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State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Domestic Equity - 41.2% National Presto Common - 41.2% Industries Inc. 290 $ 24,226 Advertising - 0.1% Northrop Corp. 2,200 808,940 Advantage Solutions Inc. 3,700 $ 32,227 PAE Inc. 3,500 23,415 Boston Omaha Corp., Park Corp. 1,253 18,269 Class A 800 28,600 Parsons Corp. 1,300 46,059 Cardlytics Inc. 1,900 172,482 Raytheon Technologies Corp. 21,531 1,824,967 Clear Channel Outdoor Spirit AeroSystems Holdings Inc. 17,800 46,814 Holdings Inc., Class A 1,600 62,784 comScore Inc. 2,198 8,528 Inc. 3,400 247,078 Fluent Inc. 400 1,088 The Co. 7,682 1,686,199 National CineMedia Inc. 4,200 10,752 TransDigm Group Inc. 770 467,752 Omnicom Group Inc. 2,900 212,338 Inc. 3,300 60,918 Stagwell Inc. 4,000 27,920 Vectrus Inc. 715 35,972 TechTarget Inc. 1,500 126,870 Virgin Galactic Holdings Inc. 2,000 54,220 The Interpublic Group of 9,909,342 Companies Inc. 5,797 215,823 Thryv Holdings Inc. 600 18,594 Agricultural & Farm Machinery - 0.1% 902,036 AGCO Corp. 903 124,271 AgEagle Aerial Systems Inc. 3,400 12,036 Aerospace & Defense - 0.5% Deere & Co. 4,082 1,543,118 AAR Corp. 1,600 54,160 Hydrofarm Holdings Aerojet Rocketdyne Group Inc. 600 30,336 Holdings Inc. 4,100 170,232 Lindsay Corp. 600 98,850 Aerovironment Inc. 1,300 133,068 The Toro Co. 1,600 175,904 Astronics Corp. 1,400 18,704 Titan International Inc. 2,500 20,775 Axon Enterprise Inc. 900 163,683 2,005,290 BWX Technologies Inc. 1,400 80,402 Byrna Technologies Inc. 1,000 29,280 Agricultural Products - 0.1% Curtiss-Wright Corp. 600 73,068 AppHarvest Inc. 2,400 20,160 Ducommun Inc. 600 31,620 Archer-Daniels-Midland Co. 7,957 477,420 General Dynamics Corp. 3,700 741,147 Bunge Ltd. 2,000 151,420 HEICO Corp. 700 88,774 Darling Ingredients Inc. 2,300 171,350 HEICO Corp., Class A 1,000 114,240 Fresh Del Monte Produce Inc. 2,180 71,678 Hexcel Corp. 1,200 68,052 Inc. 1,044 91,726 Howmet Aerospace Inc. 5,100 161,925 Limoneira Co. 1,000 16,450 Huntington Ingalls Industries Inc. 600 122,502 1,000,204 Kaman Corp. 1,335 52,172 Air Freight & - 0.2% Kratos Defense & Security Solutions Inc. 7,200 177,984 Air Transport Services Group Inc. 3,000 82,170 L3Harris Technologies Inc. 2,900 675,729 Atlas Air Worldwide Corp. 3,601 1,295,640 Holdings Inc. 1,640 119,999 Maxar Technologies Inc. 4,300 136,697 CH Robinson Worldwide Inc. 1,969 177,328 Systems Inc. 800 40,304 Echo Global Logistics Inc. 1,800 59,184 Moog Inc., Class A 1,500 119,160 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Expeditors International of Aluminum - 0.0% Washington Inc. 2,387 $ 297,516 Alcoa Corp. 2,400 $ 106,488 FedEx Corp. 3,484 925,664 Arconic Corp. 6,300 217,287 Forward Air Corp. 1,600 141,072 Co. 3,000 38,460 GXO Logistics Inc. 1,400 114,506 Kaiser Aluminum Corp. 800 101,008 Hub Group Inc., Class A 1,951 136,960 463,243 Radiant Logistics Inc. 2,600 17,810 Inc., Apparel - 0.2% Class B 10,430 2,040,421 Abercrombie & Fitch Co., 4,112,630 Class A 3,200 114,432 American Outfitters Inc. 8,500 259,420 -0.1% Boot Barn Holdings Inc. 1,500 133,920 Alaska Air Group Inc. 1,800 103,212 Burlington Stores Inc. 1,000 299,490 Allegiant Travel Co. 900 173,196 