities to qualified broker-dealers or institutional investors. The loans are secured at all times by cash, cash equivalents or U.S. government securities in an amount at least equal to the market value of the securities loaned, plus accrued interest and dividends, determined on a daily basis and adjusted accordingly. The value of the collateral with respect to a loaned security may be temporarily more or less than the value of a security due to market fluctuations of securities values. With respect to each loan, if on any U.S. business day the aggregate market value of securities collateral plus cash collateral is less than the aggregate market value of the securities which are subject to the loan, the borrower will be notified to provide additional collateral on the next business day.

The Portfolios will regain record ownership of loaned securities to exercise certain beneficial rights; however, the Portfolios may bear the risk of delay in recovery of, or even loss of rights in the securities loaned should the borrower fail financially. In addition, a Portfolio will bear the risk of loss of any cash collateral that it may invest. Each Portfolio receives compensation for lending its securities from interest or dividends earned on the cash, cash equivalents or U.S. government securities held as collateral, net of fee rebates paid to the borrower and net of fees paid to State Street as the lending agent. Additionally, a Portfolio will receive a fee from the borrower for non-cash

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[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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collateral equal to a percentage of the market value of the loaned securities.

The market value of securities on loan as of June 30, 2025, and the value of the invested cash collateral are disclosed in the Portfolios' Statements of Assets and Liabilities. Non-cash collateral is not disclosed in the Portfolios' Statements of Assets and Liabilities as it is held by the lending agent on behalf of the Portfolios, and the Portfolios do not have the ability to re-hypothecate those securities. Securities lending income, as disclosed in the Portfolios' Statements of Operations, represents the income earned from the non-cash collateral and the investment of cash collateral, net of fee rebates paid to the borrower and net of fees paid to State Street as lending agent.

The following is a summary of each Portfolio's securities lending agreements and related cash and non-cash collateral received as of June 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Portfolio** | **Market Value of<br> Securities on Loan** | **Cash<br> Collateral<br> Received** | **Non-Cash<br> Collateral<br> Received** | **Total<br> Collateral<br> Received** |
| State Street Aggregate Bond Index Portfolio<br>| $160802925 | $96676701 | $66873422 | $163550123 |
| State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;&nbsp;610724570 | &nbsp;&nbsp;&nbsp;229959987 | &nbsp;&nbsp;&nbsp;415343672 | &nbsp;&nbsp;&nbsp;645303659 |
| State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;372908818 | &nbsp;&nbsp;&nbsp;102486001 | &nbsp;&nbsp;&nbsp;278154242 | &nbsp;&nbsp;&nbsp;380640243 |

---

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged or securities loaned, and the remaining contractual maturity of those transactions as of June 30, 2025:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** |
| **Portfolio** | **Securities<br> Lending<br> Transactions** | **Overnight<br> and<br> Continuous** | **<30 Days** | **Between<br> 30 & 90<br> Days** | **>90 Days** | **Total<br> Borrowings** | **Gross Amount<br> of Recognized<br> Liabilities for<br> Securities Lending Transactions** |
| State Street Aggregate Bond Index Portfolio<br>| Corporate Bonds & Notes | $85149812 | $— | $— | $— | $85149812 | $85149812 |
| State Street Aggregate Bond Index Portfolio<br>| Foreign Government Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9234821 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9234821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9234821 |
| State Street Aggregate Bond Index Portfolio<br>| U.S. Government Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2292068 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2292068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2292068 |
| State Street Global All Cap Equity Ex-U.S. Index Portfolio<br>| Common Stocks | &nbsp;&nbsp;&nbsp;229959987 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;229959987 | &nbsp;&nbsp;&nbsp;229959987 |
| State Street Small/Mid Cap Equity Index Portfolio<br>| Common Stocks | &nbsp;&nbsp;&nbsp;102486001 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;102486001 | &nbsp;&nbsp;&nbsp;102486001 |

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11.&nbsp;&nbsp;&nbsp;&nbsp;Line of Credit

The State Street Aggregate Bond Index Portfolio and the State Street Global All Cap Equity ex-U.S. Index Portfolio and other affiliated funds (each, a "Participant" and collectively, the "Participants") have access to $194.29 million of a $1.36 billion revolving credit facility provided by a syndication of banks under which the Participants may borrow to fund shareholder redemptions. This agreement expires in October 2025 unless extended or renewed.

The Participants are charged an annual commitment fee which is calculated based on the unused portion of the shared credit line. Commitment fees are allocated among each of the Participants based on relative net assets. Commitment fees are ordinary fund operating expenses. A Participant incurs and pays the interest expense related to its borrowing. Interest is calculated at a rate per annum equal to the sum of 1.00% plus the greater of the New York Fed Bank Rate and the one-month SOFR Rate.

The Portfolios had no outstanding loans as of June 30, 2025.

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[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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12.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Portfolios' ability to invest a large percentage of their assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Portfolios' investments more than if the Portfolios were more broadly diversified.

#### Foreign and Emerging Markets Risks
Investing in foreign markets involves risks and considerations not typically associated with investing in the U.S. Foreign securities may be subject to risk of loss because of government regulation, economic, political and social instability in the countries in which the Portfolios invest. Foreign markets may be less liquid than investments in the U.S. and may be subject to the risks of currency fluctuations. To the extent that a Portfolio invests in securities of issuers located in emerging markets, these risks may be even more pronounced.

#### Credit Risk
A Portfolio may be exposed to credit risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Portfolio has unsettled or open transactions defaults.

#### Market Risk
Each Portfolio's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. Each Portfolio is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on a Portfolio and its investments.

#### Russian Sanctions Risk
Sanctions threatened or imposed by a number of jurisdictions, including the United States, the European Union and the United Kingdom, and other intergovernmental actions that have been or may be undertaken in the future, against Russia, Russian entities or Russian individuals, may result in the devaluation of Russian currency, a downgrade in the country's credit rating, an immediate freeze of Russian assets, a decline in the value and liquidity of Russian securities, property or interests, and/or other adverse consequences to the Russian economy or a Portfolio. The scope and scale of sanctions in place at a particular time may be expanded or otherwise modified in a way that have negative effects on a Portfolio. Sanctions, or the threat of new or modified sanctions, could impair the ability of a Portfolio to buy, sell, hold, receive, deliver or otherwise transact in certain affected securities or other investment instruments. Sanctions could also result in Russia taking counter measures or other actions in response, which may further impair the value and liquidity of Russian securities. These sanctions, and the resulting disruption of the Russian economy, may cause volatility in other regional and global markets and may negatively impact the performance of various sectors and industries, as well as companies in other countries, which could have a negative effect on the performance of a Portfolio, even if a Portfolio does not have direct exposure to securities of Russian issuers. As a collective result of the imposition of sanctions, Russian government countermeasures and the impact that they have had on the trading markets for Russian securities, certain Portfolios have used, and may in the future use, fair valuation procedures approved by the Portfolio's Board to value certain Russian securities, which could result in such securities being deemed to have a zero value.

13.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Funds and Portfolios through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT

#### June 30, 2025 (Unaudited)

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#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT<sup>1</sup>
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of the State Street Institutional Investment Trust (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street Aggregate Bond Index Fund, State Street Global All Cap Equity ex-U.S. Index Fund, and State Street Small/Mid Cap Equity Index Fund (each, a "Fund" and collectively, the "Funds") and the State Street Aggregate Bond Index Portfolio, State Street Global All Cap Equity ex-U.S. Index Portfolio and State Street Small/Mid Cap Equity Index Portfolio (each, a "Portfolio" and collectively, the "Portfolios"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for each Fund, each of which are feeder funds for which the Portfolios serve as the master funds in a master-feeder structure:

o Comparisons of the Fund's performance over the past one-, three-, five- and ten-year periods ended December 31, 2024, as applicable, to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge") for the Fund (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Fund's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Fund's historical average net assets relative to its total expenses, management fees, and non-management expenses; and

<sup>_______________________________</sup>

*<sup>1</sup> Over the course of many years overseeing the Funds, Portfolios, and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreement, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.*

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

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o Comparisons of the Fund's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Funds, as applicable; and

• Profitability analyses for (a) the Adviser with respect to each Fund and Portfolio and (b) affiliates of the Adviser that provide services to the Funds and Portfolios ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Funds and Portfolios.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolios of the Funds and Portfolios and for Fund/Portfolio operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Funds and Portfolios and their service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Funds and Portfolios;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Funds and Portfolios by SSGA FM in its capacity as the Funds' administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Funds and Portfolios by affiliates of the Adviser, including the custodian, sub-administrator, fund accountant and securities lending agent of the Funds and Portfolios, and transfer agent of the Portfolios, and the role of the Adviser in managing the Funds' and Portfolios' relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Funds and Portfolios;

• Responses to a request for information reviewed prior to the April 2, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of:

o SSGA FM, in its capacity as the Funds' and Portfolios' Adviser and Administrator, with respect to its operations relating to the Funds and Portfolios and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other Affiliated Service Providers to the Funds, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator and custodian and securities lending agent for the Funds and Portfolios, and transfer agent for the Portfolios, with respect to its operations relating to the Funds and Portfolios; and

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

------

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Funds and Portfolios (the "Distributor"), with respect to its operations relating to the Funds and Portfolios, together with the applicable Funds' related distribution plans and arrangements under Rule 12b-1 of the 1940 Act;

• Information from the Adviser, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser and other service providers of the Funds and Portfolios throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Funds and Portfolios and the investment strategies used in pursuing each Fund's and Portfolio's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to each Fund and Portfolio.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, at the meeting held on May 7-8, 2025, the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Funds and Portfolios.

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to each Fund and Portfolio by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by each Fund and Portfolio, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Fund and Portfolio. The Board evaluated, where relevant, the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing the Funds that invest primarily in equity securities. With respect to those Funds that invest primarily in fixed-income securities, the Board considered the extensive experience and resources committed by the Adviser to the evaluation of a portfolio's quality distribution and sector and interest rate exposure. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Funds and Portfolios, including reputational and entrepreneurial risks. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Funds and Portfolios by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of the Adviser and various Affiliated Service Providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies. The Board also considered the role of the Adviser in overseeing each Fund's and Portfolio's securities lending activities.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Funds and Portfolios.

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

------

<u>Fund Performance</u>

The Board compared each Fund's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024. The Board considered each Portfolio's performance by evaluating the performance of the corresponding feeder fund. For purposes of these comparisons the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data generally useful, they recognized its limitations, including that the data may vary depending on the end date selected and that the results of the performance comparisons may vary depending on the selection of the peer group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall financial market conditions. Among other information, the Board considered the following performance information in its evaluation of each Fund and Portfolio:

*State Street Small/Mid Cap Equity Index Fund and State Street Small/Mid Cap Equity Index Portfolio. The Board considered that the Fund's performance was above the medians of its Performance Group and Performance Universe for the 1- and 5-year periods and was below the medians of its Performance Group and Performance Universe for the 3-year period. The Board also considered that the Fund's performance was above the Benchmark for the 1- and 3-year periods and was below the Benchmark for the 5-year period. The Board also took into account management's discussion of the Fund's performance, including certain differences between the Fund and the Fund's Performance Group. The Board also took into account the fact that the Fund is designed to track a designated index.*

*State Street Global All Cap Equity ex-U.S. Index Fund and State Street Global All Cap Equity ex-U.S. Index Portfolio. The Board considered that the Fund's performance was above the medians of its Performance Group and Performance Universe for the 1- year period and was below the medians of its Performance Group and Performance Universe for the 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was below its Benchmark for the 1-, 3-, 5- and 10-year periods. The Board also took into account management's discussion of the Fund's performance, including certain differences between the Fund and the Fund's Performance Group. The Board also took into account the fact that the Fund is designed to track a designated index.*

*State Street Aggregate Bond Index Fund and State Street Aggregate Bond Index Portfolio. The Board considered that the Fund's performance was above the median of its Performance Group for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was equal to the median of its Performance Universe for the 3-year period and was below the median of its Performance Universe for the 1-, 5- and 10-year periods. The Board also considered that the Fund's performance was above the Benchmark for the 1-year period, was below the Benchmark for the 3- and 10-year periods, and was equal to the Benchmark for the 5-year period. The Board also took into account the fact that the Fund is designed to track a designated index.*

On the basis of the foregoing and other relevant information, the Board concluded that the performance of each Fund and Portfolio is satisfactory or is being appropriately monitored and/or addressed by management.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual investment advisory fee rates payable by each Fund and actual fees paid by each Fund, net of waivers. As part of its review, the Board considered each Fund's management fee and total expense ratio, including the portion attributable to administrative services provided by SSGA FM (both before and after giving effect to any expense caps), as compared to its Expense Group and Expense Universe, as constructed by Broadridge, and the related Broadridge analysis for each of the Funds. The Board also considered the comparability of the fees charged and the services provided to each Fund by the Adviser to the fees charged and services provided to other clients of the Adviser, including institutional accounts. In addition, the Board considered the willingness of the Adviser to provide undertakings from time to time to waive fees or pay expenses of various Funds to limit the total expenses borne by shareholders. In the case of the Portfolios, the Board considered the investment advisory fee in the context of the overall master-feeder arrangement. The Board also considered that the Portfolios do not pay an investment advisory fee to the Adviser. Among other information, the Board considered the following expense information in its evaluation of each Fund and Portfolio:

*State Street Small/Mid Cap Equity Index Fund and State Street Small/Mid Cap Equity Index Portfolio. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.*

------

[**Table of Contents**](#JOB_SSIIT_9acc9f95-04b4-4278-8319-5e4ecda82403_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

------

*State Street Global All Cap Equity ex-U.S. Index Fund and State Street Global All Cap Equity ex-U.S. Index Portfolio. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.*

*State Street Aggregate Bond Index Fund and State Street Aggregate Bond Index Portfolio. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.*

On the basis of the foregoing and other relevant information, and in light of the nature, extent and quality of the services provided by the Adviser, the Board concluded that the fees and the expense ratio of each Fund and Portfolio compare favorably to the fees and expenses of the Expense Group and Expense Universe and are reasonable in relation to the services provided.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to each Fund and Portfolio and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Funds and Portfolios, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Funds and Portfolios and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to each of the Funds and Portfolios, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Funds and Portfolios, were reasonable in relation to the services provided.

<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and each Fund and Portfolio and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the Funds and Portfolios and fund complex increase. The Board acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the management of the Funds or Portfolios or the fund complex taken as a whole. The Board concluded that, in light of the current size of each Fund and Portfolio and the fund complex, the level of profitability of the Adviser and its affiliates with respect to each Fund and Portfolio and the fund complex over various time periods, and the comparative management fee and expense ratio of each Fund and Portfolio during these periods, it does not appear that the Adviser or its affiliates has realized benefits from economies of scale in managing the assets of the Funds and Portfolios to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Funds or Portfolios at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of each Fund and Portfolio and their respective shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

------

## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Institutional Investment Trust
State Street Emerging Markets Equity Index Fund

**The information contained in this report is intended for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-800-647-7327 or visiting *www.ssga.com*. Please read the prospectus carefully before you invest.**![](g52640img61e59dec1.jpg)

------

**TABLE OF CONTENTS** (Unaudited)

---

| | |
|:---|:---|
| **[Schedule of Investments (Unaudited) (N-CSR Item 6)](#xx_67aa7340-bd19-4828-87d1-5f001881b087_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_10338114-2a26-4076-a9e6-e1f87f9ca68c_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;18 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_b152ba9c-91a3-4411-8e87-b7ce643fce14_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;19 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_3176cdfe-34f3-4106-91f8-ed4fe7c7ed54_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;20 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_b9589b6a-88af-4255-8a95-b806e5c08464_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;21 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_c065d01c-93c6-414d-85da-2cda70dd5391_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;22 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_2e77fa2e-3e07-42ad-b7bd-e7168749e633_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;30 |

---

#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **COMMON STOCKS — 96.6%** |  |  |
| **BRAZIL — 4.3%** | **BRAZIL — 4.3%** | **BRAZIL — 4.3%** |
| Ambev SA | 302585 | &nbsp;&nbsp;$738465 |
| B3 SA - Brasil Bolsa Balcao | 337276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900993 |
| Banco Bradesco SA | 102823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273361 |
| Banco Bradesco SA Preference Shares | 334943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032841 |
| Banco BTG Pactual SA  | &nbsp;&nbsp;74548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577087 |
| Banco BTG Pactual SA Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| Banco do Brasil SA | 111296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450457 |
| BB Seguridade Participacoes SA | &nbsp;&nbsp;43937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288199 |
| BRF SA | &nbsp;&nbsp;33300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122880 |
| Caixa Seguridade Participacoes SA | &nbsp;&nbsp;39200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105508 |
| Centrais Eletricas Brasileiras SA | &nbsp;&nbsp;76657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564901 |
| Centrais Eletricas Brasileiras SA Preference Shares | &nbsp;&nbsp;14900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121240 |
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP | &nbsp;&nbsp;30300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661366 |
| Cia Energetica de Minas Gerais Preference Shares | 107558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212836 |
| Cia Paranaense de Energia - Copel Class B, Preference Shares | &nbsp;&nbsp;72600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165742 |
| CPFL Energia SA | &nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107056 |
| Embraer SA | &nbsp;&nbsp;44500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627893 |
| Energisa SA | &nbsp;&nbsp;17940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158828 |
| Eneva SA (a) | &nbsp;&nbsp;47700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119297 |
| Engie Brasil Energia SA | &nbsp;&nbsp;13787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114710 |
| Equatorial Energia SA | &nbsp;&nbsp;76030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500937 |
| Gerdau SA Preference Shares | &nbsp;&nbsp;87458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256388 |
| Itau Unibanco Holding SA Preference Shares | 338127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2289142 |
| Itausa SA Preference Shares | 366414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735131 |
| Klabin SA | &nbsp;&nbsp;52307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176821 |
| Localiza Rent a Car SA | &nbsp;&nbsp;58537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434589 |
| Motiva Infraestrutura de Mobilidade SA | &nbsp;&nbsp;62369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157584 |
| Natura & Co. Holding SA (a) | &nbsp;&nbsp;59290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120039 |
| NU Holdings Ltd. Class A (a) | 203200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2787904 |
| Petroleo Brasileiro SA - Petrobras | 237214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481650 |
| Petroleo Brasileiro SA - Petrobras Preference Shares | 289298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663324 |
| PRIO SA (a) | &nbsp;&nbsp;53500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415622 |
| Raia Drogasil SA | &nbsp;&nbsp;82400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228274 |
| Rede D'Or Sao Luiz SA (b) | &nbsp;&nbsp;51400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333572 |
| Rumo SA | &nbsp;&nbsp;83200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282473 |
| Suzano SA | &nbsp;&nbsp;43824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411192 |
| Telefonica Brasil SA | &nbsp;&nbsp;51280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290231 |
| TIM SA | &nbsp;&nbsp;54300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219375 |
| TOTVS SA | &nbsp;&nbsp;33993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262896 |
| Ultrapar Participacoes SA | &nbsp;&nbsp;44664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143538 |
| Vale SA | 230328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2221895 |
| Vibra Energia SA | &nbsp;&nbsp;63200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250815 |
| WEG SA | 107460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842298 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| XP, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23600 | &nbsp;&nbsp;$476720 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24326084 |
| **CHILE — 0.4%** | **CHILE — 0.4%** | **CHILE — 0.4%** |
| Banco de Chile | &nbsp;&nbsp;2868210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432955 |
| Banco de Credito e Inversiones SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230833 |
| Banco Santander Chile | &nbsp;&nbsp;4222145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264657 |
| Cencosud SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272700 |
| Empresas CMPC SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113961 |
| Empresas Copec SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169239 |
| Enel Americas SA | &nbsp;&nbsp;1429827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139011 |
| Enel Chile SA | &nbsp;&nbsp;1820157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134509 |
| Falabella SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207196 |
| Latam Airlines Group SA | 11385217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230040 |
| Sociedad Quimica y Minera de Chile SA Class B, Preference Shares (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326265 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2521366 |
| **CHINA — 25.3%** | **CHINA — 25.3%** | **CHINA — 25.3%** |
| 360 Security Technology, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11392 |
| 37 Interactive Entertainment Network Technology Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8448 |
| AAC Technologies Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259236 |
| Accelink Technologies Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11016 |
| Advanced Micro-Fabrication Equipment, Inc. China Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13056 |
| AECC Aviation Power Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9147 |
| Agricultural Bank of China Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35790 |
| Agricultural Bank of China Ltd. Class H | &nbsp;&nbsp;1753500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250904 |
| Aier Eye Hospital Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13652 |
| Air China Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9583 |
| Airtac International Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257913 |
| Akeso, Inc. (a) (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468535 |
| Alibaba Group Holding Ltd. | &nbsp;&nbsp;1091658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15269279 |
| Alibaba Health Information Technology Ltd. (a) (c) | &nbsp;&nbsp;&nbsp;&nbsp;370500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223716 |
| Aluminum Corp. of China Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8354 |
| Aluminum Corp. of China Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;248000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166808 |
| Angel Yeast Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2946 |
| Anhui Conch Cement Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7493 |
| Anhui Conch Cement Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195786 |
| Anhui Gujing Distillery Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5576 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Anhui Gujing Distillery Co. Ltd. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;$105669 |
| Anhui Jianghuai Automobile Group Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5037 |
| Anhui Yingjia Distillery Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6055 |
| Anker Innovations Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586 |
| ANTA Sports Products Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;80400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967873 |
| Autohome, Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103160 |
| Avary Holding Shenzhen Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5813 |
| AviChina Industry & Technology Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90293 |
| Avicopter PLC Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12461 |
| BAIC BluePark New Energy Technology Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 |
| Baidu, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;141100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499974 |
| Bank of Beijing Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6331 |
| Bank of Changsha Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5828 |
| Bank of Chengdu Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122 |
| Bank of China Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11298 |
| Bank of China Ltd. Class H | 4510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2619822 |
| Bank of Communications Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;18512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20675 |
| Bank of Communications Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;559000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519834 |
| Bank of Hangzhou Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7044 |
| Bank of Jiangsu Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;13336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22229 |
| Bank of Nanjing Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12231 |
| Bank of Ningbo Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22917 |
| Bank of Shanghai Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;10408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15416 |
| Baoshan Iron & Steel Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;19600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18032 |
| Beijing Enterprises Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135783 |
| Beijing Enterprises Water Group Ltd. | &nbsp;&nbsp;&nbsp;258000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77893 |
| Beijing Kingsoft Office Software, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16147 |
| Beijing New Building Materials PLC Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10351 |
| Beijing Oriental Yuhong Waterproof Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4344 |
| Beijing Roborock Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 |
| Beijing Tiantan Biological Products Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12216 |
| Beijing Tong Ren Tang Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6544 |
| Beijing Wantai Biological Pharmacy Enterprise Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3279 |
| Beijing-Shanghai High Speed Railway Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;22900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18382 |
| BeOne Medicines Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;52900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996003 |
| Bethel Automotive Safety Systems Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9268 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Bilibili, Inc. Class Z (a) | &nbsp;&nbsp;&nbsp;&nbsp;14920 | &nbsp;&nbsp;$318737 |
| BOC Aviation Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112611 |
| BOC International China Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8805 |
| BOE Technology Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18382 |
| Bosideng International Holdings Ltd. | &nbsp;&nbsp;&nbsp;286000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169050 |
| BYD Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46336 |
| BYD Co. Ltd. Class H (c) | &nbsp;&nbsp;&nbsp;234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3651592 |
| BYD Electronic International Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;50500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204573 |
| C&D International Investment Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;43134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87257 |
| Caitong Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4417 |
| Cambricon Technologies Corp. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15619 |
| Capital Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10269 |
| CGN Power Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083 |
| CGN Power Co. Ltd. Class H (b) | &nbsp;&nbsp;&nbsp;662700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225402 |
| Changchun High-Tech Industry Group Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11077 |
| Changjiang Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4257 |
| Changzhou Xingyu Automotive Lighting Systems Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5235 |
| Chaozhou Three-Circle Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4196 |
| China CITIC Bank Corp. Ltd. Class H | &nbsp;&nbsp;&nbsp;521000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496443 |
| China Coal Energy Co. Ltd. Class H (c) | &nbsp;&nbsp;&nbsp;127000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146899 |
| China Communications Services Corp. Ltd. Class H | &nbsp;&nbsp;&nbsp;154000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83376 |
| China Construction Bank Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14101 |
| China Construction Bank Corp. Class H | 6104500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6158935 |
| China CSSC Holdings Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17262 |
| China Eastern Airlines Corp. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;17600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9902 |
| China Energy Engineering Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;34800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10834 |
| China Everbright Bank Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;42600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24680 |
| China Everbright Bank Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;209000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104367 |
| China Feihe Ltd. (b) | &nbsp;&nbsp;&nbsp;232000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168754 |
| China Galaxy Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4549 |
| China Galaxy Securities Co. Ltd. Class H (c) | &nbsp;&nbsp;&nbsp;219000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246340 |
| China Gas Holdings Ltd. | &nbsp;&nbsp;&nbsp;171791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160411 |
| China Great Wall Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9710 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| China Greatwall Technology Group Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;$7438 |
| China Hongqiao Group Ltd. (c) | &nbsp;&nbsp;&nbsp;178000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407699 |
| China International Capital Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7898 |
| China International Capital Corp. Ltd. Class H (b) | &nbsp;&nbsp;&nbsp;102000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229987 |
| China Jushi Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8958 |
| China Life Insurance Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10350 |
| China Life Insurance Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;471000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130400 |
| China Literature Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;27800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105711 |
| China Longyuan Power Group Corp. Ltd. Class H (c) | &nbsp;&nbsp;&nbsp;199000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179227 |
| China Mengniu Dairy Co. Ltd. | &nbsp;&nbsp;&nbsp;203000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416344 |
| China Merchants Bank Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73128 |
| China Merchants Bank Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;249000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1739828 |
| China Merchants Energy Shipping Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4544 |
| China Merchants Expressway Network & Technology Holdings Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4021 |
| China Merchants Port Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;77455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141096 |
| China Merchants Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5771 |
| China Merchants Shekou Industrial Zone Holdings Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;10112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12380 |
| China Minsheng Banking Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7825 |
| China Minsheng Banking Corp. Ltd. Class H | &nbsp;&nbsp;&nbsp;416200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235935 |
| China National Building Material Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;195639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93458 |
| China National Chemical Engineering Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9530 |
| China National Nuclear Power Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22119 |
| China National Software & Service Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13058 |
| China Northern Rare Earth Group High-Tech Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14252 |
| China Oilfield Services Ltd. Class H | &nbsp;&nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98446 |
| China Overseas Land & Investment Ltd. | &nbsp;&nbsp;&nbsp;243500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422480 |
| China Pacific Insurance Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15186 |
| China Pacific Insurance Group Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;166600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569836 |
| China Petroleum & Chemical Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;30100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23700 |
| China Petroleum & Chemical Corp. Class H | 1540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806293 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| China Power International Development Ltd. (c) | 284000 | &nbsp;&nbsp;$108173 |
| China Railway Group Ltd. Class A | &nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11199 |
| China Railway Group Ltd. Class H | 280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134115 |
| China Railway Signal & Communication Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;7185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5156 |
| China Rare Earth Resources & Technology Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3530 |
| China Resources Beer Holdings Co. Ltd. | 105333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335455 |
| China Resources Gas Group Ltd. | &nbsp;&nbsp;57700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147374 |
| China Resources Land Ltd. | 205000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694650 |
| China Resources Microelectronics Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9026 |
| China Resources Mixc Lifestyle Services Ltd. (b) | &nbsp;&nbsp;43600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210780 |
| China Resources Pharmaceutical Group Ltd. (b) | 127500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83159 |
| China Resources Power Holdings Co. Ltd. (c) | 134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323307 |
| China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533 |
| China Ruyi Holdings Ltd. (a) (c) | 428000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137941 |
| China Shenhua Energy Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16979 |
| China Shenhua Energy Co. Ltd. Class H (c) | 216500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839799 |
| China Southern Airlines Co. Ltd. Class A (a) | &nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10543 |
| China State Construction Engineering Corp. Ltd. Class A (a) | &nbsp;&nbsp;17600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14177 |
| China State Construction International Holdings Ltd. | 116000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174961 |
| China Taiping Insurance Holdings Co. Ltd. | &nbsp;&nbsp;90200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175804 |
| China Three Gorges Renewables Group Co. Ltd. Class A | &nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10645 |
| China Tourism Group Duty Free Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4256 |
| China Tower Corp. Ltd. Class H (b) | 282100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403205 |
| China United Network Communications Ltd. Class A | &nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9020 |
| China Vanke Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3316 |
| China Vanke Co. Ltd. Class H (a) (c) | 144400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89951 |
| China Yangtze Power Co. Ltd. Class A | &nbsp;&nbsp;13305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55983 |
| China Zheshang Bank Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;8510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4027 |
| Chongqing Brewery Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6923 |
| Chongqing Changan Automobile Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;9794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17446 |
| Chongqing Rural Commercial Bank Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7276 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Chongqing Rural Commercial Bank Co. Ltd. Class H | 139000 | &nbsp;&nbsp;$117397 |
| Chongqing Zhifei Biological Products Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 |
| Chow Tai Fook Jewellery Group Ltd. (c) | 124400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212669 |
| CITIC Ltd. | 262000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359791 |
| CITIC Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22480 |
| CITIC Securities Co. Ltd. Class H | 100725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304100 |
| CMOC Group Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5995 |
| CMOC Group Ltd. Class H | 243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247024 |
| CNGR Advanced Material Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5141 |
| CNPC Capital Co. Ltd. Class A | &nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14675 |
| Contemporary Amperex Technology Co. Ltd. (a) (c) | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230650 |
| Contemporary Amperex Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87323 |
| COSCO SHIPPING Energy Transportation Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9085 |
| COSCO SHIPPING Holdings Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19737 |
| COSCO SHIPPING Holdings Co. Ltd. Class H (c) | 184974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321407 |
| CRRC Corp. Ltd. Class A | &nbsp;&nbsp;22412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22027 |
| CRRC Corp. Ltd. Class H | 279000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168466 |
| CSC Financial Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11080 |
| CSPC Pharmaceutical Group Ltd. | 514240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504414 |
| Daqin Railway Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5344 |
| Dong-E-E-Jiao Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3651 |
| Dongfang Electric Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13087 |
| Dongxing Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4203 |
| East Money Information Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;7579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24473 |
| Eastroc Beverage Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12276 |
| Ecovacs Robotics Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8129 |
| Empyrean Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13835 |
| ENN Energy Holdings Ltd. | &nbsp;&nbsp;50300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401759 |
| ENN Natural Gas Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10554 |
| Eoptolink Technology, Inc. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19860 |
| Eve Energy Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8192 |
| Everbright Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5520 |
| Everdisplay Optronics Shanghai Co. Ltd. Class A (a) | &nbsp;&nbsp;26377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8617 |
| Far East Horizon Ltd. | 127000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110336 |
| Flat Glass Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7219 |
| Focus Media Information Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9376 |
| Foshan Haitian Flavouring & Food Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10288 |
| Fosun International Ltd. | 167000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99349 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Founder Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;$9497 |
| Foxconn Industrial Internet Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17311 |
| Fuyao Glass Industry Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9551 |
| Fuyao Glass Industry Group Co. Ltd. Class H (b) | &nbsp;&nbsp;&nbsp;&nbsp;38856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277437 |
| Ganfeng Lithium Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8109 |
| GCL Technology Holdings Ltd. (a) (c) | 1423000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181274 |
| GD Power Development Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5338 |
| Geely Automobile Holdings Ltd. | &nbsp;&nbsp;&nbsp;383000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778685 |
| GEM Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3457 |
| Genscript Biotech Corp. (a) (c) | &nbsp;&nbsp;&nbsp;&nbsp;78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147057 |
| GF Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16662 |
| Giant Biogene Holding Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;20600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151417 |
| GigaDevice Semiconductor, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15756 |
| GoerTek, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15627 |
| Goldwind Science & Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10160 |
| Goneo Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 |
| Gotion High-tech Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7250 |
| Great Wall Motor Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8096 |
| Great Wall Motor Co. Ltd. Class H (a) | &nbsp;&nbsp;&nbsp;148000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227750 |
| Gree Electric Appliances, Inc. of Zhuhai Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5644 |
| GRG Banking Equipment Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4315 |
| Guangdong Haid Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6543 |
| Guangdong Investment Ltd. | &nbsp;&nbsp;&nbsp;186000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155434 |
| Guanghui Energy Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11346 |
| Guangzhou Automobile Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7529 |
| Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8464 |
| Guangzhou Haige Communications Group, Inc. Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2919 |
| Guangzhou Tinci Materials Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3845 |
| Guolian Minsheng Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1878 |
| Guosen Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 |
| Guotai Haitong Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15428 |
| Guotai Haitong Securities Co. Ltd. Class H (b) | &nbsp;&nbsp;&nbsp;120432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193305 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Guoyuan Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;$3106 |
| H World Group Ltd. ADR (c) | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440960 |
| Haidilao International Holding Ltd. (b) (c) | 110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208790 |
| Haier Smart Home Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19718 |
| Haier Smart Home Co. Ltd. Class H | 154800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442708 |
| Hainan Airlines Holding Co. Ltd. Class A (a) | &nbsp;&nbsp;44900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8399 |
| Haitian International Holdings Ltd. | &nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109146 |
| Hangzhou First Applied Material Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9461 |
| Hangzhou Silan Microelectronics Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11088 |
| Hangzhou Tigermed Consulting Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4466 |
| Hansoh Pharmaceutical Group Co. Ltd. (b) | &nbsp;&nbsp;74000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280446 |
| Hebei Yangyuan Zhihui Beverage Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8567 |
| Henan Shenhuo Coal Industry & Electricity Power Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4878 |
| Henan Shuanghui Investment & Development Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6805 |
| Hengan International Group Co. Ltd. | &nbsp;&nbsp;39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112032 |
| Hengli Petrochemical Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9357 |
| Hengtong Optic-electric Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9185 |
| Hisense Home Appliances Group Co. Ltd. Class H | &nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62701 |
| Hithink RoyalFlush Information Network Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7623 |
| Hoshine Silicon Industry Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955 |
| Hua Hong Semiconductor Ltd. (a) (b) (c) | &nbsp;&nbsp;42800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189192 |
| Huadian Power International Corp. Ltd. Class A | &nbsp;&nbsp;13400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10233 |
| Huadong Medicine Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9917 |
| Huafon Chemical Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4060 |
| Huaibei Mining Holdings Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4749 |
| Hualan Biological Engineering, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10522 |
| Huaneng Lancang River Hydropower, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 |
| Huaneng Power International, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2891 |
| Huaneng Power International, Inc. Class H | 262000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168882 |
| Huaqin Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3379 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Huatai Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6118 | &nbsp;&nbsp;$15211 |
| Huatai Securities Co. Ltd. Class H (b) | &nbsp;&nbsp;&nbsp;&nbsp;79700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161431 |
| Huaxia Bank Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9276 |
| Huayu Automotive Systems Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7638 |
| Huizhou Desay Sv Automotive Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2852 |
| Humanwell Healthcare Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12887 |
| Hunan Valin Steel Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6081 |
| Hundsun Technologies, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205 |
| Hygon Information Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22151 |
| IEIT Systems Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13126 |
| Iflytek Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10361 |
| Imeik Technology Development Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5857 |
| Industrial & Commercial Bank of China Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;32242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34163 |
| Industrial & Commercial Bank of China Ltd. Class H | 4131000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3273225 |
| Industrial Bank Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;10599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34535 |
| Industrial Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7432 |
| Ingenic Semiconductor Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6762 |
| Inner Mongolia BaoTou Steel Union Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;21600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5398 |
| Inner Mongolia Dian Tou Energy Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
| Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8554 |
| Inner Mongolia Yili Industrial Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22964 |
| Inner Mongolia Yitai Coal Co. Ltd. Class B | &nbsp;&nbsp;&nbsp;&nbsp;57300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113511 |
| Innovent Biologics, Inc. (a) (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;78000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779006 |
| Isoftstone Information Technology Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526 |
| JA Solar Technology Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10143 |
| JCET Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10347 |
| JD Health International, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;72650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397955 |
| JD Logistics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207562 |
| JD.com, Inc. Class A | &nbsp;&nbsp;&nbsp;154722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2520885 |
| Jiangsu Eastern Shenghong Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7791 |
| Jiangsu Expressway Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112917 |
| Jiangsu Hengli Hydraulic Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15720 |
| Jiangsu Hengrui Pharmaceuticals Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22055 |
| Jiangsu King's Luck Brewery JSC Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7065 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Jiangsu Yanghe Distillery Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;$8110 |
| Jiangsu Yoke Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9162 |
| Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3976 |
| Jiangsu Zhongtian Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6258 |
| Jiangxi Copper Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5888 |
| Jiangxi Copper Co. Ltd. Class H | &nbsp;&nbsp;74000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143664 |
| Jinduicheng Molybdenum Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11302 |
| Jinko Solar Co. Ltd. Class A (a) | &nbsp;&nbsp;15328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11106 |
| Juneyao Airlines Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9402 |
| Kanzhun Ltd. ADR (a) | &nbsp;&nbsp;17400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310416 |
| KE Holdings, Inc. Class A | 132100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797648 |
| Kingdee International Software Group Co. Ltd. (a) | 190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373707 |
| Kingsoft Corp. Ltd. | &nbsp;&nbsp;60600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315738 |
| Kuaishou Technology (a) (b) | 170600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375666 |
| Kuang-Chi Technologies Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13395 |
| Kunlun Energy Co. Ltd. | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242675 |
| Kweichow Moutai Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137545 |
| LB Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7920 |
| Lenovo Group Ltd. | 510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612000 |
| Lens Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4047 |
| Li Auto, Inc. Class A (a) | &nbsp;&nbsp;79600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084994 |
| Li Ning Co. Ltd. | 146000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314690 |
| Liaoning Port Co. Ltd. Class A | &nbsp;&nbsp;42900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8983 |
| Lingyi iTech Guangdong Co. Class A | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12232 |
| Longfor Group Holdings Ltd. (b) (c) | 130878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154386 |
| LONGi Green Energy Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4244 |
| Loongson Technology Corp. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12085 |
| Luxshare Precision Industry Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15357 |
| Luzhou Laojiao Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17414 |
| Mango Excellent Media Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036 |
| Maxscend Microelectronics Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11797 |
| Meituan Class B (a) (b) | 315930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5042806 |
| Metallurgical Corp. of China Ltd. Class A | &nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7280 |
| Midea Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16127 |
| Midea Group Co. Ltd. Class H | &nbsp;&nbsp;18700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177352 |
| MINISO Group Holding Ltd. (c) | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12698 |
| MINISO Group Holding Ltd. ADR (c) | &nbsp;&nbsp;&nbsp;&nbsp;6396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116535 |
| MMG Ltd. (a) | 260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126853 |
| Montage Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7315 |
| Muyuan Foods Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25078 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Nanjing Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;$9475 |
| NARI Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9827 |
| National Silicon Industry Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1746 |
| NAURA Technology Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12347 |
| NetEase, Inc. | &nbsp;&nbsp;&nbsp;110525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2970799 |
| NetEase, Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 |
| New China Life Insurance Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 |
| New China Life Insurance Co. Ltd. Class H (c) | &nbsp;&nbsp;&nbsp;&nbsp;58400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318038 |
| New Hope Liuhe Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| New Oriental Education & Technology Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;77900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418278 |
| Ninestar Corp. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3523 |
| Ningbo Deye Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2676 |
| Ningbo Orient Wires & Cables Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3609 |
| Ningbo Sanxing Medical Electric Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8764 |
| Ningbo Tuopu Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13654 |
| Ningxia Baofeng Energy Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13745 |
| NIO, Inc. Class A (a) (c) | &nbsp;&nbsp;&nbsp;&nbsp;98840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344996 |
| Nongfu Spring Co. Ltd. Class H (b) (c) | &nbsp;&nbsp;&nbsp;127400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650795 |
| OmniVision Integrated Circuits Group, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15593 |
| Oppein Home Group, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995 |
| Orient Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10800 |
| PDD Holdings, Inc. ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;44100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4615506 |
| People's Insurance Co. Group of China Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11916 |
| People's Insurance Co. Group of China Ltd. Class H | &nbsp;&nbsp;&nbsp;551000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419041 |
| PetroChina Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23275 |
| PetroChina Co. Ltd. Class H | 1336000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148790 |
| Pharmaron Beijing Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4368 |
| PICC Property & Casualty Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;441000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853911 |
| Ping An Bank Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13986 |
| Ping An Insurance Group Co. of China Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44148 |
| Ping An Insurance Group Co. of China Ltd. Class H (c) | &nbsp;&nbsp;&nbsp;425500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2702061 |
| Piotech, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116 |
| Poly Developments & Holdings Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8594 |
| Pop Mart International Group Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154701 |
| Postal Savings Bank of China Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Postal Savings Bank of China Co. Ltd. Class H (b) | 575000 | &nbsp;&nbsp;$401401 |
| Power Construction Corp. of China Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5779 |
| Qifu Technology, Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290512 |
| Qinghai Salt Lake Industry Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7153 |
| Range Intelligent Computing Technology Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6915 |
| Rockchip Electronics Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4240 |
| Rongsheng Petrochemical Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5959 |
| SAIC Motor Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11875 |
| Sailun Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5495 |
| Sanan Optoelectronics Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8843 |
| Sany Heavy Industry Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;6655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16677 |
| Satellite Chemical Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8676 |
| SDIC Capital Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 |
| SDIC Power Holdings Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10083 |
| Seres Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20627 |
| SF Holding Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27228 |
| SG Micro Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11581 |
| Shaanxi Coal Industry Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19608 |
| Shandong Gold Mining Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13497 |
| Shandong Gold Mining Co. Ltd. Class H (b) (c) | &nbsp;&nbsp;51250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177906 |
| Shandong Hualu Hengsheng Chemical Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 |
| Shandong Nanshan Aluminum Co. Ltd. Class A | &nbsp;&nbsp;10389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5555 |
| Shandong Sun Paper Industry JSC Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7328 |
| Shandong Weigao Group Medical Polymer Co. Ltd. Class H | 164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127648 |
| Shanghai Baosight Software Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9892 |
| Shanghai Baosight Software Co. Ltd. Class B | &nbsp;&nbsp;46778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63384 |
| Shanghai BOCHU Electronic Technology Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6654 |
| Shanghai Electric Group Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7222 |
| Shanghai Fosun Pharmaceutical Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7075 |
| Shanghai International Airport Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13164 |
| Shanghai M&G Stationery, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6475 |
| Shanghai Pharmaceuticals Holding Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6739 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Shanghai Pudong Development Bank Co. Ltd. Class A | &nbsp;&nbsp;13800 | &nbsp;&nbsp;$26740 |
| Shanghai Putailai New Energy Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4074 |
| Shanghai RAAS Blood Products Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2685 |
| Shanghai Rural Commercial Bank Co. Ltd. Class A | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14896 |
| Shanghai United Imaging Healthcare Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3745 |
| Shanjin International Gold Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9149 |
| Shanxi Coking Coal Energy Group Co. Ltd. Class A | &nbsp;&nbsp;13200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11794 |
| Shanxi Lu'an Environmental Energy Development Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6775 |
| Shanxi Xinghuacun Fen Wine Factory Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14282 |
| Shenergy Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| Shengyi Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11785 |
| Shennan Circuits Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3131 |
| Shenwan Hongyuan Group Co. Ltd. Class A | &nbsp;&nbsp;26800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18782 |
| Shenzhen Inovance Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14873 |
| Shenzhen Mindray Bio-Medical Electronics Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18826 |
| Shenzhen New Industries Biomedical Engineering Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9502 |
| Shenzhen Salubris Pharmaceuticals Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5286 |
| Shenzhen Transsion Holdings Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14809 |
| Shenzhou International Group Holdings Ltd. | &nbsp;&nbsp;53700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381715 |
| Sichuan Chuantou Energy Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11868 |
| Sichuan Kelun Pharmaceutical Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11533 |
| Sichuan Road & Bridge Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1382 |
| Sieyuan Electric Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12214 |
| Silergy Corp. | &nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255563 |
| Sinolink Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10407 |
| Sinopharm Group Co. Ltd. Class H | &nbsp;&nbsp;83600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195741 |
| Sinotruk Hong Kong Ltd. | &nbsp;&nbsp;46500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135650 |
| Smoore International Holdings Ltd. (b) (c) | 121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281152 |
| SooChow Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5130 |
| Southwest Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1883 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Spring Airlines Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;$2331 |
| Sungrow Power Supply Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17976 |
| Sunny Optical Technology Group Co. Ltd. | &nbsp;&nbsp;44900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396664 |
| Sunwoda Electronic Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4761 |
| SUPCON Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| Suzhou Dongshan Precision Manufacturing Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14237 |
| Suzhou TFC Optical Communication Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8738 |
| TAL Education Group ADR (a) | &nbsp;&nbsp;26400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269808 |
| TBEA Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8615 |
| TCL Technology Group Corp. Class A (a) | &nbsp;&nbsp;10420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6299 |
| TCL Zhonghuan Renewable Energy Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3377 |
| Tencent Holdings Ltd. | 409100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26213669 |
| Tencent Music Entertainment Group ADR | &nbsp;&nbsp;48100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937469 |
| Tianqi Lithium Corp. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6262 |
| Tianshan Aluminum Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3480 |
| Tianshui Huatian Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 |
| Tingyi Cayman Islands Holding Corp. | 124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181656 |
| Tongcheng Travel Holdings Ltd. | &nbsp;&nbsp;82400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205528 |
| TongFu Microelectronics Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5365 |
| Tongling Nonferrous Metals Group Co. Ltd. Class A | &nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8346 |
| Tongwei Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5612 |
| TravelSky Technology Ltd. Class H | &nbsp;&nbsp;57000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76242 |
| Trina Solar Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;1727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3503 |
| Trip.com Group Ltd. | &nbsp;&nbsp;39367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2286796 |
| Tsingtao Brewery Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939 |
| Tsingtao Brewery Co. Ltd. Class H | &nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261146 |
| Unigroup Guoxin Microelectronics Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8082 |
| Unisplendour Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6229 |
| Victory Giant Technology Huizhou Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15008 |
| Vipshop Holdings Ltd. ADR | &nbsp;&nbsp;21188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318879 |
| Wanhua Chemical Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18180 |
| Want Want China Holdings Ltd. | 310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216408 |
| Weichai Power Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9662 |
| Weichai Power Co. Ltd. Class H | 124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251791 |
| Wens Foodstuff Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;6640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15833 |
| Western Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3960 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Western Superconducting Technologies Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083 | &nbsp;&nbsp;$7844 |
| Wingtech Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5149 |
| Wintime Energy Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;50600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9466 |
| Wuhan Guide Infrared Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4649 |
| Wuliangye Yibin Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33198 |
| WUS Printed Circuit Kunshan Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12364 |
| WuXi AppTec Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17797 |
| WuXi AppTec Co. Ltd. Class H (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;19591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196284 |
| Wuxi Biologics Cayman, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;221000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722121 |
| XCMG Construction Machinery Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8244 |
| Xiamen C & D, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2751 |
| Xiamen Tungsten Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3213 |
| Xiaomi Corp. Class B (a) (b) | 1086900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300593 |
| Xinjiang Daqo New Energy Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12081 |
| Xinyi Solar Holdings Ltd. (c) | &nbsp;&nbsp;&nbsp;280089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88844 |
| XPeng, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;79400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714094 |
| Yadea Group Holdings Ltd. (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;78238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125181 |
| Yankuang Energy Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5598 |
| Yankuang Energy Group Co. Ltd. Class H (c) | &nbsp;&nbsp;&nbsp;204000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202961 |
| Yantai Jereh Oilfield Services Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2932 |
| Yealink Network Technology Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6308 |
| Yifeng Pharmacy Chain Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7307 |
| Yihai Kerry Arawana Holdings Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11955 |
| Yonyou Network Technology Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265 |
| Youngor Fashion Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5503 |
| YTO Express Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2699 |
| Yum China Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073040 |
| Yunnan Aluminium Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11600 |
| Yunnan Baiyao Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8396 |
| Yunnan Energy New Material Co. Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9814 |
| Yunnan Yuntianhua Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7668 |
| Yutong Bus Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7635 |
| Zangge Mining Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9531 |
| Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13961 |
| Zhaojin Mining Industry Co. Ltd. Class H | &nbsp;&nbsp;&nbsp;105500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274166 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Zhejiang China Commodities City Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;$17322 |
| Zhejiang Chint Electrics Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6646 |
| Zhejiang Dahua Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7316 |
| Zhejiang Expressway Co. Ltd. Class H | 106840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98266 |
| Zhejiang Huayou Cobalt Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8166 |
| Zhejiang Juhua Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201 |
| Zhejiang Leapmotor Technology Co. Ltd. (a) (b) | &nbsp;&nbsp;32400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225768 |
| Zhejiang Longsheng Group Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10496 |
| Zhejiang NHU Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9549 |
| Zhejiang Sanhua Intelligent Controls Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6997 |
| Zhejiang Supor Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9508 |
| Zhejiang Wanfeng Auto Wheel Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9317 |
| Zhejiang Weiming Environment Protection Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11534 |
| Zhejiang Zheneng Electric Power Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5623 |
| Zheshang Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5635 |
| Zhongji Innolight Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7331 |
| Zhongjin Gold Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10212 |
| Zhongsheng Group Holdings Ltd. | &nbsp;&nbsp;54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83236 |
| Zhongtai Securities Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 |
| Zhuzhou CRRC Times Electric Co. Ltd. Class H | &nbsp;&nbsp;27700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111506 |
| Zijin Mining Group Co. Ltd. Class A | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27223 |
| Zijin Mining Group Co. Ltd. Class H (c) | 364000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929707 |
| Zoomlion Heavy Industry Science & Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6863 |
| ZTE Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15875 |
| ZTE Corp. Class H | &nbsp;&nbsp;47600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147348 |
| ZTO Express Cayman, Inc. | &nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467548 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;141001773 |
| **COLOMBIA — 0.1%** | **COLOMBIA — 0.1%** | **COLOMBIA — 0.1%** |
| Grupo Cibest SA | &nbsp;&nbsp;16582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207021 |
| Interconexion Electrica SA ESP | &nbsp;&nbsp;28151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136310 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343331 |
| **CZECH REPUBLIC — 0.2%** | **CZECH REPUBLIC — 0.2%** | **CZECH REPUBLIC — 0.2%** |
| CEZ AS | &nbsp;&nbsp;10201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597316 |
| Komercni Banka AS | &nbsp;&nbsp;&nbsp;&nbsp;4760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229441 |
| Moneta Money Bank AS (b) | &nbsp;&nbsp;16839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115793 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942550 |
| **EGYPT — 0.1%** | **EGYPT — 0.1%** | **EGYPT — 0.1%** |
| Commercial International Bank - Egypt (CIB) | 147098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250259 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Eastern Co. SAE | &nbsp;&nbsp;96774 | &nbsp;&nbsp;$58592 |
| Talaat Moustafa Group | &nbsp;&nbsp;44233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49589 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358440 |
| **GREECE — 0.6%** | **GREECE — 0.6%** | **GREECE — 0.6%** |
| Alpha Bank SA | 134642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472568 |
| Eurobank Ergasias Services & Holdings SA Class A | 164141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561846 |
| FF Group (a) (d) | &nbsp;&nbsp;&nbsp;&nbsp;3869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Hellenic Telecommunications Organization SA | &nbsp;&nbsp;10751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203688 |
| Jumbo SA | &nbsp;&nbsp;&nbsp;&nbsp;7244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249148 |
| Metlen Energy & Metals SA | &nbsp;&nbsp;&nbsp;&nbsp;6336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342274 |
| National Bank of Greece SA | &nbsp;&nbsp;54971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698835 |
| OPAP SA | &nbsp;&nbsp;11642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263070 |
| Piraeus Financial Holdings SA | &nbsp;&nbsp;67100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463297 |
| Public Power Corp. SA | &nbsp;&nbsp;11454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186351 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3441077 |
| **HONG KONG — 0.1%** | **HONG KONG — 0.1%** | **HONG KONG — 0.1%** |
| China Huishan Dairy Holdings Co. Ltd. (a) (d) | 406100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| J&T Global Express Ltd. (a) | 151400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130763 |
| Orient Overseas International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144446 |
| Sino Biopharmaceutical Ltd. | 651000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436212 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711421 |
| **HUNGARY — 0.3%** | **HUNGARY — 0.3%** | **HUNGARY — 0.3%** |
| MOL Hungarian Oil & Gas PLC | &nbsp;&nbsp;25556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221708 |
| OTP Bank Nyrt | &nbsp;&nbsp;14191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129434 |
| Richter Gedeon Nyrt | &nbsp;&nbsp;&nbsp;&nbsp;8959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263110 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1614252 |
| **INDIA — 18.0%** | **INDIA — 18.0%** | **INDIA — 18.0%** |
| ABB India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246949 |
| Adani Enterprises Ltd. | &nbsp;&nbsp;10145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309863 |
| Adani Ports & Special Economic Zone Ltd. | &nbsp;&nbsp;34129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577121 |
| Adani Power Ltd. (a) | &nbsp;&nbsp;36328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248124 |
| Alkem Laboratories Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148757 |
| Ambuja Cements Ltd. | &nbsp;&nbsp;38685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260479 |
| APL Apollo Tubes Ltd. | &nbsp;&nbsp;11608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235395 |
| Apollo Hospitals Enterprise Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537914 |
| Ashok Leyland Ltd. | &nbsp;&nbsp;92333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270141 |
| Asian Paints Ltd. | &nbsp;&nbsp;24262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662311 |
| Astral Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131160 |
| AU Small Finance Bank Ltd. (b) | &nbsp;&nbsp;22722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216596 |
| Aurobindo Pharma Ltd. (a) | &nbsp;&nbsp;17216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227807 |
| Avenue Supermarts Ltd. (a) (b) | &nbsp;&nbsp;10276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523901 |
| Axis Bank Ltd. | 145374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2032795 |
| Bajaj Auto Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412940 |
| Bajaj Finance Ltd. | 177902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1942691 |
| Bajaj Finserv Ltd. | &nbsp;&nbsp;24220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580647 |
| Bajaj Holdings & Investment Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281511 |
| Balkrishna Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137234 |
| Bank of Baroda | &nbsp;&nbsp;65575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190226 |
| Bharat Electronics Ltd. | 231533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137957 |
| Bharat Forge Ltd. | &nbsp;&nbsp;17266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263359 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Bharat Heavy Electricals Ltd. | &nbsp;&nbsp;66257 | &nbsp;&nbsp;$205740 |
| Bharat Petroleum Corp. Ltd. | &nbsp;&nbsp;96397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373122 |
| Bharti Airtel Ltd. | 162841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3815826 |
| Bosch Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173765 |
| Britannia Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466866 |
| BSE Ltd. | &nbsp;&nbsp;12559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405663 |
| Canara Bank | 119414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159014 |
| CG Power & Industrial Solutions Ltd. | &nbsp;&nbsp;39217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311939 |
| Cholamandalam Investment & Finance Co. Ltd. | &nbsp;&nbsp;26556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504118 |
| Cipla Ltd. | &nbsp;&nbsp;34001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597039 |
| Coal India Ltd. | 118208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540248 |
| Colgate-Palmolive India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239587 |
| Container Corp. of India Ltd. | &nbsp;&nbsp;16431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145572 |
| Coromandel International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216459 |
| Cummins India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345727 |
| Dabur India Ltd. | &nbsp;&nbsp;34875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197331 |
| Divi's Laboratories Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600913 |
| Dixon Technologies India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401131 |
| DLF Ltd. | &nbsp;&nbsp;47188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460985 |
| Dr. Reddy's Laboratories Ltd. | &nbsp;&nbsp;37001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553678 |
| Eicher Motors Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578050 |
| Eternal Ltd. (a) | 305538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941090 |
| FSN E-Commerce Ventures Ltd. (a) | &nbsp;&nbsp;71357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173392 |
| GAIL India Ltd. | 149230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332079 |
| GMR Airports Ltd. (a) | 163421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162335 |
| Godrej Consumer Products Ltd. | &nbsp;&nbsp;26004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357312 |
| Godrej Properties Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258572 |
| Grasim Industries Ltd. | &nbsp;&nbsp;17192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570227 |
| Havells India Ltd. | &nbsp;&nbsp;16101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291211 |
| HCL Technologies Ltd. | &nbsp;&nbsp;60475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218949 |
| HDFC Asset Management Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;6235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377459 |
| HDFC Bank Ltd. | 359509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8390360 |
| HDFC Life Insurance Co. Ltd. (b) | &nbsp;&nbsp;61231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581395 |
| Hero MotoCorp Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376626 |
| Hindalco Industries Ltd. | &nbsp;&nbsp;85284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689004 |
| Hindustan Aeronautics Ltd. | &nbsp;&nbsp;12739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723372 |
| Hindustan Petroleum Corp. Ltd. | &nbsp;&nbsp;61962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316493 |
| Hindustan Unilever Ltd. | &nbsp;&nbsp;52395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401884 |
| Hyundai Motor India Ltd. (a) | &nbsp;&nbsp;10365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268274 |
| ICICI Bank Ltd. | 334586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5640677 |
| ICICI Lombard General Insurance Co. Ltd. (b) | &nbsp;&nbsp;15289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363720 |
| ICICI Prudential Life Insurance Co. Ltd. (b) | &nbsp;&nbsp;22301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171080 |
| IDFC First Bank Ltd. (a) | 234148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198873 |
| Indian Hotels Co. Ltd. | &nbsp;&nbsp;54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478734 |
| Indian Oil Corp. Ltd. | 182981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313560 |
| Indian Railway Catering & Tourism Corp. Ltd. | &nbsp;&nbsp;16175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147397 |
| Indus Towers Ltd. (a) | &nbsp;&nbsp;78752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386689 |
| IndusInd Bank Ltd. (a) | &nbsp;&nbsp;36288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369015 |
| Info Edge India Ltd. | &nbsp;&nbsp;22653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393126 |
| Infosys Ltd. | 210866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3938493 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| InterGlobe Aviation Ltd. (a) (b) | &nbsp;&nbsp;12022 | &nbsp;&nbsp;$837797 |
| ITC Ltd. | 190172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923474 |
| Jindal Stainless Ltd. | &nbsp;&nbsp;20386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167609 |
| Jindal Steel & Power Ltd. | &nbsp;&nbsp;26149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287133 |
| Jio Financial Services Ltd. (a) | 181223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690469 |
| JSW Energy Ltd. | &nbsp;&nbsp;27589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167960 |
| JSW Steel Ltd. | &nbsp;&nbsp;39480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469792 |
| Jubilant Foodworks Ltd. | &nbsp;&nbsp;23276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190475 |
| Kalyan Jewellers India Ltd. | &nbsp;&nbsp;25468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165070 |
| Kotak Mahindra Bank Ltd. | &nbsp;&nbsp;69340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1749266 |
| Larsen & Toubro Ltd. | &nbsp;&nbsp;42730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1828481 |
| LTIMindtree Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;4741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293935 |
| Lupin Ltd. | &nbsp;&nbsp;14483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327286 |
| Macrotech Developers Ltd. (b) | &nbsp;&nbsp;18815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303681 |
| Mahindra & Mahindra Ltd. | &nbsp;&nbsp;59157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2195762 |
| Mankind Pharma Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;7559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204470 |
| Marico Ltd. | &nbsp;&nbsp;32581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274427 |
| Maruti Suzuki India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152090 |
| Max Healthcare Institute Ltd. | &nbsp;&nbsp;49357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734370 |
| Mphasis Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219908 |
| MRF Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253977 |
| Muthoot Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236689 |
| Nestle India Ltd. | &nbsp;&nbsp;21333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613249 |
| NHPC Ltd. | 196139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196253 |
| NMDC Ltd. | 189666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154811 |
| NTPC Ltd. | 276410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079404 |
| Oberoi Realty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175361 |
| Oil & Natural Gas Corp. Ltd. | 198761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565991 |
| Oil India Ltd. | &nbsp;&nbsp;30221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153026 |
| Oracle Financial Services Software Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141768 |
| Page Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230457 |
| PB Fintech Ltd. (a) | &nbsp;&nbsp;21745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462462 |
| Persistent Systems Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489886 |
| Petronet LNG Ltd. | &nbsp;&nbsp;47954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168812 |
| Phoenix Mills Ltd. | &nbsp;&nbsp;12341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224731 |
| PI Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236729 |
| Pidilite Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;9683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344867 |
| Polycab India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252614 |
| Power Finance Corp. Ltd. | &nbsp;&nbsp;93744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467190 |
| Power Grid Corp. of India Ltd. | 294519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029924 |
| Prestige Estates Projects Ltd. | &nbsp;&nbsp;10685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206499 |
| Punjab National Bank | 150376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193756 |
| Rail Vikas Nigam Ltd. | &nbsp;&nbsp;32158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149128 |
| REC Ltd. | &nbsp;&nbsp;83023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389558 |
| Reliance Industries Ltd. | 386580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6764248 |
| Samvardhana Motherson International Ltd. | 199380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359958 |
| SBI Cards & Payment Services Ltd. | &nbsp;&nbsp;18156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201778 |
| SBI Life Insurance Co. Ltd. (b) | &nbsp;&nbsp;28511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611145 |
| Shree Cement Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214561 |
| Shriram Finance Ltd. | &nbsp;&nbsp;89490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737593 |
| Siemens Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216602 |
| Solar Industries India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350688 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Sona Blw Precision Forgings Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27888 | &nbsp;&nbsp;$156529 |
| SRF Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326478 |
| State Bank of India | &nbsp;&nbsp;&nbsp;&nbsp;113058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081473 |
| Sun Pharmaceutical Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193819 |
| Sundaram Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250350 |
| Supreme Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205847 |
| Suzlon Energy Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;603044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476191 |
| Tata Communications Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149820 |
| Tata Consultancy Services Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2316141 |
| Tata Consumer Products Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480910 |
| Tata Elxsi Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155763 |
| Tata Motors Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;128238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028775 |
| Tata Power Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;100876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476914 |
| Tata Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;479727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893671 |
| Tech Mahindra Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669882 |
| Thermax Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106853 |
| Titan Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967645 |
| Torrent Pharmaceuticals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305689 |
| Torrent Power Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188875 |
| Trent Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840986 |
| Tube Investments of India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242129 |
| TVS Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511160 |
| UltraTech Cement Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047985 |
| Union Bank of India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;101800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182328 |
| United Spirits Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314495 |
| UPL Ltd. (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228561 |
| UPL Ltd. (a) (e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20900 |
| Varun Beverages Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461701 |
| Vedanta Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468325 |
| Vodafone Idea Ltd. (a) | &nbsp;&nbsp;1645032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142521 |
| Voltas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222536 |
| Wipro Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;165330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512762 |
| Yes Bank Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;897174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212786 |
| Zydus Lifesciences Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185442 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;100783461 |
| **INDONESIA — 1.2%** | **INDONESIA — 1.2%** | **INDONESIA — 1.2%** |
| Alamtri Resources Indonesia Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;742200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83660 |
| Amman Mineral Internasional PT (a) | &nbsp;&nbsp;&nbsp;&nbsp;423800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220580 |
| Astra International Tbk. PT | &nbsp;&nbsp;1285100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356203 |
| Bank Central Asia Tbk. PT | &nbsp;&nbsp;3538300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890653 |
| Bank Mandiri Persero Tbk. PT | &nbsp;&nbsp;2370300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712477 |
| Bank Negara Indonesia Persero Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;936500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237658 |
| Bank Rakyat Indonesia Persero Tbk. PT | &nbsp;&nbsp;4319613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995094 |
| Barito Pacific Tbk. PT (a) | &nbsp;&nbsp;1363942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139461 |
| Chandra Asri Pacific Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;513000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312034 |
| Charoen Pokphand Indonesia Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;478600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138554 |
| GoTo Gojek Tokopedia Tbk. PT (a) | 58658100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209558 |
| Indofood CBP Sukses Makmur Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;160300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103674 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Indofood Sukses Makmur Tbk. PT | &nbsp;&nbsp;&nbsp;284300 | &nbsp;&nbsp;$142281 |
| Kalbe Farma Tbk. PT | 1349700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126781 |
| Sumber Alfaria Trijaya Tbk. PT | 1219000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179452 |
| Telkom Indonesia Persero Tbk. PT | 3162400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541514 |
| United Tractors Tbk. PT | &nbsp;&nbsp;&nbsp;&nbsp;90600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119702 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6509336 |
| **KUWAIT — 0.8%** | **KUWAIT — 0.8%** | **KUWAIT — 0.8%** |
| Boubyan Bank KSCP | &nbsp;&nbsp;&nbsp;101488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238991 |
| Gulf Bank KSCP | &nbsp;&nbsp;&nbsp;129885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152506 |
| Kuwait Finance House KSCP | &nbsp;&nbsp;&nbsp;702973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843939 |
| Mabanee Co. KPSC | &nbsp;&nbsp;&nbsp;&nbsp;40868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116823 |
| Mobile Telecommunications Co. KSCP | &nbsp;&nbsp;&nbsp;124874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197266 |
| National Bank of Kuwait SAKP | &nbsp;&nbsp;&nbsp;526590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720567 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4270092 |
| **LUXEMBOURG — 0.0% <sup>\*</sup>** | **LUXEMBOURG — 0.0% <sup>\*</sup>** | **LUXEMBOURG — 0.0% <sup>\*</sup>** |
| Reinet Investments SCA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280079 |
| **MALAYSIA — 1.3%** | **MALAYSIA — 1.3%** | **MALAYSIA — 1.3%** |
| AMMB Holdings Bhd. | &nbsp;&nbsp;&nbsp;163300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197798 |
| Axiata Group Bhd. | &nbsp;&nbsp;&nbsp;179293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98365 |
| CelcomDigi Bhd. | &nbsp;&nbsp;&nbsp;229200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213931 |
| CIMB Group Holdings Bhd. | &nbsp;&nbsp;&nbsp;516036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832178 |
| Gamuda Bhd. | &nbsp;&nbsp;&nbsp;298611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339710 |
| Genting Bhd. | &nbsp;&nbsp;&nbsp;145900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105687 |
| Hong Leong Bank Bhd. | &nbsp;&nbsp;&nbsp;&nbsp;41400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192718 |
| IHH Healthcare Bhd. | &nbsp;&nbsp;&nbsp;137600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222879 |
| IOI Corp. Bhd. | &nbsp;&nbsp;&nbsp;167500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148783 |
| Kuala Lumpur Kepong Bhd. | &nbsp;&nbsp;&nbsp;&nbsp;31210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153437 |
| Malayan Banking Bhd. | &nbsp;&nbsp;&nbsp;347977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801657 |
| Maxis Bhd. | &nbsp;&nbsp;&nbsp;144000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123463 |
| MISC Bhd. | &nbsp;&nbsp;&nbsp;&nbsp;89300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160975 |
| Mr. DIY Group M Bhd. (b) | &nbsp;&nbsp;&nbsp;215150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83802 |
| Nestle Malaysia Bhd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81995 |
| Petronas Chemicals Group Bhd. | &nbsp;&nbsp;&nbsp;174400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144557 |
| Petronas Dagangan Bhd. | &nbsp;&nbsp;&nbsp;&nbsp;19600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100176 |
| Petronas Gas Bhd. | &nbsp;&nbsp;&nbsp;&nbsp;51600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215935 |
| PPB Group Bhd. | &nbsp;&nbsp;&nbsp;&nbsp;41120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100395 |
| Press Metal Aluminium Holdings Bhd. | &nbsp;&nbsp;&nbsp;233100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286773 |
| Public Bank Bhd. | &nbsp;&nbsp;&nbsp;921800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943583 |
| QL Resources Bhd. | &nbsp;&nbsp;&nbsp;105950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115751 |
| RHB Bank Bhd. | &nbsp;&nbsp;&nbsp;103451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154790 |
| SD Guthrie Bhd. | &nbsp;&nbsp;&nbsp;130736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144072 |
| Sime Darby Bhd. | &nbsp;&nbsp;&nbsp;167369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65588 |
| Sunway Bhd. | &nbsp;&nbsp;&nbsp;157900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176257 |
| Telekom Malaysia Bhd. | &nbsp;&nbsp;&nbsp;&nbsp;74161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115367 |
| Tenaga Nasional Bhd. | &nbsp;&nbsp;&nbsp;166900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570009 |
| YTL Corp. Bhd. | &nbsp;&nbsp;&nbsp;210600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116041 |
| YTL Power International Bhd. | &nbsp;&nbsp;&nbsp;159800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151052 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7157724 |
| **MEXICO — 2.1%** | **MEXICO — 2.1%** | **MEXICO — 2.1%** |
| Alfa SAB de CV Class A (c) | &nbsp;&nbsp;&nbsp;223671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164095 |
| America Movil SAB de CV | 1158821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029272 |
| Arca Continental SAB de CV (c) | &nbsp;&nbsp;&nbsp;&nbsp;32100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336989 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Cemex SAB de CV (c) | 958417 | &nbsp;&nbsp;$656971 |
| Coca-Cola Femsa SAB de CV (c) | &nbsp;&nbsp;33035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317935 |
| Fibra Uno Administracion SA de CV REIT | 187058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256645 |
| Fomento Economico Mexicano SAB de CV | 111080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135965 |
| Gruma SAB de CV Class B (c) | &nbsp;&nbsp;10045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172151 |
| Grupo Aeroportuario del Centro Norte SAB de CV (c) | &nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237471 |
| Grupo Aeroportuario del Pacifico SAB de CV Class B (c) | &nbsp;&nbsp;24710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563378 |
| Grupo Aeroportuario del Sureste SAB de CV Class B | &nbsp;&nbsp;11445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362912 |
| Grupo Bimbo SAB de CV (c) | &nbsp;&nbsp;83315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230867 |
| Grupo Carso SAB de CV (c) | &nbsp;&nbsp;35504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251415 |
| Grupo Comercial Chedraui SA de CV (c) | &nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148274 |
| Grupo Financiero Banorte SAB de CV Class O (c) | 160503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457203 |
| Grupo Financiero Inbursa SAB de CV Class O (c) | 117626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301599 |
| Grupo Mexico SAB de CV (c) | 197336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1187233 |
| Industrias Penoles SAB de CV (a) (c) | &nbsp;&nbsp;12495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345081 |
| Kimberly-Clark de Mexico SAB de CV Class A (c) | &nbsp;&nbsp;96389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175155 |
| Prologis Property Mexico SA de CV REIT | &nbsp;&nbsp;67288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252597 |
| Promotora y Operadora de Infraestructura SAB de CV | &nbsp;&nbsp;11940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133627 |
| Qualitas Controladora SAB de CV (c) | &nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131574 |
| Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568373 |
| Wal-Mart de Mexico SAB de CV (c) | 331594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090862 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11507644 |
| **PERU — 0.2%** | **PERU — 0.2%** | **PERU — 0.2%** |
| Cia de Minas Buenaventura SAA ADR | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165842 |
| Credicorp Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961136 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126978 |
| **PHILIPPINES — 0.5%** | **PHILIPPINES — 0.5%** | **PHILIPPINES — 0.5%** |
| Ayala Corp. | &nbsp;&nbsp;15405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155882 |
| Ayala Land, Inc. | 429600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205915 |
| Bank of the Philippine Islands | 132621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306067 |
| BDO Unibank, Inc. | 151224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410208 |
| International Container Terminal Services, Inc. | &nbsp;&nbsp;63820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465649 |
| Jollibee Foods Corp. | &nbsp;&nbsp;29640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113656 |
| Manila Electric Co. | &nbsp;&nbsp;17480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167104 |
| Metropolitan Bank & Trust Co. | 110847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142667 |
| PLDT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107182 |
| SM Investments Corp. | &nbsp;&nbsp;14360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222296 |
| SM Prime Holdings, Inc. | 648300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269885 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2566511 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **POLAND — 1.1%** | **POLAND — 1.1%** | **POLAND — 1.1%** |
| Allegro.eu SA (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;37384 | &nbsp;&nbsp;$357831 |
| Bank Millennium SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;37663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149037 |
| Bank Polska Kasa Opieki SA | &nbsp;&nbsp;&nbsp;&nbsp;11613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594508 |
| Budimex SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121809 |
| CCC SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191612 |
| CD Projekt SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323401 |
| Dino Polska SA (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450348 |
| KGHM Polska Miedz SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323271 |
| LPP SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284165 |
| mBank SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214199 |
| ORLEN SA | &nbsp;&nbsp;&nbsp;&nbsp;36878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837823 |
| PGE Polska Grupa Energetyczna SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;59302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187157 |
| Powszechna Kasa Oszczednosci Bank Polski SA | &nbsp;&nbsp;&nbsp;&nbsp;55433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154141 |
| Powszechny Zaklad Ubezpieczen SA | &nbsp;&nbsp;&nbsp;&nbsp;38227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666427 |
| Santander Bank Polska SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362781 |
| Zabka Group SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;18887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113100 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6331610 |
| **QATAR — 0.7%** | **QATAR — 0.7%** | **QATAR — 0.7%** |
| Al Rayan Bank | &nbsp;&nbsp;&nbsp;381044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243634 |
| Barwa Real Estate Co. | &nbsp;&nbsp;&nbsp;129353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98587 |
| Commercial Bank PSQC | &nbsp;&nbsp;&nbsp;203377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254151 |
| Dukhan Bank | &nbsp;&nbsp;&nbsp;118149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118052 |
| Industries Qatar QSC | &nbsp;&nbsp;&nbsp;&nbsp;95091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322542 |
| Mesaieed Petrochemical Holding Co. | &nbsp;&nbsp;&nbsp;351384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129899 |
| Ooredoo QPSC | &nbsp;&nbsp;&nbsp;&nbsp;51259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179920 |
| Qatar Electricity & Water Co. QSC | &nbsp;&nbsp;&nbsp;&nbsp;26856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119491 |
| Qatar Fuel QSC | &nbsp;&nbsp;&nbsp;&nbsp;37688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155058 |
| Qatar Gas Transport Co. Ltd. | &nbsp;&nbsp;&nbsp;173885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236877 |
| Qatar International Islamic Bank QSC | &nbsp;&nbsp;&nbsp;&nbsp;62980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188369 |
| Qatar Islamic Bank QPSC | &nbsp;&nbsp;&nbsp;113314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689345 |
| Qatar National Bank QPSC | &nbsp;&nbsp;&nbsp;294192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401876 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4137801 |
| **ROMANIA — 0.0% <sup>\*</sup>** | **ROMANIA — 0.0% <sup>\*</sup>** | **ROMANIA — 0.0% <sup>\*</sup>** |
| NEPI Rockcastle NV  | &nbsp;&nbsp;&nbsp;&nbsp;36031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273610 |
| **RUSSIA — 0.0%** | **RUSSIA — 0.0%** | **RUSSIA — 0.0%** |
| Alrosa PJSC (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;308085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Gazprom PJSC (d) | 1420638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GMK Norilskiy Nickel PAO (a) (d) | &nbsp;&nbsp;&nbsp;757200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Inter RAO UES PJSC (a) (d) | 4533728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| LUKOIL PJSC (a) (d) | &nbsp;&nbsp;&nbsp;&nbsp;49922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Mobile TeleSystems PJSC (d) | &nbsp;&nbsp;&nbsp;&nbsp;13301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Mobile TeleSystems PJSC ADR (a) (d) | &nbsp;&nbsp;&nbsp;&nbsp;48094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Moscow Exchange MICEX-RTS PJSC (a) (d) | &nbsp;&nbsp;&nbsp;172751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Novatek PJSC (d) | &nbsp;&nbsp;&nbsp;&nbsp;91850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Novatek PJSC GDR (a) (d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Novolipetsk Steel PJSC (a) (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;181543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Ozon Holdings PLC ADR (a) (c) (d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6064 | &nbsp;&nbsp;$— |
| PhosAgro PJSC (a) (d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| PhosAgro PJSC GDR (a) (d) | &nbsp;&nbsp;&nbsp;&nbsp;16519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Polyus PJSC (a) (d) | &nbsp;&nbsp;&nbsp;&nbsp;40210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Rosneft Oil Co. PJSC (d) | &nbsp;&nbsp;&nbsp;140958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Sberbank of Russia PJSC (d) | 1296064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Severstal PAO (d) | &nbsp;&nbsp;&nbsp;&nbsp;25372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Surgutneftegas PAO (d) | &nbsp;&nbsp;&nbsp;874000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Surgutneftegas PAO Preference Shares (d) | &nbsp;&nbsp;&nbsp;807200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Tatneft PJSC (d) | &nbsp;&nbsp;&nbsp;170112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TCS Group Holding PLC GDR (a) (d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| United Co. RUSAL International PJSC (a) (d) | &nbsp;&nbsp;&nbsp;365310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| VK IPJSC GDR (a) (d) | &nbsp;&nbsp;&nbsp;&nbsp;12460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| VTB Bank PJSC (a) (d) | &nbsp;&nbsp;&nbsp;&nbsp;76130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **SAUDI ARABIA — 3.5%** | **SAUDI ARABIA — 3.5%** | **SAUDI ARABIA — 3.5%** |
| ACWA Power Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639642 |
| Ades Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;20966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76586 |
| Al Rajhi Bank | &nbsp;&nbsp;&nbsp;124366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3136921 |
| Al Rajhi Co. for Co-operative Insurance (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87299 |
| Alinma Bank | &nbsp;&nbsp;&nbsp;&nbsp;77529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554413 |
| Almarai Co. JSC | &nbsp;&nbsp;&nbsp;&nbsp;30917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417942 |
| Arab National Bank | &nbsp;&nbsp;&nbsp;&nbsp;56569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327604 |
| Arabian Internet & Communications Services Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105480 |
| Bank AlBilad | &nbsp;&nbsp;&nbsp;&nbsp;47303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331960 |
| Bank Al-Jazira (a) | &nbsp;&nbsp;&nbsp;&nbsp;39062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133835 |
| Banque Saudi Fransi | &nbsp;&nbsp;&nbsp;&nbsp;77724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370124 |
| Bupa Arabia for Cooperative Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245983 |
| Co. for Cooperative Insurance | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198127 |
| Dallah Healthcare Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71873 |
| Dar Al Arkan Real Estate Development Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;34777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178035 |
| Dr. Sulaiman Al Habib Medical Services Group Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399009 |
| Elm Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404285 |
| Etihad Etisalat Co. | &nbsp;&nbsp;&nbsp;&nbsp;23783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376038 |
| Jabal Omar Development Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;36401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195277 |
| Jarir Marketing Co. | &nbsp;&nbsp;&nbsp;&nbsp;39618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132465 |
| Makkah Construction & Development Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150124 |
| Mouwasat Medical Services Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129576 |
| Nahdi Medical Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81172 |
| Riyad Bank | &nbsp;&nbsp;&nbsp;&nbsp;94019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720466 |
| SABIC Agri-Nutrients Co. | &nbsp;&nbsp;&nbsp;&nbsp;14715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420597 |
| Sahara International Petrochemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;24183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127798 |
| SAL Saudi Logistics Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72907 |
| Saudi Arabian Mining Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;84323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205096 |
| Saudi Arabian Oil Co. (b) | &nbsp;&nbsp;&nbsp;383796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2488713 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Saudi Aramco Base Oil Co. | &nbsp;&nbsp;&nbsp;&nbsp;3105 | &nbsp;&nbsp;$84610 |
| Saudi Awwal Bank | &nbsp;&nbsp;63752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572842 |
| Saudi Basic Industries Corp. | &nbsp;&nbsp;56967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830088 |
| Saudi Electricity Co. | &nbsp;&nbsp;51824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203123 |
| Saudi Industrial Investment Group | &nbsp;&nbsp;20528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91789 |
| Saudi Investment Bank | &nbsp;&nbsp;38174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147790 |
| Saudi Kayan Petrochemical Co. (a) | &nbsp;&nbsp;44510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61356 |
| Saudi National Bank | 186424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795397 |
| Saudi Research & Media Group (a) | &nbsp;&nbsp;&nbsp;&nbsp;2313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119273 |
| Saudi Tadawul Group Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;3028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142418 |
| Saudi Telecom Co. | 126776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437955 |
| Yanbu National Petrochemical Co. | &nbsp;&nbsp;17154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138128 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19404116 |
| **SOUTH AFRICA — 2.9%** | **SOUTH AFRICA — 2.9%** | **SOUTH AFRICA — 2.9%** |
| Absa Group Ltd. | &nbsp;&nbsp;53670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531528 |
| Aspen Pharmacare Holdings Ltd. | &nbsp;&nbsp;24905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167456 |
| Bid Corp. Ltd. | &nbsp;&nbsp;21288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559930 |
| Bidvest Group Ltd. | &nbsp;&nbsp;20420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268325 |
| Capitec Bank Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102179 |
| Clicks Group Ltd. | &nbsp;&nbsp;15440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322332 |
| Discovery Ltd. | &nbsp;&nbsp;34298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414558 |
| FirstRand Ltd. | 321535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369458 |
| Gold Fields Ltd. | &nbsp;&nbsp;57020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334052 |
| Harmony Gold Mining Co. Ltd. | &nbsp;&nbsp;36080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497024 |
| Impala Platinum Holdings Ltd. (a) | &nbsp;&nbsp;57417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513486 |
| Kumba Iron Ore Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66146 |
| MTN Group Ltd. | 107689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853453 |
| Naspers Ltd. Class N | &nbsp;&nbsp;10434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3238234 |
| Nedbank Group Ltd. | &nbsp;&nbsp;29484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403240 |
| Old Mutual Ltd. | 264968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179963 |
| OUTsurance Group Ltd. | &nbsp;&nbsp;53146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234251 |
| Pepkor Holdings Ltd. (b) (c) | 156312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239509 |
| Remgro Ltd. (c) | &nbsp;&nbsp;32235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286957 |
| Sanlam Ltd. | 113720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567408 |
| Sasol Ltd. (a) | &nbsp;&nbsp;36005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159570 |
| Shoprite Holdings Ltd. | &nbsp;&nbsp;32082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499971 |
| Standard Bank Group Ltd. | &nbsp;&nbsp;83944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074757 |
| Valterra Platinum Ltd. | &nbsp;&nbsp;13418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596715 |
| Vodacom Group Ltd. | &nbsp;&nbsp;40017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307819 |
| Woolworths Holdings Ltd. | &nbsp;&nbsp;61048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177807 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15966128 |
| **SOUTH KOREA — 10.7%** | **SOUTH KOREA — 10.7%** | **SOUTH KOREA — 10.7%** |
| Alteogen, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699843 |
| Amorepacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183739 |
| Celltrion, Inc. | &nbsp;&nbsp;10349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223844 |
| CJ CheilJedang Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99260 |
| Coway Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244152 |
| DB Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275178 |
| Doosan Bobcat, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139204 |
| Doosan Enerbility Co. Ltd. (a) | &nbsp;&nbsp;28553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447114 |
| Ecopro BM Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;3121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232641 |
| Ecopro Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213673 |
| Hana Financial Group, Inc. | &nbsp;&nbsp;18197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163605 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Hanjin Kal Corp. | &nbsp;&nbsp;1509 | &nbsp;&nbsp;$132160 |
| Hankook Tire & Technology Co. Ltd. | &nbsp;&nbsp;4626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136250 |
| Hanmi Semiconductor Co. Ltd. | &nbsp;&nbsp;2682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202700 |
| Hanwha Aerospace Co. Ltd. | &nbsp;&nbsp;2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277404 |
| Hanwha Ocean Co. Ltd. (a) | &nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357406 |
| Hanwha Systems Co. Ltd. | &nbsp;&nbsp;4703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202115 |
| HD Hyundai Co. Ltd. | &nbsp;&nbsp;2722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261188 |
| HD Hyundai Electric Co. Ltd. | &nbsp;&nbsp;1488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558992 |
| HD Hyundai Heavy Industries Co. Ltd. | &nbsp;&nbsp;1401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444820 |
| HD Korea Shipbuilding & Offshore Engineering Co. Ltd. | &nbsp;&nbsp;2696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731132 |
| HLB, Inc. (a) | &nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276497 |
| HMM Co. Ltd. | 16870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281250 |
| HYBE Co. Ltd. | &nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329698 |
| Hyundai Glovis Co. Ltd. | &nbsp;&nbsp;2401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239815 |
| Hyundai Mobis Co. Ltd. | &nbsp;&nbsp;3865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821914 |
| Hyundai Motor Co. | &nbsp;&nbsp;8670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307310 |
| Hyundai Motor Co. Preference Shares (e) | &nbsp;&nbsp;2287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269268 |
| Hyundai Motor Co. Preference Shares (e) | &nbsp;&nbsp;1403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160613 |
| Hyundai Rotem Co. Ltd. | &nbsp;&nbsp;4854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706736 |
| Industrial Bank of Korea | 18158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245677 |
| Kakao Corp. | 19673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874615 |
| KakaoBank Corp. | 10661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236981 |
| KB Financial Group, Inc. | 23708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948145 |
| Kia Corp. | 15115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085243 |
| Korea Aerospace Industries Ltd. | &nbsp;&nbsp;4692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312197 |
| Korea Electric Power Corp. | 16499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480447 |
| Korea Investment Holdings Co. Ltd. | &nbsp;&nbsp;2641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273180 |
| Korea Zinc Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166883 |
| Korean Air Lines Co. Ltd. | 11775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199798 |
| Krafton, Inc. (a) | &nbsp;&nbsp;1834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493288 |
| KT&G Corp. | &nbsp;&nbsp;6079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575199 |
| LG Chem Ltd. | &nbsp;&nbsp;3149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493490 |
| LG Corp. | &nbsp;&nbsp;5448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321325 |
| LG Display Co. Ltd. (a) | 20158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133829 |
| LG Electronics, Inc. | &nbsp;&nbsp;6903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377476 |
| LG Energy Solution Ltd. (a) | &nbsp;&nbsp;2968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653153 |
| LG H&H Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147724 |
| LG Innotek Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101463 |
| LG Uplus Corp. | 14252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151010 |
| LS Electric Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206703 |
| Meritz Financial Group, Inc. | &nbsp;&nbsp;5286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440631 |
| Mirae Asset Securities Co. Ltd. | 14219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225991 |
| NAVER Corp. | &nbsp;&nbsp;9084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1766857 |
| NH Investment & Securities Co. Ltd. | &nbsp;&nbsp;9024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133662 |
| Orion Corp. | &nbsp;&nbsp;1449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116813 |
| POSCO Future M Co. Ltd. (a) | &nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189563 |
| POSCO Holdings, Inc. | &nbsp;&nbsp;4599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889403 |
| Posco International Corp. | &nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127969 |
| Samsung Biologics Co. Ltd. (a) (b) | &nbsp;&nbsp;1139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837202 |
| Samsung C&T Corp. | &nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647585 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Samsung Electro-Mechanics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3526 | &nbsp;&nbsp;$351921 |
| Samsung Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp;300696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13323667 |
| Samsung Electronics Co. Ltd. Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;51746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1897916 |
| Samsung Fire & Marine Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626110 |
| Samsung Heavy Industries Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;42979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533734 |
| Samsung Life Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477467 |
| Samsung SDI Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512920 |
| Samsung SDS Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335907 |
| Samyang Foods Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268746 |
| Shinhan Financial Group Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;27114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233550 |
| SK Biopharmaceuticals Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137836 |
| SK Hynix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7499701 |
| SK Innovation Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386808 |
| SK Square Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804083 |
| SK Telecom Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141540 |
| SK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345632 |
| SKC Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95617 |
| S-Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131331 |
| Woori Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670639 |
| Yuhan Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272622 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59520770 |
| **TAIWAN — 18.8%** | **TAIWAN — 18.8%** | **TAIWAN — 18.8%** |
| Accton Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799671 |
| Acer, Inc. | &nbsp;&nbsp;&nbsp;189000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196039 |
| Advantech Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;29697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345645 |
| Alchip Technologies Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529748 |
| ASE Technology Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;209307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056853 |
| Asia Cement Corp. | &nbsp;&nbsp;&nbsp;151000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220462 |
| Asia Vital Components Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534130 |
| Asustek Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992058 |
| AUO Corp. | &nbsp;&nbsp;&nbsp;407200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172153 |
| Catcher Technology Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290292 |
| Cathay Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;607634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306292 |
| Chailease Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;95355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412926 |
| Chang Hwa Commercial Bank Ltd. | &nbsp;&nbsp;&nbsp;387047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247767 |
| Cheng Shin Rubber Industry Co. Ltd. | &nbsp;&nbsp;&nbsp;116000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150103 |
| China Airlines Ltd. | &nbsp;&nbsp;&nbsp;196000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144927 |
| China Steel Corp. | &nbsp;&nbsp;&nbsp;745000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479461 |
| Chunghwa Telecom Co. Ltd. | &nbsp;&nbsp;&nbsp;241000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113755 |
| Compal Electronics, Inc. | &nbsp;&nbsp;&nbsp;263000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261091 |
| CTBC Financial Holding Co. Ltd. | 1065040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1593258 |
| Delta Electronics, Inc. | &nbsp;&nbsp;&nbsp;124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1753115 |
| E Ink Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416096 |
| E.Sun Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;912069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025656 |
| Eclat Textile Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;12550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176143 |
| Elite Material Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573668 |
| eMemory Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323155 |
| Eva Airways Corp. | &nbsp;&nbsp;&nbsp;177000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241760 |
| Evergreen Marine Corp. Taiwan Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;68300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465278 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Far Eastern New Century Corp. | &nbsp;&nbsp;&nbsp;192000 | &nbsp;&nbsp;$216240 |
| Far EasTone Telecommunications Co. Ltd. | &nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352732 |
| Feng TAY Enterprise Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135047 |
| First Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;712138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708189 |
| Formosa Chemicals & Fibre Corp. | &nbsp;&nbsp;&nbsp;224000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175599 |
| Formosa Plastics Corp. | &nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310181 |
| Fortune Electric Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171529 |
| Fubon Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;522331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560985 |
| Gigabyte Technology Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329385 |
| Global Unichip Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223367 |
| Globalwafers Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165138 |
| Hon Hai Precision Industry Co. Ltd. | &nbsp;&nbsp;&nbsp;793800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4374976 |
| Hotai Motor Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;19520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376875 |
| Hua Nan Financial Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;566043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527056 |
| Innolux Corp. | &nbsp;&nbsp;&nbsp;484563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194077 |
| International Games System Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469944 |
| Inventec Corp. | &nbsp;&nbsp;&nbsp;169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244718 |
| Jentech Precision Industrial Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258455 |
| KGI Financial Holding Co. Ltd. | 1008826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516293 |
| Largan Precision Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488840 |
| Lite-On Technology Corp. | &nbsp;&nbsp;&nbsp;133958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506722 |
| Lotes Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231069 |
| MediaTek, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;97000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150692 |
| Mega Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;751640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056238 |
| Micro-Star International Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225969 |
| Nan Ya Plastics Corp. | &nbsp;&nbsp;&nbsp;324000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302793 |
| Nien Made Enterprise Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153447 |
| Novatek Microelectronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690299 |
| Pegatron Corp. | &nbsp;&nbsp;&nbsp;129000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339148 |
| PharmaEssentia Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300151 |
| Pou Chen Corp. (a) | &nbsp;&nbsp;&nbsp;139000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147270 |
| President Chain Store Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324884 |
| Quanta Computer, Inc. | &nbsp;&nbsp;&nbsp;172000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1616254 |
| Realtek Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601705 |
| Ruentex Development Co. Ltd. | &nbsp;&nbsp;&nbsp;104636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106563 |
| Shanghai Commercial & Savings Bank Ltd. | &nbsp;&nbsp;&nbsp;246813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392035 |
| Shin Kong Financial Holding Co. Ltd. (a) | &nbsp;&nbsp;&nbsp;967529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374267 |
| SinoPac Financial Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;689118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570884 |
| Synnex Technology International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;80700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177909 |
| Taishin Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;736185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396923 |
| Taiwan Business Bank | &nbsp;&nbsp;&nbsp;450345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236642 |
| Taiwan Cooperative Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;673051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570246 |
| Taiwan High Speed Rail Corp. | &nbsp;&nbsp;&nbsp;133000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128620 |
| Taiwan Mobile Co. Ltd. | &nbsp;&nbsp;&nbsp;111000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436978 |
| Taiwan Semiconductor Manufacturing Co. Ltd. | 1565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56788306 |
| TCC Group Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;432655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377677 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Unimicron Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;$320005 |
| Uni-President Enterprises Corp. | &nbsp;&nbsp;&nbsp;309000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856805 |
| United Microelectronics Corp. | &nbsp;&nbsp;&nbsp;716000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083363 |
| Vanguard International Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;63589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218770 |
| Voltronic Power Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172532 |
| Wan Hai Lines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;46470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141580 |
| Wistron Corp. | &nbsp;&nbsp;&nbsp;174000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729666 |
| Wiwynn Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606258 |
| WPG Holdings Ltd. | &nbsp;&nbsp;&nbsp;103880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249636 |
| Yageo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433432 |
| Yang Ming Marine Transport Corp. | &nbsp;&nbsp;&nbsp;112000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272600 |
| Yuanta Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;662092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774012 |
| Zhen Ding Technology Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144495 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;104827973 |
| **THAILAND — 1.0%** | **THAILAND — 1.0%** | **THAILAND — 1.0%** |
| Advanced Info Service PCL | &nbsp;&nbsp;&nbsp;&nbsp;66500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568678 |
| Airports of Thailand PCL | &nbsp;&nbsp;&nbsp;269300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250589 |
| Bangkok Dusit Medical Services PCL Class F | &nbsp;&nbsp;&nbsp;710100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454342 |
| Bumrungrad Hospital PCL | &nbsp;&nbsp;&nbsp;&nbsp;37200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159631 |
| Central Pattana PCL | &nbsp;&nbsp;&nbsp;131500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187084 |
| Charoen Pokphand Foods PCL | &nbsp;&nbsp;&nbsp;252800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178856 |
| CP ALL PCL | &nbsp;&nbsp;&nbsp;343800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465327 |
| CP Axtra PCL | &nbsp;&nbsp;&nbsp;143016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78748 |
| Delta Electronics Thailand PCL | &nbsp;&nbsp;&nbsp;197100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582046 |
| Gulf Development PCL (a) | &nbsp;&nbsp;&nbsp;240411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286567 |
| Home Product Center PCL | &nbsp;&nbsp;&nbsp;393600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78699 |
| Kasikornbank PCL | &nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174707 |
| Krung Thai Bank PCL | &nbsp;&nbsp;&nbsp;220700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144604 |
| Minor International PCL | &nbsp;&nbsp;&nbsp;215495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153789 |
| PTT Exploration & Production PCL | &nbsp;&nbsp;&nbsp;&nbsp;87400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294391 |
| PTT Oil & Retail Business PCL | &nbsp;&nbsp;&nbsp;179600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62429 |
| PTT PCL | &nbsp;&nbsp;&nbsp;631900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583135 |
| SCB X PCL | &nbsp;&nbsp;&nbsp;&nbsp;54800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198070 |
| Siam Cement PCL | &nbsp;&nbsp;&nbsp;&nbsp;48954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252986 |
| TMBThanachart Bank PCL | 1582300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91992 |
| True Corp. PCL (a) (c) | &nbsp;&nbsp;&nbsp;677974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231492 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5478162 |
| **TURKEY — 0.5%** | **TURKEY — 0.5%** | **TURKEY — 0.5%** |
| Akbank TAS | &nbsp;&nbsp;&nbsp;195863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335679 |
| Aselsan Elektronik Sanayi Ve Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;88647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335933 |
| BIM Birlesik Magazalar AS | &nbsp;&nbsp;&nbsp;&nbsp;28905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359374 |
| Coca-Cola Icecek AS | &nbsp;&nbsp;&nbsp;&nbsp;56931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70388 |
| Eregli Demir ve Celik Fabrikalari TAS | &nbsp;&nbsp;&nbsp;217468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145695 |
| Ford Otomotiv Sanayi AS | &nbsp;&nbsp;&nbsp;&nbsp;43258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97020 |
| Haci Omer Sabanci Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;72366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163032 |
| KOC Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;50056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193716 |
| Pegasus Hava Tasimaciligi AS (a) | &nbsp;&nbsp;&nbsp;&nbsp;17233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111297 |
| Sasa Polyester Sanayi AS (a) | &nbsp;&nbsp;&nbsp;686733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52808 |
| Turk Hava Yollari AO | &nbsp;&nbsp;&nbsp;&nbsp;34638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246771 |
| Turkcell Iletisim Hizmetleri AS | &nbsp;&nbsp;&nbsp;&nbsp;79383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191807 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Turkiye Is Bankasi AS Class C | 546189 | &nbsp;&nbsp;$183237 |
| Turkiye Petrol Rafinerileri AS | &nbsp;&nbsp;60101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211445 |
| Turkiye Sise ve Cam Fabrikalari AS | &nbsp;&nbsp;84758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76763 |
| Yapi ve Kredi Bankasi AS (a) | 206694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164655 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2939620 |
| **UNITED ARAB EMIRATES — 1.6%** | **UNITED ARAB EMIRATES — 1.6%** | **UNITED ARAB EMIRATES — 1.6%** |
| Abu Dhabi Commercial Bank PJSC | 185163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679580 |
| Abu Dhabi Islamic Bank PJSC | &nbsp;&nbsp;91882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537856 |
| Abu Dhabi National Oil Co. for Distribution PJSC | 203031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202873 |
| ADNOC Drilling Co. PJSC | 205287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318591 |
| Adnoc Gas PLC | 389676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362850 |
| Aldar Properties PJSC | 243513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591403 |
| Americana Restaurants International PLC - Foreign Co. | 197024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120698 |
| Dubai Electricity & Water Authority PJSC | 379350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291263 |
| Dubai Islamic Bank PJSC | 184062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454536 |
| Emaar Development PJSC | &nbsp;&nbsp;63917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234935 |
| Emaar Properties PJSC | 420242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556092 |
| Emirates NBD Bank PJSC | 121263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752766 |
| Emirates Telecommunications Group Co. PJSC | 220334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055823 |
| First Abu Dhabi Bank PJSC | 281343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271572 |
| Multiply Group PJSC (a) | 214554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140783 |
| Salik Co. PJSC | 117379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193349 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8764970 |
| **UNITED KINGDOM — 0.2%** | **UNITED KINGDOM — 0.2%** | **UNITED KINGDOM — 0.2%** |
| Anglogold Ashanti PLC  | &nbsp;&nbsp;32092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446296 |
| **UNITED STATES — 0.1%** | **UNITED STATES — 0.1%** | **UNITED STATES — 0.1%** |
| JBS NV BDR (a) | &nbsp;&nbsp;24650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353230 |
| Legend Biotech Corp. ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141960 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495190 |
| **TOTAL COMMON STOCKS<br>(Cost $321,504,838)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;539048365 |
| **PREFERRED STOCKS — 0.1%** | **PREFERRED STOCKS — 0.1%** |  |
| **COLOMBIA — 0.1%** |  |  |
| Grupo Cibest SA Preference Shares 9.80%<br>(Cost $205,274)<br>| &nbsp;&nbsp;&nbsp;&nbsp;29276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330815 |
| **RIGHTS — 0.0% <sup>\*</sup>** |  |  |
| **SOUTH KOREA — 0.0% <sup>\*</sup>** |  |  |
| Hanwha Aerospace Co. Ltd. (expiring 07/02/25) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17985 |
| POSCO Future M Co. Ltd. (expiring 07/22/25) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5335 |
| **TOTAL RIGHTS<br>(Cost $0)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23320 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **WARRANTS — 3.1%** |  |  |
| **MALAYSIA — 0.0% <sup>\*</sup>** |  |  |
| YTL Corp. Bhd. (expiring 06/02/28) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42120 | &nbsp;&nbsp;$8203 |
| YTL Power International Bhd. (expiring 06/02/28) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11614 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19817 |
| **SWITZERLAND — 3.1%** |  |  |
| MSCI CHINA A INCLUSION Net Return USD Index (expiring 08/31/27) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7188158 |
| UBS AG (expiring 06/04/27) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5541593 |
| UBS AG (expiring 11/26/27) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4643557 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17373308 |
| **TOTAL WARRANTS<br>(Cost $15,894,439)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17393125 |
| **SHORT-TERM INVESTMENT — 1.0%** | **SHORT-TERM INVESTMENT — 1.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Portfolio II (f) (g)<br>(Cost $5,736,524) | 5736524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5736524 |
| **TOTAL INVESTMENTS — 100.8%<br>(Cost $343,341,075)<br>** | **TOTAL INVESTMENTS — 100.8%<br>(Cost $343,341,075)<br>** | &nbsp;&nbsp;&nbsp;562532149 |
| **LIABILITIES IN EXCESS OF OTHER<br>ASSETS — (0.8)% <br>** | **LIABILITIES IN EXCESS OF OTHER<br>ASSETS — (0.8)% <br>** | &nbsp;&nbsp;&nbsp;&nbsp;(4412983) |
| **NET ASSETS — 100.0% <br>** | **NET ASSETS — 100.0% <br>** | $558119166 |

---

(a) Non-income producing security.

