State Street Institutional Small-Cap Equity Fund Schedule of Investments July 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Common Stock - 96.7% Dorman Products Inc. 96,711 $ 9,782,317 Agricultural & Farm Machinery - 0.7% Gentex Corp. 51,170 1,741,315 AGCO Corp. 69,687 $ 9,206,350 LCI Industries 12,989 1,894,056 15,704,698 Agricultural Products - 1.3% Darling Ingredients Inc. 251,903 17,398,940 Automobile Manufacturers - 1.1% Thor Industries Inc. 119,852 14,185,683 Airlines-0.1% Allegiant Travel Co. 7,828 1,488,259 Automotive Retail - 1.6% America’s Car-Mart Inc. 19,844 3,155,196 Aluminum - 0.2% Group 1 Automotive Inc. 39,667 6,891,745 Alcoa Corp. 74,161 2,977,564 Monro Inc. 29,774 1,726,892 Apparel Retail - 0.5% Murphy USA Inc. 65,697 9,690,964 American Eagle Outfitters Inc. 81,961 2,825,196 21,464,797 The Buckle Inc. 89,823 3,779,752 Biotechnology - 1.1% 6,604,948 Avid Bioservices Inc. 122,434 3,140,432 Application Software - 7.1% Emergent BioSolutions Inc. 73,499 4,843,584 ACI Worldwide Inc. 159,694 5,477,504 Halozyme Therapeutics Inc. 11,012 455,126 Alarm.com Holdings Inc. 33,784 2,811,504 Heron Therapeutics Inc. 296,437 3,663,961 Altair Engineering Inc., Veracyte Inc. 69,000 3,074,640 Class A 59,853 4,175,345 15,177,743 Asana Inc., Class A 9,500 675,070 Blackbaud Inc. 129,460 9,234,382 Building Products - 1.1% Blackline Inc. 83,182 9,515,189 American Woodmark Corp. 12,628 937,629 Cerence Inc. 12,838 1,380,213 CSW Industrials Inc. 27,535 3,257,115 Cornerstone OnDemand Inc. 74,034 3,549,190 Gibraltar Industries Inc. 104,502 7,804,210 Envestnet Inc. 46,500 3,498,195 Insteel Industries Inc. 10,493 407,443 Medallia Inc. 233,000 7,891,710 UFP Industries Inc. 27,562 2,046,754 Model N Inc. 39,788 1,287,938 14,453,151 New Relic Inc. 128,500 8,876,780 Paylocity Holding Corp. 16,810 3,487,403 Commodity Chemicals - 0.6% Pegasystems Inc. 23,224 2,964,311 Hawkins Inc. 22,171 805,029 PROS Holdings Inc. 23,656 1,027,144 Koppers Holdings Inc. 213,678 6,562,051 Q2 Holdings Inc. 63,500 6,560,185 7,367,080 SPS Commerce Inc. 29,298 3,192,017 Sumo Logic Inc. 172,500 3,562,125 Communications Equipment - 0.3% The Descartes Systems Extreme Networks Inc. 196,342 2,161,725 Group Inc. 21,752 1,580,500 Plantronics Inc. 70,184 2,189,039 Workiva Inc. 72,789 9,445,829 4,350,764 Yext Inc. 361,500 4,710,345 94,902,879 Computer & Electronics Retail - 0.2% Rent-A-Center Inc. 38,619 2,209,779 Auto Parts & Equipment - 1.2% Dana Inc. 94,661 2,287,010 State Street Institutional Small-Cap Equity Fund Schedule of Investments July 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Diversified REITs - 0.3% Construction & Engineering - 1.4% Alpine Income Property Dycom Industries Inc. 193,136 $ 13,403,638 Trust Inc. 51,750 $ 1,015,335 Valmont Industries Inc. 12,923 3,062,105 American Assets Trust Inc. 49,397 1,824,231 WillScot Mobile Mini Holdings Essential Properties Realty Corp. 65,175 1,871,174 Trust Inc. 39,032 1,163,154 18,336,917 4,002,720