Caleres Inc. 2,100 51,639 American Airlines Group Inc. 9,200 183,448 Chico’s FAS Inc. 7,100 36,707 Delta Air Lines Inc. 8,900 359,916 Citi Trends Inc. 567 48,842 Frontier Group Holdings Inc. 1,700 26,061 Designer Inc., Class A 2,800 40,600 Hawaiian Holdings Inc. 3,400 68,748 Foot Locker Inc. 1,015 57,540 JetBlue Airways Corp. 4,700 71,111 Genesco Inc. 1,000 62,030 Mesa Air Group Inc. 2,000 15,960 Guess? Inc. 1,800 43,542 SkyWest Inc. 2,600 121,290 Ross Stores Inc. 5,000 592,000 Southwest Airlines Co. 8,500 423,130 Shoe Carnival Inc. 1,158 44,328 Spirit Airlines Inc. 6,000 147,180 The Buckle Inc. 1,659 64,253 Sun Country Airlines The Cato Corp., Class A 600 10,356 Holdings Inc. 900 29,151 The Children’s Place Inc. 800 69,472 Inc. 4,300 199,993 The Gap Inc. 2,747 73,427 1,922,396 The TJX Companies Inc. 17,176 1,249,039 Tilly’s Inc., Class A 1,600 24,912 Airport Services - 0.0% Inc. 4,000 132,080 Macquarie Corp. 4,100 163,385 Victoria’s Secret & Co. 1,139 75,516 Zumiez Inc. 1,200 48,228 Alternative Carriers - 0.1% 3,531,773 Anterix Inc. 700 41,314 Bandwidth Inc., Class A 1,300 133,770 Apparel, Accessories & Luxury Goods - 0.1% Cogent Communications Carter’s Inc. 600 61,428 Holdings Inc. 2,400 174,192 Columbia Sportswear Co. 400 40,804 Globalstar Inc. 29,800 59,302 Fossil Group Inc. 2,800 37,520 Iridium Communications Inc. 6,800 302,668 G-III Apparel Group Ltd. 2,100 64,953 Liberty Latin America Ltd., Hanesbrands Inc. 5,200 97,136 Class A 2,900 41,354 Kontoor Brands Inc. 3,000 161,880 Liberty Latin America Ltd., Class C 7,638 109,911 Movado Group Inc. 900 32,526 Lumen Technologies Inc. 15,300 188,190 Oxford Industries Inc. 900 81,270 ORBCOMM Inc. 4,300 49,407 PLBY Group Inc. 500 12,425 PVH Corp. 1,000 104,790 1,100,108 Ralph Lauren Corp. 700 81,291 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Superior Group of ChannelAdvisor Corp. 1,700 $ 43,554 Companies Inc. 599 $ 14,280 Citrix Systems Inc. 1,800 185,166 Tapestry Inc. 4,100 165,312 Cleanspark Inc. 1,600 22,080 Inc., Class A 2,200 50,908 Cloudera Inc. 13,000 207,090 Under Armour Inc., Class C 2,700 54,162 Cornerstone OnDemand Inc. 3,600 206,280 Vera Bradley Inc. 2,200 25,212 Coupa Software Inc. 1,000 244,810 VF Corp. 4,600 351,762 Datadog Inc., Class A 3,200 440,960 1,437,659 Digimarc Corp. 700 20,468 Digital Turbine Inc. 4,800 280,560 Application Software - 1.7% DocuSign Inc. 2,700 799,848 8x8 Inc. 6,300 152,145 Domo Inc., Class B 1,600 143,200 ACI Worldwide Inc. 6,500 209,495 Dropbox Inc., Class A 4,300 136,353 Adobe Inc. 6,863 4,554,973 Duck Creek Technologies Inc. 1,100 51,293 Agilysys Inc. 1,100 62,513 Dynatrace Inc. 2,700 185,571 Alarm.com Holdings Inc. 2,700 227,691 E2open Parent Holdings Inc. 2,200 26,268 Alkami Technology Inc. 600 17,136 Ebix Inc. 1,800 51,804 Altair Inc., eGain Corp. 300 3,534 Class A 2,500 184,975 Elastic N.V. 900 143,595 Alteryx Inc., Class A 800 59,176 Envestnet Inc. 3,100 247,597 American Software Inc., Class A 1,797 45,590 Everbridge Inc. 500 78,485 Anaplan Inc. 2,000 119,960 Fair Isaac Corp. 370 170,104 ANSYS Inc. 1,300 474,968 Five9 Inc. 900 142,407 Appfolio Inc., Class A 1,000 118,100 GTY Technology Holdings Inc. 3,000 22,140 Asana Inc., Class A 4,200 317,310 