(b) Securities purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 5.9% of net assets as of June 30, 2025, may be resold in transactions exempt from registration, normally to qualified institutional buyers.

(c) All or a portion of the shares of the security are on loan at June 30, 2025.

(d) Fair valued as determined in good faith by the Trust's Oversight Committee in accordance with policy and procedures approved by the Board of Trustees. Security value is determined based on Level 3 inputs. As of June 30, 2025, total aggregate fair value of the securities is $0, representing 0.00% of the Fund's net assets.

(e) Reflects separate holdings of the issuer's common stock traded on different securities exchanges.

(f) The Fund invested in an affiliated entity. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below.

(g) Investment of cash collateral for securities loaned.

\* Amount is less than 0.05% of net assets.

ADR American Depositary Receipt <br> GDR Global Depositary Receipt <br> REIT Real Estate Investment Trust

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

At June 30, 2025, open futures contracts were as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Expiration<br> Date** | **Notional<br> Amount** | **Value** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| E-mini MSCI Emerging Markets Index (long) | 92 | 09/19/2025 | $5535062 | $5674100 | $139038 |

---

During the period ended June 30, 2025, the average notional value related to futures contracts was $12,374,544.

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Common Stocks<br>| $533570203 | $5478162 | &nbsp;&nbsp;&nbsp;$0(a) | $539048365 |
| Preferred Stocks<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330815 |
| Rights<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23320 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23320 |
| Warrants<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;17393125 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;17393125 |
| Short-Term Investment<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5736524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5736524 |
| **TOTAL INVESTMENTS<br>**  | $539637542 | $22894607 | $0 | $562532149 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Futures Contracts - Unrealized Appreciation<br>| $139038 | $— | $— | $139038 |
| **TOTAL OTHER FINANCIAL INSTRUMENTS:<br>**  | $139038 | $— | $— | $139038 |

---

(a) The Fund held Level 3 securities that were valued at $0 at June 30, 2025.

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| 27362897 | $27362897 | $84626360 | $111989257 | $— | $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $— | $276072 |
| State Street Navigator Securities Lending Portfolio II<br>| &nbsp;&nbsp;6592877 | &nbsp;&nbsp;&nbsp;6592877 | &nbsp;&nbsp;&nbsp;31623451 | &nbsp;&nbsp;&nbsp;32479804 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | 5736524 | &nbsp;&nbsp;5736524 | &nbsp;&nbsp;&nbsp;&nbsp;11529 |
| Total<br>|  | $33955774 | $116249811 | $144469061 | $— | $— |  | $5736524 | $287601 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in unaffiliated issuers, at value\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;$556795625 |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in affiliated issuers, at value<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5736524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments<br>| &nbsp;&nbsp;&nbsp;562532149 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign currency, at value<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2557060 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net cash at broker<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84123 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from broker — accumulated variation margin on futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139303 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for investments sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3746692 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for fund shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79502 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841118 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends receivable — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13122 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securities lending income receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5276 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securities lending income receivable — affiliated issuers <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82826 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for foreign taxes recoverable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;571120656 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Due to custodian<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284688 |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable upon return of securities loaned<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5736524 |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for fund shares repurchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174207 |
| &nbsp;&nbsp;&nbsp;&nbsp;Deferred foreign taxes payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6420949 |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36333 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220941 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22710 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13078 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4033 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13344 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14911 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;13001490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $558119166 |
| **NET ASSETS CONSIST OF:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in capital<br>| $438714686 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss)\*\*<br>| &nbsp;&nbsp;&nbsp;119404480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $558119166 |
| **Class K** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$558119166 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7531000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $74.11 |
| **COST OF INVESTMENTS:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;$337604551 |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5736524 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total cost of investments<br>| $343341075 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign currency, at cost<br>| $2536180 |
| &nbsp;&nbsp;&nbsp;&nbsp;\* Includes investments in securities on loan, at value<br>| $19948155 |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Includes deferred foreign taxes<br>| $6420949 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **INVESTMENT INCOME** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;$12061 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividend income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9831171 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividend income — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276072 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated securities lending income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29708 |
| &nbsp;&nbsp;&nbsp;&nbsp;Affiliated securities lending income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11529 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign taxes withheld<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1026282) |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENT INCOME (LOSS)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;9134259 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory fee<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229598 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143499 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189692 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12343 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14858 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17627 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43057 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7694 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5315 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64605 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729057 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses waived/reimbursed by the Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(511364) |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217693 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $8916566 |
| **REALIZED AND UNREALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — unaffiliated issuers\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28333795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign currency transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(657297) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;29135600 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — unaffiliated issuers\*\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43556465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign currency translations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation<br>| &nbsp;&nbsp;&nbsp;44711662 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET REALIZED AND UNREALIZED GAIN (LOSS)<br>**  | &nbsp;&nbsp;&nbsp;73847262 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $82763828 |
| &nbsp;&nbsp;&nbsp;&nbsp;\* Includes foreign capital gain taxes<br>| $(1404827) |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Includes foreign deferred taxes<br>| $331481 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$8916566 | $15916759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29135600 | &nbsp;&nbsp;&nbsp;&nbsp;(19245776) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44711662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42412978 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82763828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39083961 |
| **DISTRIBUTIONS TO SHAREHOLDERS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Class K<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(17277501) |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |  |
| **Class K** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from sale of shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58827679 | &nbsp;&nbsp;&nbsp;&nbsp;135193663 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17171841 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(196332196) | &nbsp;&nbsp;&nbsp;(151689993) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from beneficial interest transactions <br>**  | &nbsp;&nbsp;&nbsp;(137504517) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675511 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;(54740689) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22481971 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;612859855 | &nbsp;&nbsp;&nbsp;&nbsp;590377884 |
| **NET ASSETS AT END OF PERIOD<br>**  | $558119166 | $612859855 |
| **SHARES OF BENEFICIAL INTEREST:** |  |  |
| **Class K** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264386 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2903461) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2363805) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2004093) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18450) |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20(a)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$64.27 | &nbsp;&nbsp;$61.80 | &nbsp;&nbsp;$58.32 | &nbsp;&nbsp;$75.97 | &nbsp;&nbsp;$79.69 | &nbsp;&nbsp;$68.70 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.04 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.28 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17.35) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.89) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.18 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15.38) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.24) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.46 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.86) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.01) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.27) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.48) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.47) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$74.11 | &nbsp;&nbsp;$64.27 | &nbsp;&nbsp;$61.80 | &nbsp;&nbsp;$58.32 | &nbsp;&nbsp;$75.97 | &nbsp;&nbsp;$79.69 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.31% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20.25)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.80)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.18% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$558119 | &nbsp;&nbsp;$612860 | &nbsp;&nbsp;$590378 | &nbsp;&nbsp;$596513 | &nbsp;&nbsp;$918212 | &nbsp;&nbsp;$879295 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.31% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.31% |
| Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.11%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.65% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.97% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.94% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13% |

---

(a) On April 17, 2020, the State Street Emerging Markets Equity Index Fund underwent a 1-for-5 reverse share split. The historical per share activity presented here has been retroactively adjusted to reflect this split. See Note 11.

(b) Per share numbers have been calculated using average shares outstanding, which more appropriately presents the per share data for the period.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Institutional Investment Trust (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of thirty-one (31) series (and corresponding classes, each of which have the same rights and privileges, including voting rights), each of which represents a separate series of beneficial interest in the Trust. The Declaration of Trust permits the Board of Trustees of the Trust (the "Board" and each member thereof, a "Trustee") to authorize the issuance of an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate only to the following series (the "Fund"):

---

| | | | |
|:---|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Classes** | &nbsp;&nbsp;**Commencement<br> of Operations** | &nbsp;&nbsp;**Diversification<br> Classification** |
| State Street Emerging Markets Equity Index Fund | &nbsp;&nbsp;Class A | &nbsp;&nbsp;Not Commenced | &nbsp;&nbsp;Diversified |
| State Street Emerging Markets Equity Index Fund | &nbsp;&nbsp;Class I | &nbsp;&nbsp;Not Commenced | &nbsp;&nbsp;Diversified |
| State Street Emerging Markets Equity Index Fund | &nbsp;&nbsp;Class K | &nbsp;&nbsp;December 21, 2015 | &nbsp;&nbsp;Diversified |

---

Class K shares are sold without a sales charge and only to certain eligible investors.

Under the Trust's organizational documents, its officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Fund has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through the Fund's investments in accordance with its investment objective. The Fund's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Fund's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Fund's Total Return is utilized by the CODM to compare results, including the impact of the Fund's costs, to the Fund's competitors and to the Fund's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S.GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Fund is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

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

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

• Equity investments traded on a recognized securities exchange for which market quotations are readily available

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

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.

• Rights and warrants are valued at the last reported sale price obtained from independent pricing services or brokers on the valuation date. If no price is obtained from pricing services or brokers, valuation will be based upon the intrinsic value, pursuant to the valuation policy and procedures approved by the Board.

• 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 net asset value 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.

Various inputs are used in determining the value of the Fund's investments.

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

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

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

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

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

The value of the Fund's investments according to the fair value hierarchy as of June 30, 2025 is disclosed in the Fund's Schedule of Investments.

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on trade date for financial reporting purposes. Realized gains and losses from the sale or disposition of investments and foreign exchange transactions, if any, are determined using the identified cost method. Dividend income and capital gain distributions, if any, are recognized on the ex-dividend date, or when the information becomes available, net of any foreign taxes withheld at source, if any. Non-cash dividends received in the form of stock, are recorded as dividend income at fair value. Distributions received by the Fund may include a return of capital that is estimated by management. Such amounts are recorded as a reduction of the cost of investments or reclassified to capital gains.

#### Expenses
Certain expenses, which are directly identifiable to a specific Fund, are applied to that Fund within the Trust. Other expenses which cannot be attributed to a specific Fund are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Fund within the Trust. Class specific expenses are borne by each class.

#### Foreign Currency Translation
The accounting records of the Fund are maintained in U.S. dollars. Foreign currencies as well as investment securities and other assets and liabilities denominated in a foreign currency are translated to U.S. dollars using exchange rates at period end. Purchases and sales of securities, income receipts and expense payments denominated in foreign currencies are translated into U.S. dollars at the prevailing exchange rate on the respective dates of the transactions.

The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.

#### Foreign Taxes
The Fund may be subject to foreign taxes (a portion of which may be reclaimable) on income, stock dividends, realized and unrealized capital gains on investments or certain foreign currency transactions. Foreign taxes are recorded in accordance with SSGA Funds Management, Inc.'s (the "Adviser" or "SSGA FM") understanding of the applicable foreign tax regulations and rates that exist in the foreign jurisdictions in which the Fund invests. These foreign taxes, if any, are paid by the Fund and are reflected in the Statement of Operations, if applicable. Foreign taxes payable or deferred as of June 30, 2025, if any, are disclosed in the Fund's Statement of Assets and Liabilities.

#### Distributions
Distributions from net investment income, if any, are declared and paid annually. Net realized capital gains, if any, are distributed annually, unless additional distributions are required for compliance with applicable tax regulations. The amount and character of income and capital gains to be distributed are determined in accordance with applicable tax regulations which may differ from net investment income and realized gains recognized for U.S. GAAP purposes.

4.&nbsp;&nbsp;&nbsp;&nbsp;Derivative Financial Instruments

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

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

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

For the period year ended June 30, 2025, the Fund entered into futures contracts for cash equitization, to reduce tracking error and to facilitate daily liquidity.

The following tables summarize the value of the Fund's derivative instruments as of June 30, 2025, and the related location in the accompanying Statement of Assets and Liabilities and Statement of Operations, presented by primary underlying risk exposure:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** |
|  | &nbsp;&nbsp;**Interest<br> Rate<br> Risk** | &nbsp;&nbsp;**Foreign<br> Exchange<br> Risk** | &nbsp;&nbsp;**Credit<br> Risk** | &nbsp;&nbsp;**Equity<br> Risk** | &nbsp;&nbsp;**Commodity<br> Risk** | &nbsp;&nbsp;**Total** |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$139303 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$139303 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** |
|  | &nbsp;&nbsp;**Interest<br> Rate<br> Risk** | &nbsp;&nbsp;**Foreign<br> Exchange<br> Risk** | &nbsp;&nbsp;**Credit<br> Risk** | &nbsp;&nbsp;**Equity<br> Risk** | &nbsp;&nbsp;**Commodity<br> Risk** | &nbsp;&nbsp;**Total** |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1459102 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1459102 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** |
|  | &nbsp;&nbsp;**Interest<br> Rate<br> Risk** | &nbsp;&nbsp;**Foreign<br> Exchange<br> Risk** | &nbsp;&nbsp;**Credit<br> Risk** | &nbsp;&nbsp;**Equity<br> Risk** | &nbsp;&nbsp;**Commodity<br> Risk** | &nbsp;&nbsp;**Total** |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1081227 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1081227 |

---

5.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory Fee
The Trust, on behalf of the Fund, has entered into an Investment Advisory Agreement with SSGA FM. For its advisory services, the Fund pays the Adviser a management fee at an annual rate of 0.08% of its average daily net assets. The fees are accrued daily and paid monthly.

The Adviser is contractually obligated, through April 30, 2026 (i) to waive up to the full amount of the advisory fee payable by the Fund, and/or (ii) to reimburse the Fund to the extent that total annual fund operating expenses (exclusive of non-recurring account fees, interest, taxes, extraordinary expenses, acquired fund fees and expenses, any class-specific expenses, such as distribution, shareholder servicing, and sub-transfer agency fees) exceed 0.074% of average daily net assets on an annual basis. This waiver and/or reimbursement may not be terminated prior to April 30, 2026 except with the approval of the Board. For the period ended June 30, 2025, fees waived and expenses reimbursed by the Adviser, pursuant to the agreement, were $511,364.

In addition, SSGA FM has agreed to waive up to the portion of the management fee and/or expenses attributable to the Fund's acquired fund fees and expenses ("AFFEs"), excluding AFFEs derived from the Fund's holdings in acquired funds for cash management purposes. This fee waiver and/or expense reimbursement may only be terminated with approval of the Fund's Board.

#### Administrator, Custodian, Fund Accountant and Sub-Administrator Fees
SSGA FM serves as administrator to the Fund. For its administrative services, the Fund pays SSGA FM a fee at an annual rate of 0.05% of its average daily net assets of the Fund. The fees are accrued daily and paid monthly. State Street Bank and Trust Company ("State Street"), an affiliate of the Adviser, serves as custodian, fund accountant and sub-administrator to the Fund. SSGA FM and the Fund each pay a portion of the fee to State Street for performing such services.

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Distributor Fees
State Street Global Advisors Funds Distributors, LLC ("SSGA FD" or the "Distributor"), an affiliate of the Adviser, serves as the distributor of the Fund.

The Fund has adopted a distribution plan pursuant to Rule 12b-1 under the 1940 Act under which the Fund may compensate the Distributor (or others) for services in connection with the distribution of the Fund's Class A shares and for services provided to shareholders in that class (the "Plan"). The Plan calls for payments at an annual rate (based on average daily net assets) of 0.25% of the Fund's net assets attributable to its Class A shares. As of June 30, 2025, the Fund's Class A shares have not commenced operations. In addition to payments under the Plan, the Fund may reimburse SSGA FD or its affiliates for payments it makes to financial intermediaries that provide certain administrative, recordkeeping, and account maintenance services. The amount of the reimbursement and the manner in which it is calculated are reviewed by the Trustees periodically.

#### Other Transactions with Affiliates - Securities Lending
State Street, an affiliate of the Fund, acts as the securities lending agent for the Fund, pursuant to an amended and restated securities lending authorization agreement dated January 6, 2017, as amended.

Net proceeds collected by State Street on investment of cash collateral or any fee income less rebates payable to borrowers, are paid as follows: If the calendar year to date net proceeds is below a specified threshold across participating affiliated funds, the Fund retains eighty five percent (85%) of the net proceeds and fifteen percent (15%) of such net proceeds is payable to State Street. Starting the business day following the date that calendar year to date net proceeds exceeds a specified threshold, the Fund retains ninety percent (90%) of the net proceeds and ten percent (10%) of such net proceeds is payable to State Street.

In addition, cash collateral from lending activities is invested in the State Street Navigator Securities Lending Portfolio II, an affiliated fund, for which SSGA FM serves as investment adviser. See Note 9 for additional information regarding securities lending.

#### Other Transactions with Affiliates
The Fund may invest in affiliated entities, including securities issued by State Street Corporation, affiliated funds, or entities deemed to be affiliates as a result of the Fund owning more than five percent of the entity's voting securities or outstanding shares. Amounts relating to these transactions during the period ended June 30, 2025, are disclosed in the Schedule of Investments.

6.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Fund. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

7.&nbsp;&nbsp;&nbsp;&nbsp;Investment Transactions

Purchases and sales of investments (excluding in-kind transactions, derivative contracts and short term investments) for the period ended June 30, 2025 were as follows:

---

| | | |
|:---|:---|:---|
|  | **Purchases** | **Sales** |
| State Street Emerging Markets Equity Index Fund<br>| $27465717 | $131494573 |

---

8.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Fund has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code of 1986, as amended. The Fund will not be subject to federal income

taxes to the extent it distributes its taxable income, including any net realized capital gains, for each fiscal year.

Therefore, no provision for federal income tax is required.

The Fund files federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

upon jurisdiction. As of December 31, 2024, SSGA FM has analyzed the Fund's tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

Distributions to shareholders are recorded on ex-dividend date. Income dividends and gain distributions are determined in accordance with income tax rules and regulations, which may differ from generally accepted accounting principles.

As of June 30, 2025, gross unrealized appreciation and gross unrealized depreciation of investments and other financial instruments based on cost for federal income tax purposes were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Tax<br> Cost** | **Gross<br> Unrealized<br> Appreciation** | **Gross<br> Unrealized<br> Depreciation** | **Net Unrealized<br> Appreciation<br> (Depreciation)** |
| State Street Emerging Markets Equity Index Fund<br>| $363448937 | $254814875 | $55592625 | $199222250 |

---

9.&nbsp;&nbsp;&nbsp;&nbsp;Securities Lending

The Fund may lend securities to qualified broker-dealers or institutional investors. The loans are secured at all times by cash, cash equivalents or U.S. government securities in an amount at least equal to the market value of the securities loaned, plus accrued interest and dividends, determined on a daily basis and adjusted accordingly. The value of the collateral with respect to a loaned security may be temporarily more or less than the value of a security due to market fluctuations of securities values. With respect to each loan, if on any U.S. business day the aggregate market value of securities collateral plus cash collateral is less than the aggregate market value of the securities which are subject to the loan, the borrower will be notified to provide additional collateral on the next business day.

The Fund will regain record ownership of loaned securities to exercise certain beneficial rights; however, the Fund may bear the risk of delay in recovery of, or even loss of rights in the securities loaned should the borrower fail financially. In addition, the Fund will bear the risk of loss of any cash collateral that it may invest. The Fund receives compensation for lending its securities from interest or dividends earned on the cash, cash equivalents or U.S. government securities held as collateral, net of fee rebates paid to the borrower and net of fees paid to State Street as the lending agent. Additionally, the Fund will receive a fee from the borrower for non-cash collateral equal to a percentage of the market value of the loaned securities.

The market value of securities on loan as of June 30, 2025, and the value of the invested cash collateral are disclosed in the Fund's Statement of Assets and Liabilities. Non-cash collateral is not disclosed in the Fund's Statement of Assets and Liabilities as it is held by the lending agent on behalf of the Fund, and the Fund does not have the ability to re-hypothecate those securities. Securities lending income, as disclosed in the Fund's Statement of Operations, represents the income earned from the non-cash collateral and the investment of cash collateral, net of fee rebates paid to the borrower and net of fees paid to State Street as lending agent.

The following is a summary of the Fund's securities lending agreements and related cash and non-cash collateral received as of June 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fund** | **Market Value of<br> Securities on Loan** | **Cash<br> Collateral<br> Received** | **Non-Cash<br> Collateral<br> Received** | **Total<br> Collateral<br> Received** |
| State Street Emerging Markets Equity Index Fund<br>| $19948155 | $5736524 | $15454528 | $21191052 |

---

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged or securities loaned, and the remaining contractual maturity of those transactions as of June 30, 2025:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** |
| **Fund** | **Securities<br> Lending<br> Transactions** | **Overnight<br> and<br> Continuous** | **<30 Days** | **Between<br> 30 & 90<br> Days** | **>90 Days** | **Total<br> Borrowings** | **Gross Amount<br> of Recognized<br> Liabilities for<br> Securities Lending Transactions** |
| State Street Emerging Markets Equity Index Fund<br>| Common Stocks | $5736524 | $— | $— | $— | $5736524 | $5736524 |

---

10.&nbsp;&nbsp;&nbsp;&nbsp;Line of Credit

The Fund and other affiliated funds (each a "Participant" and, collectively, the "Participants") have access to $194.29 million of a $1.36 billion revolving credit facility provided by a syndication of banks under which the Participants may borrow to fund shareholder redemptions. This agreement expires in October 2025 unless extended or renewed.

The Participants are charged an annual commitment fee which is calculated based on the unused portion of the shared credit line. Commitment fees are allocated among each of the Participants based on relative net assets. Commitment fees are ordinary fund operating expenses. A Participant incurs and pays the interest expense related to its borrowing. Interest is calculated at a rate per annum equal to the sum of 1.00% plus the greater of the New York Fed Bank Rate and the one-month SOFR Rate.

The Fund had no outstanding loans as of June 30, 2025.

11.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Fund's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Fund's investments more than if the Fund was more broadly diversified.

#### Foreign and Emerging Markets Risk
Investing in foreign markets involves risks and considerations not typically associated with investing in the U.S. foreign securities may be subject to risk of loss because of government regulation, economic, political and social instability in the countries in which the Fund invests. Foreign markets may be less liquid than investments in the U.S. and may be subject to the risks of currency fluctuations. To the extent that the Fund invests in securities of issuers located in emerging markets, these risks may be even more pronounced.

#### Credit Risk
The Fund may be exposed to credit risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Fund has unsettled or open transactions defaults.

#### Market Risk
The Fund's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. The Fund is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Fund and its investments.

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Russian Sanctions Risk
Sanctions threatened or imposed by a number of jurisdictions, including the United States, the European Union and the United Kingdom, and other intergovernmental actions that have been or may be undertaken in the future, against Russia, Russian entities or Russian individuals, may result in the devaluation of Russian currency, a downgrade in the country's credit rating, an immediate freeze of Russian assets, a decline in the value and liquidity of Russian securities, property or interests, and/or other adverse consequences to the Russian economy or the Fund. The scope and scale of sanctions in place at a particular time may be expanded or otherwise modified in a way that have negative effects on the Fund. Sanctions, or the threat of new or modified sanctions, could impair the ability of the Fund to buy, sell, hold, receive, deliver or otherwise transact in certain affected securities or other investment instruments. Sanctions could also result in Russia taking counter measures or other actions in response, which may further impair the value and liquidity of Russian securities. These sanctions, and the resulting disruption of the Russian economy, may cause volatility in other regional and global markets and may negatively impact the performance of various sectors and industries, as well as companies in other countries, which could have a negative effect on the performance of the Fund, even if the Fund does not have direct exposure to securities of Russian issuers. As a collective result of the imposition of sanctions, Russian government countermeasures and the impact that they have had on the trading markets for Russian securities, certain Funds have used, and may in the future use, fair valuation procedures approved by the Fund's Board to value certain Russian securities, which could result in such securities being deemed to have a zero value.

12.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Fund through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

------

#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT<sup>1</sup>
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of the State Street Institutional Investment Trust (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street Emerging Markets Equity Index Fund (the "Fund"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for the Fund:

o Comparisons of the Fund's performance over the past one-, three- and five-year periods ended December 31, 2024, to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge") for the Fund (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Fund's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Fund's historical average net assets relative to its total expenses, management fees, and non-management expenses; and

o Comparisons of the Fund's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

__________________________________________________

<sup>1</sup>*Over the course of many years overseeing the Fund and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreement, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.*

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Fund, as applicable; and

• Profitability analyses for (a) the Adviser with respect to the Fund and (b) affiliates of the Adviser that provide services to the Fund ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Fund.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolio of the Fund and for Fund operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Fund and its service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Fund;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Fund by SSGA FM in its capacity as the Fund's administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Fund by affiliates of the Adviser, including the custodian, sub-administrator, fund accountant and securities lending agent of the Fund, and the role of the Adviser in managing the Fund's relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Fund;

• Responses to a request for information reviewed prior to the April 2, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of:

o SSGA FM, in its capacity as the Fund's Adviser and Administrator, with respect to its operations relating to the Fund and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other Affiliated Service Providers to the Fund, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator, custodian and securities lending agent for the Fund, with respect to its operations relating to the Fund; and

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Fund (the "Distributor"), with respect to its operations relating to the Fund, together with the Fund's related distribution plans and arrangements under Rule 12b-1 of the 1940 Act;

• Information from SSGA FM, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel, with respect to the Fund.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser and other service providers of the Fund throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Fund and the investment strategies used in pursuing the Fund's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the Fund.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, at the meeting held on May 7-8, 2025, the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Fund.

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to the Fund by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by the Fund, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Fund. The Board evaluated the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for the Fund. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Fund, including reputational and entrepreneurial risks. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Fund by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of SSGA FM and various Affiliated Service Providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies. The Board also considered the role of the Adviser in overseeing the Fund's securities lending activities.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Fund.

<u>Fund Performance</u>

The Board compared the Fund's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024. For purposes of these comparisons the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data generally useful, they recognized its limitations, including that the data may vary depending on the end date selected and that the results of the performance comparisons may vary depending on the selection of the peer group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall financial market conditions. Among other information, the Board considered the following performance information in its evaluation of the Fund:

*State Street Emerging Markets Equity Index Fund. The Board considered that the Fund's performance was equal to the median of its Performance Group for the 1- and 3-year periods and was above the median of its Performance Group for the 5-year period. The Board also considered that the Fund's performance was above the median of its Performance Universe for the 1- and 3-year periods and was below the median of its Performance Universe 5-year period. The Board also considered that the Fund's performance was below the Benchmark for the 1-, 3- and 5-year periods. The Board also took into account the fact that the Fund is designed to track a designated index.*

On the basis of the foregoing and other relevant information, the Board concluded that the performance of the Fund is satisfactory.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual investment advisory fee rates payable by the Fund and actual fees paid by the Fund, net of waivers. As part of its review, the Board considered the Fund's management fee and total expense ratio, including the portion attributable to administrative services provided by SSGA FM (both before and after giving effect to any expense caps), as compared to its Expense Group and Expense Universe, as constructed by Broadridge, and the related Broadridge analysis for the Fund. The Board also considered the comparability of the fees charged and the services provided to the Fund by the Adviser to the fees charged and services provided to other clients of the Adviser, including institutional accounts. In addition, the Board considered the willingness of the Adviser to provide undertakings from time to time to waive fees or pay expenses of the Fund to limit the total expenses borne by shareholders. Among other information, the Board considered the following expense information in its evaluation of the Fund:

*State Street Emerging Markets Equity Index Fund. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.*

On the basis of the foregoing and other relevant information, and in light of the nature, extent and quality of the services provided by the Adviser, the Board concluded that the fees and the expense ratio of the Fund compare favorably to the fees and expenses of the Expense Group and Expense Universe and are reasonable in relation to the services provided.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Fund and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Fund, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Fund and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to the Fund, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Fund, were reasonable in relation to the services provided.

<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the Fund and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the Fund and fund complex increase. The Board acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the management of the Fund or the fund complex taken as a whole. The Board concluded that, in light of the current size of the Fund and the fund complex, the level of profitability of the Adviser and its affiliates with respect to the

------

[**Table of Contents**](#JOB_SSIIT_cc12f61c-3498-4245-8a1d-62086ad0764e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET EMERGING MARKETS EQUITY INDEX FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

Fund and the fund complex over various time periods, and the comparative management fee and expense ratio of the Fund during these periods, it does not appear that the Adviser or its affiliates has realized benefits from economies of scale in managing the assets of the Fund to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Fund at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of the Fund and its shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

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## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Institutional Investment Trust

---

| |
|:---|
| State Street Target Retirement Fund |
| State Street Target Retirement 2025 Fund |
| State Street Target Retirement 2030 Fund |
| State Street Target Retirement 2035 Fund |
| State Street Target Retirement 2040 Fund |
| State Street Target Retirement 2045 Fund |
| State Street Target Retirement 2050 Fund |
| State Street Target Retirement 2055 Fund |
| State Street Target Retirement 2060 Fund |
| State Street Target Retirement 2065 Fund |
| State Street Target Retirement 2070 Fund |

---

**The information contained in this report is intended for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-800-647-7327 or visiting *www.ssga.com*. Please read the prospectus carefully before you invest.**![](g52640imgd5de2bad1.jpg)

------

**TABLE OF CONTENTS** (Unaudited)

---

| | |
|:---|:---|
| **[Schedules of Investments (Unaudited) (N-CSR Item 6)](#xx_4867817b-0e3e-4445-b6eb-c4b011d382d3_1)** |  |
| &nbsp;&nbsp;&nbsp;[State Street Target Retirement Fund](#xx_4867817b-0e3e-4445-b6eb-c4b011d382d3_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| &nbsp;&nbsp;&nbsp;[State Street Target Retirement 2025 Fund](#xx_b856bba0-3e59-4795-882c-aa26a68cb197_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| &nbsp;&nbsp;&nbsp;[State Street Target Retirement 2030 Fund](#xx_d6205369-8c4c-40e4-9c33-faab9d32e8ab_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| &nbsp;&nbsp;&nbsp;[State Street Target Retirement 2035 Fund](#xx_adc7e0f3-4f98-47b3-94d2-f73f0dc89639_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| &nbsp;&nbsp;&nbsp;[State Street Target Retirement 2040 Fund](#xx_cba5fddc-80c4-4f59-a0ea-1141ecb3163c_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| &nbsp;&nbsp;&nbsp;[State Street Target Retirement 2045 Fund](#xx_c779860f-6e7b-49d3-aa2f-c55fe945420d_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;11 |
| &nbsp;&nbsp;&nbsp;[State Street Target Retirement 2050 Fund](#xx_770122f5-be20-459c-98d8-49746d4fede7_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;13 |
| &nbsp;&nbsp;&nbsp;[State Street Target Retirement 2055 Fund](#xx_bccdbf5b-c9d5-419b-b4c4-7366a0e04542_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;14 |
| &nbsp;&nbsp;&nbsp;[State Street Target Retirement 2060 Fund](#xx_da126044-afcc-4977-9c7b-dd238f0b5f7d_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;16 |
| &nbsp;&nbsp;&nbsp;[State Street Target Retirement 2065 Fund](#xx_84ddd45b-d991-4826-982b-947396ff98d2_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;18 |
| &nbsp;&nbsp;&nbsp;[State Street Target Retirement 2070 Fund](#xx_a3ea0048-02fd-4b0c-95b3-0849a6696703_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;20 |
| **[Financial Statements (Unaudited) (N-CSR Item 7)](#xx_a24e466b-1294-423f-a7f8-f6e429efeb86_2)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;23 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_9a4e72c7-d056-4ddd-9ce6-542025580589_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;34 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_c6d19048-57a5-49ef-9f6a-f0f5a45ef369_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;67 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_2a4c451f-3d5b-422b-b372-c53da63f1b8e_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;75 |

---

#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT FUND

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.9% (a)** | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.9% (a)** |  |
| **DOMESTIC EQUITY — 16.5%** | **DOMESTIC EQUITY — 16.5%** | **DOMESTIC EQUITY — 16.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398493 | &nbsp;&nbsp;$224805806 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24840435 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249646241 |
| **DOMESTIC FIXED INCOME — 50.3%** | **DOMESTIC FIXED INCOME — 50.3%** | **DOMESTIC FIXED INCOME — 50.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No. K-1 ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;1932063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52610075 |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Bloomberg High Yield Bond ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;1086902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105722958 |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Portfolio Short Term Corporate Bond ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;1996679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60279739 |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Portfolio Short Term Treasury ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;8135366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238284870 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Aggregate Bond Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;3381862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302507552 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759405194 |
| **INFLATION LINKED — 18.0%** | **INFLATION LINKED — 18.0%** | **INFLATION LINKED — 18.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Bloomberg 1-10 Year TIPS ETF (b)<br>| &nbsp;&nbsp;14203938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271863373 |
| **INTERNATIONAL EQUITY — 10.1%** | **INTERNATIONAL EQUITY — 10.1%** | **INTERNATIONAL EQUITY — 10.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;1127572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153214545 |
| **REAL ESTATE — 5.0%** | **REAL ESTATE — 5.0%** | **REAL ESTATE — 5.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Dow Jones Global Real Estate ETF (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1713647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75640378 |
| **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $1,444,720,036)<br>** | **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $1,444,720,036)<br>** | &nbsp;&nbsp;1509769731 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **SHORT-TERM INVESTMENTS — 0.4%** | **SHORT-TERM INVESTMENTS — 0.4%** | **SHORT-TERM INVESTMENTS — 0.4%** |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (c)(d)<br>| &nbsp;&nbsp;4712665 | &nbsp;&nbsp;$4712665 |
| State Street Navigator Securities Lending Portfolio II (a)(e)<br>| &nbsp;&nbsp;1192050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192050 |
| **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $5,904,715)<br>**  |  | &nbsp;&nbsp;$5904715 |
| **TOTAL INVESTMENTS — 100.3%<br>(Cost $1,450,624,751)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;1515674446 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS — (0.3)% <br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4974148) |
| **NET ASSETS — 100.0%<br>**  |  | &nbsp;&nbsp;$1510700298 |

---

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (b) | All or a portion of the shares of the security are on loan at June 30, 2025. |
| (c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (d) | The rate shown is the annualized seven-day yield at June 30, 2025. |
| (e) | Investment of cash collateral for securities loaned. |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products<br>| $1509769731 | $— | $— | $1509769731 |
| Short-Term Investments<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5904715 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5904715 |
| **TOTAL INVESTMENTS<br>**  | $1515674446 | $— | $— | $1515674446 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases\*** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| SPDR Bloomberg 1-10 Year TIPS ETF<br>| 6146055 | $113640557 | $175698221 | $15162489 | $(1509393) | $(803523) | 14203938 | $271863373 | $3554149 |
| SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No. K-1 ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;56337196 | &nbsp;&nbsp;&nbsp;&nbsp;2926379 | &nbsp;&nbsp;&nbsp;&nbsp;(94619) | &nbsp;&nbsp;&nbsp;&nbsp;(706123) | &nbsp;&nbsp;1932063 | &nbsp;&nbsp;&nbsp;&nbsp;52610075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SPDR Bloomberg High Yield Bond ETF<br>| &nbsp;&nbsp;&nbsp;462225 | &nbsp;&nbsp;&nbsp;44128621 | &nbsp;&nbsp;&nbsp;&nbsp;68959842 | &nbsp;&nbsp;&nbsp;&nbsp;5415853 | &nbsp;&nbsp;&nbsp;&nbsp;(734669) | &nbsp;&nbsp;&nbsp;(1214983) | &nbsp;&nbsp;1086902 | &nbsp;&nbsp;&nbsp;&nbsp;105722958 | &nbsp;&nbsp;&nbsp;2221949 |
| SPDR Dow Jones Global Real Estate ETF<br>| &nbsp;&nbsp;&nbsp;735881 | &nbsp;&nbsp;&nbsp;31561936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47511780 | &nbsp;&nbsp;&nbsp;&nbsp;4327060 | &nbsp;&nbsp;(1027206) | &nbsp;&nbsp;&nbsp;1920928 | &nbsp;&nbsp;1713647 | &nbsp;&nbsp;&nbsp;&nbsp;75640378 | &nbsp;&nbsp;&nbsp;&nbsp;972052 |
| SPDR Portfolio Short Term Corporate Bond ETF<br>| &nbsp;&nbsp;&nbsp;845615 | &nbsp;&nbsp;&nbsp;25250064 | &nbsp;&nbsp;&nbsp;&nbsp;36967076 | &nbsp;&nbsp;&nbsp;&nbsp;2559899 | &nbsp;&nbsp;&nbsp;&nbsp;(117145) | &nbsp;&nbsp;&nbsp;&nbsp;739643 | &nbsp;&nbsp;1996679 | &nbsp;&nbsp;&nbsp;&nbsp;60279739 | &nbsp;&nbsp;&nbsp;&nbsp;891510 |
| SPDR Portfolio Short Term Treasury ETF<br>| 3442503 | &nbsp;&nbsp;&nbsp;99867012 | &nbsp;&nbsp;&nbsp;&nbsp;149810477 | &nbsp;&nbsp;&nbsp;13315466 | &nbsp;&nbsp;&nbsp;&nbsp;(726672) | &nbsp;&nbsp;&nbsp;2649519 | &nbsp;&nbsp;8135366 | &nbsp;&nbsp;&nbsp;&nbsp;238284870 | &nbsp;&nbsp;&nbsp;3066774 |
| State Street Aggregate Bond Index Portfolio<br>| 1442440 | &nbsp;&nbsp;126112532 | &nbsp;&nbsp;&nbsp;&nbsp;204416087 | &nbsp;&nbsp;&nbsp;17342545 | &nbsp;&nbsp;(3735395) | &nbsp;&nbsp;&nbsp;(6943127) | &nbsp;&nbsp;3381862 | &nbsp;&nbsp;&nbsp;&nbsp;302507552 | &nbsp;&nbsp;&nbsp;3721490 |
| State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;181694 | &nbsp;&nbsp;&nbsp;96545035 | &nbsp;&nbsp;&nbsp;&nbsp;110834491 | &nbsp;&nbsp;&nbsp;26604879 | &nbsp;&nbsp;&nbsp;7345625 | &nbsp;&nbsp;36685534 | &nbsp;&nbsp;&nbsp;&nbsp;398493 | &nbsp;&nbsp;&nbsp;&nbsp;224805806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;&nbsp;628225 | &nbsp;&nbsp;&nbsp;72095120 | &nbsp;&nbsp;&nbsp;&nbsp;88286943 | &nbsp;&nbsp;&nbsp;36851671 | &nbsp;&nbsp;&nbsp;&nbsp;643306 | &nbsp;&nbsp;29040847 | &nbsp;&nbsp;1127572 | &nbsp;&nbsp;&nbsp;&nbsp;153214545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| &nbsp;&nbsp;&nbsp;951791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951791 | &nbsp;&nbsp;&nbsp;&nbsp;127958629 | &nbsp;&nbsp;124197755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;4712665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4712665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49248 |
| State Street Navigator Securities Lending Portfolio II<br>| &nbsp;&nbsp;&nbsp;552532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552532 | &nbsp;&nbsp;&nbsp;&nbsp;503225934 | &nbsp;&nbsp;502586416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;1192050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56794 |
| State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;58096 | &nbsp;&nbsp;&nbsp;18273528 | &nbsp;&nbsp;&nbsp;&nbsp;14283932 | &nbsp;&nbsp;&nbsp;10180001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30300 | &nbsp;&nbsp;&nbsp;2432676 | &nbsp;&nbsp;&nbsp;&nbsp;76656 | &nbsp;&nbsp;&nbsp;&nbsp;24840435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total<br>|  | $628978728 | $1584290608 | $761470413 | $74132 | $63801391 |  | $1515674446 | $14533966 |

---

\* Includes affiliated transactions acquired from the merger with State Street Target Retirement 2020 Fund of $757,296,117.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2025 FUND

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 100.0% (a)** | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 100.0% (a)** |  |
| **DOMESTIC EQUITY — 23.3%** | **DOMESTIC EQUITY — 23.3%** | **DOMESTIC EQUITY — 23.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716189 | &nbsp;&nbsp;$404030634 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52406666 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456437300 |
| **DOMESTIC FIXED INCOME — 39.0%** | **DOMESTIC FIXED INCOME — 39.0%** | **DOMESTIC FIXED INCOME — 39.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No. K-1 ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;2500378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68085293 |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Bloomberg High Yield Bond ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;1407340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136891962 |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Portfolio Short Term Corporate Bond ETF (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1016911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30700543 |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Portfolio Short Term Treasury ETF (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;4054497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118756217 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Aggregate Bond Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;4572293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408991655 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763425670 |
| **INFLATION LINKED — 18.0%** | **INFLATION LINKED — 18.0%** | **INFLATION LINKED — 18.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Bloomberg 1-10 Year TIPS ETF (b)<br>| &nbsp;&nbsp;18389330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351971776 |
| **INTERNATIONAL EQUITY — 14.7%** | **INTERNATIONAL EQUITY — 14.7%** | **INTERNATIONAL EQUITY — 14.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;2110630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286792347 |
| **REAL ESTATE — 5.0%** | **REAL ESTATE — 5.0%** | **REAL ESTATE — 5.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Dow Jones Global Real Estate ETF (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;2219600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97973144 |
| **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $1,814,997,305)<br>** | **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $1,814,997,305)<br>** | &nbsp;&nbsp;1956600237 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **SHORT-TERM INVESTMENTS — 1.1%** | **SHORT-TERM INVESTMENTS — 1.1%** | **SHORT-TERM INVESTMENTS — 1.1%** |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (c)(d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;5297513 | &nbsp;&nbsp;$5297513 |
| State Street Navigator Securities Lending Portfolio II (a)(e)<br>| &nbsp;&nbsp;16997100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16997100 |
| **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $22,294,613)<br>**  |  | &nbsp;&nbsp;$22294613 |
| **TOTAL INVESTMENTS — 101.1%<br>(Cost $1,837,291,918)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;1978894850 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS — (1.1)% <br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21527556) |
| **NET ASSETS — 100.0%<br>**  |  | &nbsp;&nbsp;$1957367294 |

---

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (b) | All or a portion of the shares of the security are on loan at June 30, 2025. |
| (c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (d) | The rate shown is the annualized seven-day yield at June 30, 2025. |
| (e) | Investment of cash collateral for securities loaned. |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products<br>| $1956600237 | $— | $— | $1956600237 |
| Short-Term Investments<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22294613 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22294613 |
| **TOTAL INVESTMENTS<br>**  | $1978894850 | $— | $— | $1978894850 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2025 FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| SPDR Bloomberg 1-10 Year TIPS ETF<br>| 19343091 | $357653753 | $22729224 | $40510989 | $(3966797) | $16066585 | 18389330 | $351971776 | $4787048 |
| SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No. K-1 ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;72690945 | &nbsp;&nbsp;&nbsp;&nbsp;3590748 | &nbsp;&nbsp;&nbsp;&nbsp;(114621) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(900283) | &nbsp;&nbsp;2500378 | &nbsp;&nbsp;&nbsp;&nbsp;68085293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SPDR Bloomberg High Yield Bond ETF<br>| &nbsp;&nbsp;1453955 | &nbsp;&nbsp;&nbsp;&nbsp;138809084 | &nbsp;&nbsp;&nbsp;&nbsp;7540456 | &nbsp;&nbsp;&nbsp;&nbsp;11982669 | &nbsp;&nbsp;&nbsp;(1624253) | &nbsp;&nbsp;&nbsp;&nbsp;4149344 | &nbsp;&nbsp;1407340 | &nbsp;&nbsp;&nbsp;&nbsp;136891962 | &nbsp;&nbsp;&nbsp;3747829 |
| SPDR Dow Jones Global Real Estate ETF<br>| &nbsp;&nbsp;2313739 | &nbsp;&nbsp;&nbsp;&nbsp;99236266 | &nbsp;&nbsp;&nbsp;&nbsp;4654047 | &nbsp;&nbsp;&nbsp;&nbsp;8672853 | &nbsp;&nbsp;&nbsp;&nbsp;(918790) | &nbsp;&nbsp;&nbsp;&nbsp;3674474 | &nbsp;&nbsp;2219600 | &nbsp;&nbsp;&nbsp;&nbsp;97973144 | &nbsp;&nbsp;&nbsp;1608836 |
| SPDR Portfolio Short Term Corporate Bond ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;917663 | &nbsp;&nbsp;&nbsp;&nbsp;27401417 | &nbsp;&nbsp;&nbsp;&nbsp;5507961 | &nbsp;&nbsp;&nbsp;&nbsp;2499137 | &nbsp;&nbsp;&nbsp;&nbsp;(114837) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405139 | &nbsp;&nbsp;1016911 | &nbsp;&nbsp;&nbsp;&nbsp;30700543 | &nbsp;&nbsp;&nbsp;&nbsp;540520 |
| SPDR Portfolio Short Term Treasury ETF<br>| &nbsp;&nbsp;3645339 | &nbsp;&nbsp;&nbsp;&nbsp;105751284 | &nbsp;&nbsp;&nbsp;29371386 | &nbsp;&nbsp;&nbsp;17322746 | &nbsp;&nbsp;&nbsp;&nbsp;(274582) | &nbsp;&nbsp;&nbsp;&nbsp;1230875 | &nbsp;&nbsp;4054497 | &nbsp;&nbsp;&nbsp;&nbsp;118756217 | &nbsp;&nbsp;&nbsp;&nbsp;1811832 |
| State Street Aggregate Bond Index Portfolio<br>| &nbsp;&nbsp;4684269 | &nbsp;&nbsp;&nbsp;&nbsp;409545612 | &nbsp;&nbsp;&nbsp;35479388 | &nbsp;&nbsp;&nbsp;45029959 | &nbsp;&nbsp;(10117495) | &nbsp;&nbsp;&nbsp;19114109 | &nbsp;&nbsp;4572293 | &nbsp;&nbsp;&nbsp;&nbsp;408991655 | &nbsp;&nbsp;&nbsp;6519487 |
| State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;790610 | &nbsp;&nbsp;&nbsp;&nbsp;420098514 | &nbsp;&nbsp;&nbsp;18925541 | &nbsp;&nbsp;&nbsp;60167666 | &nbsp;&nbsp;&nbsp;20103955 | &nbsp;&nbsp;&nbsp;&nbsp;5070290 | &nbsp;&nbsp;&nbsp;&nbsp;716189 | &nbsp;&nbsp;&nbsp;&nbsp;404030634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;2835071 | &nbsp;&nbsp;&nbsp;&nbsp;325352813 | &nbsp;&nbsp;&nbsp;17009486 | &nbsp;&nbsp;107724539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784315 | &nbsp;&nbsp;&nbsp;51370272 | &nbsp;&nbsp;2110630 | &nbsp;&nbsp;&nbsp;&nbsp;286792347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| &nbsp;&nbsp;6371438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6371438 | &nbsp;&nbsp;118690333 | &nbsp;&nbsp;119764258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;5297513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5297513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68962 |
| State Street Navigator Securities Lending Portfolio II<br>| 44703320 | &nbsp;&nbsp;&nbsp;&nbsp;44703320 | &nbsp;&nbsp;497865875 | &nbsp;&nbsp;525572095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 16997100 | &nbsp;&nbsp;&nbsp;&nbsp;16997100 | &nbsp;&nbsp;&nbsp;&nbsp;120844 |
| State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;284014 | &nbsp;&nbsp;&nbsp;&nbsp;89333733 | &nbsp;&nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;38300000 | &nbsp;&nbsp;&nbsp;(4487377) | &nbsp;&nbsp;&nbsp;&nbsp;3660310 | &nbsp;&nbsp;&nbsp;&nbsp;161724 | &nbsp;&nbsp;&nbsp;&nbsp;52406666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total<br>|  | $2024257234 | $832664642 | $981137659 | $(730482) | $103841115 |  | $1978894850 | $19205358 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2030 FUND

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.9% (a)** | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.9% (a)** |  |
| **DOMESTIC EQUITY — 33.2%** | **DOMESTIC EQUITY — 33.2%** | **DOMESTIC EQUITY — 33.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;1663630 | &nbsp;&nbsp;$938520133 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144411892 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1082932025 |
| **DOMESTIC FIXED INCOME — 31.0%** | **DOMESTIC FIXED INCOME — 31.0%** | **DOMESTIC FIXED INCOME — 31.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No. K-1 ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11328987 |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Bloomberg High Yield Bond ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;2111045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205341347 |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Portfolio Long Term Treasury ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;5523777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146821993 |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Portfolio Short Term Corporate Bond ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3408029 |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Portfolio Short Term Treasury ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6713180 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Aggregate Bond Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;7124914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637323561 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1010937097 |
| **INFLATION LINKED — 10.3%** | **INFLATION LINKED — 10.3%** | **INFLATION LINKED — 10.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Bloomberg 1-10 Year TIPS ETF (b)<br>| &nbsp;&nbsp;17646220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337748651 |
| **INTERNATIONAL EQUITY — 22.7%** | **INTERNATIONAL EQUITY — 22.7%** | **INTERNATIONAL EQUITY — 22.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;5447976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740270957 |
| **REAL ESTATE — 2.7%** | **REAL ESTATE — 2.7%** | **REAL ESTATE — 2.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Dow Jones Global Real Estate ETF (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;2032945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89734192 |
| **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $2,914,246,229)<br>** | **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $2,914,246,229)<br>** | &nbsp;&nbsp;3261622922 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **SHORT-TERM INVESTMENTS — 0.3%** | **SHORT-TERM INVESTMENTS — 0.3%** | **SHORT-TERM INVESTMENTS — 0.3%** |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (c)(d)<br>| &nbsp;&nbsp;8468757 | &nbsp;&nbsp;$8468757 |
| State Street Navigator Securities Lending Portfolio II (a)(e)<br>| &nbsp;&nbsp;2037600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2037600 |
| **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $10,506,357)<br>**  |  | &nbsp;&nbsp;$10506357 |
| **TOTAL INVESTMENTS — 100.2%<br>(Cost $2,924,752,586)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;3272129279 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS — (0.2)% <br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7973725) |
| **NET ASSETS — 100.0%<br>**  |  | &nbsp;&nbsp;$3264155554 |

---

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (b) | All or a portion of the shares of the security are on loan at June 30, 2025. |
| (c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (d) | The rate shown is the annualized seven-day yield at June 30, 2025. |
| (e) | Investment of cash collateral for securities loaned. |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products<br>| $3261622922 | $— | $— | $3261622922 |
| Short-Term Investments<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10506357 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10506357 |
| **TOTAL INVESTMENTS<br>**  | $3272129279 | $— | $— | $3272129279 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2030 FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| SPDR Bloomberg 1-10 Year TIPS ETF<br>| 15750727 | $291230942 | $55225073 | $18766227 | $(2208111) | $12266974 | 17646220 | $337748651 | $4209110 |
| SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No. K-1 ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;11598202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5191) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64956) | &nbsp;&nbsp;&nbsp;&nbsp;416048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11328987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| SPDR Bloomberg High Yield Bond ETF<br>| &nbsp;&nbsp;1988619 | &nbsp;&nbsp;&nbsp;&nbsp;189853456 | &nbsp;&nbsp;&nbsp;21939086 | &nbsp;&nbsp;&nbsp;&nbsp;10116784 | &nbsp;&nbsp;&nbsp;(1352329) | &nbsp;&nbsp;&nbsp;&nbsp;5017918 | &nbsp;&nbsp;2111045 | &nbsp;&nbsp;&nbsp;&nbsp;205341347 | &nbsp;&nbsp;&nbsp;5295633 |
| SPDR Dow Jones Global Real Estate ETF<br>| &nbsp;&nbsp;1785610 | &nbsp;&nbsp;&nbsp;&nbsp;76584812 | &nbsp;&nbsp;&nbsp;14503423 | &nbsp;&nbsp;&nbsp;&nbsp;3589578 | &nbsp;&nbsp;&nbsp;&nbsp;(781152) | &nbsp;&nbsp;&nbsp;&nbsp;3016687 | &nbsp;&nbsp;2032945 | &nbsp;&nbsp;&nbsp;&nbsp;89734192 | &nbsp;&nbsp;&nbsp;1339690 |
| SPDR Portfolio Long Term Treasury ETF<br>| &nbsp;&nbsp;5638028 | &nbsp;&nbsp;&nbsp;&nbsp;147659953 | &nbsp;&nbsp;&nbsp;28500356 | &nbsp;&nbsp;&nbsp;31855236 | &nbsp;&nbsp;(15175454) | &nbsp;&nbsp;&nbsp;17692374 | &nbsp;&nbsp;5523777 | &nbsp;&nbsp;&nbsp;&nbsp;146821993 | &nbsp;&nbsp;&nbsp;2387640 |
| SPDR Portfolio Short Term Corporate Bond ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;4006248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3718) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4964 | &nbsp;&nbsp;&nbsp;&nbsp;112886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3408029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18440 |
| SPDR Portfolio Short Term Treasury ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;8837527 | &nbsp;&nbsp;&nbsp;&nbsp;2121659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12198) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9510 | &nbsp;&nbsp;&nbsp;&nbsp;229197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6713180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62480 |
| State Street Aggregate Bond Index Portfolio<br>| &nbsp;&nbsp;6773855 | &nbsp;&nbsp;&nbsp;&nbsp;592238182 | &nbsp;&nbsp;&nbsp;72784600 | &nbsp;&nbsp;&nbsp;41197216 | &nbsp;&nbsp;&nbsp;(8709519) | &nbsp;&nbsp;&nbsp;22207514 | &nbsp;&nbsp;7124914 | &nbsp;&nbsp;&nbsp;&nbsp;637323561 | &nbsp;&nbsp;&nbsp;9678837 |
| State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;1552313 | &nbsp;&nbsp;&nbsp;&nbsp;824837285 | &nbsp;&nbsp;141377458 | &nbsp;&nbsp;&nbsp;88182478 | &nbsp;&nbsp;&nbsp;31332503 | &nbsp;&nbsp;&nbsp;29155365 | &nbsp;&nbsp;1663630 | &nbsp;&nbsp;&nbsp;&nbsp;938520133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;6232830 | &nbsp;&nbsp;&nbsp;&nbsp;715279537 | &nbsp;&nbsp;&nbsp;44089386 | &nbsp;&nbsp;144018360 | &nbsp;&nbsp;&nbsp;20263187 | &nbsp;&nbsp;104657207 | &nbsp;&nbsp;5447976 | &nbsp;&nbsp;&nbsp;&nbsp;740270957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| &nbsp;&nbsp;7334398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7334398 | &nbsp;&nbsp;183401039 | &nbsp;&nbsp;182266680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;8468757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8468757 | &nbsp;&nbsp;&nbsp;&nbsp;133366 |
| State Street Navigator Securities Lending Portfolio II<br>| 85986780 | &nbsp;&nbsp;&nbsp;&nbsp;85986780 | &nbsp;&nbsp;325896162 | &nbsp;&nbsp;409845342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;2037600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2037600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90381 |
| State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;634971 | &nbsp;&nbsp;&nbsp;&nbsp;199723820 | &nbsp;&nbsp;&nbsp;&nbsp;9700000 | &nbsp;&nbsp;&nbsp;65199999 | &nbsp;&nbsp;&nbsp;&nbsp;(9118374) | &nbsp;&nbsp;&nbsp;&nbsp;9306445 | &nbsp;&nbsp;&nbsp;&nbsp;445647 | &nbsp;&nbsp;&nbsp;&nbsp;144411892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total<br>|  | $3130729165 | $921858560 | $997958092 | $14229644 | $203270002 |  | $3272129279 | $23215577 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2035 FUND

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.9% (a)** | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.9% (a)** |  |
| **DOMESTIC EQUITY — 39.7%** | **DOMESTIC EQUITY — 39.7%** | **DOMESTIC EQUITY — 39.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;1962447 | &nbsp;&nbsp;$1107094856 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201928152 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1309023008 |
| **DOMESTIC FIXED INCOME — 30.0%** | **DOMESTIC FIXED INCOME — 30.0%** | **DOMESTIC FIXED INCOME — 30.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Bloomberg High Yield Bond ETF<br>| &nbsp;&nbsp;&nbsp;1652300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160719221 |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Portfolio Long Term Treasury ETF<br>| &nbsp;&nbsp;11561029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307292151 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Aggregate Bond Index Portfolio<br>| &nbsp;&nbsp;&nbsp;5836008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522030948 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990042320 |
| **INFLATION LINKED — 1.0%** | **INFLATION LINKED — 1.0%** | **INFLATION LINKED — 1.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Bloomberg 1-10 Year TIPS ETF (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1711997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32767623 |
| **INTERNATIONAL EQUITY — 29.0%** | **INTERNATIONAL EQUITY — 29.0%** | **INTERNATIONAL EQUITY — 29.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;&nbsp;7053439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958421261 |
| **REAL ESTATE — 0.2%** | **REAL ESTATE — 0.2%** | **REAL ESTATE — 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Dow Jones Global Real Estate ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8290154 |
| **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $2,870,284,477)<br>** | **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $2,870,284,477)<br>** | &nbsp;&nbsp;3298544366 |
| **SHORT-TERM INVESTMENTS — 0.3%** | **SHORT-TERM INVESTMENTS — 0.3%** | **SHORT-TERM INVESTMENTS — 0.3%** |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (c)(d)<br>| &nbsp;&nbsp;&nbsp;7791541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7791541 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Portfolio II (a)(e)<br>| &nbsp;&nbsp;103350 | &nbsp;&nbsp;$103350 |
| **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $7,894,891)<br>**  |  | &nbsp;&nbsp;$7894891 |
| **TOTAL INVESTMENTS — 100.2%<br>(Cost $2,878,179,368)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;3306439257 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS — (0.2)% <br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5844391) |
| **NET ASSETS — 100.0%<br>**  |  | &nbsp;&nbsp;$3300594866 |

---

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (b) | All or a portion of the shares of the security are on loan at June 30, 2025. |
| (c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (d) | The rate shown is the annualized seven-day yield at June 30, 2025. |
| (e) | Investment of cash collateral for securities loaned. |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products<br>| $3298544366 | $— | $— | $3298544366 |
| Short-Term Investments<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7894891 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7894891 |
| **TOTAL INVESTMENTS<br>**  | $3306439257 | $— | $— | $3306439257 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2035 FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| SPDR Bloomberg 1-10 Year TIPS ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $— | $35037131 | $2190862 | $(48808) | $(29838) | &nbsp;&nbsp;1711997 | $32767623 | $196652 |
| SPDR Bloomberg High Yield Bond ETF<br>| &nbsp;&nbsp;1487445 | &nbsp;&nbsp;&nbsp;&nbsp;142006374 | &nbsp;&nbsp;&nbsp;24316847 | &nbsp;&nbsp;&nbsp;&nbsp;8397302 | &nbsp;&nbsp;&nbsp;(1201176) | &nbsp;&nbsp;&nbsp;&nbsp;3994478 | &nbsp;&nbsp;1652300 | &nbsp;&nbsp;&nbsp;&nbsp;160719221 | &nbsp;&nbsp;&nbsp;4028122 |
| SPDR Dow Jones Global Real Estate ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;8416817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1339) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73200 | &nbsp;&nbsp;&nbsp;&nbsp;187815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8290154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39600 |
| SPDR Portfolio Long Term Treasury ETF<br>| 11397969 | &nbsp;&nbsp;&nbsp;&nbsp;298512808 | &nbsp;&nbsp;&nbsp;45205997 | &nbsp;&nbsp;&nbsp;41384941 | &nbsp;&nbsp;(21534286) | &nbsp;&nbsp;&nbsp;26492573 | 11561029 | &nbsp;&nbsp;&nbsp;&nbsp;307292151 | &nbsp;&nbsp;&nbsp;4953805 |
| State Street Aggregate Bond Index Portfolio<br>| &nbsp;&nbsp;5496989 | &nbsp;&nbsp;&nbsp;&nbsp;480601748 | &nbsp;&nbsp;&nbsp;59617155 | &nbsp;&nbsp;&nbsp;29265534 | &nbsp;&nbsp;&nbsp;&nbsp;(6511405) | &nbsp;&nbsp;&nbsp;17588984 | &nbsp;&nbsp;5836008 | &nbsp;&nbsp;&nbsp;&nbsp;522030948 | &nbsp;&nbsp;&nbsp;7906296 |
| State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;1759687 | &nbsp;&nbsp;&nbsp;&nbsp;935027435 | &nbsp;&nbsp;166608960 | &nbsp;&nbsp;&nbsp;64893475 | &nbsp;&nbsp;&nbsp;23899494 | &nbsp;&nbsp;&nbsp;46452442 | &nbsp;&nbsp;1962447 | &nbsp;&nbsp;1107094856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;7759155 | &nbsp;&nbsp;&nbsp;&nbsp;890440654 | &nbsp;&nbsp;&nbsp;56954956 | &nbsp;&nbsp;147028417 | &nbsp;&nbsp;&nbsp;39095337 | &nbsp;&nbsp;118958731 | &nbsp;&nbsp;7053439 | &nbsp;&nbsp;&nbsp;&nbsp;958421261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| &nbsp;&nbsp;6669832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6669832 | &nbsp;&nbsp;165618252 | &nbsp;&nbsp;164496543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;7791541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7791541 | &nbsp;&nbsp;&nbsp;&nbsp;149259 |
| State Street Navigator Securities Lending Portfolio II<br>| &nbsp;&nbsp;4240568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4240568 | &nbsp;&nbsp;383028384 | &nbsp;&nbsp;387165602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;103350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95188 |
| State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;819345 | &nbsp;&nbsp;&nbsp;&nbsp;257716809 | &nbsp;&nbsp;&nbsp;12900000 | &nbsp;&nbsp;&nbsp;70074202 | &nbsp;&nbsp;(11453867) | &nbsp;&nbsp;&nbsp;12839412 | &nbsp;&nbsp;&nbsp;&nbsp;623139 | &nbsp;&nbsp;&nbsp;&nbsp;201928152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total<br>|  | $3015216228 | $957704499 | $915095402 | $22243950 | $226369982 |  | $3306439257 | $17368922 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2040 FUND

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 100.0% (a)** | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 100.0% (a)** |  |
| **DOMESTIC EQUITY — 44.0%** | **DOMESTIC EQUITY — 44.0%** | **DOMESTIC EQUITY — 44.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;1995396 | &nbsp;&nbsp;$1125682742 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243206951 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1368889693 |
| **DOMESTIC FIXED INCOME — 23.6%** | **DOMESTIC FIXED INCOME — 23.6%** | **DOMESTIC FIXED INCOME — 23.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Bloomberg High Yield Bond ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67302767 |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Portfolio Long Term Treasury ETF (b)<br>| &nbsp;&nbsp;11500346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305679197 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Aggregate Bond Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;4011288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358809709 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731791673 |
| **INTERNATIONAL EQUITY — 32.4%** | **INTERNATIONAL EQUITY — 32.4%** | **INTERNATIONAL EQUITY — 32.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;&nbsp;7422057 | &nbsp;&nbsp;&nbsp;&nbsp;1008509148 |
| **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $2,658,206,870)<br>** | **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $2,658,206,870)<br>** | &nbsp;&nbsp;3109190514 |
| **SHORT-TERM INVESTMENT — 0.2%** | **SHORT-TERM INVESTMENT — 0.2%** | **SHORT-TERM INVESTMENT — 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (c)(d)<br>(Cost $7,779,525)<br>| &nbsp;&nbsp;&nbsp;7779525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7779525 |
| **TOTAL INVESTMENTS — 100.2%<br>(Cost $2,665,986,395)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;3116970039 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS — (0.2)% <br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7661808) |
| **NET ASSETS — 100.0%<br>**  |  | &nbsp;&nbsp;$3109308231 |

---

&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (b) | All or a portion of the shares of the security are on loan at June 30, 2025. |
| (c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (d) | The rate shown is the annualized seven-day yield at June 30, 2025. |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products<br>| $3109190514 | $— | $— | $3109190514 |
| Short-Term Investment<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7779525 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7779525 |
| **TOTAL INVESTMENTS<br>**  | $3116970039 | $— | $— | $3116970039 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2040 FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| SPDR Bloomberg High Yield Bond ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;531856 | $50776292 | $18482934 | $3084317 | $124083 | $1003775 | &nbsp;&nbsp;&nbsp;&nbsp;691917 | $67302767 | $1506794 |
| SPDR Portfolio Long Term Treasury ETF<br>| 10612239 | &nbsp;&nbsp;&nbsp;&nbsp;277934539 | &nbsp;&nbsp;&nbsp;51774322 | &nbsp;&nbsp;&nbsp;28560747 | &nbsp;&nbsp;(15453906) | &nbsp;&nbsp;&nbsp;19984989 | 11500346 | &nbsp;&nbsp;&nbsp;&nbsp;305679197 | &nbsp;&nbsp;&nbsp;4684672 |
| State Street Aggregate Bond Index Portfolio<br>| &nbsp;&nbsp;3640590 | &nbsp;&nbsp;&nbsp;&nbsp;318296802 | &nbsp;&nbsp;&nbsp;&nbsp;50767311 | &nbsp;&nbsp;&nbsp;17599999 | &nbsp;&nbsp;&nbsp;(3939608) | &nbsp;&nbsp;&nbsp;&nbsp;11285203 | &nbsp;&nbsp;4011288 | &nbsp;&nbsp;&nbsp;&nbsp;358809709 | &nbsp;&nbsp;&nbsp;5267312 |
| State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;1767049 | &nbsp;&nbsp;&nbsp;&nbsp;938939130 | &nbsp;&nbsp;174460044 | &nbsp;&nbsp;&nbsp;59480704 | &nbsp;&nbsp;&nbsp;22456772 | &nbsp;&nbsp;&nbsp;49307500 | &nbsp;&nbsp;1995396 | &nbsp;&nbsp;1125682742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;8034648 | &nbsp;&nbsp;&nbsp;&nbsp;922056222 | &nbsp;&nbsp;&nbsp;64161825 | &nbsp;&nbsp;141646317 | &nbsp;&nbsp;&nbsp;40473457 | &nbsp;&nbsp;123463961 | &nbsp;&nbsp;7422057 | &nbsp;&nbsp;1008509148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| &nbsp;&nbsp;4769058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4769058 | &nbsp;&nbsp;169478611 | &nbsp;&nbsp;166468144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;7779525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7779525 | &nbsp;&nbsp;&nbsp;&nbsp;135765 |
| State Street Navigator Securities Lending Portfolio II<br>| 20275710 | &nbsp;&nbsp;&nbsp;&nbsp;20275710 | &nbsp;&nbsp;339815273 | &nbsp;&nbsp;360090983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51762 |
| State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;941860 | &nbsp;&nbsp;&nbsp;&nbsp;296252640 | &nbsp;&nbsp;&nbsp;15137625 | &nbsp;&nbsp;&nbsp;71000000 | &nbsp;&nbsp;(12385728) | &nbsp;&nbsp;&nbsp;15202414 | &nbsp;&nbsp;&nbsp;&nbsp;750523 | &nbsp;&nbsp;&nbsp;&nbsp;243206951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total<br>|  | $2829300393 | $884077945 | $847931211 | $31275070 | $220247842 |  | $3116970039 | $11646305 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2045 FUND

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.9% (a)** | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.9% (a)** |  |
| **DOMESTIC EQUITY — 47.6%** | **DOMESTIC EQUITY — 47.6%** | **DOMESTIC EQUITY — 47.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;1920953 | &nbsp;&nbsp;$1083686334 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277605296 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1361291630 |
| **DOMESTIC FIXED INCOME — 17.3%** | **DOMESTIC FIXED INCOME — 17.3%** | **DOMESTIC FIXED INCOME — 17.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Portfolio Long Term Treasury ETF<br>| &nbsp;&nbsp;10586625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281392492 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Aggregate Bond Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;2387041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213520859 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494913351 |
| **INTERNATIONAL EQUITY — 35.0%** | **INTERNATIONAL EQUITY — 35.0%** | **INTERNATIONAL EQUITY — 35.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;7382652 | &nbsp;&nbsp;&nbsp;&nbsp;1003154799 |
| **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $2,402,369,362)<br>** | **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $2,402,369,362)<br>** | &nbsp;&nbsp;2859359780 |
| **SHORT-TERM INVESTMENT — 0.2%** | **SHORT-TERM INVESTMENT — 0.2%** | **SHORT-TERM INVESTMENT — 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (b)(c)<br>(Cost $7,140,690)<br>| &nbsp;&nbsp;&nbsp;&nbsp;7140690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7140690 |
| **TOTAL INVESTMENTS — 100.1%<br>(Cost $2,409,510,052)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;2866500470 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS — (0.1)% <br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3453208) |
| **NET ASSETS — 100.0%<br>**  |  | &nbsp;&nbsp;$2863047262 |

---

&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (c) | The rate shown is the annualized seven-day yield at June 30, 2025. |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products<br>| $2859359780 | $— | $— | $2859359780 |
| Short-Term Investment<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7140690 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7140690 |
| **TOTAL INVESTMENTS<br>**  | $2866500470 | $— | $— | $2866500470 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2045 FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| SPDR Portfolio Long Term Treasury ETF<br>| 9738531 | $255052127 | $49617911 | $27536574 | $(14593513) | $18852541 | 10586625 | $281392492 | $4303024 |
| State Street Aggregate Bond Index Portfolio<br>| 2078621 | &nbsp;&nbsp;&nbsp;&nbsp;181733836 | &nbsp;&nbsp;&nbsp;37054544 | &nbsp;&nbsp;&nbsp;&nbsp;9500000 | &nbsp;&nbsp;&nbsp;(1913787) | &nbsp;&nbsp;&nbsp;&nbsp;6146266 | &nbsp;&nbsp;2387041 | &nbsp;&nbsp;&nbsp;&nbsp;213520859 | &nbsp;&nbsp;3054544 |
| State Street Equity 500 Index II Portfolio<br>| 1681916 | &nbsp;&nbsp;&nbsp;&nbsp;893702498 | &nbsp;&nbsp;165346431 | &nbsp;&nbsp;&nbsp;43918578 | &nbsp;&nbsp;&nbsp;15504322 | &nbsp;&nbsp;&nbsp;53051661 | &nbsp;&nbsp;1920953 | &nbsp;&nbsp;1083686334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| 7915214 | &nbsp;&nbsp;&nbsp;&nbsp;908349987 | &nbsp;&nbsp;&nbsp;&nbsp;60114835 | &nbsp;&nbsp;127692340 | &nbsp;&nbsp;&nbsp;34575942 | &nbsp;&nbsp;127806375 | &nbsp;&nbsp;7382652 | &nbsp;&nbsp;1003154799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| 5989985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5989985 | &nbsp;&nbsp;169340029 | &nbsp;&nbsp;168189324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;7140690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7140690 | &nbsp;&nbsp;&nbsp;&nbsp;128219 |
| State Street Navigator Securities Lending Portfolio II<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;33845425 | &nbsp;&nbsp;&nbsp;33845425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
| State Street Small/Mid Cap Equity Index Portfolio<br>| 1031260 | &nbsp;&nbsp;&nbsp;&nbsp;324372531 | &nbsp;&nbsp;&nbsp;17206250 | &nbsp;&nbsp;&nbsp;67899999 | &nbsp;&nbsp;(12066773) | &nbsp;&nbsp;&nbsp;15993287 | &nbsp;&nbsp;&nbsp;&nbsp;856674 | &nbsp;&nbsp;&nbsp;&nbsp;277605296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total<br>|  | $2569200964 | $532525425 | $478582240 | $21506191 | $221850130 |  | $2866500470 | $7486490 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2050 FUND

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 100.0% (a)** | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 100.0% (a)** |  |
| **DOMESTIC EQUITY — 50.5%** | **DOMESTIC EQUITY — 50.5%** | **DOMESTIC EQUITY — 50.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;1684134 | &nbsp;&nbsp;$950087432 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;892389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289178516 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1239265948 |
| **DOMESTIC FIXED INCOME — 12.3%** | **DOMESTIC FIXED INCOME — 12.3%** | **DOMESTIC FIXED INCOME — 12.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Portfolio Long Term Treasury ETF (b)<br>| &nbsp;&nbsp;9075038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241214510 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Aggregate Bond Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;682072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61011320 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302225830 |
| **INTERNATIONAL EQUITY — 37.2%** | **INTERNATIONAL EQUITY — 37.2%** | **INTERNATIONAL EQUITY — 37.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;6720564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913190239 |
| **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $2,030,532,439)<br>** | **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $2,030,532,439)<br>** | &nbsp;&nbsp;2454682017 |
| **SHORT-TERM INVESTMENTS — 0.4%** | **SHORT-TERM INVESTMENTS — 0.4%** | **SHORT-TERM INVESTMENTS — 0.4%** |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (c)(d)<br>| &nbsp;&nbsp;5786847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5786847 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Portfolio II (a)(e)<br>| &nbsp;&nbsp;4031100 | &nbsp;&nbsp;$4031100 |
| **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $9,817,947)<br>**  |  | &nbsp;&nbsp;$9817947 |
| **TOTAL INVESTMENTS — 100.4%<br>(Cost $2,040,350,386)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;2464499964 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS — (0.4)% <br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9179023) |
| **NET ASSETS — 100.0%<br>**  |  | &nbsp;&nbsp;$2455320941 |

---

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (b) | All or a portion of the shares of the security are on loan at June 30, 2025. |
| (c) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (d) | The rate shown is the annualized seven-day yield at June 30, 2025. |
| (e) | Investment of cash collateral for securities loaned. |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products<br>| $2454682017 | $— | $— | $2454682017 |
| Short-Term Investments<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9817947 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9817947 |
| **TOTAL INVESTMENTS<br>**  | $2464499964 | $— | $— | $2464499964 |

---

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| SPDR Portfolio Long Term Treasury ETF<br>| 8283686 | $216949737 | $51038393 | $30428538 | $(9063543) | $12718461 | 9075038 | $241214510 | $3659423 |
| State Street Aggregate Bond Index Portfolio<br>| &nbsp;&nbsp;&nbsp;505436 | &nbsp;&nbsp;&nbsp;&nbsp;44190227 | &nbsp;&nbsp;&nbsp;17681786 | &nbsp;&nbsp;&nbsp;&nbsp;1900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32614) | &nbsp;&nbsp;&nbsp;&nbsp;1071921 | &nbsp;&nbsp;&nbsp;682072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61011320 | &nbsp;&nbsp;&nbsp;&nbsp;781786 |
| State Street Equity 500 Index II Portfolio<br>| 1456009 | &nbsp;&nbsp;&nbsp;&nbsp;773665154 | &nbsp;&nbsp;151024371 | &nbsp;&nbsp;&nbsp;34527205 | &nbsp;&nbsp;11954290 | &nbsp;&nbsp;&nbsp;47970822 | 1684134 | &nbsp;&nbsp;&nbsp;&nbsp;950087432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| 7141724 | &nbsp;&nbsp;&nbsp;&nbsp;819584254 | &nbsp;&nbsp;&nbsp;55501187 | &nbsp;&nbsp;108312495 | &nbsp;&nbsp;20417268 | &nbsp;&nbsp;126000025 | 6720564 | &nbsp;&nbsp;&nbsp;&nbsp;913190239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| 5789023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5789023 | &nbsp;&nbsp;157754477 | &nbsp;&nbsp;157756653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 5786847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5786847 | &nbsp;&nbsp;&nbsp;&nbsp;111554 |
| State Street Navigator Securities Lending Portfolio II<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;25119875 | &nbsp;&nbsp;&nbsp;21088775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 4031100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4031100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 |
| State Street Small/Mid Cap Equity Index Portfolio<br>| 1034720 | &nbsp;&nbsp;&nbsp;&nbsp;325460749 | &nbsp;&nbsp;&nbsp;18800000 | &nbsp;&nbsp;&nbsp;&nbsp;60118254 | &nbsp;&nbsp;&nbsp;(9774118) | &nbsp;&nbsp;&nbsp;14810139 | &nbsp;&nbsp;&nbsp;892389 | &nbsp;&nbsp;&nbsp;&nbsp;289178516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total<br>|  | $2185639144 | $476920089 | $414131920 | $13501283 | $202571368 |  | $2464499964 | $4553044 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2055 FUND

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.9% (a)** | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.9% (a)** |  |
| **DOMESTIC EQUITY — 51.9%** | **DOMESTIC EQUITY — 51.9%** | **DOMESTIC EQUITY — 51.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;1296937 | &nbsp;&nbsp;$731653769 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;750581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243225659 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974879428 |
| **DOMESTIC FIXED INCOME — 9.8%** | **DOMESTIC FIXED INCOME — 9.8%** | **DOMESTIC FIXED INCOME — 9.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Portfolio Long Term Treasury ETF<br>| &nbsp;&nbsp;6957507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184930536 |
| **INTERNATIONAL EQUITY — 38.2%** | **INTERNATIONAL EQUITY — 38.2%** | **INTERNATIONAL EQUITY — 38.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;5285857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718242260 |
| **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $1,557,028,018)<br>** | **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $1,557,028,018)<br>** | &nbsp;&nbsp;1878052224 |
| **SHORT-TERM INVESTMENT — 0.3%** | **SHORT-TERM INVESTMENT — 0.3%** | **SHORT-TERM INVESTMENT — 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (b)(c)<br>(Cost $4,978,589)<br>| &nbsp;&nbsp;4978589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4978589 |
| **TOTAL INVESTMENTS — 100.2%<br>(Cost $1,562,006,607)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;1883030813 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS — (0.2)% <br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3671165) |
| **NET ASSETS — 100.0%<br>**  |  | &nbsp;&nbsp;$1879359648 |

---

&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (c) | The rate shown is the annualized seven-day yield at June 30, 2025. |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products<br>| $1878052224 | $— | $— | $1878052224 |
| Short-Term Investment<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4978589 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4978589 |
| **TOTAL INVESTMENTS<br>**  | $1883030813 | $— | $— | $1883030813 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2055 FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| SPDR Portfolio Long Term Treasury ETF<br>| 6176039 | $161750462 | $40968157 | $20541548 | $(9342630) | $12096095 | 6957507 | $184930536 | $2763499 |
| State Street Equity 500 Index II Portfolio<br>| 1088396 | &nbsp;&nbsp;&nbsp;&nbsp;578330310 | &nbsp;&nbsp;128050277 | &nbsp;&nbsp;&nbsp;20467524 | &nbsp;&nbsp;&nbsp;5682200 | &nbsp;&nbsp;&nbsp;40058506 | 1296937 | &nbsp;&nbsp;&nbsp;&nbsp;731653769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| 5443037 | &nbsp;&nbsp;&nbsp;&nbsp;624642913 | &nbsp;&nbsp;&nbsp;56182421 | &nbsp;&nbsp;&nbsp;76236516 | &nbsp;&nbsp;&nbsp;5037840 | &nbsp;&nbsp;108615602 | 5285857 | &nbsp;&nbsp;&nbsp;&nbsp;718242260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| 4225282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225282 | &nbsp;&nbsp;129366381 | &nbsp;&nbsp;128613074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 4978589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4978589 | &nbsp;&nbsp;&nbsp;&nbsp;94625 |
| State Street Navigator Securities Lending Portfolio II<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;6492225 | &nbsp;&nbsp;&nbsp;&nbsp;6492225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033 |
| State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;822984 | &nbsp;&nbsp;&nbsp;&nbsp;258861221 | &nbsp;&nbsp;&nbsp;20738231 | &nbsp;&nbsp;&nbsp;41000000 | &nbsp;&nbsp;(6297397) | &nbsp;&nbsp;&nbsp;10923604 | &nbsp;&nbsp;&nbsp;750581 | &nbsp;&nbsp;&nbsp;&nbsp;243225659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total<br>|  | $1627810188 | $381797692 | $293350887 | $(4919987) | $171693807 |  | $1883030813 | $2860157 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2060 FUND

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.9% (a)** | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.9% (a)** |  |
| **DOMESTIC EQUITY — 51.8%** | **DOMESTIC EQUITY — 51.8%** | **DOMESTIC EQUITY — 51.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;902961 | &nbsp;&nbsp;$509396343 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;522458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169302569 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678698912 |
| **DOMESTIC FIXED INCOME — 9.9%** | **DOMESTIC FIXED INCOME — 9.9%** | **DOMESTIC FIXED INCOME — 9.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Portfolio Long Term Treasury ETF<br>| &nbsp;&nbsp;4847583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128848756 |
| **INTERNATIONAL EQUITY — 38.2%** | **INTERNATIONAL EQUITY — 38.2%** | **INTERNATIONAL EQUITY — 38.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;3680882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500158309 |
| **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $1,089,610,780)<br>** | **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $1,089,610,780)<br>** | &nbsp;&nbsp;1307705977 |
| **SHORT-TERM INVESTMENT — 0.2%** | **SHORT-TERM INVESTMENT — 0.2%** | **SHORT-TERM INVESTMENT — 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (b)(c)<br>(Cost $3,375,476)<br>| &nbsp;&nbsp;3375476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375476 |
| **TOTAL INVESTMENTS — 100.1%<br>(Cost $1,092,986,256)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;1311081453 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS — (0.1)% <br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1868290) |
| **NET ASSETS — 100.0%<br>**  |  | &nbsp;&nbsp;$1309213163 |

---

&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (c) | The rate shown is the annualized seven-day yield at June 30, 2025. |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products<br>| $1307705977 | $— | $— | $1307705977 |
| Short-Term Investment<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375476 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375476 |
| **TOTAL INVESTMENTS<br>**  | $1311081453 | $— | $— | $1311081453 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2060 FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| SPDR Portfolio Long Term Treasury ETF<br>| 4158642 | $108914835 | $30294874 | $12252160 | $(2509066) | $4400273 | 4847583 | $128848756 | $1891946 |
| State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;733858 | &nbsp;&nbsp;&nbsp;&nbsp;389942991 | &nbsp;&nbsp;100811016 | &nbsp;&nbsp;&nbsp;13560228 | &nbsp;&nbsp;&nbsp;2847957 | &nbsp;&nbsp;&nbsp;29354607 | &nbsp;&nbsp;&nbsp;902961 | &nbsp;&nbsp;&nbsp;&nbsp;509396343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| 3666959 | &nbsp;&nbsp;&nbsp;&nbsp;420820222 | &nbsp;&nbsp;&nbsp;54674606 | &nbsp;&nbsp;&nbsp;53426058 | &nbsp;&nbsp;&nbsp;&nbsp;(255445) | &nbsp;&nbsp;&nbsp;78344984 | 3680882 | &nbsp;&nbsp;&nbsp;&nbsp;500158309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| 2922162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2922162 | &nbsp;&nbsp;111193746 | &nbsp;&nbsp;110740432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 3375476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375476 | &nbsp;&nbsp;&nbsp;&nbsp;73754 |
| State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;554359 | &nbsp;&nbsp;&nbsp;&nbsp;174368049 | &nbsp;&nbsp;&nbsp;19676221 | &nbsp;&nbsp;&nbsp;28200000 | &nbsp;&nbsp;&nbsp;&nbsp;416645 | &nbsp;&nbsp;&nbsp;&nbsp;3041654 | &nbsp;&nbsp;&nbsp;522458 | &nbsp;&nbsp;&nbsp;&nbsp;169302569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total<br>|  | $1096968259 | $316650463 | $218178878 | $500091 | $115141518 |  | $1311081453 | $1965700 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2065 FUND

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.8% (a)** | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.8% (a)** |  |
| **DOMESTIC EQUITY — 51.8%** | **DOMESTIC EQUITY — 51.8%** | **DOMESTIC EQUITY — 51.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;291786 | &nbsp;&nbsp;$164607799 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;169311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54865263 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;219473062 |
| **DOMESTIC FIXED INCOME — 9.9%** | **DOMESTIC FIXED INCOME — 9.9%** | **DOMESTIC FIXED INCOME — 9.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Portfolio Long Term Treasury ETF<br>| &nbsp;&nbsp;1571821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41779002 |
| **INTERNATIONAL EQUITY — 38.1%** | **INTERNATIONAL EQUITY — 38.1%** | **INTERNATIONAL EQUITY — 38.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;1187990 | &nbsp;&nbsp;&nbsp;&nbsp;161424113 |
| **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $359,429,949)<br>** | **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $359,429,949)<br>** | &nbsp;&nbsp;&nbsp;422676177 |
| **SHORT-TERM INVESTMENT — 0.6%** | **SHORT-TERM INVESTMENT — 0.6%** | **SHORT-TERM INVESTMENT — 0.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (b)(c)<br>(Cost $2,658,804)<br>| &nbsp;&nbsp;2658804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658804 |
| **TOTAL INVESTMENTS — 100.4%<br>(Cost $362,088,753)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;425334981 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS — (0.4)% <br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1859410) |
| **NET ASSETS — 100.0%<br>**  |  | &nbsp;&nbsp;$423475571 |

---

&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (c) | The rate shown is the annualized seven-day yield at June 30, 2025. |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products<br>| $422676177 | $— | $— | $422676177 |
| Short-Term Investment<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658804 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658804 |
| **TOTAL INVESTMENTS<br>**  | $425334981 | $— | $— | $425334981 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2065 FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| SPDR Portfolio Long Term Treasury ETF<br>| 1310489 | $34321707 | $28434372 | $21638764 | $(1095391) | $1757078 | 1571821 | $41779002 | $604008 |
| State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;231817 | &nbsp;&nbsp;123178413 | &nbsp;&nbsp;&nbsp;40325956 | &nbsp;&nbsp;&nbsp;9022198 | &nbsp;&nbsp;&nbsp;2551403 | &nbsp;&nbsp;&nbsp;7574225 | &nbsp;&nbsp;&nbsp;291786 | &nbsp;&nbsp;164607799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| 1155344 | &nbsp;&nbsp;132587265 | &nbsp;&nbsp;&nbsp;24419820 | &nbsp;&nbsp;20423022 | &nbsp;&nbsp;&nbsp;1324693 | &nbsp;&nbsp;23515357 | 1187990 | &nbsp;&nbsp;161424113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| 1214221 | &nbsp;&nbsp;&nbsp;&nbsp;1214221 | &nbsp;&nbsp;&nbsp;&nbsp;33827116 | &nbsp;&nbsp;32382533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 2658804 | &nbsp;&nbsp;&nbsp;&nbsp;2658804 | &nbsp;&nbsp;&nbsp;27737 |
| State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;174695 | &nbsp;&nbsp;&nbsp;54948676 | &nbsp;&nbsp;&nbsp;&nbsp;9293178 | &nbsp;&nbsp;10340001 | &nbsp;&nbsp;&nbsp;1695387 | &nbsp;&nbsp;&nbsp;&nbsp;(731977) | &nbsp;&nbsp;&nbsp;169311 | &nbsp;&nbsp;&nbsp;54865263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total<br>|  | $346250282 | $136300442 | $93806518 | $4476092 | $32114683 |  | $425334981 | $631745 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2070 FUND

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.6% (a)** | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 99.6% (a)** |  |
| **DOMESTIC EQUITY — 51.7%** | **DOMESTIC EQUITY — 51.7%** | **DOMESTIC EQUITY — 51.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;23832 | &nbsp;&nbsp;$13444833 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;13831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4482005 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17926838 |
| **DOMESTIC FIXED INCOME — 9.9%** | **DOMESTIC FIXED INCOME — 9.9%** | **DOMESTIC FIXED INCOME — 9.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;SPDR Portfolio Long Term Treasury ETF<br>| &nbsp;&nbsp;128357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3411729 |
| **INTERNATIONAL EQUITY — 38.0%** | **INTERNATIONAL EQUITY — 38.0%** | **INTERNATIONAL EQUITY — 38.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;97034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13184933 |
| **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $31,531,256)<br>** | **TOTAL MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS<br>(Cost $31,531,256)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;34523500 |
| **SHORT-TERM INVESTMENT — 0.6%** | **SHORT-TERM INVESTMENT — 0.6%** | **SHORT-TERM INVESTMENT — 0.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (b)(c)<br>(Cost $218,476)<br>| &nbsp;&nbsp;218476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218476 |
| **TOTAL INVESTMENTS — 100.2%<br>(Cost $31,749,732)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34741976 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS — (0.2)% <br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73868) |
| **NET ASSETS — 100.0%<br>**  |  | &nbsp;&nbsp;$34668108 |

---

&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. | The Fund invests in other funds and financial statements of underlying funds can be found at www.sec.gov. |
| (a) | Affiliated fund managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (b) | The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below. |
| (c) | The rate shown is the annualized seven-day yield at June 30, 2025. |

---

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products<br>| $34523500 | $— | $— | $34523500 |
| Short-Term Investment<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218476 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218476 |
| **TOTAL INVESTMENTS<br>**  | $34741976 | $— | $— | $34741976 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2070 FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| SPDR Portfolio Long Term Treasury ETF<br>| 10940 | $286518 | $3196251 | $50969 | $1596 | $(21667) | 128357 | $3411729 | $29079 |
| State Street Equity 500 Index II Portfolio<br>| &nbsp;&nbsp;2021 | &nbsp;&nbsp;1073900 | &nbsp;&nbsp;11149879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20792 | &nbsp;&nbsp;&nbsp;(2427) | &nbsp;&nbsp;1244273 | &nbsp;&nbsp;23832 | &nbsp;&nbsp;13444833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Global All Cap Equity ex-U.S. Index Portfolio<br>| &nbsp;&nbsp;9999 | &nbsp;&nbsp;1147500 | &nbsp;&nbsp;11417668 | &nbsp;&nbsp;&nbsp;&nbsp;758001 | &nbsp;&nbsp;&nbsp;68027 | &nbsp;&nbsp;1309739 | &nbsp;&nbsp;97034 | &nbsp;&nbsp;13184933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;18080366 | &nbsp;&nbsp;17861890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 218476 | &nbsp;&nbsp;&nbsp;&nbsp;218476 | &nbsp;&nbsp;&nbsp;3941 |
| State Street Small/Mid Cap Equity Index Portfolio<br>| &nbsp;&nbsp;1522 | &nbsp;&nbsp;&nbsp;&nbsp;478600 | &nbsp;&nbsp;&nbsp;4012142 | &nbsp;&nbsp;&nbsp;&nbsp;437000 | &nbsp;&nbsp;(31664) | &nbsp;&nbsp;&nbsp;&nbsp;459927 | &nbsp;&nbsp;13831 | &nbsp;&nbsp;&nbsp;4482005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total<br>|  | $2986518 | $47856306 | $19128652 | $35532 | $2992272 |  | $34741976 | $33020 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

[This Page Intentionally Left Blank]

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENTS OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **State Street Target Retirement Fund** | **State Street Target Retirement 2025 Fund** | **State Street Target Retirement 2030 Fund** | **State Street Target Retirement 2035 Fund** |
| **ASSETS** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in affiliated issuers, at value\*<br>| $1515674446 | $1978894850 | $3272129279 | $3306439257 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for investments sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26800003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102100002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83300003 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for fund shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1543386 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends receivable — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securities lending income receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securities lending income receivable — affiliated issuers <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7651 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;1543153735 | &nbsp;&nbsp;&nbsp;2033870228 | &nbsp;&nbsp;&nbsp;3375902908 | &nbsp;&nbsp;&nbsp;3391540008 |
| **LIABILITIES** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable upon return of securities loaned<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16997100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2037600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103350 |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for investments purchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28476719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55359803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104116587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84573882 |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for fund shares repurchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2504430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3860793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5856313 |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132568 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26441 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132792 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4439 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38607 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub-transfer agent fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12319 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4291 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20640 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38086 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32453437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76502934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111747354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90945142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $1510700298 | $1957367294 | $3264155554 | $3300594866 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in capital<br>| $1440396346 | $1803872050 | $2877101136 | $2821175538 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70303952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153495244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387054418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479419328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $1510700298 | $1957367294 | $3264155554 | $3300594866 |
| **Class I** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$7708933 | $9170552 | $27130088 | $6839339 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459430 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $11.27 | $12.61 | $13.89 | $14.89 |
| **Class K** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$1487068328 | $1934443903 | $3202200822 | $3271826391 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131016447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151843390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228964617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217308776 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $11.35 | $12.74 | $13.99 | $15.06 |
| **Class R3** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$15923037 | $13752839 | $34824644 | $21929136 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2493018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $11.33 | $12.72 | $13.97 | $15.03 |
| **COST OF INVESTMENTS:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in affiliated issuers<br>| &nbsp;&nbsp;&nbsp;1450624751 | &nbsp;&nbsp;&nbsp;1837291918 | &nbsp;&nbsp;&nbsp;2924752586 | &nbsp;&nbsp;&nbsp;2878179368 |
| &nbsp;&nbsp;&nbsp;&nbsp;\* Includes investments in securities on loan, at value<br>| $1169470 | $16598299 | $1998997 | $101442 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **State Street Target Retirement 2040 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2045 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2050 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2055 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2060 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2065 Fund** |
| $3116970039 | &nbsp;&nbsp;$2866500470 | &nbsp;&nbsp;$2464499964 | &nbsp;&nbsp;$1883030813 | &nbsp;&nbsp;$1311081453 | &nbsp;&nbsp;$425334981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1601312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55706 |
| &nbsp;&nbsp;3185299599 | &nbsp;&nbsp;&nbsp;&nbsp;2917951664 | &nbsp;&nbsp;&nbsp;&nbsp;2501639103 | &nbsp;&nbsp;&nbsp;&nbsp;1903983927 | &nbsp;&nbsp;&nbsp;&nbsp;1325843640 | &nbsp;&nbsp;&nbsp;&nbsp;430118738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4031100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68686415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51210403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36293091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20824692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14346864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6015021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6905748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3321903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5656178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3519001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75991368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54904402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46318162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24624279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16630477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6643167 |
| $3109308231 | &nbsp;&nbsp;$2863047262 | &nbsp;&nbsp;$2455320941 | &nbsp;&nbsp;$1879359648 | &nbsp;&nbsp;$1309213163 | &nbsp;&nbsp;$423475571 |
| $2593407949 | &nbsp;&nbsp;$2354299446 | &nbsp;&nbsp;$1997281203 | &nbsp;&nbsp;$1542586168 | &nbsp;&nbsp;$1085191340 | &nbsp;&nbsp;$354389124 |
| &nbsp;&nbsp;&nbsp;&nbsp;515900282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508747816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458039738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336773480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224021823 | &nbsp;&nbsp;&nbsp;&nbsp;69086447 |
| $3109308231 | &nbsp;&nbsp;$2863047262 | &nbsp;&nbsp;$2455320941 | &nbsp;&nbsp;$1879359648 | &nbsp;&nbsp;$1309213163 | &nbsp;&nbsp;$423475571 |
| &nbsp;&nbsp;&nbsp;$6985913 | &nbsp;&nbsp;&nbsp;&nbsp;$3560816 | &nbsp;&nbsp;$3914818 | &nbsp;&nbsp;$1408570 | &nbsp;&nbsp;$989856 | &nbsp;&nbsp;$175790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10445 |
| $15.40 | &nbsp;&nbsp;$16.15 | &nbsp;&nbsp;$16.31 | &nbsp;&nbsp;$16.85 | &nbsp;&nbsp;$17.19 | &nbsp;&nbsp;$16.83 |
| &nbsp;&nbsp;&nbsp;$3070345261 | &nbsp;&nbsp;&nbsp;&nbsp;$2835562061 | &nbsp;&nbsp;$2424826937 | &nbsp;&nbsp;$1855328116 | &nbsp;&nbsp;$1299178665 | &nbsp;&nbsp;$420550342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196604654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174368663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146895444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109275551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75248822 | &nbsp;&nbsp;&nbsp;&nbsp;24995731 |
| $15.62 | &nbsp;&nbsp;$16.26 | &nbsp;&nbsp;$16.51 | &nbsp;&nbsp;$16.98 | &nbsp;&nbsp;$17.27 | &nbsp;&nbsp;$16.82 |
| &nbsp;&nbsp;&nbsp;$31977057 | &nbsp;&nbsp;&nbsp;&nbsp;$23924385 | &nbsp;&nbsp;$26579186 | &nbsp;&nbsp;$22622962 | &nbsp;&nbsp;$9044642 | &nbsp;&nbsp;$2749439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1612778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163414 |
| $15.60 | &nbsp;&nbsp;$16.24 | &nbsp;&nbsp;$16.48 | &nbsp;&nbsp;$16.95 | &nbsp;&nbsp;$17.23 | &nbsp;&nbsp;$16.83 |
| &nbsp;&nbsp;2665986395 | &nbsp;&nbsp;&nbsp;&nbsp;2409510052 | &nbsp;&nbsp;&nbsp;&nbsp;2040350386 | &nbsp;&nbsp;&nbsp;&nbsp;1562006607 | &nbsp;&nbsp;&nbsp;&nbsp;1092986256 | &nbsp;&nbsp;&nbsp;&nbsp;362088753 |
| $885114 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$4125216 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— |

---

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENTS OF ASSETS AND LIABILITIES (continued)

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
|  | **State Street Target Retirement 2070 Fund** |
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in affiliated issuers, at value<br>| $34741976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for investments sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for fund shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79421 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends receivable — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;35191884 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for investments purchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491881 |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2574 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3212 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $34668108 |
| **NET ASSETS CONSIST OF:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in capital<br>| $31613941 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;3054167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $34668108 |
| **Class I** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$1122875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $11.23 |
| **Class K** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$32415682 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2886359 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $11.23 |
| **Class R3** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$1129551 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100720 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $11.21 |
| **COST OF INVESTMENTS:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in affiliated issuers<br>| &nbsp;&nbsp;&nbsp;31749732 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