Construction Machinery & Heavy Trucks - 1.0% Diversified Support Services - 2.0% Alamo Group Inc. 13,673 2,006,786 Healthcare Services Astec Industries Inc. 51,432 3,153,296 Group Inc. 212,525 5,546,902 Meritor Inc. 119,554 2,908,749 IAA Inc. 44,272 2,677,571 The Greenbrier Matthews International Corp., Companies Inc. 58,520 2,504,656 Class A 67,891 2,349,029 The Manitowoc Company Inc. 65,375 1,513,431 Ritchie Bros Auctioneers Inc. 239,500 14,305,335 Wabash National Corp. 104,780 1,533,979 UniFirst Corp. 6,035 1,314,242 13,620,897 26,193,079

Construction Materials - 0.1% Education Services - 0.6% Eagle Materials Inc. 11,644 1,645,530 2U Inc. 48,027 2,084,372 Grand Canyon Education Inc. 35,149 3,246,713 Consumer Finance - 0.4% Stride Inc. 99,148 3,039,878 PRA Group Inc. 30,764 1,193,336 8,370,963 PROG Holdings Inc. 86,808 3,799,586 4,992,922 Electric Utilities - 0.8% ALLETE Inc. 15,285 1,074,841 Data Processing & Outsourced Services - 0.6% IDACORP Inc. 87,042 9,178,579 Cass Information Systems Inc. 13,120 578,461 10,253,420 CSG Systems International Inc. 57,727 2,618,496 Electrical Components & Equipment - 0.3% Maximus Inc. 16,859 1,500,451 Acuity Brands Inc. 7,052 1,236,780 Verra Mobility Corp. 227,509 3,483,163 Regal Beloit Corp. 18,408 2,710,210 8,180,571 3,946,990

Distillers & Vintners - 1.1% Electronic Components - 1.6% MGP Ingredients Inc. 245,211 14,626,836 Belden Inc. 183,135 8,973,615 II-VI Inc. 30,471 2,127,181 Distributors - 0.6% Littelfuse Inc. 24,865 6,613,841 LKQ Corp. 149,397 7,581,898 Rogers Corp. 17,829 3,398,207

Diversified Metals & Mining - 0.3% 21,112,844 Compass Minerals Electronic Equipment & Instruments - 0.4% International Inc. 47,193 3,235,552 National Instruments Corp. 134,093 5,914,842 Materion Corp. 13,120 936,243 4,171,795 State Street Institutional Small-Cap Equity Fund Schedule of Investments July 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value IntriCon Corp. 67,053 $ 1,609,272 Electronic Manufacturing Services - 0.3% LeMaitre Vascular Inc. 24,797 1,350,445 Methode Electronics Inc. 36,146 $ 1,728,863 Masimo Corp. 7,500 2,042,925 Plexus Corp. 23,551 2,127,126 Outset Medical Inc. 71,000 2,908,160 3,855,989 Penumbra Inc. 19,500 5,191,485 STERIS PLC 28,000 6,102,600 Environmental & Facilities Services - 0.5% Tactile Systems Clean Harbors Inc. 72,823 6,918,185 Technology Inc. 78,000 3,820,440 Vapotherm Inc. 67,000 1,732,620 Food Distributors - 0.3% Performance Food Group Co. 92,585 4,242,245 75,257,499