Guidewire Software Inc. 1,200 142,152 Aspen Technology Inc. 1,000 129,500 HubSpot Inc. 670 458,595 Inc. 3,200 992,288 Intelligent Systems Corp. 500 19,295 Avalara Inc. 1,200 215,640 InterDigital Inc. 1,600 115,376 Avaya Holdings Corp. 4,260 85,924 Intuit Inc. 3,662 2,073,095 Benefitfocus Inc. 1,800 21,726 J2 Global Inc. 2,400 330,480 Inc., Class B 1,900 122,531 Jamf Holding Corp. 800 28,120 Bill.com Holdings Inc. 1,092 299,634 LivePerson Inc. 3,700 237,170 Black Knight Inc. 2,224 168,290 Manhattan Associates Inc. 800 130,392 Blackbaud Inc. 2,800 195,132 Marathon Digital Holdings Inc. 5,400 219,186 Blackline Inc. 3,000 327,300 Medallia Inc. 1,300 43,901 Bottomline Technologies de Inc. 2,300 97,221 MicroStrategy Inc., Class A 467 324,238 Box Inc., Class A 8,300 213,974 Mimecast Ltd. 3,400 237,354 BTRS Holdings Inc. 2,300 25,093 Mitek Systems Inc. 2,500 55,925 C3.ai Inc., Class A 400 20,616 Model N Inc. 1,700 57,647 Cadence Momentive Global Inc. 7,400 145,114 Systems Inc. 4,000 653,920 nCino Inc. 700 43,407 CDK Global Inc. 1,800 74,880 NCR Corp. 1,900 80,712 Cerence Inc. 2,132 231,194 New Relic Inc. 800 63,976 Ceridian HCM Holding Inc. 1,700 190,995 Nuance Communications Inc. 4,232 232,972 Nutanix Inc., Class A 2,800 103,348 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value ON24 Inc. 500 $ 11,305 Asset Management & Custody - 0.5% PagerDuty Inc. 4,600 196,880 Affiliated Managers Palantir Technologies Inc., Group Inc. 600 $ 102,066 Class A 23,000 605,820 Ameriprise Financial Inc. 1,700 463,947 Paycom Software Inc. 700 342,230 Apollo Global Paylocity Holding Corp. 500 134,600 Management Inc. 2,600 155,428 Pegasystems Inc. 600 82,578 Ares Management Corp., Class A 2,100 162,078 PROS Holdings Inc. 2,500 108,100 Artisan Partners Asset PTC Inc. 1,400 184,324 Management Inc., Class A 3,316 172,300 Q2 Holdings Inc. 3,100 273,079 AssetMark Financial QAD Inc., Class A 700 60,907 Holdings Inc. 1,000 26,870 Rekor Systems Inc. 1,600 17,472 BlackRock Inc. 2,051 1,934,688 Rimini Street Inc. 3,100 29,605 Blackstone Inc. 9,700 1,219,581 RingCentral Inc., Class A 1,100 277,486 Blucora Inc. 3,300 54,153 Riot Blockchain Inc. 4,800 179,136 Brightsphere Investment salesforce.com Inc. 13,163 3,491,749 Group Inc. 2,900 78,851 ShotSpotter Inc. 500 19,915 Cohen & Steers Inc. 1,493 130,951 Smartsheet Inc., Class A 1,700 135,269 Diamond Hill Investment Group Inc. 177 32,396 Smith Micro Software Inc. 4,400 21,956 Federated Hermes Inc. 5,500 186,065 Splunk Inc. 2,400 366,888 Focus Financial Partners Inc., Sprout Social Inc., Class A 2,490 302,784 Class A 2,900 150,452 SPS Commerce Inc. 2,057 278,785 Franklin Resources Inc. 4,100 133,004 SS&C Technologies GCM Grosvenor Inc., Class A 2,000 22,240 Holdings Inc. 3,100 234,546 Hamilton Lane Inc., Class A 1,900 163,533 Sumo Logic Inc. 5,000 104,250 Invesco Ltd. 4,300 108,876 Synopsys Inc. 2,219 737,240 KKR & Company Inc. 7,800 501,462 The Trade Desk Inc., Class A 6,220 497,911 Corp. 2,900 343,708 Tyler Technologies Inc. 600 291,420 Pzena Investment Unity Software Inc. 2,100 266,175 Management Inc., Class A 300 3,273 Upland Software Inc. 1,300 50,674 Sculptor Capital Verint Systems Inc. 3,900 174,096 Management Inc. 1,100 31,130 