[This Page Intentionally Left Blank]

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENTS OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **State Street Target Retirement Fund** | **State Street Target Retirement 2025 Fund** | **State Street Target Retirement 2030 Fund** | **State Street Target Retirement 2035 Fund** |
| **INVESTMENT INCOME** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividend income — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;$14477172 | $19084514 | $23125196 | $17273734 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated securities lending income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164633 |
| &nbsp;&nbsp;&nbsp;&nbsp;Affiliated securities lending income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95188 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENT INCOME (LOSS)<br>**  | &nbsp;&nbsp;&nbsp;14602766 | &nbsp;&nbsp;&nbsp;&nbsp;19364277 | &nbsp;&nbsp;&nbsp;&nbsp;23501056 | &nbsp;&nbsp;&nbsp;&nbsp;17533555 |
| **EXPENSES** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory fee<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765306 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765306 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sub-transfer agent fee |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class I<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class R3<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution fees |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class R3<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26428 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18046 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147906 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50156 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21667 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21081 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3734 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45425 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1943586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1918750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses waived/reimbursed by the Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(935065) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1404666) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1596732) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1173218) |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(150098) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(152680) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745532 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $14752864 | $19516957 | $23154202 | $16788023 |
| **REALIZED AND UNREALIZED GAIN (LOSS)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(730482) | &nbsp;&nbsp;&nbsp;&nbsp;14229644 | &nbsp;&nbsp;&nbsp;&nbsp;22243950 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52706589 | &nbsp;&nbsp;&nbsp;103841115 | &nbsp;&nbsp;&nbsp;203270002 | &nbsp;&nbsp;&nbsp;226369982 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET REALIZED AND UNREALIZED GAIN (LOSS)<br>**  | &nbsp;&nbsp;&nbsp;52780721 | &nbsp;&nbsp;&nbsp;103110633 | &nbsp;&nbsp;&nbsp;217499646 | &nbsp;&nbsp;&nbsp;248613932 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $67533585 | $122627590 | $240653848 | $265401955 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **State Street Target Retirement 2040 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2045 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2050 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2055 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2060 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2065 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2070 Fund** |
| &nbsp;&nbsp;&nbsp;$11594543 | &nbsp;&nbsp;&nbsp;&nbsp;$7485787 | &nbsp;&nbsp;$4552763 | &nbsp;&nbsp;$2858124 | &nbsp;&nbsp;$1965700 | &nbsp;&nbsp;$631745 | &nbsp;&nbsp;$33020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;11682825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7486490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4553052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1707560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1527638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(935425) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(807876) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(756330) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(652840) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(565051) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(280720) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73803) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6629 |
| $10776924 | &nbsp;&nbsp;$6586806 | &nbsp;&nbsp;$3781744 | &nbsp;&nbsp;$2279993 | &nbsp;&nbsp;$1580962 | &nbsp;&nbsp;$533276 | &nbsp;&nbsp;$26391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31275070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21506191 | &nbsp;&nbsp;&nbsp;&nbsp;13501283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4919987) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500091 | &nbsp;&nbsp;&nbsp;&nbsp;4476092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220247842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221850130 | &nbsp;&nbsp;&nbsp;&nbsp;202571368 | &nbsp;&nbsp;&nbsp;&nbsp;171693807 | &nbsp;&nbsp;&nbsp;&nbsp;115141518 | &nbsp;&nbsp;&nbsp;&nbsp;32114683 | &nbsp;&nbsp;&nbsp;&nbsp;2992272 |
| &nbsp;&nbsp;251522912 | &nbsp;&nbsp;&nbsp;&nbsp;243356321 | &nbsp;&nbsp;&nbsp;&nbsp;216072651 | &nbsp;&nbsp;&nbsp;&nbsp;166773820 | &nbsp;&nbsp;&nbsp;&nbsp;115641609 | &nbsp;&nbsp;&nbsp;&nbsp;36590775 | &nbsp;&nbsp;&nbsp;&nbsp;3027804 |
| $262299836 | &nbsp;&nbsp;$249943127 | &nbsp;&nbsp;$219854395 | &nbsp;&nbsp;$169053813 | &nbsp;&nbsp;$117222571 | &nbsp;&nbsp;$37124051 | &nbsp;&nbsp;$3054195 |

---

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[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **State Street Target Retirement Fund** | **State Street Target Retirement Fund** | **State Street Target Retirement 2025 Fund** | **State Street Target Retirement 2025 Fund** |
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$14752864 | $23682177 | $19516957 | $64949700 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5120214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(730482) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61760850 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52706589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18591145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103841115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43446343 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67533585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47393536 | &nbsp;&nbsp;&nbsp;&nbsp;122627590 | &nbsp;&nbsp;&nbsp;&nbsp;170156893 |
| **DISTRIBUTIONS TO SHAREHOLDERS:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Class I<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(182455) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(640650) |
| &nbsp;&nbsp;&nbsp;&nbsp;Class K<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(34595560) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(123737366) |
| &nbsp;&nbsp;&nbsp;&nbsp;Class R3<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(228817) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(768020) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Total distributions to shareholders <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(35006832) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(125146036) |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |  |  |  |
| **Class I** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from sale of shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3427843 |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares issued in connection with the tax-free transfer of assets from State Street Target Retirement 2020 Fund (Note 10)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3586561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640650 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(234793) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(607099) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2922090) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3875112) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4035784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1689149) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193381 |
| **Class K** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from sale of shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167251458 | &nbsp;&nbsp;&nbsp;&nbsp;142874081 | &nbsp;&nbsp;&nbsp;&nbsp;188059409 | &nbsp;&nbsp;&nbsp;&nbsp;412382799 |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares issued in connection with the tax-free transfer of assets from State Street Target Retirement 2020 Fund (Note 10)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797561133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34483467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;123398432 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(164773740) | &nbsp;&nbsp;&nbsp;(241130459) | &nbsp;&nbsp;&nbsp;&nbsp;(322555270) | &nbsp;&nbsp;&nbsp;&nbsp;(542608256) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;800038851 | &nbsp;&nbsp;&nbsp;&nbsp;(63772911) | &nbsp;&nbsp;&nbsp;&nbsp;(134495861) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6827025) |
| **Class R3** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from sale of shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11513558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2156461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4272867 |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares issued in connection with the tax-free transfer of assets from State Street Target Retirement 2020 Fund (Note 10)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768020 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1187250) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(791990) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2384314) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5452778) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10833410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(227853) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(411891) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from beneficial interest transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;814908045 | &nbsp;&nbsp;&nbsp;&nbsp;(62627131) | &nbsp;&nbsp;&nbsp;&nbsp;(136412863) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7045535) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;882441630 | &nbsp;&nbsp;&nbsp;&nbsp;(50240427) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13785273) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37965322 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;628258668 | &nbsp;&nbsp;&nbsp;&nbsp;678499095 | &nbsp;&nbsp;&nbsp;1971152567 | &nbsp;&nbsp;&nbsp;1933187245 |
| **NET ASSETS AT END OF PERIOD<br>**  | $1510700298 | $628258668 | $1957367294 | $1971152567 |
| **SHARES OF BENEFICIAL INTEREST:** |  |  |  |  |
| **Class I** |  |  |  |  |
| Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285405 |
| Shares issued in connection with the tax-free transfer of assets from State Street Target Retirement 2020 Fund (Note 10)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53881 |
| Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22022) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55501) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(245163) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(324413) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(143150) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14873 |
| **Class K** |  |  |  |  |
| Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15258374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13066399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15403571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33669126 |
| Shares issued in connection with the tax-free transfer of assets from State Street Target Retirement 2020 Fund (Note 10)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73103881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3201808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10283203 |
| Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15055766) | &nbsp;&nbsp;&nbsp;&nbsp;(21872089) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26430607) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44000412) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73306489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5603882) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11027036) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48083) |
| **Class R3** |  |  |  |  |
| Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350789 |
| Shares issued in connection with the tax-free transfer of assets from State Street Target Retirement 2020 Fund (Note 10)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63948 |
| Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106190) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72244) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(193463) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(444688) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16965) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29951) |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **State Street Target Retirement 2030 Fund** | **State Street Target Retirement 2030 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2035 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2035 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2040 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2040 Fund** |
| **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** |
| &nbsp;&nbsp;&nbsp;$23154202 | &nbsp;&nbsp;&nbsp;&nbsp;$89352984 | &nbsp;&nbsp;$16788023 | &nbsp;&nbsp;$82406644 | &nbsp;&nbsp;$10776924 | &nbsp;&nbsp;$70981952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14229644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110761592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22243950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106320792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31275070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108032941 |
| &nbsp;&nbsp;&nbsp;&nbsp;203270002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78482741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226369982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97802068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220247842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101743236 |
| &nbsp;&nbsp;&nbsp;&nbsp;240653848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278597317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265401955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286529504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262299836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280758129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1351412) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(343917) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(295827) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(176728323) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(156957195) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(133844859) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1827718) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(923196) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1248425) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(179907453) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(158224308) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(135389111) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2851542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2061304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1120467) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1159258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(659158) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2122078) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(339158) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(749041) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1731075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2253458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(184371) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(579268) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353481555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642831714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359823209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683111175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340795790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606375105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176185354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156129992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133212906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(367027563) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(588213998) | &nbsp;&nbsp;&nbsp;&nbsp;(330275493) | &nbsp;&nbsp;&nbsp;&nbsp;(553972014) | &nbsp;&nbsp;&nbsp;&nbsp;(297281651) | &nbsp;&nbsp;&nbsp;&nbsp;(467531595) |
| &nbsp;&nbsp;&nbsp;&nbsp;(13546008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230803070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29547716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285269153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43514139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272056416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3867166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6691941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5131252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4831443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5680926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1827718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5533559) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7389315) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1344614) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2609305) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4668489) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5454345) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1666393) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3445143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475006 |
| &nbsp;&nbsp;&nbsp;&nbsp;(13481326) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234186872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30159160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288135028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43765232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274054274 |
| &nbsp;&nbsp;&nbsp;&nbsp;227172522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332876736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295561115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416440224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306065068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419423292 |
| &nbsp;&nbsp;3036983032 | &nbsp;&nbsp;&nbsp;2704106296 | &nbsp;&nbsp;&nbsp;3005033751 | &nbsp;&nbsp;&nbsp;2588593527 | &nbsp;&nbsp;&nbsp;2803243163 | &nbsp;&nbsp;&nbsp;2383819871 |
| $3264155554 | &nbsp;&nbsp;$3036983032 | &nbsp;&nbsp;$3300594866 | &nbsp;&nbsp;$3005033751 | &nbsp;&nbsp;$3109308231 | &nbsp;&nbsp;$2803243163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83837) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(89254) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48709) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(157501) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22936) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54053) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14727) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46485) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26640814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48836451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25385399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48873759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23283951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42180443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13531901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11208183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250896 |
| &nbsp;&nbsp;&nbsp;&nbsp;(27772792) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44299121) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23375490) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39280253) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20292883) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32315942) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1131978) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18069231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2009909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20801689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2991068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19115397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(421460) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(567577) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(94208) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(186239) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(312375) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(385692) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(129926) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100996 |

---

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENTS OF CHANGES IN NET ASSETS (continued)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **State Street Target Retirement 2045 Fund** | **State Street Target Retirement 2045 Fund** | **State Street Target Retirement 2050 Fund** | **State Street Target Retirement 2050 Fund** |
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$6586806 | $62047146 | $3781744 | $51362737 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21506191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99859988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13501283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76066054 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation<br>| &nbsp;&nbsp;&nbsp;&nbsp;221850130 | &nbsp;&nbsp;&nbsp;&nbsp;106287390 | &nbsp;&nbsp;&nbsp;&nbsp;202571368 | &nbsp;&nbsp;&nbsp;&nbsp;107657341 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;249943127 | &nbsp;&nbsp;&nbsp;&nbsp;268194524 | &nbsp;&nbsp;&nbsp;&nbsp;219854395 | &nbsp;&nbsp;&nbsp;&nbsp;235086132 |
| **DISTRIBUTIONS TO SHAREHOLDERS:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Class I<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(150890) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(152711) |
| &nbsp;&nbsp;&nbsp;&nbsp;Class K<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(121989017) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(97482983) |
| &nbsp;&nbsp;&nbsp;&nbsp;Class R3<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(822288) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1004095) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Total distributions to shareholders <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(122962195) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98639789) |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |  |  |  |
| **Class I** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from sale of shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609827 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152711 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(227373) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1002050) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(178027) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(856680) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11886) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(242460) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(94142) |
| **Class K** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from sale of shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309457146 | &nbsp;&nbsp;&nbsp;&nbsp;629665812 | &nbsp;&nbsp;&nbsp;&nbsp;288771489 | &nbsp;&nbsp;&nbsp;&nbsp;578621564 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;121422010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97007141 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(263359987) | &nbsp;&nbsp;&nbsp;&nbsp;(461780108) | &nbsp;&nbsp;&nbsp;&nbsp;(234174283) | &nbsp;&nbsp;&nbsp;&nbsp;(397533956) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46097159 | &nbsp;&nbsp;&nbsp;&nbsp;289307714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54597206 | &nbsp;&nbsp;&nbsp;&nbsp;278094749 |
| **Class R3** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from sale of shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3977679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6046592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3426019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6749720 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004095 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1243876) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4033797) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4357615) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5858675) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2733803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2835083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(931596) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895140 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from beneficial interest transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48819076 | &nbsp;&nbsp;&nbsp;&nbsp;291900337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53759396 | &nbsp;&nbsp;&nbsp;&nbsp;279895747 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;298762203 | &nbsp;&nbsp;&nbsp;&nbsp;437132666 | &nbsp;&nbsp;&nbsp;&nbsp;273613791 | &nbsp;&nbsp;&nbsp;&nbsp;416342090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;2564285059 | &nbsp;&nbsp;&nbsp;2127152393 | &nbsp;&nbsp;&nbsp;2181707150 | &nbsp;&nbsp;&nbsp;1765365060 |
| **NET ASSETS AT END OF PERIOD<br>**  | $2863047262 | $2564285059 | $2455320941 | $2181707150 |
| **SHARES OF BENEFICIAL INTEREST:** |  |  |  |  |
| **Class I** |  |  |  |  |
| Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40730 |
| Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10194 |
| Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15239) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11728) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58737) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(860) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17570) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7813) |
| **Class K** |  |  |  |  |
| Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20380148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42355682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18784214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38643071 |
| Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8116445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6403112 |
| Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17326014) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30736446) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15230190) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26309711) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3054134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19735681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3554024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18736472 |
| **Class R3** |  |  |  |  |
| Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458596 |
| Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66190 |
| Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81850) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(272653) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(274594) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(384748) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49812) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140038 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **State Street Target Retirement 2055 Fund** | **State Street Target Retirement 2055 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2060 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2060 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2065 Fund** | &nbsp;&nbsp;**State Street Target Retirement 2065 Fund** |
| **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** |
| &nbsp;&nbsp;&nbsp;$2279993 | &nbsp;&nbsp;&nbsp;&nbsp;$38019679 | &nbsp;&nbsp;$1580962 | &nbsp;&nbsp;$25503772 | &nbsp;&nbsp;$533276 | &nbsp;&nbsp;$7950801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4919987) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58325696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27431630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4476092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4686011 |
| &nbsp;&nbsp;&nbsp;&nbsp;171693807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77628997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115141518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58160809 | &nbsp;&nbsp;&nbsp;&nbsp;32114683 | &nbsp;&nbsp;&nbsp;&nbsp;18538550 |
| &nbsp;&nbsp;&nbsp;&nbsp;169053813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173974372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117222571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111096211 | &nbsp;&nbsp;&nbsp;&nbsp;37124051 | &nbsp;&nbsp;&nbsp;&nbsp;31175362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54563) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36740) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1474) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(70681594) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44098387) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9459167) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(719168) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(286122) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32627) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71455325) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44421249) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9493268) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(140797) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1356445) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128346) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(286369) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4946) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(354793) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5737) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(748489) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34818) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(247460) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261346699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512722967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244889340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443257175 | &nbsp;&nbsp;&nbsp;&nbsp;90223800 | &nbsp;&nbsp;&nbsp;157814282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70285029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43715962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9430600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(178961211) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(321685575) | &nbsp;&nbsp;&nbsp;&nbsp;(148116460) | &nbsp;&nbsp;&nbsp;&nbsp;(246110778) | &nbsp;&nbsp;&nbsp;&nbsp;(50618145) | &nbsp;&nbsp;&nbsp;&nbsp;(48697617) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82385488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261322421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96772880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240862359 | &nbsp;&nbsp;&nbsp;&nbsp;39605655 | &nbsp;&nbsp;&nbsp;&nbsp;118547265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3674934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7313253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1543942) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2906793) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1156104) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1374444) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(161468) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(235522) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5125628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1852560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84510743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265699560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96908701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242748848 | &nbsp;&nbsp;&nbsp;&nbsp;40792922 | &nbsp;&nbsp;&nbsp;&nbsp;119120881 |
| &nbsp;&nbsp;&nbsp;&nbsp;253564556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368218607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214131272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309423810 | &nbsp;&nbsp;&nbsp;&nbsp;77916973 | &nbsp;&nbsp;&nbsp;140802975 |
| &nbsp;&nbsp;1625795092 | &nbsp;&nbsp;&nbsp;1257576485 | &nbsp;&nbsp;&nbsp;1095081891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785658081 | &nbsp;&nbsp;&nbsp;345558598 | &nbsp;&nbsp;&nbsp;204755623 |
| $1879359648 | &nbsp;&nbsp;$1625795092 | &nbsp;&nbsp;$1309213163 | &nbsp;&nbsp;$1095081891 | &nbsp;&nbsp;$423475571 | &nbsp;&nbsp;$345558598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8998) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(85768) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7931) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19287) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(318) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24510) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(129) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45395) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2010) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17739) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16558150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33394283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15263847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28390368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5769244 | &nbsp;&nbsp;&nbsp;&nbsp;10450477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4514132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2761589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610790 |
| &nbsp;&nbsp;&nbsp;&nbsp;(11333288) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20689978) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9227506) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15641860) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3249248) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3186981) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5224862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17218437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6036341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15510097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2519996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7874286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(97492) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(187772) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71423) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(89187) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10195) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15702) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53885 |

---

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENTS OF CHANGES IN NET ASSETS (continued)

------

---

| | | |
|:---|:---|:---|
|  | **State Street Target Retirement 2070 Fund** | **State Street Target Retirement 2070 Fund** |
|  | **Six Months<br> Ended\*<br> 6/30/25<br> (Unaudited)** | **For the Period<br> 12/31/24\*-<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$26391 | $(11) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation<br>| &nbsp;&nbsp;&nbsp;&nbsp;2992272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;3054195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39) |
| **DISTRIBUTIONS TO SHAREHOLDERS:** |  |  |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |  |
| **Class I** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from sale of shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1000000 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1000000 |
| **Class K** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from sale of shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28822724 | &nbsp;&nbsp;&nbsp;1000000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(216800) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;28605924 | &nbsp;&nbsp;&nbsp;1000000 |
| **Class R3** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from sale of shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8028 | &nbsp;&nbsp;&nbsp;1000000 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8028 | &nbsp;&nbsp;&nbsp;1000000 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from beneficial interest transactions <br>**  | &nbsp;&nbsp;&nbsp;28613952 | &nbsp;&nbsp;&nbsp;3000000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;31668147 | &nbsp;&nbsp;&nbsp;2999961 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;2999961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **NET ASSETS AT END OF PERIOD<br>**  | $34668108 | $2999961 |
| **SHARES OF BENEFICIAL INTEREST:** |  |  |
| **Class I** |  |  |
| Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 |
| **Class K** |  |  |
| Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;2807479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 |
| Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21120) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;2786359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 |
| **Class R3** |  |  |
| Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 |

---

<br> \* Commencement of operations.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT FUND

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$10.68 | &nbsp;&nbsp;$10.55 | &nbsp;&nbsp;$10.03 | &nbsp;&nbsp;$12.01 | &nbsp;&nbsp;$11.99 | &nbsp;&nbsp;$11.05 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.14 | &nbsp;&nbsp;&nbsp;&nbsp;0.38 | &nbsp;&nbsp;&nbsp;&nbsp;0.38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.31 | &nbsp;&nbsp;&nbsp;&nbsp;0.17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.38 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.45 | &nbsp;&nbsp;&nbsp;&nbsp;0.37 | &nbsp;&nbsp;&nbsp;&nbsp;0.69 | &nbsp;&nbsp;&nbsp;&nbsp;(1.77) | &nbsp;&nbsp;&nbsp;&nbsp;0.65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.75 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.59 | &nbsp;&nbsp;&nbsp;&nbsp;0.75 | &nbsp;&nbsp;&nbsp;&nbsp;1.07 | &nbsp;&nbsp;&nbsp;&nbsp;(1.46) | &nbsp;&nbsp;&nbsp;&nbsp;0.82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.13 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.41) | &nbsp;&nbsp;&nbsp;&nbsp;(0.35) | &nbsp;&nbsp;&nbsp;&nbsp;(0.31) | &nbsp;&nbsp;&nbsp;&nbsp;(0.28) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.18) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.21) | &nbsp;&nbsp;&nbsp;&nbsp;(0.20) | &nbsp;&nbsp;&nbsp;&nbsp;(0.21) | &nbsp;&nbsp;&nbsp;&nbsp;(0.52) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.01) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.62) | &nbsp;&nbsp;&nbsp;&nbsp;(0.55) | &nbsp;&nbsp;&nbsp;&nbsp;(0.52) | &nbsp;&nbsp;&nbsp;&nbsp;(0.80) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.19) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$11.27 | &nbsp;&nbsp;$10.68 | &nbsp;&nbsp;$10.55 | &nbsp;&nbsp;$10.03 | &nbsp;&nbsp;$12.01 | &nbsp;&nbsp;$11.99 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;5.52% | &nbsp;&nbsp;&nbsp;&nbsp;7.07% | &nbsp;&nbsp;&nbsp;10.71% | &nbsp;&nbsp;&nbsp;(12.19)% | &nbsp;&nbsp;&nbsp;&nbsp;6.87% | &nbsp;&nbsp;&nbsp;&nbsp;10.25% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$7709 | &nbsp;&nbsp;$3351 | &nbsp;&nbsp;$3275 | &nbsp;&nbsp;$724 | &nbsp;&nbsp;$906 | &nbsp;&nbsp;$21801 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.25%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;&nbsp;0.27% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.28% | &nbsp;&nbsp;&nbsp;&nbsp;0.42% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.24% |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.07%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;0.10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.10% | &nbsp;&nbsp;&nbsp;&nbsp;0.24% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;2.67%(d) | &nbsp;&nbsp;&nbsp;&nbsp;3.48% | &nbsp;&nbsp;&nbsp;&nbsp;3.66% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.79% | &nbsp;&nbsp;&nbsp;&nbsp;1.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.26% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$10.75 | &nbsp;&nbsp;$10.61 | &nbsp;&nbsp;$10.09 | &nbsp;&nbsp;$12.08 | &nbsp;&nbsp;$11.97 | &nbsp;&nbsp;$11.03 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.78) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.87 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.09 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.46) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.13 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.43) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.37) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.32) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.31) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.18) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.21) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.20) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.21) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.52) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.01) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.64) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.57) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.53) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.83) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.19) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$11.35 | &nbsp;&nbsp;$10.75 | &nbsp;&nbsp;$10.61 | &nbsp;&nbsp;$10.09 | &nbsp;&nbsp;$12.08 | &nbsp;&nbsp;$11.97 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.58% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.26% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.77% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12.11)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.92% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.29% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$1487068 | &nbsp;&nbsp;$620511 | &nbsp;&nbsp;$671982 | &nbsp;&nbsp;$596200 | &nbsp;&nbsp;$635314 | &nbsp;&nbsp;$491138 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.03)%(d)(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.02)%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.01)%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.02)%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.03)%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.03)%(e) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.81%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.54% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.39% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.93% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.40% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.29% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Due to the Fund waiving acquired Fund fees, the waiver exceeded total fund expenses.

(f) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**For the<br> Period<br> 2/28/22\*-<br> 12/31/22** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$10.76 | &nbsp;&nbsp;$10.62 | &nbsp;&nbsp;$10.10 | &nbsp;&nbsp;$11.59 |
| **Income (loss) from investment operations:** |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13 | &nbsp;&nbsp;&nbsp;&nbsp;0.37 | &nbsp;&nbsp;&nbsp;&nbsp;0.31 | &nbsp;&nbsp;&nbsp;&nbsp;0.25 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.44 | &nbsp;&nbsp;&nbsp;&nbsp;0.37 | &nbsp;&nbsp;&nbsp;&nbsp;0.72 | &nbsp;&nbsp;&nbsp;&nbsp;(1.27) |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.57 | &nbsp;&nbsp;&nbsp;&nbsp;0.74 | &nbsp;&nbsp;&nbsp;&nbsp;1.03 | &nbsp;&nbsp;&nbsp;&nbsp;(1.02) |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.39) | &nbsp;&nbsp;&nbsp;&nbsp;(0.31) | &nbsp;&nbsp;&nbsp;&nbsp;(0.26) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.21) | &nbsp;&nbsp;&nbsp;&nbsp;(0.20) | &nbsp;&nbsp;&nbsp;&nbsp;(0.21) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.60) | &nbsp;&nbsp;&nbsp;&nbsp;(0.51) | &nbsp;&nbsp;&nbsp;&nbsp;(0.47) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$11.33 | &nbsp;&nbsp;$10.76 | &nbsp;&nbsp;$10.62 | &nbsp;&nbsp;$10.10 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.30% | &nbsp;&nbsp;&nbsp;&nbsp;6.88% | &nbsp;&nbsp;&nbsp;10.21% | &nbsp;&nbsp;&nbsp;&nbsp;(8.77)% |
| **Ratios and Supplemental Data:** |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$15923 | &nbsp;&nbsp;$4397 | &nbsp;&nbsp;$3243 | &nbsp;&nbsp;$2548 |
| **Ratios to Average Net Assets:** |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.61%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.49% | &nbsp;&nbsp;&nbsp;&nbsp;0.66% | &nbsp;&nbsp;&nbsp;&nbsp;0.66%(d) |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.43%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.32% | &nbsp;&nbsp;&nbsp;&nbsp;0.49% | &nbsp;&nbsp;&nbsp;&nbsp;0.48%(d) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.47%(d) | &nbsp;&nbsp;&nbsp;&nbsp;3.37% | &nbsp;&nbsp;&nbsp;&nbsp;2.97% | &nbsp;&nbsp;&nbsp;&nbsp;2.76%(d) |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17% |

---

\* Commencement of operations.

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2025 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$11.85 | &nbsp;&nbsp;$11.62 | &nbsp;&nbsp;$10.70 | &nbsp;&nbsp;$13.50 | &nbsp;&nbsp;$13.06 | &nbsp;&nbsp;$11.92 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.38 | &nbsp;&nbsp;&nbsp;&nbsp;0.37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.30 | &nbsp;&nbsp;&nbsp;&nbsp;0.15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.50 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.64 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;(2.40) | &nbsp;&nbsp;&nbsp;&nbsp;1.16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.26 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.02 | &nbsp;&nbsp;&nbsp;&nbsp;1.45 | &nbsp;&nbsp;&nbsp;&nbsp;(2.10) | &nbsp;&nbsp;&nbsp;&nbsp;1.31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.76 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.40) | &nbsp;&nbsp;&nbsp;&nbsp;(0.35) | &nbsp;&nbsp;&nbsp;&nbsp;(0.30) | &nbsp;&nbsp;&nbsp;&nbsp;(0.29) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.25) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.39) | &nbsp;&nbsp;&nbsp;&nbsp;(0.18) | &nbsp;&nbsp;&nbsp;&nbsp;(0.40) | &nbsp;&nbsp;&nbsp;&nbsp;(0.58) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.37) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.79) | &nbsp;&nbsp;&nbsp;&nbsp;(0.53) | &nbsp;&nbsp;&nbsp;&nbsp;(0.70) | &nbsp;&nbsp;&nbsp;&nbsp;(0.87) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.62) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$12.61 | &nbsp;&nbsp;$11.85 | &nbsp;&nbsp;$11.62 | &nbsp;&nbsp;$10.70 | &nbsp;&nbsp;$13.50 | &nbsp;&nbsp;$13.06 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;6.41% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.76% | &nbsp;&nbsp;&nbsp;13.58% | &nbsp;&nbsp;&nbsp;(15.47)% | &nbsp;&nbsp;&nbsp;10.03% | &nbsp;&nbsp;&nbsp;&nbsp;14.66% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$9171 | &nbsp;&nbsp;$10309 | &nbsp;&nbsp;$9938 | &nbsp;&nbsp;$3610 | &nbsp;&nbsp;$5301 | &nbsp;&nbsp;$59792 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.25%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.27% | &nbsp;&nbsp;&nbsp;&nbsp;0.26% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26% | &nbsp;&nbsp;&nbsp;&nbsp;0.38% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.10%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;0.25% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.89%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.13% | &nbsp;&nbsp;&nbsp;&nbsp;3.26% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.46% | &nbsp;&nbsp;&nbsp;&nbsp;1.11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.96% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2025 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$11.96 | &nbsp;&nbsp;$11.72 | &nbsp;&nbsp;$10.79 | &nbsp;&nbsp;$13.60 | &nbsp;&nbsp;$13.09 | &nbsp;&nbsp;$11.94 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.27 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.42) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.50 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.05 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.09) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.77 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.42) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.36) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.32) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.25) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.39) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.18) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.40) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.58) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.37) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.81) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.54) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.72) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.91) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.62) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$12.74 | &nbsp;&nbsp;$11.96 | &nbsp;&nbsp;$11.72 | &nbsp;&nbsp;$10.79 | &nbsp;&nbsp;$13.60 | &nbsp;&nbsp;$13.09 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.52% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.92% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.68% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15.33)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.81% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.84% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$1934444 | &nbsp;&nbsp;$1947698 | &nbsp;&nbsp;$1910011 | &nbsp;&nbsp;$1615466 | &nbsp;&nbsp;$1738831 | &nbsp;&nbsp;$1228301 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.02)%(d)(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.01)%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.01)%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.01)%(e) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.04%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.26% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.09% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.73% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.57% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.24% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11%(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Due to the Fund waiving acquired Fund fees, the waiver exceeded total fund expenses.

(f) Amount is less than 0.005%.

(g) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2025 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**For the<br> Period<br> 2/28/22\*-<br> 12/31/22** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$11.97 | &nbsp;&nbsp;$11.74 | &nbsp;&nbsp;$10.80 | &nbsp;&nbsp;$12.89 |
| **Income (loss) from investment operations:** |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.09 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.12 | &nbsp;&nbsp;&nbsp;&nbsp;(1.69) |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.42 | &nbsp;&nbsp;&nbsp;&nbsp;(1.43) |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.36) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.30) | &nbsp;&nbsp;&nbsp;&nbsp;(0.26) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.39) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.18) | &nbsp;&nbsp;&nbsp;&nbsp;(0.40) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.75) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.48) | &nbsp;&nbsp;&nbsp;&nbsp;(0.66) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$12.72 | &nbsp;&nbsp;$11.97 | &nbsp;&nbsp;$11.74 | &nbsp;&nbsp;$10.80 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.27% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.27% | &nbsp;&nbsp;&nbsp;&nbsp;13.09% | &nbsp;&nbsp;&nbsp;&nbsp;(10.96)% |
| **Ratios and Supplemental Data:** |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$13753 | &nbsp;&nbsp;$13145 | &nbsp;&nbsp;$13239 | &nbsp;&nbsp;$11524 |
| **Ratios to Average Net Assets:** |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.63%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.62% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.63% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.63%(d) |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.48%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.49% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.49% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.50%(d) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.55%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.72% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.62% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.64%(d) |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16% |

---

\* Commencement of operations.

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2030 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$12.86 | &nbsp;&nbsp;$12.43 | &nbsp;&nbsp;$11.19 | &nbsp;&nbsp;$14.29 | &nbsp;&nbsp;$13.70 | &nbsp;&nbsp;$12.26 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.09 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26 | &nbsp;&nbsp;&nbsp;&nbsp;0.11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.53 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.40 | &nbsp;&nbsp;&nbsp;&nbsp;(2.71) | &nbsp;&nbsp;&nbsp;&nbsp;1.36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.58 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.03 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.75 | &nbsp;&nbsp;&nbsp;&nbsp;(2.45) | &nbsp;&nbsp;&nbsp;&nbsp;1.47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.11 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.38) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.34) | &nbsp;&nbsp;&nbsp;&nbsp;(0.26) | &nbsp;&nbsp;&nbsp;&nbsp;(0.27) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.24) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.41) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.17) | &nbsp;&nbsp;&nbsp;&nbsp;(0.39) | &nbsp;&nbsp;&nbsp;&nbsp;(0.61) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.43) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.79) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.51) | &nbsp;&nbsp;&nbsp;&nbsp;(0.65) | &nbsp;&nbsp;&nbsp;&nbsp;(0.88) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.67) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$13.89 | &nbsp;&nbsp;$12.86 | &nbsp;&nbsp;$12.43 | &nbsp;&nbsp;$11.19 | &nbsp;&nbsp;$14.29 | &nbsp;&nbsp;$13.70 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.80% | &nbsp;&nbsp;&nbsp;&nbsp;15.63% | &nbsp;&nbsp;&nbsp;(17.13)% | &nbsp;&nbsp;&nbsp;10.76% | &nbsp;&nbsp;&nbsp;&nbsp;17.26% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$27130 | &nbsp;&nbsp;$23408 | &nbsp;&nbsp;$20488 | &nbsp;&nbsp;$6903 | &nbsp;&nbsp;$8838 | &nbsp;&nbsp;$69750 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.23%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.27% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25% | &nbsp;&nbsp;&nbsp;&nbsp;0.37% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;0.27% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.42%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.92% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.93% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.04% | &nbsp;&nbsp;&nbsp;&nbsp;0.74% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2030 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$12.95 | &nbsp;&nbsp;$12.51 | &nbsp;&nbsp;$11.26 | &nbsp;&nbsp;$14.36 | &nbsp;&nbsp;$13.72 | &nbsp;&nbsp;$12.27 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.27 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.73) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.86 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.04 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.44) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.13 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.40) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.35) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.27) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.31) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.25) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.41) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.17) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.39) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.61) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.43) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.81) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.52) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.66) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.92) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.68) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$13.99 | &nbsp;&nbsp;$12.95 | &nbsp;&nbsp;$12.51 | &nbsp;&nbsp;$11.26 | &nbsp;&nbsp;$14.36 | &nbsp;&nbsp;$13.72 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.97% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.74% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16.95)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.37% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.24% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$3202201 | &nbsp;&nbsp;$2979566 | &nbsp;&nbsp;$2651799 | &nbsp;&nbsp;$1991503 | &nbsp;&nbsp;$2055047 | &nbsp;&nbsp;$1367241 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.52%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.90% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.37% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.13% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2030 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**For the<br> Period<br> 2/28/22\*-<br> 12/31/22** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$12.97 | &nbsp;&nbsp;$12.52 | &nbsp;&nbsp;$11.27 | &nbsp;&nbsp;$13.51 |
| **Income (loss) from investment operations:** |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.21 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.85) |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.64) |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.29) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.21) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.41) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.17) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.39) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.74) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.46) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.60) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$13.97 | &nbsp;&nbsp;$12.97 | &nbsp;&nbsp;$12.52 | &nbsp;&nbsp;$11.27 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.71% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.50% | &nbsp;&nbsp;&nbsp;&nbsp;15.15% | &nbsp;&nbsp;&nbsp;&nbsp;(12.10)% |
| **Ratios and Supplemental Data:** |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$34825 | &nbsp;&nbsp;$34010 | &nbsp;&nbsp;$31819 | &nbsp;&nbsp;$26891 |
| **Ratios to Average Net Assets:** |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.62%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.62% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.62% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.63%(d) |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.52%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.52% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.52% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.52%(d) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.01%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.52% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.32% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.04%(d) |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14% |

---

\* Commencement of operations.

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2035 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$13.69 | &nbsp;&nbsp;$13.06 | &nbsp;&nbsp;$11.64 | &nbsp;&nbsp;$14.96 | &nbsp;&nbsp;$14.16 | &nbsp;&nbsp;$12.54 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.38 | &nbsp;&nbsp;&nbsp;&nbsp;0.30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.21 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.56 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.13 | &nbsp;&nbsp;&nbsp;&nbsp;1.00 | &nbsp;&nbsp;&nbsp;&nbsp;1.65 | &nbsp;&nbsp;&nbsp;&nbsp;(2.92) | &nbsp;&nbsp;&nbsp;&nbsp;1.55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.71 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.20 | &nbsp;&nbsp;&nbsp;&nbsp;1.38 | &nbsp;&nbsp;&nbsp;&nbsp;1.95 | &nbsp;&nbsp;&nbsp;&nbsp;(2.71) | &nbsp;&nbsp;&nbsp;&nbsp;1.61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.27 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.38) | &nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;(0.22) | &nbsp;&nbsp;&nbsp;&nbsp;(0.26) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.24) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.37) | &nbsp;&nbsp;&nbsp;&nbsp;(0.20) | &nbsp;&nbsp;&nbsp;&nbsp;(0.39) | &nbsp;&nbsp;&nbsp;&nbsp;(0.55) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.41) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.75) | &nbsp;&nbsp;&nbsp;&nbsp;(0.53) | &nbsp;&nbsp;&nbsp;&nbsp;(0.61) | &nbsp;&nbsp;&nbsp;&nbsp;(0.81) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.65) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$14.89 | &nbsp;&nbsp;$13.69 | &nbsp;&nbsp;$13.06 | &nbsp;&nbsp;$11.64 | &nbsp;&nbsp;$14.96 | &nbsp;&nbsp;$14.16 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;8.77% | &nbsp;&nbsp;&nbsp;10.49% | &nbsp;&nbsp;&nbsp;16.70% | &nbsp;&nbsp;&nbsp;(18.02)% | &nbsp;&nbsp;&nbsp;&nbsp;11.38% | &nbsp;&nbsp;&nbsp;&nbsp;18.05% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$6839 | &nbsp;&nbsp;$6491 | &nbsp;&nbsp;$6801 | &nbsp;&nbsp;$3527 | &nbsp;&nbsp;$4878 | &nbsp;&nbsp;$49518 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.24%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.28% | &nbsp;&nbsp;&nbsp;&nbsp;0.27% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.28% | &nbsp;&nbsp;&nbsp;&nbsp;0.38% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.16%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;0.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.10% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.98%(d) | &nbsp;&nbsp;&nbsp;&nbsp;2.69% | &nbsp;&nbsp;&nbsp;&nbsp;2.43% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.60% | &nbsp;&nbsp;&nbsp;&nbsp;0.41% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.14% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2035 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$13.84 | &nbsp;&nbsp;$13.20 | &nbsp;&nbsp;$11.75 | &nbsp;&nbsp;$15.09 | &nbsp;&nbsp;$14.21 | &nbsp;&nbsp;$12.57 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.01 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.97) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.03 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.71) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.29 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.40) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.34) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.24) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.24) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.37) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.20) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.39) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.55) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.41) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.77) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.54) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.63) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.85) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.65) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$15.06 | &nbsp;&nbsp;$13.84 | &nbsp;&nbsp;$13.20 | &nbsp;&nbsp;$11.75 | &nbsp;&nbsp;$15.09 | &nbsp;&nbsp;$14.21 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.82% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.62% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.94% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17.89)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.19% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$3271826 | &nbsp;&nbsp;$2979142 | &nbsp;&nbsp;$2566604 | &nbsp;&nbsp;$1883267 | &nbsp;&nbsp;$1863635 | &nbsp;&nbsp;$1215824 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.10%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.87% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.71% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.26% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.03% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2035 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**For the<br> Period<br> 2/28/22\*-<br> 12/31/22** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$13.85 | &nbsp;&nbsp;$13.21 | &nbsp;&nbsp;$11.76 | &nbsp;&nbsp;$14.13 |
| **Income (loss) from investment operations:** |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.18 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.65 | &nbsp;&nbsp;&nbsp;&nbsp;(1.98) |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.92 | &nbsp;&nbsp;&nbsp;&nbsp;(1.80) |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.27) | &nbsp;&nbsp;&nbsp;&nbsp;(0.18) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.37) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.20) | &nbsp;&nbsp;&nbsp;&nbsp;(0.39) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.70) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.47) | &nbsp;&nbsp;&nbsp;&nbsp;(0.57) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$15.03 | &nbsp;&nbsp;$13.85 | &nbsp;&nbsp;$13.21 | &nbsp;&nbsp;$11.76 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.52% | &nbsp;&nbsp;&nbsp;&nbsp;10.05% | &nbsp;&nbsp;&nbsp;&nbsp;16.34% | &nbsp;&nbsp;&nbsp;&nbsp;(12.69)% |
| **Ratios and Supplemental Data:** |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$21929 | &nbsp;&nbsp;$19401 | &nbsp;&nbsp;$15189 | &nbsp;&nbsp;$11922 |
| **Ratios to Average Net Assets:** |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.62%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.62% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.63% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.63%(d) |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.55%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.54% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.54% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.54%(d) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.60%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.42% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.70%(d) |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12% |

---

\* Commencement of operations.

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2040 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$14.11 | &nbsp;&nbsp;$13.31 | &nbsp;&nbsp;$11.74 | &nbsp;&nbsp;$15.19 | &nbsp;&nbsp;$14.35 | &nbsp;&nbsp;$12.65 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.05 | &nbsp;&nbsp;&nbsp;&nbsp;0.36 | &nbsp;&nbsp;&nbsp;&nbsp;0.29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.21 | &nbsp;&nbsp;&nbsp;&nbsp;0.02 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.58 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.24 | &nbsp;&nbsp;&nbsp;&nbsp;1.14 | &nbsp;&nbsp;&nbsp;&nbsp;1.79 | &nbsp;&nbsp;&nbsp;&nbsp;(3.03) | &nbsp;&nbsp;&nbsp;&nbsp;1.67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.79 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.29 | &nbsp;&nbsp;&nbsp;&nbsp;1.50 | &nbsp;&nbsp;&nbsp;&nbsp;2.08 | &nbsp;&nbsp;&nbsp;&nbsp;(2.82) | &nbsp;&nbsp;&nbsp;&nbsp;1.69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.37 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.36) | &nbsp;&nbsp;&nbsp;&nbsp;(0.31) | &nbsp;&nbsp;&nbsp;&nbsp;(0.20) | &nbsp;&nbsp;&nbsp;&nbsp;(0.26) | &nbsp;&nbsp;&nbsp;&nbsp;(0.23) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.34) | &nbsp;&nbsp;&nbsp;&nbsp;(0.20) | &nbsp;&nbsp;&nbsp;&nbsp;(0.43) | &nbsp;&nbsp;&nbsp;&nbsp;(0.59) | &nbsp;&nbsp;&nbsp;&nbsp;(0.44) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.70) | &nbsp;&nbsp;&nbsp;&nbsp;(0.51) | &nbsp;&nbsp;&nbsp;&nbsp;(0.63) | &nbsp;&nbsp;&nbsp;&nbsp;(0.85) | &nbsp;&nbsp;&nbsp;&nbsp;(0.67) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$15.40 | &nbsp;&nbsp;$14.11 | &nbsp;&nbsp;$13.31 | &nbsp;&nbsp;$11.74 | &nbsp;&nbsp;$15.19 | &nbsp;&nbsp;$14.35 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;9.14% | &nbsp;&nbsp;&nbsp;&nbsp;11.24% | &nbsp;&nbsp;&nbsp;17.65% | &nbsp;&nbsp;&nbsp;(18.51)% | &nbsp;&nbsp;&nbsp;&nbsp;11.75% | &nbsp;&nbsp;&nbsp;&nbsp;18.70% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$6986 | &nbsp;&nbsp;$6302 | &nbsp;&nbsp;$5479 | &nbsp;&nbsp;$2780 | &nbsp;&nbsp;$2991 | &nbsp;&nbsp;$51116 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.24%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.27% | &nbsp;&nbsp;&nbsp;&nbsp;0.27% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.28% | &nbsp;&nbsp;&nbsp;&nbsp;0.39% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.18%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.21% | &nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;0.32% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.10% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.64%(d) | &nbsp;&nbsp;&nbsp;&nbsp;2.55% | &nbsp;&nbsp;&nbsp;&nbsp;2.31% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.62% | &nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.25% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2040 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$14.30 | &nbsp;&nbsp;$13.48 | &nbsp;&nbsp;$11.88 | &nbsp;&nbsp;$15.36 | &nbsp;&nbsp;$14.36 | &nbsp;&nbsp;$12.66 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.07) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.12 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.83) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.37 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.38) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.32) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.22) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.23) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.34) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.20) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.43) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.59) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.44) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.72) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.52) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.65) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.89) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.67) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$15.62 | &nbsp;&nbsp;$14.30 | &nbsp;&nbsp;$13.48 | &nbsp;&nbsp;$11.88 | &nbsp;&nbsp;$15.36 | &nbsp;&nbsp;$14.36 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.23% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.40% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.82% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18.40)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.79% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$3070345 | &nbsp;&nbsp;$2767819 | &nbsp;&nbsp;$2352248 | &nbsp;&nbsp;$1664976 | &nbsp;&nbsp;$1677750 | &nbsp;&nbsp;$1076641 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.76%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.68% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.52% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.79% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.23% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.94% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2040 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**For the<br> Period<br> 2/28/22\*-<br> 12/31/22** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$14.31 | &nbsp;&nbsp;$13.49 | &nbsp;&nbsp;$11.89 | &nbsp;&nbsp;$14.35 |
| **Income (loss) from investment operations:** |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.16 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.03) |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.05 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.87) |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.25) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.16) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.34) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.20) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.43) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.64) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.45) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.59) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$15.60 | &nbsp;&nbsp;$14.31 | &nbsp;&nbsp;$13.49 | &nbsp;&nbsp;$11.89 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.01% | &nbsp;&nbsp;&nbsp;&nbsp;10.83% | &nbsp;&nbsp;&nbsp;&nbsp;17.22% | &nbsp;&nbsp;&nbsp;&nbsp;(13.03)% |
| **Ratios and Supplemental Data:** |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$31977 | &nbsp;&nbsp;$29123 | &nbsp;&nbsp;$26093 | &nbsp;&nbsp;$21698 |
| **Ratios to Average Net Assets:** |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.62%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.62% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.63% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.64%(d) |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.56%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.56% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.55% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.55%(d) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.89% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.44%(d) |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12% |

---

\* Commencement of operations.

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2045 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$14.75 | &nbsp;&nbsp;$13.83 | &nbsp;&nbsp;$12.09 | &nbsp;&nbsp;$15.72 | &nbsp;&nbsp;$14.58 | &nbsp;&nbsp;$12.72 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.03 | &nbsp;&nbsp;&nbsp;&nbsp;0.34 | &nbsp;&nbsp;&nbsp;&nbsp;0.32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20 | &nbsp;&nbsp;&nbsp;&nbsp;0.03 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.58 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.37 | &nbsp;&nbsp;&nbsp;&nbsp;1.30 | &nbsp;&nbsp;&nbsp;&nbsp;1.91 | &nbsp;&nbsp;&nbsp;&nbsp;(3.19) | &nbsp;&nbsp;&nbsp;&nbsp;1.88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.87 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.40 | &nbsp;&nbsp;&nbsp;&nbsp;1.64 | &nbsp;&nbsp;&nbsp;&nbsp;2.23 | &nbsp;&nbsp;&nbsp;&nbsp;(2.99) | &nbsp;&nbsp;&nbsp;&nbsp;1.91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.45 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.35) | &nbsp;&nbsp;&nbsp;&nbsp;(0.31) | &nbsp;&nbsp;&nbsp;&nbsp;(0.20) | &nbsp;&nbsp;&nbsp;&nbsp;(0.28) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.22) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.37) | &nbsp;&nbsp;&nbsp;&nbsp;(0.18) | &nbsp;&nbsp;&nbsp;&nbsp;(0.44) | &nbsp;&nbsp;&nbsp;&nbsp;(0.49) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.37) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.72) | &nbsp;&nbsp;&nbsp;&nbsp;(0.49) | &nbsp;&nbsp;&nbsp;&nbsp;(0.64) | &nbsp;&nbsp;&nbsp;&nbsp;(0.77) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.59) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$16.15 | &nbsp;&nbsp;$14.75 | &nbsp;&nbsp;$13.83 | &nbsp;&nbsp;$12.09 | &nbsp;&nbsp;$15.72 | &nbsp;&nbsp;$14.58 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;9.56% | &nbsp;&nbsp;&nbsp;&nbsp;11.84% | &nbsp;&nbsp;&nbsp;18.45% | &nbsp;&nbsp;&nbsp;(18.93)% | &nbsp;&nbsp;&nbsp;13.08% | &nbsp;&nbsp;&nbsp;&nbsp;19.26% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$3561 | &nbsp;&nbsp;$3263 | &nbsp;&nbsp;$3304 | &nbsp;&nbsp;$1645 | &nbsp;&nbsp;$2357 | &nbsp;&nbsp;$23059 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.24%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.28% | &nbsp;&nbsp;&nbsp;&nbsp;0.27% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.28% | &nbsp;&nbsp;&nbsp;&nbsp;0.39% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.21% |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.18%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.21% | &nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.18% | &nbsp;&nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.10% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.39%(d) | &nbsp;&nbsp;&nbsp;&nbsp;2.29% | &nbsp;&nbsp;&nbsp;&nbsp;2.42% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.46% | &nbsp;&nbsp;&nbsp;&nbsp;0.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.27% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2045 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$14.84 | &nbsp;&nbsp;$13.91 | &nbsp;&nbsp;$12.16 | &nbsp;&nbsp;$15.79 | &nbsp;&nbsp;$14.58 | &nbsp;&nbsp;$12.72 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.21) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.21 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.97) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.02 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.46 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.38) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.22) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.32) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.23) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.37) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.18) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.44) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.49) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.37) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.75) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.51) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.66) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.81) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.60) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$16.26 | &nbsp;&nbsp;$14.84 | &nbsp;&nbsp;$13.91 | &nbsp;&nbsp;$12.16 | &nbsp;&nbsp;$15.79 | &nbsp;&nbsp;$14.58 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.57% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.00% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.56% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18.75)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.83% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.28% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$2835562 | &nbsp;&nbsp;$2541824 | &nbsp;&nbsp;$2108582 | &nbsp;&nbsp;$1459184 | &nbsp;&nbsp;$1409868 | &nbsp;&nbsp;$847354 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.16% |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.51%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.57% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.47% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.80% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.32% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.93% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2045 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**For the<br> Period<br> 2/28/22\*-<br> 12/31/22** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$14.85 | &nbsp;&nbsp;$13.92 | &nbsp;&nbsp;$12.17 | &nbsp;&nbsp;$14.72 |
| **Income (loss) from investment operations:** |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.13) |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.96) |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.25) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.15) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.37) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.18) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.44) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.67) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.43) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.59) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$16.24 | &nbsp;&nbsp;$14.85 | &nbsp;&nbsp;$13.92 | &nbsp;&nbsp;$12.17 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.36% | &nbsp;&nbsp;&nbsp;&nbsp;11.43% | &nbsp;&nbsp;&nbsp;&nbsp;17.95% | &nbsp;&nbsp;&nbsp;&nbsp;(13.21)% |
| **Ratios and Supplemental Data:** |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$23924 | &nbsp;&nbsp;$19198 | &nbsp;&nbsp;$15266 | &nbsp;&nbsp;$10148 |
| **Ratios to Average Net Assets:** |  |  |  |  |
| Total expenses (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.63%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.62% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.63% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.64%(e) |
| Net expenses (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.56%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.56% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.56% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.55%(e) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(e)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.99% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.57%(e) |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10%(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10% |

---

\* Commencement of operations.

(a) Net investment income per share is calculated using the average shares method.

(b) Amount is less than $0.005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Does not include expenses of the Underlying Funds in which the Fund invests.

(e) Annualized.

(f) Amount is less than 0.005%.

(g) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2050 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$14.85 | &nbsp;&nbsp;$13.82 | &nbsp;&nbsp;$11.96 | &nbsp;&nbsp;$15.62 | &nbsp;&nbsp;$14.48 | &nbsp;&nbsp;$12.60 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.02 | &nbsp;&nbsp;&nbsp;&nbsp;0.34 | &nbsp;&nbsp;&nbsp;&nbsp;0.28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.61 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.44 | &nbsp;&nbsp;&nbsp;&nbsp;1.38 | &nbsp;&nbsp;&nbsp;&nbsp;2.01 | &nbsp;&nbsp;&nbsp;&nbsp;(3.23) | &nbsp;&nbsp;&nbsp;&nbsp;1.90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.87 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.46 | &nbsp;&nbsp;&nbsp;&nbsp;1.72 | &nbsp;&nbsp;&nbsp;&nbsp;2.29 | &nbsp;&nbsp;&nbsp;&nbsp;(3.00) | &nbsp;&nbsp;&nbsp;&nbsp;1.90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.48 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.35) | &nbsp;&nbsp;&nbsp;&nbsp;(0.30) | &nbsp;&nbsp;&nbsp;&nbsp;(0.20) | &nbsp;&nbsp;&nbsp;&nbsp;(0.28) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.22) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.34) | &nbsp;&nbsp;&nbsp;&nbsp;(0.13) | &nbsp;&nbsp;&nbsp;&nbsp;(0.46) | &nbsp;&nbsp;&nbsp;&nbsp;(0.48) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.38) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.69) | &nbsp;&nbsp;&nbsp;&nbsp;(0.43) | &nbsp;&nbsp;&nbsp;&nbsp;(0.66) | &nbsp;&nbsp;&nbsp;&nbsp;(0.76) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.60) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$16.31 | &nbsp;&nbsp;$14.85 | &nbsp;&nbsp;$13.82 | &nbsp;&nbsp;$11.96 | &nbsp;&nbsp;$15.62 | &nbsp;&nbsp;$14.48 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;9.83% | &nbsp;&nbsp;&nbsp;12.38% | &nbsp;&nbsp;&nbsp;19.16% | &nbsp;&nbsp;&nbsp;(19.19)% | &nbsp;&nbsp;&nbsp;13.12% | &nbsp;&nbsp;&nbsp;&nbsp;19.67% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$3915 | &nbsp;&nbsp;$3469 | &nbsp;&nbsp;$3336 | &nbsp;&nbsp;$1923 | &nbsp;&nbsp;$1596 | &nbsp;&nbsp;$24016 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.26%(e) | &nbsp;&nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.31% | &nbsp;&nbsp;&nbsp;&nbsp;0.41% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.24% |
| Net expenses (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.19%(e) | &nbsp;&nbsp;&nbsp;&nbsp;0.22% | &nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.21% | &nbsp;&nbsp;&nbsp;&nbsp;0.31% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.10% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.22%(e) | &nbsp;&nbsp;&nbsp;&nbsp;2.28% | &nbsp;&nbsp;&nbsp;&nbsp;2.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.73% | &nbsp;&nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.48% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Amount is less than $0.005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Does not include expenses of the Underlying Funds in which the Fund invests.

(e) Annualized.

(f) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2050 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$15.02 | &nbsp;&nbsp;$13.97 | &nbsp;&nbsp;$12.08 | &nbsp;&nbsp;$15.77 | &nbsp;&nbsp;$14.49 | &nbsp;&nbsp;$12.60 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.03 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.01 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.27) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.24 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.02) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.49 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.37) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.32) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.21) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.32) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.22) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.34) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.13) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.46) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.48) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.38) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.71) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.45) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.67) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.80) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.60) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$16.51 | &nbsp;&nbsp;$15.02 | &nbsp;&nbsp;$13.97 | &nbsp;&nbsp;$12.08 | &nbsp;&nbsp;$15.77 | &nbsp;&nbsp;$14.49 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.92% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.56% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19.10)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.37% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.76% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$2424827 | &nbsp;&nbsp;$2153242 | &nbsp;&nbsp;$1740744 | &nbsp;&nbsp;$1121272 | &nbsp;&nbsp;$1021959 | &nbsp;&nbsp;$587556 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.34%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.54% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.51% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.84% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.42% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.98% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2050 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**For the<br> Period<br> 2/11/22\*-<br> 12/31/22** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$15.03 | &nbsp;&nbsp;$13.98 | &nbsp;&nbsp;$12.08 | &nbsp;&nbsp;$14.87 |
| **Income (loss) from investment operations:** |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.01) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.02 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.35) |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.18) |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.29) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.25) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.15) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.34) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.13) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.46) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.63) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.38) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.61) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$16.48 | &nbsp;&nbsp;$15.03 | &nbsp;&nbsp;$13.98 | &nbsp;&nbsp;$12.08 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.65% | &nbsp;&nbsp;&nbsp;&nbsp;11.98% | &nbsp;&nbsp;&nbsp;&nbsp;18.85% | &nbsp;&nbsp;&nbsp;&nbsp;(14.64)% |
| **Ratios and Supplemental Data:** |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$26579 | &nbsp;&nbsp;$24996 | &nbsp;&nbsp;$21284 | &nbsp;&nbsp;$13177 |
| **Ratios to Average Net Assets:** |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.63%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.63% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.64% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.66%(d) |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.56%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.56% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.55% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.55%(d) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.16)%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.91% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.47%(d) |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10% |

---

\* Commencement of operations.

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2055 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$15.33 | &nbsp;&nbsp;$14.24 | &nbsp;&nbsp;$12.29 | &nbsp;&nbsp;$15.98 | &nbsp;&nbsp;$14.72 | &nbsp;&nbsp;$12.68 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.01 | &nbsp;&nbsp;&nbsp;&nbsp;0.23 | &nbsp;&nbsp;&nbsp;&nbsp;0.32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.23 | &nbsp;&nbsp;&nbsp;&nbsp;0.01 | &nbsp;&nbsp;&nbsp;&nbsp;0.63 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.51 | &nbsp;&nbsp;&nbsp;&nbsp;1.54 | &nbsp;&nbsp;&nbsp;&nbsp;2.06 | &nbsp;&nbsp;&nbsp;&nbsp;(3.31) | &nbsp;&nbsp;&nbsp;&nbsp;1.95 | &nbsp;&nbsp;&nbsp;&nbsp;1.86 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.52 | &nbsp;&nbsp;&nbsp;&nbsp;1.77 | &nbsp;&nbsp;&nbsp;&nbsp;2.38 | &nbsp;&nbsp;&nbsp;&nbsp;(3.08) | &nbsp;&nbsp;&nbsp;&nbsp;1.96 | &nbsp;&nbsp;&nbsp;&nbsp;2.49 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.35) | &nbsp;&nbsp;&nbsp;&nbsp;(0.31) | &nbsp;&nbsp;&nbsp;&nbsp;(0.20) | &nbsp;&nbsp;&nbsp;&nbsp;(0.28) | &nbsp;&nbsp;&nbsp;&nbsp;(0.22) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;(0.12) | &nbsp;&nbsp;&nbsp;&nbsp;(0.41) | &nbsp;&nbsp;&nbsp;&nbsp;(0.42) | &nbsp;&nbsp;&nbsp;&nbsp;(0.23) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.68) | &nbsp;&nbsp;&nbsp;&nbsp;(0.43) | &nbsp;&nbsp;&nbsp;&nbsp;(0.61) | &nbsp;&nbsp;&nbsp;&nbsp;(0.70) | &nbsp;&nbsp;&nbsp;&nbsp;(0.45) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$16.85 | &nbsp;&nbsp;$15.33 | &nbsp;&nbsp;$14.24 | &nbsp;&nbsp;$12.29 | &nbsp;&nbsp;$15.98 | &nbsp;&nbsp;$14.72 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;9.92% | &nbsp;&nbsp;&nbsp;12.40% | &nbsp;&nbsp;&nbsp;19.33% | &nbsp;&nbsp;&nbsp;(19.23)% | &nbsp;&nbsp;&nbsp;13.32% | &nbsp;&nbsp;&nbsp;19.60% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$1409 | &nbsp;&nbsp;$1284 | &nbsp;&nbsp;$1838 | &nbsp;&nbsp;$996 | &nbsp;&nbsp;$715 | &nbsp;&nbsp;$8940 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.32%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.33% | &nbsp;&nbsp;&nbsp;&nbsp;0.31% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.34% | &nbsp;&nbsp;&nbsp;&nbsp;0.44% | &nbsp;&nbsp;&nbsp;&nbsp;0.32% |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.24%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.25% | &nbsp;&nbsp;&nbsp;&nbsp;0.21% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.21% | &nbsp;&nbsp;&nbsp;&nbsp;0.31% | &nbsp;&nbsp;&nbsp;&nbsp;0.09% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.09%(d) | &nbsp;&nbsp;&nbsp;&nbsp;1.51% | &nbsp;&nbsp;&nbsp;&nbsp;2.42% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.72% | &nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;4.61% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2055 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$15.43 | &nbsp;&nbsp;$14.32 | &nbsp;&nbsp;$12.36 | &nbsp;&nbsp;$16.06 | &nbsp;&nbsp;$14.70 | &nbsp;&nbsp;$12.66 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.07 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.23 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.07) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.49 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.38) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.22) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.22) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.12) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.41) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.42) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.23) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.71) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.45) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.63) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.75) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.45) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$16.98 | &nbsp;&nbsp;$15.43 | &nbsp;&nbsp;$14.32 | &nbsp;&nbsp;$12.36 | &nbsp;&nbsp;$16.06 | &nbsp;&nbsp;$14.70 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.66% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.45% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19.09)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.31% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.65% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$1855328 | &nbsp;&nbsp;$1606001 | &nbsp;&nbsp;$1243394 | &nbsp;&nbsp;$770434 | &nbsp;&nbsp;$641834 | &nbsp;&nbsp;$323975 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.27% |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.28%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.56% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.53% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.90% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.52% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.05% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2055 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**For the<br> Period<br> 2/28/22\*-<br> 12/31/22** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$15.45 | &nbsp;&nbsp;$14.33 | &nbsp;&nbsp;$12.37 | &nbsp;&nbsp;$14.94 |
| **Income (loss) from investment operations:** |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.02) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.07 | &nbsp;&nbsp;&nbsp;&nbsp;(2.18) |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.33 | &nbsp;&nbsp;&nbsp;&nbsp;(2.01) |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.30) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.25) | &nbsp;&nbsp;&nbsp;&nbsp;(0.15) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.12) | &nbsp;&nbsp;&nbsp;&nbsp;(0.41) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.63) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.37) | &nbsp;&nbsp;&nbsp;&nbsp;(0.56) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$16.95 | &nbsp;&nbsp;$15.45 | &nbsp;&nbsp;$14.33 | &nbsp;&nbsp;$12.37 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.71% | &nbsp;&nbsp;&nbsp;&nbsp;12.15% | &nbsp;&nbsp;&nbsp;&nbsp;18.84% | &nbsp;&nbsp;&nbsp;(13.40)% |
| **Ratios and Supplemental Data:** |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$22623 | &nbsp;&nbsp;$18510 | &nbsp;&nbsp;$12344 | &nbsp;&nbsp;$7963 |
| **Ratios to Average Net Assets:** |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.64%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.64% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.65% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.68%(d) |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.56%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.56% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.55% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.55%(d) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.23)%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.91% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.54%(d) |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9% |

---

\* Commencement of operations.

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2060 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$15.63 | &nbsp;&nbsp;$14.45 | &nbsp;&nbsp;$12.45 | &nbsp;&nbsp;$16.06 | &nbsp;&nbsp;$14.69 | &nbsp;&nbsp;$12.53 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.01 | &nbsp;&nbsp;&nbsp;&nbsp;0.41 | &nbsp;&nbsp;&nbsp;&nbsp;0.33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.22 | &nbsp;&nbsp;&nbsp;&nbsp;0.05 | &nbsp;&nbsp;&nbsp;&nbsp;0.59 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.55 | &nbsp;&nbsp;&nbsp;&nbsp;1.41 | &nbsp;&nbsp;&nbsp;&nbsp;2.06 | &nbsp;&nbsp;&nbsp;&nbsp;(3.30) | &nbsp;&nbsp;&nbsp;&nbsp;1.97 | &nbsp;&nbsp;&nbsp;&nbsp;1.87 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.56 | &nbsp;&nbsp;&nbsp;&nbsp;1.82 | &nbsp;&nbsp;&nbsp;&nbsp;2.39 | &nbsp;&nbsp;&nbsp;&nbsp;(3.08) | &nbsp;&nbsp;&nbsp;&nbsp;2.02 | &nbsp;&nbsp;&nbsp;&nbsp;2.46 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.36) | &nbsp;&nbsp;&nbsp;&nbsp;(0.31) | &nbsp;&nbsp;&nbsp;&nbsp;(0.20) | &nbsp;&nbsp;&nbsp;&nbsp;(0.29) | &nbsp;&nbsp;&nbsp;&nbsp;(0.22) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.28) | &nbsp;&nbsp;&nbsp;&nbsp;(0.08) | &nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;(0.36) | &nbsp;&nbsp;&nbsp;&nbsp;(0.08) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.64) | &nbsp;&nbsp;&nbsp;&nbsp;(0.39) | &nbsp;&nbsp;&nbsp;&nbsp;(0.53) | &nbsp;&nbsp;&nbsp;&nbsp;(0.65) | &nbsp;&nbsp;&nbsp;&nbsp;(0.30) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$17.19 | &nbsp;&nbsp;$15.63 | &nbsp;&nbsp;$14.45 | &nbsp;&nbsp;$12.45 | &nbsp;&nbsp;$16.06 | &nbsp;&nbsp;$14.69 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;9.98% | &nbsp;&nbsp;&nbsp;12.57% | &nbsp;&nbsp;&nbsp;19.22% | &nbsp;&nbsp;&nbsp;(19.16)% | &nbsp;&nbsp;&nbsp;13.75% | &nbsp;&nbsp;&nbsp;19.61% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$990 | &nbsp;&nbsp;$932 | &nbsp;&nbsp;$853 | &nbsp;&nbsp;$588 | &nbsp;&nbsp;$633 | &nbsp;&nbsp;$3458 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.27%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.31% | &nbsp;&nbsp;&nbsp;&nbsp;0.33% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.38% | &nbsp;&nbsp;&nbsp;&nbsp;0.50% | &nbsp;&nbsp;&nbsp;&nbsp;0.54% |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.18%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.18% | &nbsp;&nbsp;&nbsp;&nbsp;0.28% | &nbsp;&nbsp;&nbsp;&nbsp;0.09% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.16%(d) | &nbsp;&nbsp;&nbsp;&nbsp;2.61% | &nbsp;&nbsp;&nbsp;&nbsp;2.41% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.60% | &nbsp;&nbsp;&nbsp;&nbsp;0.33% | &nbsp;&nbsp;&nbsp;&nbsp;4.41% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2060 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$15.69 | &nbsp;&nbsp;$14.51 | &nbsp;&nbsp;$12.49 | &nbsp;&nbsp;$16.11 | &nbsp;&nbsp;$14.69 | &nbsp;&nbsp;$12.53 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.27 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.07 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.36) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.19 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.08) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.46 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.38) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.21) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.22) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.28) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.08) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.36) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.08) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.66) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.41) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.54) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.69) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.30) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$17.27 | &nbsp;&nbsp;$15.69 | &nbsp;&nbsp;$14.51 | &nbsp;&nbsp;$12.49 | &nbsp;&nbsp;$16.11 | &nbsp;&nbsp;$14.69 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.67% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.45% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19.08)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.34% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.63% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$1299179 | &nbsp;&nbsp;$1086085 | &nbsp;&nbsp;$779090 | &nbsp;&nbsp;$432395 | &nbsp;&nbsp;$314182 | &nbsp;&nbsp;$137392 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.16%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.16% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.28% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.49% |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.28%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.65% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.66% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.03% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.68% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.12% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25% |

---

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2060 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**For the<br> Period<br> 2/11/22\*-<br> 12/31/22** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$15.70 | &nbsp;&nbsp;$14.51 | &nbsp;&nbsp;$12.49 | &nbsp;&nbsp;$15.19 |
| **Income (loss) from investment operations:** |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.02) | &nbsp;&nbsp;&nbsp;&nbsp;0.33 | &nbsp;&nbsp;&nbsp;&nbsp;0.29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.55 | &nbsp;&nbsp;&nbsp;&nbsp;1.44 | &nbsp;&nbsp;&nbsp;&nbsp;2.06 | &nbsp;&nbsp;&nbsp;&nbsp;(2.42) |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.53 | &nbsp;&nbsp;&nbsp;&nbsp;1.77 | &nbsp;&nbsp;&nbsp;&nbsp;2.35 | &nbsp;&nbsp;&nbsp;&nbsp;(2.22) |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.30) | &nbsp;&nbsp;&nbsp;&nbsp;(0.25) | &nbsp;&nbsp;&nbsp;&nbsp;(0.15) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.28) | &nbsp;&nbsp;&nbsp;&nbsp;(0.08) | &nbsp;&nbsp;&nbsp;&nbsp;(0.33) |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.58) | &nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;(0.48) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$17.23 | &nbsp;&nbsp;$15.70 | &nbsp;&nbsp;$14.51 | &nbsp;&nbsp;$12.49 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;9.75% | &nbsp;&nbsp;&nbsp;12.17% | &nbsp;&nbsp;&nbsp;18.86% | &nbsp;&nbsp;&nbsp;(14.62)% |
| **Ratios and Supplemental Data:** |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$9045 | &nbsp;&nbsp;$8065 | &nbsp;&nbsp;$5715 | &nbsp;&nbsp;$3179 |
| **Ratios to Average Net Assets:** |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.66%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.66% | &nbsp;&nbsp;&nbsp;&nbsp;0.69% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.75%(d) |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.56%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.56% | &nbsp;&nbsp;&nbsp;&nbsp;0.55% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.55%(d) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.23)%(d) | &nbsp;&nbsp;&nbsp;&nbsp;2.12% | &nbsp;&nbsp;&nbsp;&nbsp;2.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.72%(d) |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9% |

---

\* Commencement of operations.

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2065 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**For the<br> Period<br> 3/30/20\*-<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$15.32 | &nbsp;&nbsp;$13.96 | &nbsp;&nbsp;$11.96 | &nbsp;&nbsp;$15.22 | &nbsp;&nbsp;$13.69 | &nbsp;&nbsp;$10.00 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.02 | &nbsp;&nbsp;&nbsp;&nbsp;0.18 | &nbsp;&nbsp;&nbsp;&nbsp;0.30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.22 | &nbsp;&nbsp;&nbsp;&nbsp;0.31 | &nbsp;&nbsp;&nbsp;&nbsp;0.19 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.49 | &nbsp;&nbsp;&nbsp;&nbsp;1.59 | &nbsp;&nbsp;&nbsp;&nbsp;2.00 | &nbsp;&nbsp;&nbsp;&nbsp;(3.15) | &nbsp;&nbsp;&nbsp;&nbsp;1.62 | &nbsp;&nbsp;&nbsp;&nbsp;4.13 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.51 | &nbsp;&nbsp;&nbsp;&nbsp;1.77 | &nbsp;&nbsp;&nbsp;&nbsp;2.30 | &nbsp;&nbsp;&nbsp;&nbsp;(2.93) | &nbsp;&nbsp;&nbsp;&nbsp;1.93 | &nbsp;&nbsp;&nbsp;&nbsp;4.32 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.34) | &nbsp;&nbsp;&nbsp;&nbsp;(0.26) | &nbsp;&nbsp;&nbsp;&nbsp;(0.17) | &nbsp;&nbsp;&nbsp;&nbsp;(0.26) | &nbsp;&nbsp;&nbsp;&nbsp;(0.23) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.07) | &nbsp;&nbsp;&nbsp;&nbsp;(0.02) | &nbsp;&nbsp;&nbsp;&nbsp;(0.16) | &nbsp;&nbsp;&nbsp;&nbsp;(0.14) | &nbsp;&nbsp;&nbsp;&nbsp;(0.40) |
| Return of capital<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.02) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.41) | &nbsp;&nbsp;&nbsp;&nbsp;(0.30) | &nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;(0.40) | &nbsp;&nbsp;&nbsp;&nbsp;(0.63) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$16.83 | &nbsp;&nbsp;$15.32 | &nbsp;&nbsp;$13.96 | &nbsp;&nbsp;$11.96 | &nbsp;&nbsp;$15.22 | &nbsp;&nbsp;$13.69 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;9.86% | &nbsp;&nbsp;&nbsp;12.67% | &nbsp;&nbsp;&nbsp;19.20% | &nbsp;&nbsp;&nbsp;(19.23)% | &nbsp;&nbsp;&nbsp;14.09% | &nbsp;&nbsp;&nbsp;43.15% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$176 | &nbsp;&nbsp;$58 | &nbsp;&nbsp;$301 | &nbsp;&nbsp;$191 | &nbsp;&nbsp;$178 | &nbsp;&nbsp;$137 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.30%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;&nbsp;0.49% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.66% | &nbsp;&nbsp;&nbsp;&nbsp;1.45% | &nbsp;&nbsp;&nbsp;12.01%(d) |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.15%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;0.25% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25% | &nbsp;&nbsp;&nbsp;&nbsp;0.25% | &nbsp;&nbsp;&nbsp;&nbsp;0.22%(d) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.20%(d) | &nbsp;&nbsp;&nbsp;&nbsp;1.20% | &nbsp;&nbsp;&nbsp;&nbsp;2.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.67% | &nbsp;&nbsp;&nbsp;&nbsp;2.05% | &nbsp;&nbsp;&nbsp;&nbsp;2.08%(d) |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86%(e) |

---

\* Commencement of operations.

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2065 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**For the<br> Period<br> 3/30/20\*-<br> 12/31/20** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$15.31 | &nbsp;&nbsp;$13.96 | &nbsp;&nbsp;$11.96 | &nbsp;&nbsp;$15.23 | &nbsp;&nbsp;$13.69 | &nbsp;&nbsp;$10.00 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.61 | &nbsp;&nbsp;&nbsp;&nbsp;0.45 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.22) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.36 | &nbsp;&nbsp;&nbsp;&nbsp;3.88 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.91) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.97 | &nbsp;&nbsp;&nbsp;&nbsp;4.33 |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.36) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.29) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.20) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.29) | &nbsp;&nbsp;&nbsp;&nbsp;(0.24) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.07) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.02) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.16) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.14) | &nbsp;&nbsp;&nbsp;&nbsp;(0.40) |
| Return of capital<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.02) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.43) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.33) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.36) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.43) | &nbsp;&nbsp;&nbsp;&nbsp;(0.64) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$16.82 | &nbsp;&nbsp;$15.31 | &nbsp;&nbsp;$13.96 | &nbsp;&nbsp;$11.96 | &nbsp;&nbsp;$15.23 | &nbsp;&nbsp;$13.69 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.86% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.75% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.43% | &nbsp;&nbsp;&nbsp;&nbsp;(19.12)% | &nbsp;&nbsp;&nbsp;&nbsp;14.39% | &nbsp;&nbsp;&nbsp;43.34% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$420550 | &nbsp;&nbsp;$344036 | &nbsp;&nbsp;$203873 | &nbsp;&nbsp;$93596 | &nbsp;&nbsp;$43241 | &nbsp;&nbsp;$3557 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.21% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.25% | &nbsp;&nbsp;&nbsp;&nbsp;11.81%(d) |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;&nbsp;0.02%(d) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.29%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.85% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.85% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.41% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.06% | &nbsp;&nbsp;&nbsp;&nbsp;4.70%(d) |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86%(e) |

---

\* Commencement of operations.

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2065 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**For the<br> Period<br> 2/28/22\*-<br> 12/31/22** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$15.34 | &nbsp;&nbsp;$13.99 | &nbsp;&nbsp;$11.99 | &nbsp;&nbsp;$14.08 |
| **Income (loss) from investment operations:** |  |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.02) | &nbsp;&nbsp;&nbsp;&nbsp;0.42 | &nbsp;&nbsp;&nbsp;&nbsp;0.35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.34 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.51 | &nbsp;&nbsp;&nbsp;&nbsp;1.28 | &nbsp;&nbsp;&nbsp;&nbsp;1.90 | &nbsp;&nbsp;&nbsp;&nbsp;(2.13) |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.49 | &nbsp;&nbsp;&nbsp;&nbsp;1.70 | &nbsp;&nbsp;&nbsp;&nbsp;2.25 | &nbsp;&nbsp;&nbsp;&nbsp;(1.79) |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.28) | &nbsp;&nbsp;&nbsp;&nbsp;(0.22) | &nbsp;&nbsp;&nbsp;&nbsp;(0.14) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.07) | &nbsp;&nbsp;&nbsp;&nbsp;(0.02) | &nbsp;&nbsp;&nbsp;&nbsp;(0.16) |
| Return of Capital<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.01) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(0.35) | &nbsp;&nbsp;&nbsp;&nbsp;(0.25) | &nbsp;&nbsp;&nbsp;&nbsp;(0.30) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$16.83 | &nbsp;&nbsp;$15.34 | &nbsp;&nbsp;$13.99 | &nbsp;&nbsp;$11.99 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;9.65% | &nbsp;&nbsp;&nbsp;12.15% | &nbsp;&nbsp;&nbsp;18.69% | &nbsp;&nbsp;&nbsp;(12.67)% |
| **Ratios and Supplemental Data:** |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$2749 | &nbsp;&nbsp;$1465 | &nbsp;&nbsp;$582 | &nbsp;&nbsp;$152 |
| **Ratios to Average Net Assets:** |  |  |  |  |
| Total expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.70%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.71% | &nbsp;&nbsp;&nbsp;&nbsp;0.79% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.96%(d) |
| Net expenses (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.55%(d) | &nbsp;&nbsp;&nbsp;&nbsp;0.56% | &nbsp;&nbsp;&nbsp;&nbsp;0.55% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.55%(d) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.21)%(d) | &nbsp;&nbsp;&nbsp;&nbsp;2.78% | &nbsp;&nbsp;&nbsp;&nbsp;2.66% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.26%(d) |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9% |

---

\* Commencement of operations.

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Does not include expenses of the Underlying Funds in which the Fund invests.

(d) Annualized.

(e) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2070 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class I** | &nbsp;&nbsp;**<br> Class I** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**For the<br> Period<br> 12/31/24\*-<br> 12/31/24** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$10.00 | &nbsp;&nbsp;$10.00 |
| **Income (loss) from investment operations:** |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.02 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.00)(b) |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.00)(b) |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.00)(b) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$11.23 | &nbsp;&nbsp;$10.00 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;12.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00% |
| **Ratios and Supplemental Data:** |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$1123 | &nbsp;&nbsp;$1000 |
| **Ratios to Average Net Assets:** |  |  |
| Total expenses (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.90%(e) | &nbsp;&nbsp;&nbsp;199.54%(e) |
| Net expenses (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.06%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04%(e) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.30%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.04)%(e) |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0%(f) |

---

\* Commencement of operations.

(a) Net investment income per share is calculated using the average shares method.

(b) Amount is less than $0.005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Does not include expenses of the Underlying Funds in which the Fund invests.

(e) Annualized.

(f) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2070 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**For the<br> Period<br> 12/31/24\*-<br> 12/31/24** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$10.00 | &nbsp;&nbsp;$10.00 |
| **Income (loss) from investment operations:** |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.02 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.00)(b) |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.00)(b) |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.00)(b) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$11.23 | &nbsp;&nbsp;$10.00 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;12.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00% |
| **Ratios and Supplemental Data:** |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$32416 | &nbsp;&nbsp;$1000 |
| **Ratios to Average Net Assets:** |  |  |
| Total expenses (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.89%(e) | &nbsp;&nbsp;&nbsp;199.58%(e) |
| Net expenses (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07%(e) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.31%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.07)%(e) |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0%(f) |

---

\* Commencement of operations.

(a) Net investment income per share is calculated using the average shares method.

(b) Amount is less than $0.005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Does not include expenses of the Underlying Funds in which the Fund invests.

(e) Annualized.

(f) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET TARGET RETIREMENT 2070 FUND

#### FINANCIAL HIGHLIGHTS (continued)

#### Selected data for a share outstanding throughout each period

------

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class R3** | &nbsp;&nbsp;**<br> Class R3** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**For the<br> Period<br> 12/31/24\*-<br> 12/31/24** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$10.00 | &nbsp;&nbsp;$10.00 |
| **Income (loss) from investment operations:** |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.00)(b) |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.00)(b) |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.00)(b) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$11.21 | &nbsp;&nbsp;$10.00 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;12.10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00% |
| **Ratios and Supplemental Data:** |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$1130 | &nbsp;&nbsp;$1000 |
| **Ratios to Average Net Assets:** |  |  |
| Total expenses (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.15%(e) | &nbsp;&nbsp;&nbsp;199.80%(e) |
| Net expenses (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.31%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.29%(e) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.05%(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.29)%(e) |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0%(f) |

---

\* Commencement of operations.

(a) Net investment income per share is calculated using the average shares method.

(b) Amount is less than $0.005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Does not include expenses of the Underlying Funds in which the Fund invests.

(e) Annualized.

(f) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

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1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Institutional Investment Trust (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of thirty-one (31) series (and corresponding classes, each of which have the same rights and privileges, including voting rights), each of which represents a separate series of beneficial interest in the Trust. The Declaration of Trust permits the Board of Trustees of the Trust (the "Board" and each member thereof, a "Trustee") to authorize the issuance of an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate to the following series (each, a "Fund" and collectively, the "Funds"):

---

| | | | |
|:---|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Classes** | &nbsp;&nbsp;**Commencement<br> of Operations** | &nbsp;&nbsp;**Diversification<br> Classification** |
| State Street Target Retirement Fund | &nbsp;&nbsp;Class I<br> Class K<br> Class R3 | &nbsp;&nbsp;September 30, 2014<br> September 30, 2014<br> February 28, 2022 | &nbsp;&nbsp;Diversified |
| State Street Target Retirement 2025 Fund | &nbsp;&nbsp;Class I<br> Class K<br> Class R3 | &nbsp;&nbsp;September 30, 2014<br> September 30, 2014<br> February 28, 2022 | &nbsp;&nbsp;Diversified |
| State Street Target Retirement 2030 Fund | &nbsp;&nbsp;Class I<br> Class K<br> Class R3 | &nbsp;&nbsp;September 30, 2014<br> September 30, 2014<br> February 28, 2022 | &nbsp;&nbsp;Diversified |
| State Street Target Retirement 2035 Fund | &nbsp;&nbsp;Class I<br> Class K<br> Class R3 | &nbsp;&nbsp;September 30, 2014<br> September 30, 2014<br> February 28, 2022 | &nbsp;&nbsp;Diversified |
| State Street Target Retirement 2040 Fund | &nbsp;&nbsp;Class I<br> Class K<br> Class R3 | &nbsp;&nbsp;September 30, 2014<br> September 30, 2014<br> February 28, 2022 | &nbsp;&nbsp;Diversified |
| State Street Target Retirement 2045 Fund | &nbsp;&nbsp;Class I<br> Class K<br> Class R3 | &nbsp;&nbsp;September 30, 2014<br> September 30, 2014<br> February 28, 2022 | &nbsp;&nbsp;Diversified |
| State Street Target Retirement 2050 Fund | &nbsp;&nbsp;Class I<br> Class K<br> Class R3 | &nbsp;&nbsp;September 30, 2014<br> September 30, 2014<br> February 11, 2022 | &nbsp;&nbsp;Diversified |
| State Street Target Retirement 2055 Fund | &nbsp;&nbsp;Class I<br> Class K<br> Class R3 | &nbsp;&nbsp;September 30, 2014<br> September 30, 2014<br> February 28, 2022 | &nbsp;&nbsp;Diversified |
| State Street Target Retirement 2060 Fund | &nbsp;&nbsp;Class I<br> Class K<br> Class R3 | &nbsp;&nbsp;September 30, 2014<br> September 30, 2014<br> February 11, 2022 | &nbsp;&nbsp;Diversified |
| State Street Target Retirement 2065 Fund | &nbsp;&nbsp;Class I<br> Class K<br> Class R3 | &nbsp;&nbsp;March 30, 2020<br> March 30, 2020<br> February 28, 2022 | &nbsp;&nbsp;Diversified |
| State Street Target Retirement 2070 Fund | &nbsp;&nbsp;Class I<br> Class K<br> Class R3 | &nbsp;&nbsp;December 31, 2024<br> December 31, 2024<br> December 31, 2024 | &nbsp;&nbsp;Diversified |

---

Class I, Class K and Class R3 shares are sold without a sales charge and only to certain eligible investors.

The State Street Target Retirement 2070 Fund commenced operations on December 31, 2024.

The State Street Target Retirement 2020 Fund merged into State Street Target Retirement Fund on March 31, 2025. Please refer to Note 10 for more information.

------

[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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Each Fund is a "fund of funds" that invests in a combination of mutual funds and exchange-traded funds ("ETFs") sponsored by SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM") or its affiliates ("Underlying Funds"). The Underlying Funds may invest in a wide variety of asset classes, including equity and fixed-income securities of issuers anywhere in the world, including emerging markets investments, and including, among others, high yield, commodity, and real estate investments. The Underlying Funds may invest in obligations of domestic U.S. issuers, non-U.S. issuers, or both.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

Each Fund has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through Fund's investments in accordance with its investment objective. Each Fund's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on a Fund's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. Each Fund's Total Return is utilized by the CODM to compare results, including the impact of a Fund's costs, to a Fund's competitors and to a Fund's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. Each Fund is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

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

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

• Equity investments (including 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.

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.

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[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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Various inputs are used in determining the value of the Funds' investments.

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 June 30, 2025 is disclosed in each Fund's respective Schedule of Investments.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on trade date for financial reporting purposes. Realized gains and losses from the sale or disposition of investments and foreign exchange transactions, if any, are determined using the identified cost method.

Dividend income and capital gain distributions, if any, are recognized on the ex-dividend date, net of foreign taxes withheld at source, if any. Distributions received by the Funds may include a return of capital that is estimated by management. Such amounts are recorded as a reduction of the cost of investments or reclassified to capital gains.

#### Expenses
Certain expenses, which are directly identifiable to a specific Fund, are applied to that Fund within the Trust. Other expenses which cannot be attributed to a specific Fund are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Funds within the Trust. Class specific expenses are borne by each class.

#### Distributions
Distributions from net investment income, if any, are declared and paid annually. Net realized capital gains, if any, are distributed annually, unless additional distributions are required for compliance with applicable tax regulations. The amount and character of income and capital gains to be distributed are determined in accordance with applicable tax regulations which may differ from net investment income and realized gains recognized for U.S. GAAP purposes.

4.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory Fee
Each Fund has entered into an Investment Advisory Agreement with SSGA FM. For its advisory services to the Funds, facilities furnished, and expenses borne by the Adviser, each Fund pays the Adviser a fee accrued daily and paid monthly at an annual rate of 0.05% of each Fund's average daily net assets.

SSGA FM, as the investment adviser to each Fund, is contractually obligated, through April 30, 2026, (i) to waive up to the full amount of the advisory fee payable by a Fund, and/or (ii) to reimburse a Fund to the extent that Total Annual Fund Operating Expenses (exclusive of non-recurring account fees, interest, taxes, extraordinary

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[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

expenses, and distribution, shareholder servicing, and sub-transfer agency fees) exceed 0.09% of average daily net assets on an annual basis. These waiver and/or reimbursement arrangements may not be terminated prior to April 30, 2026 except with approval of the Funds' Board.

#### Administrator, Custodian and Sub-Administrator Fees
SSGA FM serves as administrator and State Street Bank and Trust Company ("State Street"), an affiliate of the Adviser, serves as custodian and sub-administrator to the Funds. For its administrative services, each Fund pays SSGA FM a fee at an annual rate of 0.05% of its average daily net assets of the Fund. The fees are accrued daily and paid monthly. SSGA FM and the Funds each bear a portion of the fee paid to State Street for providing sub-administration and custodian services with respect to the Funds.

#### Distributor
State Street Global Advisors Funds Distributors, LLC ("SSGA FD" or the "Distributor"), an affiliate of the Adviser, serves as the Distributor of the Funds.

The Funds have adopted a distribution plan pursuant to Rule 12b-1 under the 1940 Act under which a Fund may compensate SSGA FD (or others) for services in connection with the distribution of a Fund's Class R3 shares and for services provided to shareholders in that class (the "Plan"). The Plan calls for payments at an annual rate (based on average daily net assets) of 0.25% of each Fund's net assets attributable to its Class R3 shares. In addition to payments under the Plan, the Fund may reimburse the Distributor or its affiliates for payments it makes to financial intermediaries that provide certain administrative, recordkeeping, and account maintenance services. The amount of the reimbursement and the manner in which it is calculated are reviewed by the Trustees periodically.

#### Other Transactions with Affiliates - Securities Lending
State Street, an affiliate of the Funds, acts as the securities lending agent for the Funds, pursuant to an amended and restated securities lending authorization agreement dated January 6, 2017, as amended.

Net proceeds collected by State Street on investment of cash collateral or any fee income less rebates payable to borrowers are paid as follows: If the calendar year to date net proceeds are below a specified threshold across participating affiliated funds, each Fund retains eighty five percent (85%) of the net proceeds and fifteen percent (15%) of such net proceeds is payable to State Street. Starting the business day following the date that calendar year to date net proceeds exceeds a specified threshold, each Fund retains ninety percent (90%) of the net proceeds and ten percent (10%) of such net proceeds is payable to State Street.

In addition, cash collateral from lending activities is invested in the State Street Navigator Securities Lending Portfolio II, an affiliated fund, for which SSGA FM serves as investment adviser. See Note 8 for additional information regarding securities lending.

#### Other Transactions with Affiliates
The Funds may invest in affiliated entities, including securities issued by State Street Corporation, affiliated funds, or entities deemed to be affiliates as a result of the Funds owning more than five percent of the entity's voting securities or outstanding shares. Amounts relating to these transactions during the period ended June 30, 2025, are disclosed in the Schedules of Investments.

#### Due to Custodian
In certain circumstances, the Funds may have cash overdrafts with the custodian due to expense payments, capital transactions, trading of securities, investment operations or derivative transactions. The due to custodian amount, if any, reflects cash overdrawn with State Street, as custodian, who is an affiliate of the Funds.

5.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trust's Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Funds. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

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[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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6.&nbsp;&nbsp;&nbsp;&nbsp;Investment Transactions

Purchases and sales of investments (excluding in-kind transactions and short term investments) for the period ended June 30, 2025, were as follows:

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| | | |
|:---|:---|:---|
|  | **Purchases** | **Sales** |
| State Street Target Retirement Fund<br>| $195809928 | $134686242 |
| State Street Target Retirement 2025 Fund<br>| &nbsp;&nbsp;&nbsp;216108434 | &nbsp;&nbsp;&nbsp;335801306 |
| State Street Target Retirement 2030 Fund<br>| &nbsp;&nbsp;&nbsp;412561358 | &nbsp;&nbsp;&nbsp;405846070 |
| State Street Target Retirement 2035 Fund<br>| &nbsp;&nbsp;&nbsp;409057863 | &nbsp;&nbsp;&nbsp;363433257 |
| State Street Target Retirement 2040 Fund<br>| &nbsp;&nbsp;&nbsp;374784061 | &nbsp;&nbsp;&nbsp;321372084 |
| State Street Target Retirement 2045 Fund<br>| &nbsp;&nbsp;&nbsp;329339971 | &nbsp;&nbsp;&nbsp;276547491 |
| State Street Target Retirement 2050 Fund<br>| &nbsp;&nbsp;&nbsp;294045737 | &nbsp;&nbsp;&nbsp;235286492 |
| State Street Target Retirement 2055 Fund<br>| &nbsp;&nbsp;&nbsp;245939086 | &nbsp;&nbsp;&nbsp;158245588 |
| State Street Target Retirement 2060 Fund<br>| &nbsp;&nbsp;&nbsp;205456717 | &nbsp;&nbsp;&nbsp;107438446 |
| State Street Target Retirement 2065 Fund<br>| &nbsp;&nbsp;&nbsp;102473326 | &nbsp;&nbsp;&nbsp;&nbsp;61423985 |
| State Street Target Retirement 2070 Fund<br>| &nbsp;&nbsp;&nbsp;&nbsp;29775940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266762 |

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7.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Funds have qualified and intend to continue to qualify as regulated investment companies under Subchapter M of the Internal Revenue Code of 1986, as amended (the "Code"). Each Fund will not be subject to federal income taxes to the extent it distributes its taxable income, including any net realized capital gains, for each fiscal year. Therefore, no provision for federal income tax is required.

The Funds file federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction. As of December 31, 2024, SSGA FM has analyzed each Fund's tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

As of June 30, 2025, gross unrealized appreciation and gross unrealized depreciation of investments based on cost for federal income tax purposes were as follows:

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Tax<br> Cost** | **Gross<br> Unrealized<br> Appreciation** | **Gross<br> Unrealized<br> Depreciation** | **Net Unrealized<br> Appreciation<br> (Depreciation)** |
| State Street Target Retirement Fund<br>| $1462268368 | $99470810 | $46064732 | $53406078 |
| State Street Target Retirement 2025 Fund<br>| &nbsp;&nbsp;1860730773 | &nbsp;&nbsp;178641158 | &nbsp;&nbsp;60477081 | &nbsp;&nbsp;118164077 |
| State Street Target Retirement 2030 Fund<br>| &nbsp;&nbsp;2964220774 | &nbsp;&nbsp;390891517 | &nbsp;&nbsp;82983012 | &nbsp;&nbsp;307908505 |
| State Street Target Retirement 2035 Fund<br>| &nbsp;&nbsp;2917384139 | &nbsp;&nbsp;471721282 | &nbsp;&nbsp;82666164 | &nbsp;&nbsp;389055118 |
| State Street Target Retirement 2040 Fund<br>| &nbsp;&nbsp;2696727076 | &nbsp;&nbsp;491425123 | &nbsp;&nbsp;71182160 | &nbsp;&nbsp;420242963 |
| State Street Target Retirement 2045 Fund<br>| &nbsp;&nbsp;2437944528 | &nbsp;&nbsp;481440272 | &nbsp;&nbsp;52884330 | &nbsp;&nbsp;428555942 |
| State Street Target Retirement 2050 Fund<br>| &nbsp;&nbsp;2065560747 | &nbsp;&nbsp;437359838 | &nbsp;&nbsp;38420621 | &nbsp;&nbsp;398939217 |
| State Street Target Retirement 2055 Fund<br>| &nbsp;&nbsp;1574697953 | &nbsp;&nbsp;331599897 | &nbsp;&nbsp;23267037 | &nbsp;&nbsp;308332860 |
| State Street Target Retirement 2060 Fund<br>| &nbsp;&nbsp;1104762316 | &nbsp;&nbsp;224319955 | &nbsp;&nbsp;18000818 | &nbsp;&nbsp;206319137 |
| State Street Target Retirement 2065 Fund<br>| &nbsp;&nbsp;&nbsp;&nbsp;365781281 | &nbsp;&nbsp;&nbsp;&nbsp;64133095 | &nbsp;&nbsp;&nbsp;&nbsp;4579395 | &nbsp;&nbsp;&nbsp;&nbsp;59553700 |
| State Street Target Retirement 2070 Fund<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31749732 | &nbsp;&nbsp;&nbsp;&nbsp;3013939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21695 | &nbsp;&nbsp;&nbsp;&nbsp;2992244 |

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8.&nbsp;&nbsp;&nbsp;&nbsp;Securities Lending

Each Fund may lend securities to qualified broker-dealers or institutional investors. The loans are secured at all times by cash, cash equivalents or U.S. government securities in an amount at least equal to the market value of the securities loaned, plus accrued interest and dividends, determined on a daily basis and adjusted accordingly. The value of the collateral with respect to a loaned security may be temporarily more or less than the value of a security due to market fluctuations of securities values. With respect to each loan, if on any U.S. business day the aggregate market value of securities collateral plus cash collateral is less than the aggregate market value of the

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[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

securities which are subject to the loan, the borrower will be notified to provide additional collateral on the next business day.

The Funds will regain record ownership of loaned securities to exercise certain beneficial rights; however, the Funds may bear the risk of delay in recovery of, or even loss of rights in the securities loaned should the borrower fail financially. In addition, a Fund will bear the risk of loss of any cash collateral that it may invest. Each Fund receives compensation for lending its securities from interest or dividends earned on the cash, cash equivalents or U.S. government securities held as collateral, net of fee rebates paid to the borrower and net of fees paid to State Street as the lending agent. Additionally, a Fund will receive a fee from the borrower for non-cash collateral equal to a percentage of the market value of the loaned securities.

The market value of securities on loan as of June 30, 2025, and the value of the invested cash collateral are disclosed in the Funds' Statements of Assets and Liabilities, if any, as applicable. Non-cash collateral is not disclosed in the Funds' Statements of Assets and Liabilities as it is held by the lending agent on behalf of the Funds and the Funds do not have the ability to re-hypothecate those securities. Securities lending income, as disclosed in the Funds' Statements of Operations, represents the income earned from the non-cash collateral and the investment of cash collateral, net of fee rebates paid to the borrower and net of fees paid to State Street as lending agent.

The following is a summary of the funds' securities lending agreements and related cash and non-cash collateral received as of June 30, 2025.