Footwear - 0.7% Healthcare Facilities - 1.1% Deckers Outdoor Corp. 9,220 3,788,037 Acadia Healthcare Company Inc. 108,663 6,706,681 Wolverine World Wide Inc. 172,500 5,785,650 Hanger Inc. 72,756 1,785,432 9,573,687 The Ensign Group Inc. 34,419 2,928,024 Gas Utilities - 0.1% The Pennat Group Inc. 45,478 1,556,257 U.S. Physical Therapy Inc. 13,320 1,573,891 Spire Inc. 20,238 1,435,886 14,550,285 General Merchandise Stores - 0.1% Ollie’s Bargain Outlet Healthcare Services - 0.9% Holdings Inc. 19,285 1,795,434 Addus HomeCare Corp. 21,911 1,901,656 Amedisys Inc. 12,972 3,380,762 Health Care REITs - 0.1% AMN Healthcare Community Healthcare Services Inc. 27,296 2,744,886 Trust Inc. 27,796 1,385,075 Chemed Corp. 3,487 1,659,882 Healthcare Distributors - 0.6% MEDNAX Inc. 90,616 2,638,738 AdaptHealth Corp. 106,030 2,374,012 12,325,924 Covetrus Inc. 168,076 4,279,215 PetIQ Inc. 41,810 1,478,401 Healthcare Supplies - 1.1% Avanos Medical Inc. 117,500 4,457,950 8,131,628 BioLife Solutions Inc. 71,652 3,360,479 Healthcare Equipment - 5.7% ICU Medical Inc. 9,923 2,017,247 Neogen Corp. 38,041 1,657,066 AtriCure Inc. 65,000 5,489,900 OrthoPediatrics Corp. 18,212 1,144,442 Axonics Inc. 7,460 506,907 Pulmonx Corp. 62,000 2,458,920 Cardiovascular Systems Inc. 152,500 6,144,225 CONMED Corp. 65,500 9,035,070 15,096,104 Envista Holdings Corp. 35,700 1,537,956 Glaukos Corp. 19,685 1,003,935 Healthcare Technology - 1.5% Globus Medical Inc., Class A 68,000 5,655,560 Health Catalyst Inc. 38,192 2,217,428 Heska Corp. 10,440 2,512,908 Inovalon Holdings Inc., Class A 56,110 2,125,447 Hill-Rom Holdings Inc. 61,903 8,571,089 Inspire Medical Systems Inc. 29,500 5,403,220 Inogen Inc. 9,729 776,082 NextGen Healthcare Inc. 102,888 1,668,843 Integra LifeSciences Holdings Corp. 128,000 9,265,920 Omnicell Inc. 40,678 5,959,327 State Street Institutional Small-Cap Equity Fund Schedule of Investments July 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Phreesia Inc. 31,057 $ 2,122,746 L B Foster Co., Class A 26,371 $ 478,897 19,497,011 Lydall Inc. 45,297 2,772,176 Mueller Industries Inc. 125,395 5,442,143 Home Building - 0.7% Proto Labs Inc. 7,251 566,956 Cavco Industries Inc. 9,397 2,208,295 Standex International Corp. 29,500 2,714,000 Green Brick Partners Inc. 46,417 1,163,674 The Timken Co. 167,113 13,285,484 Taylor Morrison Home Corp. 132,785 3,561,294 TriMas Corp. 151,500 4,957,080 TopBuild Corp. 9,709 1,967,917 Woodward Inc. 22,102 2,686,719 8,901,180 110,725,061

Home Furnishing Retail - 0.3% Industrial REITs - 0.7% The Aaron’s Co. Inc. 124,784 3,602,514 EastGroup Properties Inc. 45,146 7,955,628 Innovative Industrial Home Furnishings - 0.2% Properties Inc. 4,986 1,071,940 La-Z-Boy Inc. 66,334 2,227,496 9,027,568

Home Improvement Retail - 0.1% Insurance Brokers - 0.3% Floor & Decor Holdings Inc., BRP Group Inc., Class A 87,000 2,371,620 Class A 15,315 1,868,583 Goosehead Insurance Inc., Class A 13,605 1,635,185 Hotel & Resort REITs - 0.2% RLJ Lodging Trust 220,072 3,158,033 4,006,805

Hotels, Resorts & Cruise Lines - 0.1% Interactive Media & Services - 0.1% Wyndham Hotels & Vimeo Inc. 37,148 1,664,230 Resorts Inc. 13,799 994,356 Internet & Direct Marketing Retail - 0.7% Household Appliances - 0.1% Fiverr International Ltd. 8,492 2,113,744 Helen of Troy Ltd. 4,986 1,113,823 Overstock.com Inc. 14,020 976,353 Porch Group Inc. 82,481 1,528,373 Household Products - 0.1% Revolve Group Inc. 62,024 4,317,490 Central Garden & Pet Co., Class A 36,000 1,559,160 8,935,960

Industrial Machinery - 8.3% Investment Banking & Brokerage - 0.9% Albany International Corp., Piper Sandler Cos. 23,223 2,849,230 Class A 13,000 1,122,550 Raymond James Altra Industrial Motion Corp. 269,417 16,887,058 Financial Inc. 47,092 6,097,472 Barnes Group Inc. 229,293 11,618,276 Stifel Financial Corp. 46,544 3,097,038 Crane Co. 126,304 12,280,538 12,043,740 Enerpac Tool Group Corp. 307,879 7,903,254 ESCO Technologies Inc. 35,500 3,350,135 IT Consulting & Other Services - 0.9% Evoqua Water Technologies Globant S.A. 18,676 4,466,552 Corp. 256,000 8,450,560 Grid Dynamics Holdings Inc. 66,823 1,406,624 John Bean Technologies Perficient Inc. 15,252 1,438,111 Corp. 76,500 11,213,370 Unisys Corp. 237,916 5,317,423 Kadant Inc. 8,030 1,446,444 12,628,710 Kornit Digital Ltd. 26,857 3,549,421 State Street Institutional Small-Cap Equity Fund Schedule of Investments July 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Leisure Products - 1.7% Oil & Gas Exploration & Production - 0.8% Malibu Boats Inc., Class A 125,864 $ 10,529,782 Cimarex Energy Co. 14,693 $ 957,983 Polaris Inc. 91,387 11,978,094 Denbury Inc. 27,846 1,829,761 22,507,876 Northern Oil & Gas Inc. 105,400 1,820,258 PDC Energy Inc. 121,216 4,794,093 Life & Health Insurance - 0.4% Southwestern Energy Co. 218,679 1,029,978 American Equity Investment 10,432,073 Life Holding Co. 62,780 2,014,610 Trupanion Inc. 31,216 3,590,465 Packaged Foods & Meats - 3.8% 5,605,075 Freshpet Inc. 13,992 2,049,128 Hostess Brands Inc. 482,000 7,755,380 Life Sciences Tools & Services - 3.2% J&J Snack Foods Corp. 26,500 4,356,070 Bruker Corp. 93,904 7,723,604 John B Sanfilippo & Son Inc. 8,954 826,992 ICON PLC 45,447 11,055,892 Lancaster Colony Corp. 44,000 8,706,280 Medpace Holdings Inc. 10,380 1,826,257 Sanderson Farms Inc. 66,982 12,514,917 Repligen Corp. 44,799 11,007,114 The Simply Good Foods Co. 224,900 8,429,252 Syneos Health Inc. 121,794 10,921,268 TreeHouse Foods Inc. 76,500 3,396,600 42,534,135 Utz Brands Inc. 107,500 2,433,800 50,468,419 Marine - 0.1% Kirby Corp. 30,635 1,774,073 Paper Packaging - 0.1% UFP Technologies Inc. 17,909 1,070,600 Multi-Line Insurance - 0.2% Horace Mann Educators Personal Products - 0.4% Corp. 78,043 3,106,892 elf Beauty Inc. 167,000 4,610,870 Office REITs - 0.7% The Honest Company Inc. 63,500 912,495 Corporate Office Properties 5,523,365 Trust 51,004 1,501,558 Cousins Properties Inc. 141,787 5,631,779 Pharmaceuticals - 0.3% Easterly Government Prestige Consumer Properties Inc. 106,483 2,417,164 Healthcare Inc. 78,000 4,098,900 9,550,501 Property & Casualty Insurance - 1.9% Office Services & Supplies - 0.9% AMERISAFE Inc. 45,586 2,607,519 HNI Corp. 35,523 1,325,008 Argo Group International Holdings Ltd. 122,355 6,378,366 MSA Safety Inc. 65,914 10,841,535 James River Group Holdings 12,166,543 Ltd. 85,200 3,099,576 Palomar Holdings Inc. 36,500 2,972,195 Oil & Gas Drilling - 0.2% RLI Corp. 39,185 4,246,871 Helmerich & Payne Inc. 76,392 2,190,159 Selective Insurance Group Inc. 66,500 5,409,775 Oil & Gas Equipment & Services - 0.3% 24,714,302 ChampionX Corp. 69,274 1,609,928 Oil States International Inc. 441,455 2,498,635 4,108,563 State Street Institutional Small-Cap Equity Fund Schedule of Investments July 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Publishing - 1.0% Westamerica BanCorp 67,199 $ 3,732,904 John Wiley & Sons Inc., Western Alliance Bancorp 80,094 7,434,325 Class A 236,265 $ 13,887,657 Wintrust Financial Corp. 46,150 3,295,110 Regional Banks - 7.0% 93,408,274 1st Source Corp. 44,042 2,016,683 Research & Consulting Services - 0.4% Atlantic Union Bankshares Corp. 39,524 1,401,916 Exponent Inc. 19,760 2,116,098 Bank OZK 54,908 2,235,305 Resources Connection Inc. 190,391 2,949,157 BankUnited Inc. 25,256 999,633 5,065,255 Bryn Mawr Bank Corp. 44,500 1,741,285 Cadence BanCorp 119,521 2,270,899 Residential REITs - 0.2% Community Bank System Inc. 43,000 3,080,520 NexPoint Residential Trust Inc. 43,624 2,571,635 Cullen/Frost Bankers Inc. 36,823 3,951,844 CVB Financial Corp. 117,000 2,230,020 