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| | | | | |
|:---|:---|:---|:---|:---|
| **Fund** | **Market Value of<br> Securities on Loan** | **Cash<br> Collateral<br> Received** | **Non-Cash<br> Collateral<br> Received** | **Total<br> Collateral<br> Received** |
| State Street Target Retirement Fund<br>| $1169470 | $1192050 | $— | $1192050 |
| State Street Target Retirement 2025 Fund<br>| &nbsp;&nbsp;&nbsp;16598299 | &nbsp;&nbsp;&nbsp;16997100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16997100 |
| State Street Target Retirement 2030 Fund<br>| &nbsp;&nbsp;&nbsp;&nbsp;1998997 | &nbsp;&nbsp;&nbsp;&nbsp;2037600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2037600 |
| State Street Target Retirement 2035 Fund<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103350 |
| State Street Target Retirement 2040 Fund<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;899100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899100 |
| State Street Target Retirement 2050 Fund<br>| &nbsp;&nbsp;&nbsp;&nbsp;4125216 | &nbsp;&nbsp;&nbsp;&nbsp;4031100 | &nbsp;&nbsp;&nbsp;159300 | &nbsp;&nbsp;&nbsp;&nbsp;4190400 |

---

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged or securities loaned, and the remaining contractual maturity of those transactions as of June 30, 2025:

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| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** |
| **Fund** | **Securities<br> Lending<br> Transactions** | **Overnight<br> and<br> Continuous** | **<30 Days** | **Between<br> 30 & 90<br> Days** | **>90 Days** | **Total<br> Borrowings** | **Gross Amount<br> of Recognized<br> Liabilities for<br> Securities Lending Transactions** |
| State Street Target Retirement Fund<br>| Mutual Funds and Exchange Traded Products | $1192050 | $— | $— | $— | $1192050 | $1192050 |
| State Street Target Retirement 2025 Fund<br>| Mutual Funds and Exchange Traded Products | &nbsp;&nbsp;&nbsp;16997100 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16997100 | &nbsp;&nbsp;&nbsp;16997100 |
| State Street Target Retirement 2030 Fund<br>| Mutual Funds and Exchange Traded Products | &nbsp;&nbsp;&nbsp;&nbsp;2037600 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2037600 | &nbsp;&nbsp;&nbsp;&nbsp;2037600 |
| State Street Target Retirement 2035 Fund<br>| Mutual Funds and Exchange Traded Products | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103350 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103350 |
| State Street Target Retirement 2050 Fund<br>| Mutual Funds and Exchange Traded Products | &nbsp;&nbsp;&nbsp;&nbsp;4031100 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;4031100 | &nbsp;&nbsp;&nbsp;&nbsp;4031100 |

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[**Table of Contents**](#JOB_SSIIT_98e8b02a-e4e4-4f12-bf4f-19fd97a52636_TOC-LETTERSIZE-STANDARD)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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9.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Funds' ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Funds' investments more than if the Funds were more broadly diversified.

#### Credit Risk
The Funds may also be exposed to credit risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Funds has unsettled or open transactions defaults.

#### Market Risk
Each Fund's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. Each Fund is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on a Fund and its investments.

10.&nbsp;&nbsp;&nbsp;&nbsp;Reorganization

On March 31, 2025, State Street Target Retirement Fund ("Acquiring Fund") acquired substantially all of the assets and assumed all of the liabilities of State Street Target Retirement 2020 Fund ("Acquired Fund") in exchange for shares of the Acquiring Fund pursuant to an Agreement and Plan of Reorganization approved by the Board.

For financial reporting purposes, assets received and shares issued by the Acquiring Fund were recorded at fair value; however, the cost basis of the investments received from the Acquired Fund was carried forward to align ongoing reporting of the Acquiring Fund's realized gains and losses with amounts distributable to shareholders for tax purposes. The reorganization qualified as a tax-free reorganization for federal income tax purposes with no gain or loss recognized to the funds or their shareholders.

The reorganization consisted of the transfer of all assets attributable to each class of the Acquired Fund's shares in exchange for the corresponding class of shares of the Acquiring Fund resulting in a reorganization as follows:

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Shares of<br> Acquired Fund<br> Exchanged** | &nbsp;&nbsp;**Shares of<br> Acquiring Fund<br> Issued** | &nbsp;&nbsp;**Net Assets<br> Recieved from<br> Acquired Fund** | &nbsp;&nbsp;**Net Assets of<br> Acquiring Fund<br> Immediately<br> Prior to<br> Combination** | &nbsp;&nbsp;**Net Assets of<br> Acquiring Fund<br> Immediately<br> After the<br> Combination** |
| &nbsp;&nbsp;Class I | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330865 | &nbsp;&nbsp;$3586561 | &nbsp;&nbsp;$3309065 | &nbsp;&nbsp;$6895626 |
| &nbsp;&nbsp;Class K | &nbsp;&nbsp;74489203 | &nbsp;&nbsp;73103881 | &nbsp;&nbsp;&nbsp;&nbsp;797561133 | &nbsp;&nbsp;&nbsp;&nbsp;672356758 | &nbsp;&nbsp;&nbsp;&nbsp;1469917891 |
| &nbsp;&nbsp;Class R3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507102 | &nbsp;&nbsp;&nbsp;&nbsp;15422679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15929780 |

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Assuming the acquisition had been completed on January 1, 2025, the beginning of the annual reporting period of the Acquiring Fund, the Acquiring Fund's pro forma results of operations for the period ended June 30, 2025, are as follows:

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| | |
|:---|:---|
| Net Investment income (loss)<br>| $18334993 |
| Total net realized and change in unrealized gain (loss)<br>| $62808780 |
| Net increase (decrease) in net assets resulting from operations<br>| $81143773 |

---

Because the combined investment portfolios have been managed as a single portfolio since the acquisition was completed, it is not practicable to separate the amounts of revenue and earnings of the Acquired Fund that have been included in the Acquiring Fund's accompanying Statement of Operations as of June 30, 2025.

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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The Statement of Operations, Statements of Changes in Net Assets and the Financial Highlights for the current period do not include any pre-merger activity of the Acquired Fund and prior reporting periods of the accounting survivor (the Fund) are not restated.

11.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Funds through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT

#### June 30, 2025 (Unaudited)

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#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT<sup>1</sup>
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of the State Street Institutional Investment Trust (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street Target Retirement Fund, State Street Target Retirement 2025 Fund, State Street Target Retirement 2030 Fund, State Street Target Retirement 2035 Fund, State Street Target Retirement 2040 Fund, State Street Target Retirement 2045 Fund, State Street Target Retirement 2050 Fund, State Street Target Retirement 2055 Fund, State Street Target Retirement 2060 Fund and State Street Target Retirement 2065 Fund (each, a "Fund" and collectively, the "Funds"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for each Fund:

o Comparisons of the Fund's performance over the past one-, three- and five-year periods ended December 31, 2024, as applicable, to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge") for the Fund (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Fund's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Fund's historical average net assets relative to its total expenses, management fees, and non-management expenses; and

o Comparisons of the Fund's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

______________________________________

*<sup>1</sup>Over the course of many years overseeing the Funds and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreement, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees*

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

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*before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.*

• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Funds, as applicable; and

• Profitability analyses for (a) the Adviser with respect to each Fund and (b) affiliates of the Adviser that provide services to the Funds ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Funds.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolios of the Funds and for Fund operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Funds and their service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Funds;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Funds by SSGA FM in its capacity as the Funds' administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Funds by affiliates of the Adviser, including the custodian, sub-administrator, fund accountant and securities lending agent of the Funds, and the role of the Adviser in managing the Funds' relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Funds;

• Responses to a request for information reviewed prior to the April 3, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of:

o SSGA FM, in its capacity as the Funds' Adviser and Administrator, with respect to its operations relating to the Funds and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other Affiliated Service Providers to the Funds, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator and custodian and securities lending agent for the Funds, with respect to its operations relating to the Funds; and

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

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o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Funds (the "Distributor"), with respect to its operations relating to the Funds, together with the applicable Funds' related distribution plans and arrangements under Rule 12b-1 of the 1940 Act;

• Information from the Adviser, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser and other service providers of the Funds throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Funds and the investment strategies used in pursuing each Fund's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to each Fund.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, on May 7-8, 2025, the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Funds.

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to each Fund by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by each Fund, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Fund. The Board evaluated the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing various funds that invest primarily in equity securities or money market instruments. With respect to those Funds that invest primarily in fixed-income securities, the Board considered the extensive experience and resources committed by the Adviser to the evaluation of a portfolio's quality distribution and sector and interest rate exposure. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Funds, including reputational and entrepreneurial risks. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Funds by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of the Adviser and various Affiliated Service Providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies. The Board also considered the role of the Adviser in overseeing each Fund's securities lending activities.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Funds.

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

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<u>Fund Performance</u>

The Board compared each Fund's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024, as applicable. For purposes of these comparisons the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data generally useful, they recognized its limitations, including that the data may vary depending on the end date selected and that the results of the performance comparisons may vary depending on the selection of the peer group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall financial market conditions. Among other information, the Board considered the following performance information in its evaluation of each Fund:

State Street Target Retirement Fund*.* The Board considered that the Fund's performance was above the median of its Performance Group for the 1-, 3- and 5-year periods and was equal to the median of its Performance Group for the 10-year period. The Board also considered that the Fund's performance was above the median of its Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was below the Benchmark for the 1-, 3-, 5- and 10-year periods.

State Street Target Retirement 2025 Fund. The Board considered that the Fund's performance was equal to the median of its Performance Group for the 1-year period and was above the median of its Performance Group for the 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was above the median of its Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was below the Benchmark for the 1-, 3-, 5- and 10-year periods.State Street Target Retirement 2030 Fund. The Board considered that the Fund's performance was below the median of its Performance Group for the 1-year period, was equal to the median of its Performance Group for the 3-year period, and was above the median of its Performance Group for the 5- and 10-year periods. The Board also considered that the Fund's performance was above the median of its Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was below the Benchmark for the 1-, 3-, 5- and 10-year periods.

State Street Target Retirement 2030 Fund. The Board considered that the Fund's performance was below the median of its Performance Group for the 1-year period, was equal to the median of ts Performance Group for the 3-year period, and was above the median of its Performance Group for the 5- and 10-year periods. The Board also considered that the Fund's performance was above the median of its Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was below the Benchmark for the 1-, 3-, 5- and 10-year periods.

State Street Target Retirement 2035 Fund. The Board considered that the Fund's performance was below the medians of its Performance Group and Performance Universe for the 1- and 3-year periods and was above the medians of its Performance Group and Performance Universe for the 5- and 10-year periods. The Board also considered that the Fund's performance was below the Benchmark for the 1-, 3-, 5- and 10-year periods. The Board took into account management's discussion of the Fund's performance.

State Street Target Retirement 2040 Fund. The Board considered that the Fund's performance was below the median of its Performance Group for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was below the median of its Performance Universe for the 1-, 3- and 5-year periods and was above the median of its Performance Universe for the 10-year period. The Board also considered that the Fund's performance was below the Benchmark for the 1-, 3-, 5- and 10-year periods. The Board took into account management's discussion of the Fund's performance.

State Street Target Retirement 2045 Fund. The Board considered that the Fund's performance was below the medians of its Performance Group and Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was below the Benchmark for the 1-, 3-, 5- and 10-year periods. The Board took into account management's discussion of the Fund's performance.

State Street Target Retirement 2050 Fund. The Board considered that the Fund's performance was below the median of its Performance Group for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was below the median of its Performance Universe for the 1-, 3- and 5-year periods and was equal to the median of its Performance Universe for the 10-year period. The Board also considered that the Fund's performance was below the Benchmark for the 1-, 3-, 5- and 10-year periods. The Board took into account management's discussion of the Fund's performance.

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

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State Street Target Retirement 2055 Fund. The Board considered that the Fund's performance was below the medians of its Performance Group and its Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was below the Benchmark for the 1-, 3-, 5- and 10-year periods. The Board took into account management's discussion of the Fund's performance.

State Street Target Retirement 2060 Fund. The Board considered that the Fund's performance was below the medians of its Performance Group and Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was below the Benchmark for the 1-, 3-, 5- and 10-year periods. The Board took into account management's discussion of the Fund's performance.

State Street Target Retirement 2065 Fund. The Board considered that the Fund's performance was below the medians of its Performance Group and Performance Universe for the 1- and 3-year periods. The Board also considered that the Fund's performance was below the Benchmark for the 1- and 3-year periods. The Board took into account management's discussion of the Fund's performance.

On the basis of the foregoing and other relevant information, the Board concluded that the performance of each Fund is satisfactory or is being appropriately monitored and/or addressed by management.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual investment advisory fee rates payable by each Fund and actual fees paid by each Fund, net of waivers. As part of its review, the Board considered each Fund's management fee and total expense ratio, including the portion attributable to administrative services provided by SSGA FM (both before and after giving effect to any expense caps), as compared to its Expense Group and Expense Universe, as constructed by Broadridge, and the related Broadridge analysis for each of the Funds. The Board also considered the comparability of the fees charged and the services provided to each Fund by the Adviser to the fees charged and services provided to other clients of the Adviser, including institutional accounts. In addition, the Board considered the willingness of the Adviser to provide undertakings from time to time to waive fees or pay expenses of the Funds to limit the total expenses borne by shareholders. Among other information, the Board considered the following expense information in its evaluation of each Fund:

State Street Target Retirement Fund. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.

State Street Target Retirement 2025 Fund. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.

State Street Target Retirement 2030 Fund. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and its Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.

State Street Target Retirement 2035 Fund. The Board considered that the Fund's actual management fee was below the median of its Expense Group and was equal to the median of its Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.

State Street Target Retirement 2040 Fund. The Board considered that the Fund's actual management fee was below the median of its Expense Group and was above the median of its Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.

State Street Target Retirement 2045 Fund. The Board considered that the Fund's actual management fee was below the median of its Expense Group and was equal to the median of its Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.

State Street Target Retirement 2050 Fund. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.

State Street Target Retirement 2055 Fund. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

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State Street Target Retirement 2060 Fund. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.

State Street Target Retirement 2065 Fund. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.

On the basis of the foregoing and other relevant information, and in light of the nature, extent and quality of the services provided by the Adviser, the Board concluded that the fees and the expense ratio of each Fund compare favorably to the fees and expenses of the Expense Group and Expense Universe and are reasonable in relation to the services provided.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to each Fund and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Funds, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Funds and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to each of the Funds, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Funds, were reasonable in relation to the services provided.

<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and each Fund and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the Funds and fund complex increase. The Board acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the management of the Funds or the fund complex taken as a whole. The Board concluded that, in light of the current size of each Fund and the fund complex, the level of profitability of the Adviser and its affiliates with respect to each Fund and the fund complex over various time periods, and the comparative management fee and expense ratio of each Fund during these periods, it does not appear that the Adviser or its affiliates has realized benefits from economies of scale in managing the assets of the Funds to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Funds at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of each Fund and its respective shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

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## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Institutional Investment Trust
State Street Hedged International Developed Equity Index Fund

**The information contained in this report is intended for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-800-647-7327 or visiting *www.ssga.com*. Please read the prospectus carefully before you invest.**![](g52640img02719c8d1.jpg)

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**TABLE OF CONTENTS** (Unaudited)

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| | |
|:---|:---|
| **[Schedule of Investments (Unaudited) (N-CSR Item 6)](#xx_19b42877-7593-4e24-b654-9578b8f38e0c_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_8935385f-51df-4558-86e3-0ad27ecabdef_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_a51f9c71-dc94-4582-bd4b-9c0004a6c14d_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_5ae1de45-225e-40db-8454-26052016ec7a_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_42ad1e42-3da1-4530-ba7f-f995887bd28c_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_757542a9-96be-4b0a-83fa-a275589bddfc_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_9bcd9d25-b61a-40ba-a01e-6011f4c0758d_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;16 |

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#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

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| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 98.9%** | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 98.9%** |  |
| **UNITED STATES — 98.9%** |  |  |
| State Street International Developed Equity Portfolio (a)<br>(Cost $2,276,884,519)<br>|  | &nbsp;&nbsp;$3754948012 |
| **SHORT-TERM INVESTMENT — 2.8%** | **SHORT-TERM INVESTMENT — 2.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (b) (c)<br>(Cost $106,399,583) | 106399583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106399583 |
| **TOTAL INVESTMENTS — 101.7%<br>(Cost $2,383,284,102)<br>** | **TOTAL INVESTMENTS — 101.7%<br>(Cost $2,383,284,102)<br>** | &nbsp;&nbsp;3861347595 |
| **LIABILITIES IN EXCESS OF OTHER<br>ASSETS — (1.7)% <br>** | **LIABILITIES IN EXCESS OF OTHER<br>ASSETS — (1.7)% <br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64533930) |
| **NET ASSETS — 100.0% <br>** | **NET ASSETS — 100.0% <br>** | $3796813665 |

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&nbsp;&nbsp;&nbsp;&nbsp;

(a) Affiliated fund managed by SSGA Funds Management, Inc.

(b) The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below.

(c) The rate shown is the annualized seven-day yield at June 30, 2025.

At June 30, 2025, open forward foreign currency exchange contracts were as follows:

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| | | | | |
|:---|:---|:---|:---|:---|
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Amount Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Amount Bought** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Net Unrealized<br> Appreciation/<br> (Depreciation)** |
| Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;USD3,285,363 | &nbsp;&nbsp;&nbsp;&nbsp;EUR2,874,000 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;$88280 |
| Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;USD1,364,781 | &nbsp;&nbsp;&nbsp;&nbsp;GBP1,007,000 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15161 |
| Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;CHF4,999,000 | &nbsp;&nbsp;&nbsp;&nbsp;USD6,106,447 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(173704) |
| Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;EUR64,243,000 | &nbsp;&nbsp;&nbsp;&nbsp;USD73,066,198 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2345412) |
| Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;GBP10,273,000 | &nbsp;&nbsp;&nbsp;&nbsp;USD13,855,113 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(222484) |
| Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;USD31,397,889 | &nbsp;&nbsp;&nbsp;&nbsp;EUR26,690,000 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 |
| Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;USD1,315,709 | &nbsp;&nbsp;&nbsp;&nbsp;GBP960,000 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| Barclays Capital PLC | &nbsp;&nbsp;&nbsp;&nbsp;USD892,558 | &nbsp;&nbsp;&nbsp;&nbsp;CHF731,000 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25783 |
| Barclays Capital PLC | &nbsp;&nbsp;&nbsp;&nbsp;USD375,043,431 | &nbsp;&nbsp;&nbsp;&nbsp;CHF298,534,571 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Capital PLC | &nbsp;&nbsp;&nbsp;&nbsp;CHF295,065,571 | &nbsp;&nbsp;&nbsp;&nbsp;USD360,433,855 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10251536) |
| Barclays Capital PLC | &nbsp;&nbsp;&nbsp;&nbsp;CHF298,534,571 | &nbsp;&nbsp;&nbsp;&nbsp;USD376,591,430 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10927) |
| Barclays Capital PLC | &nbsp;&nbsp;&nbsp;&nbsp;AUD8,445,000 | &nbsp;&nbsp;&nbsp;&nbsp;USD5,537,736 | &nbsp;&nbsp;&nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(192) |
| BNP Paribas S.A. | &nbsp;&nbsp;&nbsp;&nbsp;USD636,667 | &nbsp;&nbsp;&nbsp;&nbsp;AUD976,000 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2954 |
| BNP Paribas S.A. | &nbsp;&nbsp;&nbsp;&nbsp;USD9,032,216 | &nbsp;&nbsp;&nbsp;&nbsp;CHF7,160,000 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 |
| BNP Paribas S.A. | &nbsp;&nbsp;&nbsp;&nbsp;USD3,909,568 | &nbsp;&nbsp;&nbsp;&nbsp;DKK24,788,000 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| BNP Paribas S.A. | &nbsp;&nbsp;&nbsp;&nbsp;USD3,640,375 | &nbsp;&nbsp;&nbsp;&nbsp;SEK34,621,000 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| BNP Paribas S.A. | &nbsp;&nbsp;&nbsp;&nbsp;ILS3,786,000 | &nbsp;&nbsp;&nbsp;&nbsp;USD1,124,511 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| HSBC Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;USD695,881 | &nbsp;&nbsp;&nbsp;&nbsp;AUD1,067,000 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3378 |
| HSBC Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;USD3,620,191 | &nbsp;&nbsp;&nbsp;&nbsp;EUR3,139,000 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64522 |
| HSBC Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;USD688,365,780 | &nbsp;&nbsp;&nbsp;&nbsp;EUR586,417,157 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(322) |
| HSBC Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;EUR557,302,157 | &nbsp;&nbsp;&nbsp;&nbsp;USD633,842,035 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20346796) |
| HSBC Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;EUR586,417,157 | &nbsp;&nbsp;&nbsp;&nbsp;USD689,853,520 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13752) |
| JP Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;EUR557,302,157 | &nbsp;&nbsp;&nbsp;&nbsp;USD633,847,608 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20341223) |
| JP Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;USD7,131,434 | &nbsp;&nbsp;&nbsp;&nbsp;JPY1,026,332,000 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |

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*See accompanying notes to financial statements and financial statements of the State Street International Developed Equity Index Portfolio.*

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

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---

| | | | | |
|:---|:---|:---|:---|:---|
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Amount Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Amount Bought** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Net Unrealized<br> Appreciation/<br> (Depreciation)** |
| JP Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;HKD29,838,000 | &nbsp;&nbsp;&nbsp;&nbsp;USD3,813,825 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;$(189) |
| Morgan Stanley Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;USD2,226,835 | &nbsp;&nbsp;&nbsp;&nbsp;JPY321,642,000 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91) |
| Morgan Stanley Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;SEK22,061,000 | &nbsp;&nbsp;&nbsp;&nbsp;USD2,300,780 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14023) |
| Morgan Stanley Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;DKK44,995,000 | &nbsp;&nbsp;&nbsp;&nbsp;USD6,861,768 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(217593) |
| Morgan Stanley Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;NOK7,963,000 | &nbsp;&nbsp;&nbsp;&nbsp;USD779,367 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7514) |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;USD261,276,281 | &nbsp;&nbsp;&nbsp;&nbsp;AUD398,682,050 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;USD979,071 | &nbsp;&nbsp;&nbsp;&nbsp;CHF799,000 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24698 |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;USD91,238,485 | &nbsp;&nbsp;&nbsp;&nbsp;DKK579,893,566 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;USD1,481,664 | &nbsp;&nbsp;&nbsp;&nbsp;GBP1,100,000 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25720 |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;USD69,359,852 | &nbsp;&nbsp;&nbsp;&nbsp;HKD544,540,035 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8306 |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;USD20,088,545 | &nbsp;&nbsp;&nbsp;&nbsp;ILS67,648,174 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;USD23,872,498 | &nbsp;&nbsp;&nbsp;&nbsp;NOK241,582,520 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;USD7,356,584 | &nbsp;&nbsp;&nbsp;&nbsp;NZD12,118,581 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;USD117,915,358 | &nbsp;&nbsp;&nbsp;&nbsp;SEK1,123,780,531 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;USD51,690,260 | &nbsp;&nbsp;&nbsp;&nbsp;SGD65,835,299 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;NOK241,582,520 | &nbsp;&nbsp;&nbsp;&nbsp;USD23,876,981 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(111) |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;HKD544,540,035 | &nbsp;&nbsp;&nbsp;&nbsp;USD69,604,013 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1299) |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;NZD12,118,581 | &nbsp;&nbsp;&nbsp;&nbsp;USD7,364,510 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47) |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;ILS67,648,174 | &nbsp;&nbsp;&nbsp;&nbsp;USD20,090,931 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1647) |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;SGD65,835,299 | &nbsp;&nbsp;&nbsp;&nbsp;USD51,814,747 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1101) |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;SEK1,123,780,531 | &nbsp;&nbsp;&nbsp;&nbsp;USD118,164,945 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2237) |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;DKK579,893,566 | &nbsp;&nbsp;&nbsp;&nbsp;USD91,459,702 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2250) |
| Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;AUD398,682,050 | &nbsp;&nbsp;&nbsp;&nbsp;USD261,438,944 | &nbsp;&nbsp;&nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2424) |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;AUD383,032,050 | &nbsp;&nbsp;&nbsp;&nbsp;USD246,597,949 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4422136) |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;SEK1,101,719,531 | &nbsp;&nbsp;&nbsp;&nbsp;USD114,900,691 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(699864) |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;NZD12,118,581 | &nbsp;&nbsp;&nbsp;&nbsp;USD7,242,149 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114435) |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;DKK534,898,566 | &nbsp;&nbsp;&nbsp;&nbsp;USD81,573,612 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2585513) |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;ILS67,648,174 | &nbsp;&nbsp;&nbsp;&nbsp;USD19,226,698 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(861847) |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;SGD62,873,299 | &nbsp;&nbsp;&nbsp;&nbsp;USD48,841,976 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(522684) |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;NOK233,619,520 | &nbsp;&nbsp;&nbsp;&nbsp;USD22,864,422 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(221195) |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;HKD490,882,035 | &nbsp;&nbsp;&nbsp;&nbsp;USD62,768,224 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235481 |
| Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;USD688,365,780 | &nbsp;&nbsp;&nbsp;&nbsp;EUR586,417,157 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(322) |
| Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;GBP402,928,547 | &nbsp;&nbsp;&nbsp;&nbsp;USD543,434,163 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8718651) |
| Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;EUR586,417,157 | &nbsp;&nbsp;&nbsp;&nbsp;USD689,851,761 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15512) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;USD563,343,412 | &nbsp;&nbsp;&nbsp;&nbsp;GBP411,094,547 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(326) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;USD2,042,219 | &nbsp;&nbsp;&nbsp;&nbsp;JPY294,422,000 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3921) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;JPY7,769,726,000 | &nbsp;&nbsp;&nbsp;&nbsp;USD54,020,993 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230789 |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;HKD53,658,000 | &nbsp;&nbsp;&nbsp;&nbsp;USD6,861,906 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26492 |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;SGD2,962,000 | &nbsp;&nbsp;&nbsp;&nbsp;USD2,300,947 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24653) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;AUD17,693,000 | &nbsp;&nbsp;&nbsp;&nbsp;USD11,390,541 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(204568) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;GBP411,094,547 | &nbsp;&nbsp;&nbsp;&nbsp;USD563,419,876 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5017) |
| Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;USD831,767,217 | &nbsp;&nbsp;&nbsp;&nbsp;JPY120,144,615,610 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;JPY112,990,953,610 | &nbsp;&nbsp;&nbsp;&nbsp;USD785,621,787 | &nbsp;&nbsp;&nbsp;&nbsp;07/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3379732 |

---

*See accompanying notes to financial statements and financial statements of the State Street International Developed Equity Index Portfolio.*

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Amount Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Amount Bought** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Net Unrealized<br> Appreciation/<br> (Depreciation)** |
| Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;JPY120,144,615,610 | &nbsp;&nbsp;&nbsp;&nbsp;USD834,835,031 | &nbsp;&nbsp;&nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;$(8991) |
| Total |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;$(68234185) |

---

---

| | |
|:---|:---|
| AUD | Australian Dollar |
| CHF | Swiss Franc |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | British Pound |
| HKD | Hong Kong Dollar |
| ILS | Israeli New Shekel |
| JPY | Japanese Yen |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |

---

During the period ended June 30, 2025, the average notional value related to forward foreign currency exchange contracts was $11,550,985,015.

At June 30, 2025, open futures contracts were as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Expiration<br> Date** | **Notional<br> Amount** | **Value** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| MSCI EAFE Index (long) | 310 | 09/19/2025 | $41203154 | $41566350 | $363196 |

---

During the period ended June 30, 2025, the average notional value related to futures contracts was $106,088,400.

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Mutual Funds and Exchange Traded Products<br>| $3754948012 | $— | $— | $3754948012 |
| Short-Term Investment<br>| &nbsp;&nbsp;&nbsp;&nbsp;106399583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;106399583 |
| **TOTAL INVESTMENTS<br>**  | $3861347595 | $— | $— | $3861347595 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Forward Foreign Currency Exchange Contracts -<br>Unrealized Appreciation<br>| $— | $4132325 | $— | $4132325 |
| Forward Foreign Currency Exchange Contracts -<br>Unrealized Depreciation<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(72366510) | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72366510) |
| Futures Contracts - Unrealized Appreciation<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363196 |
| **TOTAL OTHER FINANCIAL INSTRUMENTS:<br>**  | $363196 | $(68234185) | $— | $(67870989) |

---

*See accompanying notes to financial statements and financial statements of the State Street International Developed Equity Index Portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| 139683885 | $139683885 | $362923447 | $396207749 | $— | $— | 106399583 | $106399583 | $2424231 |

---

*See accompanying notes to financial statements and financial statements of the State Street International Developed Equity Index Portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment in corresponding affiliated Portfolio, at value<br>| &nbsp;&nbsp;&nbsp;&nbsp;$3754948012 |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment in affiliated issuers, at value<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106399583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments<br>| &nbsp;&nbsp;&nbsp;3861347595 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net cash at broker<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3588776 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from broker — accumulated variation margin on futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363876 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for fund shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125687 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized appreciation on forward foreign currency exchange contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4132325 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends receivable — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279458 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193339 |
| &nbsp;&nbsp;&nbsp;&nbsp;Prepaid expenses and other assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;3872369699 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for fund shares repurchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2105760 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized depreciation on forward foreign currency exchange contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72366510 |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436965 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156069 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5627 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65716 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75556034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $3796813665 |
| **NET ASSETS CONSIST OF:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in capital<br>| $2693664337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss)<br>| &nbsp;&nbsp;&nbsp;1103149328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $3796813665 |
| **Class K** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$3796813665 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28839020 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $131.66 |
| **COST OF INVESTMENTS:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment in affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;$2276884519 |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment in affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106399583 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total cost of investments<br>| $2383284102 |

---

*See accompanying notes to financial statements and financial statements of the State Street International Developed Equity Index Portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **INVESTMENT INCOME** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income allocated from the Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;$62463 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividend income allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81495562 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79207 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividend income — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2424231 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securities Lending income allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1174133 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2645304) |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign taxes withheld allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10123009) |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENT INCOME (LOSS)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72467283 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory fee<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2634864 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941023 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66322 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10413 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20826 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64302 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees and expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10204 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28452 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4562 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336356 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4117324 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses waived/reimbursed by the Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2997767) |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119557 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $71347726 |
| **REALIZED AND UNREALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20843693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign currency transactions allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures contracts allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12204944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency exchange contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(183364953) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12424096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;(136840347) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554479153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign currency transactions allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2372239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Future contracts allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4218244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency exchange contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(175907000) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5681778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation<br>| &nbsp;&nbsp;&nbsp;&nbsp;390844414 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET REALIZED AND UNREALIZED GAIN (LOSS)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;254004067 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $325351793 |

---

*See accompanying notes to financial statements and financial statements of the State Street International Developed Equity Index Portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$71347726 | $101701902 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(136840347) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139887756 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390844414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183715624 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325351793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425305282 |
| **DISTRIBUTIONS TO SHAREHOLDERS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Class K<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(114294366) |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |  |
| **Class K** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from sale of shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299161862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751123754 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114034863 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(576575666) | &nbsp;&nbsp;&nbsp;&nbsp;(484102069) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from beneficial interest transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;(277413804) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381056548 |
| &nbsp;&nbsp;&nbsp;&nbsp;Contribution from affiliate (Note 5)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2674 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47937989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692070138 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;3748875676 | &nbsp;&nbsp;&nbsp;3056805538 |
| **NET ASSETS AT END OF PERIOD<br>**  | $3796813665 | $3748875676 |
| **SHARES OF BENEFICIAL INTEREST:** |  |  |
| **Class K** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6228132 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943216 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4640775) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4032239) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2254157) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3139109 |

---

*See accompanying notes to financial statements and financial statements of the State Street International Developed Equity Index Portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K(a)** | &nbsp;&nbsp;**<br> Class K(a)** | &nbsp;&nbsp;**<br> Class K(a)** | &nbsp;&nbsp;**<br> Class K(a)** | &nbsp;&nbsp;**<br> Class K(a)** | &nbsp;&nbsp;**<br> Class K(a)** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**Year Ended<br> 12/31/23** | &nbsp;&nbsp;**Year Ended<br> 12/31/22** | &nbsp;&nbsp;**Year Ended<br> 12/31/21** | &nbsp;&nbsp;**Year Ended<br> 12/31/20(b)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$120.57 | &nbsp;&nbsp;$109.35 | &nbsp;&nbsp;$94.80 | &nbsp;&nbsp;$121.55 | &nbsp;&nbsp;$104.85 | &nbsp;&nbsp;$104.30 |
| **Income (loss) from investment operations:** |  |  |  |  |  |  |
| Net investment income (loss) (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.15 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8.89) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.53 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.09 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.64) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.68 |
| Contribution from affiliates (Note 5)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Distributions to shareholders from:** |  |  |  |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.76) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.12) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.21) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.56) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.13) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17.90) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.76) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.12) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21.11) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.56) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.13) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$131.66 | &nbsp;&nbsp;$120.57 | &nbsp;&nbsp;$109.35 | &nbsp;&nbsp;$94.80 | &nbsp;&nbsp;$121.55 | &nbsp;&nbsp;$104.85 |
| **Total return (e)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.69%(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.73% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.78)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.31% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.45% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$3796814 | &nbsp;&nbsp;$3748876 | &nbsp;&nbsp;$3056806 | &nbsp;&nbsp;$3490623 | &nbsp;&nbsp;$4512062 | &nbsp;&nbsp;$3684209 |
| **Ratios to Average Net Assets:** |  |  |  |  |  |  |
| Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36%(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.35% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.35% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36% |
| Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20%(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.79%(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.92% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.95% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.85% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.23% |
| Portfolio turnover rate (h)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5%(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8% |

---

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) On April 17, 2020, the State Street Hedged International Developed Equity Index Fund underwent a 1-for-10 reverse share split. The historical per share activity presented here has been retroactively adjusted to reflect this split.

(c) Net investment income per share is calculated using the average shares method.

(d) Amount is less than $0.005 per share.

(e) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(f) If an affiliate had not made a contribution during the year ended December 31, 2024, the total return would have remained 13.69%.

(g) Annualized.

(h) Portfolio turnover rate is from the corresponding affiliated Portfolio.

(i) Not annualized.

*See accompanying notes to financial statements and financial statements of the State Street International Developed Equity Index Portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Institutional Investment Trust (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of thirty-one (31) series (and corresponding classes, each of which has the same rights and privileges, including voting rights), each of which represents a separate series of beneficial interest in the Trust. The Declaration of Trust permits the Board of Trustees of the Trust (the "Board" and each member thereof, a "Trustee") to authorize the issuance of an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate only to the following series (the "Fund"):

---

| | | | |
|:---|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Class** | &nbsp;&nbsp;**Commencement<br> of<br> Operations** | &nbsp;&nbsp;**Diversification<br> Classification** |
| State Street Hedged International Developed Equity Index Fund | &nbsp;&nbsp;Class I<br> Class K | &nbsp;&nbsp;Not commenced<br> May 29, 2015 | &nbsp;&nbsp;Diversified |

---

The Fund seeks to achieve its investment objective by investing a majority of its investable assets in the State Street International Developed Equity Index Portfolio (the "Portfolio"), a separate series of State Street Master Funds. The value of the Fund's investment in the Portfolio reflects the Fund's proportionate interest in the net assets of the Portfolio (approximately 100% at June 30, 2025). The performance of the Fund is directly affected by the performance of the Portfolio. The financial statements of the Portfolio, including its Schedule of Investments, are attached to this report and should be read in conjunction with the Fund's financial statements.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Fund has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through Fund's investments in accordance with its investment objective. The Fund's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Fund's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Fund's Total Return is utilized by the CODM to compare results, including the impact of the Fund's costs, to the Fund's competitors and to the Fund's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S.GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Fund is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

#### Security Valuation
The Fund records its investment in its Portfolio at fair value (net asset value) each business day. The valuation policy of the Portfolio is discussed in Note 2 of the Portfolio's Notes to Financial Statements.

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

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

investments for the Portfolio. The Board has responsibility for overseeing the determination of the fair value of investments. The summary of the inputs used for the Portfolio, as of June 30, 2025, in valuing the Portfolio's securities carried at fair value are discussed in Note 2 of the Portfolio's Notes to Financial Statements, which are attached to this report.

Additionally, valuation techniques used to value the Fund's investments, other than investment in the Portfolio, by major category are as follows:

• 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.

• Forward foreign currency exchange contracts are valued based on that day's prevailing forward exchange rate for the underlying currencies. The rates are obtained from independent pricing services in accordance with the valuation policy and procedures approved by the Board.

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

Various inputs are used in determining the value of the Portfolio's investments.

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

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

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

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

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

The value of the Fund's investments according to the fair value hierarchy as of June 30, 2025 is disclosed in the Fund's Schedule of Investments.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on the trade date for financial reporting purposes. Dividend income and capital gain distributions, if any, are recognized on the ex-dividend date, or when the information becomes available, net of any foreign taxes withheld at source, if any. Realized gains and losses from security transactions from investment in the Portfolio consist of the Fund's share of the Portfolio's realized gains and losses and investment income consists of the Fund's share of the net investment income of the Portfolio. Realized gains and losses from the sale or disposition of investments and foreign exchange transactions, if any, are determined using the identified cost method.

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Expenses
Certain expenses, which are directly identifiable to a specific Fund, are applied to that Fund within the Trust. Other expenses which cannot be attributed to a specific Fund are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and relative net assets of the Fund within the Trust. The Fund is allocated a pro-rata share of the expense of its respective Portfolio. Class specific expenses are borne by each class.

#### Foreign Currency Translation
The accounting records of the Fund are maintained in U.S. dollars. Foreign currencies as well as investment securities and other assets and liabilities denominated in a foreign currency are translated to U.S. dollars using exchange rates at period end. Purchases and sales of securities, income receipts and expense payments denominated in foreign currencies are translated into U.S. dollars at the prevailing exchange rate on the respective dates of the transactions.

The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.

#### Foreign Taxes
The Fund may be subject to foreign taxes (a portion of which may be reclaimable) on income, stock dividends, realized and unrealized capital gains on investments or certain foreign currency transactions. Foreign taxes are recorded in accordance with SSGA Funds Management, Inc.'s (the "Adviser" or "SSGA FM") understanding of the applicable foreign tax regulations and rates that exist in the foreign jurisdictions in which the Fund invests. These foreign taxes, if any, are paid by the Fund and are reflected in the Statement of Operations, if applicable. Foreign taxes payable or deferred as of June 30, 2025, if any, are disclosed in the Fund's Statement of Assets and Liabilities.

#### Distributions
Distributions from net investment income, if any, are declared and paid annually. Net realized capital gains, if any, are distributed annually, unless additional distributions are required for compliance with applicable tax regulations. The amount and character of income and capital gains to be distributed are determined in accordance with applicable tax regulations which may differ from net investment income and realized gains recognized for U.S. GAAP purposes.

4.&nbsp;&nbsp;&nbsp;&nbsp;Derivative Financial Instruments

#### Forward Foreign Currency Exchange Contracts
The Fund may engage in forward foreign currency exchange contracts to acquire exposure to foreign currencies or to hedge the Fund's investments against currency fluctuations. A forward foreign currency exchange contract is a commitment to purchase or sell a foreign currency at the settlement date at a negotiated rate. Non-deliverable forward foreign currency exchange contracts are settled with the counterparty in cash without the delivery of foreign currency. The contract is marked-to-market daily and the change in market value is recorded by the Fund as an unrealized gain or loss. When the contract is closed, the Fund recognizes a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Certain risks may arise upon entering into forward foreign currency exchange contracts from the potential inability of counterparties to meet the terms of their contracts and are generally limited to the amount of unrealized gains on appreciated contracts, if any. Additionally, when utilizing forward foreign currency exchange contracts to hedge, the Fund gives up the opportunity to profit from favorable exchange rate movements during the term of the contract.

For the period ended June 30, 2025, the Fund entered into forward foreign currency exchange contracts to offset the Fund's exposure to the component currencies.

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Futures Contracts
The Fund may enter into futures contracts to meet its objectives. A futures contract is a standardized, exchange-traded agreement to buy or sell a financial instrument at a set price on a future date. Upon entering into a futures contract, the Fund is required to deposit with the broker, cash or securities in an amount equal to the minimum initial margin requirements of the clearing house. Securities deposited, if any, are designated on the Fund's Schedule of Investments and cash deposited, if any, is included in Net cash at broker on the Fund's Statement of Assets and Liabilities. Subsequent payments are made or received by the Fund equal to the daily change in the contract value, accumulated, exchange rates, and or other transactional fees. The accumulation of those payments are recorded as variation margin receivable or payable with a corresponding offset to unrealized gains or losses. The Fund recognizes a realized gain or loss when the contract is closed.

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

For the period ended June 30, 2025, the Fund entered into futures contracts for cash equitization, to reduce tracking error and to facilitate daily liquidity.

The following tables summarize the value of the Fund's derivative instruments as of June 30, 2025, and the related location in the accompanying Statement of Assets and Liabilities and Statement of Operations, presented by primary underlying risk exposure:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** | **Asset Derivatives** |
|  | **Interest<br> Rate<br> Risk** | **Foreign<br> Exchange<br> Risk** | **Credit<br> Risk** | **Equity<br> Risk** | **Commodity<br> Risk** | **Total** |
| &nbsp;&nbsp;&nbsp;Forward Foreign Currency Exchange Contracts<br>| $— | $4132325 | $— | $— | $— | $4132325 |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;363876 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363876 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** | **Liability Derivatives** |
|  | **Interest<br> Rate<br> Risk** | **Foreign<br> Exchange<br> Risk** | **Credit<br> Risk** | **Equity<br> Risk** | **Commodity<br> Risk** | **Total** |
| &nbsp;&nbsp;&nbsp;Forward Foreign Currency Exchange Contracts<br>| $— | $72366510 | $— | $— | $— | $72366510 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Net Realized Gain (Loss)** | **Net Realized Gain (Loss)** | **Net Realized Gain (Loss)** | **Net Realized Gain (Loss)** | **Net Realized Gain (Loss)** | **Net Realized Gain (Loss)** |
|  | **Interest<br> Rate<br> Risk** | **Foreign<br> Exchange<br> Risk** | **Credit<br> Risk** | **Equity<br> Risk** | **Commodity<br> Risk** | **Total** |
| &nbsp;&nbsp;&nbsp;Forward Foreign Currency Exchange Contracts<br>| $— | (183364953) | $— | $— | $— | (183364953) |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12424096 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;12424096 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Net Change in Unrealized Appreciation/Depreciation** | **Net Change in Unrealized Appreciation/Depreciation** | **Net Change in Unrealized Appreciation/Depreciation** | **Net Change in Unrealized Appreciation/Depreciation** | **Net Change in Unrealized Appreciation/Depreciation** | **Net Change in Unrealized Appreciation/Depreciation** |
|  | **Interest<br> Rate<br> Risk** | **Foreign<br> Exchange<br> Risk** | **Credit<br> Risk** | **Equity<br> Risk** | **Commodity<br> Risk** | **Total** |
| &nbsp;&nbsp;&nbsp;Forward Foreign Currency Exchange Contracts<br>| $— | (175907000) | $— | $— | $— | (175907000) |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5681778 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5681778 |

---

&nbsp;&nbsp;&nbsp;&nbsp;

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Offsetting of Financial Assets and Derivative Assets** | **Offsetting of Financial Assets and Derivative Assets** | **Offsetting of Financial Assets and Derivative Assets** | **Offsetting of Financial Assets and Derivative Assets** | **Offsetting of Financial Assets and Derivative Assets** |
|  | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |
| **Counterparty** | **Gross Amounts<br> of Assets** | **Amount<br> Eligible<br> to Offset** | **Cash Collateral<br> Received** | **Net<br> Amount** |
| Bank of Montreal<br>| $103964 | $(103964) | $— | $— |
| Barclays Capital PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25783 | &nbsp;&nbsp;&nbsp;&nbsp;(25783) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas S.A.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3229 |
| HSBC Bank USA<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67900 | &nbsp;&nbsp;&nbsp;&nbsp;(67900) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JP Morgan Chase Bank, N.A.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(198) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58757 | &nbsp;&nbsp;&nbsp;&nbsp;(11118) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47639 |
| Standard Chartered Bank<br>| &nbsp;&nbsp;&nbsp;&nbsp;235481 | &nbsp;&nbsp;&nbsp;(235481) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG<br>| &nbsp;&nbsp;&nbsp;&nbsp;257281 | &nbsp;&nbsp;&nbsp;(238485) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18796 |
| Westpac Banking Corp.<br>| &nbsp;&nbsp;&nbsp;3379732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8991) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3370741 |
|  | $4132325 | $(691920) | $— | $3440405 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Offsetting of Financial Liabilities and Derivative Liabilities** | **Offsetting of Financial Liabilities and Derivative Liabilities** | **Offsetting of Financial Liabilities and Derivative Liabilities** | **Offsetting of Financial Liabilities and Derivative Liabilities** | **Offsetting of Financial Liabilities and Derivative Liabilities** |
|  | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |
| **Counterparty** | **Gross Amounts<br> of Liabilities** | **Amount<br> Eligible<br> to Offset** | **Cash Collateral<br> Pledged** | **Net<br> Amount** |
| Bank of Montreal<br>| $(2741601) | $103964 | $— | $(2637637) |
| Barclays Capital PLC<br>| &nbsp;&nbsp;&nbsp;(10262654) | &nbsp;&nbsp;&nbsp;&nbsp;25783 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(10236871) |
| HSBC Bank USA<br>| &nbsp;&nbsp;&nbsp;(20360870) | &nbsp;&nbsp;&nbsp;&nbsp;67900 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(20292970) |
| JP Morgan Chase Bank, N.A.<br>| &nbsp;&nbsp;&nbsp;(20341412) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(20341214) |
| Morgan Stanley Bank, N.A.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(239221) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(239221) |
| Royal Bank of Canada<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11118) | &nbsp;&nbsp;&nbsp;&nbsp;11118 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank<br>| &nbsp;&nbsp;&nbsp;&nbsp;(9427674) | &nbsp;&nbsp;&nbsp;235481 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(9192193) |
| Toronto-Dominion Bank<br>| &nbsp;&nbsp;&nbsp;&nbsp;(8734484) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(8734484) |
| UBS AG<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(238485) | &nbsp;&nbsp;&nbsp;238485 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Westpac Banking Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8991) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8991 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  | $(72366510) | $691920 | $— | $(71674590) |

---

5.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory Fee
The Fund has entered into an Investment Advisory Agreement with the Adviser. For its advisory services to the Fund, the Fund pays the Adviser a management fee at an annual rate of 0.14% of its average daily net assets.

The Fund's Adviser has agreed to waive the portion of the Fund's management fee attributable to the Fund's assets invested in the Portfolio. This fee waiver may only be terminated with the approval of the Fund's Board of Trustees.

The Adviser is contractually obligated until April 30, 2026 (i) to waive up to the full amount of the advisory fee payable by the Fund and/or (ii) to reimburse the Fund for expenses to the extent that total annual fund operating expenses (exclusive of non-recurring account fees, interest, taxes, extraordinary expenses, acquired fund fees other than the fees of the Portfolio, and any class-specific expenses, such as distribution, shareholder servicing, sub-transfer agency and administration fees) exceed 0.15% of average daily net assets on an annual basis. This waiver and/or reimbursement may not be terminated prior to April 30, 2026 except with approval of the Fund's

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

Board of Trustees. For the period ended June 30, 2025, SSGA FM reimbursed or waived the fees under these agreements as shown on the Statement of Operations.

In addition,the Adviser has agreed to waive up to the portion of the management fee and/or expenses attributable to the Fund's or Portfolio's acquired fund fees and expenses ("AFFEs"), excluding AFFEs derived from the Fund's or Portfolio's holdings in acquired funds for cash management purposes. This fee waiver and/or expense reimbursement may only be terminated with approval of the Board.

#### Administrator, Custodian, and Sub-Administrator Fees
SSGA FM serves as administrator and State Street Bank and Trust Company ("State Street"), an affiliate of the Adviser, serves as custodian and sub-administrator to the Fund. For its administration services, the Fund pays SSGA FM a fee at the annual rate of 0.05% of the average daily net assets. The fees are accrued daily and paid monthly. For its services as custodian, the Fund pays State Street an annual fee. SSGA FM pays State Street for its services as sub-administrator.

#### Distributor
State Street Global Advisors Funds Distributors, LLC ("SSGA FD" or the "Distributor"), an affiliate of the Adviser, serves as the Distributor of the Fund.

#### Due to Custodian
In certain circumstances, the Fund may have cash overdrafts with the Custodian due to expense payments, capital transactions, trading of securities, investment operations or derivative transactions. The Due to custodian amount, if any, reflects cash overdrawn with State Street, as custodian, who is an affiliate of the Fund.

#### Other Transactions with Affiliates
The Fund may invest in affiliated entities, including securities issued by State Street Corporation, affiliated funds, or entities deemed to be affiliates as a result of the Fund owning more than five percent of the entity's voting securities or outstanding shares. Amounts relating to these transactions during the period ended June 30, 2025 are disclosed in the Schedule of Investments.

During the fiscal year ended December 31, 2024, State Street made a contribution to the Fund in the amount of $2,674 related to an accounting matter.

6.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Fund. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

7.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Fund has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code of 1986, as amended (the "Code"). The Fund will not be subject to federal income

taxes to the extent it distributes its taxable income, including any net realized capital gains, for each fiscal year.

Therefore, no provision for federal income tax is required.

The Fund files federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction. As of December 31, 2024, SSGA FM has analyzed the Funds' tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

Distributions to shareholders are recorded on ex-dividend date. Income dividends and gain distributions are determined in accordance with income tax rules and regulations, which may differ from generally accepted accounting principles.

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#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

As of June 30, 2025, gross unrealized appreciation and gross unrealized depreciation of investments and other financial instruments based on cost for federal income tax purposes were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Tax<br> Cost** | **Gross<br> Unrealized<br> Appreciation** | **Gross<br> Unrealized<br> Depreciation** | **Net Unrealized<br> Appreciation<br> (Depreciation)** |
| State Street Hedged International Developed Equity Index Fund<br>| $2632381059 | $1483417919 | $321463467 | $1161954452 |

---

8.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Fund's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Fund's investments more than if the Fund was more broadly diversified.

#### Market Risk
The Fund's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. The Fund is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Fund and its investments.

#### Foreign and Emerging Markets Risk
Investing in foreign markets involves risks and considerations not typically associated with investing in the U.S. Foreign securities may be subject to risk of loss because of government regulation, economic, political and social instability in the countries in which the Fund invests. Foreign markets may be less liquid than investments in the U.S. and may be subject to the risks of currency fluctuations. To the extent that the Fund invests in securities of issuers located in emerging markets, these risks may be even more pronounced.

#### Russian Sanctions Risk
Sanctions threatened or imposed by a number of jurisdictions, including the United States, the European Union and the United Kingdom, and other intergovernmental actions that have been or may be undertaken in the future, against Russia, Russian entities or Russian individuals, may result in the devaluation of Russian currency, a downgrade in the country's credit rating, an immediate freeze of Russian assets, a decline in the value and liquidity of Russian securities, property or interests, and/or other adverse consequences to the Russian economy or the Portfolio's. The scope and scale of sanctions in place at a particular time may be expanded or otherwise modified in a way that have negative effects on the Portfolio's. Sanctions, or the threat of new or modified sanctions, could impair the ability of the Portfolio's to buy, sell, hold, receive, deliver or otherwise transact in certain affected securities or other investment instruments. Sanctions could also result in Russia taking counter measures or other actions in response, which may further impair the value and liquidity of Russian securities. These sanctions, and the resulting disruption of the Russian economy, may cause volatility in other regional and global markets and may negatively impact the performance of various sectors and industries, as well as companies in other countries, which could have a negative effect on the performance of the Portfolio's, even if the Portfolio's does not have direct exposure to securities of Russian issuers. As a collective result of the imposition of sanctions, Russian government countermeasures and the impact that they have had on the trading markets for Russian securities, certain Portfolio's have used, and may in the future use, fair valuation procedures approved by the Portfolio's Board to value certain Russian securities, which could result in such securities being deemed to have a zero value.

9.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Fund through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

------

#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT<sup>1</sup>
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of the State Street Institutional Investment Trust (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street Hedged International Developed Equity Index Fund (the "Fund"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for the Fund:

o Comparisons of the Fund's performance over the past one-, three- and five- year periods ended December 31, 2024, to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge") for the Fund (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Fund's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Fund's historical average net assets relative to its total expenses, management fees, and non-management expenses over the past five calendar years; and Comparisons of the Fund's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

_______________________________________________

<sup>1</sup>*Over the course of many years overseeing the Fund and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreement, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.*

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

------

• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Fund; and

• Profitability analyses for (a) the Adviser with respect to the Fund and (b) affiliates of the Adviser that provide services to the Fund ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Fund.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolios of the Fund and for Fund operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Fund and its service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Fund;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Fund by SSGA FM in its capacity as the Fund's administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Fund by affiliates of the Adviser, including the custodian, sub-administrator, fund accountant, transfer agent and securities lending agent of the Fund, and the role of the Adviser in managing the Fund's relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Fund;

• Responses to a request for information reviewed prior to the April 2, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of:

o SSGA FM, in its capacity as the Fund's Adviser and Administrator, with respect to its operations relating to the Fund and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other Affiliated Service Providers to the Fund, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator and custodian for the Fund and transfer agent and securities lending agent for the Fund, with respect to its operations relating to the Fund; and

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Fund (the "Distributor"), with respect to its operations relating to the Fund, together with the Fund's related distribution plans and arrangements under Rule 12b-1 of the 1940 Act;

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

------

• Information from the Adviser, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser and other service providers of the Fund throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Fund and the investment strategies used in pursuing the Fund's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the Fund.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, at the meeting held on May 7-8, 2025, the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Fund.

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to the Fund by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by the Fund, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Fund. The Board evaluated, where relevant, the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing the Fund. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Fund, including reputational and entrepreneurial risks. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Fund by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of the Adviser and various Affiliated Service Providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies. The Board also considered the role of the Adviser in overseeing the Fund's securities lending activities.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Fund.

<u>Fund Performance</u>

The Board compared the Fund's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024. For purposes of these comparisons the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data generally useful, they recognized its limitations, including that the data may vary depending on the end date selected and that the results of the performance comparisons may vary depending on the selection of the peer group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

------

financial market conditions. Among other information, the Board considered the following performance information in its evaluation of the Fund:

*State Street Hedged International Developed Equity Index Fund. The Board considered that the Fund's performance was above the medians of its Performance Group and Performance Universe for the 1-, 3- and 5-year periods. The Board also considered that the Fund's performance was below the Benchmark for the 1-, 3- and 5-year periods. The Board also took into account the fact that the Fund is designed to track a designated index.*

On the basis of the foregoing and other relevant information, the Board concluded that the performance of the Fund is satisfactory.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual investment advisory fee rates payable by the Fund and actual fees paid by the Fund, net of waivers. As part of its review, the Board considered the Fund's management fee and total expense ratio, including the portion attributable to administrative services provided by SSGA FM (both before and after giving effect to any expense caps), as compared to its Expense Group and Expense Universe, as constructed by Broadridge, and the related Broadridge analysis for the Fund. The Board also considered the comparability of the fees charged and the services provided to the Fund by the Adviser to the fees charged and services provided to other clients of the Adviser, including institutional accounts. In addition, the Board considered the willingness of the Adviser to provide undertakings from time to time to waive fees or pay expenses of the Fund to limit the total expenses borne by shareholders. Among other information, the Board considered the following expense information in its evaluation of the Fund:

*State Street Hedged International Developed Equity Index Fund. The Board considered that the Fund's actual management fee was above the median of its Expense Group and was equal to the median of its Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.*

On the basis of the foregoing and other relevant information, and in light of the nature, extent and quality of the services provided by the Adviser, the Board concluded that the fees and the expense ratio of the Fund are reasonable in relation to the services provided.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Fund and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Fund, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Fund and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to the Fund, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Fund, were reasonable in relation to the services provided.

<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the Fund and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the Fund and fund complex increase. The Board acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the management of the Fund or the fund complex taken as a whole. The Board concluded that, in light of the current size of the Fund and the fund complex, the level of profitability of the Adviser and its affiliates with respect to the Fund and the fund complex over various time periods, and the comparative management fee and expense ratio of the Fund during these periods, it does not appear that the Adviser or its affiliates has realized benefits from economies of scale in managing the assets of the Fund to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Fund at this time.

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

------

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of the Fund and its shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Master Funds
State Street International Developed Equity Index Portfolio

![](g52640img02719c8d1.jpg)

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

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**TABLE OF CONTENTS** (Unaudited)

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| | |
|:---|:---|
| **[Schedule of Investments (Unaudited) (N-CSR Item 6)](#xx_af47f06e-b150-417a-8950-a9dd493e15fc_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_d73f996a-8f6a-40fb-a8cc-eefc41729e72_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_0f80ccc8-574e-442e-ae08-e3593d2279ed_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;11 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_fc9c5a49-1970-45a1-9069-8d169acfc740_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;12 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_d8a5aa18-b9aa-46f5-bc1d-607e9bbe1606_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;13 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_00e56c50-c0a6-434e-b5a1-8d3bad1157f1_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;14 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_c813c9f1-eb91-4015-bc21-32749e8f22d6_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;21 |

---

#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **COMMON STOCKS — 98.7%** |  |  |
| **AUSTRALIA — 6.8%** | **AUSTRALIA — 6.8%** | **AUSTRALIA — 6.8%** |
| ANZ Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;587161 | &nbsp;&nbsp;$11220652 |
| APA Group Stapled Security | &nbsp;&nbsp;&nbsp;259687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390419 |
| Aristocrat Leisure Ltd. | &nbsp;&nbsp;&nbsp;113380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4842365 |
| ASX Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;37414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710464 |
| BHP Group Ltd. | 1005156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24208293 |
| BlueScope Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;91093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379616 |
| Brambles Ltd. | &nbsp;&nbsp;&nbsp;277186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4254334 |
| CAR Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;73824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810401 |
| Cochlear Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2634258 |
| Coles Group Ltd. | &nbsp;&nbsp;&nbsp;262962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3591402 |
| Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;330205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39979877 |
| Computershare Ltd. | &nbsp;&nbsp;&nbsp;105745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2764377 |
| Evolution Mining Ltd. | &nbsp;&nbsp;&nbsp;395229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017714 |
| Fortescue Ltd. | &nbsp;&nbsp;&nbsp;338701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3391667 |
| Glencore PLC (a) | 2034128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7905253 |
| Goodman Group REIT | &nbsp;&nbsp;&nbsp;398055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8932031 |
| Insurance Australia Group Ltd. | &nbsp;&nbsp;&nbsp;447372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2647463 |
| Lottery Corp. Ltd. | &nbsp;&nbsp;&nbsp;441553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542352 |
| Macquarie Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;70657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10591359 |
| Medibank Pvt Ltd. | &nbsp;&nbsp;&nbsp;512135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694920 |
| National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;607193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15662288 |
| Northern Star Resources Ltd. | &nbsp;&nbsp;&nbsp;268068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3258834 |
| Origin Energy Ltd. | &nbsp;&nbsp;&nbsp;327000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2312291 |
| Pro Medicus Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003348 |
| Qantas Airways Ltd. | &nbsp;&nbsp;&nbsp;128634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905385 |
| QBE Insurance Group Ltd. | &nbsp;&nbsp;&nbsp;301516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4621830 |
| REA Group Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;10667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681174 |
| Reece Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;48540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456483 |
| Rio Tinto Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;72406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5083455 |
| Rio Tinto PLC | &nbsp;&nbsp;&nbsp;224022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13031656 |
| Santos Ltd. | &nbsp;&nbsp;&nbsp;648969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3257812 |
| Scentre Group REIT | 1037928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2421534 |
| SGH Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;41736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1478906 |
| Sigma Healthcare Ltd. | &nbsp;&nbsp;&nbsp;911397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1785879 |
| Sonic Healthcare Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;84429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482306 |
| South32 Ltd. | &nbsp;&nbsp;&nbsp;842585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1606868 |
| Stockland REIT | &nbsp;&nbsp;&nbsp;481795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692390 |
| Suncorp Group Ltd. | &nbsp;&nbsp;&nbsp;213928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3029673 |
| Telstra Group Ltd. | &nbsp;&nbsp;&nbsp;767976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2435939 |
| Transurban Group Stapled Security | &nbsp;&nbsp;&nbsp;605840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550581 |
| Vicinity Ltd. REIT | &nbsp;&nbsp;&nbsp;700127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133306 |
| Washington H Soul Pattinson & Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;50349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386171 |
| Wesfarmers Ltd. | &nbsp;&nbsp;&nbsp;223614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12419727 |
| Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;677855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15041707 |
| WiseTech Global Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;39621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2831032 |
| Woodside Energy Group Ltd. | &nbsp;&nbsp;&nbsp;367259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5687344 |
| Woolworths Group Ltd. | &nbsp;&nbsp;&nbsp;245707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5009460 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255776596 |
| **AUSTRIA — 0.2%** | **AUSTRIA — 0.2%** | **AUSTRIA — 0.2%** |
| Erste Group Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;61793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5244330 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Mondi PLC | &nbsp;&nbsp;80471 | &nbsp;&nbsp;$1311702 |
| OMV AG (b) | &nbsp;&nbsp;27411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485905 |
| Verbund AG (b) | &nbsp;&nbsp;14316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094835 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9136772 |
| **BELGIUM — 0.8%** | **BELGIUM — 0.8%** | **BELGIUM — 0.8%** |
| Ageas SA | &nbsp;&nbsp;29322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973965 |
| Anheuser-Busch InBev SA | 195102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13338147 |
| D'ieteren Group (b) | &nbsp;&nbsp;&nbsp;&nbsp;4423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947009 |
| Elia Group SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;9688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111638 |
| Groupe Bruxelles Lambert NV | &nbsp;&nbsp;17513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1486316 |
| KBC Group NV (b) | &nbsp;&nbsp;46043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4737808 |
| Lotus Bakeries NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834360 |
| Sofina SA | &nbsp;&nbsp;&nbsp;&nbsp;3290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081350 |
| Syensqo SA (b) | &nbsp;&nbsp;13139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009912 |
| UCB SA | &nbsp;&nbsp;24353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4772559 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31293064 |
| **BRAZIL — 0.0% <sup>\*</sup>** | **BRAZIL — 0.0% <sup>\*</sup>** | **BRAZIL — 0.0% <sup>\*</sup>** |
| Yara International ASA  | &nbsp;&nbsp;33994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249619 |
| **CHILE — 0.0% <sup>\*</sup>** | **CHILE — 0.0% <sup>\*</sup>** | **CHILE — 0.0% <sup>\*</sup>** |
| Antofagasta PLC  | &nbsp;&nbsp;74647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850982 |
| **CHINA — 0.6%** | **CHINA — 0.6%** | **CHINA — 0.6%** |
| BOC Hong Kong Holdings Ltd. | 720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3127643 |
| Prosus NV | 257281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14336375 |
| SITC International Holdings Co. Ltd. | 293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938720 |
| Wharf Holdings Ltd. (b) | 230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700255 |
| Wilmar International Ltd. | 385400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868447 |
| Yangzijiang Shipbuilding Holdings Ltd. | 549600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957965 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20929405 |
| **DENMARK — 2.3%** | **DENMARK — 2.3%** | **DENMARK — 2.3%** |
| AP Moller - Maersk AS Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036392 |
| AP Moller - Maersk AS Class B (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635880 |
| Carlsberg AS Class B (b) | &nbsp;&nbsp;18972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678730 |
| Coloplast AS Class B (b) | &nbsp;&nbsp;24151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285981 |
| Danske Bank AS (b) | 137929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5605441 |
| Demant AS (a) (b) | &nbsp;&nbsp;16592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689702 |
| DSV AS (b) | &nbsp;&nbsp;40127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9609065 |
| Genmab AS (a) | &nbsp;&nbsp;12908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670635 |
| Novo Nordisk AS Class B (b) | 633980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43849336 |
| Novonesis Novozymes B Class B | &nbsp;&nbsp;69904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4994400 |
| Orsted AS (a) (b) (c) | &nbsp;&nbsp;32759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401939 |
| Pandora AS | &nbsp;&nbsp;15832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2769940 |
| Rockwool AS Class B | &nbsp;&nbsp;20370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949946 |
| Tryg AS (b) | &nbsp;&nbsp;69763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795718 |
| Vestas Wind Systems AS | 199899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2988515 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84961620 |
| **FINLAND — 1.1%** | **FINLAND — 1.1%** | **FINLAND — 1.1%** |
| Elisa OYJ | &nbsp;&nbsp;28657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583724 |
| Fortum OYJ | &nbsp;&nbsp;91577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708137 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Kesko OYJ Class B | &nbsp;&nbsp;&nbsp;&nbsp;57821 | &nbsp;&nbsp;$1421264 |
| Kone OYJ Class B | &nbsp;&nbsp;&nbsp;&nbsp;68554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4496780 |
| Metso OYJ | &nbsp;&nbsp;&nbsp;123340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589713 |
| Neste OYJ | &nbsp;&nbsp;&nbsp;&nbsp;80830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093043 |
| Nokia OYJ | 1056494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5464166 |
| Nordea Bank Abp (d) | &nbsp;&nbsp;&nbsp;521426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7703431 |
| Nordea Bank Abp (d) | &nbsp;&nbsp;&nbsp;101782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506602 |
| Orion OYJ Class B | &nbsp;&nbsp;&nbsp;&nbsp;19878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489862 |
| Sampo OYJ Class A | &nbsp;&nbsp;&nbsp;467473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5010023 |
| Stora Enso OYJ Class R (b) | &nbsp;&nbsp;&nbsp;122809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329725 |
| UPM-Kymmene OYJ | &nbsp;&nbsp;&nbsp;102248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2779750 |
| Wartsila OYJ Abp | &nbsp;&nbsp;&nbsp;&nbsp;97527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2294220 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39470440 |
| **FRANCE — 9.4%** | **FRANCE — 9.4%** | **FRANCE — 9.4%** |
| Accor SA | &nbsp;&nbsp;&nbsp;&nbsp;37039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927389 |
| Aeroports de Paris SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943351 |
| Air Liquide SA | &nbsp;&nbsp;&nbsp;114530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23545993 |
| Airbus SE | &nbsp;&nbsp;&nbsp;117085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24362643 |
| Alstom SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;72423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683271 |
| Amundi SA (c) | &nbsp;&nbsp;&nbsp;&nbsp;10973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884901 |
| Arkema SA | &nbsp;&nbsp;&nbsp;&nbsp;11768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864057 |
| AXA SA | &nbsp;&nbsp;&nbsp;350247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17132089 |
| BioMerieux | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128801 |
| BNP Paribas SA | &nbsp;&nbsp;&nbsp;201218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18026756 |
| Bollore SE | &nbsp;&nbsp;&nbsp;142165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889472 |
| Bouygues SA | &nbsp;&nbsp;&nbsp;&nbsp;37071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671006 |
| Bureau Veritas SA | &nbsp;&nbsp;&nbsp;&nbsp;64677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2197156 |
| Capgemini SE | &nbsp;&nbsp;&nbsp;&nbsp;31477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5359490 |
| Carrefour SA | &nbsp;&nbsp;&nbsp;112192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576407 |
| Cie de Saint-Gobain SA | &nbsp;&nbsp;&nbsp;&nbsp;87668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10253856 |
| Cie Generale des Etablissements Michelin SCA | &nbsp;&nbsp;&nbsp;134110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4965183 |
| Covivio SA REIT | &nbsp;&nbsp;&nbsp;&nbsp;11567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727097 |
| Credit Agricole SA | &nbsp;&nbsp;&nbsp;209316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3947258 |
| Danone SA | &nbsp;&nbsp;&nbsp;128001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10421611 |
| Dassault Aviation SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269307 |
| Dassault Systemes SE | &nbsp;&nbsp;&nbsp;134018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4834350 |
| Edenred SE | &nbsp;&nbsp;&nbsp;&nbsp;49738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534940 |
| Eiffage SA | &nbsp;&nbsp;&nbsp;&nbsp;13277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1858535 |
| Engie SA | &nbsp;&nbsp;&nbsp;360754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8437657 |
| EssilorLuxottica SA | &nbsp;&nbsp;&nbsp;&nbsp;58287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15935056 |
| Eurazeo SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643812 |
| FDJ UNITED (c) | &nbsp;&nbsp;&nbsp;&nbsp;20442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799061 |
| Gecina SA REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001233 |
| Getlink SE | &nbsp;&nbsp;&nbsp;&nbsp;64204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235246 |
| Hermes International SCA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16899134 |
| Ipsen SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942882 |
| Kering SA | &nbsp;&nbsp;&nbsp;&nbsp;14876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3222821 |
| Klepierre SA REIT | &nbsp;&nbsp;&nbsp;&nbsp;43360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702033 |
| Legrand SA | &nbsp;&nbsp;&nbsp;&nbsp;51199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6821341 |
| L'Oreal SA | &nbsp;&nbsp;&nbsp;&nbsp;47362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20186856 |
| LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;54070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28218780 |
| Orange SA | &nbsp;&nbsp;&nbsp;363274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5507330 |
| Pernod Ricard SA | &nbsp;&nbsp;&nbsp;&nbsp;40460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4017988 |
| Publicis Groupe SA | &nbsp;&nbsp;&nbsp;&nbsp;45753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5138699 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Renault SA | &nbsp;&nbsp;37435 | &nbsp;&nbsp;$1719492 |
| Rexel SA | &nbsp;&nbsp;40746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250268 |
| Safran SA | &nbsp;&nbsp;70945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22976607 |
| Sartorius Stedim Biotech | &nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274793 |
| Societe Generale SA | 142006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8092977 |
| Sodexo SA | &nbsp;&nbsp;18636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141920 |
| Teleperformance SE | &nbsp;&nbsp;11251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087199 |
| Thales SA | &nbsp;&nbsp;18187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5328661 |
| TotalEnergies SE | 402684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24627169 |
| Unibail-Rodamco-Westfield REIT (a) | &nbsp;&nbsp;24951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2376487 |
| Veolia Environnement SA | 122331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4343845 |
| Vinci SA | &nbsp;&nbsp;98232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14425228 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351359494 |
| **GERMANY — 10.2%** | **GERMANY — 10.2%** | **GERMANY — 10.2%** |
| adidas AG | &nbsp;&nbsp;33796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7852957 |
| Allianz SE | &nbsp;&nbsp;76164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30764284 |
| BASF SE | 178036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8748215 |
| Bayer AG | 196569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5892008 |
| Bayerische Motoren Werke AG | &nbsp;&nbsp;57992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5136855 |
| Bayerische Motoren Werke AG Preference Shares | &nbsp;&nbsp;11599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957168 |
| Beiersdorf AG | &nbsp;&nbsp;19263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410424 |
| Brenntag SE | &nbsp;&nbsp;23610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1557560 |
| Commerzbank AG | 173251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5446264 |
| Continental AG | &nbsp;&nbsp;22206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1931528 |
| Covestro AG (a) | &nbsp;&nbsp;35647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2527390 |
| CTS Eventim AG & Co. KGaA | &nbsp;&nbsp;12864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1591582 |
| Daimler Truck Holding AG | &nbsp;&nbsp;93228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4396030 |
| Deutsche Bank AG | 361280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10674303 |
| Deutsche Boerse AG | &nbsp;&nbsp;37367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12145729 |
| Deutsche Lufthansa AG | 121904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027436 |
| Deutsche Post AG | 191237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8801996 |
| Deutsche Telekom AG | 690177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25090776 |
| Dr. Ing hc F Porsche AG Preference Shares (c) | &nbsp;&nbsp;23999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181501 |
| E.ON SE | 443396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8132502 |
| Evonik Industries AG | &nbsp;&nbsp;52799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084616 |
| Fresenius Medical Care AG | &nbsp;&nbsp;41504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2370201 |
| Fresenius SE & Co. KGaA | &nbsp;&nbsp;82974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4156989 |
| GEA Group AG | &nbsp;&nbsp;29348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2046338 |
| Hannover Rueck SE | &nbsp;&nbsp;11747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3684477 |
| Heidelberg Materials AG | &nbsp;&nbsp;26638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6236602 |
| Henkel AG & Co. KGaA | &nbsp;&nbsp;20876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507075 |
| Henkel AG & Co. KGaA Preference Shares | &nbsp;&nbsp;33425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2615466 |
| Infineon Technologies AG | 258111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10942248 |
| Knorr-Bremse AG | &nbsp;&nbsp;14394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386349 |
| LEG Immobilien SE | &nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264829 |
| Mercedes-Benz Group AG | 143994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8398965 |
| Merck KGaA | &nbsp;&nbsp;25115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242935 |
| MTU Aero Engines AG | &nbsp;&nbsp;10727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4749658 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | &nbsp;&nbsp;26332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17018938 |
| Nemetschek SE | &nbsp;&nbsp;11865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1713110 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Porsche Automobil Holding SE Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;31031 | &nbsp;&nbsp;$1227183 |
| Rational AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898464 |
| Rheinmetall AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18613411 |
| RWE AG | &nbsp;&nbsp;&nbsp;121871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5068552 |
| SAP SE | &nbsp;&nbsp;&nbsp;206207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62486750 |
| Sartorius AG Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283478 |
| Scout24 SE (c) | &nbsp;&nbsp;&nbsp;&nbsp;15173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2085647 |
| Siemens AG | &nbsp;&nbsp;&nbsp;149962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38313541 |
| Siemens Energy AG (a) | &nbsp;&nbsp;&nbsp;134102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15436170 |
| Siemens Healthineers AG (c) | &nbsp;&nbsp;&nbsp;&nbsp;66793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3689736 |
| Symrise AG | &nbsp;&nbsp;&nbsp;&nbsp;26483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2771100 |
| Talanx AG | &nbsp;&nbsp;&nbsp;&nbsp;11898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534914 |
| Volkswagen AG Preference Shares | &nbsp;&nbsp;&nbsp;&nbsp;40640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275344 |
| Vonovia SE (b) | &nbsp;&nbsp;&nbsp;149330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5242952 |
| Zalando SE (a) (c) | &nbsp;&nbsp;&nbsp;&nbsp;45329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1487203 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383099749 |
| **HONG KONG — 1.9%** | **HONG KONG — 1.9%** | **HONG KONG — 1.9%** |
| AIA Group Ltd. | 2105400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18881549 |
| CK Asset Holdings Ltd. | &nbsp;&nbsp;&nbsp;399899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1762612 |
| CK Infrastructure Holdings Ltd. | &nbsp;&nbsp;&nbsp;136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900026 |
| CLP Holdings Ltd. | &nbsp;&nbsp;&nbsp;324500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2732414 |
| Futu Holdings Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1421285 |
| Hang Seng Bank Ltd. | &nbsp;&nbsp;&nbsp;153700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2302563 |
| Henderson Land Development Co. Ltd. | &nbsp;&nbsp;&nbsp;289436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012104 |
| HKT Trust & HKT Ltd. Stapled Security | &nbsp;&nbsp;&nbsp;811000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210818 |
| Hong Kong & China Gas Co. Ltd. | 2112995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1773839 |
| Hong Kong Exchanges & Clearing Ltd. | &nbsp;&nbsp;&nbsp;237230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12656296 |
| Hongkong Land Holdings Ltd. | &nbsp;&nbsp;&nbsp;218900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263053 |
| Jardine Matheson Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585980 |
| Link REIT | &nbsp;&nbsp;&nbsp;512391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734928 |
| MTR Corp. Ltd. | &nbsp;&nbsp;&nbsp;325012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167559 |
| Power Assets Holdings Ltd. | &nbsp;&nbsp;&nbsp;272000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1748076 |
| Prudential PLC | &nbsp;&nbsp;&nbsp;517370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6470129 |
| Sino Land Co. Ltd. | &nbsp;&nbsp;&nbsp;640456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681249 |
| Sun Hung Kai Properties Ltd. | &nbsp;&nbsp;&nbsp;277000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3177561 |
| Swire Pacific Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531147 |
| Techtronic Industries Co. Ltd. | &nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3078217 |
| WH Group Ltd. (c) | 1712766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647310 |
| Wharf Real Estate Investment Co. Ltd. | &nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018089 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69756804 |
| **IRELAND — 0.4%** | **IRELAND — 0.4%** | **IRELAND — 0.4%** |
| AerCap Holdings NV | &nbsp;&nbsp;&nbsp;&nbsp;35800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4188600 |
| AIB Group PLC | &nbsp;&nbsp;&nbsp;406701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3334679 |
| Bank of Ireland Group PLC | &nbsp;&nbsp;&nbsp;192314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2728161 |
| Kerry Group PLC Class A | &nbsp;&nbsp;&nbsp;&nbsp;32578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3585156 |
| Kingspan Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;30531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2587561 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16424157 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **ISRAEL — 0.8%** | **ISRAEL — 0.8%** | **ISRAEL — 0.8%** |
| Azrieli Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8514 | &nbsp;&nbsp;$783010 |
| Bank Hapoalim BM | &nbsp;&nbsp;&nbsp;243476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4672136 |
| Bank Leumi Le-Israel BM | &nbsp;&nbsp;&nbsp;301389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5604448 |
| Check Point Software Technologies Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;16610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3674962 |
| Elbit Systems Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2358989 |
| ICL Group Ltd. | &nbsp;&nbsp;&nbsp;163285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119599 |
| Israel Discount Bank Ltd. Class A | &nbsp;&nbsp;&nbsp;229635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2288510 |
| Mizrahi Tefahot Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;28807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1877695 |
| Nice Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;12390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2102713 |
| Teva Pharmaceutical Industries Ltd. ADR (a) | &nbsp;&nbsp;&nbsp;220128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3689345 |
| Wix.com Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1568754 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29740161 |
| **ITALY — 3.1%** | **ITALY — 3.1%** | **ITALY — 3.1%** |
| Banca Mediolanum SpA | &nbsp;&nbsp;&nbsp;&nbsp;44136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757448 |
| Banco BPM SpA | &nbsp;&nbsp;&nbsp;218329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540301 |
| BPER Banca SpA | &nbsp;&nbsp;&nbsp;185021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675813 |
| Coca-Cola HBC AG | &nbsp;&nbsp;&nbsp;&nbsp;41181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2146687 |
| Davide Campari-Milano NV (b) | &nbsp;&nbsp;&nbsp;106104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711181 |
| DiaSorin SpA (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554078 |
| Enel SpA | 1592753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15061918 |
| Eni SpA | &nbsp;&nbsp;&nbsp;427394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6903340 |
| Ferrari NV | &nbsp;&nbsp;&nbsp;&nbsp;24850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12137703 |
| FinecoBank Banca Fineco SpA | &nbsp;&nbsp;&nbsp;121237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2680484 |
| Generali | &nbsp;&nbsp;&nbsp;168699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5982402 |
| Infrastrutture Wireless Italiane SpA (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;48975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596739 |
| Intesa Sanpaolo SpA | 2991078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17174425 |
| Leonardo SpA (b) | &nbsp;&nbsp;&nbsp;&nbsp;81177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4552936 |
| Mediobanca Banca di Credito Finanziario SpA (b) | &nbsp;&nbsp;&nbsp;&nbsp;94761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2195226 |
| Moncler SpA | &nbsp;&nbsp;&nbsp;&nbsp;46684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2651771 |
| Nexi SpA (c) | &nbsp;&nbsp;&nbsp;&nbsp;90247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537521 |
| Poste Italiane SpA (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;94478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022870 |
| Prysmian SpA | &nbsp;&nbsp;&nbsp;&nbsp;54004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3806090 |
| Recordati Industria Chimica e Farmaceutica SpA | &nbsp;&nbsp;&nbsp;&nbsp;22997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441534 |
| Ryanair Holdings PLC | &nbsp;&nbsp;&nbsp;167813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4731632 |
| Snam SpA | &nbsp;&nbsp;&nbsp;379454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2290359 |
| Telecom Italia SpA (a) (b) | 1880790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924170 |
| Terna - Rete Elettrica Nazionale | &nbsp;&nbsp;&nbsp;270842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2774237 |
| UniCredit SpA | &nbsp;&nbsp;&nbsp;275987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18436973 |
| Unipol Assicurazioni SpA | &nbsp;&nbsp;&nbsp;&nbsp;72518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432232 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116720070 |
| **JAPAN — 21.5%** | **JAPAN — 21.5%** | **JAPAN — 21.5%** |
| Advantest Corp. | &nbsp;&nbsp;&nbsp;149900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11057389 |
| Aeon Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;131200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4014705 |
| AGC, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;41200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205666 |
| Aisin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;95900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226261 |
| Ajinomoto Co., Inc. | &nbsp;&nbsp;&nbsp;176000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4762948 |
| ANA Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689773 |
| Asahi Group Holdings Ltd. (b) | &nbsp;&nbsp;&nbsp;289300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3860471 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Asahi Kasei Corp. | 237800 | &nbsp;&nbsp;$1690751 |
| Asics Corp. | 125800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3204985 |
| Astellas Pharma, Inc. | 366600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3595063 |
| Bandai Namco Holdings, Inc. | 119400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4274412 |
| Bridgestone Corp. (b) | 114700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685036 |
| Canon, Inc. (b) | 183400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5318721 |
| Capcom Co. Ltd. | &nbsp;&nbsp;68300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2332541 |
| Central Japan Railway Co. | 154500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3456984 |
| Chiba Bank Ltd. | 117700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087408 |
| Chubu Electric Power Co., Inc. | 131900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1626321 |
| Chugai Pharmaceutical Co. Ltd. | 133200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6939181 |
| Concordia Financial Group Ltd. | 186000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206821 |
| Dai Nippon Printing Co. Ltd. | &nbsp;&nbsp;82600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252338 |
| Daifuku Co. Ltd. | &nbsp;&nbsp;67100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1729005 |
| Dai-ichi Life Holdings, Inc. | 679400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5155058 |
| Daiichi Sankyo Co. Ltd. (b) | 336900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7848444 |
| Daikin Industries Ltd. | &nbsp;&nbsp;51400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6058257 |
| Daito Trust Construction Co. Ltd. | &nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334781 |
| Daiwa House Industry Co. Ltd. | 112200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3848100 |
| Daiwa Securities Group, Inc. (b) | 253500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1797991 |
| Denso Corp. (b) | 370400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5001663 |
| Dentsu Group, Inc. (b) | &nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929295 |
| Disco Corp. (b) | &nbsp;&nbsp;18300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400872 |
| East Japan Railway Co. | 181600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3907458 |
| Eisai Co. Ltd. (b) | &nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435841 |
| ENEOS Holdings, Inc. | 538500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2665938 |
| FANUC Corp. | 187600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5117131 |
| Fast Retailing Co. Ltd. (b) | &nbsp;&nbsp;37600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12890387 |
| Fuji Electric Co. Ltd. | &nbsp;&nbsp;26700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229962 |
| FUJIFILM Holdings Corp. (b) | 217600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733284 |
| Fujikura Ltd. | &nbsp;&nbsp;47200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2473960 |
| Fujitsu Ltd. | 349200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8497615 |
| Hankyu Hanshin Holdings, Inc. (b) | &nbsp;&nbsp;48000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302641 |
| Hikari Tsushin, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001793 |
| Hitachi Ltd. | 902900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26284707 |
| Honda Motor Co. Ltd. | 827800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7991741 |
| Hoshizaki Corp. (b) | &nbsp;&nbsp;22800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785439 |
| Hoya Corp. | &nbsp;&nbsp;68800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8171027 |
| Hulic Co. Ltd. (b) | &nbsp;&nbsp;84300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847698 |
| Idemitsu Kosan Co. Ltd. | 148900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901987 |
| IHI Corp. | &nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3140019 |
| Inpex Corp. (b) | 174900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2451954 |
| Isuzu Motors Ltd. | 100400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272333 |
| ITOCHU Corp. | 235800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12334832 |
| Japan Airlines Co. Ltd. | &nbsp;&nbsp;31400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639434 |
| Japan Exchange Group, Inc. | 197600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997956 |
| Japan Post Bank Co. Ltd. | 355700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3829233 |
| Japan Post Holdings Co. Ltd. | 344900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3188854 |
| Japan Post Insurance Co. Ltd. | &nbsp;&nbsp;42100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950452 |
| Japan Tobacco, Inc. | 238100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7002311 |
| JFE Holdings, Inc. (b) | 121300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408288 |
| Kajima Corp. | &nbsp;&nbsp;79200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2063274 |
| Kansai Electric Power Co., Inc. | 193500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2289394 |
| Kao Corp. | &nbsp;&nbsp;93900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4197531 |
| Kawasaki Kisen Kaisha Ltd. (b) | &nbsp;&nbsp;66300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938192 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| KDDI Corp. | &nbsp;&nbsp;&nbsp;608500 | &nbsp;&nbsp;$10447437 |
| Keyence Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15376482 |
| Kikkoman Corp. | &nbsp;&nbsp;&nbsp;131900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221795 |
| Kirin Holdings Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;148700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2078990 |
| Kobe Bussan Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007546 |
| Komatsu Ltd. | &nbsp;&nbsp;&nbsp;175900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5768551 |
| Konami Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080013 |
| Kubota Corp. (b) | &nbsp;&nbsp;&nbsp;188400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2115579 |
| Kyocera Corp. | &nbsp;&nbsp;&nbsp;256300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075884 |
| Kyowa Kirin Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;40100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684458 |
| Lasertec Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;15900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2136585 |
| LY Corp. | &nbsp;&nbsp;&nbsp;569200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2090094 |
| M3, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;89400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1228867 |
| Makita Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510589 |
| Marubeni Corp. | &nbsp;&nbsp;&nbsp;283400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5715284 |
| MatsukiyoCocokara & Co. | &nbsp;&nbsp;&nbsp;&nbsp;68800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1413438 |
| MEIJI Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;50400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112014 |
| Minebea Mitsumi, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098948 |
| Mitsubishi Chemical Group Corp. | &nbsp;&nbsp;&nbsp;248400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1303522 |
| Mitsubishi Corp. | &nbsp;&nbsp;&nbsp;678800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13571771 |
| Mitsubishi Electric Corp. | &nbsp;&nbsp;&nbsp;377300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8126140 |
| Mitsubishi Estate Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;213200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3989613 |
| Mitsubishi HC Capital, Inc. (b) | &nbsp;&nbsp;&nbsp;169700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245920 |
| Mitsubishi Heavy Industries Ltd. | &nbsp;&nbsp;&nbsp;636000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15895047 |
| Mitsubishi UFJ Financial Group, Inc. | 2268500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31142895 |
| Mitsui & Co. Ltd. | &nbsp;&nbsp;&nbsp;484700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9888960 |
| Mitsui Fudosan Co. Ltd. | &nbsp;&nbsp;&nbsp;509900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4924438 |
| Mitsui OSK Lines Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2202361 |
| Mizuho Financial Group, Inc. | &nbsp;&nbsp;&nbsp;469540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12979842 |
| MonotaRO Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;53900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061619 |
| MS&AD Insurance Group Holdings, Inc. | &nbsp;&nbsp;&nbsp;255200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5706643 |
| Murata Manufacturing Co. Ltd. | &nbsp;&nbsp;&nbsp;331000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4935955 |
| NEC Corp. | &nbsp;&nbsp;&nbsp;239500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6995400 |
| Nexon Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;67400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357846 |
| NIDEC Corp. | &nbsp;&nbsp;&nbsp;160100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3109007 |
| Nintendo Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;217900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20938433 |
| Nippon Building Fund, Inc. REIT (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370909 |
| Nippon Paint Holdings Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;199800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1604541 |
| Nippon Sanso Holdings Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;34400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301029 |
| Nippon Steel Corp. | &nbsp;&nbsp;&nbsp;193700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3664939 |
| Nippon Telegraph & Telephone Corp. | 5933500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6325999 |
| Nippon Yusen KK (b) | &nbsp;&nbsp;&nbsp;&nbsp;87300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3135535 |
| Nissan Motor Co. Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;424500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029180 |
| Nissin Foods Holdings Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;43200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895881 |
| Nitori Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590086 |
| Nitto Denko Corp. | &nbsp;&nbsp;&nbsp;135500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2618632 |
| Nomura Holdings, Inc. (b) | &nbsp;&nbsp;&nbsp;608800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4012445 |
| Nomura Research Institute Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;74900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2998696 |
| Obayashi Corp. | &nbsp;&nbsp;&nbsp;121800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1842874 |
| Obic Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;66100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2567670 |
| Olympus Corp. | &nbsp;&nbsp;&nbsp;221700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2632251 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Omron Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;$889626 |
| Ono Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;80500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868839 |
| Oracle Corp. Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999370 |
| Oriental Land Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;216200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975242 |
| ORIX Corp. | &nbsp;&nbsp;&nbsp;224300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5062259 |
| Osaka Gas Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;73700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884275 |
| Otsuka Corp. | &nbsp;&nbsp;&nbsp;&nbsp;44900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912796 |
| Otsuka Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;88600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4386296 |
| Pan Pacific International Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;73600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2526791 |
| Panasonic Holdings Corp. | &nbsp;&nbsp;&nbsp;457200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4923497 |
| Rakuten Group, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;281500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1552055 |
| Recruit Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;276700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16349714 |
| Renesas Electronics Corp. | &nbsp;&nbsp;&nbsp;337000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4173859 |
| Resona Holdings, Inc. | &nbsp;&nbsp;&nbsp;417700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3851822 |
| Ricoh Co. Ltd. | &nbsp;&nbsp;&nbsp;101300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957632 |
| Sanrio Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;35300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702865 |
| SBI Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925709 |
| SCREEN Holdings Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;16900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375915 |
| SCSK Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930134 |
| Secom Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;83900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3010514 |
| Sekisui Chemical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;73200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323676 |
| Sekisui House Ltd. | &nbsp;&nbsp;&nbsp;118400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2609071 |
| Seven & i Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;439700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7071363 |
| SG Holdings Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;62100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690669 |
| Shimadzu Corp. | &nbsp;&nbsp;&nbsp;&nbsp;45400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122703 |
| Shimano, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;14600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2113005 |
| Shin-Etsu Chemical Co. Ltd. | &nbsp;&nbsp;&nbsp;356600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11780921 |
| Shionogi & Co. Ltd. | &nbsp;&nbsp;&nbsp;149500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2684780 |
| Shiseido Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;75900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1352270 |
| SMC Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3963031 |
| SoftBank Corp. | 5660200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8738444 |
| SoftBank Group Corp. (b) | &nbsp;&nbsp;&nbsp;189100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13765700 |
| Sompo Holdings, Inc. | &nbsp;&nbsp;&nbsp;173700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225009 |
| Sony Group Corp. | 1217000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31426564 |
| Subaru Corp. (b) | &nbsp;&nbsp;&nbsp;116400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2027098 |
| Sumitomo Corp. | &nbsp;&nbsp;&nbsp;212200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5478167 |
| Sumitomo Electric Industries Ltd. | &nbsp;&nbsp;&nbsp;142200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046897 |
| Sumitomo Metal Mining Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;44800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104143 |
| Sumitomo Mitsui Financial Group, Inc. | &nbsp;&nbsp;&nbsp;726700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18282584 |
| Sumitomo Mitsui Trust Group, Inc. | &nbsp;&nbsp;&nbsp;124200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300937 |
| Sumitomo Realty & Development Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;61900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385664 |
| Suntory Beverage & Food Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877670 |
| Suzuki Motor Corp. | &nbsp;&nbsp;&nbsp;315100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3802273 |
| Sysmex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;95300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658653 |
| T&D Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;93400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2049763 |
| Taisei Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802762 |
| Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;310217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9503342 |
| TDK Corp. | &nbsp;&nbsp;&nbsp;388500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4560225 |
| Terumo Corp. | &nbsp;&nbsp;&nbsp;259000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4751636 |
| TIS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373242 |
| Toho Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;21600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272567 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Tokio Marine Holdings, Inc. | &nbsp;&nbsp;&nbsp;362600 | &nbsp;&nbsp;$15340431 |
| Tokyo Electron Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;88900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17035910 |
| Tokyo Gas Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;63200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2096676 |
| Tokyo Metro Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;61300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711902 |
| Tokyu Corp. (b) | &nbsp;&nbsp;&nbsp;103000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222209 |
| TOPPAN Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1296151 |
| Toray Industries, Inc. | &nbsp;&nbsp;&nbsp;281600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925747 |
| Toyota Industries Corp. | &nbsp;&nbsp;&nbsp;&nbsp;32300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3644917 |
| Toyota Motor Corp. | 1863900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32169356 |
| Toyota Tsusho Corp. | &nbsp;&nbsp;&nbsp;121600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2751984 |
| Trend Micro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719875 |
| Unicharm Corp. (b) | &nbsp;&nbsp;&nbsp;214800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547298 |
| West Japan Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;91000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080252 |
| Yakult Honsha Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp;51400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965229 |
| Yamaha Motor Co. Ltd. (b) | &nbsp;&nbsp;&nbsp;179700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342976 |
| Yokogawa Electric Corp. | &nbsp;&nbsp;&nbsp;&nbsp;47700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1273035 |
| Zensho Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;19100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155428 |
| ZOZO, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;85400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920543 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806266498 |
| **LUXEMBOURG — 0.1%** | **LUXEMBOURG — 0.1%** | **LUXEMBOURG — 0.1%** |
| ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;89754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2830961 |
| CVC Capital Partners PLC (c) | &nbsp;&nbsp;&nbsp;&nbsp;45343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925066 |
| Eurofins Scientific SE | &nbsp;&nbsp;&nbsp;&nbsp;22282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580851 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5336878 |
| **MACAU — 0.1%** | **MACAU — 0.1%** | **MACAU — 0.1%** |
| Galaxy Entertainment Group Ltd. | &nbsp;&nbsp;&nbsp;406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802433 |
| Sands China Ltd. | &nbsp;&nbsp;&nbsp;454800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946679 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2749112 |
| **NETHERLANDS — 4.2%** | **NETHERLANDS — 4.2%** | **NETHERLANDS — 4.2%** |
| ABN AMRO Bank NV (c) | &nbsp;&nbsp;&nbsp;&nbsp;87475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386341 |
| Adyen NV (a) (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9097243 |
| Aegon Ltd. | &nbsp;&nbsp;&nbsp;250271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1806162 |
| Akzo Nobel NV | &nbsp;&nbsp;&nbsp;&nbsp;34850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2429974 |
| Argenx SE (a) | &nbsp;&nbsp;&nbsp;&nbsp;11861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6541039 |
| ASM International NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5997890 |
| ASML Holding NV | &nbsp;&nbsp;&nbsp;&nbsp;77766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61855107 |
| ASR Nederland NV | &nbsp;&nbsp;&nbsp;&nbsp;28108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860233 |
| BE Semiconductor Industries NV (b) | &nbsp;&nbsp;&nbsp;&nbsp;16426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2449734 |
| Euronext NV (c) | &nbsp;&nbsp;&nbsp;&nbsp;14767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2515197 |
| EXOR NV | &nbsp;&nbsp;&nbsp;&nbsp;16472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655131 |
| Heineken Holding NV | &nbsp;&nbsp;&nbsp;&nbsp;25576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1898915 |
| Heineken NV | &nbsp;&nbsp;&nbsp;&nbsp;55605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4831426 |
| IMCD NV | &nbsp;&nbsp;&nbsp;&nbsp;11913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1594883 |
| ING Groep NV | &nbsp;&nbsp;&nbsp;624793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13660549 |
| JDE Peet's NV (b) | &nbsp;&nbsp;&nbsp;&nbsp;33035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939982 |
| Koninklijke Ahold Delhaize NV | &nbsp;&nbsp;&nbsp;177467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7395344 |
| Koninklijke KPN NV | &nbsp;&nbsp;&nbsp;776219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3768575 |
| Koninklijke Philips NV | &nbsp;&nbsp;&nbsp;163623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3920124 |
| NN Group NV | &nbsp;&nbsp;&nbsp;&nbsp;51791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430045 |
| Randstad NV (b) | &nbsp;&nbsp;&nbsp;&nbsp;20906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961987 |
| Universal Music Group NV (b) | &nbsp;&nbsp;&nbsp;217161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7005045 |
| Wolters Kluwer NV | &nbsp;&nbsp;&nbsp;&nbsp;47137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7854341 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155855267 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **NEW ZEALAND — 0.3%** | **NEW ZEALAND — 0.3%** | **NEW ZEALAND — 0.3%** |
| Auckland International Airport Ltd. | &nbsp;&nbsp;&nbsp;329714 | &nbsp;&nbsp;$1550184 |
| Contact Energy Ltd. | &nbsp;&nbsp;&nbsp;168288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919433 |
| Fisher & Paykel Healthcare Corp. Ltd. | &nbsp;&nbsp;&nbsp;110672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2421963 |
| Infratil Ltd. | &nbsp;&nbsp;&nbsp;193963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248099 |
| Meridian Energy Ltd. | &nbsp;&nbsp;&nbsp;264630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947797 |
| Xero Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;28827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3396742 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10484218 |
| **NORWAY — 0.6%** | **NORWAY — 0.6%** | **NORWAY — 0.6%** |
| Aker BP ASA | &nbsp;&nbsp;&nbsp;&nbsp;64596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1645587 |
| DNB Bank ASA | &nbsp;&nbsp;&nbsp;179024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4928613 |
| Equinor ASA | &nbsp;&nbsp;&nbsp;167170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4214064 |
| Gjensidige Forsikring ASA | &nbsp;&nbsp;&nbsp;&nbsp;37920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957021 |
| Kongsberg Gruppen ASA | &nbsp;&nbsp;&nbsp;&nbsp;87570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3382189 |
| Mowi ASA | &nbsp;&nbsp;&nbsp;&nbsp;96138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1848716 |
| Norsk Hydro ASA | &nbsp;&nbsp;&nbsp;262216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490944 |
| Orkla ASA | &nbsp;&nbsp;&nbsp;137201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485936 |
| Salmar ASA | &nbsp;&nbsp;&nbsp;&nbsp;14543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627725 |
| Telenor ASA | &nbsp;&nbsp;&nbsp;122496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896808 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22477603 |
| **POLAND — 0.0% <sup>\*</sup>** | **POLAND — 0.0% <sup>\*</sup>** | **POLAND — 0.0% <sup>\*</sup>** |
| InPost SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;41604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688599 |
| **PORTUGAL — 0.1%** | **PORTUGAL — 0.1%** | **PORTUGAL — 0.1%** |
| EDP SA | &nbsp;&nbsp;&nbsp;622308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2689686 |
| Galp Energia SGPS SA | &nbsp;&nbsp;&nbsp;&nbsp;80709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475105 |
| Jeronimo Martins SGPS SA | &nbsp;&nbsp;&nbsp;&nbsp;58707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480255 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5645046 |
| **SINGAPORE — 1.8%** | **SINGAPORE — 1.8%** | **SINGAPORE — 1.8%** |
| CapitaLand Ascendas REIT | &nbsp;&nbsp;&nbsp;785815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1653503 |
| CapitaLand Integrated Commercial Trust REIT | 1118228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1905197 |
| CapitaLand Investment Ltd. | &nbsp;&nbsp;&nbsp;414682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862802 |
| DBS Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;420492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14826911 |
| Genting Singapore Ltd. | 1255700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704923 |
| Grab Holdings Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;474500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386735 |
| Keppel Ltd. | &nbsp;&nbsp;&nbsp;282800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647530 |
| Oversea-Chinese Banking Corp. Ltd. | &nbsp;&nbsp;&nbsp;665066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8516646 |
| Sea Ltd. ADR (a) | &nbsp;&nbsp;&nbsp;&nbsp;75500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12075470 |
| Sembcorp Industries Ltd. | &nbsp;&nbsp;&nbsp;157500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847073 |
| Singapore Airlines Ltd. (b) | &nbsp;&nbsp;&nbsp;304949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668822 |
| Singapore Exchange Ltd. | &nbsp;&nbsp;&nbsp;168500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1968578 |
| Singapore Technologies Engineering Ltd. | &nbsp;&nbsp;&nbsp;320800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1962103 |
| Singapore Telecommunications Ltd. | 1488600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4464690 |
| STMicroelectronics NV | &nbsp;&nbsp;&nbsp;130230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3964694 |
| United Overseas Bank Ltd. | &nbsp;&nbsp;&nbsp;247090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6984054 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66439731 |
| **SOUTH AFRICA — 0.2%** | **SOUTH AFRICA — 0.2%** | **SOUTH AFRICA — 0.2%** |
| Anglo American PLC  | &nbsp;&nbsp;&nbsp;219451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6465569 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **SOUTH KOREA — 0.0% <sup>\*</sup>** | **SOUTH KOREA — 0.0% <sup>\*</sup>** | **SOUTH KOREA — 0.0% <sup>\*</sup>** |
| Delivery Hero SE (a) (c) | &nbsp;&nbsp;&nbsp;&nbsp;39154 | &nbsp;&nbsp;$1055722 |
| **SPAIN — 3.1%** | **SPAIN — 3.1%** | **SPAIN — 3.1%** |
| Acciona SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757634 |
| ACS Actividades de Construccion y Servicios SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;33961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350048 |
| Aena SME SA (c) | &nbsp;&nbsp;&nbsp;150400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000554 |
| Amadeus IT Group SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;89371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7498831 |
| Banco Bilbao Vizcaya Argentaria SA | 1139243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17458449 |
| Banco de Sabadell SA | 1080061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3426942 |
| Banco Santander SA | 2976053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24548390 |
| Bankinter SA (b) | &nbsp;&nbsp;&nbsp;133063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730651 |
| CaixaBank SA (b) | &nbsp;&nbsp;&nbsp;782612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6755889 |
| Cellnex Telecom SA (a) (c) | &nbsp;&nbsp;&nbsp;&nbsp;95847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3707203 |
| EDP Renovaveis SA | &nbsp;&nbsp;&nbsp;&nbsp;68800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765209 |
| Endesa SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;65821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2077628 |
| Grifols SA (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;59839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727004 |
| Iberdrola SA (b) | 1142011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21837543 |
| Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;216472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11226383 |
| Redeia Corp. SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;81896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1744824 |
| Repsol SA (b) | &nbsp;&nbsp;&nbsp;230508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3364683 |
| Telefonica SA (b) | &nbsp;&nbsp;&nbsp;714927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3741228 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117719093 |
| **SWEDEN — 3.0%** | **SWEDEN — 3.0%** | **SWEDEN — 3.0%** |
| AddTech AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;52438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771703 |
| Alfa Laval AB | &nbsp;&nbsp;&nbsp;&nbsp;59142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2468594 |
| Assa Abloy AB Class B | &nbsp;&nbsp;&nbsp;198706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6154832 |
| Atlas Copco AB Class A (b) | &nbsp;&nbsp;&nbsp;535522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8588783 |
| Atlas Copco AB Class B | &nbsp;&nbsp;&nbsp;300319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4236747 |
| Beijer Ref AB | &nbsp;&nbsp;&nbsp;&nbsp;81118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271192 |
| Boliden AB (a) | &nbsp;&nbsp;&nbsp;&nbsp;51350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590005 |
| Epiroc AB Class A | &nbsp;&nbsp;&nbsp;126937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735757 |
| Epiroc AB Class B (b) | &nbsp;&nbsp;&nbsp;&nbsp;71338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354841 |
| EQT AB (b) | &nbsp;&nbsp;&nbsp;&nbsp;70809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2347075 |
| Essity AB Class B | &nbsp;&nbsp;&nbsp;116622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3206053 |
| Evolution AB (b) (c) | &nbsp;&nbsp;&nbsp;&nbsp;28249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2227813 |
| Fastighets AB Balder Class B (a) | &nbsp;&nbsp;&nbsp;144226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063263 |
| H & M Hennes & Mauritz AB Class B (b) | &nbsp;&nbsp;&nbsp;105588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472409 |
| Hexagon AB Class B (b) | &nbsp;&nbsp;&nbsp;407783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4071669 |
| Holmen AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;16166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636435 |
| Industrivarden AB Class A | &nbsp;&nbsp;&nbsp;&nbsp;20695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745249 |
| Industrivarden AB Class C (b) | &nbsp;&nbsp;&nbsp;&nbsp;30713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101174 |
| Indutrade AB | &nbsp;&nbsp;&nbsp;&nbsp;51369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391702 |
| Investment AB Latour Class B | &nbsp;&nbsp;&nbsp;&nbsp;32040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837779 |
| Investor AB Class B (b) | &nbsp;&nbsp;&nbsp;340829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10004503 |
| L E Lundbergforetagen AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;16401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811583 |
| Lifco AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;48109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1932356 |
| Nibe Industrier AB Class B | &nbsp;&nbsp;&nbsp;309051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1308142 |
| Saab AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;63520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3516448 |
| Sagax AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;47347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073087 |
| Sandvik AB | &nbsp;&nbsp;&nbsp;210049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4780453 |
| Securitas AB Class B (b) | &nbsp;&nbsp;&nbsp;&nbsp;91607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360110 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Skandinaviska Enskilda Banken AB Class A (b) | 317533 | &nbsp;&nbsp;$5500787 |
| Skanska AB Class B | &nbsp;&nbsp;68534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583479 |
| SKF AB Class B | &nbsp;&nbsp;62457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1422754 |
| Svenska Cellulosa AB SCA Class B | 118708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532054 |
| Svenska Handelsbanken AB Class A | 292929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3886602 |
| Swedbank AB Class A (b) | 169836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4464022 |
| Swedish Orphan Biovitrum AB (a) | &nbsp;&nbsp;40740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231981 |
| Tele2 AB Class B | 102132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481548 |
| Telefonaktiebolaget LM Ericsson Class B | 557889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4738052 |
| Telia Co. AB | 478608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705942 |
| Trelleborg AB Class B | &nbsp;&nbsp;38042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405459 |
| Volvo AB Class B | 316658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8818206 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111830643 |
| **SWITZERLAND — 4.9%** | **SWITZERLAND — 4.9%** | **SWITZERLAND — 4.9%** |
| ABB Ltd. (b) | 312644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18581894 |
| Avolta AG | &nbsp;&nbsp;15455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835269 |
| Baloise Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;8359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965835 |
| Banque Cantonale Vaudoise (b) | &nbsp;&nbsp;&nbsp;&nbsp;5172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594195 |
| Barry Callebaut AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839035 |
| BKW AG | &nbsp;&nbsp;&nbsp;&nbsp;4237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922452 |
| Chocoladefabriken Lindt & Spruengli AG (d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3035616 |
| Chocoladefabriken Lindt & Spruengli AG (d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3487688 |
| Cie Financiere Richemont SA Class A (b) | 105900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19882858 |
| DSM-Firmenich AG (b) | &nbsp;&nbsp;36542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3871685 |
| EMS-Chemie Holding AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102431 |
| Galderma Group AG | &nbsp;&nbsp;22690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3278078 |
| Geberit AG | &nbsp;&nbsp;&nbsp;&nbsp;6685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5240503 |
| Givaudan SA | &nbsp;&nbsp;&nbsp;&nbsp;1826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8811138 |
| Helvetia Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;7494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752052 |
| Julius Baer Group Ltd. (b) | &nbsp;&nbsp;39872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686852 |
| Kuehne & Nagel International AG (b) | &nbsp;&nbsp;&nbsp;&nbsp;9852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2124492 |
| Logitech International SA | &nbsp;&nbsp;30098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2701258 |
| Lonza Group AG | &nbsp;&nbsp;14093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10003197 |
| Partners Group Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5851131 |
| Sandoz Group AG | &nbsp;&nbsp;83637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4562209 |
| Schindler Holding AG (d) | &nbsp;&nbsp;&nbsp;&nbsp;7912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2932211 |
| Schindler Holding AG (d) | &nbsp;&nbsp;&nbsp;&nbsp;4731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708747 |
| SGS SA | &nbsp;&nbsp;30719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3106633 |
| SIG Group AG | &nbsp;&nbsp;64401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186079 |
| Sika AG | &nbsp;&nbsp;29865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8081559 |
| Sonova Holding AG | &nbsp;&nbsp;10113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003409 |
| Straumann Holding AG | &nbsp;&nbsp;21380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2781280 |
| Swatch Group AG Bearer Shares (b) | &nbsp;&nbsp;&nbsp;&nbsp;5970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968250 |
| Swiss Life Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;5608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5654498 |
| Swiss Prime Site AG | &nbsp;&nbsp;15781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355255 |
| Swisscom AG | &nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3664023 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Temenos AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11173 | &nbsp;&nbsp;$796568 |
| UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;647977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21857013 |
| VAT Group AG (c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2136025 |
| Zurich Insurance Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20088225 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182449643 |
| **UNITED KINGDOM — 11.2%** | **UNITED KINGDOM — 11.2%** | **UNITED KINGDOM — 11.2%** |
| 3i Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;191798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10828606 |
| Admiral Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2247287 |
| Ashtead Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5384756 |
| Associated British Foods PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1904805 |
| AstraZeneca PLC | &nbsp;&nbsp;&nbsp;&nbsp;306050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42442812 |
| Auto Trader Group PLC (c) | &nbsp;&nbsp;&nbsp;&nbsp;180270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2036539 |
| Aviva PLC | &nbsp;&nbsp;&nbsp;&nbsp;535134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4540720 |
| BAE Systems PLC | &nbsp;&nbsp;&nbsp;&nbsp;597821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15454652 |
| Barclays PLC | &nbsp;&nbsp;2842070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13136581 |
| Barratt Redrow PLC | &nbsp;&nbsp;&nbsp;&nbsp;264885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1654848 |
| British American Tobacco PLC | &nbsp;&nbsp;&nbsp;&nbsp;390038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18509329 |
| BT Group PLC (b) | &nbsp;&nbsp;1150387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3054337 |
| Bunzl PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1983605 |
| Centrica PLC | &nbsp;&nbsp;1035547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2292493 |
| CK Hutchison Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3168726 |
| Coca-Cola Europacific Partners PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4218760 |
| Compass Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;336739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11383972 |
| Croda International PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128383 |
| DCC PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281678 |
| Diageo PLC | &nbsp;&nbsp;&nbsp;&nbsp;441689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11064302 |
| Entain PLC | &nbsp;&nbsp;&nbsp;&nbsp;114884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1418455 |
| Halma PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3188068 |
| Hikma Pharmaceuticals PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964767 |
| HSBC Holdings PLC | &nbsp;&nbsp;3487873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42146548 |
| Imperial Brands PLC | &nbsp;&nbsp;&nbsp;&nbsp;156147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6156087 |
| Informa PLC | &nbsp;&nbsp;&nbsp;&nbsp;263896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2914012 |
| InterContinental Hotels Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3264858 |
| International Consolidated Airlines Group SA (b) | &nbsp;&nbsp;&nbsp;&nbsp;245317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1147829 |
| Intertek Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2079650 |
| J Sainsbury PLC | &nbsp;&nbsp;&nbsp;&nbsp;350599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392324 |
| JD Sports Fashion PLC | &nbsp;&nbsp;&nbsp;&nbsp;501204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609488 |
| Kingfisher PLC | &nbsp;&nbsp;&nbsp;&nbsp;331926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322717 |
| Land Securities Group PLC REIT (b) | &nbsp;&nbsp;&nbsp;&nbsp;143450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240398 |
| Legal & General Group PLC | &nbsp;&nbsp;1178519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4111746 |
| Lloyds Banking Group PLC | 11821410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12424986 |
| London Stock Exchange Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13768469 |
| M&G PLC | &nbsp;&nbsp;&nbsp;&nbsp;417414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470048 |
| Marks & Spencer Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;391170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899724 |
| Melrose Industries PLC | &nbsp;&nbsp;&nbsp;&nbsp;257722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1874622 |
| National Grid PLC | &nbsp;&nbsp;&nbsp;&nbsp;971989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14138802 |
| NatWest Group PLC | &nbsp;&nbsp;1594440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11173781 |
| Next PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3993293 |
| Pearson PLC | &nbsp;&nbsp;&nbsp;&nbsp;118025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732995 |
| Phoenix Group Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;145994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317413 |
| Reckitt Benckiser Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;135641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9210133 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| RELX PLC | &nbsp;&nbsp;&nbsp;363905 | &nbsp;&nbsp;$19632911 |
| Rentokil Initial PLC | &nbsp;&nbsp;&nbsp;516272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2491012 |
| Rolls-Royce Holdings PLC | 1663555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22057906 |
| Sage Group PLC | &nbsp;&nbsp;&nbsp;194112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326345 |
| Schroders PLC | &nbsp;&nbsp;&nbsp;159095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787909 |
| Segro PLC REIT (b) | &nbsp;&nbsp;&nbsp;262246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2442269 |
| Severn Trent PLC | &nbsp;&nbsp;&nbsp;&nbsp;52606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970902 |
| Smith & Nephew PLC | &nbsp;&nbsp;&nbsp;159754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2436566 |
| Smiths Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;63876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965978 |
| Spirax Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;15720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282820 |
| SSE PLC | &nbsp;&nbsp;&nbsp;221837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5566133 |
| Standard Chartered PLC | &nbsp;&nbsp;&nbsp;401471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6640376 |
| Tesco PLC | 1327563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7300550 |
| Unilever PLC | &nbsp;&nbsp;&nbsp;492951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29891539 |
| United Utilities Group PLC | &nbsp;&nbsp;&nbsp;135274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2116028 |
| Vodafone Group PLC | 3873835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4128957 |
| Whitbread PLC | &nbsp;&nbsp;&nbsp;&nbsp;37255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441208 |
| Wise PLC Class A (a) | &nbsp;&nbsp;&nbsp;128810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835753 |
| WPP PLC | &nbsp;&nbsp;&nbsp;223290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1568481 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421562047 |
| **UNITED STATES — 10.0%** | **UNITED STATES — 10.0%** | **UNITED STATES — 10.0%** |
| Alcon AG | &nbsp;&nbsp;&nbsp;&nbsp;98928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8724555 |
| Amrize Ltd. (a) | &nbsp;&nbsp;&nbsp;102755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5109350 |
| BP PLC | 3137839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15724863 |
| CSL Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;95659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15013033 |
| CyberArk Software Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3783984 |
| Experian PLC | &nbsp;&nbsp;&nbsp;181939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9354485 |
| Ferrovial SE | &nbsp;&nbsp;&nbsp;100800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5355345 |
| GSK PLC | &nbsp;&nbsp;&nbsp;806798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15367770 |
| Haleon PLC | 1791770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9192833 |
| Holcim AG | &nbsp;&nbsp;&nbsp;102755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7603354 |
| James Hardie Industries PLC CDI (a) | &nbsp;&nbsp;&nbsp;&nbsp;83678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2286761 |
| Monday.com Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2421496 |
| Nestle SA (b) | &nbsp;&nbsp;&nbsp;517306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51230191 |
| Novartis AG | &nbsp;&nbsp;&nbsp;375230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45334006 |
| Qiagen NV (a) | &nbsp;&nbsp;&nbsp;&nbsp;41086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1971834 |
| Roche Holding AG | &nbsp;&nbsp;&nbsp;138671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45015812 |
| Roche Holding AG Bearer Shares (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106376 |
| Sanofi SA | &nbsp;&nbsp;&nbsp;218804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21115059 |
| Schneider Electric SE | &nbsp;&nbsp;&nbsp;108166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28669961 |
| Shell PLC | 1181269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41334808 |
| Spotify Technology SA (a) | &nbsp;&nbsp;&nbsp;&nbsp;30200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23173668 |
| Stellantis NV | &nbsp;&nbsp;&nbsp;405489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050140 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Swiss Re AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59787 | &nbsp;&nbsp;$10301240 |
| Tenaris SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549067 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375789991 |
| **TOTAL COMMON STOCKS<br>(Cost $2,226,514,068)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;3704584593 |
| **SHORT-TERM INVESTMENTS — 2.6%** | **SHORT-TERM INVESTMENTS — 2.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (e) (f) | 11083988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11083988 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Portfolio II (g) (h) | 88699520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88699520 |
| **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $99,783,508)<br>** | **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $99,783,508)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99783508 |
| **TOTAL INVESTMENTS — 101.3%<br>(Cost $2,326,297,576)<br>** | **TOTAL INVESTMENTS — 101.3%<br>(Cost $2,326,297,576)<br>** | &nbsp;&nbsp;3804368101 |
| **LIABILITIES IN EXCESS OF OTHER<br>ASSETS — (1.3)% <br>** | **LIABILITIES IN EXCESS OF OTHER<br>ASSETS — (1.3)% <br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49400062) |
| **NET ASSETS — 100.0% <br>** | **NET ASSETS — 100.0% <br>** | $3754968039 |

---

(a) Non-income producing security.

(b) All or a portion of the shares of the security are on loan at June 30, 2025.

(c) Securities purchased pursuant to Rule 144A of the Securities Act of 1933, as amended. These securities, which represent 1.2% of net assets as of June 30, 2025, may be resold in transactions exempt from registration, normally to qualified institutional buyers.

(d) Reflects separate holdings of the issuer's common stock traded on different securities exchanges.

(e) The Portfolio invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below.

(f) The rate shown is the annualized seven-day yield at June 30, 2025.

(g) The Portfolio invested in an affiliated entity. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below.

(h) Investment of cash collateral for securities loaned.

\* Amount is less than 0.05% of net assets.

ADR American Depositary Receipt <br> CDI CREST Depository Interest <br> REIT Real Estate Investment Trust

At June 30, 2025, open futures contracts were as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Expiration<br> Date** | **Notional<br> Amount** | **Value** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| MSCI EAFE Index (long) | 390 | 09/19/2025 | $51434251 | $52293150 | $858899 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

During the period ended June 30, 2025, the average notional value related to futures contracts was $81,288,825.

The following table summarizes the value of the Portfolio's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Common Stocks<br>| $3704584593 | $— | $— | $3704584593 |
| Short-Term Investments<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99783508 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99783508 |
| **TOTAL INVESTMENTS<br>**  | $3804368101 | $— | $— | $3804368101 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Futures Contracts - Unrealized Appreciation<br>| $858899 | $— | $— | $858899 |
| **TOTAL OTHER FINANCIAL INSTRUMENTS:<br>**  | $858899 | $— | $— | $858899 |

---

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| 80638108 | $80638108 | $483581516 | $553135636 | $— | $— | 11083988 | $11083988 | $1166681 |
| State Street Navigator Securities Lending Portfolio II<br>| 43267190 | &nbsp;&nbsp;&nbsp;43267190 | &nbsp;&nbsp;&nbsp;&nbsp;529213124 | &nbsp;&nbsp;&nbsp;&nbsp;483780794 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | 88699520 | &nbsp;&nbsp;88699520 | &nbsp;&nbsp;&nbsp;&nbsp;557419 |
| Total<br>|  | $123905298 | $1012794640 | $1036916430 | $— | $— |  | $99783508 | $1724100 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in unaffiliated issuers, at value\*<br>| &nbsp;&nbsp;&nbsp;&nbsp;$3704584593 |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in affiliated issuers, at value<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99783508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments<br>| &nbsp;&nbsp;&nbsp;3804368101 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign currency, at value<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15217984 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net cash at broker<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057903 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from broker — accumulated variation margin on futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860001 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5024561 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends receivable — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149774 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securities lending income receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57623 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securities lending income receivable — affiliated issuers <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40134 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for foreign taxes recoverable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17759613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;3844535714 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable upon return of securities loaned<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88699520 |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579516 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215624 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28511 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3742 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89567675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $3754968039 |
| **COST OF INVESTMENTS:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;$2226514068 |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99783508 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total cost of investments<br>| $2326297576 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign currency, at cost<br>| $15070982 |
| &nbsp;&nbsp;&nbsp;&nbsp;\* Includes investments in securities on loan, at value<br>| $163902975 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **INVESTMENT INCOME** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;$62463 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividend income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80329288 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividend income — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166681 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated securities lending income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616720 |
| &nbsp;&nbsp;&nbsp;&nbsp;Affiliated securities lending income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557419 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign taxes withheld<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10123059) |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENT INCOME (LOSS)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;72609512 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory fee<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2259975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232451 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19478 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees and expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30817 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2306 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98980 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2645317 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $69964195 |
| **REALIZED AND UNREALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20801120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign currency transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12205006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;34058005 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554481922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign currency translations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2372250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4218265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation<br>| &nbsp;&nbsp;&nbsp;561072437 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET REALIZED AND UNREALIZED GAIN (LOSS)<br>**  | &nbsp;&nbsp;&nbsp;595130442 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $665094637 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$69964195 | $97358234 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34058005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14251452) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561072437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18817711 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665094637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101924493 |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Contributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191779684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601428822 |
| &nbsp;&nbsp;&nbsp;&nbsp;Withdrawals<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(598130297) | &nbsp;&nbsp;&nbsp;&nbsp;(231655661) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from capital transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;(406350613) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369773161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258744024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471697654 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;3496224015 | &nbsp;&nbsp;&nbsp;3024526361 |
| **NET ASSETS AT END OF PERIOD<br>**  | $3754968039 | $3496224015 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/24** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/23** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/22** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/21** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/20** |
| **Total return (a)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.92% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.56% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.28% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14.64)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.25% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.96% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$3754968 | &nbsp;&nbsp;$3496224 | &nbsp;&nbsp;$3024526 | &nbsp;&nbsp;$3463427 | &nbsp;&nbsp;$4346560 | &nbsp;&nbsp;$3655822 |
| **Ratios to average net assets:** |  |  |  |  |  |  |
| Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14%(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.14% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.79%(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.91% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.92% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.98% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.67% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.35% |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8% |

---

(a) Total return for periods of less than one year are not annualized. Results represent past performance and is not indicative of future results.

(b) Annualized.

(c) Not annualized.

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Master Funds (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of four (4) investment portfolios (together, the "Portfolios"). Financial statements herein relate only to the State Street International Developed Equity Index Portfolio (the "Portfolio"), which commenced operations on April 29, 2016.

The Portfolio is classified as a diversified investment company under the 1940 Act.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Portfolio has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through Portfolio's investments in accordance with its investment objective. The Portfolio's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Portfolio's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Portfolio's Total Return is utilized by the CODM to compare results, including the impact of the Portfolio's costs, to the Portfolio's competitors and to the Portfolio's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Portfolio is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

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

Valuation techniques used to value the Portfolio's investments by major category are as follows:

• Equity investments traded on a recognized securities exchange for which market quotations are readily available are valued at the last sale price or official closing price, as applicable, on the primary market or exchange on which they trade. Equity investments traded on a recognized exchange for which there were no sales on that day are valued at the last published sale price or at fair value.

• Rights and warrants are valued at the last reported sale price obtained from independent pricing services or brokers on the valuation date. If no price is obtained from pricing services or brokers, valuation will be based upon the intrinsic value, pursuant to the valuation policy and procedures approved by the Board.

• Investments in registered investment companies (including money market funds) or other unitized pooled

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

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 net asset value 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.

Various inputs are used in determining the value of the Portfolio's investments.

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

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

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

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

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

The value of the Portfolio's investments according to the fair value hierarchy as of June 30, 2025 is disclosed in the Portfolio's Schedule of Investments.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on trade date for financial reporting purposes. Realized gains and losses from the sale or disposition of investments and foreign exchange transactions, if any, are determined using the identified cost method. Dividend income and capital gain distributions, if any, are recognized on the ex-dividend date, or when the information becomes available, net of any foreign taxes withheld at source, if any. Non-cash dividends received in the form of stock, if any, are recorded as dividend income at fair value.

Distributions received by the Portfolio may include a return of capital that is estimated by management. Such amounts are recorded as a reduction of the cost of investments or reclassified to capital gains.

All of the net investment income and realized gains and losses from the security transactions of the Portfolio are allocated pro rata among the partners in the Portfolio on a daily basis based on each partner's daily ownership percentage.

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Expenses
Certain expenses, which are directly identifiable to a specific Portfolio, are applied to that Portfolio within the Trust. Other expenses which cannot be attributed to a specific Portfolio are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Portfolio within the Trust.

#### Foreign Currency Translation
The accounting records of the Portfolio are maintained in U.S. dollars. Foreign currencies as well as investment securities and other assets and liabilities denominated in a foreign currency are translated to U.S. dollars using exchange rates at period end. Purchases and sales of securities, income receipts and expense payments denominated in foreign currencies are translated into U.S. dollars at the prevailing exchange rate on the respective dates of the transactions.

The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.

#### Foreign Taxes
The Portfolio may be subject to foreign taxes (a portion of which may be reclaimable) on income, stock dividends, realized and unrealized capital gains on investments or certain foreign currency transactions. Foreign taxes are recorded in accordance with SSGA Funds Management, Inc.'s (the "Adviser" or "SSGA FM") understanding of the applicable foreign tax regulations and rates that exist in the foreign jurisdictions in which the Portfolio invests. These foreign taxes, if any, are paid by the Portfolio and are reflected in the Statement of Operations, if applicable. Foreign taxes payable or deferred as of June 30, 2025, if any, are disclosed in the Portfolio's Statement of Assets and Liabilities.

4.&nbsp;&nbsp;&nbsp;&nbsp;Derivative Financial Instruments

#### Futures Contracts
The Portfolio may enter into futures contracts to meet its objectives. A futures contract is a standardized, exchange-traded agreement to buy or sell a financial instrument at a set price on a future date. Upon entering into a futures contract, the Portfolio is required to deposit with the broker, cash or securities in an amount equal to the minimum initial margin requirements of the clearing house. Securities deposited, if any, are designated on the Portfolio's Schedule of Investments and cash deposited, if any, is shown as Cash at Broker on the Portfolio's Statement of Assets and Liabilities. Subsequent payments are made or received by the Portfolio equal to the daily change in the contract value, accumulated, exchange rates, and or other transactional fees. The accumulation of those payments are recorded as variation margin receivable or payable with a corresponding offset to unrealized gains or losses. The Portfolio recognizes a realized gain or loss when the contract is closed.

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

For the period ended June 30, 2025, the Portfolio entered into futures contracts for cash equitization, to reduce tracking error and to facilitate daily liquidity.

The following summarizes the value of the Portfolio's derivative instruments as of June 30, 2025, and the related location in the accompanying Statement of Assets and Liabilities and Statement of Operations, presented by primary underlying risk exposure:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** |
|  | &nbsp;&nbsp;**Interest<br> Rate<br> Risk** | &nbsp;&nbsp;**Foreign<br> Exchange<br> Risk** | &nbsp;&nbsp;**Credit<br> Risk** | &nbsp;&nbsp;**Equity<br> Risk** | &nbsp;&nbsp;**Commodity<br> Risk** | &nbsp;&nbsp;**Total** |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$860001 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$860001 |

---

&nbsp;&nbsp;&nbsp;&nbsp;

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** |
|  | &nbsp;&nbsp;**Interest<br> Rate<br> Risk** | &nbsp;&nbsp;**Foreign<br> Exchange<br> Risk** | &nbsp;&nbsp;**Credit<br> Risk** | &nbsp;&nbsp;**Equity<br> Risk** | &nbsp;&nbsp;**Commodity<br> Risk** | &nbsp;&nbsp;**Total** |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$12205006 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$12205006 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** |
|  | &nbsp;&nbsp;**Interest<br> Rate<br> Risk** | &nbsp;&nbsp;**Foreign<br> Exchange<br> Risk** | &nbsp;&nbsp;**Credit<br> Risk** | &nbsp;&nbsp;**Equity<br> Risk** | &nbsp;&nbsp;**Commodity<br> Risk** | &nbsp;&nbsp;**Total** |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$4218265 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$4218265 |

---

5.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory Fee
The Portfolio has entered into an Investment Advisory Agreement with the Adviser. For its advisory services to the Portfolio, the Portfolio pays the Adviser a management fee at an annual rate of 0.11% of its average daily net assets.

#### Administrator, Custodian, Sub-Administrator and Transfer Agent Fees
SSGA FM serves as administrator and State Street Bank and Trust Company ("State Street"), an affiliate of the Adviser, serves as custodian, sub-administrator and transfer agent to the Portfolio. For its services as custodian, sub-administrator, and transfer agent, the Portfolio pays State Street an annual fee. The fees are accrued daily and paid monthly.

#### Other Transactions with Affiliates - Securities Lending
State Street, an affiliate of the Portfolio, acts as the securities lending agent for the Portfolio, pursuant to an amended and restated securities lending authorization agreement dated January 6, 2017, as amended.

Net proceeds collected by State Street on investment of cash collateral or any fee income less rebates payable to borrowers, are paid as follows: If the calendar year to date net proceeds is below a specified threshold across participating affiliated funds, the Portfolio retains eighty five percent (85%) of the net proceeds and fifteen percent (15%) of such net proceeds is payable to State Street. Starting the business day following the date that calendar year to date net proceeds exceeds a specified threshold, each Fund/Portfolio retains ninety percent (90%) of the net proceeds and ten percent (10%) of such net proceeds is payable to State Street.

In addition, cash collateral from lending activities is invested in the State Street Navigator Securities Lending Portfolio II, an affiliated fund, for which SSGA FM serves as investment adviser. See Note 8 for additional information regarding securities lending.

#### Other Transactions with Affiliates
The Portfolio may invest in affiliated entities, including securities issued by State Street Corporation, affiliated funds, or entities deemed to be affiliates as a result of the Portfolio owning more than five percent of the entity's voting securities or outstanding shares. Amounts relating to these transactions during the period ended June 30, 2025, are disclosed in the Schedule of Investments.

6.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Portfolio. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

------

[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

7.&nbsp;&nbsp;&nbsp;&nbsp;Investment Transactions

Purchases and sales of investments (excluding in-kind transactions, derivative contracts and short term investments) for the period ended June 30, 2025, were as follows:

---

| | | |
|:---|:---|:---|
|  | **Purchases** | **Sales** |
| State Street International Developed Equity Index Portfolio<br>| $179183678 | $437463669 |

---

8.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Portfolio is not required to pay federal income taxes on its net investment income and net capital gains because it is treated as a partnership for federal income tax purposes. All interest, gains and losses of the Portfolio are deemed to have been "passed through" to the Portfolio's partners in proportion to their holdings in the Portfolio, regardless of whether such items have been distributed by the Portfolio. Each partner is responsible for its tax liability based on its distributive share; therefore, no provision has been made for federal income taxes.

The Portfolio files federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction. As of December 31, 2024,SSGA FM has analyzed the Portfolio's tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

As of June 30, 2025, gross unrealized appreciation and gross unrealized depreciation of investments and other financial instruments based on cost for federal income tax purposes were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Tax<br> Cost** | **Gross<br> Unrealized<br> Appreciation** | **Gross<br> Unrealized<br> Depreciation** | **Net Unrealized<br> Appreciation<br> (Depreciation)** |
| State Street International Developed Equity Index Portfolio<br>| $2477332622 | $1532123618 | $204229240 | $1327894378 |

---

9.&nbsp;&nbsp;&nbsp;&nbsp;Securities Lending

The Portfolio may lend securities to qualified broker-dealers or institutional investors. The loans are secured at all times by cash, cash equivalents or U.S. government securities in an amount at least equal to the market value of the securities loaned, plus accrued interest and dividends, determined on a daily basis and adjusted accordingly. The value of the collateral with respect to a loaned security may be temporarily more or less than the value of a security due to market fluctuations of securities values. With respect to each loan, if on any U.S. business day the aggregate market value of securities collateral plus cash collateral is less than the aggregate market value of the securities which are subject to the loan, the borrower will be notified to provide additional collateral on the next business day.

The Portfolio will regain record ownership of loaned securities to exercise certain beneficial rights; however, the Portfolio may bear the risk of delay in recovery of, or even loss of rights in the securities loaned should the borrower fail financially. In addition, the Portfolio will bear the risk of loss of any cash collateral that it may invest. The Portfolio receives compensation for lending its securities from interest or dividends earned on the cash, cash equivalents or U.S. government securities held as collateral, net of fee rebates paid to the borrower and net of fees paid to State Street as the lending agent. Additionally, the Portfolio will receive a fee from the borrower for non-cash collateral equal to a percentage of the market value of the loaned securities.

The market value of securities on loan as of June 30, 2025, and the value of the invested cash collateral are disclosed in the Portfolio's Statement of Assets and Liabilities. Non-cash collateral is not disclosed in the Portfolio's Statement of Assets and Liabilities as it is held by the lending agent on behalf of the Portfolio, and the Portfolio does not have the ability to re-hypothecate those securities. Securities lending income, as disclosed in the Portfolio's Statement of Operations, represents the income earned from the non-cash collateral and the investment of cash collateral, net of fee rebates paid to the borrower and net of fees paid to State Street as lending agent.

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

The following is a summary of the Portfolio's securities lending agreements and related cash and non-cash collateral received as of June 30, 2025:

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| | | | | |
|:---|:---|:---|:---|:---|
| **Portfolio** | **Market Value of<br> Securities on Loan** | **Cash<br> Collateral<br> Received** | **Non-Cash<br> Collateral<br> Received** | **Total<br> Collateral<br> Received** |
| State Street International Developed Equity Index Portfolio<br>| $163902975 | $88699520 | $82392570 | $171092090 |

---

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged or securities loaned, and the remaining contractual maturity of those transactions as of June 30, 2025:

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| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** |
| **Portfolio** | **Securities<br> Lending<br> Transactions** | **Overnight<br> and<br> Continuous** | **<30 Days** | **Between<br> 30 & 90<br> Days** | **>90 Days** | **Total<br> Borrowings** | **Gross Amount<br> of Recognized<br> Liabilities for<br> Securities Lending Transactions** |
| State Street International Developed Equity Index Portfolio<br>| Common Stocks | $88699520 | $— | $— | $— | $88699520 | $88699520 |

---

10.&nbsp;&nbsp;&nbsp;&nbsp;Line of Credit

The Portfolio and other affiliated funds (each, a "Participant" and collectively, the "Participants") have access to $194.29 million of a $1.36 billion revolving credit facility, provided by a syndication of banks under which the Participants may borrow to fund shareholder redemptions. This agreement expires in October 2025 unless extended or renewed.

The Participants are charged an annual commitment fee which is calculated based on the unused portion of the shared credit line. Commitment fees are allocated among each of the Participants based on relative net assets. Commitment fees are ordinary fund operating expenses. A Participant incurs and pays the interest expense related to its borrowing. Interest is calculated at a rate per annum equal to the sum of 1.00% plus the greater of the New York Fed Bank Rate and the one-month SOFR Rate.

The Portfolio had no outstanding loans as of June 30, 2025.

11.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Foreign and Emerging Markets Risk
Investing in foreign markets involves risks and considerations not typically associated with investing in the U.S. Foreign securities may be subject to risk of loss because of government regulation, economic, political and social instability in the countries in which the Portfolio invests. Foreign markets may be less liquid than investments in the U.S. and may be subject to the risks of currency fluctuations. To the extent that the Portfolio invests in securities of issuers located in emerging markets, these risks may be even more pronounced.

#### Market Risks
The Portfolio's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. The Portfolio is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Portfolio and its investments.

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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#### Russian Sanctions Risk
Sanctions threatened or imposed by a number of jurisdictions, including the United States, the European Union and the United Kingdom, and other intergovernmental actions that have been or may be undertaken in the future, against Russia, Russian entities or Russian individuals, may result in the devaluation of Russian currency, a downgrade in the country's credit rating, an immediate freeze of Russian assets, a decline in the value and liquidity of Russian securities, property or interests, and/or other adverse consequences to the Russian economy or the Portfolio's. The scope and scale of sanctions in place at a particular time may be expanded or otherwise modified in a way that have negative effects on the Portfolio's. Sanctions, or the threat of new or modified sanctions, could impair the ability of the Portfolio's to buy, sell, hold, receive, deliver or otherwise transact in certain affected securities or other investment instruments. Sanctions could also result in Russia taking counter measures or other actions in response, which may further impair the value and liquidity of Russian securities. These sanctions, and the resulting disruption of the Russian economy, may cause volatility in other regional and global markets and may negatively impact the performance of various sectors and industries, as well as companies in other countries, which could have a negative effect on the performance of the Portfolio's, even if the Portfolio's does not have direct exposure to securities of Russian issuers. As a collective result of the imposition of sanctions, Russian government countermeasures and the impact that they have had on the trading markets for Russian securities, certain Portfolio's have used, and may in the future use, fair valuation procedures approved by the Portfolio's Board to value certain Russian securities, which could result in such securities being deemed to have a zero value.

12.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Portfolio through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

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#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT<sup>1</sup>
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of the State Street Master Funds (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street International Developed Equity Index Portfolio (the "Portfolio"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for the Portfolio:

o Comparisons of the Portfolio's performance over the past one-, three- and five-year periods ended December 31, 2024 to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge") for the Portfolio (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Portfolio's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Portfolio's historical average net assets relative to its total expenses, management fees, and non-management expenses over the past five years; and

o Comparisons of the Portfolio's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

_______________________________________________

*<sup>1</sup>Over the course of many years overseeing the Portfolio and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreement, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.*

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

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• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Portfolio; and

• Profitability analyses for (a) the Adviser with respect to the Portfolio and (b) affiliates of the Adviser that provide services to the Portfolio ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Portfolio.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolio of the Portfolio and for Portfolio operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Portfolio and its service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Portfolio;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Portfolio by SSGA FM in its capacity as the Portfolio's administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Portfolio by affiliates of the Adviser, including the custodian, sub-administrator, fund accountant, transfer agent and securities lending agent of the Portfolio, and the role of the Adviser in managing the Portfolio's relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Portfolio;

• Responses to a request for information reviewed prior to the April 2, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of:

o SSGA FM, in its capacity as the Portfolio's Adviser and Administrator, with respect to its operations relating to the Portfolio and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other Affiliated Service Providers to the Portfolio, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator and custodian for the Portfolio and transfer agent and securities lending agent for the Portfolio, with respect to its operations relating to the Portfolio; and

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Portfolio (the "Distributor"), with respect to its operations relating to the Portfolio;

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

------

• Information from the Adviser, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser, and other service providers of the Portfolio throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Portfolio and the investment strategies used in pursuing the Portfolio's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the Portfolio.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, at the meeting held on May 7-8, 2025, the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Portfolio.

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to the Portfolio by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by the Portfolio, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Portfolio. The Board evaluated, where relevant, the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing various funds that invest primarily in equity securities. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Portfolio, including reputational and entrepreneurial risks. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Portfolio by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of the Adviser and various Affiliated Service Providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies. The Board also considered the role of the Adviser in overseeing the Portfolio's securities lending activities.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Portfolio.

<u>Portfolio Performance</u>

The Board compared the Portfolio's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024. For purposes of these comparisons the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data generally useful, they recognized its limitations, including that the data may vary depending on the end date selected and that the results of the performance comparisons may vary depending on the selection of the peer group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

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benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall financial market conditions. Among other information, the Board considered the following performance information in its evaluation of the Portfolio:

*State Street International Developed Equity Index Portfolio. The Board considered that the Fund's performance was below the medians of its Performance Group and Performance Universe for the 1-year period and was above the medians of its Performance Group and Performance Universe for the 3- and 5-year periods. The Board also considered that the Fund's performance was below the Benchmark for the 1- and 3-year periods and was above the Benchmark for the 5-year period. The Board also took into account the fact that the Fund is designed to track a designated index.*

On the basis of the foregoing and other relevant information, the Board concluded that the performance of the Portfolio is satisfactory.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual investment advisory fee rates payable by the Portfolio and actual fees paid by the Portfolio, net of waivers. As part of its review, the Board considered the Portfolio's management fee and total expense ratio, including the portion attributable to administrative services provided by SSGA FM (both before and after giving effect to any expense caps), as compared to its Expense Group and Expense Universe, as constructed by Broadridge, and the related Broadridge analysis for the Portfolio. The Board also considered the comparability of the fees charged and the services provided to the Portfolio by the Adviser to the fees charged and services provided to other clients of the Adviser, including institutional accounts. Among other information, the Board considered the following expense information in its evaluation of the Portfolio:

*State Street International Developed Equity Index Portfolio. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.*

On the basis of the foregoing and other relevant information, and in light of the nature, extent and quality of the services provided by the Adviser, the Board concluded that the fees and the expense ratio of the Portfolio compare favorably to the fees and expenses of the Expense Group and Expense Universe and are reasonable in relation to the services provided.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Portfolio and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Portfolio, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Portfolio and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to the Portfolio, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Portfolio, were reasonable in relation to the services provided.

<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the Portfolio and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the Portfolio and fund complex increase. The Board acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the management of the Portfolio or the fund complex taken as a whole. The Board concluded that, in light of the current size of the Portfolio and the fund complex, the level of profitability of the Adviser and its affiliates with respect to the Portfolio and the fund complex over various time periods, and the comparative management fee and expense ratio of the Portfolio during these periods, it does not appear that the Adviser or its affiliates has realized benefits from economies of scale in managing the assets of the Portfolio to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Portfolio at this time.

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[**Table of Contents**](#JOB_SSIIT_e5a01fb8-2edc-4e08-ae04-a05fc86329e2_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET INTERNATIONAL DEVELOPED EQUITY INDEX PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

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<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of them under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of the Portfolio and its shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

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## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Institutional Investment Trust
State Street Balanced Index Fund

**The information contained in this report is intended for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-800-647-7327 or visiting *www.ssga.com*. Please read the prospectus carefully before you invest.**![](g52640imgb7cef9991.jpg)

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**TABLE OF CONTENTS** (Unaudited)

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| | |
|:---|:---|
| **[Schedule of Investments (Unaudited) (N-CSR Item 6)](#xx_9b93f97d-b2ef-4e17-896b-1c0499ec6726_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_2c3278a3-b311-4682-be41-180664175d0d_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;29 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_75dd5605-715c-4df5-a63d-f5066bd70cf1_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;30 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_71351e7e-05bf-4848-aae9-859b8fb480a0_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;31 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_450a579d-c886-4543-bedb-55a621179dec_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;32 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_8534a2f2-a516-4804-9faa-33794a8c2a7f_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;33 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_8e926d38-6652-470d-8431-23dc2a24708f_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;40 |

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#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

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[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