Restaurants - 1.2% Enterprise Financial Services Brinker International Inc. 12,595 684,412 Corp. 42,247 1,882,949 Cracker Barrel Old Country Equity Bancshares Inc., Store Inc. 11,833 1,611,418 Class A 39,524 1,164,377 Shake Shack Inc., Class A 9,500 955,130 FB Financial Corp. 22,731 859,459 Texas Roadhouse Inc. 41,127 3,790,676 First Interstate BancSystem Inc., Class A 38,147 1,599,122 The Cheesecake Factory Inc. 53,866 2,437,975 Fulton Financial Corp. 221,726 3,396,842 Wingstop Inc. 34,500 5,910,195 German American 15,389,806 Bancorp Inc. 61,000 2,299,700 Great Western Bancorp Inc. 65,108 2,005,326 Retail REITs - 0.3% Independent Bank Corp. 123,022 8,695,195 Kite Realty Group Trust 43,985 886,737 Investors Bancorp Inc. 62,714 866,708 Retail Opportunity Lakeland Financial Corp. 8,587 574,213 Investments Corp. 94,104 1,662,818 National Bank Holdings The Macerich Co. 56,646 923,330 Corp., Class A 38,775 1,374,962 3,472,885 Origin Bancorp Inc. 56,908 2,315,017 PacWest Bancorp 69,110 2,751,960 Security & Alarm Services - 1.2% Peapack-Gladstone Financial The Brink’s Co. 207,255 15,950,345 Corp. 17,679 569,441 Pinnacle Financial Semiconductor Equipment - 1.7% Partners Inc. 22,206 1,989,880 Brooks Automation Inc. 58,295 5,188,838 Prosperity Bancshares Inc. 107,635 7,339,631 CMC Materials Inc. 71,002 10,269,729 Renasant Corp. 154,755 5,444,281 Ichor Holdings Ltd. 44,280 2,283,520 Sandy Spring Bancorp Inc. 40,836 1,698,369 Onto Innovation Inc. 71,660 5,021,933 Stock Yards Bancorp Inc. 40,000 1,905,600 22,764,020 Texas Capital Bancshares Inc. 24,002 1,511,646 Semiconductors - 0.9% UMB Financial Corp. 61,500 5,756,400 Diodes Inc. 20,566 1,686,412 United Community Banks Inc. 48,872 1,408,002 MaxLinear Inc. 28,569 1,377,883 Washington Trust Power Integrations Inc. 23,021 2,232,807 Bancorp Inc. 33,000 1,608,750 Semtech Corp. 87,036 5,388,399 State Street Institutional Small-Cap Equity Fund Schedule of Investments July 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value SMART Global Holdings Inc. 19,961 $ 934,973 Systems Software - 1.2% 11,620,474 Ping Identity Holding Corp. 110,827 $ 2,445,952 Qualys Inc. 26,000 2,640,560 Soft Drinks - 0.3% Sailpoint Technologies Primo Water Corp. 258,161 4,267,401 Holdings Inc. 102,000 5,098,980 Tenable Holdings Inc. 139,500 5,970,600 Specialized Consumer Services - 1.4% 16,156,092 Frontdoor Inc. 121,088 5,926,047 OneSpaWorld Holdings Ltd. 167,590 1,655,789 Technology Hardware, Storage & Peripherals - 0.5% Terminix Global Holdings Inc. 209,508 10,999,170 Pure Storage Inc., Class A 375,500 7,329,760 18,581,006 Thrifts & Mortgage Finance - 0.9% Specialized REITs - 0.5% Flagstar Bancorp Inc. 21,548 986,036 CoreSite Realty Corp. 22,767 3,146,627 HomeStreet Inc. 41,623 1,569,603 PotlatchDeltic Corp. 35,195 1,828,028 Kearny Financial Corp. 82,094 987,591 QTS Realty Trust Inc., Meta Financial Group Inc. 30,254 1,503,624 Class A 14,924 1,159,744 Premier Financial Corp. 44,083 1,180,543 6,134,399 Washington Federal Inc. 38,835 1,253,205 WSFS Financial Corp. 114,346 5,006,068 Specialty Chemicals - 4.2% 12,486,670 Avient Corp. 163,872 7,951,069 Chase Corp. 14,000 1,631,420 Trading Companies & Distributors - 1.3% Danimer Scientific Inc. 80,342 1,340,105 Applied Industrial HB Fuller Co. 16,531 1,068,233 Technologies Inc. 99,686 8,941,834 Ingevity Corp. 205,258 17,434,614 Boise Cascade Co. 9,807 501,628 Innospec Inc. 37,000 3,272,650 McGrath RentCorp. 18,335 1,437,831 Minerals Technologies Inc. 15,022 1,205,065 Transcat Inc. 10,000 638,500 Quaker Chemical Corp. 19,897 5,008,871 Univar Solutions Inc. 210,663 5,169,670 Sensient Technologies Corp. 71,000 6,189,780 16,689,463 Stepan Co. 86,825 10,241,009 Trucking - 0.7% 55,342,816 Marten Transport Ltd. 92,631 1,465,422 Specialty Stores - 1.0% Saia Inc. 32,174 7,271,324 Dick’s Sporting Goods Inc. 19,090 1,988,033 8,736,746 Five Below Inc. 18,279 3,553,803 Total Common Stock National Vision Holdings Inc. 85,579 4,619,554 (Cost $855,651,674) 1,286,881,996 Sally Beauty Holdings Inc. 199,500 3,774,540 13,935,930