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| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **COMMON STOCKS — 59.7%** | **COMMON STOCKS — 59.7%** | **COMMON STOCKS — 59.7%** |
| **AEROSPACE & DEFENSE — 1.3%** | **AEROSPACE & DEFENSE — 1.3%** | **AEROSPACE & DEFENSE — 1.3%** |
| AAR Corp. (a) | &nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;$14584 |
| AeroVironment, Inc. (a) | &nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47587 |
| Archer Aviation, Inc. Class A (a) | 2402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26062 |
| Astronics Corp. (a) | &nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6160 |
| ATI, Inc. (a) | &nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71662 |
| Axon Enterprise, Inc. (a) | &nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351875 |
| Boeing Co. (a) | 4326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906427 |
| BWX Technologies, Inc. | &nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77792 |
| Byrna Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4354 |
| Cadre Holdings, Inc. | &nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5032 |
| Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106992 |
| Ducommun, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7767 |
| General Dynamics Corp. | 1436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418824 |
| General Electric Co. | 6118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574712 |
| HEICO Corp. | &nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75768 |
| HEICO Corp. Class A | &nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110228 |
| Hexcel Corp. | &nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27002 |
| Howmet Aerospace, Inc. | 2313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430519 |
| Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55294 |
| Intuitive Machines, Inc. (a) | &nbsp;&nbsp;&nbsp;801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8707 |
| Karman Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8059 |
| Kratos Defense & Security Solutions, Inc. (a) | &nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42037 |
| L3Harris Technologies, Inc. | 1067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267646 |
| Leonardo DRS, Inc. | &nbsp;&nbsp;&nbsp;451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20963 |
| Loar Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12409 |
| Lockheed Martin Corp. | 1196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553915 |
| Mercury Systems, Inc. (a) | &nbsp;&nbsp;&nbsp;306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16481 |
| Moog, Inc. Class A | &nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30946 |
| National Presto Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3918 |
| Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388485 |
| Park Aerospace Corp. | &nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3028 |
| Redwire Corp. (a) | &nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2298 |
| Rocket Lab Corp. (a) (b) | 2094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74902 |
| RTX Corp. | 7675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120704 |
| Spirit AeroSystems Holdings, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27048 |
| StandardAero, Inc. (a) | &nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22661 |
| Textron, Inc. | 1009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81013 |
| TransDigm Group, Inc. | &nbsp;&nbsp;&nbsp;321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488125 |
| Triumph Group, Inc. (a) | &nbsp;&nbsp;&nbsp;468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12051 |
| V2X, Inc. (a) | &nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195 |
| Woodward, Inc. | &nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82350 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7591582 |
| **AIR FREIGHT & LOGISTICS — 0.2%** | **AIR FREIGHT & LOGISTICS — 0.2%** | **AIR FREIGHT & LOGISTICS — 0.2%** |
| CH Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63711 |
| Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp;794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90714 |
| FedEx Corp. | 1259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286183 |
| Forward Air Corp. (a) (b) | &nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3706 |
| GXO Logistics, Inc. (a) | &nbsp;&nbsp;&nbsp;706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34382 |
| Hub Group, Inc. Class A | &nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12068 |
| Radiant Logistics, Inc. (a) | &nbsp;&nbsp;&nbsp;421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| United Parcel Service, Inc. Class B | &nbsp;&nbsp;4189 | &nbsp;&nbsp;$422838 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916162 |
| **AIRLINES — 0.1%** | **AIRLINES — 0.1%** | **AIRLINES — 0.1%** |
| Alaska Air Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37259 |
| Allegiant Travel Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 |
| American Airlines Group, Inc. (a) | &nbsp;&nbsp;3959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44420 |
| Delta Air Lines, Inc. | &nbsp;&nbsp;3706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182261 |
| Frontier Group Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 |
| JetBlue Airways Corp. (a) | &nbsp;&nbsp;1837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7771 |
| Joby Aviation, Inc. (a) | &nbsp;&nbsp;2887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30458 |
| SkyWest, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24816 |
| Southwest Airlines Co. (b) | &nbsp;&nbsp;3248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105365 |
| Sun Country Airlines Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3184 |
| Surf Air Mobility, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
| United Airlines Holdings, Inc. (a) | &nbsp;&nbsp;1864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148430 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591805 |
| **AUTO COMPONENTS — 0.1%** | **AUTO COMPONENTS — 0.1%** | **AUTO COMPONENTS — 0.1%** |
| Adient PLC (a) | &nbsp;&nbsp;&nbsp;&nbsp;518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10080 |
| American Axle & Manufacturing Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2774 |
| Aptiv PLC (a) | &nbsp;&nbsp;1214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82819 |
| Autoliv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42858 |
| BorgWarner, Inc. | &nbsp;&nbsp;1236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41381 |
| Cooper-Standard Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4580 |
| Dana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13600 |
| Dorman Products, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20118 |
| Fox Factory Holding Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6511 |
| Garrett Motion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7725 |
| Gentex Corp. | &nbsp;&nbsp;1362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29950 |
| Gentherm, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5488 |
| Goodyear Tire & Rubber Co. (a) | &nbsp;&nbsp;1709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17722 |
| LCI Industries | &nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14043 |
| Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28874 |
| Luminar Technologies, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 |
| Mobileye Global, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10968 |
| Modine Manufacturing Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30535 |
| Patrick Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18270 |
| Phinia, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11656 |
| QuantumScape Corp. (a) (b) | &nbsp;&nbsp;2298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15443 |
| Standard Motor Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4454 |
| Visteon Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15021 |
| XPEL, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5062 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440650 |
| **AUTOMOBILES — 1.0%** | **AUTOMOBILES — 1.0%** | **AUTOMOBILES — 1.0%** |
| Ford Motor Co. | 22276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241695 |
| General Motors Co. | &nbsp;&nbsp;5505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270901 |
| Harley-Davidson, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16638 |
| Lucid Group, Inc. (a) (b) | &nbsp;&nbsp;6967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14700 |
| Rivian Automotive, Inc. Class A (a) (b) | &nbsp;&nbsp;4699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64564 |
| Tesla, Inc. (a) | 16082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5108608 |
| Thor Industries, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28242 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Winnebago Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;$5104 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750452 |
| **BANKS — 2.3%** | **BANKS — 2.3%** | **BANKS — 2.3%** |
| 1st Source Corp. | &nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6704 |
| ACNB Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2742 |
| Amalgamated Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3838 |
| Amerant Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4248 |
| Ameris Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24068 |
| Arrow Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3012 |
| Associated Banc-Corp. | &nbsp;&nbsp;&nbsp;&nbsp;911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22219 |
| Atlantic Union Bankshares Corp. | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23147 |
| Axos Financial, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24181 |
| Banc of California, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11507 |
| BancFirst Corp. | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14834 |
| Bancorp, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16635 |
| Bank First Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7294 |
| Bank of America Corp. | 37596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779043 |
| Bank of Hawaii Corp. | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15870 |
| Bank of Marin Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855 |
| Bank OZK | &nbsp;&nbsp;&nbsp;&nbsp;601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28283 |
| BankUnited, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15375 |
| Bankwell Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3351 |
| Banner Corp. | &nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12894 |
| Bar Harbor Bankshares | &nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3266 |
| BayCom Corp. | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3048 |
| Berkshire Hills Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7086 |
| BOK Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13375 |
| Bridgewater Bancshares, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3230 |
| Brookline Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4357 |
| Burke & Herbert Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4898 |
| Business First Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2835 |
| Byline Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3502 |
| C&F Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531 |
| Cadence Bank | &nbsp;&nbsp;1054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33707 |
| California BanCorp (a) | &nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2742 |
| Camden National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3165 |
| Capital City Bank Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4092 |
| Capitol Federal Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5246 |
| Carter Bankshares, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3052 |
| Cathay General Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19077 |
| Central Pacific Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4625 |
| ChoiceOne Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2411 |
| Citigroup, Inc. | 10711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911720 |
| Citizens & Northern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2841 |
| Citizens Financial Group, Inc. | &nbsp;&nbsp;2398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107311 |
| Citizens Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 |
| City Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10895 |
| Civista Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132 |
| CNB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3498 |
| Coastal Financial Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 |
| Colony Bankcorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2915 |
| Columbia Banking System, Inc. | &nbsp;&nbsp;1229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28734 |
| Columbia Financial, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4426 |
| Comerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42888 |
| Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44949 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Community Financial System, Inc. | &nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;$17971 |
| Community Trust Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3863 |
| Community West Bancshares | &nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2829 |
| ConnectOne Bancorp, Inc. | &nbsp;&nbsp;&nbsp;352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8152 |
| Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48717 |
| Customers Bancorp, Inc. (a) | &nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10045 |
| CVB Financial Corp. | &nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15139 |
| Dime Community Bancshares, Inc. | &nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5846 |
| Eagle Bancorp, Inc. | &nbsp;&nbsp;&nbsp;188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3662 |
| East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp;769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77654 |
| Eastern Bankshares, Inc. | 1121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17118 |
| Enterprise Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3290 |
| Enterprise Financial Services Corp. | &nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12783 |
| Equity Bancshares, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3590 |
| Esquire Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4165 |
| Farmers & Merchants Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2376 |
| Farmers National Banc Corp. | &nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2937 |
| FB Financial Corp. | &nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10147 |
| Fidelity D&D Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 |
| Fifth Third Bancorp | 3746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154073 |
| Financial Institutions, Inc. | &nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2928 |
| First BanCorp | &nbsp;&nbsp;&nbsp;948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19747 |
| First Bancorp, Inc. | &nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2668 |
| First Bancorp/Southern Pines NC | &nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11243 |
| First Bank | &nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3187 |
| First Busey Corp. | &nbsp;&nbsp;&nbsp;473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10825 |
| First Business Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040 |
| First Citizens BancShares, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121301 |
| First Commonwealth Financial Corp. | &nbsp;&nbsp;&nbsp;616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9998 |
| First Community Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3212 |
| First Financial Bancorp | &nbsp;&nbsp;&nbsp;562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13634 |
| First Financial Bankshares, Inc. | &nbsp;&nbsp;&nbsp;766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27561 |
| First Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5256 |
| First Foundation, Inc. (a) | &nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2137 |
| First Hawaiian, Inc. | &nbsp;&nbsp;&nbsp;756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18870 |
| First Horizon Corp. | 2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59148 |
| First Internet Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991 |
| First Interstate BancSystem, Inc. Class A | &nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14583 |
| First Merchants Corp. | &nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13214 |
| First Mid Bancshares, Inc. | &nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4836 |
| Firstsun Capital Bancorp (a) | &nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1529 |
| Five Star Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1398 |
| Flagstar Financial, Inc. | 1791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18985 |
| Flushing Financial Corp. | &nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2281 |
| FNB Corp. | 2090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30472 |
| FS Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2599 |
| Fulton Financial Corp. | 1044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18834 |
| FVCBankcorp, Inc. (a) | &nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2679 |
| German American Bancorp, Inc. | &nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7471 |
| Glacier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28950 |
| Great Southern Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3997 |
| Greene County Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2089 |
| Guaranty Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3480 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Hancock Whitney Corp. | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;$28700 |
| Hanmi Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4837 |
| HarborOne Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3352 |
| Hawthorn Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593 |
| HBT Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 |
| Heritage Commerce Corp. | &nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3386 |
| Heritage Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 |
| Hilltop Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3460 |
| Hingham Institution For Savings | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3229 |
| Home Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3210 |
| Home BancShares, Inc. | &nbsp;&nbsp;1077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30651 |
| HomeTrust Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3517 |
| Hope Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7543 |
| Horizon Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3214 |
| Huntington Bancshares, Inc. | &nbsp;&nbsp;8020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134415 |
| Independent Bank Corp. (c) | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16036 |
| Independent Bank Corp. (c) | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3241 |
| International Bancshares Corp. | &nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20700 |
| John Marshall Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2353 |
| JPMorgan Chase & Co. | 15954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4625224 |
| Kearny Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2836 |
| KeyCorp | &nbsp;&nbsp;5437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94713 |
| Lakeland Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10016 |
| LCNB Corp. | &nbsp;&nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2557 |
| LINKBANCORP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3048 |
| Live Oak Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6020 |
| M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176143 |
| Mercantile Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3202 |
| Metrocity Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2458 |
| Metropolitan Bank Holding Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4060 |
| Mid Penn Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3102 |
| Middlefield Banc Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2951 |
| Midland States Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351 |
| MidWestOne Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3711 |
| MVB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3199 |
| National Bank Holdings Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8349 |
| NB Bancorp, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4429 |
| NBT Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12008 |
| Nicolet Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10372 |
| Northeast Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3560 |
| Northeast Community Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2348 |
| Northfield Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3008 |
| Northrim BanCorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3451 |
| Northwest Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9828 |
| Norwood Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2578 |
| OceanFirst Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 |
| OFG Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11470 |
| Old National Bancorp | &nbsp;&nbsp;1714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36577 |
| Old Second Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6067 |
| Orange County Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2584 |
| Origin Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6862 |
| Orrstown Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3947 |
| Pacific Premier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12127 |
| Park National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14886 |
| Parke Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2668 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Pathward Financial, Inc. | &nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;$11552 |
| PCB Bancorp | &nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3021 |
| Peapack-Gladstone Financial Corp. | &nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3164 |
| Penns Woods Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975 |
| Peoples Bancorp, Inc. | &nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6627 |
| Peoples Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752 |
| Pinnacle Financial Partners, Inc. | &nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49905 |
| Plumas Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2845 |
| PNC Financial Services Group, Inc. | 2252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419818 |
| Ponce Financial Group, Inc. (a) | &nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3252 |
| Popular, Inc. | &nbsp;&nbsp;&nbsp;367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40447 |
| Preferred Bank | &nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6318 |
| Prosperity Bancshares, Inc. | &nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34699 |
| Provident Financial Services, Inc. | &nbsp;&nbsp;&nbsp;781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13691 |
| QCR Holdings, Inc. | &nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6790 |
| RBB Bancorp | &nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203 |
| Red River Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3052 |
| Regions Financial Corp. | 5042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118588 |
| Renasant Corp. | &nbsp;&nbsp;&nbsp;553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19869 |
| Republic Bancorp, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3436 |
| S&T Bancorp, Inc. | &nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8888 |
| Seacoast Banking Corp. of Florida | &nbsp;&nbsp;&nbsp;501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13838 |
| ServisFirst Bancshares, Inc. | &nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23331 |
| Shore Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 |
| Sierra Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2880 |
| Simmons First National Corp. Class A | &nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14125 |
| SmartFinancial, Inc. | &nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3446 |
| South Plains Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3316 |
| Southern First Bancshares, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2624 |
| Southern Missouri Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3396 |
| Southern States Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3019 |
| Southside Bancshares, Inc. | &nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5562 |
| SouthState Corp. | &nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53377 |
| Stellar Bancorp, Inc. | &nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5120 |
| Stock Yards Bancorp, Inc. | &nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13032 |
| Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40986 |
| Texas Capital Bancshares, Inc. (a) | &nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21597 |
| TFS Financial Corp. | &nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5206 |
| Third Coast Bancshares, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777 |
| Timberland Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2933 |
| Tompkins Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4077 |
| Towne Bank | &nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13159 |
| TriCo Bancshares | &nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7450 |
| Triumph Financial, Inc. (a) | &nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7275 |
| Truist Financial Corp. | 7483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321694 |
| TrustCo Bank Corp. | &nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3710 |
| Trustmark Corp. | &nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13308 |
| U.S. Bancorp | 8883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401956 |
| UMB Financial Corp. | &nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41538 |
| United Bankshares, Inc. | &nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29217 |
| United Community Banks, Inc. | &nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21002 |
| Unity Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154 |
| Univest Financial Corp. | &nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6549 |
| USCB Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531 |
| Valley National Bancorp | 2767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24709 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Veritex Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;314 | &nbsp;&nbsp;$8195 |
| WaFd, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13791 |
| Washington Trust Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3111 |
| Webster Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49741 |
| Wells Fargo & Co. | 18677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496401 |
| WesBanco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17776 |
| West BanCorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630 |
| Westamerica BanCorp | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7750 |
| Western Alliance Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49985 |
| Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48352 |
| WSFS Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18865 |
| Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44565 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13239540 |
| **BEVERAGES — 0.6%** | **BEVERAGES — 0.6%** | **BEVERAGES — 0.6%** |
| Boston Beer Co., Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10113 |
| Brown-Forman Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2582 |
| Brown-Forman Corp. Class B | &nbsp;&nbsp;1318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35467 |
| Celsius Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42911 |
| Coca-Cola Co. | 22235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1573126 |
| Coca-Cola Consolidated, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39078 |
| Constellation Brands, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140718 |
| Keurig Dr. Pepper, Inc. | &nbsp;&nbsp;7717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255124 |
| MGP Ingredients, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3417 |
| Molson Coors Beverage Co. Class B | &nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48282 |
| Monster Beverage Corp. (a) | &nbsp;&nbsp;4005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250873 |
| National Beverage Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6702 |
| PepsiCo, Inc. | &nbsp;&nbsp;7848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036250 |
| Primo Brands Corp. | &nbsp;&nbsp;1509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44697 |
| Vita Coco Co., Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8628 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3497968 |
| **BIOTECHNOLOGY — 1.2%** | **BIOTECHNOLOGY — 1.2%** | **BIOTECHNOLOGY — 1.2%** |
| 4D Molecular Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284 |
| 89bio, Inc. (a) | &nbsp;&nbsp;1061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10419 |
| AbbVie, Inc. | 10139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1882001 |
| Abeona Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2891 |
| Absci Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 |
| ACADIA Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15962 |
| ADMA Biologics, Inc. (a) | &nbsp;&nbsp;1383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25184 |
| Agenus, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518 |
| Agios Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11308 |
| Akebia Therapeutics, Inc. (a) | &nbsp;&nbsp;1648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5999 |
| Akero Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20810 |
| Alector, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091 |
| Alkermes PLC (a) | &nbsp;&nbsp;&nbsp;&nbsp;984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28152 |
| Allogene Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599 |
| Alnylam Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244241 |
| Altimmune, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699 |
| Amgen, Inc. | &nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861363 |
| Amicus Therapeutics, Inc. (a) | &nbsp;&nbsp;1612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9237 |
| AnaptysBio, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443 |
| Anavex Life Sciences Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 |
| Anika Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3460 |
| Annexon, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Apellis Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;$10975 |
| Apogee Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8556 |
| Applied Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
| Arbutus Biopharma Corp. (a) (b) | 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3167 |
| Arcellx, Inc. (a) | &nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15145 |
| Arcturus Therapeutics Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160 |
| Arcus Biosciences, Inc. (a) | &nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2939 |
| Arcutis Biotherapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9071 |
| Ardelyx, Inc. (a) | 1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5606 |
| ArriVent Biopharma, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2308 |
| Arrowhead Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12213 |
| ARS Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7102 |
| Astria Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651 |
| aTyr Pharma, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2292 |
| Aura Biosciences, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2103 |
| Avidity Biosciences, Inc. (a) | &nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19880 |
| Avita Medical, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227 |
| Beam Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7637 |
| Benitec Biopharma, Inc. (a) | &nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1486 |
| BioAtla, Inc. (a) | 1271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 |
| BioCryst Pharmaceuticals, Inc. (a) | 1279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11460 |
| Biogen, Inc. (a) | &nbsp;&nbsp;&nbsp;827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103863 |
| Biohaven Ltd. (a) | &nbsp;&nbsp;&nbsp;499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7041 |
| BioMarin Pharmaceutical, Inc. (a) | 1133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62281 |
| Blueprint Medicines Corp. (a) | &nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48580 |
| Bridgebio Pharma, Inc. (a) | &nbsp;&nbsp;&nbsp;894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38603 |
| Candel Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 |
| Capricor Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3217 |
| Cardiff Oncology, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052 |
| CareDx, Inc. (a) | &nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6233 |
| Cargo Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051 |
| Cartesian Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 |
| Catalyst Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14300 |
| Celcuity, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3217 |
| Celldex Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8405 |
| CG oncology, Inc. (a) | &nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7254 |
| Checkpoint Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
| Cogent Biosciences, Inc. (a) | &nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4717 |
| Corbus Pharmaceuticals Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 |
| Corvus Pharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168 |
| Crinetics Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15588 |
| CRISPR Therapeutics AG (a) (b) | &nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25050 |
| Cullinan Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3110 |
| Cytokinetics, Inc. (a) | &nbsp;&nbsp;&nbsp;708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23392 |
| CytomX Therapeutics, Inc. (a) | 1797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4079 |
| Day One Biopharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2834 |
| Denali Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10492 |
| Dianthus Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2515 |
| Disc Medicine, Inc. (a) | &nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6514 |
| Dynavax Technologies Corp. (a) | &nbsp;&nbsp;&nbsp;747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7410 |
| Dyne Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4503 |
| Eledon Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
| Emergent BioSolutions, Inc. (a) | &nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2316 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Entrada Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;$1136 |
| Erasca, Inc. (a) | 1427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812 |
| Exact Sciences Corp. (a) | 1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58454 |
| Exelixis, Inc. (a) | 1567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69066 |
| FibroGen, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
| Foghorn Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810 |
| Generation Bio Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| Geron Corp. (a) | 3193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4502 |
| Gilead Sciences, Inc. | 7142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791834 |
| GRAIL, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10438 |
| Halozyme Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39171 |
| HilleVax, Inc. (a) | &nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 |
| Humacyte, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419 |
| Ideaya Biosciences, Inc. (a) | &nbsp;&nbsp;&nbsp;522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10972 |
| IGM Biosciences, Inc. (a) | &nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 |
| ImmunityBio, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2577 |
| Immunome, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3404 |
| Immunovant, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12016 |
| Incyte Corp. (a) | &nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64831 |
| Insmed, Inc. (a) | 1049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105571 |
| Instil Bio, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583 |
| Intellia Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5994 |
| Ionis Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36507 |
| Iovance Biotherapeutics, Inc. (a) (b) | 1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331 |
| Ironwood Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 |
| iTeos Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077 |
| Janux Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4412 |
| Jasper Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 |
| KalVista Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3753 |
| Keros Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723 |
| Kodiak Sciences, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
| Korro Bio, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 |
| Krystal Biotech, Inc. (a) | &nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20756 |
| Kura Oncology, Inc. (a) | &nbsp;&nbsp;&nbsp;501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2891 |
| Kymera Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11957 |
| Madrigal Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30567 |
| MannKind Corp. (a) | 1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6265 |
| Mersana Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| Metsera, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4068 |
| MiMedx Group, Inc. (a) | &nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4338 |
| Mineralys Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3152 |
| Mirum Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12926 |
| Moderna, Inc. (a) | 2009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55428 |
| Monopar Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1789 |
| Monte Rosa Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1628 |
| Myriad Genetics, Inc. (a) | &nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2942 |
| Natera, Inc. (a) | &nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134307 |
| Neurocrine Biosciences, Inc. (a) | &nbsp;&nbsp;&nbsp;561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70512 |
| Neurogene, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032 |
| Novavax, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6098 |
| Nurix Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4180 |
| Nuvalent, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17320 |
| Ocugen, Inc. (a) | 3448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3346 |
| Olema Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465 |
| Organogenesis Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2690 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| ORIC Pharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;$3421 |
| Oruka Therapeutics, Inc. (b) | &nbsp;&nbsp;&nbsp;408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4574 |
| Perspective Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1524 |
| Praxis Precision Medicines, Inc. (a) | &nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4331 |
| ProKidney Corp. (a) | 1229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 |
| Protagonist Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19455 |
| Prothena Corp. PLC (a) | &nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 |
| PTC Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22711 |
| Recursion Pharmaceuticals, Inc. Class A (a) (b) | 1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8703 |
| Regeneron Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312375 |
| REGENXBIO, Inc. (a) | &nbsp;&nbsp;&nbsp;326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2676 |
| Relay Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3007 |
| Replimune Group, Inc. (a) | &nbsp;&nbsp;&nbsp;498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4626 |
| Revolution Medicines, Inc. (a) | 1002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36864 |
| Rhythm Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20031 |
| Rigel Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2341 |
| Rocket Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 |
| Roivant Sciences Ltd. (a) (b) | 2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26484 |
| Sage Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5572 |
| Sana Biotechnology, Inc. (a) (b) | 1271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3470 |
| Sangamo Therapeutics, Inc. (a) (b) | 1531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 |
| Sarepta Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9730 |
| Savara, Inc. (a) (b) | 1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2326 |
| Scholar Rock Holding Corp. (a) | &nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15231 |
| Soleno Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12567 |
| SpringWorks Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21099 |
| Spyre Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4566 |
| Stoke Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2928 |
| Summit Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17492 |
| Syndax Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5123 |
| Tango Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3988 |
| Taysha Gene Therapies, Inc. (a) (b) | 1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3269 |
| Tectonic Therapeutic, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451 |
| TG Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28576 |
| Tourmaline Bio, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2047 |
| Travere Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6305 |
| TScan Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034 |
| Twist Bioscience Corp. (a) | &nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12803 |
| Tyra Biosciences, Inc. (a) | &nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 |
| Ultragenyx Pharmaceutical, Inc. (a) | &nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20253 |
| uniQure NV (a) | &nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3917 |
| United Therapeutics Corp. (a) | &nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75860 |
| Vanda Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2879 |
| Vaxcyte, Inc. (a) | &nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21879 |
| Vera Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7633 |
| Veracyte, Inc. (a) | &nbsp;&nbsp;&nbsp;457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12353 |
| Verastem, Inc. (a) | &nbsp;&nbsp;&nbsp;917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3806 |
| Vericel Corp. (a) | &nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12552 |
| Vertex Pharmaceuticals, Inc. (a) | 1473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655780 |
| Verve Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6963 |
| Viking Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17437 |
| Vir Biotechnology, Inc. (a) | &nbsp;&nbsp;&nbsp;774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3901 |
| Viridian Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5508 |
| Voyager Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 |
| Xencor, Inc. (a) | &nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3097 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| XOMA Royalty Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$2520 |
| Y-mAbs Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6825647 |
| **BROADLINE RETAIL — 2.1%** | **BROADLINE RETAIL — 2.1%** | **BROADLINE RETAIL — 2.1%** |
| Amazon.com, Inc. (a) | 54217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11894668 |
| Dillard's, Inc. Class A (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7521 |
| eBay, Inc. | &nbsp;&nbsp;2633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196053 |
| Etsy, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30698 |
| Groupon, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7125 |
| Kohl's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5537 |
| Macy's, Inc. | &nbsp;&nbsp;1645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19181 |
| Ollie's Bargain Outlet Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48363 |
| Savers Value Village, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3509 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12212655 |
| **BUILDING PRODUCTS — 0.4%** | **BUILDING PRODUCTS — 0.4%** | **BUILDING PRODUCTS — 0.4%** |
| A.O. Smith Corp. | &nbsp;&nbsp;&nbsp;&nbsp;604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39604 |
| AAON, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29500 |
| Advanced Drainage Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47897 |
| Allegion PLC | &nbsp;&nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68889 |
| American Woodmark Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4963 |
| Apogee Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5481 |
| Armstrong World Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37361 |
| AZZ, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16818 |
| Builders FirstSource, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71998 |
| Carlisle Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93723 |
| Carrier Global Corp. | &nbsp;&nbsp;4574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334771 |
| CSW Industrials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28396 |
| Fortune Brands Innovations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33668 |
| Gibraltar Industries, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11092 |
| Griffon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17586 |
| Hayward Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11744 |
| Insteel Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4763 |
| Janus International Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7220 |
| JELD-WEN Holding, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2152 |
| Johnson Controls International PLC | &nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398716 |
| Lennox International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103757 |
| Masco Corp. | &nbsp;&nbsp;1167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75108 |
| Masterbrand, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8482 |
| Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67935 |
| Quanex Building Products Corp. | &nbsp;&nbsp;&nbsp;&nbsp;296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5594 |
| Resideo Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19104 |
| Simpson Manufacturing Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34168 |
| Tecnoglass, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10134 |
| Trane Technologies PLC | &nbsp;&nbsp;1279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559447 |
| Trex Co., Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33498 |
| UFP Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35968 |
| Zurn Elkay Water Solutions Corp. | &nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31341 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250878 |
| **CAPITAL MARKETS — 2.1%** | **CAPITAL MARKETS — 2.1%** | **CAPITAL MARKETS — 2.1%** |
| Acadian Asset Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6273 |
| Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29909 |
| AlTi Global, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3129 |
| Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290883 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| ARES Management Corp. Class A | 1143 | &nbsp;&nbsp;$197968 |
| Artisan Partners Asset Management, Inc. Class A | &nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18042 |
| Bakkt Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
| Bank of New York Mellon Corp. | 4120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375373 |
| BGC Group, Inc. Class A | 2257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23089 |
| Blackrock, Inc. | &nbsp;&nbsp;&nbsp;837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878222 |
| Blackstone, Inc. | 4192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627039 |
| Blue Owl Capital, Inc. | 3056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58706 |
| Bridge Investment Group Holdings, Inc. Class A | &nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3013 |
| Carlyle Group, Inc. | 1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63993 |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142258 |
| Charles Schwab Corp. | 9810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895064 |
| CME Group, Inc. | 2081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573565 |
| Cohen & Steers, Inc. | &nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12131 |
| Coinbase Global, Inc. Class A (a) | 1212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424794 |
| Diamond Hill Investment Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2761 |
| DigitalBridge Group, Inc. | &nbsp;&nbsp;&nbsp;916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9481 |
| Donnelley Financial Solutions, Inc. (a) | &nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9926 |
| Evercore, Inc. Class A | &nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55084 |
| FactSet Research Systems, Inc. | &nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94376 |
| Federated Hermes, Inc. | &nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20697 |
| Franklin Resources, Inc. | 1831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43669 |
| Galaxy Digital, Inc. Class A (a) | 1062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23258 |
| GCM Grosvenor, Inc. Class A | &nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2428 |
| Goldman Sachs Group, Inc. | 1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245640 |
| Hamilton Lane, Inc. Class A | &nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34393 |
| Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57224 |
| Interactive Brokers Group, Inc. Class A | 2479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137361 |
| Intercontinental Exchange, Inc. | 3303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606001 |
| Invesco Ltd. | 2680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42264 |
| Janus Henderson Group PLC | &nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28897 |
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;&nbsp;938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51299 |
| KKR & Co., Inc. | 3886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516955 |
| Lazard, Inc. | &nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32291 |
| LPL Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172111 |
| MarketAxess Holdings, Inc. | &nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50252 |
| Moelis & Co. Class A | &nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25987 |
| Moody's Corp. | &nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443907 |
| Morgan Stanley | 7099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999965 |
| Morningstar, Inc. | &nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46462 |
| MSCI, Inc. | &nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255496 |
| Nasdaq, Inc. | 2393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213982 |
| Northern Trust Corp. | 1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140737 |
| Open Lending Corp. (a) | &nbsp;&nbsp;&nbsp;682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323 |
| Oppenheimer Holdings, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3289 |
| P10, Inc. Class A (b) | &nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2892 |
| Perella Weinberg Partners | &nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6312 |
| Piper Sandler Cos. | &nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25848 |
| PJT Partners, Inc. Class A | &nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23266 |
| Raymond James Financial, Inc. | 1043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159965 |
| Robinhood Markets, Inc. Class A (a) | 4092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383134 |
| S&P Global, Inc. | 1802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950177 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| SEI Investments Co. | &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;$44930 |
| State Street Corp. (d) | 1631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173441 |
| StepStone Group, Inc. Class A | &nbsp;&nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20646 |
| Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61230 |
| StoneX Group, Inc. (a) | &nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23332 |
| T. Rowe Price Group, Inc. | 1236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119274 |
| TPG, Inc. | &nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36977 |
| Tradeweb Markets, Inc. Class A | &nbsp;&nbsp;&nbsp;677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99113 |
| Victory Capital Holdings, Inc. Class A | &nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17255 |
| Virtu Financial, Inc. Class A | &nbsp;&nbsp;&nbsp;504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22574 |
| Virtus Investment Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 |
| WisdomTree, Inc. | &nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8391 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12178305 |
| **CHEMICALS — 0.7%** | **CHEMICALS — 0.7%** | **CHEMICALS — 0.7%** |
| AdvanSix, Inc. | &nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4536 |
| Air Products & Chemicals, Inc. | 1277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360191 |
| Albemarle Corp. | &nbsp;&nbsp;&nbsp;698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43744 |
| Ashland, Inc. | &nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14581 |
| ASP Isotopes, Inc. (a) | &nbsp;&nbsp;&nbsp;414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3047 |
| Aspen Aerogels, Inc. (a) | &nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2214 |
| Avient Corp. | &nbsp;&nbsp;&nbsp;543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17544 |
| Axalta Coating Systems Ltd. (a) | 1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38597 |
| Balchem Corp. | &nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31044 |
| Cabot Corp. | &nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19425 |
| Celanese Corp. | &nbsp;&nbsp;&nbsp;646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35743 |
| CF Industries Holdings, Inc. | &nbsp;&nbsp;&nbsp;914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84088 |
| Chemours Co. | &nbsp;&nbsp;&nbsp;882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10099 |
| Corteva, Inc. | 3909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291338 |
| Dow, Inc. | 4008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106132 |
| DuPont de Nemours, Inc. | 2369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162490 |
| Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46662 |
| Ecolab, Inc. | 1446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389610 |
| Ecovyst, Inc. (a) | &nbsp;&nbsp;&nbsp;616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5070 |
| Element Solutions, Inc. | 1327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30057 |
| Flotek Industries, Inc. (a) | &nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2303 |
| FMC Corp. | &nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30895 |
| Ginkgo Bioworks Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2891 |
| Hawkins, Inc. | &nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16341 |
| HB Fuller Co. | &nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19248 |
| Huntsman Corp. | &nbsp;&nbsp;&nbsp;973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10139 |
| Ingevity Corp. (a) | &nbsp;&nbsp;&nbsp;226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9738 |
| Innospec, Inc. | &nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12529 |
| International Flavors & Fragrances, Inc. | 1469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108045 |
| Intrepid Potash, Inc. (a) | &nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3966 |
| Koppers Holdings, Inc. | &nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3987 |
| Kronos Worldwide, Inc. | &nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649 |
| Linde PLC | 2702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267724 |
| LSB Industries, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3058 |
| LyondellBasell Industries NV Class A | 1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81872 |
| Mativ Holdings, Inc. | &nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291 |
| Minerals Technologies, Inc. | &nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10573 |
| Mosaic Co. | 1903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69421 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| NewMarket Corp. | &nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;$31780 |
| Olin Corp. | &nbsp;&nbsp;&nbsp;691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13882 |
| Orion SA | &nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3630 |
| Perimeter Solutions, Inc. (a) | &nbsp;&nbsp;&nbsp;833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11595 |
| PPG Industries, Inc. | 1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146169 |
| PureCycle Technologies, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11220 |
| Quaker Chemical Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9179 |
| Rayonier Advanced Materials, Inc. (a) | &nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590 |
| RPM International, Inc. | &nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78865 |
| Scotts Miracle-Gro Co. | &nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16820 |
| Sensient Technologies Corp. | &nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25320 |
| Sherwin-Williams Co. | 1321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453579 |
| Stepan Co. | &nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6932 |
| Tronox Holdings PLC | &nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3569 |
| Westlake Corp. | &nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15262 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4182274 |
| **COMMERCIAL SERVICES & SUPPLIES — 0.4%** | **COMMERCIAL SERVICES & SUPPLIES — 0.4%** | **COMMERCIAL SERVICES & SUPPLIES — 0.4%** |
| ABM Industries, Inc. | &nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17657 |
| ACCO Brands Corp. | &nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2596 |
| ACV Auctions, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14630 |
| Brady Corp. Class A | &nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17808 |
| BrightView Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5661 |
| Brink's Co. | &nbsp;&nbsp;&nbsp;261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23305 |
| Casella Waste Systems, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42460 |
| CECO Environmental Corp. (a) | &nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5011 |
| Cimpress PLC (a) | &nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4277 |
| Cintas Corp. | 1963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437494 |
| Clean Harbors, Inc. (a) | &nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62650 |
| Copart, Inc. (a) | 5017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246184 |
| CoreCivic, Inc. (a) | &nbsp;&nbsp;&nbsp;658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13864 |
| Deluxe Corp. | &nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4057 |
| Driven Brands Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5426 |
| Ennis, Inc. | &nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3936 |
| Enviri Corp. (a) | &nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 |
| GEO Group, Inc. (a) | &nbsp;&nbsp;&nbsp;807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19328 |
| Healthcare Services Group, Inc. (a) | &nbsp;&nbsp;&nbsp;466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7004 |
| HNI Corp. | &nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13967 |
| Interface, Inc. | &nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7325 |
| Liquidity Services, Inc. (a) | &nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3609 |
| MillerKnoll, Inc. | &nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8292 |
| Montrose Environmental Group, Inc. (a) | &nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5144 |
| MSA Safety, Inc. | &nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34009 |
| OPENLANE, Inc. (a) | &nbsp;&nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16039 |
| Pitney Bowes, Inc. | &nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10670 |
| Quad/Graphics, Inc. | &nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2413 |
| RB Global, Inc. | 1056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112137 |
| Republic Services, Inc. | 1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289027 |
| Rollins, Inc. | 1648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92980 |
| Steelcase, Inc. Class A | &nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5997 |
| Tetra Tech, Inc. | 1499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53904 |
| UniFirst Corp. | &nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17128 |
| Veralto Corp. | 1404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141734 |
| Vestis Corp. | &nbsp;&nbsp;&nbsp;691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3959 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| VSE Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;$12705 |
| Waste Management, Inc. | &nbsp;&nbsp;2103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481208 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2251020 |
| **COMMUNICATIONS EQUIPMENT — 0.5%** | **COMMUNICATIONS EQUIPMENT — 0.5%** | **COMMUNICATIONS EQUIPMENT — 0.5%** |
| ADTRAN Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4557 |
| Applied Optoelectronics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6217 |
| Arista Networks, Inc. (a) | &nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603629 |
| Calix, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18882 |
| Ciena Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69456 |
| Cisco Systems, Inc. | 22822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583390 |
| Clearfield, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645 |
| CommScope Holding Co., Inc. (a) | &nbsp;&nbsp;1303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10789 |
| Digi International, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7774 |
| Extreme Networks, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14396 |
| F5, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95654 |
| Harmonic, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6591 |
| Juniper Networks, Inc. | &nbsp;&nbsp;1859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74230 |
| Lumentum Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38404 |
| Motorola Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401960 |
| NETGEAR, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6046 |
| NetScout Systems, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11735 |
| Ribbon Communications, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3108 |
| Ubiquiti, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10703 |
| Viasat, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9388 |
| Viavi Solutions, Inc. (a) | &nbsp;&nbsp;1381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13907 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995461 |
| **CONSTRUCTION & ENGINEERING — 0.2%** | **CONSTRUCTION & ENGINEERING — 0.2%** | **CONSTRUCTION & ENGINEERING — 0.2%** |
| AECOM | &nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82952 |
| Ameresco, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3068 |
| API Group Corp. (a) | &nbsp;&nbsp;1422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72593 |
| Arcosa, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24626 |
| Argan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16756 |
| Bowman Consulting Group Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3278 |
| Centuri Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3231 |
| Comfort Systems USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106170 |
| Construction Partners, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27633 |
| Dycom Industries, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42279 |
| EMCOR Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139071 |
| Everus Construction Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19186 |
| Fluor Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46810 |
| Granite Construction, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23752 |
| Great Lakes Dredge & Dock Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5522 |
| IES Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14811 |
| Limbach Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8546 |
| MasTec, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61866 |
| Matrix Service Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3121 |
| MYR Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17782 |
| NWPX Infrastructure, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2748 |
| Orion Group Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 |
| Primoris Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24629 |
| Quanta Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318721 |
| Sterling Infrastructure, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41762 |
| Tutor Perini Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12397 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;$37556 |
| WillScot Holdings Corp. | 1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28907 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192948 |
| **CONSTRUCTION MATERIALS — 0.1%** | **CONSTRUCTION MATERIALS — 0.1%** | **CONSTRUCTION MATERIALS — 0.1%** |
| CRH PLC | 3872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355450 |
| Eagle Materials, Inc. | &nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38401 |
| Knife River Corp. (a) | &nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27513 |
| Martin Marietta Materials, Inc. | &nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189391 |
| U.S. Lime & Minerals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6487 |
| Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197701 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814943 |
| **CONSUMER FINANCE — 0.4%** | **CONSUMER FINANCE — 0.4%** | **CONSUMER FINANCE — 0.4%** |
| Ally Financial, Inc. | 1605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62515 |
| American Express Co. | 3172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011805 |
| Bread Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16679 |
| Capital One Financial Corp. | 3670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780829 |
| Credit Acceptance Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19358 |
| Dave, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11810 |
| Encore Capital Group, Inc. (a) | &nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6194 |
| Enova International, Inc. (a) | &nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17509 |
| EZCORP, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4747 |
| FirstCash Holdings, Inc. | &nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31758 |
| Green Dot Corp. Class A (a) | &nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4484 |
| LendingClub Corp. (a) | &nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8120 |
| LendingTree, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595 |
| Navient Corp. | &nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4582 |
| Nelnet, Inc. Class A | &nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13565 |
| NerdWallet, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2699 |
| OneMain Holdings, Inc. | &nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40812 |
| PRA Group, Inc. (a) | &nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3702 |
| PROG Holdings, Inc. | &nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7484 |
| SLM Corp. | 1282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42037 |
| SoFi Technologies, Inc. (a) (b) | 6328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115233 |
| Synchrony Financial | 2142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142957 |
| Upstart Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29753 |
| World Acceptance Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4293 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385520 |
| **CONSUMER STAPLES DISTRIBUTION & RETAIL — 1.2%** | **CONSUMER STAPLES DISTRIBUTION & RETAIL — 1.2%** | **CONSUMER STAPLES DISTRIBUTION & RETAIL — 1.2%** |
| Albertsons Cos., Inc. Class A | 2383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51258 |
| Andersons, Inc. | &nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7093 |
| BJ's Wholesale Club Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81520 |
| Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108177 |
| Chefs' Warehouse, Inc. (a) | &nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13400 |
| Costco Wholesale Corp. | 2546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2520387 |
| Dollar General Corp. | 1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144691 |
| Dollar Tree, Inc. (a) | 1131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112014 |
| Grocery Outlet Holding Corp. (a) | &nbsp;&nbsp;&nbsp;594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7378 |
| Ingles Markets, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5768 |
| Kroger Co. | 3515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252131 |
| Maplebear, Inc. (a) | &nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42073 |
| Natural Grocers by Vitamin Cottage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415 |
| Performance Food Group Co. (a) | &nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76011 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| PriceSmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;$15756 |
| SpartanNash Co. | &nbsp;&nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7099 |
| Sprouts Farmers Market, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92363 |
| Sysco Corp. | &nbsp;&nbsp;2763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209270 |
| Target Corp. | &nbsp;&nbsp;2593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255800 |
| U.S. Foods Holding Corp. (a) | &nbsp;&nbsp;1341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103270 |
| United Natural Foods, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8578 |
| Weis Markets, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6669 |
| Walgreens Boots Alliance, Inc. | &nbsp;&nbsp;4330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49708 |
| Walmart, Inc. | 24810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425922 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6599751 |
| **CONTAINERS & PACKAGING — 0.2%** | **CONTAINERS & PACKAGING — 0.2%** | **CONTAINERS & PACKAGING — 0.2%** |
| Amcor PLC | 13290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122135 |
| AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57410 |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76154 |
| Ball Corp. | &nbsp;&nbsp;1578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88510 |
| Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70541 |
| Graphic Packaging Holding Co. | &nbsp;&nbsp;1606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33838 |
| Greif, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11893 |
| International Paper Co. | &nbsp;&nbsp;3029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141848 |
| Myers Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3985 |
| O-I Glass, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13900 |
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94602 |
| Ranpak Holdings Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1564 |
| Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp;854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26500 |
| Silgan Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26169 |
| Smurfit WestRock PLC | &nbsp;&nbsp;2832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122201 |
| Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25090 |
| TriMas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6523 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922863 |
| **DISTRIBUTORS — 0.0% <sup>\*</sup>** | **DISTRIBUTORS — 0.0% <sup>\*</sup>** | **DISTRIBUTORS — 0.0% <sup>\*</sup>** |
| A-Mark Precious Metals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3061 |
| Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93894 |
| GigaCloud Technology, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4055 |
| LKQ Corp. | &nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56810 |
| Pool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64125 |
| Weyco Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2819 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224764 |
| **DIVERSIFIED CONSUMER SERVICES — 0.1%** | **DIVERSIFIED CONSUMER SERVICES — 0.1%** | **DIVERSIFIED CONSUMER SERVICES — 0.1%** |
| ADT, Inc. | &nbsp;&nbsp;2088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17685 |
| Adtalem Global Education, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28245 |
| American Public Education, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4782 |
| Bright Horizons Family Solutions, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42886 |
| Carriage Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3705 |
| Coursera, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6920 |
| Duolingo, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91434 |
| Frontdoor, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26641 |
| Graham Holdings Co. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14193 |
| Grand Canyon Education, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26271 |
| H&R Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43034 |
| KinderCare Learning Cos., Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2303 |
| Laureate Education, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18985 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Lincoln Educational Services Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;$4910 |
| Matthews International Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4758 |
| Mister Car Wash, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3582 |
| OneSpaWorld Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13172 |
| Perdoceo Education Corp. | &nbsp;&nbsp;&nbsp;&nbsp;369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12063 |
| Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67969 |
| Strategic Education, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12088 |
| Stride, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36297 |
| Udemy, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4302 |
| Universal Technical Institute, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9286 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495511 |
| **DIVERSIFIED REITs — 0.0% <sup>\*</sup>** | **DIVERSIFIED REITs — 0.0% <sup>\*</sup>** | **DIVERSIFIED REITs — 0.0% <sup>\*</sup>** |
| Alexander & Baldwin, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7863 |
| American Assets Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5984 |
| Armada Hoffler Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841 |
| Broadstone Net Lease, Inc. REIT | &nbsp;&nbsp;1124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18040 |
| CTO Realty Growth, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2641 |
| Essential Properties Realty Trust, Inc. REIT | &nbsp;&nbsp;1152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36761 |
| Gladstone Commercial Corp. REIT | &nbsp;&nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 |
| Global Net Lease, Inc. REIT | &nbsp;&nbsp;1294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9770 |
| One Liberty Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3030 |
| WP Carey, Inc. REIT | &nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77975 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167430 |
| **DIVERSIFIED TELECOMMUNICATION SERVICES — 0.4%** | **DIVERSIFIED TELECOMMUNICATION SERVICES — 0.4%** | **DIVERSIFIED TELECOMMUNICATION SERVICES — 0.4%** |
| Anterix, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3155 |
| AST SpaceMobile, Inc. (a) | &nbsp;&nbsp;1121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52384 |
| AT&T, Inc. | 41361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196987 |
| Bandwidth, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 |
| Cogent Communications Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12294 |
| Frontier Communications Parent, Inc. (a) | &nbsp;&nbsp;1151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41896 |
| Globalstar, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7183 |
| IDT Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8335 |
| Iridium Communications, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21421 |
| Liberty Global Ltd. Class A (a) | &nbsp;&nbsp;1663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16647 |
| Liberty Global Ltd. Class C (a) | &nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2557 |
| Liberty Latin America Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781 |
| Liberty Latin America Ltd. Class C (a) | &nbsp;&nbsp;&nbsp;&nbsp;652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4056 |
| Lumen Technologies, Inc. (a) | &nbsp;&nbsp;6040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26455 |
| Shenandoah Telecommunications Co. | &nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4740 |
| Sunrise Communications AG Class B ADR | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890 |
| Verizon Communications, Inc. | 24192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046788 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2451224 |
| **ELECTRIC UTILITIES — 0.8%** | **ELECTRIC UTILITIES — 0.8%** | **ELECTRIC UTILITIES — 0.8%** |
| ALLETE, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14928 |
| Alliant Energy Corp. | &nbsp;&nbsp;1433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86653 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| American Electric Power Co., Inc. | &nbsp;&nbsp;3089 | &nbsp;&nbsp;$320515 |
| Constellation Energy Corp. | &nbsp;&nbsp;1798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580322 |
| Duke Energy Corp. | &nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531000 |
| Edison International | &nbsp;&nbsp;2196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113314 |
| Entergy Corp. | &nbsp;&nbsp;2592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215447 |
| Evergy, Inc. | &nbsp;&nbsp;1283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88437 |
| Eversource Energy | &nbsp;&nbsp;2079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132266 |
| Exelon Corp. | &nbsp;&nbsp;5867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254745 |
| FirstEnergy Corp. | &nbsp;&nbsp;2954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118928 |
| Genie Energy Ltd. Class B | &nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5161 |
| Hawaiian Electric Industries, Inc. (a) (b) | &nbsp;&nbsp;1028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10928 |
| IDACORP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36828 |
| MGE Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19457 |
| NextEra Energy, Inc. | 11823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820753 |
| NRG Energy, Inc. | &nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179850 |
| OGE Energy Corp. | &nbsp;&nbsp;1128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50061 |
| Oklo, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26595 |
| Otter Tail Corp. | &nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19195 |
| PG&E Corp. | 12579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175351 |
| Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57887 |
| Portland General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24297 |
| PPL Corp. | &nbsp;&nbsp;4190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141999 |
| Southern Co. | &nbsp;&nbsp;6359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583947 |
| TXNM Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29737 |
| Xcel Energy, Inc. | &nbsp;&nbsp;3339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227386 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4865987 |
| **ELECTRICAL EQUIPMENT — 0.6%** | **ELECTRICAL EQUIPMENT — 0.6%** | **ELECTRICAL EQUIPMENT — 0.6%** |
| Acuity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52508 |
| Allient, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4357 |
| American Superconductor Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8475 |
| AMETEK, Inc. | &nbsp;&nbsp;1319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238686 |
| Array Technologies, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5257 |
| Atkore, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14816 |
| Bloom Energy Corp. Class A (a) | &nbsp;&nbsp;1179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28202 |
| ChargePoint Holdings, Inc. (a) | &nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1867 |
| Eaton Corp. PLC | &nbsp;&nbsp;2241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800015 |
| Emerson Electric Co. | &nbsp;&nbsp;3222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429589 |
| EnerSys | &nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20842 |
| Enovix Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9451 |
| Eos Energy Enterprises, Inc. (a) (b) | &nbsp;&nbsp;1316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6738 |
| Fluence Energy, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 |
| GE Vernova, Inc. | &nbsp;&nbsp;1569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830236 |
| Generac Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49264 |
| GrafTech International Ltd. (a) | &nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357 |
| Hubbell, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122931 |
| Hyliion Holdings Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274 |
| LSI Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079 |
| Net Power, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
| NEXTracker, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46214 |
| NuScale Power Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30343 |
| nVent Electric PLC | &nbsp;&nbsp;&nbsp;&nbsp;947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69368 |
| Plug Power, Inc. (a) | &nbsp;&nbsp;4971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7407 |
| Powell Industries, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11785 |
| Preformed Line Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3835 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57404 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;$214250 |
| Sensata Technologies Holding PLC | &nbsp;&nbsp;&nbsp;907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27310 |
| Shoals Technologies Group, Inc. Class A (a) | 1031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4382 |
| Sunrun, Inc. (a) | 1346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11010 |
| Thermon Group Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6178 |
| Vertiv Holdings Co. Class A | 2183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280319 |
| Vicor Corp. (a) | &nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6486 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3408380 |
| **ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 0.5%** | **ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 0.5%** | **ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS — 0.5%** |
| Advanced Energy Industries, Inc. | &nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29548 |
| Aeva Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9825 |
| Amphenol Corp. Class A | 6933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684634 |
| Arlo Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10244 |
| Arrow Electronics, Inc. (a) | &nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35298 |
| Avnet, Inc. | &nbsp;&nbsp;&nbsp;513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27230 |
| Badger Meter, Inc. | &nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43111 |
| Bel Fuse, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594 |
| Bel Fuse, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735 |
| Belden, Inc. | &nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28139 |
| Benchmark Electronics, Inc. | &nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8543 |
| CDW Corp. | &nbsp;&nbsp;&nbsp;747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133407 |
| Climb Global Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2566 |
| Cognex Corp. | 1019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32323 |
| Coherent Corp. (a) | &nbsp;&nbsp;&nbsp;907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80913 |
| Corning, Inc. | 4406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231712 |
| Crane NXT Co. | &nbsp;&nbsp;&nbsp;296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15954 |
| CTS Corp. | &nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7968 |
| Daktronics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3659 |
| ePlus, Inc. (a) | &nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11392 |
| Evolv Technologies Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3713 |
| Fabrinet (a) | &nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62767 |
| FARO Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5314 |
| Flex Ltd. (a) | 2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107578 |
| Insight Enterprises, Inc. (a) | &nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20989 |
| IPG Photonics Corp. (a) | &nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11602 |
| Itron, Inc. (a) | &nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34882 |
| Jabil, Inc. | &nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133041 |
| Keysight Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159927 |
| Kimball Electronics, Inc. (a) | &nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3558 |
| Knowles Corp. (a) | &nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6132 |
| KULR Technology Group, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077 |
| Lightwave Logic, Inc. (a) | 1017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261 |
| Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34009 |
| Methode Electronics, Inc. | &nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3081 |
| MicroVision, Inc. (a) | 4029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4593 |
| Mirion Technologies, Inc. (a) | 1127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24264 |
| Napco Security Technologies, Inc. | &nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6472 |
| nLight, Inc. (a) | &nbsp;&nbsp;&nbsp;322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6337 |
| Novanta, Inc. (a) | &nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27720 |
| OSI Systems, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21137 |
| Ouster, Inc. (a) | &nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8075 |
| PAR Technology Corp. (a) | &nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15123 |
| PC Connection, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5131 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Plexus Corp. (a) | &nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;$22191 |
| Powerfleet, Inc. NJ (a) | &nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2556 |
| Ralliant Corp. (a) | &nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33183 |
| Red Cat Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2388 |
| Rogers Corp. (a) | &nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7122 |
| Sanmina Corp. (a) | &nbsp;&nbsp;&nbsp;323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31599 |
| ScanSource, Inc. (a) | &nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5603 |
| SmartRent, Inc. (a) | 2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2007 |
| Stem, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 |
| TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55230 |
| TE Connectivity PLC | 1685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284209 |
| Teledyne Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136787 |
| Trimble, Inc. (a) | 1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101433 |
| TTM Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24819 |
| Vishay Intertechnology, Inc. | &nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10655 |
| Vishay Precision Group, Inc. (a) | &nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3990 |
| Vontier Corp. | &nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31549 |
| Vuzix Corp. (a) (b) | &nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168 |
| Zebra Technologies Corp. Class A (a) | &nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88191 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2955650 |
| **ENERGY EQUIPMENT & SERVICES — 0.2%** | **ENERGY EQUIPMENT & SERVICES — 0.2%** | **ENERGY EQUIPMENT & SERVICES — 0.2%** |
| Archrock, Inc. | 1007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25004 |
| Aris Water Solutions, Inc. Class A | &nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3760 |
| Atlas Energy Solutions, Inc. (b) | &nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4960 |
| Baker Hughes Co. | 5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216621 |
| Bristow Group, Inc. (a) | &nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5044 |
| Cactus, Inc. Class A | &nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17488 |
| ChampionX Corp. | 1124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27920 |
| Core Laboratories, Inc. (b) | &nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3571 |
| Expro Group Holdings NV (a) | &nbsp;&nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5635 |
| Flowco Holdings, Inc. Class A | &nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3224 |
| Forum Energy Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5276 |
| Halliburton Co. | 4942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100718 |
| Helix Energy Solutions Group, Inc. (a) | &nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5348 |
| Helmerich & Payne, Inc. | &nbsp;&nbsp;&nbsp;591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8960 |
| Innovex International, Inc. (a) | &nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3718 |
| Kodiak Gas Services, Inc. | &nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6751 |
| Liberty Energy, Inc. | &nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11205 |
| Nabors Industries Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1653 |
| Natural Gas Services Group, Inc. (a) | &nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3020 |
| Noble Corp. PLC | &nbsp;&nbsp;&nbsp;798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21187 |
| NOV, Inc. | 2137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26563 |
| Oceaneering International, Inc. (a) | &nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12639 |
| Oil States International, Inc. (a) | &nbsp;&nbsp;&nbsp;563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3018 |
| Patterson-UTI Energy, Inc. | 2206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13082 |
| ProPetro Holding Corp. (a) | &nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3295 |
| Ranger Energy Services, Inc. Class A | &nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2269 |
| RPC, Inc. | &nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2597 |
| Schlumberger NV | 7676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259449 |
| Seadrill Ltd. (a) | &nbsp;&nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9765 |
| Select Water Solutions, Inc. | &nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4942 |
| Solaris Energy Infrastructure, Inc. | &nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5205 |
| TechnipFMC PLC | 2369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81588 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| TETRA Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;$2738 |
| Tidewater, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13055 |
| Transocean Ltd. (a) | &nbsp;&nbsp;4741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12279 |
| Valaris Ltd. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15875 |
| Weatherford International PLC | &nbsp;&nbsp;&nbsp;&nbsp;429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21583 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971005 |
| **ENTERTAINMENT — 1.1%** | **ENTERTAINMENT — 1.1%** | **ENTERTAINMENT — 1.1%** |
| AMC Entertainment Holdings, Inc. Class A (a) | &nbsp;&nbsp;2178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6752 |
| Atlanta Braves Holdings, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4478 |
| Atlanta Braves Holdings, Inc. Class C (a) | &nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7764 |
| Cinemark Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19255 |
| Electronic Arts, Inc. | &nbsp;&nbsp;1307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208728 |
| Eventbrite, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2235 |
| Liberty Media Corp.-Liberty Formula One Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13294 |
| Liberty Media Corp.-Liberty Formula One Class C (a) | &nbsp;&nbsp;1278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133551 |
| Liberty Media Corp.-Liberty Live Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16373 |
| Liberty Media Corp.-Liberty Live Class C (a) | &nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15502 |
| Lionsgate Studios Corp. (a) | &nbsp;&nbsp;1698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9865 |
| Live Nation Entertainment, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135244 |
| Madison Square Garden Entertainment Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9513 |
| Madison Square Garden Sports Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20686 |
| Marcus Corp. | &nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2799 |
| Netflix, Inc. (a) | &nbsp;&nbsp;2443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3271495 |
| Playtika Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1764 |
| Reading International, Inc. Class A (a) | &nbsp;&nbsp;1858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 |
| Reservoir Media, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2615 |
| ROBLOX Corp. Class A (a) | &nbsp;&nbsp;3188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335378 |
| Roku, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66181 |
| Sphere Entertainment Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6939 |
| Starz Entertainment Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 |
| Take-Two Interactive Software, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237022 |
| TKO Group Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71870 |
| Vivid Seats, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 |
| Walt Disney Co. | 10318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1279535 |
| Warner Bros Discovery, Inc. (a) | 12938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148269 |
| Warner Music Group Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22582 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6054922 |
| **FINANCIAL SERVICES — 2.5%** | **FINANCIAL SERVICES — 2.5%** | **FINANCIAL SERVICES — 2.5%** |
| Affirm Holdings, Inc. (a) | &nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101981 |
| Alerus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 |
| Apollo Global Management, Inc. | &nbsp;&nbsp;2584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366592 |
| AvidXchange Holdings, Inc. (a) | &nbsp;&nbsp;1132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11082 |
| Berkshire Hathaway, Inc. Class B (a) | 10533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5116615 |
| Block, Inc. (a) | &nbsp;&nbsp;3178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215882 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Cannae Holdings, Inc. | &nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;$7402 |
| Cantaloupe, Inc. (a) | &nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4165 |
| Cass Information Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3824 |
| Corebridge Financial, Inc. | 1532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54386 |
| Corpay, Inc. (a) | &nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133392 |
| Enact Holdings, Inc. | &nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6018 |
| Equitable Holdings, Inc. | 1713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96099 |
| Essent Group Ltd. | &nbsp;&nbsp;&nbsp;548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33280 |
| Euronet Worldwide, Inc. (a) | &nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25244 |
| EVERTEC, Inc. | &nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14168 |
| Federal Agricultural Mortgage Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6840 |
| Federal Agricultural Mortgage Corp. Class C | &nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5051 |
| Fidelity National Information Services, Inc. | 3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246265 |
| Fiserv, Inc. (a) | 3188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549643 |
| Flywire Corp. (a) | &nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7874 |
| Global Payments, Inc. | 1377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110215 |
| HA Sustainable Infrastructure Capital, Inc. | &nbsp;&nbsp;&nbsp;693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18614 |
| International Money Express, Inc. (a) | &nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1957 |
| Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78014 |
| Jackson Financial, Inc. Class A | &nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34894 |
| Marqeta, Inc. Class A (a) | 2507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14616 |
| Mastercard, Inc. Class A | 4657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2616955 |
| Merchants Bancorp | &nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5490 |
| MGIC Investment Corp. | 1280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35635 |
| Mr. Cooper Group, Inc. (a) | &nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56998 |
| NCR Atleos Corp. (a) | &nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12696 |
| NewtekOne, Inc. | &nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2436 |
| NMI Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19871 |
| Paymentus Holdings, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3668 |
| Payoneer Global, Inc. (a) | 1498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10261 |
| PayPal Holdings, Inc. (a) | 5575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414334 |
| PennyMac Financial Services, Inc. | &nbsp;&nbsp;&nbsp;188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18732 |
| Radian Group, Inc. | &nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26799 |
| Remitly Global, Inc. (a) | &nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16649 |
| Repay Holdings Corp. (a) | &nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2396 |
| Rocket Cos., Inc. Class A (b) | &nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11018 |
| Sezzle, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16133 |
| Shift4 Payments, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37563 |
| Toast, Inc. Class A (a) | 2542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112585 |
| UWM Holdings Corp. | &nbsp;&nbsp;&nbsp;697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2886 |
| Visa, Inc. Class A | 9828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3489431 |
| Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39334 |
| Walker & Dunlop, Inc. | &nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13462 |
| Waterstone Financial, Inc. | &nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2721 |
| Western Union Co. | 1941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16343 |
| WEX, Inc. (a) | &nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27322 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14279531 |
| **FOOD PRODUCTS — 0.4%** | **FOOD PRODUCTS — 0.4%** | **FOOD PRODUCTS — 0.4%** |
| Archer-Daniels-Midland Co. | 2743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144776 |
| B&G Foods, Inc. (b) | &nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2221 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Beyond Meat, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;$2146 |
| Bunge Global SA | &nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59809 |
| Calavo Growers, Inc. | &nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2951 |
| Cal-Maine Foods, Inc. | &nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23712 |
| Campbell's Co. | 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36167 |
| Conagra Brands, Inc. | 2675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54757 |
| Darling Ingredients, Inc. (a) | &nbsp;&nbsp;&nbsp;943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35777 |
| Flowers Foods, Inc. (b) | 1163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18585 |
| Fresh Del Monte Produce, Inc. | &nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7521 |
| Freshpet, Inc. (a) | &nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19437 |
| General Mills, Inc. | 3135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162424 |
| Hain Celestial Group, Inc. (a) | &nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947 |
| Hershey Co. | &nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140560 |
| Hormel Foods Corp. | 1734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52454 |
| Ingredion, Inc. | &nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45975 |
| J&J Snack Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10434 |
| J.M. Smucker Co. | &nbsp;&nbsp;&nbsp;629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61768 |
| John B Sanfilippo & Son, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3794 |
| Kellanova | 1498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119136 |
| Kraft Heinz Co. | 4891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126286 |
| Lamb Weston Holdings, Inc. | &nbsp;&nbsp;&nbsp;817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42361 |
| Lancaster Colony Corp. | &nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19696 |
| Limoneira Co. | &nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1768 |
| Mama's Creations, Inc. (a) | &nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2988 |
| McCormick & Co., Inc. | 1437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108953 |
| Mission Produce, Inc. (a) | &nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3270 |
| Mondelez International, Inc. Class A | 7447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502226 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11245 |
| Post Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29765 |
| Seaboard Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2861 |
| Seneca Foods Corp. Class B (a) | &nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3876 |
| Simply Good Foods Co. (a) | &nbsp;&nbsp;&nbsp;546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17248 |
| SunOpta, Inc. (a) | &nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3399 |
| Tootsie Roll Industries, Inc. | &nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6121 |
| TreeHouse Foods, Inc. (a) | &nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5515 |
| Tyson Foods, Inc. Class A | 1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88385 |
| Utz Brands, Inc. | &nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5811 |
| Vital Farms, Inc. (a) | &nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6972 |
| Westrock Coffee Co. (a) | &nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2527 |
| WK Kellogg Co. (b) | &nbsp;&nbsp;&nbsp;401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6392 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003016 |
| **GAS UTILITIES — 0.1%** | **GAS UTILITIES — 0.1%** | **GAS UTILITIES — 0.1%** |
| Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139624 |
| Chesapeake Utilities Corp. | &nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16470 |
| MDU Resources Group, Inc. | 1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19837 |
| National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45659 |
| New Jersey Resources Corp. | &nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25951 |
| Northwest Natural Holding Co. | &nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9771 |
| ONE Gas, Inc. | &nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23354 |
| Southwest Gas Holdings, Inc. | &nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27078 |
| Spire, Inc. | &nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24816 |
| UGI Corp. | 1261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45926 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378486 |
| **GROUND TRANSPORTATION — 0.6%** | **GROUND TRANSPORTATION — 0.6%** | **GROUND TRANSPORTATION — 0.6%** |
| ArcBest Corp. | &nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10550 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Avis Budget Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;$16905 |
| Covenant Logistics Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2508 |
| CSX Corp. | 10749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350740 |
| FTAI Infrastructure, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4041 |
| Heartland Express, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2635 |
| Hertz Global Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5580 |
| JB Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63184 |
| Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42682 |
| Landstar System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24885 |
| Lyft, Inc. Class A (a) | &nbsp;&nbsp;2133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33616 |
| Marten Transport Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4780 |
| Norfolk Southern Corp. | &nbsp;&nbsp;1293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330969 |
| Old Dominion Freight Line, Inc. | &nbsp;&nbsp;1061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172200 |
| RXO, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12953 |
| Ryder System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38160 |
| Saia, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42195 |
| Schneider National, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3043 |
| Uber Technologies, Inc. (a) | 12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119600 |
| U-Haul Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36591 |
| Union Pacific Corp. | &nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788024 |
| Universal Logistics Holdings, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599 |
| Werner Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9959 |
| XPO, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84867 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3202266 |
| **HEALTH CARE EQUIPMENT & SUPPLIES — 1.3%** | **HEALTH CARE EQUIPMENT & SUPPLIES — 1.3%** | **HEALTH CARE EQUIPMENT & SUPPLIES — 1.3%** |
| Abbott Laboratories | &nbsp;&nbsp;9999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359964 |
| Align Technology, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74407 |
| Alphatec Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7359 |
| AngioDynamics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4424 |
| Artivion, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7309 |
| AtriCure, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 |
| Avanos Medical, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3317 |
| Axogen, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2984 |
| Baxter International, Inc. | &nbsp;&nbsp;3036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91930 |
| Becton Dickinson & Co. | &nbsp;&nbsp;1638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282146 |
| Bioventus, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1761 |
| Boston Scientific Corp. (a) | &nbsp;&nbsp;8486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911481 |
| Butterfly Network, Inc. (a) (b) | &nbsp;&nbsp;1008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2016 |
| Cerus Corp. (a) | &nbsp;&nbsp;1786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518 |
| ClearPoint Neuro, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1743 |
| CONMED Corp. | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9635 |
| Cooper Cos., Inc. (a) | &nbsp;&nbsp;1138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80980 |
| Delcath Systems, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 |
| Dentsply Sirona, Inc. | &nbsp;&nbsp;1223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19421 |
| Dexcom, Inc. (a) | &nbsp;&nbsp;2245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195966 |
| Edwards Lifesciences Corp. (a) | &nbsp;&nbsp;3359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262707 |
| Embecta Corp. | &nbsp;&nbsp;&nbsp;&nbsp;359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3479 |
| Enovis Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10537 |
| Envista Holdings Corp. (a) | &nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20712 |
| GE HealthCare Technologies, Inc. | &nbsp;&nbsp;2605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192952 |
| Glaukos Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33673 |
| Globus Medical, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39425 |
| Haemonetics Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22607 |
| Hologic, Inc. (a) | &nbsp;&nbsp;1276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83144 |
| ICU Medical, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19162 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| IDEXX Laboratories, Inc. (a) | &nbsp;&nbsp;&nbsp;459 | &nbsp;&nbsp;$246180 |
| Inspire Medical Systems, Inc. (a) | &nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22969 |
| Insulet Corp. (a) | &nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126615 |
| Integer Holdings Corp. (a) | &nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24471 |
| Integra LifeSciences Holdings Corp. (a) | &nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4982 |
| Intuitive Surgical, Inc. (a) | 2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117251 |
| iRadimed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3528 |
| iRhythm Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28944 |
| Lantheus Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33726 |
| LeMaitre Vascular, Inc. | &nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10132 |
| LivaNova PLC (a) | &nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14586 |
| Masimo Corp. (a) | &nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44242 |
| Medtronic PLC | 7365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642007 |
| Merit Medical Systems, Inc. (a) | &nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32344 |
| Neogen Corp. (a) | 1188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5679 |
| Novocure Ltd. (a) | &nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10555 |
| Omnicell, Inc. (a) | &nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8291 |
| OraSure Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331 |
| Orthofix Medical, Inc. (a) | &nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2955 |
| OrthoPediatrics Corp. (a) | &nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642 |
| Outset Medical, Inc. (a) | &nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4053 |
| Penumbra, Inc. (a) | &nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59538 |
| PROCEPT BioRobotics Corp. (a) | &nbsp;&nbsp;&nbsp;307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17683 |
| Pulmonx Corp. (a) | &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 |
| Pulse Biosciences, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2656 |
| QuidelOrtho Corp. (a) | &nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10462 |
| ResMed, Inc. | &nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216720 |
| RxSight, Inc. (a) | &nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2665 |
| Semler Scientific, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278 |
| Senseonics Holdings, Inc. (a) | 5007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385 |
| SI-BONE, Inc. (a) | &nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4874 |
| Solventum Corp. (a) | &nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62568 |
| STAAR Surgical Co. (a) | &nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4984 |
| STERIS PLC | &nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134523 |
| Stryker Corp. | 1972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780182 |
| Surmodics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2288 |
| Tactile Systems Technology, Inc. (a) | &nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927 |
| Tandem Diabetes Care, Inc. (a) | &nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7344 |
| Teleflex, Inc. | &nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31721 |
| TransMedics Group, Inc. (a) | &nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26534 |
| Treace Medical Concepts, Inc. (a) | &nbsp;&nbsp;&nbsp;387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2276 |
| UFP Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10499 |
| Varex Imaging Corp. (a) | &nbsp;&nbsp;&nbsp;253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2194 |
| Zimmer Biomet Holdings, Inc. | 1126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102702 |
| Zimvie, Inc. (a) | &nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2132 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7639222 |
| **HEALTH CARE PROVIDERS & SERVICES — 1.1%** | **HEALTH CARE PROVIDERS & SERVICES — 1.1%** | **HEALTH CARE PROVIDERS & SERVICES — 1.1%** |
| Acadia Healthcare Co., Inc. (a) | &nbsp;&nbsp;&nbsp;553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12548 |
| AdaptHealth Corp. (a) | &nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6101 |
| Addus HomeCare Corp. (a) | &nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12210 |
| agilon health, Inc. (a) | 1693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3894 |
| Alignment Healthcare, Inc. (a) | &nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8750 |
| Amedisys, Inc. (a) | &nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13578 |
| AMN Healthcare Services, Inc. (a) | &nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4692 |
| Astrana Health, Inc. (a) | &nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6096 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Aveanna Healthcare Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;517 | &nbsp;&nbsp;$2704 |
| BrightSpring Health Services, Inc. (a) | &nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7549 |
| Brookdale Senior Living, Inc. (a) | 1271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8846 |
| Cardinal Health, Inc. | 1358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228144 |
| Castle Biosciences, Inc. (a) | &nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3492 |
| Cencora, Inc. | &nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294453 |
| Centene Corp. (a) | 2846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154481 |
| Chemed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38468 |
| Cigna Group | 1531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506118 |
| Clover Health Investments Corp. (a) | 2442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6813 |
| Community Health Systems, Inc. (a) | &nbsp;&nbsp;&nbsp;787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2676 |
| Concentra Group Holdings Parent, Inc. | &nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13268 |
| CorVel Corp. (a) | &nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16650 |
| Cross Country Healthcare, Inc. (a) | &nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2323 |
| CVS Health Corp. | 7256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500519 |
| DaVita, Inc. (a) | &nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32051 |
| DocGo, Inc. (a) | &nbsp;&nbsp;&nbsp;746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171 |
| Elevance Health, Inc. | 1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503703 |
| Encompass Health Corp. | &nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69286 |
| Enhabit, Inc. (a) | &nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3981 |
| Ensign Group, Inc. | &nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51677 |
| Fulgent Genetics, Inc. (a) | &nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3678 |
| GeneDx Holdings Corp. (a) | &nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10985 |
| Guardant Health, Inc. (a) | &nbsp;&nbsp;&nbsp;737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38354 |
| HCA Healthcare, Inc. | &nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380418 |
| HealthEquity, Inc. (a) | &nbsp;&nbsp;&nbsp;517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54161 |
| Henry Schein, Inc. (a) | &nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52450 |
| Hims & Hers Health, Inc. (a) (b) | 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58823 |
| Humana, Inc. | &nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168691 |
| Labcorp Holdings, Inc. | &nbsp;&nbsp;&nbsp;487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127842 |
| LifeStance Health Group, Inc. (a) | &nbsp;&nbsp;&nbsp;807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4172 |
| McKesson Corp. | &nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524671 |
| Molina Healthcare, Inc. (a) | &nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92349 |
| National HealthCare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7919 |
| National Research Corp. | &nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671 |
| NeoGenomics, Inc. (a) | &nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5629 |
| Nutex Health, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1867 |
| OPKO Health, Inc. (a) | 2280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3010 |
| Option Care Health, Inc. (a) | 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32967 |
| Owens & Minor, Inc. (a) | &nbsp;&nbsp;&nbsp;451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4104 |
| PACS Group, Inc. (a) | &nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3553 |
| Pediatrix Medical Group, Inc. (a) | &nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7562 |
| Pennant Group, Inc. (a) | &nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5522 |
| Premier, Inc. Class A | &nbsp;&nbsp;&nbsp;608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13333 |
| Privia Health Group, Inc. (a) | &nbsp;&nbsp;&nbsp;604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13892 |
| Progyny, Inc. (a) | &nbsp;&nbsp;&nbsp;469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10318 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114604 |
| RadNet, Inc. (a) | &nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21910 |
| Select Medical Holdings Corp. | &nbsp;&nbsp;&nbsp;616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9351 |
| Surgery Partners, Inc. (a) | &nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10092 |
| Talkspace, Inc. (a) | &nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2699 |
| Tenet Healthcare Corp. (a) | &nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92752 |
| U.S. Physical Therapy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6960 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| UnitedHealth Group, Inc. | 5205 | &nbsp;&nbsp;$1623804 |
| Universal Health Services, Inc. Class B | &nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61591 |
| Viemed Healthcare, Inc. (a) | &nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6091351 |
| **HEALTH CARE REITs — 0.2%** | **HEALTH CARE REITs — 0.2%** | **HEALTH CARE REITs — 0.2%** |
| Alexandria Real Estate Equities, Inc. REIT | &nbsp;&nbsp;&nbsp;849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61663 |
| American Healthcare REIT, Inc. | &nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32772 |
| CareTrust REIT, Inc. | 1093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33446 |
| Community Healthcare Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2694 |
| Diversified Healthcare Trust REIT | 1622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5807 |
| Global Medical REIT, Inc. | &nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2807 |
| Healthcare Realty Trust, Inc. REIT | 2187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34686 |
| Healthpeak Properties, Inc. REIT | 3939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68972 |
| LTC Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9310 |
| Medical Properties Trust, Inc. REIT (b) | 3649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15727 |
| National Health Investors, Inc. REIT | &nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18371 |
| Omega Healthcare Investors, Inc. REIT | 1649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60436 |
| Sabra Health Care REIT, Inc. | 1412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26037 |
| Sila Realty Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8119 |
| Universal Health Realty Income Trust REIT | &nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3637 |
| Ventas, Inc. REIT | 2617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165263 |
| Welltower, Inc. REIT | 3594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552506 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102253 |
| **HEALTH CARE TECHNOLOGY — 0.1%** | **HEALTH CARE TECHNOLOGY — 0.1%** | **HEALTH CARE TECHNOLOGY — 0.1%** |
| Certara, Inc. (a) | &nbsp;&nbsp;&nbsp;699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8178 |
| Definitive Healthcare Corp. (a) | &nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 |
| Doximity, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47784 |
| Evolent Health, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7364 |
| GoodRx Holdings, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3526 |
| Health Catalyst, Inc. (a) | &nbsp;&nbsp;&nbsp;408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1538 |
| HealthStream, Inc. | &nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4040 |
| LifeMD, Inc. (a) | &nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4359 |
| Phreesia, Inc. (a) | &nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9705 |
| Schrodinger, Inc. (a) | &nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7062 |
| Simulations Plus, Inc. | &nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1902 |
| Teladoc Health, Inc. (a) | 1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 |
| Veeva Systems, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247375 |
| Waystar Holding Corp. (a) | &nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20803 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375886 |
| **HOTEL & RESORT REITs — 0.0% <sup>\*</sup>** | **HOTEL & RESORT REITs — 0.0% <sup>\*</sup>** | **HOTEL & RESORT REITs — 0.0% <sup>\*</sup>** |
| Apple Hospitality REIT, Inc. | 1296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15124 |
| Chatham Lodging Trust REIT | &nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405 |
| DiamondRock Hospitality Co. REIT | 1218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9330 |
| Host Hotels & Resorts, Inc. REIT | 3786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58153 |
| Park Hotels & Resorts, Inc. REIT | 1193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12204 |
| Pebblebrook Hotel Trust REIT | &nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7133 |
| RLJ Lodging Trust REIT | &nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6399 |
| Ryman Hospitality Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32956 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Service Properties Trust REIT | &nbsp;&nbsp;&nbsp;592 | &nbsp;&nbsp;$1415 |
| Summit Hotel Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 |
| Sunstone Hotel Investors, Inc. REIT | 1147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9956 |
| Xenia Hotels & Resorts, Inc. REIT | &nbsp;&nbsp;&nbsp;599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7530 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166305 |
| **HOTELS, RESTAURANTS & LEISURE — 1.3%** | **HOTELS, RESTAURANTS & LEISURE — 1.3%** | **HOTELS, RESTAURANTS & LEISURE — 1.3%** |
| Accel Entertainment, Inc. (a) | &nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4049 |
| Airbnb, Inc. Class A (a) | 2470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326880 |
| Aramark | 1447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60586 |
| Biglari Holdings, Inc. Class B (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1753 |
| BJ's Restaurants, Inc. (a) | &nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6066 |
| Bloomin' Brands, Inc. | &nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4141 |
| Booking Holdings, Inc. | &nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082588 |
| Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24329 |
| Brinker International, Inc. (a) | &nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47787 |
| Caesars Entertainment, Inc. (a) | 1218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34579 |
| Carnival Corp. (a) | 5989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168411 |
| Cava Group, Inc. (a) | &nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40262 |
| Cheesecake Factory, Inc. (b) | &nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17231 |
| Chipotle Mexican Grill, Inc. (a) | 7732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434152 |
| Choice Hotels International, Inc. (b) | &nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17256 |
| Churchill Downs, Inc. | &nbsp;&nbsp;&nbsp;404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40804 |
| Cracker Barrel Old Country Store, Inc. (b) | &nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8124 |
| Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146694 |
| Dave & Buster's Entertainment, Inc. (a) | &nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5685 |
| Denny's Corp. (a) | &nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964 |
| Dine Brands Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2263 |
| Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90120 |
| DoorDash, Inc. Class A (a) | 1970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485625 |
| DraftKings, Inc. Class A (a) | 2844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121979 |
| Dutch Bros, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46286 |
| El Pollo Loco Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 |
| Everi Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5269 |
| Expedia Group, Inc. | &nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116727 |
| First Watch Restaurant Group, Inc. (a) | &nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4074 |
| Flutter Entertainment PLC (a) | 1013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289475 |
| Global Business Travel Group I (a) | &nbsp;&nbsp;&nbsp;466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2936 |
| Golden Entertainment, Inc. | &nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3944 |
| Hilton Grand Vacations, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15906 |
| Hilton Worldwide Holdings, Inc. | 1362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362755 |
| Hyatt Hotels Corp. Class A | &nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33516 |
| Inspired Entertainment, Inc. (a) | &nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386 |
| Jack in the Box, Inc. (b) | &nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2148 |
| Krispy Kreme, Inc. (b) | &nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574 |
| Kura Sushi USA, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3013 |
| Las Vegas Sands Corp. | 1912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83191 |
| Life Time Group Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19896 |
| Light & Wonder, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48130 |
| Lindblad Expeditions Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2707 |
| Lucky Strike Entertainment Corp. Class C (b) | &nbsp;&nbsp;&nbsp;261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2383 |
| Marriott International, Inc. Class A | 1304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356266 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Marriott Vacations Worldwide Corp. | &nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;$13883 |
| McDonald's Corp. | 4108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200234 |
| MGM Resorts International (a) | 1141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39239 |
| Monarch Casino & Resort, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6397 |
| Norwegian Cruise Line Holdings Ltd. (a) | 2521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51126 |
| Papa John's International, Inc. | &nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9494 |
| Penn Entertainment, Inc. (a) | &nbsp;&nbsp;&nbsp;899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16065 |
| Planet Fitness, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52453 |
| Portillo's, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4808 |
| Pursuit Attractions & Hospitality, Inc. (a) | &nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 |
| RCI Hospitality Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 |
| Red Rock Resorts, Inc. Class A | &nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15245 |
| Royal Caribbean Cruises Ltd. | 1434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449043 |
| Rush Street Interactive, Inc. (a) | &nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6899 |
| Sabre Corp. (a) | 2357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7448 |
| Serve Robotics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 |
| Shake Shack, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33322 |
| Six Flags Entertainment Corp. (a) | &nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16949 |
| Starbucks Corp. | 6522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597611 |
| Sweetgreen, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8958 |
| Target Hospitality Corp. (a) | &nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082 |
| Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72153 |
| Travel & Leisure Co. | &nbsp;&nbsp;&nbsp;404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20850 |
| United Parks & Resorts, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8345 |
| Vail Resorts, Inc. (b) | &nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34883 |
| Wendy's Co. | 1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11648 |
| Wingstop, Inc. | &nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53542 |
| Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36544 |
| Wynn Resorts Ltd. | &nbsp;&nbsp;&nbsp;498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46648 |
| Xponential Fitness, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438 |
| Yum! Brands, Inc. | 1595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236347 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7637026 |
| **HOUSEHOLD DURABLES — 0.2%** | **HOUSEHOLD DURABLES — 0.2%** | **HOUSEHOLD DURABLES — 0.2%** |
| Beazer Homes USA, Inc. (a) | &nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3646 |
| Cavco Industries, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21287 |
| Century Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5012 |
| Champion Homes, Inc. (a) | &nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19722 |
| Cricut, Inc. Class A (b) | &nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523 |
| DR Horton, Inc. | 1586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204467 |
| Dream Finders Homes, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3996 |
| Ethan Allen Interiors, Inc. | &nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3871 |
| Garmin Ltd. | &nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184300 |
| Green Brick Partners, Inc. (a) | &nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11696 |
| Helen of Troy Ltd. (a) | &nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3888 |
| Hovnanian Enterprises, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2823 |
| Installed Building Products, Inc. (b) | &nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25065 |
| KB Home | &nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20870 |
| La-Z-Boy, Inc. | &nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9553 |
| Legacy Housing Corp. (a) (b) | &nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2697 |
| Leggett & Platt, Inc. | &nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8028 |
| Lennar Corp. Class A | 1272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140696 |
| Lennar Corp. Class B (b) | &nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11893 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| LGI Homes, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;$6492 |
| Lovesac Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1711 |
| M/I Homes, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18051 |
| Meritage Homes Corp. | &nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28931 |
| Mohawk Industries, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28412 |
| Newell Brands, Inc. | &nbsp;&nbsp;2506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13532 |
| NVR, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125556 |
| PulteGroup, Inc. | &nbsp;&nbsp;1132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119381 |
| Smith Douglas Homes Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1942 |
| Somnigroup International, Inc. (b) | &nbsp;&nbsp;1168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79482 |
| Sonos, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7956 |
| Taylor Morrison Home Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33965 |
| Toll Brothers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66081 |
| TopBuild Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50180 |
| Tri Pointe Homes, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17732 |
| Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33063 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317500 |
| **HOUSEHOLD PRODUCTS — 0.5%** | **HOUSEHOLD PRODUCTS — 0.5%** | **HOUSEHOLD PRODUCTS — 0.5%** |
| Central Garden & Pet Co. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8162 |
| Central Garden & Pet Co. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3379 |
| Church & Dwight Co., Inc. | &nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140321 |
| Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82008 |
| Colgate-Palmolive Co. | &nbsp;&nbsp;4611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419140 |
| Energizer Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7923 |
| Kimberly-Clark Corp. | &nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241725 |
| Oil-Dri Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5191 |
| Procter & Gamble Co. | 13470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2146040 |
| Reynolds Consumer Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7411 |
| Spectrum Brands Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8745 |
| WD-40 Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18475 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3088520 |
| **INDEPENDENT POWER AND RENEWABLE ELECTRICITY PRODUCERS — 0.1%** | **INDEPENDENT POWER AND RENEWABLE ELECTRICITY PRODUCERS — 0.1%** | **INDEPENDENT POWER AND RENEWABLE ELECTRICITY PRODUCERS — 0.1%** |
| AES Corp. | &nbsp;&nbsp;4198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44163 |
| Clearway Energy, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6264 |
| Clearway Energy, Inc. Class C | &nbsp;&nbsp;&nbsp;&nbsp;498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15936 |
| Montauk Renewables, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 |
| Ormat Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26803 |
| Talen Energy Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75309 |
| Vistra Corp. | &nbsp;&nbsp;1943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376573 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546698 |
| **INDUSTRIAL CONGLOMERATES — 0.2%** | **INDUSTRIAL CONGLOMERATES — 0.2%** | **INDUSTRIAL CONGLOMERATES — 0.2%** |
| 3M Co. | &nbsp;&nbsp;3084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469508 |
| Honeywell International, Inc. | &nbsp;&nbsp;3685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858163 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327671 |
| **INDUSTRIAL REITs — 0.1%** | **INDUSTRIAL REITs — 0.1%** | **INDUSTRIAL REITs — 0.1%** |
| Americold Realty Trust, Inc. REIT | &nbsp;&nbsp;1574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26176 |
| EastGroup Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48465 |
| First Industrial Realty Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36964 |
| Industrial Logistics Properties Trust REIT | &nbsp;&nbsp;&nbsp;&nbsp;783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3563 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Innovative Industrial Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;$9166 |
| Lineage, Inc. REIT (b) | &nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15798 |
| LXP Industrial Trust REIT | 1692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13976 |
| Plymouth Industrial REIT, Inc. | &nbsp;&nbsp;&nbsp;308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4946 |
| Prologis, Inc. REIT | 5323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559554 |
| Rexford Industrial Realty, Inc. REIT | 1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46063 |
| STAG Industrial, Inc. REIT | 1077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39073 |
| Terreno Realty Corp. REIT | &nbsp;&nbsp;&nbsp;571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32016 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835760 |
| **INSURANCE — 1.3%** | **INSURANCE — 1.3%** | **INSURANCE — 1.3%** |
| Aflac, Inc. | 2813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296660 |
| Allstate Corp. | 1526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307199 |
| Ambac Financial Group, Inc. (a) | &nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130 |
| American Coastal Insurance Corp. Class C | &nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2546 |
| American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54018 |
| American International Group, Inc. | 3311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283388 |
| AMERISAFE, Inc. | &nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5466 |
| Aon PLC Class A | 1246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444523 |
| Arch Capital Group Ltd. | 2143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195120 |
| Arthur J Gallagher & Co. | 1478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473137 |
| Assurant, Inc. | &nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56087 |
| Assured Guaranty Ltd. | &nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20556 |
| Axis Capital Holdings Ltd. | &nbsp;&nbsp;&nbsp;399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41424 |
| Baldwin Insurance Group, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17167 |
| Bowhead Specialty Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3265 |
| Brighthouse Financial, Inc. (a) | &nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15486 |
| Brown & Brown, Inc. | 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155218 |
| Chubb Ltd. | 2158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625216 |
| Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135070 |
| CNA Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4513 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24035 |
| Crawford & Co. Class A | &nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2740 |
| Donegal Group, Inc. Class B | &nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3453 |
| Employers Holdings, Inc. | &nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7596 |
| Enstar Group Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16145 |
| Erie Indemnity Co. Class A | &nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51325 |
| Everest Group Ltd. | &nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83943 |
| F&G Annuities & Life, Inc. | &nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3838 |
| Fidelity National Financial, Inc. | 1464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82072 |
| First American Financial Corp. | &nbsp;&nbsp;&nbsp;603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37018 |
| Genworth Financial, Inc. (a) | 2544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19792 |
| Globe Life, Inc. | &nbsp;&nbsp;&nbsp;486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60405 |
| Goosehead Insurance, Inc. Class A | &nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15404 |
| Greenlight Capital Re Ltd. Class A (a) | &nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2946 |
| Hagerty, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720 |
| Hanover Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36522 |
| Hartford Insurance Group, Inc. | 1621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205656 |
| HCI Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7610 |
| Heritage Insurance Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045 |
| Hippo Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3380 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Horace Mann Educators Corp. | &nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;$10356 |
| Investors Title Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2324 |
| Kemper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23428 |
| Kinsale Capital Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60488 |
| Lemonade, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14326 |
| Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34427 |
| Loews Corp. | &nbsp;&nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88727 |
| Markel Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145807 |
| Marsh & McLennan Cos., Inc. | &nbsp;&nbsp;2835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619844 |
| MBIA, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1979 |
| Mercury General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10842 |
| MetLife, Inc. | &nbsp;&nbsp;3216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258631 |
| Old Republic International Corp. | &nbsp;&nbsp;1334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51279 |
| Oscar Health, Inc. Class A (a) (b) | &nbsp;&nbsp;1154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24742 |
| Palomar Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24680 |
| Primerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50082 |
| Principal Financial Group, Inc. | &nbsp;&nbsp;1139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90471 |
| ProAssurance Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7306 |
| Progressive Corp. | &nbsp;&nbsp;3369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899051 |
| Prudential Financial, Inc. | &nbsp;&nbsp;2014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216384 |
| Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73592 |
| RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68984 |
| RLI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36254 |
| Root, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5887 |
| Ryan Specialty Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42562 |
| Safety Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8336 |
| Selective Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31801 |
| Selectquote, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540 |
| SiriusPoint Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12336 |
| Skyward Specialty Insurance Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11847 |
| Stewart Information Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10872 |
| Tiptree, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3584 |
| Travelers Cos., Inc. | &nbsp;&nbsp;1306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349407 |
| Trupanion, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11015 |
| TWFG, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3255 |
| United Fire Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4047 |
| Universal Insurance Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4686 |
| Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74541 |
| W.R. Berkley Corp. | &nbsp;&nbsp;1792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131658 |
| White Mountains Insurance Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26936 |
| Willis Towers Watson PLC | &nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175318 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7530466 |
| **INTERACTIVE MEDIA & SERVICES — 3.5%** | **INTERACTIVE MEDIA & SERVICES — 3.5%** | **INTERACTIVE MEDIA & SERVICES — 3.5%** |
| Alphabet, Inc. Class A | 33468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5898066 |
| Alphabet, Inc. Class C | 26874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4767179 |
| Angi, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3388 |
| Bumble, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4409 |
| Cargurus, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17538 |
| Cars.com, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4444 |
| EverQuote, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4111 |
| fuboTV, Inc. (a) | &nbsp;&nbsp;2191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8457 |
| Grindr, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4585 |
| IAC, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15795 |
| Match Group, Inc. | &nbsp;&nbsp;1358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41949 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| MediaAlpha, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;$1139 |
| Meta Platforms, Inc. Class A | 12460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9196601 |
| Nextdoor Holdings, Inc. (a) | &nbsp;&nbsp;1271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2110 |
| Pinterest, Inc. Class A (a) | &nbsp;&nbsp;3367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120741 |
| QuinStreet, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5796 |
| Reddit, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97268 |
| Rumble, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 |
| Shutterstock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2882 |
| Snap, Inc. Class A (a) | &nbsp;&nbsp;6240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54226 |
| TripAdvisor, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8665 |
| TrueCar, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433 |
| Trump Media & Technology Group Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9723 |
| Vimeo, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3935 |
| Yelp, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13502 |
| Ziff Davis, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7991 |
| ZipRecruiter, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2580 |
| ZoomInfo Technologies, Inc. (a) | &nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15534 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20318797 |
| **IT SERVICES — 0.8%** | **IT SERVICES — 0.8%** | **IT SERVICES — 0.8%** |
| Accenture PLC Class A | &nbsp;&nbsp;3592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073613 |
| Akamai Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65323 |
| Applied Digital Corp. (a) (b) | &nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11228 |
| ASGN, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13331 |
| Backblaze, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2612 |
| BigBear.ai Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5222 |
| BigCommerce Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485 |
| Cloudflare, Inc. Class A (a) | &nbsp;&nbsp;1784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349361 |
| Cognizant Technology Solutions Corp. Class A | &nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218094 |
| CoreWeave, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39134 |
| Couchbase, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6314 |
| DigitalOcean Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10710 |
| DXC Technology Co. (a) | &nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16590 |
| EPAM Systems, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58351 |
| Fastly, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655 |
| Gartner, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176240 |
| GoDaddy, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146209 |
| Grid Dynamics Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4273 |
| Hackett Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4118 |
| International Business Machines Corp. | &nbsp;&nbsp;5338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1573536 |
| Kyndryl Holdings, Inc. (a) | &nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57695 |
| MongoDB, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95335 |
| Okta, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94772 |
| Rackspace Technology, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140 |
| Snowflake, Inc. Class A (a) | &nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428520 |
| TSS, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4555 |
| Twilio, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109437 |
| Unisys Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 |
| VeriSign, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131115 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4707043 |
| **LEISURE EQUIPMENT & PRODUCTS — 0.0% <sup>\*</sup>** | **LEISURE EQUIPMENT & PRODUCTS — 0.0% <sup>\*</sup>** | **LEISURE EQUIPMENT & PRODUCTS — 0.0% <sup>\*</sup>** |
| Acushnet Holdings Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12088 |
| Brunswick Corp. | &nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21709 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Funko, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;289 | &nbsp;&nbsp;$1376 |
| JAKKS Pacific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 |
| Malibu Boats, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4199 |
| MasterCraft Boat Holdings, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2713 |
| Mattel, Inc. (a) | 1782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35141 |
| Peloton Interactive, Inc. Class A (a) | 2107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14623 |
| Polaris, Inc. (b) | &nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12683 |
| Sturm Ruger & Co., Inc. | &nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3662 |
| Topgolf Callaway Brands Corp. (a) | &nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7036 |
| YETI Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15665 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131643 |
| **LEISURE PRODUCTS — 0.0% <sup>\*</sup>** | **LEISURE PRODUCTS — 0.0% <sup>\*</sup>** | **LEISURE PRODUCTS — 0.0% <sup>\*</sup>** |
| Hasbro, Inc. | &nbsp;&nbsp;&nbsp;782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57727 |
| **LIFE SCIENCES TOOLS & SERVICES — 0.5%** | **LIFE SCIENCES TOOLS & SERVICES — 0.5%** | **LIFE SCIENCES TOOLS & SERVICES — 0.5%** |
| 10X Genomics, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7492 |
| Adaptive Biotechnologies Corp. (a) | &nbsp;&nbsp;&nbsp;747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8703 |
| Agilent Technologies, Inc. | 1605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189406 |
| Avantor, Inc. (a) | 3812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51309 |
| Azenta, Inc. (a) | &nbsp;&nbsp;&nbsp;299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9203 |
| BioLife Solutions, Inc. (a) | &nbsp;&nbsp;&nbsp;226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4868 |
| Bio-Rad Laboratories, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27752 |
| Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48157 |
| Bruker Corp. | &nbsp;&nbsp;&nbsp;653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26904 |
| Charles River Laboratories International, Inc. (a) | &nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44153 |
| Codexis, Inc. (a) | &nbsp;&nbsp;&nbsp;706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1723 |
| CryoPort, Inc. (a) | &nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3223 |
| Cytek Biosciences, Inc. (a) | &nbsp;&nbsp;&nbsp;661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2247 |
| Danaher Corp. | 3645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720033 |
| Fortrea Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2672 |
| Illumina, Inc. (a) | &nbsp;&nbsp;&nbsp;924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88159 |
| IQVIA Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145456 |
| Maravai LifeSciences Holdings, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2289 |
| MaxCyte, Inc. (a) | &nbsp;&nbsp;&nbsp;901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964 |
| Medpace Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42999 |
| Mesa Laboratories, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4334 |
| Mettler-Toledo International, Inc. (a) | &nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136267 |
| Niagen Bioscience, Inc. (a) | &nbsp;&nbsp;&nbsp;399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 |
| OmniAb, Inc. (a) | &nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392 |
| Pacific Biosciences of California, Inc. (a) (b) | 1744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2163 |
| Personalis, Inc. (a) | &nbsp;&nbsp;&nbsp;421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2762 |
| Quanterix Corp. (a) (b) | &nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802 |
| Quantum-Si, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239 |
| Repligen Corp. (a) | &nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38558 |
| Revvity, Inc. | &nbsp;&nbsp;&nbsp;652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63061 |
| Sotera Health Co. (a) | &nbsp;&nbsp;&nbsp;941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10464 |
| Standard BioTools, Inc. (a) | 2078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494 |
| Thermo Fisher Scientific, Inc. | 2160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875794 |
| Waters Corp. (a) | &nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117626 |
| West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92115 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2784533 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **MACHINERY — 1.1%** | **MACHINERY — 1.1%** | **MACHINERY — 1.1%** |
| 3D Systems Corp. (a) | &nbsp;&nbsp;&nbsp;997 | &nbsp;&nbsp;$1535 |
| AGCO Corp. | &nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38272 |
| Alamo Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13758 |
| Albany International Corp. Class A | &nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12974 |
| Allison Transmission Holdings, Inc. | &nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47210 |
| Astec Industries, Inc. | &nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6754 |
| Atmus Filtration Technologies, Inc. | &nbsp;&nbsp;&nbsp;498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18137 |
| Blue Bird Corp. (a) | &nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8028 |
| Caterpillar, Inc. | 2693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045450 |
| Chart Industries, Inc. (a) | &nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40998 |
| CNH Industrial NV | 5219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67638 |
| Columbus McKinnon Corp. | &nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2779 |
| Crane Co. | &nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55258 |
| Cummins, Inc. | &nbsp;&nbsp;&nbsp;787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257742 |
| Deere & Co. | 1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737310 |
| Donaldson Co., Inc. | &nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47435 |
| Douglas Dynamics, Inc. | &nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4391 |
| Dover Corp. | &nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140721 |
| Energy Recovery, Inc. (a) | &nbsp;&nbsp;&nbsp;367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4690 |
| Enerpac Tool Group Corp. | &nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13182 |
| Enpro, Inc. | &nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23561 |
| Esab Corp. | &nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41108 |
| ESCO Technologies, Inc. | &nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29548 |
| Federal Signal Corp. | &nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38630 |
| Flowserve Corp. | &nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40833 |
| Fortive Corp. | 1920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100090 |
| Franklin Electric Co., Inc. | &nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21089 |
| FreightCar America, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
| Gates Industrial Corp. PLC (a) | 1334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30722 |
| Gencor Industries, Inc. (a) | &nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 |
| Gorman-Rupp Co. | &nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5435 |
| Graco, Inc. | &nbsp;&nbsp;&nbsp;918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78920 |
| Graham Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466 |
| Greenbrier Cos., Inc. | &nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8519 |
| Helios Technologies, Inc. | &nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6841 |
| Hillenbrand, Inc. | &nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8791 |
| Hillman Solutions Corp. (a) | 1218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8696 |
| Hyster-Yale, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705 |
| IDEX Corp. | &nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72862 |
| Illinois Tool Works, Inc. | 1519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375573 |
| Ingersoll Rand, Inc. | 2283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189900 |
| ITT, Inc. | &nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66339 |
| JBT Marel Corp. | &nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32230 |
| Kadant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22221 |
| Kennametal, Inc. | &nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10217 |
| L.B. Foster Co. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 |
| Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66550 |
| Lindsay Corp. | &nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9953 |
| Luxfer Holdings PLC | &nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533 |
| Manitowoc Co., Inc. (a) | &nbsp;&nbsp;&nbsp;299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594 |
| Microvast Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291 |
| Middleby Corp. (a) | &nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45936 |
| Miller Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3112 |
| Mueller Industries, Inc. | &nbsp;&nbsp;&nbsp;611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48556 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Mueller Water Products, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;$22237 |
| Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63882 |
| Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43599 |
| Otis Worldwide Corp. | &nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223290 |
| PACCAR, Inc. | &nbsp;&nbsp;3009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286036 |
| Palladyne AI Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 |
| Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510582 |
| Park-Ohio Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679 |
| Pentair PLC | &nbsp;&nbsp;&nbsp;&nbsp;929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95371 |
| Proto Labs, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6126 |
| RBC Bearings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71188 |
| REV Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14467 |
| Shyft Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2821 |
| Snap-on, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94599 |
| SPX Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46112 |
| Standex International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11423 |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57791 |
| Symbotic, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8974 |
| Tennant Co. | &nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8988 |
| Terex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18396 |
| Timken Co. | &nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27714 |
| Titan International, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4580 |
| Toro Co. | &nbsp;&nbsp;&nbsp;&nbsp;592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41843 |
| Trinity Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13505 |
| Wabash National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3104 |
| Watts Water Technologies, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40326 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203698 |
| Worthington Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12537 |
| Xylem, Inc. | &nbsp;&nbsp;1379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178387 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6082506 |
| **MARINE — 0.0% <sup>\*</sup>** | **MARINE — 0.0% <sup>\*</sup>** | **MARINE — 0.0% <sup>\*</sup>** |
| Genco Shipping & Trading Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3463 |
| Kirby Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36745 |
| Matson, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22493 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62701 |
| **MEDIA — 0.3%** | **MEDIA — 0.3%** | **MEDIA — 0.3%** |
| Altice USA, Inc. Class A (a) | &nbsp;&nbsp;1529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3272 |
| AMC Networks, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 |
| Boston Omaha Corp. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2892 |
| Cable One, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3803 |
| Charter Communications, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223619 |
| Clear Channel Outdoor Holdings, Inc. (a) | &nbsp;&nbsp;2144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2508 |
| Comcast Corp. Class A | 21336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761482 |
| DoubleVerify Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12545 |
| EchoStar Corp. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20166 |
| Fox Corp. Class A | &nbsp;&nbsp;1279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71675 |
| Fox Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34902 |
| Gannett Co., Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671 |
| Gray Media, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2476 |
| Ibotta, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| iHeartMedia, Inc. Class A (a) (b) | 1266 | &nbsp;&nbsp;$2228 |
| Integral Ad Science Holding Corp. (a) | &nbsp;&nbsp;&nbsp;446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3706 |
| Interpublic Group of Cos., Inc. | 2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50037 |
| John Wiley & Sons, Inc. Class A | &nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10176 |
| John Wiley & Sons, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
| Liberty Broadband Corp. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9489 |
| Liberty Broadband Corp. Class C (a) | &nbsp;&nbsp;&nbsp;641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63062 |
| Magnite, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17849 |
| National CineMedia, Inc. | &nbsp;&nbsp;&nbsp;582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2820 |
| New York Times Co. Class A | &nbsp;&nbsp;&nbsp;876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49038 |
| News Corp. Class A | 2653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78847 |
| Nexstar Media Group, Inc. | &nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28537 |
| Omnicom Group, Inc. | 1132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81436 |
| Paramount Global Class A | &nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 |
| Paramount Global Class B | 3302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42596 |
| PubMatic, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3135 |
| Scholastic Corp. | &nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3734 |
| Sinclair, Inc. | &nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3552 |
| Sirius XM Holdings, Inc. | 1319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30297 |
| Stagwell, Inc. (a) | &nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2646 |
| TechTarget, Inc. (a) | &nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251 |
| TEGNA, Inc. | &nbsp;&nbsp;&nbsp;973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16307 |
| Thryv Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3198 |
| Trade Desk, Inc. Class A (a) | 2560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184294 |
| WideOpenWest, Inc. (a) | &nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840504 |
| **METALS & MINING — 0.3%** | **METALS & MINING — 0.3%** | **METALS & MINING — 0.3%** |
| Alcoa Corp. | 1532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45209 |
| Alpha Metallurgical Resources, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7311 |
| Carpenter Technology Corp. | &nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79045 |
| Century Aluminum Co. (a) | &nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5568 |
| Cleveland-Cliffs, Inc. (a) | 2875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21850 |
| Coeur Mining, Inc. (a) | 3666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32481 |
| Commercial Metals Co. | &nbsp;&nbsp;&nbsp;641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31351 |
| Compass Minerals International, Inc. (a) | &nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 |
| Freeport-McMoRan, Inc. | 8232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356857 |
| Hecla Mining Co. | 3688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22091 |
| Ivanhoe Electric, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 |
| Kaiser Aluminum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7271 |
| Materion Corp. | &nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10001 |
| McEwen Mining, Inc. (a) | &nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 |
| Metallus, Inc. (a) | &nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3868 |
| MP Materials Corp. (a) (b) | &nbsp;&nbsp;&nbsp;736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24487 |
| Newmont Corp. | 6387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372107 |
| Nucor Corp. | 1323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171381 |
| Radius Recycling, Inc. | &nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5879 |
| Ramaco Resources, Inc. Class B | &nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2307 |
| Reliance, Inc. | &nbsp;&nbsp;&nbsp;299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93856 |
| Royal Gold, Inc. | &nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69535 |
| Ryerson Holding Corp. | &nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4983 |
| Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101128 |
| SunCoke Energy, Inc. | &nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235 |
| USA Rare Earth, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3648 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Warrior Met Coal, Inc. | &nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;$14437 |
| Worthington Steel, Inc. | &nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6264 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510725 |
| **MORTGAGE REAL ESTATE INVESTMENT TRUST (REITs) — 0.1%** | **MORTGAGE REAL ESTATE INVESTMENT TRUST (REITs) — 0.1%** | **MORTGAGE REAL ESTATE INVESTMENT TRUST (REITs) — 0.1%** |
| AGNC Investment Corp. REIT (b) | 5199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47779 |
| Annaly Capital Management, Inc. REIT | 3362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63273 |
| Apollo Commercial Real Estate Finance, Inc. REIT | &nbsp;&nbsp;&nbsp;914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8848 |
| Arbor Realty Trust, Inc. REIT | 1143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12230 |
| ARES Commercial Real Estate Corp. REIT (b) | &nbsp;&nbsp;&nbsp;492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2347 |
| ARMOUR Residential REIT, Inc. | &nbsp;&nbsp;&nbsp;458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7699 |
| Blackstone Mortgage Trust, Inc. Class A REIT | 1076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20713 |
| BrightSpire Capital, Inc. REIT | &nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4994 |
| Chicago Atlantic Real Estate Finance, Inc. REIT | &nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2638 |
| Chimera Investment Corp. REIT | &nbsp;&nbsp;&nbsp;486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6741 |
| Claros Mortgage Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1761 |
| Dynex Capital, Inc. REIT | &nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5096 |
| Ellington Financial, Inc. REIT (b) | &nbsp;&nbsp;&nbsp;559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7261 |
| Franklin BSP Realty Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6371 |
| Granite Point Mortgage Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2129 |
| Invesco Mortgage Capital, Inc. REIT (b) | &nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2885 |
| KKR Real Estate Finance Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3622 |
| Ladder Capital Corp. REIT | &nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8009 |
| MFA Financial, Inc. REIT | &nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5922 |
| New York Mortgage Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4858 |
| Orchid Island Capital, Inc. REIT (b) | &nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678 |
| PennyMac Mortgage Investment Trust REIT | &nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5478 |
| Ready Capital Corp. REIT (b) | &nbsp;&nbsp;&nbsp;807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3527 |
| Redwood Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5307 |
| Rithm Capital Corp. REIT | 3152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35586 |
| TPG RE Finance Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3281 |
| Two Harbors Investment Corp. REIT (b) | &nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 |
| Starwood Property Trust, Inc. REIT (b) | 1909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38314 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324947 |
| **MULTI-UTILITIES — 0.3%** | **MULTI-UTILITIES — 0.3%** | **MULTI-UTILITIES — 0.3%** |
| Ameren Corp. | 1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150303 |
| Avista Corp. | &nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18178 |
| Black Hills Corp. | &nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22608 |
| CenterPoint Energy, Inc. | 3691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135607 |
| CMS Energy Corp. | 1719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119092 |
| Consolidated Edison, Inc. | 2099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210635 |
| Dominion Energy, Inc. | 4912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277626 |
| DTE Energy Co. | 1184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156833 |
| NiSource, Inc. | 2657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107183 |
| Northwestern Energy Group, Inc. | &nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18212 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Public Service Enterprise Group, Inc. | 2849 | &nbsp;&nbsp;$239829 |
| Sempra | 3718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281713 |
| Unitil Corp. | &nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5945 |
| WEC Energy Group, Inc. | 1836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191311 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1935075 |
| **OFFICE REITs — 0.1%** | **OFFICE REITs — 0.1%** | **OFFICE REITs — 0.1%** |
| Brandywine Realty Trust REIT | 1202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5157 |
| BXP, Inc. REIT | &nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54988 |
| COPT Defense Properties REIT | &nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17651 |
| Cousins Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28348 |
| Douglas Emmett, Inc. REIT | &nbsp;&nbsp;&nbsp;979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14724 |
| Easterly Government Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5594 |
| Empire State Realty Trust, Inc. Class A REIT | &nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6569 |
| Highwoods Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19151 |
| Hudson Pacific Properties, Inc. REIT (a) | 1276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3496 |
| JBG SMITH Properties REIT (b) | &nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9256 |
| Kilroy Realty Corp. REIT (b) | &nbsp;&nbsp;&nbsp;618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21204 |
| NET Lease Office Properties REIT (a) | &nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3743 |
| Orion Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634 |
| Paramount Group, Inc. REIT (a) | 1373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8375 |
| Peakstone Realty Trust REIT (b) | &nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480 |
| Piedmont Realty Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5664 |
| Postal Realty Trust, Inc. Class A REIT | &nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3182 |
| SL Green Realty Corp. REIT | &nbsp;&nbsp;&nbsp;383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23708 |
| Vornado Realty Trust REIT | &nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37552 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271476 |
| **OIL, GAS & CONSUMABLE FUELS — 1.7%** | **OIL, GAS & CONSUMABLE FUELS — 1.7%** | **OIL, GAS & CONSUMABLE FUELS — 1.7%** |
| Antero Midstream Corp. | 1997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37843 |
| Antero Resources Corp. (a) | 1735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69886 |
| APA Corp. | 2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39689 |
| California Resources Corp. | &nbsp;&nbsp;&nbsp;414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18907 |
| Calumet, Inc. (a) | &nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6601 |
| Centrus Energy Corp. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15754 |
| Cheniere Energy, Inc. | 1274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310245 |
| Chevron Corp. | 9322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334817 |
| Chord Energy Corp. | &nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29346 |
| Civitas Resources, Inc. | &nbsp;&nbsp;&nbsp;411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11311 |
| Clean Energy Fuels Corp. (a) | 1194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2328 |
| CNX Resources Corp. (a) | &nbsp;&nbsp;&nbsp;896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30177 |
| Comstock Resources, Inc. (a) | &nbsp;&nbsp;&nbsp;558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15440 |
| ConocoPhillips | 7246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650256 |
| Coterra Energy, Inc. | 4293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108956 |
| Crescent Energy Co. Class A | &nbsp;&nbsp;&nbsp;899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7731 |
| CVR Energy, Inc. | &nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6551 |
| Delek U.S. Holdings, Inc. | &nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8747 |
| Devon Energy Corp. | 3631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115502 |
| Diamondback Energy, Inc. | 1066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146468 |
| Dorian LPG Ltd. | &nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5388 |
| DT Midstream, Inc. | &nbsp;&nbsp;&nbsp;584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64187 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| EOG Resources, Inc. | &nbsp;&nbsp;3123 | &nbsp;&nbsp;$373542 |
| EQT Corp. | &nbsp;&nbsp;3432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200154 |
| Excelerate Energy, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430 |
| Expand Energy Corp. | &nbsp;&nbsp;1272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148748 |
| Exxon Mobil Corp. | 24752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2668266 |
| Gevo, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 |
| Granite Ridge Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2943 |
| Green Plains, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545 |
| Gulfport Energy Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14484 |
| Hallador Energy Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3688 |
| Hess Corp. | &nbsp;&nbsp;1578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218616 |
| HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39478 |
| HighPeak Energy, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2009 |
| International Seaways, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8719 |
| Kinder Morgan, Inc. | 11111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326663 |
| Kinetik Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10264 |
| Kosmos Energy Ltd. (a) | &nbsp;&nbsp;2824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4857 |
| Magnolia Oil & Gas Corp. Class A (b) | &nbsp;&nbsp;1106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24863 |
| Marathon Petroleum Corp. | &nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292354 |
| Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32593 |
| Murphy Oil Corp. (b) | &nbsp;&nbsp;&nbsp;&nbsp;834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18765 |
| New Fortress Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2191 |
| NextDecade Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7636 |
| Northern Oil & Gas, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16245 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;4047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170015 |
| ONEOK, Inc. | &nbsp;&nbsp;3577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291991 |
| Ovintiv, Inc. | &nbsp;&nbsp;1449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55135 |
| Par Pacific Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8622 |
| PBF Energy, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12980 |
| Peabody Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9998 |
| Permian Resources Corp. | &nbsp;&nbsp;3724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50721 |
| Phillips 66 Co. | &nbsp;&nbsp;2327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277611 |
| Range Resources Corp. | &nbsp;&nbsp;1434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58321 |
| REX American Resources Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4627 |
| Riley Exploration Permian, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 |
| Sable Offshore Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11100 |
| Sitio Royalties Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9245 |
| SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13047 |
| Summit Midstream Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2036 |
| Talos Energy, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6411 |
| Targa Resources Corp. | &nbsp;&nbsp;1242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216207 |
| Texas Pacific Land Corp. | &nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114090 |
| Uranium Energy Corp. (a) | &nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16592 |
| VAALCO Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2379 |
| Valero Energy Corp. | &nbsp;&nbsp;1792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240881 |
| Venture Global, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7478 |
| Viper Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32106 |
| Vital Energy, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2446 |
| Vitesse Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3667 |
| Williams Cos., Inc. | &nbsp;&nbsp;7020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440926 |
| World Kinect Corp. | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9356 |
| Core Natural Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20922 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9549577 |
| **PAPER & FOREST PRODUCTS — 0.0% <sup>\*</sup>** | **PAPER & FOREST PRODUCTS — 0.0% <sup>\*</sup>** | **PAPER & FOREST PRODUCTS — 0.0% <sup>\*</sup>** |
| Clearwater Paper Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3269 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;369 | &nbsp;&nbsp;$31730 |
| Magnera Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2634 |
| Mercer International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1687 |
| Sylvamo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10120 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49440 |
| **PERSONAL CARE PRODUCTS — 0.1%** | **PERSONAL CARE PRODUCTS — 0.1%** | **PERSONAL CARE PRODUCTS — 0.1%** |
| BellRing Brands, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42752 |
| Coty, Inc. Class A (a) | &nbsp;&nbsp;2247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10449 |
| Edgewell Personal Care Co. | &nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7046 |
| elf Beauty, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41812 |
| Estee Lauder Cos., Inc. Class A | &nbsp;&nbsp;1372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110858 |
| Herbalife Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5457 |
| Honest Co., Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2204 |
| Interparfums, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14575 |
| Kenvue, Inc. | 10968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229560 |
| Nu Skin Enterprises, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3156 |
| USANA Health Sciences, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2412 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470281 |
| **PHARMACEUTICALS — 1.6%** | **PHARMACEUTICALS — 1.6%** | **PHARMACEUTICALS — 1.6%** |
| Aclaris Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 |
| Alumis, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 |
| Amneal Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7338 |
| Amphastar Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5281 |
| Amylyx Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3686 |
| ANI Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6916 |
| Aquestive Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2059 |
| Arvinas, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3010 |
| Atea Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2426 |
| Avadel Pharmaceuticals PLC (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7912 |
| Axsome Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25471 |
| Bristol-Myers Squibb Co. | 11695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541361 |
| Cassava Sciences, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
| Collegium Pharmaceutical, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5589 |
| Corcept Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40590 |
| CorMedix, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3536 |
| Edgewise Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4575 |
| Elanco Animal Health, Inc. (a) | &nbsp;&nbsp;2932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41869 |
| Eli Lilly & Co. | &nbsp;&nbsp;4515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3519578 |
| Enliven Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3932 |
| Esperion Therapeutics, Inc. (a) | &nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226 |
| Eton Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895 |
| Evolus, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3362 |
| EyePoint Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3228 |
| Harmony Biosciences Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7142 |
| Harrow, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5619 |
| Innoviva, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6529 |
| Jazz Pharmaceuticals PLC (a) | &nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36930 |
| Johnson & Johnson | 13818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2110699 |
| LENZ Therapeutics, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3136 |
| Ligand Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12505 |
| Liquidia Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 |
| Merck & Co., Inc. | 14408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140537 |
| Mind Medicine MindMed, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3083 |
| Nektar Therapeutics (a) | &nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2765 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Neumora Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp;$386 |
| Nuvation Bio, Inc. (a) (b) | &nbsp;&nbsp;1158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2258 |
| Ocular Therapeutix, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7136 |
| Omeros Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 |
| Organon & Co. | &nbsp;&nbsp;1479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14317 |
| Pacira BioSciences, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7098 |
| Perrigo Co. PLC | &nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21964 |
| Pfizer, Inc. | 32602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790272 |
| Phathom Pharmaceuticals, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3069 |
| Phibro Animal Health Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3371 |
| Pliant Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
| Prestige Consumer Healthcare, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23476 |
| Royalty Pharma PLC Class A | &nbsp;&nbsp;2067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74474 |
| SIGA Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 |
| Supernus Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10338 |
| Tarsus Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8588 |
| Terns Pharmaceuticals, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895 |
| Theravance Biopharma, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3331 |
| Trevi Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 |
| Viatris, Inc. | &nbsp;&nbsp;7101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63412 |
| WaVe Life Sciences Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4485 |
| Xeris Biopharma Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4656 |
| Zevra Therapeutics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2987 |
| Zoetis, Inc. | &nbsp;&nbsp;2551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397828 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9019602 |
| **PROFESSIONAL SERVICES — 0.5%** | **PROFESSIONAL SERVICES — 0.5%** | **PROFESSIONAL SERVICES — 0.5%** |
| Alight, Inc. Class A | &nbsp;&nbsp;2733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15469 |
| Amentum Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21509 |
| Automatic Data Processing, Inc. | &nbsp;&nbsp;2336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720422 |
| Barrett Business Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6712 |
| Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74765 |
| Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163073 |
| CACI International, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62924 |
| CBIZ, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21585 |
| Clarivate PLC (a) | &nbsp;&nbsp;2817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12113 |
| Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14747 |
| Conduent, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2273 |
| CRA International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7870 |
| CSG Systems International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11037 |
| Dayforce, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49297 |
| Dun & Bradstreet Holdings, Inc. | &nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17326 |
| Equifax, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183893 |
| ExlService Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42170 |
| Exponent, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22712 |
| First Advantage Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5431 |
| Franklin Covey Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940 |
| FTI Consulting, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29070 |
| Genpact Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39961 |
| Heidrick & Struggles International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5949 |
| Huron Consulting Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13892 |
| ICF International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9742 |
| Innodata, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7734 |
| Insperity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12806 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Jacobs Solutions, Inc. | &nbsp;&nbsp;&nbsp;682 | &nbsp;&nbsp;$89649 |
| KBR, Inc. | &nbsp;&nbsp;&nbsp;681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32647 |
| Kelly Services, Inc. Class A | &nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2611 |
| Kforce, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4031 |
| Korn Ferry | &nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23172 |
| Legalzoom.com, Inc. (a) | &nbsp;&nbsp;&nbsp;652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5809 |
| Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114218 |
| ManpowerGroup, Inc. | &nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11514 |
| Maximus, Inc. | &nbsp;&nbsp;&nbsp;352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24710 |
| NV5 Global, Inc. (a) | &nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7389 |
| Parsons Corp. (a) | &nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20024 |
| Paychex, Inc. | 1844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268228 |
| Paycom Software, Inc. | &nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66643 |
| Paylocity Holding Corp. (a) | &nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46747 |
| Planet Labs PBC (a) | 1333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8131 |
| Resolute Holdings Management, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 |
| Resources Connection, Inc. | &nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1949 |
| Robert Half, Inc. | &nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23481 |
| Science Applications International Corp. | &nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32094 |
| Spire Global, Inc. (a) | &nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2451 |
| SS&C Technologies Holdings, Inc. | 1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104328 |
| TaskUS, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 |
| TransUnion | 1097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96536 |
| TriNet Group, Inc. | &nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13385 |
| TrueBlue, Inc. (a) | &nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2877 |
| UL Solutions, Inc. Class A | &nbsp;&nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25720 |
| Upwork, Inc. (a) | &nbsp;&nbsp;&nbsp;737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9905 |
| Verisk Analytics, Inc. | &nbsp;&nbsp;&nbsp;801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249512 |
| Verra Mobility Corp. (a) | &nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24781 |
| Willdan Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5001 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2896018 |
| **REAL ESTATE MANAGEMENT & DEVELOPMENT — 0.1%** | **REAL ESTATE MANAGEMENT & DEVELOPMENT — 0.1%** | **REAL ESTATE MANAGEMENT & DEVELOPMENT — 0.1%** |
| Anywhere Real Estate, Inc. (a) | &nbsp;&nbsp;&nbsp;726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2628 |
| CBRE Group, Inc. Class A (a) | 1686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236242 |
| Compass, Inc. Class A (a) | 2470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15512 |
| CoStar Group, Inc. (a) | 2424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194890 |
| Cushman & Wakefield PLC (a) | 1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15166 |
| eXp World Holdings, Inc. (b) | &nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605 |
| Forestar Group, Inc. (a) | &nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 |
| FRP Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3092 |
| Howard Hughes Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12420 |
| Jones Lang LaSalle, Inc. (a) | &nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67782 |
| Kennedy-Wilson Holdings, Inc. | &nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5542 |
| Marcus & Millichap, Inc. | &nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5651 |
| Newmark Group, Inc. Class A | &nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9829 |
| Opendoor Technologies, Inc. (a) | 3757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2002 |
| Redfin Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| RMR Group, Inc. Class A | &nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240 |
| Seaport Entertainment Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
| St. Joe Co. | &nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11353 |
| Tejon Ranch Co. (a) | &nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2052 |
| Zillow Group, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28697 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Zillow Group, Inc. Class C (a) | &nbsp;&nbsp;&nbsp;841 | &nbsp;&nbsp;$58912 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681218 |
| **RESIDENTIAL REITs — 0.2%** | **RESIDENTIAL REITs — 0.2%** | **RESIDENTIAL REITs — 0.2%** |
| American Homes 4 Rent Class A REIT | 1867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67343 |
| Apartment Investment & Management Co. Class A REIT | &nbsp;&nbsp;&nbsp;661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5718 |
| AvalonBay Communities, Inc. REIT | &nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165242 |
| BRT Apartments Corp. REIT | &nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2377 |
| Camden Property Trust REIT | &nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70544 |
| Centerspace REIT | &nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5778 |
| Elme Communities REIT | &nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8777 |
| Equity LifeStyle Properties, Inc. REIT | 1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67159 |
| Equity Residential REIT | 1979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133563 |
| Essex Property Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104291 |
| Independence Realty Trust, Inc. REIT (b) | 1318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23315 |
| Invitation Homes, Inc. REIT | 3270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107256 |
| Mid-America Apartment Communities, Inc. REIT | &nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99907 |
| NexPoint Residential Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4398 |
| Sun Communities, Inc. REIT | &nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88543 |
| UDR, Inc. REIT | 1689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68962 |
| UMH Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6582 |
| Veris Residential, Inc. REIT | &nbsp;&nbsp;&nbsp;558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8308 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038063 |
| **RETAIL REITs — 0.2%** | **RETAIL REITs — 0.2%** | **RETAIL REITs — 0.2%** |
| Acadia Realty Trust REIT | &nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11755 |
| Agree Realty Corp. REIT (b) | &nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48439 |
| Alexander's, Inc. REIT | &nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3380 |
| Brixmor Property Group, Inc. REIT | 1854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48278 |
| CBL & Associates Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2539 |
| Curbline Properties Corp. REIT | &nbsp;&nbsp;&nbsp;558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12739 |
| Federal Realty Investment Trust REIT | &nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40846 |
| Getty Realty Corp. REIT | &nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8845 |
| InvenTrust Properties Corp. REIT | &nbsp;&nbsp;&nbsp;459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12576 |
| Kimco Realty Corp. REIT | 3851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80948 |
| Kite Realty Group Trust REIT | 1279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28969 |
| Macerich Co. REIT | 1458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23590 |
| NETSTREIT Corp. | &nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7347 |
| NNN REIT, Inc. | 1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47023 |
| Phillips Edison & Co., Inc. REIT | &nbsp;&nbsp;&nbsp;721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25257 |
| Realty Income Corp. REIT | 5111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294445 |
| Regency Centers Corp. REIT | &nbsp;&nbsp;&nbsp;903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64321 |
| Saul Centers, Inc. REIT | &nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4438 |
| Simon Property Group, Inc. REIT | 1758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282616 |
| Tanger, Inc. REIT | &nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19724 |
| Urban Edge Properties REIT | &nbsp;&nbsp;&nbsp;709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13230 |
| Whitestone REIT | &nbsp;&nbsp;&nbsp;289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3607 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084912 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 6.9%** | **SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 6.9%** | **SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT — 6.9%** |
| ACM Research, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 | &nbsp;&nbsp;$7485 |
| Advanced Micro Devices, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;9298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1319386 |
| Aehr Test Systems (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1914 |
| Allegro MicroSystems, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26053 |
| Alpha & Omega Semiconductor Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3772 |
| Ambarella, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15393 |
| Amkor Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14210 |
| Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676929 |
| Applied Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852374 |
| Astera Labs, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11031 |
| Axcelis Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13380 |
| Broadcom, Inc. | &nbsp;&nbsp;26987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7438967 |
| CEVA, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3209 |
| Cirrus Logic, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32840 |
| Cohu, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5887 |
| Credo Technology Group Holding Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78053 |
| Diodes, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14862 |
| Enphase Energy, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31879 |
| Entegris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68794 |
| First Solar, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99655 |
| FormFactor, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15657 |
| Ichor Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 |
| Impinj, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14994 |
| indie Semiconductor, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;1011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3599 |
| Intel Corp. | &nbsp;&nbsp;25035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560784 |
| KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678075 |
| Kulicke & Soffa Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11487 |
| Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712821 |
| Lattice Semiconductor Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40025 |
| MACOM Technology Solutions Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49292 |
| Marvell Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383440 |
| MaxLinear, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6622 |
| Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216529 |
| Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789909 |
| MKS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39446 |
| Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199667 |
| Navitas Semiconductor Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5312 |
| NVE Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2944 |
| NVIDIA Corp. | 139964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22112912 |
| NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315718 |
| ON Semiconductor Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;2387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125103 |
| Onto Innovation, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29572 |
| PDF Solutions, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4233 |
| Penguin Solutions, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6220 |
| Photronics, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6816 |
| Power Integrations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19174 |
| Qorvo, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47465 |
| QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001427 |
| Rambus, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40781 |
| Rigetti Computing, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18620 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Semtech Corp. (a) | &nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;$24150 |
| Silicon Laboratories, Inc. (a) | &nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28588 |
| SiTime Corp. (a) | &nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23652 |
| Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62671 |
| SolarEdge Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8854 |
| Synaptics, Inc. (a) | &nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15233 |
| Teradyne, Inc. | &nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80209 |
| Texas Instruments, Inc. | 5215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082738 |
| Ultra Clean Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5936 |
| Universal Display Corp. | &nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40160 |
| Veeco Instruments, Inc. (a) | &nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6787 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39557780 |
| **SOFTWARE — 6.7%** | **SOFTWARE — 6.7%** | **SOFTWARE — 6.7%** |
| 8x8, Inc. (a) | 1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2185 |
| A10 Networks, Inc. | &nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8824 |
| ACI Worldwide, Inc. (a) | &nbsp;&nbsp;&nbsp;624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28648 |
| Adeia, Inc. | &nbsp;&nbsp;&nbsp;662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9361 |
| Adobe, Inc. (a) | 2441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944374 |
| Agilysys, Inc. (a) | &nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15247 |
| Alarm.com Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16688 |
| Alkami Technology, Inc. (a) | &nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11996 |
| Amplitude, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6076 |
| ANSYS, Inc. (a) | &nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174556 |
| Appfolio, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31318 |
| Appian Corp. Class A (a) | &nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7465 |
| AppLovin Corp. Class A (a) | 1271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444952 |
| Asana, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7128 |
| Atlassian Corp. Class A (a) | &nbsp;&nbsp;&nbsp;946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192123 |
| Aurora Innovation, Inc. (a) | 6482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33966 |
| Autodesk, Inc. (a) | 1221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377985 |
| AvePoint, Inc. (a) | &nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12204 |
| Bentley Systems, Inc. Class B | &nbsp;&nbsp;&nbsp;916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49436 |
| Bill Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25721 |
| Blackbaud, Inc. (a) | &nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15346 |
| BlackLine, Inc. (a) | &nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16986 |
| Blend Labs, Inc. Class A (a) | 1208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3986 |
| Box, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29147 |
| Braze, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10144 |
| C3.ai, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16020 |
| Cadence Design Systems, Inc. (a) | 1564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481947 |
| CCC Intelligent Solutions Holdings, Inc. (a) | 2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27759 |
| Cerence, Inc. (a) | &nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2757 |
| Cipher Mining, Inc. (a) (b) | 1124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5373 |
| Circle Internet Group, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36621 |
| Cleanspark, Inc. (a) (b) | 1409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15541 |
| Clear Secure, Inc. Class A | &nbsp;&nbsp;&nbsp;551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15296 |
| Clearwater Analytics Holdings, Inc. Class A (a) | 1351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29627 |
| Commvault Systems, Inc. (a) | &nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45151 |
| Confluent, Inc. Class A (a) | 1741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43403 |
| Consensus Cloud Solutions, Inc. (a) | &nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2952 |
| Core Scientific, Inc. (a) | 1636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27926 |
| Crowdstrike Holdings, Inc. Class A (a) | 1428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727295 |
| Daily Journal Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Datadog, Inc. Class A (a) | &nbsp;&nbsp;1823 | &nbsp;&nbsp;$244884 |
| Digimarc Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361 |
| Digital Turbine, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5033 |
| Docusign, Inc. (a) | &nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89573 |
| Dolby Laboratories, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26585 |
| Domo, Inc. Class B (a) | &nbsp;&nbsp;&nbsp;&nbsp;342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4778 |
| Dropbox, Inc. Class A (a) | &nbsp;&nbsp;1128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32261 |
| D-Wave Quantum, Inc. (a) | &nbsp;&nbsp;1669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24434 |
| Dynatrace, Inc. (a) | &nbsp;&nbsp;1693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93470 |
| E2open Parent Holdings, Inc. (a) | &nbsp;&nbsp;1507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4868 |
| Elastic NV (a) | &nbsp;&nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42755 |
| Fair Isaac Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255914 |
| Five9, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11916 |
| Fortinet, Inc. (a) | &nbsp;&nbsp;3639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384715 |
| Freshworks, Inc. Class A (a) | &nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16237 |
| Gen Digital, Inc. | &nbsp;&nbsp;3063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90052 |
| Gitlab, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35096 |
| Guidewire Software, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113251 |
| HubSpot, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167546 |
| Hut 8 Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9914 |
| I3 Verticals, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204 |
| Informatica, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12151 |
| Intapp, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15176 |
| InterDigital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33410 |
| Intuit, Inc. | &nbsp;&nbsp;1604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263358 |
| Jamf Holding Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3823 |
| Klaviyo, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20719 |
| LiveRamp Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13282 |
| Manhattan Associates, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65560 |
| MARA Holdings, Inc. (a) | &nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33869 |
| Meridianlink, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003 |
| Microsoft Corp. | 42657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21218018 |
| MicroStrategy, Inc. Class A (a) | &nbsp;&nbsp;1457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588963 |
| Mitek Systems, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415 |
| N-able, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3864 |
| nCino, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15272 |
| NCR Voyix Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10651 |
| NextNav, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6126 |
| Nutanix, Inc. Class A (a) | &nbsp;&nbsp;1413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108010 |
| Olo, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6355 |
| ON24, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2563 |
| OneSpan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3572 |
| Onestream, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15027 |
| Ooma, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838 |
| Oracle Corp. | &nbsp;&nbsp;9335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040911 |
| PagerDuty, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8969 |
| Palantir Technologies, Inc. Class A (a) | 12208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1664195 |
| Palo Alto Networks, Inc. (a) | &nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776404 |
| Pegasystems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28905 |
| Porch Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6697 |
| Procore Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42899 |
| Progress Software Corp. | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16279 |
| PROS Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4322 |
| PTC, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115812 |
| Q2 Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33318 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Qualys, Inc. (a) | &nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;$31146 |
| Rapid7, Inc. (a) | &nbsp;&nbsp;&nbsp;377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8720 |
| Red Violet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4182 |
| ReposiTrak, Inc. (b) | &nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2554 |
| RingCentral, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13863 |
| Riot Platforms, Inc. (a) | 1701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19221 |
| Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp;614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348040 |
| Rubrik, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63609 |
| SailPoint, Inc. (a) | &nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9373 |
| Salesforce, Inc. | 5503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500613 |
| Samsara, Inc. Class A (a) | 1604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63807 |
| SEMrush Holdings, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1928 |
| SentinelOne, Inc. Class A (a) | 1702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31113 |
| ServiceNow, Inc. (a) | 1187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220331 |
| ServiceTitan, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8360 |
| SoundHound AI, Inc. Class A (a) (b) | 1960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21031 |
| Sprinklr, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6362 |
| Sprout Social, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6398 |
| SPS Commerce, Inc. (a) | &nbsp;&nbsp;&nbsp;219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29804 |
| Synopsys, Inc. (a) | &nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453722 |
| Tenable Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24018 |
| Teradata Corp. (a) | &nbsp;&nbsp;&nbsp;566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12627 |
| Terawulf, Inc. (a) (b) | 1731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7582 |
| Tyler Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146431 |
| UiPath, Inc. Class A (a) | 2439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31219 |
| Unity Software, Inc. (a) | 1728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41818 |
| Varonis Systems, Inc. (a) | &nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33749 |
| Verint Systems, Inc. (a) | &nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7101 |
| Veritone, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| Vertex, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10918 |
| Viant Technology, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807 |
| Weave Communications, Inc. (a) | &nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2155 |
| Workday, Inc. Class A (a) | 1241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297840 |
| Workiva, Inc. (a) | &nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21151 |
| Xperi, Inc. (a) | &nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2808 |
| Yext, Inc. (a) | &nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5814 |
| Zeta Global Holdings Corp. Class A (a) | 1197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18542 |
| Zoom Communications, Inc. (a) | 1494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116502 |
| Zscaler, Inc. (a) | &nbsp;&nbsp;&nbsp;548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172039 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38600093 |
| **SPECIALIZED REITs — 0.5%** | **SPECIALIZED REITs — 0.5%** | **SPECIALIZED REITs — 0.5%** |
| American Tower Corp. REIT | 2698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596312 |
| Crown Castle, Inc. REIT | 2548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261756 |
| CubeSmart REIT | 1328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56440 |
| Digital Realty Trust, Inc. REIT | 1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317281 |
| EPR Properties REIT | &nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25576 |
| Equinix, Inc. REIT | &nbsp;&nbsp;&nbsp;561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446259 |
| Extra Space Storage, Inc. REIT | 1219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179729 |
| Farmland Partners, Inc. REIT (b) | &nbsp;&nbsp;&nbsp;289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326 |
| Four Corners Property Trust, Inc. REIT | &nbsp;&nbsp;&nbsp;546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14693 |
| Gaming & Leisure Properties, Inc. REIT | 1476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68900 |
| Gladstone Land Corp. REIT | &nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2553 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Iron Mountain, Inc. REIT | 1692 | &nbsp;&nbsp;$173548 |
| Lamar Advertising Co. Class A REIT | &nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58131 |
| Millrose Properties, Inc. REIT | &nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20670 |
| National Storage Affiliates Trust REIT | &nbsp;&nbsp;&nbsp;411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13148 |
| Outfront Media, Inc. REIT (b) | &nbsp;&nbsp;&nbsp;772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12599 |
| PotlatchDeltic Corp. REIT | &nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16844 |
| Public Storage REIT | &nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267012 |
| Rayonier, Inc. REIT | &nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19164 |
| Safehold, Inc. REIT | &nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4372 |
| SBA Communications Corp. REIT | &nbsp;&nbsp;&nbsp;621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145836 |
| Uniti Group, Inc. REIT (a) | 1497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6467 |
| VICI Properties, Inc. REIT | 5955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194133 |
| Weyerhaeuser Co. REIT | 4171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107153 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3011902 |
| **SPECIALTY RETAIL — 1.1%** | **SPECIALTY RETAIL — 1.1%** | **SPECIALTY RETAIL — 1.1%** |
| Abercrombie & Fitch Co. Class A (a) | &nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25104 |
| Academy Sports & Outdoors, Inc. | &nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19044 |
| Advance Auto Parts, Inc. (b) | &nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16550 |
| American Eagle Outfitters, Inc. | 1052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10120 |
| America's Car-Mart, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4035 |
| Arhaus, Inc. (a) | &nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2905 |
| Arko Corp. (b) | &nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2157 |
| Asbury Automotive Group, Inc. (a) | &nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28148 |
| AutoNation, Inc. (a) | &nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25427 |
| AutoZone, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356374 |
| Bath & Body Works, Inc. | 1268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37989 |
| Best Buy Co., Inc. | 1137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76327 |
| Beyond, Inc. (a) | &nbsp;&nbsp;&nbsp;487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3351 |
| Boot Barn Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27360 |
| Buckle, Inc. | &nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8072 |
| Build-A-Bear Workshop, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4228 |
| Burlington Stores, Inc. (a) | &nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82820 |
| Caleres, Inc. (b) | &nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2505 |
| Camping World Holdings, Inc. Class A | &nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6223 |
| CarMax, Inc. (a) | &nbsp;&nbsp;&nbsp;898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60355 |
| Carvana Co. (a) | &nbsp;&nbsp;&nbsp;712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239916 |
| Chewy, Inc. Class A (a) | 1028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43813 |
| Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63101 |
| EVgo, Inc. (a) | &nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2869 |
| Five Below, Inc. (a) | &nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43027 |
| Floor & Decor Holdings, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48387 |
| Foot Locker, Inc. (a) | &nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12030 |
| GameStop Corp. Class A (a) | 2281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55634 |
| Gap, Inc. | 1309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28549 |
| Genesco, Inc. (a) | &nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008 |
| Group 1 Automotive, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34063 |
| Guess?, Inc. (b) | &nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2188 |
| Haverty Furniture Cos., Inc. Class A | &nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3255 |
| Home Depot, Inc. | 5697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088748 |
| Leslie's, Inc. (a) | 1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |
| Lithia Motors, Inc. | &nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48646 |
| Lowe's Cos., Inc. | 3199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709762 |
| MarineMax, Inc. (a) | &nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3746 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Monro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;$2773 |
| Murphy USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43528 |
| National Vision Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11643 |
| ODP Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3680 |
| OneWater Marine, Inc. Class A (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2089 |
| O'Reilly Automotive, Inc. (a) | &nbsp;&nbsp;4904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441998 |
| Penske Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19758 |
| Petco Health & Wellness Co., Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2091 |
| RealReal, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2443 |
| Revolve Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4551 |
| RH (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16633 |
| Ross Stores, Inc. | &nbsp;&nbsp;1873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238957 |
| Sally Beauty Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5602 |
| Shoe Carnival, Inc. (b) | &nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2039 |
| Signet Jewelers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20922 |
| Sleep Number Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 |
| Sonic Automotive, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7194 |
| Stitch Fix, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2930 |
| ThredUp, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4794 |
| TJX Cos., Inc. | &nbsp;&nbsp;6386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788607 |
| Tractor Supply Co. | &nbsp;&nbsp;3018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159260 |
| Ulta Beauty, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119294 |
| Upbound Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7179 |
| Urban Outfitters, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24446 |
| Valvoline, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29008 |
| Victoria's Secret & Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8649 |
| Warby Parker, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11711 |
| Wayfair, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29457 |
| Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114032 |
| Winmark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6797 |
| Zumiez, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1856 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6364079 |
| **TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS — 3.3%** | **TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS — 3.3%** | **TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS — 3.3%** |
| Apple, Inc. | 85722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17587583 |
| CompoSecure, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2762 |
| Corsair Gaming, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4291 |
| Dell Technologies, Inc. Class C | &nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209646 |
| Diebold Nixdorf, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12742 |
| Eastman Kodak Co. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220 |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp;7495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153273 |
| HP, Inc. | &nbsp;&nbsp;5367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131277 |
| Immersion Corp. | &nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009 |
| IonQ, Inc. (a) | &nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54142 |
| NetApp, Inc. | &nbsp;&nbsp;1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122000 |
| Pure Storage, Inc. Class A (a) | &nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105083 |
| Quantum Computing, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14569 |
| Quantum Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
| Sandisk Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37777 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;1207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174206 |
| Super Micro Computer, Inc. (a) | &nbsp;&nbsp;2931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143648 |
| Turtle Beach Corp. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134 |
| Western Digital Corp. | &nbsp;&nbsp;2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130092 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Xerox Holdings Corp. (b) | &nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;$3968 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18892751 |
| **TEXTILES, APPAREL & LUXURY GOODS — 0.2%** | **TEXTILES, APPAREL & LUXURY GOODS — 0.2%** | **TEXTILES, APPAREL & LUXURY GOODS — 0.2%** |
| Capri Holdings Ltd. (a) | &nbsp;&nbsp;&nbsp;709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12549 |
| Carter's, Inc. | &nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6388 |
| Columbia Sportswear Co. | &nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12338 |
| Crocs, Inc. (a) | &nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33524 |
| Deckers Outdoor Corp. (a) | &nbsp;&nbsp;&nbsp;854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88022 |
| Figs, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 |
| G-III Apparel Group Ltd. (a) | &nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5152 |
| Hanesbrands, Inc. (a) | 2112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9673 |
| Kontoor Brands, Inc. | &nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19593 |
| Levi Strauss & Co. Class A | &nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11334 |
| Lululemon Athletica, Inc. (a) | &nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149675 |
| NIKE, Inc. Class B | 6742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478952 |
| Oxford Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3461 |
| PVH Corp. | &nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18042 |
| Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64730 |
| Skechers USA, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47704 |
| Steven Madden Ltd. | &nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10263 |
| Tapestry, Inc. | 1177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103352 |
| Under Armour, Inc. Class A (a) | 1052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7185 |
| Under Armour, Inc. Class C (a) | &nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5465 |
| VF Corp. | 1981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23277 |
| Wolverine World Wide, Inc. | &nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8660 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124889 |
| **TOBACCO — 0.4%** | **TOBACCO — 0.4%** | **TOBACCO — 0.4%** |
| Altria Group, Inc. | 9665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566659 |
| Philip Morris International, Inc. | 8950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630063 |
| Turning Point Brands, Inc. | &nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8259 |
| Universal Corp. | &nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8212 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2213193 |
| **TRADING COMPANIES & DISTRIBUTORS — 0.3%** | **TRADING COMPANIES & DISTRIBUTORS — 0.3%** | **TRADING COMPANIES & DISTRIBUTORS — 0.3%** |
| Air Lease Corp. | &nbsp;&nbsp;&nbsp;607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35503 |
| Applied Industrial Technologies, Inc. | &nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50442 |
| BlueLinx Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3942 |
| Boise Cascade Co. | &nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19969 |
| Core & Main, Inc. Class A (a) | 1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63669 |
| Custom Truck One Source, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2929 |
| Distribution Solutions Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170 |
| DNOW, Inc. (a) | &nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9417 |
| DXP Enterprises, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6837 |
| Fastenal Co. | 6578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276276 |
| Ferguson Enterprises, Inc. | 1137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247582 |
| FTAI Aviation Ltd. | &nbsp;&nbsp;&nbsp;607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69829 |
| GATX Corp. | &nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32708 |
| Global Industrial Co. | &nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2971 |
| GMS, Inc. (a) | &nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25230 |
| Herc Holdings, Inc. | &nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25153 |
| Hudson Technologies, Inc. (a) | &nbsp;&nbsp;&nbsp;521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4231 |
| McGrath RentCorp | &nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16814 |
| MRC Global, Inc. (a) | &nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6992 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| MSC Industrial Direct Co., Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;$22360 |
| NPK International, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5029 |
| QXO, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48250 |
| Rush Enterprises, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20965 |
| SiteOne Landscape Supply, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32533 |
| Titan Machinery, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4239 |
| Transcat, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4814 |
| United Rentals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278758 |
| Watsco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88766 |
| WESCO International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46485 |
| Willis Lease Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 |
| WW Grainger, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260060 |
| Xometry, Inc. Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8954 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726447 |
| **WATER UTILITIES — 0.0% <sup>\*</sup>** | **WATER UTILITIES — 0.0% <sup>\*</sup>** | **WATER UTILITIES — 0.0% <sup>\*</sup>** |
| American States Water Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17095 |
| American Water Works Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156081 |
| Artesian Resources Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2920 |
| Cadiz, Inc. (a) (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1902 |
| California Water Service Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13689 |
| Consolidated Water Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3452 |
| Essential Utilities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53482 |
| H2O America | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9718 |
| Middlesex Water Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6285 |
| Pure Cycle Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423 |
| York Water Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3034 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270081 |
| **WIRELESS TELECOMMUNICATION SERVICES — 0.1%** | **WIRELESS TELECOMMUNICATION SERVICES — 0.1%** | **WIRELESS TELECOMMUNICATION SERVICES — 0.1%** |
| Gogo, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5579 |
| Spok Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149 |
| Telephone & Data Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20779 |
| T-Mobile U.S., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651641 |
| U.S. Cellular Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5565 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684713 |
| **TOTAL COMMON STOCKS<br>(Cost $324,555,503)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;343219970 |
| **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 39.7%** | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 39.7%** | **MUTUAL FUNDS AND EXCHANGE TRADED PRODUCTS — 39.7%** |
| State Street Aggregate Bond Index Portfolio (e)<br>(Cost $225,896,680)<br>| &nbsp;&nbsp;2548423 | &nbsp;&nbsp;&nbsp;&nbsp;227956449 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **RIGHTS — 0.0% <sup>\*</sup>** |  |  |
| **BIOTECHNOLOGY — 0.0% <sup>\*</sup>** |  |  |
| Mirati Therapeutics, Inc. (expiring 12/31/49) (a)<br>(Cost $25)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;$25 |
| **SHORT-TERM INVESTMENTS — 0.8%** | **SHORT-TERM INVESTMENTS — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional U.S. Government Money Market Fund, Class G Shares 4.31% (f) (g) | 3344100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3344100 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Portfolio II (d) (h) | 1389056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389056 |
| **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $4,733,156)<br>** | **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $4,733,156)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733156 |
| **TOTAL INVESTMENTS — 100.2%<br>(Cost $555,185,364)<br>** | **TOTAL INVESTMENTS — 100.2%<br>(Cost $555,185,364)<br>** | &nbsp;&nbsp;&nbsp;575909600 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS — (0.2)% <br>** | **LIABILITIES IN EXCESS OF OTHER ASSETS — (0.2)% <br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(935072) |
| **NET ASSETS — 100.0%<br>** | **NET ASSETS — 100.0%<br>** | $574974528 |

---

(a) Non-income producing security.

(b) All or a portion of the shares of the security are on loan at June 30, 2025.

(c) Reflects separate holdings of the issuer's common stock traded on different securities exchanges.

(d) The Fund invested in an affiliated entity. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below.

(e) Affiliated Fund managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below.

(f) The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these investments during the period ended June 30, 2025 are shown in the Affiliate Table below.

(g) The rate shown is the annualized seven-day yield at June 30, 2025.

(h) Investment of cash collateral for securities loaned.

\* Amount is less than 0.05% of net assets.

ADR American Depositary Receipt <br> REIT Real Estate Investment Trust

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET BALANCED INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

At June 30, 2025, open futures contracts were as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Expiration<br> Date** | **Notional<br> Amount** | **Value** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| E-mini Russell 2000 Index (long) | 1 | 09/19/2025 | $107900 | $109585 | $1685 |
| E-mini S&P 500 Index (long) | 8 | 09/19/2025 | &nbsp;&nbsp;&nbsp;2429096 | &nbsp;&nbsp;&nbsp;2501500 | &nbsp;&nbsp;&nbsp;72404 |
|  |  |  |  |  | $74089 |

---

During the period ended June 30, 2025, the average notional value related to futures contracts was $1,755,114.

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of June 30, 2025.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Common Stocks<br>| $343214717 | $5253 | $— | $343219970 |
| Mutual Funds and Exchange Traded Products<br>| &nbsp;&nbsp;227956449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;227956449 |
| Rights<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| Short-Term Investments<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733156 |
| **TOTAL INVESTMENTS<br>**  | $575904322 | $5278 | $— | $575909600 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Futures Contracts - Unrealized Appreciation<br>| $74089 | $— | $— | $74089 |
| **TOTAL OTHER FINANCIAL INSTRUMENTS:<br>**  | $74089 | $— | $— | $74089 |

---

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 12/31/24** | **Value at<br>12/31/24** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 6/30/25** | **Value at<br>6/30/25** | **Dividend<br> Income** |
| State Street Aggregate Bond Index Portfolio<br>| 2576781 | $225287932 | $22130170 | $24545500 | $(240103) | $5323950 | 2548423 | $227956449 | $— |
| State Street Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2411 | &nbsp;&nbsp;&nbsp;&nbsp;12576 | &nbsp;&nbsp;&nbsp;&nbsp;1631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173441 | &nbsp;&nbsp;&nbsp;2592 |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| 1715446 | &nbsp;&nbsp;&nbsp;&nbsp;1715446 | &nbsp;&nbsp;35040250 | &nbsp;&nbsp;33411596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 3344100 | &nbsp;&nbsp;&nbsp;&nbsp;3344100 | &nbsp;&nbsp;51894 |
| State Street Navigator Securities Lending Portfolio II<br>| 1383606 | &nbsp;&nbsp;&nbsp;&nbsp;1383606 | &nbsp;&nbsp;18717482 | &nbsp;&nbsp;18712032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 1389056 | &nbsp;&nbsp;&nbsp;&nbsp;1389056 | &nbsp;&nbsp;&nbsp;8327 |
| Total<br>|  | $228554330 | $75896055 | $76686173 | $(237692) | $5336526 |  | $232863046 | $62813 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET BALANCED INDEX FUND

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in unaffiliated issuers, at value<br>| &nbsp;&nbsp;&nbsp;&nbsp;$343046554 |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in affiliated issuers, at value<br>| &nbsp;&nbsp;&nbsp;232863046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments<br>| &nbsp;&nbsp;&nbsp;575909600 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net cash at broker<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135729 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from broker — accumulated variation margin on futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74112 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for investments sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11842870 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for fund shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199977 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190018 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends receivable — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10884 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securities lending income receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securities lending income receivable — affiliated issuers <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2414 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;588412925 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable upon return of securities loaned<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389056 |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for investments purchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11727623 |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for fund shares repurchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191812 |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23204 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22723 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23205 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2707 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7178 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34606 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;13438397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $574974528 |
| **NET ASSETS CONSIST OF:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in capital<br>| $544744946 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;30229582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $574974528 |
| **Class K** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$574974528 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42680437 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $13.47 |
| **COST OF INVESTMENTS:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;$324403488 |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in affiliated issuers<br>| &nbsp;&nbsp;&nbsp;230781876 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total cost of investments<br>| $555185364 |
| &nbsp;&nbsp;&nbsp;&nbsp;\* Includes investments in securities on loan, at value<br>| $1884752 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET BALANCED INDEX FUND

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **INVESTMENT INCOME** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividend income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5829008 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividend income — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated securities lending income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065 |
| &nbsp;&nbsp;&nbsp;&nbsp;Affiliated securities lending income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8327 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign taxes withheld<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(663) |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENT INCOME (LOSS)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;5895121 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory fee<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137879 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137879 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22918 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11332 |
| &nbsp;&nbsp;&nbsp;&nbsp;Transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16013 |
| &nbsp;&nbsp;&nbsp;&nbsp;Registration and filing fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71817 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees and expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6928 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2878 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2168 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409845 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses waived/reimbursed by the Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(283823) |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126022 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $5769099 |
| **REALIZED AND UNREALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(237692) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28302) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320711 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16671448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — affiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5336526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation<br>| &nbsp;&nbsp;&nbsp;22133960 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET REALIZED AND UNREALIZED GAIN (LOSS)<br>**  | &nbsp;&nbsp;&nbsp;22454671 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $28223770 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET BALANCED INDEX FUND

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$5769099 | $2922094 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475119 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation/depreciation<br>| &nbsp;&nbsp;&nbsp;&nbsp;22133960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3872134) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;28223770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525079 |
| **DISTRIBUTIONS TO SHAREHOLDERS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Class K<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3125525) |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |  |
| **Class K** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from sale of shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34725180 | &nbsp;&nbsp;&nbsp;574677591 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125525 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47851611) | &nbsp;&nbsp;&nbsp;&nbsp;(39931738) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from beneficial interest transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;(13126431) | &nbsp;&nbsp;&nbsp;537871378 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;15097339 | &nbsp;&nbsp;&nbsp;537270932 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;559877189 | &nbsp;&nbsp;&nbsp;&nbsp;22606257 |
| **NET ASSETS AT END OF PERIOD<br>**  | $574974528 | $559877189 |
| **SHARES OF BENEFICIAL INTEREST:** |  |  |
| **Class K** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705442 | &nbsp;&nbsp;&nbsp;&nbsp;44540258 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242101 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3727612) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3079752) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1022170) | &nbsp;&nbsp;&nbsp;&nbsp;41702607 |

---

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET BALANCED INDEX FUND

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** | &nbsp;&nbsp;**<br> Class K** |
|  | &nbsp;&nbsp;**Six Months Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year Ended<br> 12/31/24** | &nbsp;&nbsp;**For the<br> Period<br> 10/30/23\*-<br> 12/31/23** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$12.81 | &nbsp;&nbsp;$11.30 | &nbsp;&nbsp;$10.00 |
| **Income (loss) from investment operations:** |  |  |  |
| Net investment income (loss) (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06 |
| Net realized and unrealized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.30 |
| Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.36 |
| **Distributions to shareholders from:** |  |  |  |
| Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.07) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.06) |
| Net realized gains<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.01) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.08) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.06) |
| Net asset value, end of period<br>| &nbsp;&nbsp;$13.47 | &nbsp;&nbsp;$12.81 | &nbsp;&nbsp;$11.30 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.99% | &nbsp;&nbsp;&nbsp;&nbsp;13.59% |
| **Ratios and Supplemental Data:** |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$574975 | &nbsp;&nbsp;$559877 | &nbsp;&nbsp;$22606 |
| **Ratios to Average Net Assets:** |  |  |  |
| Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.12%(c) |
| Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.04%(c) |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.09%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.83% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.22%(c) |
| Portfolio turnover rate<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7%(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2%(d) |

---

\* Commencement of operations.

(a) Net investment income per share is calculated using the average shares method.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Annualized.

(d) Not annualized.

*See accompanying notes to financial statements.* 

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET BALANCED INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Institutional Investment Trust (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of thirty-one (31) series (and corresponding classes, each of which have the same rights and privileges, including voting rights), each of which represents a separate series of beneficial interest in the Trust. The Declaration of Trust permits the Board of Trustees of the Trust (the "Board" and each member thereof, a "Trustee") to authorize the issuance of an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate only to the following series (the "Fund"):

---

| | | | |
|:---|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Classes** | &nbsp;&nbsp;**Commencement<br> of Operations** | &nbsp;&nbsp;**Diversification<br> Classification** |
| State Street Balanced Index Fund | &nbsp;&nbsp;Class K | &nbsp;&nbsp;October 30, 2023 | &nbsp;&nbsp;Diversified |

---

Class K shares are sold without a sales charge and only to certain eligible investors.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Fund has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through the Fund's investments in accordance with its investment objective. The Fund's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Fund's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Fund's Total Return is utilized by the CODM to compare results, including the impact of the Fund's costs, to the Fund's competitors and to the Fund's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Fund is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

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

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

• Equity investments traded on a recognized securities exchange for which market quotations are readily available are valued at the last sale price or official closing price, as applicable, on the primary market or exchange on which they trade. Equity investments traded on a recognized exchange for which there were no sales on that day

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[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET BALANCED INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

are valued at the last published sale price or at fair value.

• Rights and warrants are valued at the last reported sale price obtained from independent pricing services or brokers on the valuation date. If no price is obtained from pricing services or brokers, valuation will be based upon the intrinsic value, pursuant to the valuation policy and procedures approved by the Board.

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

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

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

Various inputs are used in determining the value of the Fund's investments.

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

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

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

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

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

The value of the Fund's investments according to the fair value hierarchy as of June 30, 2025 is disclosed in the Fund's Schedule of Investments.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on trade date for financial reporting purposes. Realized gains and losses from the sale or disposition of investments and foreign exchange transactions, if any, are determined using the identified cost method.

Dividend income and capital gain distributions, if any, are recognized on the ex-dividend date, or when the information becomes available, net of any foreign taxes withheld at source, if any. Interest income is recorded daily on an accrual basis. All premiums and discounts are amortized/accreted for financial reporting purposes.

Non-cash dividends received in the form of stock, are recorded as dividend income at fair value. Distributions received by the Fund may include a return of capital that is estimated by management. Such amounts are recorded as a reduction of the cost of investments or reclassified to capital gains.

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[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET BALANCED INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Expenses
Certain expenses, which are directly identifiable to a specific Fund, are applied to that Fund within the Trust. Other expenses which cannot be attributed to a specific Fund are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Fund within the Trust. Class specific expenses are borne by each class.

#### Distributions
Distributions from net investment income, if any, are declared and paid annually. Net realized capital gains, if any, are distributed annually, unless additional distributions are required for compliance with applicable tax regulations. The amount and character of income and capital gains to be distributed are determined in accordance with applicable tax regulations which may differ from net investment income and realized gains recognized for U.S. GAAP purposes.

4.&nbsp;&nbsp;&nbsp;&nbsp;Derivative Financial Instruments

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

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

For the period ended June 30, 2025, the Fund entered into futures contracts for cash equitization, to reduce tracking error and to facilitate daily liquidity.

The following tables summarize the value of the Fund's derivative instruments as of June 30, 2025, and the related location in the accompanying Statement of Assets and Liabilities and Statement of Operations, presented by primary underlying risk exposure:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** | &nbsp;&nbsp;**Asset Derivatives** |
|  | &nbsp;&nbsp;**Interest<br> Rate<br> Risk** | &nbsp;&nbsp;**Foreign<br> Exchange<br> Risk** | &nbsp;&nbsp;**Credit<br> Risk** | &nbsp;&nbsp;**Equity<br> Risk** | &nbsp;&nbsp;**Commodity<br> Risk** | &nbsp;&nbsp;**Total** |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$74112 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$74112 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** | &nbsp;&nbsp;**Net Realized Gain (Loss)** |
|  | &nbsp;&nbsp;**Interest<br> Rate<br> Risk** | &nbsp;&nbsp;**Foreign<br> Exchange<br> Risk** | &nbsp;&nbsp;**Credit<br> Risk** | &nbsp;&nbsp;**Equity<br> Risk** | &nbsp;&nbsp;**Commodity<br> Risk** | &nbsp;&nbsp;**Total** |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(28302) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(28302) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** | &nbsp;&nbsp;**Net Change in Unrealized Appreciation/Depreciation** |
|  | &nbsp;&nbsp;**Interest<br> Rate<br> Risk** | &nbsp;&nbsp;**Foreign<br> Exchange<br> Risk** | &nbsp;&nbsp;**Credit<br> Risk** | &nbsp;&nbsp;**Equity<br> Risk** | &nbsp;&nbsp;**Commodity<br> Risk** | &nbsp;&nbsp;**Total** |
| &nbsp;&nbsp;&nbsp;Futures Contracts<br>| &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$125986 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$125986 |

---

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[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET BALANCED INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

5.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory Fee
The Trust, on behalf of the Fund, has entered into an Investment Advisory Agreement with SSGA FM. For its advisory services, the Fund pays the Adviser a management fee at an annual rate of 0.05% of its average daily net assets. The fees are accrued daily and paid monthly.

The Adviser is contractually obligated, through April 30, 2026 (i) to waive up to the full amount of the advisory fee payable by the Fund, and/or (ii) to reimburse the Fund to the extent that total annual fund operating expenses (exclusive of non-recurring account fees, interest, taxes, extraordinary expenses, and distribution, shareholder servicing, and sub-transfer agency fees) exceed 0.05% of average daily net assets on an annual basis. This waiver and/or reimbursement may not be terminated prior to April 30, 2026 except with the approval of the Board. For the period ended June 30, 2025, fees waived and expenses reimbursed by the Adviser, pursuant to the agreement, were $271,965.

In addition, the Adviser has agreed to waive up to the portion of the management fee and/or expenses attributable to the Fund's acquired fund fees and expenses ("AFFEs"), excluding AFFEs derived from the Fund's holdings in acquired funds for cash management purposes. This fee waiver and/or expense reimbursement may only be terminated with approval of the Fund's Board. For the period ended June 30, 2025, fees waived and expenses reimbursed by the Adviser, pursuant to the agreement, were $11,858.

#### Administrator, Custodian, Fund Accountant and Sub-Administrator Fees
SSGA FM serves as administrator to the Fund. For its administrative services, the Fund pays SSGA FM a fee at an annual rate of 0.05% of its average daily net assets of the Fund. The fees are accrued daily and paid monthly. State Street Bank and Trust Company ("State Street"), an affiliate of the Adviser, serves as custodian, fund accountant and sub-administrator to the Fund. SSGA FM and the Fund each pay a portion of the fee to State Street for performing such services.

#### Distributor
State Street Global Advisors Funds Distributors, LLC ("SSGA FD" or the "Distributor"), an affiliate of the Adviser, serves as the distributor of the Trust.

#### Other Transactions with Affiliates - Securities Lending
State Street Corporation ("State Street"), an affiliate of the Fund, acts as the securities lending agent for the Fund, pursuant to an amended and restated securities lending authorization agreement dated January 6, 2017, as amended.

Net proceeds collected by State Street on investment of cash collateral or any fee income less rebates payable to borrowers, are paid as follows: If the calendar year to date net proceeds is below a specified threshold across participating affiliated funds, the Fund retains eighty five percent (85%) of the net proceeds and fifteen percent (15%) of such net proceeds is payable to State Street. Starting the business day following the date that calendar year to date net proceeds exceeds a specified threshold, the Fund retains ninety percent (90%) of the net proceeds and ten percent (10%) of such net proceeds is payable to State Street.

In addition, cash collateral from lending activities is invested in the State Street Navigator Securities Lending Portfolio II, an affiliated fund, for which SSGA FM serves as investment adviser.

#### Other Transactions with Affiliates
The Fund may invest in affiliated entities, including securities issued by State Street Corporation, affiliated funds, or entities deemed to be affiliates as a result of the Fund owning more than five percent of the entity's voting securities or outstanding shares. Amounts relating to these transactions during the period ended June 30, 2025, are disclosed in the Schedule of Investments.

From time to time, the Fund may have a concentration of one or more accounts constituting a significant percentage of shares outstanding. Investment activities by holders of such accounts could have material impacts on the Fund. As of June 30, 2025, the Fund had one affiliated account representing 100% of the Fund's total outstanding shares.

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[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET BALANCED INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

6.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trustees who are not "interested person" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Fund. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

7.&nbsp;&nbsp;&nbsp;&nbsp;Investment Transactions

Purchases and sales of investments (excluding in-kind transactions, derivative contracts and short term investments) for the period ended June 30, 2025 were as follows:

---

| | | |
|:---|:---|:---|
|  | **Purchases** | **Sales** |
| State Street Balanced Index Fund<br>| $40077615 | $49718184 |

---

8.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Fund has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code of 1986, as amended. The Fund will not be subject to federal income taxes to the extent it distributes its taxable income, including any net realized capital gains, for each fiscal year. Therefore, no provision for federal income tax is required.

The Fund files federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction. As of December 31, 2024, SSGA FM has analyzed the Fund's tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

Distributions to shareholders are recorded on ex-dividend date. Income dividends and gain distributions are determined in accordance with income tax rules and regulations, which may differ from generally accepted accounting principles.

As of June 30, 2025, gross unrealized appreciation and gross unrealized depreciation of investments based on cost for federal income tax purposes were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Tax<br> Cost** | **Gross<br> Unrealized<br> Appreciation** | **Gross<br> Unrealized<br> Depreciation** | **Net Unrealized<br> Appreciation<br> (Depreciation)** |
| State Street Balanced Index Fund<br>| $555322604 | $36873685 | $16212600 | $20661085 |

---

9.&nbsp;&nbsp;&nbsp;&nbsp;Securities Lending

The Fund may lend securities to qualified broker-dealers or institutional investors. The loans are secured at all times by cash, cash equivalents or U.S. government securities in an amount at least equal to the market value of the securities loaned, plus accrued interest and dividends, determined on a daily basis and adjusted accordingly. The value of the collateral with respect to a loaned security may be temporarily more or less than the value of a security due to market fluctuations of securities values. With respect to each loan, if on any U.S. business day the aggregate market value of securities collateral plus cash collateral is less than the aggregate market value of the securities which are subject to the loan, the borrower will be notified to provide additional collateral on the next business day.

The Fund will regain record ownership of loaned securities to exercise certain beneficial rights; however, the Fund may bear the risk of delay in recovery of, or even loss of rights in the securities loaned should the borrower fail financially. In addition, the Fund will bear the risk of loss of any cash collateral that it may invest. The Fund receives compensation for lending its securities from interest or dividends earned on the cash, cash equivalents or U.S. government securities held as collateral, net of fee rebates paid to the borrower and net of fees paid to State Street as the lending agent. Additionally, the Fund will receive a fee from the borrower for non-cash collateral equal to a percentage of the market value of the loaned securities.

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[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET BALANCED INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

The market value of securities on loan as of June 30, 2025, and the value of the invested cash collateral are disclosed in the Fund's Statement of Assets and Liabilities. Non-cash collateral is not disclosed in the Fund's Statement of Assets and Liabilities as it is held by the lending agent on behalf of the Fund, and the Fund does not have the ability to re-hypothecate those securities. Securities lending income, as disclosed in the Fund's Statement of Operations, represents the income earned from the non-cash collateral and the investment of cash collateral, net of fee rebates paid to the borrower and net of fees paid to State Street as lending agent.

The following is a summary of each Fund's securities lending agreements and related cash and non-cash collateral received as of June 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fund** | **Market Value of<br> Securities on Loan** | **Cash<br> Collateral<br> Received** | **Non-Cash<br> Collateral<br> Received** | **Total<br> Collateral<br> Received** |
| State Street Balanced Index Fund<br>| $1884752 | $1389056 | $529337 | $1918393 |

---

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged or securities loaned, and the remaining contractual maturity of those transactions as of June 30, 2025:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** | **Remaining Contractual Maturity of the Agreements<br> as of June 30, 2025** |
| **Fund** | **Securities<br> Lending<br> Transactions** | **Overnight<br> and<br> Continuous** | **<30 Days** | **Between<br> 30 & 90<br> Days** | **>90 Days** | **Total<br> Borrowings** | **Gross Amount<br> of Recognized<br> Liabilities for<br> Securities Lending Transactions** |
| State Street Balanced Index Fund<br>| Common Stocks | $1389056 | $— | $— | $— | $1389056 | $1389056 |

---

10.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Fund's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Fund's investments more than if the Fund was more broadly diversified.

#### Foreign and Emerging Markets Risk
Investing in foreign markets involves risks and considerations not typically associated with investing in the U.S. Foreign securities may be subject to risk of loss because of government regulation, economic, political and social instability in the countries in which the undefined invests. Foreign markets may be less liquid than investments in the U.S. and may be subject to the risks of currency fluctuations. To the extent that the undefined invests in securities of issuers located in emerging markets, these risks may be even more pronounced.

#### Interest Rate Risk
Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. Bond prices generally rise when interest rates decline and generally decline when interest rates rise. Changes in governmental policy, including changes in central bank monetary policy, could cause interest rates to rise rapidly, or cause investors to expect a rapid rise in interest rates. This could lead to heightened levels of interest rate, volatility and liquidity risks for the fixed income markets generally and could have a substantial and immediate effect on the values of the Fund's investments.

#### Credit Risk
The Fund may be exposed to credit risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Fund has unsettled or open transactions defaults.

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[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET BALANCED INDEX FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Market Risk
The Fund's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, inflation, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. Even if general economic conditions do not change, the value of an investment in the Fund could decline if the particular industries, sectors or companies in which the Fund invests do not perform well or are adversely affected by events. Further, legal, political, regulatory and tax changes also may cause fluctuations in markets and securities prices. Local, regional or global events such as war, military conflicts, acts of terrorism, natural disasters, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Fund and its investments.

11.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Fund through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

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[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET BALANCED INDEX FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

------

#### Trustee Considerations in Approving Continuation of Investment Advisory Agreement<sup>1</sup>
Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of the State Street Institutional Investment Trust (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street Balanced Index Fund (the "Fund"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for the Fund:

o Comparisons of the Fund's performance over the past one-year period ended December 31, 2024, to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge") for the Fund (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Fund's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Fund's historical average net assets relative to its total expenses, management fees, and non-management expenses; and

_______________________________________________

<sup>1</sup> *Over the course of many years overseeing the Fund and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreement, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.*

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[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET BALANCED INDEX FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

o Comparisons of the Fund's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Fund, as applicable; and

• Profitability analyses for (a) the Adviser with respect to the Fund and (b) affiliates of the Adviser that provide services to the Fund ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Fund.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolio of the Fund and for Fund operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Fund and its service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Fund;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Fund by SSGA FM in its capacity as the Fund's administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Fund by affiliates of the Adviser, including the custodian, sub-administrator, fund accountant and securities lending agent of the Fund, and the role of the Adviser in managing the Fund's relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Fund;

• Responses to a request for information reviewed prior to the April 2, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of:

o SSGA FM, in its capacity as the Fund's Adviser and Administrator, with respect to its operations relating to the Fund and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other Affiliated Service Providers to the Fund, together with their o approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator, custodian and securities lending agent for the Fund, with respect to its operations relating to the Fund; and

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET BALANCED INDEX FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Fund (the "Distributor"), with respect to its operations relating to the Fund, together with the Fund's related distribution plans and arrangements under Rule 12b-1 of the 1940 Act;

• Information from SSGA FM, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel, with respect to the Fund.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser and other service providers of the Fund throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Fund and the investment strategies used in pursuing the Fund's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the Fund.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, at the meeting held on May 7-8, 2025, the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Fund.

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to the Fund by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by the Fund, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Fund. The Board evaluated the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for the Fund. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Fund, including reputational and entrepreneurial risks. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Fund by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of SSGA FM and various Affiliated Service Providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies. The Board also considered the role of the Adviser in overseeing the Fund's securities lending activities.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Fund.

<u>Fund Performance</u>

The Board compared the Fund's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024. For purposes of these comparisons the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET BALANCED INDEX FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data generally useful, they recognized its limitations, including that the data may vary depending on the end date selected and that the results of the performance comparisons may vary depending on the selection of the peer group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall financial market conditions. Among other information, the Board considered the following performance information in its evaluation of the Fund:

*State Street Balanced Index Fund. The Board considered that the Fund's performance was below the median of its Performance Group for the 1-year period. The Board also considered that the Fund's performance was above the median of its Performance Universe for the 1-year period. The Board also considered that the Fund's performance was below the Benchmark for the 1-year period. The Board took into account the Fund's relatively limited performance history.*

On the basis of the foregoing and other relevant information, the Board concluded that the performance of the Fund is satisfactory.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual investment advisory fee rates payable by the Fund and actual fees paid by the Fund, net of waivers. As part of its review, the Board considered the Fund's management fee and total expense ratio, including the portion attributable to administrative services provided by SSGA FM (both before and after giving effect to any expense caps), as compared to its Expense Group and Expense Universe, as constructed by Broadridge, and the related Broadridge analysis for the Fund. The Board also considered the comparability of the fees charged and the services provided to the Fund by the Adviser to the fees charged and services provided to other clients of the Adviser, including institutional accounts. In addition, the Board considered the willingness of the Adviser to provide undertakings from time to time to waive fees or pay expenses of the Fund to limit the total expenses borne by shareholders. Among other information, the Board considered the following expense information in its evaluation of the Fund:

*State Street Balanced Index Fund. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe*

On the basis of the foregoing and other relevant information, and in light of the nature, extent and quality of the services provided by the Adviser, the Board concluded that the fees and the expense ratio of the Fund compare favorably to the fees and expenses of the Expense Group and Expense Universe and are reasonable in relation to the services provided.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Fund and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Fund, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Fund and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to the Fund, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Fund, were reasonable in relation to the services provided.

<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the Fund and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the Fund and fund complex increase. The Board acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the management of the Fund or the fund complex taken as a whole. The Board concluded that, in light of the current size of the Fund and the fund complex, the level of profitability of the Adviser and its affiliates with respect to the Fund and the fund complex over various time periods, and the comparative management fee and expense ratio of the Fund during these periods, it does not appear that the Adviser or its affiliates has realized benefits from

------

[**Table of Contents**](#JOB_SSIIT_8de45395-8cae-4719-8adb-11767520d8c6_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET BALANCED INDEX FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

economies of scale in managing the assets of the Fund to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Fund at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of the Fund and its shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

------

## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Institutional Investment Trust
State Street Federal Treasury Money Market Fund

**The information contained in this report is intended for the general information of shareholders of the Fund. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Fund prospectus which contains important information concerning the Fund and the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-866-392-0869 or visiting *www.ssga.com*. Please read the prospectus carefully before investing in the Fund.**![](g52640imga369c2b51.jpg)

------

**TABLE OF CONTENTS** (Unaudited)

---

| | |
|:---|:---|
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_dfd96e40-17a8-4fab-918d-7acca0bc1fcb_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_7bda03cd-b918-409c-b04e-880520c9fce1_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;2 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_ea0ff29e-0767-4a7b-a603-c32a1fea8720_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;3 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_dedca0f1-1f47-46ff-b6bb-23a8bfe15932_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;4 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_b01a41f4-c5eb-4aec-ad46-e3dc6813b7e2_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;5 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_d01832ca-7093-449d-84e4-f7bd2cddaa73_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;9 |

---

#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

------

[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY MONEY MARKET FUND

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment in corresponding affiliated Portfolio, at value and cost<br>| &nbsp;&nbsp;&nbsp;&nbsp;$55895183 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for fund shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540280 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;56437332 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for fund shares repurchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119797 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6043 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shareholder servicing fee payable <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26045 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $56284574 |
| **NET ASSETS CONSIST OF:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in capital<br>| $56284545 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $56284574 |
| **Advantage Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$56284574 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56284545 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY MONEY MARKET FUND

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
|  | **For the Period<br> 1/6/25\*-<br> 6/30/25<br> (Unaudited)** |
| **INCOME AND EXPENSES ALLOCATED FROM AFFILIATED PORTFOLIO** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;$561249 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7456) |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENT INCOME (LOSS) ALLOCATED FROM AFFILIATED PORTFOLIO<br>**  | &nbsp;&nbsp;&nbsp;553793 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Advantage Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18122 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shareholder servicing fees |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Advantage Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32360 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5820 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;56302 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses waived/reimbursed by the Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13272) |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;43030 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $510763 |
| **REALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment in corresponding affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $510792 |

---

<br> \* For the period January 6, 2025 (commencement of operations) through June 30, 2025.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY MONEY MARKET FUND

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | |
|:---|:---|
|  | **For the Period<br> 1/6/25\*-<br> 6/30/25<br> (Unaudited)** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$510763 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510792 |
| **DISTRIBUTIONS TO SHAREHOLDERS:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Advantage Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(510763) |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |
| **Advantage Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72001289 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508872 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16225616) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from beneficial interest transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;56284545 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;56284574 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **NET ASSETS AT END OF PERIOD<br>**  | $56284574 |
| **SHARES OF BENEFICIAL INTEREST:** |  |
| **Advantage Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72001289 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508872 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16225616) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;56284545 |

---

<br> \* Commencement of operations.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;**Advantage Class (a)** |
|  | &nbsp;&nbsp;**For the Period<br> 1/6/25\*-<br> 6/30/25<br> (Unaudited)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0188 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0003 |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0191 |
| **Distributions to shareholders from:** |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;(0.0191) |
| &nbsp;&nbsp;&nbsp;Total distributions<br>| &nbsp;&nbsp;&nbsp;(0.0191) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 |
| **Total return (b)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.93% |
| **Ratios and Supplemental Data:** |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$56285 |
| **Ratios to Average Net Assets:** |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.49%(c) |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.39%(c) |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.82%(c) |

---

\* Commencement of operations.

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(c) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Institutional Investment Trust (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of thirty-one (31) series (and corresponding classes, each of which have the same rights and privileges, including voting rights), each of which represents a separate series of beneficial interest in the Trust. The Declaration of Trust permits the Board of Trustees of the Trust (the "Board" and each member thereof, a "Trustee") to authorize the issuance of an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate only to the following series (the "Fund"):

---

| | | | |
|:---|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Classes** | &nbsp;&nbsp;**Commencement<br> of Operations** | &nbsp;&nbsp;**Diversification<br> Classification** |
| State Street Federal Treasury Money Market Fund | &nbsp;&nbsp;Advantage Class | &nbsp;&nbsp;January 06, 2025 | &nbsp;&nbsp;Diversified |

---

The Fund is part of a master-feeder structure and invests substantially all of its assets in the State Street Treasury Money Market Portfolio (the "Portfolio"), a separate series of State Street Master Funds. The value of the Fund's investment in the Portfolio reflects the Fund's proportionate interest in the net assets of the Portfolio (0.45% at June 30, 2025). The performance of the Fund is directly affected by the performance of the Portfolio. The financial statements of the Portfolio, including its Schedule of Investments, are attached to this report and should be read in conjunction with the Fund's financial statements.

The Fund operates as a "government money market fund" within the meaning of Rule 2a-7 under the 1940 Act to comply with the amendments to Rule 2a-7. The Fund is not currently subject to liquidity fees during periods of high illiquidity in the markets for the investments it holds.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Fund has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through the Fund's investments in accordance with its investment objective. The Fund's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Fund's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Fund's Total Return is utilized by the CODM to compare results, including the impact of the Fund's costs, to the Fund's competitors and to the Fund's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Fund is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

#### Security Valuation
The Fund records its investments in its Portfolio at value (net asset value) each business day. The valuation policy of the Portfolio is discussed in Note 3 of the Portfolio's Notes to Financial Statements, which are attached to this report.

------

[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

The investments of the Portfolio are valued pursuant to the policy and procedures developed by the Oversight Committee (the "Committee") and approved by the Board. The Committee provides oversight of the valuation of investments for the Portfolio. The Board has responsibility for overseeing the determination of the fair value of investments.

The Portfolio's securities are recorded on the basis of amortized cost which approximates fair value as permitted by Rule 2a-7 under the 1940 Act. This method values a security at its cost on the date of purchase and, thereafter, assumes a constant amortization to maturity of any premiums or accretion of any discounts.

The summary of the inputs used for the Portfolio, as of June 30, 2025, in valuing the Portfolio's securities carried at fair value are discussed in Note 3 of the Portfolio's Notes to Financial Statements, which are attached to this report.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on the trade date for financial reporting purposes. Realized gains and losses from security transactions consist of the Fund's pro-rata share of its Portfolio's realized gains and losses. Net investment income consists of the Fund's pro-rata share of the net investment income of its Portfolio less expenses of the Fund.

#### Expenses
Certain expenses, which are directly identifiable to a specific Fund, are applied to that Fund within the Trust. Other expenses which cannot be attributed to a specific Fund are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Funds within the Trust. The Fund is allocated a pro-rata share of the expense of its Portfolio. Class specific expenses are borne by each class.

#### Distributions
Distributions from net investment income, if any, are declared daily and are payable as of the last business day of each month. Net realized capital gains, if any, are distributed annually, unless additional distributions are required for compliance with applicable tax regulations. The amount and character of income and capital gains to be distributed are determined in accordance with applicable tax regulations which may differ from net investment income and realized gains recognized for U.S. GAAP purposes.

4.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory Fee
The Fund pays no advisory fee directly to SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM"), for so long as assets of the Fund are invested in the Portfolio. The Portfolio retained SSGA FM, a subsidiary of State Street Corporation and an affiliate of State Street Bank and Trust Company ("State Street"), as its investment adviser. The Portfolio has entered into an investment advisory agreement with the Adviser, under which the Adviser directs the investments of the Portfolio in accordance with its investment objectives, policies, and limitations. In compensation for the Adviser's services as investment adviser, the Portfolio pays the Adviser a management fee at an annual rate of 0.05% of its average daily net assets.

#### The Administrator, Sub-Administrator and Custodian
The Adviser serves as administrator of the Fund. The Fund operates under what is essentially an all-in fee structure where the Fund will pay the Adviser a unitary operations and administration fee (the "Operations and Administration Fee") at an annual rate 0.14% of average daily net assets. The Adviser, in turn, provides or procures operational, fund administration and other administrative services for the Fund and its shareholders. The Adviser bears the cost of various third-party services required by the Fund, including audit, custodial, portfolio accounting, legal, transfer agency and printing costs (including those costs incurred indirectly through such Fund's investment in its corresponding master portfolio). The Fund bears other expenses that are not covered under the investment advisory fee or Operations and Administration Fee, such as 0.25% under the Shareholder Service and Administration Plan; organizational expenses; costs of borrowing money, including interest expense; investment advisory fees; extraordinary expenses (such as litigation and indemnification expenses); expenses incurred in preparing, printing, and mailing proxy statements and related materials (each a "Proxy") to shareholders of a Fund; associated expenses of conducting meetings of a Fund's shareholders in conjunction to a Proxy; and fees and expenses of the trustees who are not deemed to be "interested persons" (as defined in the 1940 Act) of the Trust

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[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

and their counsel. Pursuant to the Operations and Administration Fee structure, the Adviser is responsible for bearing the costs of services provided by financial intermediaries, such as recordkeeping, sub-transfer agency, sub-accounting and other services to the extent these costs exceed 0.25% borne by the Fund under the Shareholder Service and Administration Plan discussed below. Any portion of such expenses may also be borne by the Adviser or its affiliates and out of its or their profits.

During the period ended June 30, 2025, SSGA FM voluntarily waived fees and reduced expenses in the amount of $13,272.

State Street serves as the sub- administrator and custodian for the Fund for a fee that is paid from the Operations and Administration Fee.

Pursuant to a Shareholder Service and Administration Plan adopted by the Board, the Fund may enter into agreements with intermediaries that require them to provide services to their customers who beneficially own Advantage Class shares of the Fund. The shareholder service and administration fee rate borne by the Advantage Class shares is an annual rate of up to 0.25%.

#### Distributor
State Street Global Advisors Funds Distributors, LLC ("SSGA FD" or the "Distributor"), an affiliate of the Adviser, serves as the distributor of the Fund.

5.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Fund. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

6.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code of 1986, as amended. The Fund will not be subject to federal income taxes to the extent it distributes its taxable income, including any net realized capital gains, for each fiscal year. Therefore, no provision for federal income tax is required.

The Fund will file federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction.

Distributions to shareholders are recorded on ex-dividend date. Income dividends and gain distributions are determined in accordance with income tax rules and regulations, which may differ from generally accepted accounting principles.

As of June 30, 2025, the cost of investments and other financial instruments for federal income tax purposes was substantially the same as cost for financial reporting purposes.

7.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Fund's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Fund's investments more than if the Fund was more broadly diversified.

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[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Market, Credit and Counterparty Risk
In the normal course of business, the Fund trades securities and enters into financial transactions where risk of potential loss exists due to changes in global economic conditions and fluctuations of the market (market risk). Additionally, the Fund may also be exposed to counterparty risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Fund has unsettled or open transactions defaults. The value of securities held by the Fund may decline in response to certain events, including those directly involving the companies whose securities are owned by the Fund; conditions affecting the general economy; overall market changes; local, regional or global political, social or economic instability; and currency and interest rate and price fluctuations (credit risk).

Financial assets, which potentially expose the Fund to market, credit and counterparty risks, consist principally of investments and cash due from counterparties. The extent of the Fund's exposure to market, credit and counterparty risks in respect to these financial assets approximates their value as recorded in the Fund's Statement of Assets and Liabilities, less any collateral held by the Fund.

The Fund's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. The Fund is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Fund and its investments.

8.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Fund through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

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[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

------

#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended, an investment advisory agreement between a mutual fund and its investment adviser must be approved by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of State Street Institutional Investment Trust (the "Trust"), including a majority of the Independent Trustees, met in person on May 8-9, 2024, to consider a proposal to approve the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser") on behalf of each of State Street Federal Government Money Market Fund, State Street Federal Treasury Plus Money Market Fund and State Street Federal Treasury Money Market Fund (each, a "New Fund" and collectively, the "New Funds"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel that is independent ("Independent Counsel") of the Adviser in connection with their consideration of approval of the Advisory Agreement. The Independent Trustees reviewed the proposed Advisory Agreement with respect to the New Funds in a private session with Independent Counsel at which no representatives of management were present. The Independent Trustees also took into account information regarding the Adviser and other service providers of the New Funds at meetings of the Board and its committees held throughout the year. At the April 3, 2024 and May 8-9, 2024 Board meetings, the Independent Trustees also considered the renewal of the investment advisory agreement with the Adviser on behalf of certain other funds in the fund complex (the "Other Funds"). The Independent Trustees considered, among other things, the following:

<u>Information about Comparable Fund Performance, Fees and Expenses</u>

• Information provided by the Adviser with respect to the proposed investment strategies for the New Funds.

• The Adviser's significant experience in managing money market portfolios, including that each New Fund will operate as a feeder fund that invests in an existing money market master fund currently managed by the Adviser.

• A report prepared by an independent third-party provider of investment company data, which included:

o A comparison of each New Fund's estimated expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe"); and

o A comparison of each New Fund's contractual and estimated actual management fees to the contractual and actual management fees of the Expense Group and Expense Universe; and

• Profitability analyses for (a) the Adviser with respect to Other Funds and (b) affiliates of the Adviser that provide services to the Other Funds.

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services to be provided by the Adviser to the New Funds, as well as services provided to the Other Funds, including its investment strategies and processes;

• A presentation provided by the Adviser at the May 8-9, 2024, Board meeting regarding the New Funds' proposed investment strategies;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Portfolio.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment professionals who will be responsible for managing the New Funds;

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[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources to be devoted by the Adviser to overseeing compliance by the New Funds and their service providers, including the Adviser's record of compliance with investment policies and restrictions and other operating policies of the Other Funds;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's cybersecurity and risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of various services to be provided to the New Funds by SSGA FM in its capacity as administrator pursuant to an Operations and Administration Agreement;

• Information concerning the nature, extent, quality and cost of various non-investment management services to be provided to the New Funds by affiliates of SSGA FM, including the custodian, sub-administrator and fund accountant of the New Funds, and the role of SSGA FM in managing the New Funds' relationships with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the New Funds;

• Responses to a request for information reviewed by the Board and Independent Counsel requesting specific information regarding the Other Funds, certain of which was applicable to the New Funds, from each of:

o SSGA FM, in its capacity as the Other Funds' Adviser and Administrator, with respect to its operations relating to the Other Funds and its approximate profit margins before taxes from such operations for the calendar year ended December 31, 2023; and the relevant operations of other affiliated service providers to the Other Funds, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2023;

o State Street Bank and Trust Company ("State Street"), the sub-administrator, custodian and transfer agent for the Portfolio, with respect to its operations relating to the Portfolio; and

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Portfolio (the "Distributor"), with respect to its operations relating to the Portfolio;

In addition to the information identified above, the Board considered information provided from time to time by the Adviser and other service providers of the Other Funds throughout the year at meetings of the Board and its committees. At such meetings, the Board received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Other Funds and the investment strategies used in pursuing the Other Funds' investment objectives.

The Independent Trustees were assisted throughout the contract approval process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the New Funds.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, on May 9, 2024, the Board, including a majority of the Independent Trustees, voted to approve the Advisory Agreement with respect to the New Funds.

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[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services to be provided to the New Funds by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments to be held by the New Funds, including the education, experience and number of investment professionals and other personnel who will provide portfolio management, investment research, and similar services to the New Funds. The Board considered the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing various funds that invest primarily in money market instruments. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the Adviser's risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services to be provided to the New Funds, including reputational and entrepreneurial risks. The Board considered the Adviser's success in maintaining the constant dollar value of other money market funds through extraordinary market conditions. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention to be devoted to the New Funds by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of the Adviser and various affiliated service providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to provide high quality investment management and related services for the New Funds.

<u>Fund Performance</u>

Because the New Funds have not yet commenced operations, the Board noted that it could not draw any conclusions regarding the performance of the New Funds. The Board, however, considered the Adviser's significant experience in managing money market fund portfolios, and noted that the New Funds will be managed by the same investment team as existing State Street money market funds and, as feeder funds, will invest in existing State Street money market master portfolios.

The Board also noted that it reviews at its regularly scheduled meetings information about the performance of the Other Funds, and concluded that it was generally satisfied with the performance of these Other Funds, including the money market funds managed by the Adviser.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual management fee rate to be paid by each New Fund. As part of its review, the Board considered each New Fund's contractual and actual management fee and total expense ratio, including the portion attributable to operations and administrative services provided by SSGA FM, as compared to each New Fund's Expense Group and Expense Universe. The Board also reviewed information provided by management which showed that the New Funds' estimated total expense ratios were in the range of those of key competitor funds.

<u>Profitability</u>

Because the New Funds have not yet commenced operations, the Board noted that it could not draw any conclusions regarding the profitability of the New Funds. The Board, however, reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Other Funds. The Board considered other direct and indirect benefits received by the Adviser and the affiliated service providers in connection with their relationships with the Other Funds, together with the profitability of each of the affiliated service providers with respect to their services to the Other Funds. The Board also considered the various risks borne by the Adviser and the affiliated service providers in connection with their various roles in servicing the New Funds and the Other Funds, reputational and entrepreneurial risk.

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[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

<u>Economies of Scale</u>

In reviewing expected management fees and anticipated profitability with respect to the New Funds, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the New Funds and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the New Funds and fund complex increase. The Board acknowledged the difficulty in accurately measuring the expected benefits resulting from the economies of scale with respect to the management of the New Funds in view of the fact that the New Funds have not yet commenced operations. The Board concluded that, in light of the fact that the New Funds have not yet commenced operations, and the comparative management fee and expense ratio of the New Funds, it did not appear that the Adviser or its affiliates expected to realize benefits from economies of scale in managing the assets of the New Funds to such an extent that the proposed management fee should be reduced or that breakpoints in such fee should be implemented for the New Funds at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of their deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of each New Fund and its shareholders, and (2) the rates to be payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

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[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Master Funds
State Street Treasury Money Market Portfolio

![](g52640imga369c2b51.jpg)

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[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

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**TABLE OF CONTENTS** (Unaudited)

---

| | |
|:---|:---|
| **[Schedule of Investments (Unaudited) (N-CSR Item 6)](#xx_922e2d22-35d5-4641-b178-9505249edd8c_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_cd275b1e-2948-4bd9-ab1a-3e16c1449cb5_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_070038a1-7b23-4466-b71f-4090a350afc6_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_154510a7-bc5f-4340-bac7-1c0d3a8897e0_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_efde5062-edf9-4f26-bec1-fc7b8b17a4b8_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_8a0047d3-7d0a-4bee-93b6-3487d22f8884_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_74e0265a-2040-48d0-a9c8-7faad92ecbd6_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;12 |

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#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

------

[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

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[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| **TREASURY DEBT—101.2%** |  |  |  |  |  |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;3.795% | &nbsp;&nbsp;10/02/2025 | &nbsp;&nbsp;10/02/2025 | &nbsp;&nbsp;$61580000 | &nbsp;&nbsp;$60946276 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.050% | &nbsp;&nbsp;10/23/2025 | &nbsp;&nbsp;10/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;101020000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99724418 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/16/2025 | &nbsp;&nbsp;10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;123740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122246802 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88011808 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.080% | &nbsp;&nbsp;10/09/2025 | &nbsp;&nbsp;10/09/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22600920 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.085% | &nbsp;&nbsp;11/06/2025 | &nbsp;&nbsp;11/06/2025 | &nbsp;&nbsp;&nbsp;&nbsp;250920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247260677 |
| U.S. Treasury Bills (a)(b)<br>| &nbsp;&nbsp;4.095% | &nbsp;&nbsp;01/02/2026 | &nbsp;&nbsp;01/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;152400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149222901 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.096% | &nbsp;&nbsp;09/25/2025 | &nbsp;&nbsp;09/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp;373361000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369620777 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.100% | &nbsp;&nbsp;09/18/2025 | &nbsp;&nbsp;09/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;558551200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553427088 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;124570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122650766 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;12/26/2025 | &nbsp;&nbsp;12/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65825287 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.125% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;209550200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209550200 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.125% | &nbsp;&nbsp;07/10/2025 | &nbsp;&nbsp;07/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;248420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248162677 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.135% | &nbsp;&nbsp;09/04/2025 | &nbsp;&nbsp;09/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;519830000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515858754 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.140% | &nbsp;&nbsp;11/20/2025 | &nbsp;&nbsp;11/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97265582 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.140% | &nbsp;&nbsp;12/11/2025 | &nbsp;&nbsp;12/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;182010000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178592810 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.150% | &nbsp;&nbsp;07/08/2025 | &nbsp;&nbsp;07/08/2025 | &nbsp;&nbsp;&nbsp;&nbsp;478000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477616906 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.153% | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;205950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202382747 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.153% | &nbsp;&nbsp;12/04/2025 | &nbsp;&nbsp;12/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;129600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127267400 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.155% | &nbsp;&nbsp;12/18/2025 | &nbsp;&nbsp;12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96187589 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.165% | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;147910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147514039 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.173% | &nbsp;&nbsp;08/14/2025 | &nbsp;&nbsp;08/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;254100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252789017 |
| U.S. Treasury Bills (a)(b)<br>| &nbsp;&nbsp;4.175% | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;195000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194681568 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;559870000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558822161 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;300000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298955000 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;08/28/2025 | &nbsp;&nbsp;08/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;105731000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105017996 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.190% | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;153530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152404093 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.195% | &nbsp;&nbsp;07/22/2025 | &nbsp;&nbsp;07/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;515900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514632591 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.195% | &nbsp;&nbsp;08/12/2025 | &nbsp;&nbsp;08/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;520360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517774581 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;07/29/2025 | &nbsp;&nbsp;07/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92826454 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;&nbsp;&nbsp;243410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242398576 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.203% | &nbsp;&nbsp;08/21/2025 | &nbsp;&nbsp;08/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;211950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210679706 |
| U.S. Treasury Bills (a)(b)<br>| &nbsp;&nbsp;4.208% | &nbsp;&nbsp;10/28/2025 | &nbsp;&nbsp;10/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7573186 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.220% | &nbsp;&nbsp;07/03/2025 | &nbsp;&nbsp;07/03/2025 | &nbsp;&nbsp;&nbsp;&nbsp;546800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546672436 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.220% | &nbsp;&nbsp;10/14/2025 | &nbsp;&nbsp;10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51780000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51142674 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.227% | &nbsp;&nbsp;09/23/2025 | &nbsp;&nbsp;09/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;100000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99013700 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.228% | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49465628 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.230% | &nbsp;&nbsp;08/19/2025 | &nbsp;&nbsp;08/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp;246719000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245254987 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.235% | &nbsp;&nbsp;10/21/2025 | &nbsp;&nbsp;10/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70735576 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.248% | &nbsp;&nbsp;09/16/2025 | &nbsp;&nbsp;09/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63805528 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.250% | &nbsp;&nbsp;09/11/2025 | &nbsp;&nbsp;09/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;156570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155237655 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.10% (c)<br>| &nbsp;&nbsp;4.379% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;257820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257817801 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.13% (c)<br>| &nbsp;&nbsp;4.406% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;487500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487517082 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.17% (c)<br>| &nbsp;&nbsp;4.410% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;179206000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179176613 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.15% (c)<br>| &nbsp;&nbsp;4.431% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;247800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247817635 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.16% (c)<br>| &nbsp;&nbsp;4.441% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;112930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112930322 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.18% (c)<br>| &nbsp;&nbsp;4.463% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;451260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450938066 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.21% (c)<br>| &nbsp;&nbsp;4.486% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;200140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200200095 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.25% (c)<br>| &nbsp;&nbsp;4.526% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/31/2026 | &nbsp;&nbsp;$312905000 | &nbsp;&nbsp;$312903601 |
| U.S. Treasury Inflation-Indexed Notes<br>| &nbsp;&nbsp;1.080% | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;927890460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927635488 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.020% | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;162743000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160144204 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.100% | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;153374000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150513302 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33508722 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.190% | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31597729 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4769506 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.210% | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600401 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.250% | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33258133 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.290% | &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;209480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208898050 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.290% | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6566095 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.300% | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43862000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43560852 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.330% | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3096676 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.440% | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;189690000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189127626 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;5.020% | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29038266 |
| **TOTAL INVESTMENTS –101.2% (d)(e)<br>**  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**12710435802** |
| **Liabilities in Excess of Other Assets —(1.2)% <br>**  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(156160107)** |
| **NET ASSETS –100.0% <br>**  |  |  |  |  | &nbsp;&nbsp;**$12554275695** |

---

(a) Rate shown is the discount rate at time of purchase.

(b) When-issued security.

(c) Variable Rate Security - Interest rate shown is rate in effect at June 30, 2025. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above.

(d) Also represents the cost for federal tax purposes.

(e) Unless otherwise indicated, the values of the securities of the Portfolio are determined based on Level 2 inputs (Note 3).

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in unaffiliated issuers, at value and amortized cost.<br>| &nbsp;&nbsp;&nbsp;&nbsp;$12710435802 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304778 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23334223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;12734074803 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for investments purchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178748119 |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory and administrator fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525628 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custody, sub-administration and transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453739 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4160 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39067 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10433 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179799108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $12554275695 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **INVESTMENT INCOME** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;$289785682 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory and administrator fee<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3313154 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian, sub-administrator and transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407201 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39107 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56496 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8372 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6208 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3832491 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $285953191 |
| **REALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19429 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $285972620 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$285953191 | $672943435 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336952 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285972620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673280387 |
| **CAPITAL TRANSACTIONS** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Contributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14990784819 | &nbsp;&nbsp;&nbsp;&nbsp;36057022712 |
| &nbsp;&nbsp;&nbsp;&nbsp;Withdrawals<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16846209358) | &nbsp;&nbsp;&nbsp;(36832811231) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from capital transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;(1855424539) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(775788519) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;(1569451919) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102508132) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;14123727614 | &nbsp;&nbsp;&nbsp;&nbsp;14226235746 |
| **NET ASSETS AT END OF PERIOD<br>**  | $12554275695 | $14123727614 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/24** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/23** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/22** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/21** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/20** |
| **Total return (a)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.29% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.49% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.48% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$12554276 | &nbsp;&nbsp;$14123728 | &nbsp;&nbsp;$14226236 | &nbsp;&nbsp;$12678909 | &nbsp;&nbsp;$14060872 | &nbsp;&nbsp;$16771503 |
| **Ratios to average net assets:** |  |  |  |  |  |  |
| Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.29%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.94% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.00%(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.38% |

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(a) Results represent past performance and are not indicative of future results. Total return for periods of less than one year are not annualized.

(b) Amount is less than 0.005%.

(c) Annualized.

*See accompanying notes to financial statements.*

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[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Master Funds (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of four (4) series, each of which represents a separate series of beneficial interest in the Trust. State Street Treasury Money Market Portfolio (the "Portfolio") is authorized to issue an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate only to the Portfolio.

The Portfolio operates as a "government money market fund" within the meaning of Rule 2a-7 under the 1940 Act to comply with the amendments to Rule 2a-7. The Portfolio is not currently subject to liquidity fees during periods of high illiquidity in the markets for the investments it holds.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Portfolio has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through the Portfolio's investments in accordance with its investment objective. The Portfolio's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Portfolio's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Portfolio's Total Return is utilized by the CODM to compare results, including the impact of the Portfolio's costs, to the Portfolio's competitors and to the Portfolio's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Portfolio is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

#### Security Valuation
The investments of the Portfolio 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" and each member thereof, a "Trustee"). The Committee provides oversight of the valuation of investments for the Portfolio. The Board has responsibility for overseeing the determination of the fair value of investments.

The Portfolio's securities are recorded on the basis of amortized cost which approximates fair value as permitted by Rule 2a-7 under the 1940 Act. This method values a security at its cost on the date of purchase and, thereafter, assumes a constant amortization to maturity of any premiums or accretion of any discounts.

Because of the inherent uncertainties of valuation and under certain market conditions, the values reflected in the financial statements may differ from the value received upon actual sale of those investments and it is possible that the differences could be material.

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

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[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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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.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on trade date for financial reporting purposes. Realized gains and losses from the sale or disposition of investments are determined using the identified cost method. Interest income is recorded daily on an accrual basis. All premiums and discounts are amortized/accreted for financial reporting purposes.

All of the net investment income and realized gains and losses from the security transactions of the Portfolio are allocated pro rata among the partners in the Portfolio on a daily basis based on each partner's daily ownership percentage.

#### Expenses
Certain expenses, which are directly identifiable to a specific Portfolio, are applied to that Portfolio within the Trust. Other expenses which cannot be attributed to a specific Portfolio are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Portfolio within the Trust.

4.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory and Administrator Fee
The Trust has entered into an investment advisory agreement with SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM"), a subsidiary of State Street Corporation and an affiliate of State Street Bank and Trust Company ("State Street"), under which the Adviser directs the investments of the Portfolio in accordance with its investment objective, policies, and limitations. In compensation for the Adviser's services as investment adviser, the Portfolio pays the Adviser a management fee at an annual rate of 0.05% of its average daily net assets. SSGA FM also serves as administrator.

Each of the Adviser and State Street Global Advisors Funds Distributors, LLC (each a "Service Provider") also may voluntarily reduce all or a portion of its fees and/or reimburse expenses for the Portfolio to the extent necessary to maintain a certain minimum net yield, which may vary from time to time, in SSGA FM's sole discretion (any such waiver or reimbursement of expenses by a Service Provider being referred to herein as a "Voluntary Reduction"). The Adviser may, in its sole discretion, implement the Voluntary Reduction for some series of the Trust and not others. The amount of any Voluntary Reduction may differ between such series in the Adviser's sole discretion. The business objectives of the Adviser and its affiliates and their broader relationships with certain Portfolio shareholders, Financial Intermediaries or distribution channels could give the Adviser an incentive to implement the Voluntary Reduction for some series of the Trust and not others, or to implement it to a greater degree for some series or share classes than others. Under an agreement with the Service Providers relating to the Voluntary Reduction, the Portfolio has agreed to reimburse the Service Providers for the full dollar amount of any Voluntary Reduction beginning on May 1, 2020, subject to certain limitations. Each Service Provider may, in its sole discretion, irrevocably waive receipt of any or all reimbursement amounts due from the Portfolio.

A reimbursement to the Service Provider would increase fund expenses and may negatively impact the Portfolio's yield during such period. There is no guarantee that the Voluntary Reduction will be in effect at any given time or that the Portfolio will be able to avoid a negative yield.

There were no reimbursements for the period ended June 30, 2025.

------

[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Custodian, Sub-Administrator and Transfer Agent Fees
State Street serves as the custodian, sub-administrator and transfer agent to the Portfolio. For its services as custodian, sub-administrator and transfer agent, the Portfolio pays State Street an annual fee. The fees are accrued daily and paid monthly.

5.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trust's Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Portfolio. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

6.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Portfolio is not required to pay federal income taxes on its net investment income and net capital gains because it is treated as a partnership for federal income tax purposes. All interest, gains and losses of the Portfolio are deemed to have been "passed through" to the Portfolio's partners in proportion to their holdings in the Portfolio, regardless of whether such items have been distributed by the Portfolio. Each partner is responsible for its tax liability based on its distributive share; therefore, no provision has been made for federal income taxes.

The Portfolio files federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction. As of December 31, 2024, SSGA FM has analyzed the Portfolio's tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

As of June 30, 2025, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes.

7.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Portfolio's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Portfolio's investments more than if the Portfolio was more broadly diversified.

#### Market, Credit and Counterparty Risk
In the normal course of business, the Portfolio trades securities and enters into financial transactions where risk of potential loss exists due to changes in global economic conditions and fluctuations of the market (market risk). Additionally, the Portfolio may also be exposed to counterparty risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Portfolio has unsettled or open transactions defaults. The value of securities held by the Portfolio may decline in response to certain events, including those directly involving the companies whose securities are owned by the Portfolio; conditions affecting the general economy; overall market changes; local, regional or global political, social or economic instability; and currency and interest rate and price fluctuations (credit risk).

Financial assets, which potentially expose the Portfolio to market, credit and counterparty risks, consist principally of investments and cash due from counterparties. The extent of the Portfolio's exposure to market, credit and counterparty risks in respect to these financial assets approximates their value as recorded in the Portfolio's Statement of Assets and Liabilities, less any collateral held by the Portfolio.

The Portfolio's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. The Portfolio is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Portfolio and its investments.

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[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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8.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Portfolio through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

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[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

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#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT<sup>1</sup>
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval*.*

Consistent with these requirements, the Board of Trustees (the "Board") of the State Street Master Funds (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street Treasury Money Market Portfolio (the "Portfolio"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for the feeder fund for which the Portfolio serves as the master fund in a master-feeder structure (the "Fund"):

o Comparisons of the Fund's performance over the past one-, three-, five- and ten-year periods ended December 31, 2024, to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge") for the Fund (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Fund's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Fund's historical average net assets relative to its total expenses, management fees, and non-management expenses over the past five calendar years; and

o Comparisons of the Fund's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

*____________________________________*

*<sup>1</sup> Over the course of many years overseeing the Portfolio and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreement, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.*

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[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Fund; and

• Profitability analyses for (a) the Adviser with respect to the Portfolio and (b) affiliates of the Adviser that provide services to the Portfolio ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Portfolio.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolio of the Portfolio and for Portfolio operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Portfolio and its service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Portfolio;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Portfolio by SSGA FM in its capacity as the Portfolio's administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Portfolio by affiliates of the Adviser, including the custodian, sub-administrator, transfer agent and fund accountant of the Portfolio, and the role of the Adviser in managing the Portfolio's relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Portfolio;

• Responses to a request for information reviewed prior to the April 2, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of;

o SSGA FM, in its capacity as the Portfolio's Adviser and Administrator, with respect to its operations relating to the Portfolio and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other Affiliated Service Providers to the Portfolio, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator, custodian and transfer agent for the Portfolio, with respect to its operations relating to the Portfolio; and

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[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Portfolio (the "Distributor"), with respect to its operations relating to the Portfolio;

• Information from SSGA FM, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel, with respect to the Fund.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser and other service providers of the Portfolio throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Portfolio and the investment strategies used in pursuing the Portfolio's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the Portfolio.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, at the meeting held on May 7-8, 2025 the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Portfolio.

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to the Portfolio by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by the Portfolio, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Portfolio. The Board evaluated the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing various funds that invest primarily in money market instruments. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Portfolio, including reputational and entrepreneurial risks. The Board considered the Adviser's success in maintaining the constant dollar value of the Portfolio through extraordinary market conditions. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Portfolio by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of SSGA FM and various Affiliated Service Providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Portfolio.

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[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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<u>Portfolio Performance</u>

The Board considered the Portfolio's performance by evaluating the performance of the Fund. The Board compared the Fund's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024. For purposes of these comparisons the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data generally useful, they recognized its limitations, including that the data may vary depending on the end date selected and that the results of the performance comparisons may vary depending on the selection of the peer group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall financial market conditions. Among other information, the Board considered the following performance information in its evaluation of the Portfolio:

*Money Market Funds, Generally. The Board noted the relatively narrow range of returns in each Fund's Performance Group and Performance Universe. The Board also observed that several basis points of performance, whether from yield on portfolio investments or fees waived by service providers, accounted for substantial differences in performance relative to other funds in such Performance Group and Performance Universe during periods when preservation of capital and net asset value were generally considered by stockholders to have been more important than several basis points of yield.*

*State Street Institutional Treasury Money Market Fund and State Street Treasury Money Market Portfolio. The Board considered that the Fund's performance was above the medians of its Performance Group and Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was above the Benchmark for the 1-, 3-, 5- and 10-year periods.*

On the basis of the foregoing and other relevant information, the Board concluded that the performance of the Portfolio is satisfactory.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Portfolio and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Portfolio, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Portfolio and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to the Portfolio, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Portfolio, were reasonable in relation to the services provided.

<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the Portfolio and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the Portfolio and fund complex increase. The Board acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the management of the Portfolio or the fund complex taken as a whole. The Board concluded that, in light of the current size of the Portfolio and the fund complex, the level of profitability of the Adviser and its affiliates with respect to the Portfolio and the fund complex over various time periods, and the comparative management fee and expense ratio of the Fund during these periods, it does not appear that the Adviser or its affiliates has realized benefits from economies of scale in managing the assets of the Portfolio to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Portfolio at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees,

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[**Table of Contents**](#JOB_SSIIT_950077a6-d663-4917-8d82-df44783f2d4e_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY MONEY MARKET PORTFOLIO

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of the Portfolio and its shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

------

## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Institutional Investment Trust
State Street Federal Treasury Plus Money Market Fund

**The information contained in this report is intended for the general information of shareholders of the Fund. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Fund prospectus which contains important information concerning the Fund and the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-866-392-0869 or visiting *www.ssga.com*. Please read the prospectus carefully before investing in the Fund.**![](g52640img71b4b48c1.jpg)

------

**TABLE OF CONTENTS** (Unaudited)

---

| | |
|:---|:---|
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_11ac485f-e595-49d6-90cd-467f53e08bba_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_084dcfa4-0797-497d-b6e6-cd4d5bbfb681_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;2 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_0d6be3da-8eb3-4496-831a-e5f21be15b1b_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;3 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_104471db-ef80-4bdc-b7ca-49a79d7d1911_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;4 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_12dd1d55-8582-4698-bca6-d19f85b0ae15_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;5 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_2e500337-7ace-4976-8f14-516bdb40dca8_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;9 |

---

#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY PLUS MONEY MARKET FUND

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment in corresponding affiliated Portfolio, at value and cost<br>| &nbsp;&nbsp;&nbsp;&nbsp;$37667964 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for fund shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;37769464 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for fund shares repurchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215809 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shareholder servicing fee payable <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19171 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $37532693 |
| **NET ASSETS CONSIST OF:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in capital<br>| $37532678 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $37532693 |
| **Advantage Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$37532693 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37532678 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY PLUS MONEY MARKET FUND

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
|  | **For the Period<br> 1/6/25\*-<br> 6/30/25<br> (Unaudited)** |
| **INCOME AND EXPENSES ALLOCATED FROM AFFILIATED PORTFOLIO** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;$400548 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5253) |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENT INCOME (LOSS) ALLOCATED FROM AFFILIATED PORTFOLIO<br>**  | &nbsp;&nbsp;&nbsp;395295 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Advantage Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12855 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shareholder servicing fees |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Advantage Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22955 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5820 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;41630 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses waived/reimbursed by the Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11070) |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;30560 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $364735 |
| **REALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment in corresponding affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $364750 |

---

<br> \* For the period January 6, 2025 (commencement of operations) through June 30, 2025.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY PLUS MONEY MARKET FUND

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | |
|:---|:---|
|  | **For the Period<br> 1/6/25\*-<br> 6/30/25<br> (Unaudited)** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$364735 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364750 |
| **DISTRIBUTIONS TO SHAREHOLDERS:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Advantage Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(364735) |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |
| **Advantage Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55932156 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362826 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18762304) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from beneficial interest transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;37532678 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;37532693 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **NET ASSETS AT END OF PERIOD<br>**  | $37532693 |
| **SHARES OF BENEFICIAL INTEREST:** |  |
| **Advantage Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55932156 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362826 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18762304) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;&nbsp;37532678 |

---

<br> \* Commencement of operations.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY PLUS MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;**Advantage Class (a)** |
|  | &nbsp;&nbsp;**For the Period<br> 1/6/25\*-<br> 6/30/25<br> (Unaudited)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0192 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.0192 |
| **Distributions to shareholders from:** |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;(0.0192) |
| &nbsp;&nbsp;&nbsp;Total distributions<br>| &nbsp;&nbsp;&nbsp;(0.0192) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.94% |
| **Ratios and Supplemental Data:** |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$37533 |
| **Ratios to Average Net Assets:** |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.51%(d) |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.39%(d) |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.97%(d) |

---

\* Commencement of operations.

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY PLUS MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Institutional Investment Trust (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of thirty-one (31) series (and corresponding classes, each of which have the same rights and privileges, including voting rights), each of which represents a separate series of beneficial interest in the Trust. The Declaration of Trust permits the Board of Trustees of the Trust (the "Board" and each member thereof, a "Trustee") to authorize the issuance of an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate only to the following series (the "Fund"):

---

| | | | |
|:---|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Classes** | &nbsp;&nbsp;**Commencement<br> of Operations** | &nbsp;&nbsp;**Diversification<br> Classification** |
| State Street Federal Treasury Plus Money Market Fund | &nbsp;&nbsp;Advantage Class | &nbsp;&nbsp;January 06, 2025 | &nbsp;&nbsp;Diversified |

---

The Fund is part of a master-feeder structure and invests substantially all of its assets in the State Street Treasury Plus Money Market Portfolio (the "Portfolio"), a separate series of State Street Master Funds. The value of the Fund's investment in the Portfolio reflects the Fund's proportionate interest in the net assets of the Portfolio (0.06% at June 30, 2025). The performance of the Fund is directly affected by the performance of the Portfolio. The financial statements of the Portfolio, including its Schedule of Investments, are attached to this report and should be read in conjunction with the Fund's financial statements.

The Fund operates as a "government money market fund" within the meaning of Rule 2a-7 under the 1940 Act to comply with the amendments to Rule 2a-7. The Fund is not currently subject to liquidity fees during periods of high illiquidity in the markets for the investments it holds.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Fund has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through the Fund's investments in accordance with its investment objective. The Fund's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Fund's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Fund's Total Return is utilized by the CODM to compare results, including the impact of the Fund's costs, to the Fund's competitors and to the Fund's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Fund is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

#### Security Valuation
The Fund records its investments in its Portfolio at value (net asset value) each business day. The valuation policy of the Portfolio is discussed in Note 3 of the Portfolio's Notes to Financial Statements, which are attached to this report.

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY PLUS MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

The investments of the Portfolio are valued pursuant to the policy and procedures developed by the Oversight Committee (the "Committee") and approved by the Board. The Committee provides oversight of the valuation of investments for the Portfolio. The Board has responsibility for overseeing the determination of the fair value of investments.

The Portfolio's securities are recorded on the basis of amortized cost which approximates fair value as permitted by Rule 2a-7 under the 1940 Act. This method values a security at its cost on the date of purchase and, thereafter, assumes a constant amortization to maturity of any premiums or accretion of any discounts.

The summary of the inputs used for the Portfolio, as of June 30, 2025, in valuing the Portfolio's securities carried at fair value are discussed in Note 3 of the Portfolio's Notes to Financial Statements, which are attached to this report.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on the trade date for financial reporting purposes. Realized gains and losses from security transactions consist of the Fund's pro-rata share of its Portfolio's realized gains and losses. Net investment income consists of the Fund's pro-rata share of the net investment income of its Portfolio less expenses of the Fund.

#### Expenses
Certain expenses, which are directly identifiable to a specific Fund, are applied to that Fund within the Trust. Other expenses which cannot be attributed to a specific Fund are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Funds within the Trust. The Fund is allocated a pro-rata share of the expense of its Portfolio. Class specific expenses are borne by each class.

#### Distributions
Distributions from net investment income, if any, are declared daily and are payable as of the last business day of each month. Net realized capital gains, if any, are distributed annually, unless additional distributions are required for compliance with applicable tax regulations. The amount and character of income and capital gains to be distributed are determined in accordance with applicable tax regulations which may differ from net investment income and realized gains recognized for U.S. GAAP purposes.

4.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory Fee
The Fund pays no advisory fee directly to SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM"), for so long as assets of the Fund are invested in the Portfolio. The Portfolio retained SSGA FM, a subsidiary of State Street Corporation and an affiliate of State Street Bank and Trust Company ("State Street"), as its investment adviser. The Portfolio has entered into an investment advisory agreement with the Adviser, under which the Adviser directs the investments of the Portfolio in accordance with its investment objectives, policies, and limitations. In compensation for the Adviser's services as investment adviser, the Portfolio pays the Adviser a management fee at an annual rate of 0.05% of its average daily net assets.

#### The Administrator, Sub-Administrator and Custodian
The Adviser serves as administrator of the Fund. The Fund operates under what is essentially an all-in fee structure where the Fund will pay the Adviser a unitary operations and administration fee (the "Operations and Administration Fee") at an annual rate 0.14% of average daily net assets. The Adviser, in turn, provides or procures operational, fund administration and other administrative services for the Fund and its shareholders. The Adviser bears the cost of various third-party services required by the Fund, including audit, custodial, portfolio accounting, legal, transfer agency and printing costs (including those costs incurred indirectly through such Fund's investment in its corresponding master portfolio). The Fund bears other expenses that are not covered under the investment advisory fee or Operations and Administration Fee, such as 0.25% under the Shareholder Service and Administration Plan; organizational expenses; costs of borrowing money, including interest expense; investment advisory fees; extraordinary expenses (such as litigation and indemnification expenses); expenses incurred in preparing, printing, and mailing proxy statements and related materials (each a "Proxy") to shareholders of a Fund; associated expenses of conducting meetings of a Fund's shareholders in conjunction to a Proxy; and fees and expenses of the trustees who are not deemed to be "interested persons" (as defined in the 1940 Act) of the Trust

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY PLUS MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

and their counsel. Pursuant to the Operations and Administration Fee structure, the Adviser is responsible for bearing the costs of services provided by financial intermediaries, such as recordkeeping, sub-transfer agency, sub-accounting and other services to the extent these costs exceed 0.25% borne by the Fund under the Shareholder Service and Administration Plan discussed below. Any portion of such expenses may also be borne by the Adviser or its affiliates and out of its or their profits.

During the period ended June 30, 2025, SSGA FM voluntarily waived fees and reimbursed expenses in the amount of $11,070.

State Street serves as the sub- administrator and custodian for the Fund for a fee that is paid from the Operations and Administration Fee.

Pursuant to a Shareholder Service and Administration Plan adopted by the Board, the Fund may enter into agreements with intermediaries that require them to provide services to their customers who beneficially own Advantage Class shares of the Fund. The shareholder service and administration fee rate borne by the Advantage Class shares is an annual rate of up to 0.25%.

#### Distributor
State Street Global Advisors Funds Distributors, LLC ("SSGA FD" or the "Distributor"), an affiliate of the Adviser, serves as the distributor of the Fund.

5.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Fund. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

6.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code of 1986, as amended. The Fund will not be subject to federal income taxes to the extent it distributes its taxable income, including any net realized capital gains, for each fiscal year. Therefore, no provision for federal income tax is required.

The Fund will file federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction.

Distributions to shareholders are recorded on ex-dividend date. Income dividends and gain distributions are determined in accordance with income tax rules and regulations, which may differ from generally accepted accounting principles.

As of June 30, 2025, the cost of investments and other financial instruments for federal income tax purposes was substantially the same as cost for financial reporting purposes.

7.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Fund's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Fund's investments more than if the Fund was more broadly diversified.

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL TREASURY PLUS MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Market, Credit and Counterparty Risk
In the normal course of business, the Fund trades securities and enters into financial transactions where risk of potential loss exists due to changes in global economic conditions and fluctuations of the market (market risk). Additionally, the Fund may also be exposed to counterparty risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Fund has unsettled or open transactions defaults. The value of securities held by the Fund may decline in response to certain events, including those directly involving the companies whose securities are owned by the Fund; conditions affecting the general economy; overall market changes; local, regional or global political, social or economic instability; and currency and interest rate and price fluctuations (credit risk).

Financial assets, which potentially expose the Fund to market, credit and counterparty risks, consist principally of investments and cash due from counterparties. The extent of the Fund's exposure to market, credit and counterparty risks in respect to these financial assets approximates their value as recorded in the Fund's Statement of Assets and Liabilities, less any collateral held by the Fund.

The Fund's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. The Fund is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Fund and its investments.

8.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Fund through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET FEDERAL TREASURY PLUS MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

------

#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended, an investment advisory agreement between a mutual fund and its investment adviser must be approved by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of State Street Institutional Investment Trust (the "Trust"), including a majority of the Independent Trustees, met in person on May 8-9, 2024, to consider a proposal to approve the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser") on behalf of each of State Street Federal Government Money Market Fund, State Street Federal Treasury Plus Money Market Fund and State Street Federal Treasury Money Market Fund (each, a "New Fund" and collectively, the "New Funds"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel that is independent ("Independent Counsel") of the Adviser in connection with their consideration of approval of the Advisory Agreement. The Independent Trustees reviewed the proposed Advisory Agreement with respect to the New Funds in a private session with Independent Counsel at which no representatives of management were present. The Independent Trustees also took into account information regarding the Adviser and other service providers of the New Funds at meetings of the Board and its committees held throughout the year. At the April 3, 2024 and May 8-9, 2024 Board meetings, the Independent Trustees also considered the renewal of the investment advisory agreement with the Adviser on behalf of certain other funds in the fund complex (the "Other Funds"). The Independent Trustees considered, among other things, the following:

<u>Information about Comparable Fund Performance, Fees and Expenses</u>

• Information provided by the Adviser with respect to the proposed investment strategies for the New Funds

• The Adviser's significant experience in managing money market portfolios, including that each New Fund will operate as a feeder fund that invests in an existing money market master fund currently managed by the Adviser.

• A report prepared by an independent third-party provider of investment company data, which included:

o A comparison of each New Fund's estimated expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe"); and

o A comparison of each New Fund's contractual and estimated actual management fees to the contractual and actual management fees of the Expense Group and Expense Universe; and

• Profitability analyses for (a) the Adviser with respect to Other Funds and (b) affiliates of the Adviser that provide services to the Other Funds.

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services to be provided by the Adviser to the New Funds, as well as services provided to the Other Funds, including its investment strategies and processes;

• A presentation provided by the Adviser at the May 8-9, 2024, Board meeting regarding the New Funds' proposed investment strategies;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Portfolio.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment professionals who will be responsible for managing the New Funds;

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[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET FEDERAL TREASURY PLUS MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources to be devoted by the Adviser to overseeing compliance by the New Funds and their service providers, including the Adviser's record of compliance with investment policies and restrictions and other operating policies of the Other Funds;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's cybersecurity and risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of various services to be provided to the New Funds by SSGA FM in its capacity as administrator pursuant to an Operations and Administration Agreement;

• Information concerning the nature, extent, quality and cost of various non-investment management services to be provided to the New Funds by affiliates of SSGA FM, including the custodian, sub-administrator and fund accountant of the New Funds, and the role of SSGA FM in managing the New Funds' relationships with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the New Funds;

• Responses to a request for information reviewed by the Board and Independent Counsel requesting specific information regarding the Other Funds, certain of which was applicable to the New Funds, from each of:

o SSGA FM, in its capacity as the Other Funds' Adviser and Administrator, with respect to its operations relating to the Other Funds and its approximate profit margins before taxes from such operations for the calendar year ended December 31, 2023; and the relevant operations of other affiliated service providers to the Other Funds, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2023;

o State Street Bank and Trust Company ("State Street"), the sub-administrator, custodian and transfer agent for the Portfolio, with respect to its operations relating to the Portfolio; and

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Portfolio (the "Distributor"), with respect to its operations relating to the Portfolio;

In addition to the information identified above, the Board considered information provided from time to time by the Adviser and other service providers of the Other Funds throughout the year at meetings of the Board and its committees. At such meetings, the Board received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Other Funds and the investment strategies used in pursuing the Other Funds' investment objectives.

The Independent Trustees were assisted throughout the contract approval process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the New Funds.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, on May 9, 2024, the Board, including a majority of the Independent Trustees, voted to approve the Advisory Agreement with respect to the New Funds.

<u>Nature, Extent and Quality of Services</u>

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[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET FEDERAL TREASURY PLUS MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services to be provided to the New Funds by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments to be held by the New Funds, including the education, experience and number of investment professionals and other personnel who will provide portfolio management, investment research, and similar services to the New Funds. The Board considered the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing various funds that invest primarily in money market instruments. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the Adviser's risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services to be provided to the New Funds, including reputational and entrepreneurial risks. The Board considered the Adviser's success in maintaining the constant dollar value of other money market funds through extraordinary market conditions. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention to be devoted to the New Funds by senior management, as well as the Adviser's succession planning process

The Board had previously reviewed the compliance programs of the Adviser and various affiliated service providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to provide high quality investment management and related services for the New Funds.

<u>Fund Performance</u>

Because the New Funds have not yet commenced operations, the Board noted that it could not draw any conclusions regarding the performance of the New Funds. The Board, however, considered the Adviser's significant experience in managing money market fund portfolios, and noted that the New Funds will be managed by the same investment team as existing State Street money market funds and, as feeder funds, will invest in existing State Street money market master portfolios.

The Board also noted that it reviews at its regularly scheduled meetings information about the performance of the Other Funds, and concluded that it was generally satisfied with the performance of these Other Funds, including the money market funds managed by the Adviser.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual management fee rate to be paid by each New Fund. As part of its review, the Board considered each New Fund's contractual and actual management fee and total expense ratio, including the portion attributable to operations and administrative services provided by SSGA FM, as compared to each New Fund's Expense Group and Expense Universe. The Board also reviewed information provided by management which showed that the New Funds' estimated total expense ratios were in the range of those of key competitor funds.

<u>Profitability</u>

Because the New Funds have not yet commenced operations, the Board noted that it could not draw any conclusions regarding the profitability of the New Funds. The Board, however, reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Other Funds. The Board considered other direct and indirect benefits received by the Adviser and the affiliated service providers in connection with their relationships with the Other Funds, together with the profitability of each of the affiliated service providers with respect to their services to the Other Funds. The Board also considered the various risks borne by the Adviser and the affiliated service providers in connection with their various roles in servicing the New Funds and the Other Funds, reputational and entrepreneurial risk.

<u>Economies of Scale</u>

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[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET FEDERAL TREASURY PLUS MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

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In reviewing expected management fees and anticipated profitability with respect to the New Funds, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the New Funds and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the New Funds and fund complex increase. The Board acknowledged the difficulty in accurately measuring the expected benefits resulting from the economies of scale with respect to the management of the New Funds in view of the fact that the New Funds have not yet commenced operations. The Board concluded that, in light of the fact that the New Funds have not yet commenced operations, and the comparative management fee and expense ratio of the New Funds, it did not appear that the Adviser or its affiliates expected to realize benefits from economies of scale in managing the assets of the New Funds to such an extent that the proposed management fee should be reduced or that breakpoints in such fee should be implemented for the New Funds at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of their deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of each New Fund and its shareholders, and (2) the rates to be payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

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[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Master Funds
State Street Treasury Plus Money Market Portfolio

![](g52640img71b4b48c1.jpg)

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[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

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**TABLE OF CONTENTS** (Unaudited)

---

| | |
|:---|:---|
| **[Schedule of Investments (Unaudited) (N-CSR Item 6)](#xx_44ec29b3-5b48-47cf-9785-d6dab6f1e038_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_99f085a0-263d-4a5c-9f2a-c5124660925b_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_3b80381d-a9dd-478b-b999-9984c8c66a10_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_fad5a20b-b940-4f9f-9c2f-f4a13c2962fc_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_41425cbf-26f7-4ce9-abb2-525bfc2bd3ae_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;10 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_0ed43cf9-4a5b-4fb0-b9c6-d7b0324ed075_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;11 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_a8bd05b9-9727-4521-91b8-3f6e3d85f60f_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;15 |

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#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

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[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| **TREASURY DEBT—55.0%** |  |  |  |  |  |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;3.795% | &nbsp;&nbsp;10/02/2025 | &nbsp;&nbsp;10/02/2025 | &nbsp;&nbsp;$267900000 | &nbsp;&nbsp;$265139238 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.050% | &nbsp;&nbsp;10/23/2025 | &nbsp;&nbsp;10/23/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433922643 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/16/2025 | &nbsp;&nbsp;10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731690000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722860534 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565335061 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.080% | &nbsp;&nbsp;10/09/2025 | &nbsp;&nbsp;10/09/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106261893 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.085% | &nbsp;&nbsp;11/06/2025 | &nbsp;&nbsp;11/06/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173069215 |
| U.S. Treasury Bills (a)(b)<br>| &nbsp;&nbsp;4.095% | &nbsp;&nbsp;01/02/2026 | &nbsp;&nbsp;01/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1827310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1789209488 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.096% | &nbsp;&nbsp;09/25/2025 | &nbsp;&nbsp;09/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733612000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726435164 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.100% | &nbsp;&nbsp;09/18/2025 | &nbsp;&nbsp;09/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794546398 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554010860 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;12/26/2025 | &nbsp;&nbsp;12/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657038058 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.125% | &nbsp;&nbsp;07/10/2025 | &nbsp;&nbsp;07/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712804387 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.135% | &nbsp;&nbsp;07/03/2025 | &nbsp;&nbsp;07/03/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149965542 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.135% | &nbsp;&nbsp;09/04/2025 | &nbsp;&nbsp;09/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634791628 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.135% | &nbsp;&nbsp;11/20/2025 | &nbsp;&nbsp;11/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439347690 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.140% | &nbsp;&nbsp;12/11/2025 | &nbsp;&nbsp;12/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878167170 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.153% | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995630741 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.153% | &nbsp;&nbsp;12/04/2025 | &nbsp;&nbsp;12/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030050881 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.153% | &nbsp;&nbsp;12/18/2025 | &nbsp;&nbsp;12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969601481 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.165% | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095676271 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.173% | &nbsp;&nbsp;08/14/2025 | &nbsp;&nbsp;08/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801991530 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280188503 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;08/28/2025 | &nbsp;&nbsp;08/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411619000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408829470 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.190% | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734841256 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.195% | &nbsp;&nbsp;08/12/2025 | &nbsp;&nbsp;08/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1769730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1761032864 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;07/29/2025 | &nbsp;&nbsp;07/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364617543 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429947184 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.203% | &nbsp;&nbsp;08/21/2025 | &nbsp;&nbsp;08/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590865344 |
| U.S. Treasury Bills (a)(b)<br>| &nbsp;&nbsp;4.208% | &nbsp;&nbsp;10/28/2025 | &nbsp;&nbsp;10/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34641408 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.220% | &nbsp;&nbsp;10/14/2025 | &nbsp;&nbsp;10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230803789 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.235% | &nbsp;&nbsp;10/21/2025 | &nbsp;&nbsp;10/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327201381 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.248% | &nbsp;&nbsp;09/16/2025 | &nbsp;&nbsp;09/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587597480 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.250% | &nbsp;&nbsp;09/11/2025 | &nbsp;&nbsp;09/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29447550 |
| U.S. Treasury Bills (a)<br>| &nbsp;&nbsp;4.394% | &nbsp;&nbsp;08/19/2025 | &nbsp;&nbsp;08/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200721000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199520543 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.10% (c)<br>| &nbsp;&nbsp;4.379% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975844000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975789372 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.13% (c)<br>| &nbsp;&nbsp;4.406% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476998758 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.17% (c)<br>| &nbsp;&nbsp;4.410% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298902000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298862717 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.15% (c)<br>| &nbsp;&nbsp;4.431% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888093228 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.16% (c)<br>| &nbsp;&nbsp;4.441% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494501476 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.18% (c)<br>| &nbsp;&nbsp;4.463% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078388195 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.21% (c)<br>| &nbsp;&nbsp;4.486% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811464888 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.25% (c)<br>| &nbsp;&nbsp;4.526% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230698000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230720471 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.016% | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286394568 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.016% | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515458000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501489380 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.099% | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201851592 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.100% | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582478000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568106690 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.179% | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144723445 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.192% | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;$137770000 | &nbsp;&nbsp;$137803709 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.197% | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20805251 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.206% | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32827474 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.254% | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178840259 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.292% | &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910403000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907873487 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.294% | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54597129 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.297% | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61533415 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.298% | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250615187 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.313% | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44460000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43875175 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.332% | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44275454 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.342% | &nbsp;&nbsp;11/30/2025 | &nbsp;&nbsp;11/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41528004 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.436% | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586341783 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.438% | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85739775 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;5.024% | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119020919 |
| TOTAL TREASURY DEBT<br>|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;32998451989 |
| **TREASURY REPURCHASE AGREEMENTS—39.3%** |  |  |  |  |  |
| Agreement with Australia and New Zealand Banking Group, dated 06/30/2025 (collateralized by U.S. Treasury Notes, 0.500% – 4.625% due 08/15/2026 – 08/15/2054, valued at $917,711,752); expected proceeds $900,110,000<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000000 |
| Agreement with Bank of America and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Strips, 0.000% due 05/15/2047 - 02/15/2054, valued at $91,800,001); expected proceeds $90,010,975<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000000 |
| Agreement with Bank of Montreal and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bonds, 1.875% - 6.625% due 02/15/2027 - 02/15/2051, valued at $76,500,041); expected proceeds $75,009,125<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000000 |
| Agreement with Bank of Nova Scotia and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 07/03/2025 - 11/20/2025, U.S. Treasury Bonds, 2.000% - 4.750% due 05/15/2039 - 05/15/2055, U.S. Treasury Inflation Index Bonds, 0.750% - 2.375% due 02/15/2042 - 02/15/2055, U.S. Treasury Inflation Index Notes, 0.125% - 2.375% due 04/15/2027 - 01/15/2035 and U.S. Treasury Notes, 0.500% - 4.625% due 11/15/2025 - 05/15/2035, valued at $606,900,023); expected proceeds $595,072,557<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595000000 |
| Agreement with Barclays Capital, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Inflation Index Notes, 1.375% - 1.875% due 07/15/2033 - 07/15/2034, valued at $25,500,075); expected proceeds $25,003,049<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000000 |
| Agreement with BNP Paribas and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Inflation Index Note, 1.875% due 07/15/2034, a U.S. Treasury Note, 4.250% due 02/28/2029, U.S. Treasury Inflation Index Bonds, 1.000% - 1.500% due 02/15/2049 - 02/15/2053 and U.S. Treasury Strips, 0.000% due 05/15/2031 - 05/15/2055, valued at $153,000,000); expected proceeds $150,018,292<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Citigroup Global Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 03/19/2025 (collateralized by a U.S. Treasury Inflation Index Note, 2.125% due 04/15/2029 and U.S. Treasury Notes, 1.750% - 4.250% due 01/31/2029 - 03/31/2029, valued at $204,083,507); expected proceeds $202,886,667 (d)<br>| &nbsp;&nbsp;4.330% | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;$200000000 | &nbsp;&nbsp;$200000000 |
| Agreement with Citigroup Global Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 05/16/2025 (collateralized by a U.S. Treasury Bond, 5.375% due 02/15/2031 and U.S. Treasury Notes, 0.875% - 4.250% due 08/31/2030 - 09/30/2031, valued at $204,202,191); expected proceeds $202,882,445 (d)<br>| &nbsp;&nbsp;4.360% | &nbsp;&nbsp;09/12/2025 | &nbsp;&nbsp;09/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 |
| Agreement with Citigroup Global Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 3.125% - 3.500% due 08/31/2027 - 09/30/2029, valued at $464,100,075); expected proceeds $455,055,485<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455000000 |
| Agreement with Credit Agricole Corporate and Investment Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 4.125% - 4.625% due 09/15/2026 - 11/15/2027, valued at $132,600,060); expected proceeds $130,015,853<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000000 |
| Agreement with Deutsche Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Strip, 0.000% due 08/15/2029 and U.S. Treasury Bonds, 2.000% - 2.750% due 11/15/2047 - 08/15/2051, valued at $193,800,000); expected proceeds $190,023,169<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 05/06/2025 (collateralized by U.S. Treasury Bills, 0.000% due 05/14/2026, U.S. Treasury Bonds, 3.500% - 5.250% due 02/15/2029 - 08/15/2039 and U.S. Treasury Notes, 0.500% - 4.500% due 10/31/2025 - 11/15/2033, valued at $510,000,098); expected proceeds $507,173,056 (d)<br>| &nbsp;&nbsp;4.340% | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Bond, 5.375% due 02/15/2031, U.S. Treasury Bills, 0.000% due 07/10/2025 and U.S. Treasury Notes, 4.000% - 4.125% due 10/31/2029 - 02/28/2030, valued at $790,500,022); expected proceeds $775,094,292<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Note, 4.250% due 06/30/2031, valued at $153,000,012); expected proceeds $150,018,333<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 07/08/2025 - 02/19/2026, a U.S. Treasury Bond, 6.875% due 08/15/2025 and U.S. Treasury Notes, 0.250% - 5.000% due 09/30/2025 - 10/31/2028, valued at $2,040,000,087); expected proceeds $2,000,243,889<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 07/08/2025 - 05/14/2026, U.S. Treasury Bonds, 1.375% - 6.625% due 02/15/2027 - 08/15/2052 and U.S. Treasury Notes, 0.625% - 4.625% due 01/31/2026 - 02/15/2034, valued at $2,346,000,092); expected proceeds $2,300,281,111<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;$2300000000 | &nbsp;&nbsp;$2300000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Inflation Index Notes, 1.125% - 1.750% due 01/15/2033 - 01/15/2034, valued at $2,550,000,072); expected proceeds $2,500,304,861<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 0.625% - 3.875% due 05/31/2027 - 08/15/2030, valued at $408,000,024); expected proceeds $400,049,000<br>| &nbsp;&nbsp;4.410% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000000 |
| Agreement with Fixed Income Clearing Corp. and Northern Trust (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 1.250% - 3.625% due 05/31/2028, valued at $255,621,173); expected proceeds $250,030,417<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 |
| Agreement with Fixed Income Clearing Corp., dated 06/30/2025 (collateralized by U.S. Treasury Notes, 1.625% – 4.75% due 11/30/2026 – 05/15/2055, valued at $2,038,997,232); expected proceeds $2,000,244,444<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000000 |
| Agreement with Goldman Sachs & Co. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Bond, 3.000% due 05/15/2045, U.S. Treasury Notes, 2.250% - 3.375% due 09/15/2027 - 11/15/2027 and U.S. Treasury Strips, 0.000% due 11/15/2026 - 05/15/2048, valued at $1,102,620,002); expected proceeds $1,081,131,822<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081000000 |
| Agreement with HSBC Securities USA, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bonds, 1.750% - 4.750% due 08/15/2041 - 11/15/2053, U.S. Treasury Inflation Index Bonds, 1.000% - 2.125% due 02/15/2041 - 02/15/2048, U.S. Treasury Notes, 0.250% - 5.000% due 08/31/2025 - 05/31/2027 and U.S. Treasury Strips, 0.000% due 08/15/2025 - 02/15/2027, valued at $851,700,001); expected proceeds $835,101,824<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835000000 |
| Agreement with JP Morgan Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/23/2025 (collateralized by a U.S. Treasury Note, 4.500% due 11/15/2033, valued at $122,400,007); expected proceeds $120,205,333<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/07/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000000 |
| Agreement with JP Morgan Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bonds, 3.000% - 4.750% due 02/15/2041 - 02/15/2053, valued at $2,282,760,053); expected proceeds $2,238,272,912<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2238000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2238000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Mitsubishi UFJ Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 07/15/2025 - 12/26/2025, U.S. Treasury Bonds, 1.375% - 4.750% due 05/15/2040 - 05/15/2055, U.S. Treasury Inflation Index Bonds, 0.125% - 1.500% due 02/15/2044 - 02/15/2053, U.S. Treasury Inflation Index Notes, 0.125% - 1.375% due 07/15/2025 - 07/15/2033 and U.S. Treasury Notes, 0.250% - 4.875% due 09/30/2025 - 05/15/2035, valued at $510,000,023); expected proceeds $500,060,972<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;$500000000 | &nbsp;&nbsp;$500000000 |
| Agreement with Mitsubishi UFJ Securities, Inc., dated 06/30/2025 (collateralized by U.S. Treasury Inflation Index Notes, 0.125% – 3.875% due 07/15/2025 – 02/15/2047 and U.S. Treasury Notes, 1.125% – 4.750% due 05/15/2040 – 05/15/2054, valued at $1,085,406,564); expected proceeds $1,065,129,871<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065000000 |
| Agreement with Mizuho Securities USA, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 2.625% - 3.750% due 04/30/2027 - 07/31/2029, valued at $255,031,173); expected proceeds $250,030,486<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 |
| Agreement with National Australia Bank, Ltd., dated 06/30/2025 (collateralized by a U.S. Treasury Note, 2.250% due 08/15/2027, valued at $254,914,155); expected proceeds $250,030,417<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 |
| Agreement with Prudential Insurance Co., dated 06/30/2025 (collateralized by U.S. Treasury Notes, 2.250% – 4.125% due 11/30/2031 – 11/15/2052 and U.S. Treasury Strips, 0.000% due 02/15/2030 – 11/15/2044, valued at $139,886,991); expected proceeds $136,909,412<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136892681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136892681 |
| Agreement with Prudential Insurance Co., dated 06/30/2025 (collateralized by U.S. Treasury Notes, 3.000% – 3.125% due 08/15/2044 – 18/15/2048 and U.S. Treasury Strips, 0.000% due 08/15/2039 – 11/15/2052, valued at $317,629,254); expected proceeds $309,081,522<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309043750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309043750 |
| Agreement with Royal Bank of Canada and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Bond, 4.625% due 05/15/2044, a U.S. Treasury Strip, 0.000% due 05/15/2029, U.S. Treasury Bills, 0.000% due 07/03/2025, U.S. Treasury Inflation Index Bonds, 0.750% - 2.125% due 02/15/2041 - 02/15/2053, U.S. Treasury Inflation Index Notes, 0.875% - 1.875% due 04/15/2028 - 07/15/2034 and U.S. Treasury Notes, 0.375% - 4.875% due 11/30/2025 - 08/31/2031, valued at $525,300,000); expected proceeds $515,062,658<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515000000 |
| Agreement with Royal Bank of Canada and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 1.500% - 4.250% due 01/31/2027 - 04/30/2028, valued at $561,000,003); expected proceeds $550,067,222<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000000 |
| Agreement with Societe Generale and Bank of New York Mellon (Tri-Party), dated 03/26/2025 (collateralized by U.S. Treasury Bonds, 1.250% - 6.625% due 02/15/2026 - 02/15/20535, valued at $255,000,031); expected proceeds $253,608,333 (d)<br>| &nbsp;&nbsp;4.330% | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Societe Generale and Bank of New York Mellon (Tri-Party), dated 04/01/2025 (collateralized by a U.S. Treasury Note, 3.750% due 06/30/2027 and U.S. Treasury Bonds, 1.375% - 6.875% due 08/15/2025 - 02/15/2055, valued at $255,000,009); expected proceeds $253,608,333 (d)<br>| &nbsp;&nbsp;4.330% | &nbsp;&nbsp;07/30/2025 | &nbsp;&nbsp;07/30/2025 | &nbsp;&nbsp;$250000000 | &nbsp;&nbsp;$250000000 |
| Agreement with Societe Generale and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Bond, 4.375% due 08/15/2043, valued at $20,400,090); expected proceeds $20,002,439<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000000 |
| Agreement with Standard Chartered Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Inflation Index Bond, 2.000% due 01/15/2026, U.S. Treasury Bills, 0.000% due 07/10/2025, U.S. Treasury Bonds, 1.875% - 4.750% due 11/15/2041 - 05/15/2055, U.S. Treasury Inflation Index Notes, 0.125% - 1.875% due 07/15/2026 - 07/15/2034 and U.S. Treasury Notes, 0.375% - 4.875% due 12/31/2025 - 05/15/2034, valued at $657,900,016); expected proceeds $645,078,654<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000000 |
| Agreement with Toronto Dominion Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 0.375% - 4.875% due 02/28/2026 - 07/31/2027, valued at $51,000,065); expected proceeds $50,006,111<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000000 |
| Agreement with UBS Securities LLC and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 07/08/2025 - 11/20/2025, U.S. Treasury Bonds, 1.375% - 6.125% due 11/15/2027 - 05/15/2051, U.S. Treasury Inflation Index Bonds, 0.875% - 3.875% due 01/15/2028 - 02/15/2049, U.S. Treasury Inflation Index Notes, 0.125% - 1.625% due 10/15/2029 - 07/15/2031, U.S. Treasury Notes, 0.250% - 5.000% due 07/31/2025 - 06/30/2032 and U.S. Treasury Strips, 0.000% due 02/15/2026 - 02/15/2037, valued at $122,400,002); expected proceeds $120,014,633<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120000000 |
| Agreement with Wells Fargo Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Inflation Index Bonds, 0.125% - 2.375% due 02/15/2040 - 02/15/2055 and U.S. Treasury Inflation Index Notes, 0.125% - 2.375% due 10/15/2025 - 01/15/2035, valued at $510,062,192); expected proceeds $500,060,972<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 |
| TOTAL TREASURY REPURCHASE AGREEMENTS<br>|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;23569936431 |
| **TOTAL INVESTMENTS <sup>(e)(f)</sup>–94.3% <br>**  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**56568388420** |
| **Other Assets in Excess of Liabilities —5.7% <br>**  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3401589596** |
| **NET ASSETS –100.0% <br>**  |  |  |  |  | &nbsp;&nbsp;**$59969978016** |

---

(a) Rate shown is the discount rate at time of purchase.

(b) When-issued security.

(c) Variable Rate Security - Interest rate shown is rate in effect at June 30, 2025. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above.

(d) Illiquid security. These securities represent $1,400,000,000 or 2.3% of net assets as of June 30, 2025.

(e) Also represents the cost for federal tax purposes.

(f) Unless otherwise indicated, the values of the securities of the Portfolio are determined based on Level 2 inputs (Note 3).

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in unaffiliated issuers, at value and amortized cost.<br>| &nbsp;&nbsp;&nbsp;&nbsp;$32998451989 |
| &nbsp;&nbsp;&nbsp;&nbsp;Repurchase agreements, at value and amortized cost<br>| &nbsp;&nbsp;&nbsp;23569936431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments<br>| &nbsp;&nbsp;&nbsp;56568388420 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5019124565 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for investments sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220498453 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90054947 |
| &nbsp;&nbsp;&nbsp;&nbsp;Other receivable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;61899061084 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for investments purchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1924885643 |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory and administrator fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400656 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custody, sub-administration and transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609967 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12515 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100702 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30257 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;1929083068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $59969978016 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **INVESTMENT INCOME** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238519922 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory and administrator fee<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14104285 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian, sub-administrator and transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693076 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29355 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7519 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12927 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16161287 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $1222358635 |
| **REALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28483 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $1222387118 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$1222358635 | $2558755151 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61195) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222387118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2558693956 |
| **CAPITAL TRANSACTIONS** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Contributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124467259923 | &nbsp;&nbsp;&nbsp;&nbsp;217367694672 |
| &nbsp;&nbsp;&nbsp;&nbsp;Withdrawals<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(122235077982) | &nbsp;&nbsp;&nbsp;(209524911840) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from capital transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2232181941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7842782832 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3454569059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10401476788 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56515408957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46113932169 |
| **NET ASSETS AT END OF PERIOD<br>**  | $59969978016 | $56515408957 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/24** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/23** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/22** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/21** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/20** |
| **Total return (a)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.65% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.46% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$59969978 | &nbsp;&nbsp;$56515409 | &nbsp;&nbsp;$46113932 | &nbsp;&nbsp;$43687095 | &nbsp;&nbsp;$27061311 | &nbsp;&nbsp;$28049358 |
| **Ratios to average net assets:** |  |  |  |  |  |  |
| Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06%(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.31%(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.91% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.41% |

---

(a) Results represent past performance and are not indicative of future results. Total return for periods of less than one year are not annualized.

(b) Annualized.

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_24f1e9cf-077e-491b-87d0-f9d398d55733_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Master Funds (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of four (4) series, each of which represents a separate series of beneficial interest in the Trust. State Street Treasury Plus Money Market Portfolio (the "Portfolio") is authorized to issue an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate only to the Portfolio.

The Portfolio operates as a "government money market fund" within the meaning of Rule 2a-7 under the 1940 Act to comply with the amendments to Rule 2a-7. The Portfolio is not currently subject to liquidity fees during periods of high illiquidity in the markets for the investments it holds.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Portfolio has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through the Portfolio's investments in accordance with its investment objective. The Portfolio's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Portfolio's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Portfolio's Total Return is utilized by the CODM to compare results, including the impact of the Portfolio's costs, to the Portfolio's competitors and to the Portfolio's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Portfolio is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

#### Security Valuation
The investments of the Portfolio 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" and each member thereof, a "Trustee"). The Committee provides oversight of the valuation of investments for the Portfolio. The Board has responsibility for overseeing the determination of the fair value of investments.

The Portfolio's securities are recorded on the basis of amortized cost which approximates fair value as permitted by Rule 2a-7 under the 1940 Act. This method values a security at its cost on the date of purchase and, thereafter, assumes a constant amortization to maturity of any premiums or accretion of any discounts.

Because of the inherent uncertainties of valuation and under certain market conditions, the values reflected in the financial statements may differ from the value received upon actual sale of those investments and it is possible that the differences could be material.

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

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#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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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.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on trade date for financial reporting purposes. Realized gains and losses from the sale or disposition of investments are determined using the identified cost method. Interest income is recorded daily on an accrual basis. All premiums and discounts are amortized/accreted for financial reporting purposes.

All of the net investment income and realized gains and losses from the security transactions of the Portfolio are allocated pro rata among the partners in the Portfolio on a daily basis based on each partner's daily ownership percentage.

#### Expenses
Certain expenses, which are directly identifiable to a specific Portfolio, are applied to that Portfolio within the Trust. Other expenses which cannot be attributed to a specific Portfolio are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Portfolio within the Trust.

4.&nbsp;&nbsp;&nbsp;&nbsp;Securities and Other Investments

#### Repurchase Agreements
The Portfolio may enter into repurchase agreements under the terms of a Master Repurchase Agreement. A repurchase agreement customarily obligates the seller at the time it sells securities to the Portfolio to repurchase the securities at a mutually agreed upon price and time. During the term of a repurchase agreement, the value of the underlying securities held as collateral on behalf of the Portfolio including accrued interest, is required to exceed the value of the repurchase agreement, including accrued interest.

The Portfolio monitors, on a daily basis, the value of the collateral to ensure it is at least equal to the Portfolio's principal amount of the repurchase agreement (including accrued interest). The underlying securities are ordinarily United States Government or Government Agency securities, but may consist of other securities. The use of repurchase agreements involves certain risks including counterparty risks. In the event of a default by the counterparty, realization of the collateral proceeds could be delayed, during which the value of the collateral may decline.

As of June 30, 2025, the Portfolio had invested in repurchase agreements with the gross values of $23,569,936,431 and associated collateral equal to $24,042,727,168.

5.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory and Administrator Fee
The Trust has entered into an investment advisory agreement with SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM"), a subsidiary of State Street Corporation and an affiliate of State Street Bank and Trust Company ("State Street"), under which the Adviser directs the investments of the Portfolio in accordance with its investment objective, policies, and limitations. In compensation for the Adviser's services as investment adviser, the Portfolio pays the Adviser a management fee at an annual rate of 0.05% of its average daily net assets. SSGA FM also serves as administrator.

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#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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Each of the Adviser and State Street Global Advisors Funds Distributors, LLC (each a "Service Provider") also may voluntarily reduce all or a portion of its fees and/or reimburse expenses for the Portfolio to the extent necessary to maintain a certain minimum net yield, which may vary from time to time, in SSGA FM's sole discretion (any such waiver or reimbursement of expenses by a Service Provider being referred to herein as a "Voluntary Reduction"). The Adviser may, in its sole discretion, implement the Voluntary Reduction for some series of the Trust and not others. The amount of any Voluntary Reduction may differ between such series in the Adviser's sole discretion. The business objectives of the Adviser and its affiliates and their broader relationships with certain Portfolio shareholders, Financial Intermediaries or distribution channels could give the Adviser an incentive to implement the Voluntary Reduction for some series of the Trust and not others, or to implement it to a greater degree for some series or share classes than others. Under an agreement with the Service Providers relating to the Voluntary Reduction, the Portfolio has agreed to reimburse the Service Providers for the full dollar amount of any Voluntary Reduction beginning on May 1, 2020, subject to certain limitations. Each Service Provider may, in its sole discretion, irrevocably waive receipt of any or all reimbursement amounts due from the Portfolio.