Steel - 0.5% Carpenter Technology Corp. 35,293 1,346,428 Commercial Metals Co. 102,613 3,365,707 Steel Dynamics Inc. 24,216 1,560,721 6,272,856 State Street Institutional Small-Cap Equity Fund Schedule of Investments July 31, 2021 (Unaudited)

Number Fair of Shares Value Short-Term Investments - 3.3% State Street Institutional U.S. Government Money Market Fund - Class G Shares 0.03% (Cost $43,845,968) 43,845,968 $ 43,845,968 Total Investments (Cost $899,497,642) 1,330,727,964 Other Assets and Liabilities, net - 0.0% 483,958 NET ASSETS - 100.0% $1,331,211,922

Other Information:

The Fund had the following long futures contracts open at July 31, 2021:

Unrealized Expiration Number of Notional Appreciation Description Date Contracts Amount Value (Depreciation)

E-mini Russell 2000 Index Futures September 2021 130 $14,991,292 $14,440,400 $(550,892)

The securities information regarding holdings, allocations and other characteristics are presented to illustrate examples of securities that the Fund has bought and the diversity of areas in which the Fund may invest as of a particular date. It may not be representative of the Fund’s current or future investments and should not be construed as a recommendation to purchase or sell a particular security. See the Fund’s summary prospectus and statutory prospectus for complete descriptions of investment objectives, policies, risks and permissible investments.