A reimbursement to the Service Provider would increase fund expenses and may negatively impact a Portfolio's yield during such period. There is no guarantee that the Voluntary Reduction will be in effect at any given time or that a Portfolio will be able to avoid a negative yield.

There were no reimbursements for the period ended June 30, 2025.

#### Custodian, Sub-Administrator and Transfer Agent Fees
State Street serves as the custodian, sub-administrator and transfer agent to the Portfolio. For its services as custodian, sub-administrator and transfer agent, the Portfolio pays State Street an annual fee. The fees are accrued daily and paid monthly.

6.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trust's Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Portfolio. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

7.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Portfolio is not required to pay federal income taxes on its net investment income and net capital gains because it is treated as a partnership for federal income tax purposes. All interest, gains and losses of the Portfolio are deemed to have been "passed through" to the Portfolio's partners in proportion to their holdings in the Portfolio, regardless of whether such items have been distributed by the Portfolio. Each partner is responsible for its tax liability based on its distributive share; therefore, no provision has been made for federal income taxes.

The Portfolio files federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction. As of December 31, 2024, SSGA FM has analyzed the Portfolio's tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

As of June 30, 2025, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes.

8.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Portfolio's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Portfolio's investments more than if the Portfolio was more broadly diversified.

#### Market, Credit and Counterparty Risk
In the normal course of business, the Portfolio trades securities and enters into financial transactions where risk of potential loss exists due to changes in global economic conditions and fluctuations of the market (market risk). Additionally, the Portfolio may also be exposed to counterparty risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Portfolio has unsettled or open transactions defaults. The

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#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

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value of securities held by the Portfolio may decline in response to certain events, including those directly involving the companies whose securities are owned by the Portfolio; conditions affecting the general economy; overall market changes; local, regional or global political, social or economic instability; and currency and interest rate and price fluctuations (credit risk).

Financial assets, which potentially expose the Portfolio to market, credit and counterparty risks, consist principally of investments and cash due from counterparties. The extent of the Portfolio's exposure to market, credit and counterparty risks in respect to these financial assets approximates their value as recorded in the Portfolio's Statement of Assets and Liabilities, less any collateral held by the Portfolio.

The Portfolio's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. The Portfolio is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Portfolio and its investments.

9.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Portfolio through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

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#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT

#### June 30, 2025 (Unaudited)

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#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT<sup>1</sup>
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval*.*

Consistent with these requirements, the Board of Trustees (the "Board") of the State Street Master Funds (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street Treasury Plus Money Market Portfolio (the "Portfolio"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for the feeder fund for which the Portfolio serves as the master fund in a master-feeder structure (the "Fund"):

o Comparisons of the Fund's performance over the past one-, three-, five- and ten-year periods ended December 31, 2024, to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge") for the Fund (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Fund's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Fund's historical average net assets relative to its total expenses, management fees, and non-management expenses over the past five calendar years; and

o Comparisons of the Fund's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

*____________________________________*

*<sup>1</sup> Over the course of many years overseeing the Portfolio and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreement, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.*

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#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

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• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Fund; and

• Profitability analyses for (a) the Adviser with respect to the Portfolio and (b) affiliates of the Adviser that provide services to the Portfolio ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Portfolio.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolio of the Portfolio and for Portfolio operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Portfolio and its service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Portfolio;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Portfolio by SSGA FM in its capacity as the Portfolio's administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Portfolio by affiliates of the Adviser, including the custodian, sub-administrator, transfer agent and fund accountant of the Portfolio, and the role of the Adviser in managing the Portfolio's relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Portfolio;

• Responses to a request for information reviewed prior to the April 2, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of;

o SSGA FM, in its capacity as the Portfolio's Adviser and Administrator, with respect to its operations relating to the Portfolio and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other Affiliated Service Providers to the Portfolio, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator, custodian and transfer agent for the Portfolio, with respect to its operations relating to the Portfolio; and

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Portfolio (the "Distributor"), with respect to its operations relating to the Portfolio;

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#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

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• Information from SSGA FM, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel, with respect to the Fund.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser and other service providers of the Portfolio throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Portfolio and the investment strategies used in pursuing the Portfolio's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the Portfolio.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, at the meeting held on May 7-8, 2025 the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Portfolio.

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to the Portfolio by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by the Portfolio, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Portfolio. The Board evaluated the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing various funds that invest primarily in money market instruments. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Portfolio, including reputational and entrepreneurial risks. The Board considered the Adviser's success in maintaining the constant dollar value of the Portfolio through extraordinary market conditions. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Portfolio by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of SSGA FM and various Affiliated Service Providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Portfolio.

<u>Portfolio Performance</u>

The Board considered the Portfolio's performance by evaluating the performance of the Fund. The Board compared the Fund's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024. For purposes of these comparisons the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data generally useful, they recognized its limitations, including that the data may vary depending on the end date selected and that the results of the performance comparisons may vary depending on the selection of the peer

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#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

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group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall financial market conditions. Among other information, the Board considered the following performance information in its evaluation of the Portfolio:

*Money Market Funds, Generally. The Board noted the relatively narrow range of returns in each Fund's Performance Group and Performance Universe. The Board also observed that several basis points of performance, whether from yield on portfolio investments or fees waived by service providers, accounted for substantial differences in performance relative to other funds in such Performance Group and Performance Universe during periods when preservation of capital and net asset value were generally considered by stockholders to have been more important than several basis points of yield.*

*State Street Institutional Treasury Plus Money Market Fund and State Street Treasury Plus Money Market Portfolio. The Board considered that the Fund's performance was above the medians of its Performance Group and Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was above the Benchmark for the 1-, 3-, 5- and 10-year periods.*

On the basis of the foregoing and other relevant information, the Board concluded that the performance of the Portfolio is satisfactory.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual investment advisory fee rates payable by the Portfolio and actual fees paid by the Fund, net of waivers. As part of its review, the Board considered the Fund's management fee and total expense ratio, including the portion attributable to administrative services provided by SSGA FM (both before and after giving effect to any expense caps), as compared to its Expense Group and Expense Universe, as constructed by Broadridge, and the related Broadridge analysis for the Fund. The Board also considered the comparability of the fees charged and the services provided to the Fund by the Adviser to the fees charged and services provided to other clients of the Adviser, including institutional accounts. The Board considered the investment advisory fee in the context of the overall master-feeder arrangement with the Fund. Among other information, the Board considered the following expense information in its evaluation of the Portfolio:

*State Street Institutional Treasury Plus Money Market Fund and State Street Treasury Plus Money Market Portfolio. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.*

On the basis of the foregoing and other relevant information, and in light of the nature, extent and quality of the services provided by the Adviser, the Board concluded that the fees and the expense ratio of the Fund compare favorably to the fees and expenses of the Expense Group and Expense Universe and the fees and the expense ratio of the Portfolio are reasonable in relation to the services provided.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Portfolio and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Portfolio, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Portfolio and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to the Portfolio, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Portfolio, were reasonable in relation to the services provided.

<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the Portfolio and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the Portfolio and fund complex increase. The Board acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the management of the Portfolio or the fund complex taken as a whole. The Board concluded that, in light of the current size of the Portfolio and the fund complex, the level of profitability of the Adviser and its affiliates with respect to the Portfolio and the fund complex over various time periods, and the comparative management fee and

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#### STATE STREET MASTER FUNDS

#### STATE STREET TREASURY PLUS MONEY MARKET PORTFOLIO

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

------

expense ratio of the Fund during these periods, it does not appear that the Adviser or its affiliates has realized benefits from economies of scale in managing the assets of the Portfolio to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Portfolio at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of the Portfolio and its shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

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## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Institutional Investment Trust
State Street Federal Government Money Market Fund

**The information contained in this report is intended for the general information of shareholders of the Fund. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Fund prospectus which contains important information concerning the Fund and the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-866-392-0869 or visiting *www.ssga.com*. Please read the prospectus carefully before investing in the Fund.**![](g52640img7de7803a1.jpg)

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**TABLE OF CONTENTS** (Unaudited)

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| | |
|:---|:---|
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_31b5040c-2290-4a1e-91f3-6a3cdb513eb9_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_6fac0b96-4513-4f9c-89d8-0ed89b46c050_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;2 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_1c4d32cd-ad91-4be0-b31a-954cef65ab77_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;3 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_975eb395-0005-4049-919f-2227068da72f_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;4 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_67dda88b-76fe-408a-a405-d6e5b7aa8d22_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;5 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_8bb57c2e-9edd-4c54-8b9f-dec 7a1636adc_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;9 |

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#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL GOVERNMENT MONEY MARKET FUND

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment in corresponding affiliated Portfolio, at value and cost<br>| &nbsp;&nbsp;&nbsp;&nbsp;$112560070 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for fund shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable from Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2029 |
| &nbsp;&nbsp;&nbsp;&nbsp;Prepaid expenses and other assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;113188210 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for fund shares repurchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79106 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11511 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shareholder servicing fee payable <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49827 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distribution payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $113046926 |
| **NET ASSETS CONSIST OF:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in capital<br>| $113046821 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $113046926 |
| **Advantage Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets<br>| &nbsp;&nbsp;&nbsp;&nbsp;$113046926 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares Outstanding<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113046821 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net asset value, offering and redemption price per share<br>| $1.00 |

---

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL GOVERNMENT MONEY MARKET FUND

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
|  | **For the Period<br> 1/6/25\*-<br> 6/30/25<br> (Unaudited)** |
| **INCOME AND EXPENSES ALLOCATED FROM AFFILIATED PORTFOLIO** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;$985847 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses allocated from affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12579) |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENT INCOME (LOSS) ALLOCATED FROM AFFILIATED PORTFOLIO<br>**  | &nbsp;&nbsp;&nbsp;973268 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Administration fees |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Advantage Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31633 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shareholder servicing fees |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Advantage Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56401 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5820 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;93854 |
| &nbsp;&nbsp;&nbsp;&nbsp;Expenses waived/reimbursed by the Adviser<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18396) |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;75458 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $897810 |
| **REALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment in corresponding affiliated Portfolio<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $897877 |

---

<br> \* For the period January 6, 2025 (commencement of operations) through June 30, 2025.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL GOVERNMENT MONEY MARKET FUND

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | |
|:---|:---|
|  | **For the Period<br> 1/6/25\*-<br> 6/30/25<br> (Unaudited)** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$897810 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897877 |
| **DISTRIBUTIONS TO SHAREHOLDERS:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Advantage Class<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(897772) |
| **FROM BENEFICIAL INTEREST TRANSACTIONS:** |  |
| **Advantage Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137653371 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895900 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25502450) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) from capital share transactions<br>**  | &nbsp;&nbsp;&nbsp;113046821 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from beneficial interest transactions <br>**  | &nbsp;&nbsp;&nbsp;113046821 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;113046926 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **NET ASSETS AT END OF PERIOD<br>**  | $113046926 |
| **SHARES OF BENEFICIAL INTEREST:** |  |
| **Advantage Class** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137653371 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895900 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shares redeemed<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25502450) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) from share transactions<br>| &nbsp;&nbsp;&nbsp;113046821 |

---

<br> \* Commencement of operations.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL GOVERNMENT MONEY MARKET FUND

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;**Advantage Class (a)** |
|  | &nbsp;&nbsp;**For the Period<br> 1/6/25\*-<br> 6/30/25<br> (Unaudited)** |
| **Net asset value, beginning of period<br>**  | &nbsp;&nbsp;$1.0000 |
| **Income (loss) from investment operations:** |  |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.1927 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0000(b) |
| &nbsp;&nbsp;&nbsp;Total from investment operations<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.1927 |
| **Distributions to shareholders from:** |  |
| &nbsp;&nbsp;&nbsp;Net investment income<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.1927) |
| &nbsp;&nbsp;&nbsp;Total distributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;(0.1927) |
| **Net asset value, end of period<br>**  | &nbsp;&nbsp;$1.0000 |
| **Total return (c)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.83% |
| **Ratios and Supplemental Data:** |  |
| &nbsp;&nbsp;&nbsp;Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$113047 |
| **Ratios to Average Net Assets:** |  |
| &nbsp;&nbsp;&nbsp;Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.47%(d) |
| &nbsp;&nbsp;&nbsp;Net expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.39%(d) |
| &nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.98%(d) |

---

\* Commencement of operations.

(a) The per share amounts and percentages include the Fund's proportionate share of income and expenses of the affiliated Portfolio.

(b) Amount is less than $0.00005 per share.

(c) Total return is calculated assuming a purchase of shares at net asset value on the first day and a sale at net asset value on the last day of each period reported. Distributions are assumed, for the purpose of this calculation, to be reinvested at net asset value per share on the respective payment dates of the Fund. Total return for periods of less than one year are not annualized. Results represent past performance and are not indicative of future results.

(d) Annualized.

*See accompanying notes to financial statements and financial statements of the corresponding affiliated portfolio.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL GOVERNMENT MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Institutional Investment Trust (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of thirty-one (31) series (and corresponding classes, each of which have the same rights and privileges, including voting rights), each of which represents a separate series of beneficial interest in the Trust. The Declaration of Trust permits the Board of Trustees of the Trust (the "Board" and each member thereof, a "Trustee") to authorize the issuance of an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate only to the following series (the "Fund"):

---

| | | | |
|:---|:---|:---|:---|
| **Fund** | &nbsp;&nbsp;**Classes** | &nbsp;&nbsp;**Commencement<br> of Operations** | &nbsp;&nbsp;**Diversification<br> Classification** |
| State Street Federal Government Money Market Fund | &nbsp;&nbsp;Advantage Class | &nbsp;&nbsp;January 6, 2025 | &nbsp;&nbsp;Diversified |

---

The Fund is part of a master-feeder structure and invests substantially all of its assets in the State Street U.S. Government Money Market Portfolio (the "Portfolio"), a separate series of State Street Master Funds. The value of the Fund's investment in the Portfolio reflects the Fund's proportionate interest in the net assets of the Portfolio (0.07% at June 30, 2025). The performance of the Fund is directly affected by the performance of the Portfolio. The financial statements of the Portfolio, including its Schedule of Investments, are attached to this report and should be read in conjunction with the Fund's financial statements.

The Fund operates as a "government money market fund" within the meaning of Rule 2a-7 under the 1940 Act to comply with the amendments to Rule 2a-7. The Fund is not currently subject to liquidity fees during periods of high illiquidity in the markets for the investments it holds.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Fund has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through Fund's investments in accordance with its investment objective. The Fund's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Fund's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Fund's Total Return is utilized by the CODM to compare results, including the impact of the Fund's costs, to the Fund's competitors and to the Fund's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Fund is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

#### Security Valuation
The Fund records its investments in its Portfolio at value (net asset value) each business day. The valuation policy of the Portfolio is discussed in Note 3 of the Portfolio's Notes to Financial Statements, which are attached to this report.

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL GOVERNMENT MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

The investments of the Portfolio are valued pursuant to the policy and procedures developed by the Oversight Committee (the "Committee") and approved by the Board. The Committee provides oversight of the valuation of investments for the Portfolio. The Board has responsibility for overseeing the determination of the fair value of investments.

The Portfolio's securities are recorded on the basis of amortized cost which approximates fair value as permitted by Rule 2a-7 under the 1940 Act. This method values a security at its cost on the date of purchase and, thereafter, assumes a constant amortization to maturity of any premiums or accretion of any discounts.

The summary of the inputs used for the Portfolio, as of June 30, 2025, in valuing the Portfolio's securities carried at fair value are discussed in Note 3 of the Portfolio's Notes to Financial Statements, which are attached to this report.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on the trade date for financial reporting purposes. Realized gains and losses from security transactions consist of the Fund's pro-rata share of its Portfolio's realized gains and losses. Net investment income consists of the Fund's pro-rata share of the net investment income of its Portfolio less expenses of the Fund.

#### Expenses
Certain expenses, which are directly identifiable to a specific Fund, are applied to that Fund within the Trust. Other expenses which cannot be attributed to a specific Fund are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Funds within the Trust. The Fund is allocated a pro-rata share of the expense of its Portfolio. Class specific expenses are borne by each class.

#### Distributions
Distributions from net investment income, if any, are declared daily and are payable as of the last business day of each month. Net realized capital gains, if any, are distributed annually, unless additional distributions are required for compliance with applicable tax regulations. The amount and character of income and capital gains to be distributed are determined in accordance with applicable tax regulations which may differ from net investment income and realized gains recognized for U.S. GAAP purposes.

4.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory Fee
The Fund pays no advisory fee directly to SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM"), for so long as assets of the Fund are invested in the Portfolio. The Portfolio retained SSGA FM, a subsidiary of State Street Corporation and an affiliate of State Street Bank and Trust Company ("State Street"), as its investment adviser. The Portfolio has entered into an investment advisory agreement with the Adviser, under which the Adviser directs the investments of the Portfolio in accordance with its investment objectives, policies, and limitations. In compensation for the Adviser's services as investment adviser, the Portfolio pays the Adviser a management fee at an annual rate of 0.05% of its average daily net assets.

#### The Administrator, Sub-Administrator and Custodian
The Adviser serves as administrator of the Fund. The Fund operates under what is essentially an all-in fee structure where the Fund will pay the Adviser a unitary operations and administration fee (the "Operations and Administration Fee") at an annual rate 0.14% of average daily net assets. The Adviser, in turn, provides or procures operational, fund administration and other administrative services for the Fund and its shareholders. The Adviser bears the cost of various third-party services required by the Fund, including audit, custodial, portfolio accounting, legal, transfer agency and printing costs (including those costs incurred indirectly through such Fund's investment in its corresponding master portfolio). The Fund bears other expenses that are not covered under the investment advisory fee or Operations and Administration Fee, such as 0.25% under the Shareholder Service and Administration Plan; organizational expenses; costs of borrowing money, including interest expense; investment advisory fees; extraordinary expenses (such as litigation and indemnification expenses); expenses incurred in preparing, printing, and mailing proxy statements and related materials (each a "Proxy") to shareholders of a Fund; associated expenses of conducting meetings of a Fund's shareholders in conjunction to a Proxy; and fees and expenses of the trustees who are not deemed to be "interested persons" (as defined in the 1940 Act) of the Trust

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL GOVERNMENT MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

and their counsel. Pursuant to the Operations and Administration Fee structure, the Adviser is responsible for bearing the costs of services provided by financial intermediaries, such as recordkeeping, sub-transfer agency, sub-accounting and other services to the extent these costs exceed 0.25% borne by the Fund under the Shareholder Service and Administration Plan discussed below. Any portion of such expenses may also be borne by the Adviser or its affiliates and out of its or their profits.

During the period ended June 30, 2025, SSGA FM voluntarily waived fees and reduced expenses in the amount of $18,396.

State Street serves as the sub- administrator and custodian for the Fund for a fee that is paid from the Operations and Administration Fee.

Pursuant to a Shareholder Service and Administration Plan adopted by the Board, the Fund may enter into agreements with intermediaries that require them to provide services to their customers who beneficially own Advantage Class shares of the Fund. The shareholder service and administration fee rate borne by the Advantage Class shares is an annual rate of up to 0.25%.

#### Distributor
State Street Global Advisors Funds Distributors, LLC ("SSGA FD" or the "Distributor"), an affiliate of the Adviser, serves as the distributor of the Fund.

5.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Fund. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

6.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code of 1986, as amended. The Fund will not be subject to federal income taxes to the extent it distributes its taxable income, including any net realized capital gains, for each fiscal year. Therefore, no provision for federal income tax is required.

The Fund will file federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction.

Distributions to shareholders are recorded on ex-dividend date. Income dividends and gain distributions are determined in accordance with income tax rules and regulations, which may differ from generally accepted accounting principles.

As of June 30, 2025, the cost of investments and other financial instruments for federal income tax purposes was substantially the same as cost for financial reporting purposes.

7.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Fund's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Fund's investments more than if the Fund was more broadly diversified.

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET INSTITUTIONAL INVESTMENT TRUST

#### STATE STREET FEDERAL GOVERNMENT MONEY MARKET FUND

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

#### Market, Credit and Counterparty Risk
In the normal course of business, the Fund trades securities and enters into financial transactions where risk of potential loss exists due to changes in global economic conditions and fluctuations of the market (market risk). Additionally, the Fund may also be exposed to counterparty risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Fund has unsettled or open transactions defaults. The value of securities held by the Fund may decline in response to certain events, including those directly involving the companies whose securities are owned by the Fund; conditions affecting the general economy; overall market changes; local, regional or global political, social or economic instability; and currency and interest rate and price fluctuations (credit risk).

Financial assets, which potentially expose the Fund to market, credit and counterparty risks, consist principally of investments and cash due from counterparties. The extent of the Fund's exposure to market, credit and counterparty risks in respect to these financial assets approximates their value as recorded in the Fund's Statement of Assets and Liabilities, less any collateral held by the Fund.

The Fund's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. The Fund is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Fund and its investments.

8.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Fund through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET FEDERAL GOVERNMENT MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract

#### June 30, 2025 (Unaudited)

------

#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended, an investment advisory agreement between a mutual fund and its investment adviser must be approved by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of State Street Institutional Investment Trust (the "Trust"), including a majority of the Independent Trustees, met in person on May 8-9, 2024, to consider a proposal to approve the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser") on behalf of each of State Street Federal Government Money Market Fund, State Street Federal Treasury Plus Money Market Fund and State Street Federal Treasury Money Market Fund (each, a "New Fund" and collectively, the "New Funds"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel that is independent ("Independent Counsel") of the Adviser in connection with their consideration of approval of the Advisory Agreement. The Independent Trustees reviewed the proposed Advisory Agreement with respect to the New Funds in a private session with Independent Counsel at which no representatives of management were present. The Independent Trustees also took into account information regarding the Adviser and other service providers of the New Funds at meetings of the Board and its committees held throughout the year. At the April 3, 2024 and May 8-9, 2024 Board meetings, the Independent Trustees also considered the renewal of the investment advisory agreement with the Adviser on behalf of certain other funds in the fund complex (the "Other Funds"). The Independent Trustees considered, among other things, the following:

<u>Information about Comparable Fund Performance, Fees and Expenses</u>

• Information provided by the Adviser with respect to the proposed investment strategies for the New Funds

• The Adviser's significant experience in managing money market portfolios, including that each New Fund will operate as a feeder fund that invests in an existing money market master fund currently managed by the Adviser.

• A report prepared by an independent third-party provider of investment company data, which included:

o A comparison of each New Fund's estimated expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe"); and

o A comparison of each New Fund's contractual and estimated actual management fees to the contractual and actual management fees of the Expense Group and Expense Universe; and

• Profitability analyses for (a) the Adviser with respect to Other Funds and (b) affiliates of the Adviser that provide services to the Other Funds.

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services to be provided by the Adviser to the New Funds, as well as services provided to the Other Funds, including its investment strategies and processes;

• A presentation provided by the Adviser at the May 8-9, 2024, Board meeting regarding the New Funds' proposed investment strategies;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Portfolio.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment professionals who will be responsible for managing the New Funds;

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET FEDERAL GOVERNMENT MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources to be devoted by the Adviser to overseeing compliance by the New Funds and their service providers, including the Adviser's record of compliance with investment policies and restrictions and other operating policies of the Other Funds;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's cybersecurity and risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of various services to be provided to the New Funds by SSGA FM in its capacity as administrator pursuant to an Operations and Administration Agreement;

• Information concerning the nature, extent, quality and cost of various non-investment management services to be provided to the New Funds by affiliates of SSGA FM, including the custodian, sub-administrator and fund accountant of the New Funds, and the role of SSGA FM in managing the New Funds' relationships with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the New Funds;

• Responses to a request for information reviewed by the Board and Independent Counsel requesting specific information regarding the Other Funds, certain of which was applicable to the New Funds, from each of:

o SSGA FM, in its capacity as the Other Funds' Adviser and Administrator, with respect to its operations relating to the Other Funds and its approximate profit margins before taxes from such operations for the calendar year ended December 31, 2023; and the relevant operations of other affiliated service providers to the Other Funds, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2023;

o State Street Bank and Trust Company ("State Street"), the sub-administrator, custodian and transfer agent for the Portfolio, with respect to its operations relating to the Portfolio; and

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Portfolio (the "Distributor"), with respect to its operations relating to the Portfolio;

In addition to the information identified above, the Board considered information provided from time to time by the Adviser and other service providers of the Other Funds throughout the year at meetings of the Board and its committees. At such meetings, the Board received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Other Funds and the investment strategies used in pursuing the Other Funds' investment objectives.

The Independent Trustees were assisted throughout the contract approval process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the New Funds.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, on May 9, 2024, the Board, including a majority of the Independent Trustees, voted to approve the Advisory Agreement with respect to the New Funds.

<u>Nature, Extent and Quality of Services</u>

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET FEDERAL GOVERNMENT MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services to be provided to the New Funds by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments to be held by the New Funds, including the education, experience and number of investment professionals and other personnel who will provide portfolio management, investment research, and similar services to the New Funds. The Board considered the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing various funds that invest primarily in money market instruments. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the Adviser's risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services to be provided to the New Funds, including reputational and entrepreneurial risks. The Board considered the Adviser's success in maintaining the constant dollar value of other money market funds through extraordinary market conditions. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention to be devoted to the New Funds by senior management, as well as the Adviser's succession planning process

The Board had previously reviewed the compliance programs of the Adviser and various affiliated service providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to provide high quality investment management and related services for the New Funds.

<u>Fund Performance</u>

Because the New Funds have not yet commenced operations, the Board noted that it could not draw any conclusions regarding the performance of the New Funds. The Board, however, considered the Adviser's significant experience in managing money market fund portfolios, and noted that the New Funds will be managed by the same investment team as existing State Street money market funds and, as feeder funds, will invest in existing State Street money market master portfolios.

The Board also noted that it reviews at its regularly scheduled meetings information about the performance of the Other Funds, and concluded that it was generally satisfied with the performance of these Other Funds, including the money market funds managed by the Adviser.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual management fee rate to be paid by each New Fund. As part of its review, the Board considered each New Fund's contractual and actual management fee and total expense ratio, including the portion attributable to operations and administrative services provided by SSGA FM, as compared to each New Fund's Expense Group and Expense Universe. The Board also reviewed information provided by management which showed that the New Funds' estimated total expense ratios were in the range of those of key competitor funds.

<u>Profitability</u>

Because the New Funds have not yet commenced operations, the Board noted that it could not draw any conclusions regarding the profitability of the New Funds. The Board, however, reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Other Funds. The Board considered other direct and indirect benefits received by the Adviser and the affiliated service providers in connection with their relationships with the Other Funds, together with the profitability of each of the affiliated service providers with respect to their services to the Other Funds. The Board also considered the various risks borne by the Adviser and the affiliated service providers in connection with their various roles in servicing the New Funds and the Other Funds, reputational and entrepreneurial risk.

<u>Economies of Scale</u>

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET FEDERAL GOVERNMENT MONEY MARKET FUND

#### Statement Regarding Basis for Approval of Investment Advisory Contract (continued)

#### June 30, 2025 (Unaudited)

------

In reviewing expected management fees and anticipated profitability with respect to the New Funds, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the New Funds and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the New Funds and fund complex increase. The Board acknowledged the difficulty in accurately measuring the expected benefits resulting from the economies of scale with respect to the management of the New Funds in view of the fact that the New Funds have not yet commenced operations. The Board concluded that, in light of the fact that the New Funds have not yet commenced operations, and the comparative management fee and expense ratio of the New Funds, it did not appear that the Adviser or its affiliates expected to realize benefits from economies of scale in managing the assets of the New Funds to such an extent that the proposed management fee should be reduced or that breakpoints in such fee should be implemented for the New Funds at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of their deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of each New Fund and its shareholders, and (2) the rates to be payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

## Semi-Annual Financial Statements and Other Information
June 30, 2025

## State Street Master Funds
State Street U.S. Government Money Market Portfolio

**The information contained in this report is intended for the general information of shareholders of the Portfolio and shareholders of any fund invested in the Portfolio. Interests in the Portfolio are offered solely to eligible investors in private placement transactions that do not involve any "public offering" within the meaning of Section 4(a)(2) of the 1933 Act. This report is not authorized for distribution (i) to prospective investors in any fund invested in the Portfolio unless preceded or accompanied by a current offering document for such fund or (ii) to prospective eligible investors in the Portfolio unless preceded or accompanied by a current offering document of the Portfolio. Eligible investors in the Portfolio may obtain a current Portfolio offering document by calling 1-866-392-0869. Please read the offering document carefully before investing in the Portfolio.**![](g52640img7de7803a1.jpg)

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

------

**TABLE OF CONTENTS** (Unaudited)

---

| | |
|:---|:---|
| **[Schedule of Investments (Unaudited) (N-CSR Item 6)](#xx_010cdd33-0d25-4065-aa79-3d0eb16781aa_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Statement of Assets and Liabilities (Unaudited) (N-CSR Item 7)](#xx_f8109383-9809-405b-a016-87ad8f8f3a88_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;12 |
| **[Statement of Operations (Unaudited) (N-CSR Item 7)](#xx_b4814c18-f980-4434-a565-e48fd854be12_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;13 |
| **[Statements of Changes in Net Assets (Unaudited) (N-CSR Item 7)](#xx_430a3f7b-83f8-4368-9455-69ee0030d39a_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;14 |
| **[Financial Highlights (Unaudited) (N-CSR Item 7)](#xx_54beaeeb-225c-4cbd-80f7-39aedb909302_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;15 |
| **[Notes to Financial Statements (Unaudited) (N-CSR Item 7)](#xx_dc2de2cb-13c8-47b7-af8d-2ac2eca9e4ee_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;16 |
| **[Statement Regarding Basis for Approval of Investment Advisory Contract (Unaudited) (N-CSR Item 11)](#xx_bb2f9f32-eea8-4906-b354-86d2a9d66737_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;20 |

---

#### Changes in and Disagreements with Accountants for Open-End Management Investment Companies (N-CSR Item 8) - Not Applicable

#### Proxy Disclosures for Open-End Management Investment Companies (N-CSR Item 9) - Not Applicable
**Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies (N-CSR Item 10) - Please see Statement of Operations in the Financial Statements under Item 7 above**

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| **GOVERNMENT AGENCY DEBT—11.7%** |  |  |  |  |  |
| Federal Farm Credit Banks Funding Corp., Fed Funds Rate + 0.05% (a)<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;09/17/2026 | &nbsp;&nbsp;$85600000 | &nbsp;&nbsp;$85600000 |
| Federal Farm Credit Banks Funding Corp., 3 mo. Treasury money market yield + 0.12% (a)<br>| &nbsp;&nbsp;4.401% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;11/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 |
| Federal Farm Credit Banks Funding Corp., 3 mo. Treasury money market yield + 0.12% (a)<br>| &nbsp;&nbsp;4.401% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000000 |
| Federal Farm Credit Banks Funding Corp., 3 mo. Treasury money market yield + 0.12% (a)<br>| &nbsp;&nbsp;4.401% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.07% (a)<br>| &nbsp;&nbsp;4.460% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;12/07/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119100000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.07% (a)<br>| &nbsp;&nbsp;4.460% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287686000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287686000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.08% (a)<br>| &nbsp;&nbsp;4.465% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;11/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133200000 |
| Federal Farm Credit Banks Funding Corp., 3 mo. Treasury money market yield + 0.19% (a)<br>| &nbsp;&nbsp;4.471% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;02/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249992821 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.09% (a)<br>| &nbsp;&nbsp;4.475% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301200000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.09% (a)<br>| &nbsp;&nbsp;4.480% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156200000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.10% (a)<br>| &nbsp;&nbsp;4.485% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;02/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225300000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.10% (a)<br>| &nbsp;&nbsp;4.490% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613500000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.10% (a)<br>| &nbsp;&nbsp;4.490% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47392440 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.10% (a)<br>| &nbsp;&nbsp;4.490% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;06/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76100000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.11% (a)<br>| &nbsp;&nbsp;4.495% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;03/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450377034 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.11% (a)<br>| &nbsp;&nbsp;4.495% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;05/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33200000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.11% (a)<br>| &nbsp;&nbsp;4.500% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94700000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.12% (a)<br>| &nbsp;&nbsp;4.505% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/08/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28550000 |
| Federal Farm Credit Banks Funding Corp., Fed Funds Rate + 0.18% (a)<br>| &nbsp;&nbsp;4.510% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;11/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189700000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.12% (a)<br>| &nbsp;&nbsp;4.510% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417948000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417948000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.12% (a)<br>| &nbsp;&nbsp;4.510% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;05/08/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30002236 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.515% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.515% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270800000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.515% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94900000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.515% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;09/08/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66400000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.515% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/06/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.520% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;02/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.520% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;08/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33100000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.520% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;11/02/2026 | &nbsp;&nbsp;$175000000 | &nbsp;&nbsp;$175000000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.520% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;02/03/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106100000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;03/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259330110 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;09/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246900000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404987139 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;12/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247463765 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/08/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339842284 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;09/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129320000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590600000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243700000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;11/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57277000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57277000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;12/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62200000 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.20% (a)<br>| &nbsp;&nbsp;4.585% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;05/03/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56493763 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.20% (a)<br>| &nbsp;&nbsp;4.590% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;03/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46677670 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.27% (a)<br>| &nbsp;&nbsp;4.660% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;12/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28584991 |
| Federal Farm Credit Banks Funding Corp., SOFR + 0.35% (a)<br>| &nbsp;&nbsp;4.740% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;11/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14115972 |
| Federal Farm Credit Discount Notes (b)<br>| &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24658847 |
| Federal Farm Credit Discount Notes (b)<br>| &nbsp;&nbsp;4.160% | &nbsp;&nbsp;11/26/2025 | &nbsp;&nbsp;11/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39315911 |
| Federal Home Loan Bank Discount Notes (b)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;08/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266363305 |
| Federal Home Loan Bank Discount Notes (b)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177588410 |
| Federal Home Loan Bank Discount Notes (b)<br>| &nbsp;&nbsp;4.110% | &nbsp;&nbsp;11/21/2025 | &nbsp;&nbsp;11/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440686027 |
| Federal Home Loan Bank Discount Notes (b)<br>| &nbsp;&nbsp;4.110% | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616313192 |
| Federal Home Loan Bank Discount Notes (b)<br>| &nbsp;&nbsp;4.163% | &nbsp;&nbsp;11/26/2025 | &nbsp;&nbsp;11/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44622999 |
| Federal Home Loan Banks<br>| &nbsp;&nbsp;4.388% | &nbsp;&nbsp;01/09/2026 | &nbsp;&nbsp;01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970407455 |
| Federal Home Loan Banks, SOFR + 0.04% (a)<br>| &nbsp;&nbsp;4.425% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;05/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143000000 |
| Federal Home Loan Banks, SOFR + 0.04% (a)<br>| &nbsp;&nbsp;4.430% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53400000 |
| Federal Home Loan Banks, SOFR + 0.09% (a)<br>| &nbsp;&nbsp;4.480% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482030000 |
| Federal Home Loan Banks, SOFR + 0.10% (a)<br>| &nbsp;&nbsp;4.485% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;03/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189700000 |
| Federal Home Loan Banks, SOFR + 0.11% (a)<br>| &nbsp;&nbsp;4.500% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 |
| Federal Home Loan Banks, SOFR + 0.11% (a)<br>| &nbsp;&nbsp;4.500% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 |
| Federal Home Loan Banks, SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.520% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;02/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120520000 |
| Federal Home Loan Banks, SOFR + 0.13% (a)<br>| &nbsp;&nbsp;4.520% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;02/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384760000 |
| Federal Home Loan Banks, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192600000 |
| Federal Home Loan Banks, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163700000 |
| Federal Home Loan Banks, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;09/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185000727 |
| Federal Home Loan Banks, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473200000 |
| Federal Home Loan Banks, SOFR + 0.16% (a)<br>| &nbsp;&nbsp;4.550% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678472223 |

---

*See accompanying notes to financial statements.*

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[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Banks, SOFR + 0.18% (a)<br>| &nbsp;&nbsp;4.570% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;12/02/2026 | &nbsp;&nbsp;$750000000 | &nbsp;&nbsp;$750000000 |
| Federal Home Loan Banks, SOFR + 0.20% (a)<br>| &nbsp;&nbsp;4.590% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;12/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47035455 |
| Federal Home Loan Mortgage Corp., SOFR + 0.09% (a)<br>| &nbsp;&nbsp;4.480% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26109172 |
| Federal Home Loan Mortgage Corp., SOFR + 0.11% (a)<br>| &nbsp;&nbsp;4.500% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;03/05/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591300000 |
| Federal Home Loan Mortgage Corp., SOFR + 0.11% (a)<br>| &nbsp;&nbsp;4.500% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;05/07/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177400000 |
| Federal Home Loan Mortgage Corp., SOFR + 0.12% (a)<br>| &nbsp;&nbsp;4.505% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705628289 |
| Federal Home Loan Mortgage Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;09/04/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599300000 |
| Federal Home Loan Mortgage Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;09/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578000000 |
| Federal Home Loan Mortgage Corp., SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416342259 |
| Federal National Mortgage Association, SOFR + 0.12% (a)<br>| &nbsp;&nbsp;4.510% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536849752 |
| Federal National Mortgage Association, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.525% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;08/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589200000 |
| Federal National Mortgage Association, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;09/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530798611 |
| Federal National Mortgage Association, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91700000 |
| Federal National Mortgage Association, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713504000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713870775 |
| Federal National Mortgage Association, SOFR + 0.14% (a)<br>| &nbsp;&nbsp;4.530% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;12/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126100000 |
| TOTAL GOVERNMENT AGENCY DEBT<br>|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;19969624634 |
| **TREASURY DEBT—45.8%** |  |  |  |  |  |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;3.795% | &nbsp;&nbsp;10/02/2025 | &nbsp;&nbsp;10/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792674037 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.060% | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;10/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786001091 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.080% | &nbsp;&nbsp;10/09/2025 | &nbsp;&nbsp;10/09/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318113387 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.085% | &nbsp;&nbsp;11/06/2025 | &nbsp;&nbsp;11/06/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3212841697 |
| U.S. Treasury Bills (b)(c)<br>| &nbsp;&nbsp;4.095% | &nbsp;&nbsp;01/02/2026 | &nbsp;&nbsp;01/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5538590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5423106403 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.096% | &nbsp;&nbsp;09/25/2025 | &nbsp;&nbsp;09/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907533200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888872037 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.100% | &nbsp;&nbsp;09/18/2025 | &nbsp;&nbsp;09/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2566935070 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855382012 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.105% | &nbsp;&nbsp;12/26/2025 | &nbsp;&nbsp;12/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833634452 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.125% | &nbsp;&nbsp;07/10/2025 | &nbsp;&nbsp;07/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1677910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1676181469 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.135% | &nbsp;&nbsp;07/03/2025 | &nbsp;&nbsp;07/03/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48988744 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.135% | &nbsp;&nbsp;09/04/2025 | &nbsp;&nbsp;09/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1979610000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964642446 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.140% | &nbsp;&nbsp;11/20/2025 | &nbsp;&nbsp;11/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286309781 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.140% | &nbsp;&nbsp;12/11/2025 | &nbsp;&nbsp;12/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2561380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2513290754 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.153% | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;11/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2823970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775056103 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.153% | &nbsp;&nbsp;12/04/2025 | &nbsp;&nbsp;12/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3135660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079222964 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.155% | &nbsp;&nbsp;12/18/2025 | &nbsp;&nbsp;12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2868088198 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.165% | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;07/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519895406 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.173% | &nbsp;&nbsp;08/14/2025 | &nbsp;&nbsp;08/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3298038000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3281024517 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;07/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891734459 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;08/28/2025 | &nbsp;&nbsp;08/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295371000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286595909 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.190% | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2115292974 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.195% | &nbsp;&nbsp;08/12/2025 | &nbsp;&nbsp;08/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5297920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5271883978 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;07/29/2025 | &nbsp;&nbsp;07/29/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101248417 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;08/05/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305071000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299741960 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.203% | &nbsp;&nbsp;08/21/2025 | &nbsp;&nbsp;08/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2639466184 |
| U.S. Treasury Bills (b)(c)<br>| &nbsp;&nbsp;4.208% | &nbsp;&nbsp;10/28/2025 | &nbsp;&nbsp;10/28/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97870000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96508812 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.220% | &nbsp;&nbsp;10/14/2025 | &nbsp;&nbsp;10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685714816 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.235% | &nbsp;&nbsp;10/21/2025 | &nbsp;&nbsp;10/21/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900082576 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.248% | &nbsp;&nbsp;09/16/2025 | &nbsp;&nbsp;09/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1869970000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1852996154 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.250% | &nbsp;&nbsp;09/11/2025 | &nbsp;&nbsp;09/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84267585 |
| U.S. Treasury Bills (b)<br>| &nbsp;&nbsp;4.394% | &nbsp;&nbsp;08/19/2025 | &nbsp;&nbsp;08/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631674000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627896133 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.10% (a)<br>| &nbsp;&nbsp;4.379% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/31/2027 | &nbsp;&nbsp;$1798890000 | &nbsp;&nbsp;$1798797904 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.17% (a)<br>| &nbsp;&nbsp;4.410% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731684000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731569421 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.15% (a)<br>| &nbsp;&nbsp;4.431% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712182900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712174799 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.16% (a)<br>| &nbsp;&nbsp;4.441% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;04/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611070000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611079442 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.18% (a)<br>| &nbsp;&nbsp;4.463% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2084470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082897960 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.21% (a)<br>| &nbsp;&nbsp;4.486% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634946986 |
| U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.25% (a)<br>| &nbsp;&nbsp;4.526% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;01/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530243800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530252079 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.020% | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;04/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1873537101 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.100% | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1909148000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879887113 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.180% | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423879864 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.190% | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430065200 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64908457 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.210% | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98280000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96134808 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.250% | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492096149 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.290% | &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;08/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2728515731 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.290% | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;02/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169790000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165654872 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.300% | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;09/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873756000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866725758 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.310% | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132997243 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.330% | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;10/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134209343 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.340% | &nbsp;&nbsp;11/30/2025 | &nbsp;&nbsp;11/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139014000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139309216 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;4.440% | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;07/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050567000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2044613310 |
| U.S. Treasury Notes<br>| &nbsp;&nbsp;5.020% | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;07/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326135904 |
| TOTAL TREASURY DEBT<br>|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;78444079185 |
| **GOVERNMENT AGENCY REPURCHASE AGREEMENTS—17.7%** |  |  |  |  |  |
| Agreement with Bank of Montreal and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Government National Mortgage Associations, 3.500% - 7.000% due 07/20/2044 - 06/20/2065, valued at $56,100,001); expected proceeds $55,006,707<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000000 |
| Agreement with Barclays Capital, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 3.000% - 4.500% due 04/01/2037 - 12/01/2049, Federal National Mortgage Associations, 2.500% - 6.000% due 05/01/2037 - 03/01/2053 and Government National Mortgage Associations, 2.500% - 6.500% due 04/20/2036 - 09/15/2059, valued at $51,000,000); expected proceeds $50,006,111<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000000 |
| Agreement with BNP Paribas and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 0.795% - 19.433% due 01/15/2027 - 04/25/2055, Federal National Mortgage Associations, 1.745% - 22.033% due 12/25/2053 - 10/25/2054 and Government National Mortgage Associations, 0.000% - 22.726% due 01/20/2041 - 09/20/2073, valued at $128,831,370); expected proceeds $125,094,287<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125079000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125079000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Citigroup Global Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 06/03/2025 (collateralized by Federal Home Loan Mortgage Corporations, 0.000% - 12.790% due 06/15/2027 - 03/25/2055, Federal National Mortgage Associations, 0.000% - 13.255% due 03/25/2030 - 10/25/2060 and Government National Mortgage Associations, 0.000% - 18.887% due 06/20/2050 - 06/20/2075, valued at $978,500,072); expected proceeds $964,186,667 (d)<br>| &nbsp;&nbsp;4.480% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/01/2025 | &nbsp;&nbsp;$950000000 | &nbsp;&nbsp;$950000000 |
| Agreement with Citigroup Global Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 06/18/2025 (collateralized by Federal Home Loan Mortgage Corporations, 5.155% - 8.235% due 06/25/2054 - 07/25/2055, valued at $206,000,000); expected proceeds $202,913,333 (d)<br>| &nbsp;&nbsp;4.370% | &nbsp;&nbsp;10/16/2025 | &nbsp;&nbsp;10/16/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 |
| Agreement with Citigroup Global Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Government National Mortgage Associations, 0.000% - 36.374% due 02/16/2041 - 06/20/2075, valued at $862,110,000); expected proceeds $837,102,300<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a Federal Home Loan Mortgage Corporation, 6.500% due 04/01/2055, valued at $306,000,000); expected proceeds $300,036,833<br>| &nbsp;&nbsp;4.420% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a Federal Home Loan Mortgage Corporation, 6.623% due 01/01/2054 and Federal National Mortgage Associations, 1.500% - 7.500% due 07/01/2028 - 06/01/2055, valued at $2,040,000,000); expected proceeds $2,000,244,444<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Note, 4.000% due 02/28/2030, Federal Home Loan Mortgage Corporations, 3.500% - 6.500% due 06/01/2040 - 07/01/2055 and Federal National Mortgage Associations, 2.000% - 7.000% due 07/01/2036 - 06/01/2063, valued at $1,173,000,569); expected proceeds $1,150,140,556<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 1.500% - 8.500% due 08/01/2025 - 07/01/2055, Federal National Mortgage Associations, 1.500% - 8.500% due 07/25/2025 - 07/01/2055, a U.S. Treasury Bill, 0.000% due 04/16/2026, U.S. Treasury Bonds, 2.750% - 4.625% due 11/15/2042 - 05/15/2054 and U.S. Treasury Notes, 0.625% - 4.625% due 03/31/2026 - 08/15/2033, valued at $6,120,000,000); expected proceeds $6,000,731,667<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Goldman Sachs & Co. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 2.000% - 6.500% due 01/01/2029 - 05/01/2055, Federal National Mortgage Associations, 2.000% - 6.500% due 09/01/2028 - 04/01/2055, Federal National Mortgage Associations Strips, 6.000% due 02/01/2053 and Government National Mortgage Associations, 0.226% - 7.500% due 01/20/2039 - 06/16/2066, valued at $2,058,695,817); expected proceeds $2,015,245,461<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;$2014999183 | &nbsp;&nbsp;$2014999183 |
| Agreement with HSBC Securities USA, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 2.000% - 7.500% due 05/01/2036 - 02/01/2055 and Federal National Mortgage Associations, 2.000% - 7.500% due 12/01/2032 - 05/01/2055, valued at $444,720,000); expected proceeds $436,053,289<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436000000 |
| Agreement with ING Financial Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 3.000% - 6.000% due 06/01/2052 - 04/01/2055 and Federal National Mortgage Associations, 2.000% - 6.500% due 12/01/2047 - 12/01/2054, valued at $459,000,001); expected proceeds $450,054,875<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000000 |
| Agreement with JP Morgan Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/27/2025 (collateralized by Federal Home Loan Mortgage Corporations, 0.150% - 8.055% due 09/25/2026 - 07/01/2055, Federal National Mortgage Associations, 0.000% - 6.782% due 04/25/2030 - 05/25/2055, Federal National Mortgage Associations Strips, 4.500% - 6.500% due 11/01/2039 - 05/01/2055 and Government National Mortgage Associations, 0.125% - 6.202% due 07/16/2039 - 01/16/2063, valued at $3,430,135,448); expected proceeds $3,298,773,472 (d)<br>| &nbsp;&nbsp;4.540% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;10/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250000000 |
| Agreement with JP Morgan Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a Government National Mortgage Association, 5.500% due 06/20/2055, valued at $91,800,002); expected proceeds $90,010,975<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000000 |
| Agreement with JP Morgan Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 1.500% - 7.505% due 08/01/2029 - 04/01/2055 and Federal National Mortgage Associations, 1.500% - 7.500% due 08/01/2026 - 07/01/2065, valued at $6,489,452,161); expected proceeds $6,362,985,603<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6362208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6362208000 |
| Agreement with Mitsubishi UFJ Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 1.899% - 7.121% due 02/07/2029 - 03/01/2055, Federal National Mortgage Associations, 2.000% - 6.500% due 12/01/2027 - 06/01/2054 and U.S. Treasury Notes, 1.250% - 4.000% due 12/31/2026 - 10/31/2029, valued at $912,900,090); expected proceeds $895,109,389<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Royal Bank of Canada and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Farm Credit Banks, 4.000% due 03/16/2027, Federal Home Loan Mortgage Corporations, 1.500% - 6.000% due 07/01/2030 - 04/01/2055, Federal National Mortgage Associations, 1.500% - 6.500% due 11/01/2025 - 04/01/2055 and Government National Mortgage Associations, 3.000% - 7.500% due 12/15/2027 - 06/20/2055, valued at $845,580,000); expected proceeds $829,101,553<br>| &nbsp;&nbsp;4.410% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;$829000000 | &nbsp;&nbsp;$829000000 |
| Agreement with Royal Bank of Canada and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 2.000% - 7.500% due 04/01/2031 - 01/01/2055 and Federal National Mortgage Associations, 2.000% - 7.500% due 12/01/2032 - 06/01/2055, valued at $663,000,000); expected proceeds $650,079,264<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000000 |
| Agreement with Santander and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Note, 4.125% due 07/31/2031, Federal Home Loan Mortgage Corporations, 1.500% - 6.500% due 05/01/2026 - 01/01/2055, Federal National Mortgage Associations, 2.000% - 6.500% due 01/01/2040 - 12/01/2054 and Government National Mortgage Associations, 2.500% - 7.500% due 06/15/2027 - 06/20/2055, valued at $510,000,000); expected proceeds $500,061,111<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 |
| Agreement with Standard Chartered Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Inflation Index Note, 0.125% due 01/15/2030, Federal Home Loan Mortgage Corporations, 2.000% - 6.500% due 01/01/2041 - 09/01/2054, Federal National Mortgage Associations, 2.500% - 6.000% due 12/01/2041 - 12/01/2054, Government National Mortgage Associations, 4.000% - 5.500% due 04/20/2052 - 01/20/2055, U.S. Treasury Bills, 0.000% due 07/10/2025 - 11/28/2025, U.S. Treasury Bonds, 1.125% - 6.125% due 11/15/2027 - 02/15/2054 and U.S. Treasury Notes, 0.250% - 4.875% due 08/15/2025 - 11/15/2034, valued at $510,000,791); expected proceeds $500,061,111<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with UBS Securities LLC and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Farm Credit Banks, 0.900% - 5.240% due 04/23/2026 - 10/03/2039, Federal Home Loan Banks, 4.500% due 03/12/2027, Federal Home Loan Mortgage Corporations, 0.000% - 6.750% due 07/21/2025 - 10/10/2029, Federal National Mortgage Associations, 0.000% - 7.250% due 10/22/2025 - 11/15/2030, Resolution Funding Strips, 0.000% due 07/15/2025 - 07/15/2026, Tennessee Valley Authorities, 0.000% - 5.250% due 11/01/2025 - 12/15/2042, U.S. Treasury Bills, 0.000% due 07/03/2025 - 05/14/2026, U.S. Treasury Bonds, 1.125% - 6.875% due 08/15/2025 - 05/15/2053, U.S. Treasury Inflation Index Bonds, 0.125% - 2.375% due 01/15/2027 - 02/15/2054, U.S. Treasury Inflation Index Notes, 0.125% - 2.375% due 07/15/2026 - 01/15/2035, U.S. Treasury Notes, 0.250% - 5.000% due 07/15/2025 - 05/15/2035 and U.S. Treasury Strips, 0.000% due 08/15/2025 - 11/15/2052, valued at $153,000,000); expected proceeds $150,018,333<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;$150000000 | &nbsp;&nbsp;$150000000 |
| Agreement with Wells Fargo Bank and Bank of New York Mellon (Tri-Party), dated 04/01/2025 (collateralized by Federal Farm Credit Banks, 1.680% - 5.600% due 01/09/2026 - 06/25/2040, Federal Home Loan Banks, 0.650% - 5.950% due 06/03/2026 - 11/05/2041, Federal National Mortgage Associations, 0.450% - 4.750% due 08/18/2025 - 11/16/2035, Resolution Funding Strips, 0.000% due 10/15/2027 - 04/15/2030 and Tennessee Valley Authorities, 0.000% - 6.750% due 09/15/2025 - 09/15/2060, valued at $721,814,956); expected proceeds $710,271,722 (d)<br>| &nbsp;&nbsp;4.330% | &nbsp;&nbsp;08/01/2025 | &nbsp;&nbsp;08/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000000 |
| Agreement with Wells Fargo Bank and Bank of New York Mellon (Tri-Party), dated 06/11/2025 (collateralized by a Government National Mortgage Association, 4.500% due 06/20/2052, Federal Home Loan Mortgage Corporations, 2.000% - 7.169% due 09/01/2043 - 05/01/2055 and Federal National Mortgage Associations, 2.000% - 6.500% due 07/01/2041 - 01/01/2055, valued at $393,653,389); expected proceeds $389,206,125 (d)<br>| &nbsp;&nbsp;4.370% | &nbsp;&nbsp;09/09/2025 | &nbsp;&nbsp;09/09/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000000 |
| Agreement with Wells Fargo Bank and Bank of New York Mellon (Tri-Party), dated 06/11/2025 (collateralized by Federal Farm Credit Banks, 2.080% due 10/06/2036, Federal Home Loan Mortgage Corporations, 0.375% - 6.000% due 09/23/2025 - 07/01/2055, Federal National Mortgage Associations, 2.500% - 6.000% due 12/01/2051 - 01/01/2055, Government National Mortgage Associations, 2.500% - 7.000% due 06/15/2039 - 06/20/2065, U.S. Treasury Bonds, 3.000% - 4.625% due 11/15/2042 - 05/15/2054, U.S. Treasury Inflation Index Bonds, 0.750% - 2.375% due 02/15/2045 - 02/15/2055 and U.S. Treasury Notes, 0.750% - 4.875% due 04/30/2026 - 05/15/2032, valued at $393,649,049); expected proceeds $386,395,625 (d)<br>| &nbsp;&nbsp;4.350% | &nbsp;&nbsp;07/11/2025 | &nbsp;&nbsp;07/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Wells Fargo Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Bond, 4.000% due 11/15/2042, a U.S. Treasury Inflation Index Note, 1.875% due 07/15/2034, Federal Farm Credit Banks, 2.080% due 10/06/2036, Federal Home Loan Mortgage Corporations, 3.000% - 6.500% due 05/01/2039 - 05/01/2055, Federal National Mortgage Associations, 2.125% - 6.500% due 04/24/2026 - 06/01/2055, Government National Mortgage Associations, 2.500% - 6.500% due 03/15/2038 - 06/20/2055 and U.S. Treasury Inflation Index Bonds, 0.750% - 3.625% due 04/15/2028 - 02/15/2048, valued at $612,074,800); expected proceeds $600,073,333<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;$600000000 | &nbsp;&nbsp;$600000000 |
| Agreement with Wells Fargo Bank and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by Federal Home Loan Mortgage Corporations, 1.500% - 6.000% due 04/01/2037 - 06/01/2055, valued at $510,062,333); expected proceeds $500,061,111<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000000 |
| TOTAL GOVERNMENT AGENCY REPURCHASE AGREEMENTS<br>|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;30364286183 |
| **TREASURY REPURCHASE AGREEMENTS—21.6%** |  |  |  |  |  |
| Agreement with Australia and New Zealand Banking Group, dated 06/30/2025 (collateralized by U.S. Treasury Notes, 1.000% – 4.625% due 07/31/2027 – 02/15/2055, valued at $2,548,097,720); expected proceeds $2,500,305,556<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500000000 |
| Agreement with Bank of Nova Scotia and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Inflation Index Note, 1.375% due 07/15/2033, U.S. Treasury Bonds, 1.125% - 4.750% due 08/15/2040 - 05/15/2055 and U.S. Treasury Notes, 2.625% - 4.000% due 05/31/2027 - 02/15/2034, valued at $204,000,003); expected proceeds $200,024,389<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 |
| Agreement with Barclays Capital, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Inflation Index Bond, 0.750% due 02/15/2045, a U.S. Treasury Inflation Index Note, 1.375% due 07/15/2033, U.S. Treasury Bonds, 2.250% - 4.750% due 08/15/2039 - 05/15/2053 and U.S. Treasury Notes, 0.250% - 4.500% due 09/30/2025 - 08/15/2032, valued at $76,500,003); expected proceeds $75,009,146<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000000 |
| Agreement with BNP Paribas and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Bond, 4.000% due 11/15/2052 and U.S. Treasury Notes, 0.250% - 4.000% due 07/31/2025 - 06/30/2032, valued at $75,480,052); expected proceeds $74,009,024<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74000000 |
| Agreement with Citigroup Global Markets, Inc. and Bank of New York Mellon (Tri-Party), dated 05/16/2025 (collateralized by a U.S. Treasury Bond, 5.375% due 02/15/2031, a U.S. Treasury Inflation Index Note, 0.125% due 07/15/2030 and U.S. Treasury Notes, 0.875% - 4.250% due 05/15/2029 - 03/31/2031, valued at $561,000,027); expected proceeds $557,926,722 (d)<br>| &nbsp;&nbsp;4.360% | &nbsp;&nbsp;09/12/2025 | &nbsp;&nbsp;09/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 05/06/2025 (collateralized by U.S. Treasury Bills, 0.000% due 04/16/2026, U.S. Treasury Bonds, 3.000% - 6.625% due 02/15/2027 - 02/15/2049 and U.S. Treasury Notes, 1.500% - 5.000% due 09/30/2025 - 06/30/2031, valued at $510,000,024); expected proceeds $507,173,056 (d)<br>| &nbsp;&nbsp;4.340% | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;09/02/2025 | &nbsp;&nbsp;$500000000 | &nbsp;&nbsp;$500000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Inflation Index Bond, 1.750% due 01/15/2028 and a U.S. Treasury Note, 3.750% due 04/30/2027, valued at $1,785,000,071); expected proceeds $1,750,213,403<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Note, 3.625% due 08/31/2029, valued at $357,000,046); expected proceeds $350,042,778<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 07/03/2025 - 03/19/2026 and U.S. Treasury Notes, 0.375% - 4.875% due 08/15/2025 - 05/15/2035, valued at $2,269,500,052); expected proceeds $2,225,270,708<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Bills, 0.000% due 09/25/2025 - 03/19/2026, U.S. Treasury Bonds, 1.250% - 6.625% due 02/15/2026 - 05/15/2053 and U.S. Treasury Notes, 0.250% - 4.875% due 07/31/2025 - 11/15/2034, valued at $6,834,000,034); expected proceeds $6,700,818,889<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700000000 |
| Agreement with Fixed Income Clearing Corp. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 1.625% – 4.500% due 11/15/2025 – 04/30/2030, valued at $6,120,000,025); expected proceeds $6,000,731,667<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000000 |
| Agreement with Fixed Income Clearing Corp. and Northern Trust (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 1.250% - 3.875% due 05/31/2028 - 06/15/2028, valued at $735,613,621); expected proceeds $720,087,600<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720000000 |
| Agreement with Fixed Income Clearing Corp., dated 06/30/2025 (collateralized by U.S. Treasury Notes, 1.375% – 4.625% due 03/31/2027 – 11/15/2034, valued at $6,119,103,329); expected proceeds $6,000,733,333<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000000000 |
| Agreement with JP Morgan Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/23/2025 (collateralized by a U.S. Treasury Strip, 0.000% due 05/15/2027, valued at $372,300,001); expected proceeds $365,624,555<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/07/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365000000 |
| Agreement with JP Morgan Securities, Inc. and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by a U.S. Treasury Note, 1.250% due 12/31/2026 and U.S. Treasury Inflation Index Notes, 0.500% - 1.625% due 10/15/2027 - 01/15/2028, valued at $4,411,500,027); expected proceeds $4,325,527,410<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325000000 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### SCHEDULE OF INVESTMENTS (continued)

#### June 30, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Name of Issuer and Title of Issue** | &nbsp;&nbsp;**Interest Rate** | &nbsp;&nbsp;**Next Rate Reset Date** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Principal Amount** | &nbsp;&nbsp;**Value** |
| Agreement with Mitsubishi UFJ Securities, Inc., dated 06/30/2025 (collateralized by U.S. Treasury Notes, 0.375% – 6.250%, due 08/31/2025 – 05/15/2034, valued at $3,120,121,329); expected proceeds $3,060,373,150<br>| &nbsp;&nbsp;4.390% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;$3060000000 | &nbsp;&nbsp;$3060000000 |
| Agreement with National Australia Bank, Ltd., dated 06/30/2025 (collateralized by a U.S. Treasury Note, 2.250% due 08/15/2027, valued at $764,737,575); expected proceeds $750,091,250<br>| &nbsp;&nbsp;4.380% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000000 |
| Agreement with Prudential Insurance Co., dated 06/30/2025 (collateralized by U.S. Treasury Notes, 2.875% – 4.375% due 07/31/2026 – 11/15/2052 and U.S. Treasury Strips, 0.000% due 02/15/2037 – 08/15/2052, valued at $502,882,012); expected proceeds $490,761,225<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490701250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490701250 |
| Agreement with Prudential Insurance Co., dated 06/30/2025 (collateralized by U.S. Treasury Notes, 4.125% – 4.750% due 03/31/2029 – 11/15/2054 and U.S. Treasury Strips, 0.000% due 02/15/2040 – 11/15/2045, valued at $148,447,979); expected proceeds $145,086,481<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145068750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145068750 |
| Agreement with Royal Bank of Canada and Bank of New York Mellon (Tri-Party), dated 06/30/2025 (collateralized by U.S. Treasury Notes, 3.500% - 3.750% due 09/30/2026 - 12/31/2028, valued at $204,000,090); expected proceeds $200,024,444<br>| &nbsp;&nbsp;4.400% | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;07/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000000 |
| TOTAL TREASURY REPURCHASE AGREEMENTS<br>|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36979770000 |
| **TOTAL INVESTMENTS –96.8% (e)(f)<br>**  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**165757760002** |
| **Other Assets in Excess of Liabilities —3.2% <br>**  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5416966706** |
| **NET ASSETS –100.0% <br>**  |  |  |  |  | &nbsp;&nbsp;**$171174726708** |

---

(a) Variable Rate Security - Interest rate shown is rate in effect at June 30, 2025. For securities based on a published reference rate and spread, the reference rate and spread are indicated in the description above.

(b) Rate shown is the discount rate at time of purchase.

(c) When-issued security.

(d) Illiquid security. These securities represent $6,920,000,000 or 4.0% of net assets as of June 30, 2025.

(e) Also represents the cost for federal tax purposes.

(f) Unless otherwise indicated, the values of the securities of the Portfolio are determined based on Level 2 inputs (Note 3).

SOFR Secured Overnight Financing Rate

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### STATEMENT OF ASSETS AND LIABILITIES

#### June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **ASSETS** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in unaffiliated issuers, at value and amortized cost.<br>| &nbsp;&nbsp;&nbsp;&nbsp;$98413703819 |
| &nbsp;&nbsp;&nbsp;&nbsp;Repurchase agreements, at value and amortized cost<br>| &nbsp;&nbsp;&nbsp;&nbsp;67344056183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments<br>| &nbsp;&nbsp;&nbsp;165757760002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10220919682 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for investments sold<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764057827 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest receivable — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269147149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL ASSETS <br>**  | &nbsp;&nbsp;&nbsp;177011884660 |
| **LIABILITIES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for investments purchased<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5824945329 |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory and administrator fee payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6763247 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custody, sub-administration and transfer agent fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4902781 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39082 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263878 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing fees payable<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110554 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expenses and other liabilities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIABILITIES <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5837157952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**NET ASSETS <br>**  | $171174726708 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### STATEMENT OF OPERATIONS

#### For the Six Months Ended June 30, 2025 (Unaudited)

------

---

| | |
|:---|:---|
| **INVESTMENT INCOME** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3732821230 |
| **EXPENSES** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Advisory and administrator fee<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41753522 |
| &nbsp;&nbsp;&nbsp;&nbsp;Custodian, sub-administrator and transfer agent fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4967506 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees' fees and expenses <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384105 |
| &nbsp;&nbsp;&nbsp;&nbsp;Professional fees and expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522529 |
| &nbsp;&nbsp;&nbsp;&nbsp;Printing and postage fees<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90098 |
| &nbsp;&nbsp;&nbsp;&nbsp;Insurance expense<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22758 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miscellaneous expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34051 |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EXPENSES<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47774569 |
| &nbsp;&nbsp;&nbsp;&nbsp;**NET INVESTMENT INCOME (LOSS)<br>**  | $3685046661 |
| **REALIZED GAIN (LOSS)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investments — unaffiliated issuers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612124 |
| **NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS<br>**  | $3685658785 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### STATEMENTS OF CHANGES IN NET ASSETS

------

---

| | | |
|:---|:---|:---|
|  | **Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | **Year Ended<br> 12/31/24** |
| **INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;$3685046661 | $7970796746 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net realized gain (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(541395) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets resulting from operations<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3685658785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7970255351 |
| **CAPITAL TRANSACTIONS** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Contributions<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341605370147 | &nbsp;&nbsp;&nbsp;&nbsp;659062075445 |
| &nbsp;&nbsp;&nbsp;&nbsp;Withdrawals<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(347858408200) | &nbsp;&nbsp;&nbsp;(645387590224) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net increase (decrease) in net assets from capital transactions <br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6253038053) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13674485221 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net increase (decrease) in net assets during the period<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2567379268) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21644740572 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net assets at beginning of period<br>| &nbsp;&nbsp;&nbsp;&nbsp;173742105976 | &nbsp;&nbsp;&nbsp;&nbsp;152097365404 |
| **NET ASSETS AT END OF PERIOD<br>**  | $171174726708 | $173742105976 |

---

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### FINANCIAL HIGHLIGHTS

#### Selected data for a share outstanding throughout each period

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Six Months<br> Ended<br> 6/30/25<br> (Unaudited)** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/24** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/23** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/22** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/21** | &nbsp;&nbsp;**Year<br> Ended<br> 12/31/20** |
| **Total return (a)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.30% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.17% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.63% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.45% |
| **Ratios and Supplemental Data:** |  |  |  |  |  |  |
| Net assets, end of period (in 000s)<br>| &nbsp;&nbsp;$171174727 | &nbsp;&nbsp;$173742106 | &nbsp;&nbsp;$152097365 | &nbsp;&nbsp;$91338606 | &nbsp;&nbsp;$97388223 | &nbsp;&nbsp;$79611947 |
| **Ratios to average net assets:** |  |  |  |  |  |  |
| Total expenses<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06%(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.06% |
| Net investment income (loss)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.39%(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.06% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.71% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.39% |

---

(a) Results represent past performance and are not indicative of future results. Total return for periods of less than one year are not annualized.

(b) Annualized.

*See accompanying notes to financial statements.*

------

[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS

#### June 30, 2025 (Unaudited)

------

1.&nbsp;&nbsp;&nbsp;&nbsp;Organization

State Street Master Funds (the "Trust"), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended ("1940 Act"), is an open-end management investment company.

As of June 30, 2025, the Trust consists of four (4) series, each of which represents a separate series of beneficial interest in the Trust. State Street U.S. Government Money Market Portfolio (the "Portfolio") is authorized to issue an unlimited number of shares of beneficial interest with no par value. The financial statements herein relate only to the Portfolio.

The Portfolio operates as a "government money market fund" within the meaning of Rule 2a-7 under the 1940 Act to comply with the amendments to Rule 2a-7. The Portfolio is not currently subject to liquidity fees during periods of high illiquidity in the markets for the investments held by it.

Under the Trust's organizational documents, its officers and trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

2.&nbsp;&nbsp;&nbsp;&nbsp;Segment Reporting

The Portfolio has one reportable segment. Business activities are managed on a consolidated basis and revenues are derived primarily through the Portfolio's investments in accordance with its investment objective. The Portfolio's chief operating decision maker ("CODM") is the President of the Trust. The CODM assesses performance based on the Portfolio's Total Return as reported in the Financial Highlights, and the same accounting policies are applied as described in the summary of significant accounting policies. The Portfolio's Total Return is utilized by the CODM to compare results, including the impact of the Portfolio's costs, to the Portfolio's competitors and to the Portfolio's benchmark index.

3.&nbsp;&nbsp;&nbsp;&nbsp;Summary of Significant Accounting Policies

The following is a summary of significant accounting policies followed by the Trust in the preparation of its financial statements:

The preparation of financial statements in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts and disclosures in the financial statements. Actual results could differ from those estimates. The Portfolio is an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies.

#### Security Valuation
The investments of the Portfolio 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 Portfolio. The Board has responsibility for overseeing the determination of the fair value of investments.

The Portfolio's securities are recorded on the basis of amortized cost which approximates fair value as permitted by Rule 2a-7 under the 1940 Act. This method values a security at its cost on the date of purchase and, thereafter, assumes a constant amortization to maturity of any premiums or accretion of any discounts.

Because of the inherent uncertainties of valuation and under certain market conditions, the values reflected in the financial statements may differ from the value received upon actual sale of those investments and it is possible that the differences could be material.

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

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[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

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.

#### Investment Transactions and Income Recognition
Investment transactions are accounted for on trade date for financial reporting purposes. Realized gains and losses from the sale or disposition of investments are determined using the identified cost method. Interest income is recorded daily on an accrual basis. All premiums and discounts are amortized/accreted for financial reporting purposes.

All of the net investment income and realized gains and losses from the security transactions of the Portfolio are allocated pro rata among the partners in the Portfolio on a daily basis based on each partner's daily ownership percentage.

#### Expenses
Certain expenses, which are directly identifiable to a specific Portfolio, are applied to that Portfolio within the Trust. Other expenses which cannot be attributed to a specific Portfolio are allocated in such a manner as deemed equitable, taking into consideration the nature and type of expense and the relative net assets of the Portfolio within the Trust.

4.&nbsp;&nbsp;&nbsp;&nbsp;Securities and Other Investments

#### Repurchase Agreements
The Portfolio may enter into repurchase agreements under the terms of a Master Repurchase Agreement. A repurchase agreement customarily obligates the seller at the time it sells securities to the Portfolio to repurchase the securities at a mutually agreed upon price and time. During the term of a repurchase agreement, the value of the underlying securities held as collateral on behalf of the Portfolio including accrued interest, is required to exceed the value of the repurchase agreement, including accrued interest.

The Portfolio monitors, on a daily basis, the value of the collateral to ensure it is at least equal to the Portfolio's principal amount of the repurchase agreement (including accrued interest). The underlying securities are ordinarily United States Government or Government Agency securities, but may consist of other securities. The use of repurchase agreements involves certain risks including counterparty risks. In the event of a default by the counterparty, realization of the collateral proceeds could be delayed, during which the value of the collateral may decline.

As of June 30, 2025, the Portfolio had invested in repurchase agreements with the gross values of $67,344,056,183 and associated collateral equal to $68,840,364,869.

5.&nbsp;&nbsp;&nbsp;&nbsp;Fees and Transactions with Affiliates

#### Advisory and Administrator Fee
The Trust has entered into an investment advisory agreement with SSGA Funds Management, Inc. (the "Adviser" or "SSGA FM"), a subsidiary of State Street Corporation and an affiliate of State Street Bank and Trust Company ("State Street"), under which the Adviser directs the investments of the Portfolio in accordance with its investment objective, policies, and limitations. In compensation for the Adviser's services as investment adviser, the Portfolio pays the Adviser a management fee at an annual rate of 0.05% of its average daily net assets. SSGA FM also serves as administrator.

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[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

Each of the Adviser and State Street Global Advisors Funds Distributors, LLC (each a "Service Provider") also may voluntarily reduce all or a portion of its fees and/or reimburse expenses for a Portfolio to the extent necessary to maintain a certain minimum net yield, which may vary from time to time, in SSGA FM's sole discretion (any such waiver or reimbursement of expenses by a Service Provider being referred to herein as a "Voluntary Reduction"). The Adviser may, in its sole discretion, implement the Voluntary Reduction for some series of the Trust and not others. The amount of any Voluntary Reduction may differ between such series in the Adviser's sole discretion. The business objectives of the Adviser and its affiliates and their broader relationships with certain Portfolio shareholders, Financial Intermediaries or distribution channels could give the Adviser an incentive to implement the Voluntary Reduction for some series of the Trust and not others, or to implement it to a greater degree for some series or share classes than others. Under an agreement with the Service Providers relating to the Voluntary Reduction, the Portfolios have agreed to reimburse the Service Providers for the full dollar amount of any Voluntary Reduction beginning on May 1, 2020, subject to certain limitations. Each Service Provider may, in its sole discretion, irrevocably waive receipt of any or all reimbursement amounts due from a Portfolio.

A reimbursement to the Service Provider would increase fund expenses and may negatively impact the Portfolio's yield during such period. There is no guarantee that the Voluntary Reduction will be in effect at any given time or that the Portfolio will be able to avoid a negative yield.

There were no reimbursements for the period ended June 30, 2025.

#### Custodian, Sub-Administrator and Transfer Agent Fees
State Street serves as the custodian, sub-administrator and transfer agent to the Portfolio. For its services as custodian, sub-administrator and transfer agent, the Portfolio pays State Street an annual fee. The fees are accrued daily and paid monthly.

6.&nbsp;&nbsp;&nbsp;&nbsp;Trustees' Fees

The fees and expenses of the Trust's Trustees who are not "interested persons" of the Trust, as defined in the 1940 Act ("Independent Trustees"), are paid directly by the Portfolio. The Independent Trustees are reimbursed for travel and other out-of-pocket expenses in connection with meeting attendance and industry seminars.

7.&nbsp;&nbsp;&nbsp;&nbsp;Income Tax Information

The Portfolio is not required to pay federal income taxes on its net investment income and net capital gains because it is treated as a partnership for federal income tax purposes. All interest, gains and losses of the Portfolio are deemed to have been "passed through" to the Portfolio's partners in proportion to their holdings in the Portfolio, regardless of whether such items have been distributed by the Portfolio. Each partner is responsible for its tax liability based on its distributive share; therefore, no provision has been made for federal income taxes.

The Portfolio files federal and various state and local tax returns as required. No income tax returns are currently under examination. Generally, the federal returns are subject to examination by the Internal Revenue Service for a period of three years from date of filing, while the state returns may remain open for an additional year depending upon jurisdiction. SSGA FM has analyzed the Portfolio's tax positions taken on tax returns for all open years and does not believe there are any uncertain tax positions that would require recognition of a tax liability.

As of June 30, 2025, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes.

8.&nbsp;&nbsp;&nbsp;&nbsp;Risks

#### Concentration Risk
As a result of the Portfolio's ability to invest a large percentage of its assets in obligations of issuers within the same country, state, region, currency or economic sector, an adverse economic, business or political development may affect the value of the Portfolio's investments more than if the Portfolio was more broadly diversified.

#### Market, Credit and Counterparty Risk
In the normal course of business, the Portfolio trades securities and enters into financial transactions where risk of potential loss exists due to changes in global economic conditions and fluctuations of the market (market risk). Additionally, the Portfolio may also be exposed to counterparty risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Portfolio has unsettled or open transactions defaults. The value of securities held by the Portfolio may decline in response to certain events, including those directly involving

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[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S. GOVERNMENT MONEY MARKET PORTFOLIO

#### NOTES TO FINANCIAL STATEMENTS (continued)

#### June 30, 2025 (Unaudited)

------

the companies whose securities are owned by the Portfolio; conditions affecting the general economy; overall market changes; local, regional or global political, social or economic instability; and currency and interest rate and price fluctuations (credit risk).

Financial assets, which potentially expose the Portfolio to market, credit and counterparty risks, consist principally of investments and cash due from counterparties. The extent of the Portfolio's exposure to market, credit and counterparty risks in respect to these financial assets approximates their value as recorded in the Portfolio's Statement of Assets and Liabilities, less any collateral held by the Portfolio.

The Portfolio's investments are subject to changes in general economic conditions, general market fluctuations and the risks inherent in investment in securities markets. Investment markets can be volatile and prices of investments can change substantially due to various factors including, but not limited to, economic growth or recession, changes in interest rates, changes in the actual or perceived creditworthiness of issuers, and general market liquidity. The Portfolio is subject to the risk that geopolitical events will disrupt securities markets and adversely affect global economies and markets. Local, regional or global events such as war, acts of terrorism, the spread of infectious illness, such as COVID-19, or other public health issues, or other events could have a significant impact on the Portfolio and its investments.

9.&nbsp;&nbsp;&nbsp;&nbsp;Subsequent Events

Management has evaluated the impact of all subsequent events on the Portfolio through the date the financial statements were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the financial statements.

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[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S GOVERNMENT MONEY MARKET PORTFOLIO

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT

#### June 30, 2025 (Unaudited)

------

#### TRUSTEE CONSIDERATIONS IN APPROVING CONTINUATION OF INVESTMENT ADVISORY AGREEMENT<sup>1</sup>
*Overview of the Contract Review Process*

Under the Investment Company Act of 1940, as amended (the "1940 Act"), an investment advisory agreement between a mutual fund and its investment adviser may continue in effect from year to year only if its continuance is approved at least annually by the fund's board of trustees or its shareholders, and by a vote of a majority of those trustees who are not "interested persons" of the fund (the "Independent Trustees") cast in person at a meeting called for the purpose of considering such approval.

Consistent with these requirements, the Board of Trustees (the "Board") of the State Street Master Funds (the "Trust"), met in person on April 2, 2025 and May 7-8, 2025, including in executive sessions attended by the Independent Trustees, to consider a proposal to approve, with respect to the State Street U.S. Government Money Market Portfolio (the "Portfolio"), the continuation of the investment advisory agreement (the "Advisory Agreement") with SSGA Funds Management, Inc. ("SSGA FM" or the "Adviser"). Prior to voting on the proposal, the Independent Trustees reviewed information furnished by the Adviser and others reasonably necessary to permit the Board to evaluate the proposal fully. The Independent Trustees were separately represented by counsel who are independent of the Adviser ("Independent Counsel") in connection with their consideration of approval of the Advisory Agreement. In advance of the meetings held on April 2, 2025 and May 7-8, 2025, the Independent Trustees met with their Independent Counsel on March 27, 2025, in a private session to review and discuss the information provided by the Adviser in connection with the proposal. Following the April 2, 2025 meeting, the Independent Trustees submitted questions and requests for additional information to management, and considered management's responses thereto prior to and at the May 7-8, 2025 meeting. The Independent Trustees considered, among other things, the following:

<u>Information about Performance, Expenses and Fees</u>

• A report prepared by an independent third-party provider of investment company data, which includes for the feeder fund for which the Portfolio serves as the master fund in a master-feeder structure (the "Fund"):

o Comparisons of the Fund's performance over the past one-, three-, five- and ten-year periods ended December 31, 2024, to the performance of an appropriate benchmark provided by Broadridge Financial Solutions, Inc. ("Broadridge") for the Fund (the "Benchmark") and/or a universe of other mutual funds with similar investment objectives and policies (the "Performance Group" and/or the "Performance Universe") constructed by Broadridge;

o Comparisons of the Fund's expense ratio (with detail of component expenses) to the expense ratios of a group of comparable mutual funds selected by the independent third-party data provider (the "Expense Group" and/or "Expense Universe");

o A chart showing the Fund's historical average net assets relative to its total expenses, management fees, and non-management expenses over the past five calendar years; and

o Comparisons of the Fund's contractual management fee to the contractual management fees of comparable mutual funds at different asset levels.

_______________________________

*<sup>1</sup> Over the course of many years overseeing the Portfolio and other investment companies, the Independent Trustees have identified numerous relevant issues, factors and concerns ("issues, factors and concerns") that they consider each year in connection with the proposed continuation of the advisory agreement, the administration agreement, the distribution plans, the distribution agreement and various related-party service agreements (the "annual review process"). The statement of issues, factors and concerns and the related conclusions of the Independent Trustees may not change substantially from year to year. However, the information requested by, and provided to, the Independent Trustees with respect to the issues, factors and concerns and on which their conclusions are based is updated annually and, in some cases, may differ substantially from the previous year. The Independent Trustees schedule annually a separate in-person meeting that is dedicated to the annual review process (the "special meeting"). At the special meeting and throughout the annual review process, the Independent Trustees take a fresh look at each of the issues, factors and concerns in light of the latest available information and each year present one or more sets of comments and questions to management with respect to specific issues, factors and concerns. Management responds to such comments and questions to the satisfaction of the Independent Trustees before the annual review process is completed and prior to the Independent Trustees voting on proposals to approve continuation of the agreements and plans.*

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[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S GOVERNMENT MONEY MARKET PORTFOLIO

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

------

• Comparative information concerning fees charged by the Adviser for managing institutional accounts using investment strategies and techniques similar to those used in managing the Fund; and

• Profitability analyses for (a) the Adviser with respect to the Portfolio and (b) affiliates of the Adviser that provide services to the Portfolio ("Affiliated Service Providers").

<u>Information about Portfolio Management</u>

• Descriptions of the investment management services provided by the Adviser, including its investment strategies and processes;

• Information concerning the allocation of brokerage; and

• Information regarding the procedures and processes used to value the assets of the Portfolio.

<u>Information about the Adviser</u>

• Reports detailing the financial results and condition of the Adviser and its affiliates;

• Descriptions of the qualifications, education and experience of the individual investment and other professionals responsible for managing the portfolio of the Portfolio and for Portfolio operations;

• Information relating to compliance with and the administration of the Code of Ethics adopted by the Adviser;

• Information about the Adviser's proxy voting policies and procedures and information regarding the Adviser's practices for overseeing proxy vendors;

• Information concerning the resources devoted by the Adviser to overseeing compliance by the Portfolio and its service providers, including information concerning compliance with investment policies and restrictions and other operating policies of the Portfolio;

• A description of the adequacy and sophistication of the Adviser's technology and systems with respect to investment and administrative matters and a description of any material improvements or changes in technology or systems in the past year;

• A description of the business continuity and disaster recovery plans of the Adviser; and

• Information regarding the Adviser's risk management processes.

<u>Other Relevant Information</u>

• Information concerning the nature, extent, quality and cost of services provided to the Portfolio by SSGA FM in its capacity as the Portfolio's administrator (the "Administrator");

• Information concerning the nature, extent, quality and cost of various non-investment management services provided to the Portfolio by affiliates of the Adviser, including the custodian, sub-administrator, transfer agent and fund accountant of the Portfolio, and the role of the Adviser in managing the Portfolio's relationship with these service providers;

• Copies of the Advisory Agreement and agreements with other service providers of the Portfolio;

• Responses to a request for information reviewed prior to the April 2, 2025 and May 7-8, 2025 meetings by Independent Counsel, requesting specific information from each of:

o SSGA FM, in its capacity as the Portfolio's Adviser and Administrator, with respect to its operations relating to the Portfolio and its approximate profit margins from such operations for the calendar year ended December 31, 2024; and the relevant operations of other Affiliated Service Providers to the Portfolio, together with their approximate profit margins from such relevant operations for the calendar year ended December 31, 2024;

o State Street Bank and Trust Company ("State Street"), the sub-administrator, custodian and transfer agent for the Portfolio, with respect to its operations relating to the Portfolio; and

o State Street Global Advisors Funds Distributors, LLC, the principal underwriter and distributor of the shares of the Portfolio (the "Distributor"), with respect to its operations relating to the Portfolio;

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[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S GOVERNMENT MONEY MARKET PORTFOLIO

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

------

• Information from SSGA FM, State Street and the Distributor with respect to the Trust providing any material changes to the previous information supplied in response to the letter from Independent Counsel prior to the executive session of the Board on May 7-8, 2025; and

• Materials provided by Broadridge, circulated to the Independent Trustees and to Independent Counsel, with respect to the Fund.

In addition to the information identified above, the Board considered information provided from time to time by the Adviser and other service providers of the Portfolio throughout the year at meetings of the Board and its committees. At such meetings, the Trustees received, among other things, presentations by the portfolio managers and other investment professionals of the Adviser relating to the performance of the Portfolio and the investment strategies used in pursuing the Portfolio's investment objective.

The Independent Trustees were assisted throughout the contract review process by their Independent Counsel. The Independent Trustees relied upon the advice of such counsel and their own business judgment in determining the material factors to be considered in evaluating the Advisory Agreement, and the weight to be given to each such factor. The conclusions reached with respect to the Advisory Agreement were based on a comprehensive evaluation of all the information provided and not any single factor. Moreover, each Trustee may have placed varying emphasis on particular factors in reaching conclusions with respect to the Portfolio.

<u>Results of the Process</u>

Based on a consideration of the foregoing and such other information as deemed relevant, including the factors and conclusions described below, at the meeting held on May 7-8, 2025, the Board, including a majority of the Independent Trustees, voted to approve the continuation of the Advisory Agreement effective June 1, 2025, for an additional year with respect to the Portfolio

<u>Nature, Extent and Quality of Services</u>

In considering whether to approve the Advisory Agreement, the Board evaluated the nature, extent and quality of services provided to the Portfolio by the Adviser.

The Board considered the Adviser's management capabilities and investment process with respect to the types of investments held by the Portfolio, including the education, experience and number of investment professionals and other personnel who provide portfolio management, investment research, and similar services to the Portfolio. The Board evaluated the abilities and experience of such investment personnel in analyzing particular markets, industries and specific issuers of securities in these markets and industries. The Board also considered the substantial expertise of the Adviser in developing and applying proprietary quantitative models for managing various funds that invest primarily in money market instruments. The Board considered the extensive experience and resources committed by the Adviser to risk management, including with respect to investment risk, liquidity risk, operational risk, counterparty risk and model risk. Further, the Board considered material enhancements made to the risk management processes and systems over the past year. The Trustees also considered the significant risks assumed by the Adviser in connection with the services provided to the Portfolio, including reputational and entrepreneurial risks. The Board considered the Adviser's success in maintaining the constant dollar value of the Portfolio through extraordinary market conditions. The Board also took into account the compensation paid to recruit and retain investment personnel, and the time and attention devoted to the Portfolio by senior management, as well as the Adviser's succession planning process.

The Board had previously reviewed the compliance programs of SSGA FM and various Affiliated Service Providers. Among other things, the Board considered compliance and reporting matters relating to personal trading by investment personnel, selective disclosure of portfolio holdings, late trading, frequent trading, portfolio valuation, business continuity, the allocation of investment opportunities and the voting of proxies.

On the basis of the foregoing and other relevant information, the Board concluded that the Adviser can be expected to continue to provide high quality investment management and related services for the Portfolio.

<u>Portfolio Performance</u>

The Board considered the Portfolio's performance by evaluating the performance of the Fund. The Board compared the Fund's investment performance to the performance of an appropriate benchmark and universe of comparable mutual funds for various time periods ended December 31, 2024. For purposes of these comparisons the Independent Trustees relied on the Performance Group, Performance Universe and Benchmark and the analyses of the related data provided by Broadridge. It was noted that while the Board found the Broadridge data generally useful, they recognized its limitations, including that the data may vary depending on the end date selected and that the results of the performance comparisons may vary depending on the selection of the peer

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[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S GOVERNMENT MONEY MARKET PORTFOLIO

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

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group and its composition over time. The Board also noted that it had received and discussed with management information throughout the year at periodic intervals comparing the Fund's performance against its benchmark and against the Fund's peers. The Board also considered the Fund's performance in light of overall financial market conditions. Among other information, the Board considered the following performance information in its evaluation of the Portfolio:

*Money Market Funds, Generally. The Board noted the relatively narrow range of returns in each Fund's Performance Group and Performance Universe. The Board also observed that several basis points of performance, whether from yield on portfolio investments or fees waived by service providers, accounted for substantial differences in performance relative to other funds in such Performance Group and Performance Universe during periods when preservation of capital and net asset value were generally considered by stockholders to have been more important than several basis points of yield.*

*State Street Institutional U.S. Government Money Market Fund and State Street U.S. Government Money Market Portfolio. The Board considered that the Fund's performance was above the medians of its Performance Group and Performance Universe for the 1-, 3-, 5- and 10-year periods. The Board also considered that the Fund's performance was above the Benchmark for the 1-, 3-, 5- and 10-year periods.*

On the basis of the foregoing and other relevant information, the Board concluded that the performance of the Portfolio is satisfactory.

<u>Management Fees and Expenses</u>

The Board reviewed the contractual investment advisory fee rates payable by the Portfolio and actual fees paid by the Fund, net of waivers. As part of its review, the Board considered the Fund's management fee and total expense ratio, including the portion attributable to administrative services provided by SSGA FM (both before and after giving effect to any expense caps), as compared to its Expense Group and Expense Universe, as constructed by Broadridge, and the related Broadridge analysis for the Fund. The Board also considered the comparability of the fees charged and the services provided to the Fund by the Adviser to the fees charged and services provided to other clients of the Adviser, including institutional accounts. The Board considered the investment advisory fee in the context of the overall master-feeder arrangement with the Fund. Among other information, the Board considered the following expense information in its evaluation of the Portfolio:

*State Street Institutional U.S. Government Money Market Fund and State Street U.S. Government Money Market Portfolio. The Board considered that the Fund's actual management fee was below the medians of its Expense Group and Expense Universe. The Board also considered that the Fund's total expenses were below the medians of its Expense Group and Expense Universe.*

On the basis of the foregoing and other relevant information, and in light of the nature, extent and quality of the services provided by the Adviser, the Board concluded that the fees and the expense ratio of the Fund compare favorably to the fees and expenses of the Expense Group and Expense Universe and the fees and expense ratio of the Portfolio are reasonable in relation to the services provided.

<u>Profitability</u>

The Board reviewed the level of profits realized by the Adviser and its affiliates in providing investment advisory and other services to the Portfolio and to all funds within the fund complex. The Board considered other direct and indirect benefits received by the Adviser and Affiliated Service Providers in connection with their relationships with the Portfolio, together with the profitability of each of the Affiliated Service Providers with respect to their services to the Portfolio and/or fund complex. The Board also considered the various risks borne by SSGA FM and State Street in connection with their various roles in servicing the Trust, including reputational and entrepreneurial risks.

The Board concluded that the profitability of the Adviser with respect to the Portfolio, and the profitability range of each of the Affiliated Service Providers with respect to its services to the Portfolio, were reasonable in relation to the services provided.

<u>Economies of Scale</u>

In reviewing management fees and profitability, the Board also considered the extent to which the Adviser and its affiliates, on the one hand, and the Portfolio and the fund complex, on the other hand, can expect to realize benefits from economies of scale as the assets of the Portfolio and fund complex increase. The Board acknowledged the difficulty in accurately measuring the benefits resulting from the economies of scale with respect to the management of the Portfolio or the fund complex taken as a whole. The Board concluded that, in light of the current size of the Portfolio and the fund complex, the level of profitability of the Adviser and its affiliates with respect to the Portfolio and the fund complex over various time periods, and the comparative management fee and

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[**Table of Contents**](#JOB_SSIIT_bdf81b97-b921-470b-9def-9fa51f82090d_TOC-LETTERSIZE-FEEDER)

#### STATE STREET MASTER FUNDS

#### STATE STREET U.S GOVERNMENT MONEY MARKET PORTFOLIO

#### STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT (continued)

#### June 30, 2025 (Unaudited)

------

expense ratio of the Fund during these periods, it does not appear that the Adviser or its affiliates has realized benefits from economies of scale in managing the assets of the Portfolio to such an extent that previously agreed advisory fees should be reduced or that breakpoints in such fees should be implemented for the Portfolio at this time.

<u>Conclusions</u>

In reaching its decision to approve the Advisory Agreement, the Board did not identify any single factor as being controlling, but based its recommendation on each of the factors it considered. Each Trustee may have contributed different weight to the various factors. Based upon the materials reviewed, the representations made and the considerations described above, and as part of its deliberations, the Board, including the Independent Trustees, concluded that the Adviser possesses the capability and resources to perform the duties required of it under the Advisory Agreement.

Further, based upon its review of the Advisory Agreement, the materials provided, and the considerations described above, the Board, including the Independent Trustees, concluded that (1) the terms of the Advisory Agreement are reasonable, fair, and in the best interests of the Portfolio and its shareholders, and (2) the rates payable under the Advisory Agreement are fair and reasonable in light of the usual and customary charges made for services of the same nature and quality.

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#### Item 8. Changes in and Disagreements with Accountants for Open-End Management Investment Companies
Not applicable to the Registrant.

#### Item 9. Proxy Disclosures for Open-End Management Investment Companies
Not applicable to the Registrant.

------

#### Item 10. Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies
Renumeration Paid to Directors, Officers, and Others of Open-End Investment Companies is included as part of the Financial Statements filed under Item 7(a) of this Form N-CSR.

#### Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract
The Registrant's Statement Regarding Basis for Approval of Investment Advisory Contract is included as part of the Financial Statements filed under Item 7(a) of this Form.

#### Item 12. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable to the Registrant.

#### Item 13. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable to the Registrant.

#### Item 14. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable to the Registrant.

#### Item 15. Submission of Matters to a Vote of Security Holders.
There were no material changes to the procedures by which shareholders may recommend nominees to the Registrant's Board.

#### Item 16. Controls and Procedures.
(a) The Trust's principal executive officer and principal financial officer have concluded that the Trust's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the "1940 Act")) are effective to provide reasonable assurance that information required to be disclosed by the Registrant on Form N-CSR is recorded, processed, summarized and reported as of a date within 90 days of the filing date of this report, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended.

(b) There were no changes in the Trust's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Trust's internal control over financial reporting.

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#### Item 17. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
(a) Not applicable to the Registrant.

(b) Not applicable to the Registrant.

#### Item 18. Recovery of Erroneously Awarded Compensation
Not applicable to the Registrant.

#### Item 19. Exhibits.
(a)(1) Not applicable to this filing; this Form N-CSR is a Semi-Annual Report.

(a)(2) Not applicable to the Registrant.

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| | |
|:---|:---|
| (a)(3) | [Certifications of principal executive officer and principal financial and accounting officer of the Registrant as required by Rule 30a-2(a) under the 1940 Act are attached hereto.](d52640dex99cert.htm)  |

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(a)(4) Not applicable to the Registrant.

(a)(5) Not applicable.

(b) [Certifications of principal executive officer and principal financial and accounting officer of the Registrant as required by Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.](d52640dex99906cert.htm)

(101) Inline Interactive Data File - the instance document does not appear in the Interactive Data File because its XBRL tags are embedded within the inline XBRL document.

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#### SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

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| | |
|:---|:---|
| **STATE STREET INSTITUTIONAL INVESTMENT TRUST** | **STATE STREET INSTITUTIONAL INVESTMENT TRUST** |
| By: | /s/ Ann M. Carpenter |
|  | Ann M. Carpenter |
|  | President (Principal Executive Officer) |
| Date: September 4, 2025 | Date: September 4, 2025 |

---

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

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| | |
|:---|:---|
| By: | /s/ Ann M. Carpenter |
|  | Ann M. Carpenter |
|  | President (Principal Executive Officer) |
| Date: September 4, 2025 | Date: September 4, 2025 |

---

---

| | |
|:---|:---|
| By: | /s/ Bruce S. Rosenberg |
|  | Bruce S. Rosenberg |
|  | Treasurer (Principal Financial and Accounting Officer) |
| Date: September 4, 2025 | Date: September 4, 2025 |

---

## Ex-99.Cert

**Exhibit 19(a)(3)** 

**<u>CERTIFICATIONS</u>**

I, Ann M. Carpenter, President of the State Street Institutional Investment Trust, certify that:

1. I have reviewed this report on Form N-CSR of the State Street
Institutional Investment Trust;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a
material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the Registrant as of, and for, the
periods presented in this report;

4. The Registrant's other certifying officer(s) and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the Registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c) Evaluated the effectiveness of the Registrant's disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;d) Disclosed in this report any change in the Registrant's internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant's internal control over financial reporting; and

5. The Registrant's other certifying officer(s) and I have disclosed to the Registrant's auditors and
the audit committee of the Registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the Registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) Any fraud, whether or not material, that involves management or other employees who have a significant role in
the Registrant's internal control over financial reporting.

Date: September 4, 2025

---

| |
|:---|
| /s/ Ann M. Carpenter |
| Ann M. Carpenter |
| President (Principal Executive Officer) of the State Street Institutional Investment Trust |

---

------

**<u>CERTIFICATIONS</u>**

I, Bruce S. Rosenberg, Treasurer of the State Street Institutional Investment Trust, certify that:

1. I have reviewed this report on Form N-CSR of the State Street
Institutional Investment Trust;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a
material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the Registrant as of, and for, the
periods presented in this report;

4. The Registrant's other certifying officer(s) and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the Registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c) Evaluated the effectiveness of the Registrant's disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;d) Disclosed in this report any change in the Registrant's internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant's internal control over financial reporting; and

5. The Registrant's other certifying officer(s) and I have disclosed to the Registrant's auditors and
the audit committee of the Registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the Registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) Any fraud, whether or not material, that involves management or other employees who have a significant role in
the Registrant's internal control over financial reporting.

Date: September 4, 2025

---

| |
|:---|
| /s/ Bruce S. Rosenberg |
| Bruce S. Rosenberg |
| Treasurer (Principal Financial and Accounting Officer) of the State Street Institutional Investment Trust |

---

## Exhibit 99.906

**Exhibit 19(b)** 

**EX-99-906CERT** 

<u>Certification pursuant to Section 906 of the Sarbanes-Oxley Act of 2002</u> 

I, Ann M. Carpenter, President, and I, Bruce S. Rosenberg, Treasurer, of the State Street Institutional Investment Trust (the "Trust"), each certify, to the best of my knowledge and belief, that:

1. This Form N-CSR filing for the Trust for the period ended June 30,
2025 (the "Report") fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934, as amended; and

2. The information contained in the Report fairly presents, in all material respects, the financial condition and
results of operations of the Trust.

---

| | |
|:---|:---|
| By: | /s/ Ann M. Carpenter |
|  | Ann M. Carpenter |
|  | President (Principal Executive Officer)<br> of the State Street Institutional Investment Trust |
| Date: September 4, 2025 | Date: September 4, 2025 |

---

---

| | |
|:---|:---|
| By: | /s/ Bruce S. Rosenberg |
|  | Bruce S. Rosenberg |
|  | Treasurer (Principal Financial and Accounting Officer)<br> of the State Street Institutional Investment Trust |
| Date: September 4, 2025 | Date: September 4, 2025 |

---