Veritone Inc. 1,600 33,392 SEI Investments Co. 1,700 106,777 Viant Technology Inc., State Street Corp. 5,000 464,550 Class A 600 8,250 StepStone Group Inc., VirnetX Holding Corp. 3,900 17,511 Class A 2,200 105,314 Vonage Holdings Corp. 13,700 193,170 T Rowe Price Group Inc. 3,215 719,742 Workday Inc., Class A 2,600 710,216 The of Mellon Workiva Inc. 2,400 336,648 Corp. 11,500 635,030 Yext Inc. 6,800 91,936 Inc. 2,200 108,636 Zendesk Inc. 1,700 210,120 Virtus Investment Zix Corp. 3,300 25,542 Partners Inc. 450 140,715 Zoom Video WisdomTree Investments Inc. 9,200 58,052 Communications Inc., 8,515,868 Class A 3,092 895,134 31,604,611 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Auto Parts & Equipment - 0.1% AutoZone Inc. 306 $ 474,040 American Axle & Camping World Holdings Inc., Class A 2,533 101,168 Holdings Inc. 7,300 $ 64,751 CarLotz Inc. 4,400 18,084 BorgWarner Inc. 3,600 153,648 CarMax Inc. 2,400 300,504 Cooper-Standard Carvana Co. 1,100 360,866 Holdings Inc. 1,000 23,280 Group 1 Automotive Inc. 989 163,620 Dana Inc. 8,400 195,384 Lazydays Holdings Inc. 900 22,113 Dorman Products Inc. 1,600 150,176 Lithia Motors Inc. 400 132,520 Fox Factory Holding Corp. 2,400 368,808 Monro Inc. 1,700 96,747 Gentex Corp. 3,658 112,666 Murphy USA Inc. 1,400 217,392 Gentherm Inc. 2,000 171,640 OneWater Marine Inc., LCI Industries 1,400 198,324 Class A 600 24,294 Lear Corp. 800 127,952 O’Reilly Automotive Inc. 1,000 594,080 Modine Manufacturing Co. 2,100 26,124 Penske Automotive Motorcar Parts of Group Inc. 470 42,267 America Inc. 1,100 21,802 Shift Technologies Inc. 3,000 22,320 Patrick Industries Inc. 1,400 114,254 Sonic Automotive Inc., QuantumScape Corp. 1,600 35,200 Class A 1,106 55,897 Standard Motor Products Inc. 900 38,601 TravelCenters of America Inc. 700 29,379 Stoneridge Inc. 1,080 25,164 Vroom Inc. 1,500 40,290 Inc., Class A 3,500 54,600 3,186,050 Corp. 1,600 169,088 XL Fleet Corp. 3,100 21,080 Biotechnology - 1.6% XPEL Inc. 900 68,382 4D Molecular Therapeutics Inc. 500 15,275 2,140,924 89bio Inc. 100 1,851 Automobile Manufacturers - 0.6% AbbVie Inc. 25,435 3,072,039 Inc. 3,900 28,119 ACADIA Pharmaceuticals Inc. 7,200 126,072 Fisker Inc. 9,300 129,735 Acceleron Pharma Inc. 800 107,104 Ford Motor Co. 55,865 727,921 Adverum Biotechnologies Inc. 5,332 12,957 Co. 20,149 987,502 Aeglea BioTherapeutics Inc. 2,800 20,300 Corp., Agenus Inc. 9,800 60,466 Class A 5,500 36,190 Agios Pharmaceuticals Inc. 3,600 160,848 Tesla Inc. 11,158 8,209,164 Akebia Therapeutics Inc. 8,700 25,578 Thor Industries Inc. 834 94,601 Akero Therapeutics Inc. 2,100 49,854 Winnebago Industries Inc. 1,900 132,278 Akouos Inc. 1,500 17,835 Inc. 6,100 59,841 Albireo Pharma Inc. 1,000 30,550 10,405,351 Aldeyra Therapeutics Inc. 2,400 22,776 Alector Inc. 3,056 82,604 Automotive Retail - 0.2% Aligos Therapeutics Inc. 1,300 22,165 Advance Auto Parts Inc. 900 182,565 Allakos Inc. 2,100 187,236 America’s Car-Mart Inc. 313 40,480 Allogene Therapeutics Inc. 3,600 85,860 Asbury Automotive Group Inc. 1,095 203,933 Allovir Inc. 1,800 34,650 AutoNation Inc. 582 63,491 Alnylam Pharmaceuticals Inc. 1,700 342,431 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Altimmune Inc. 1,600 $ 23,984 Bridgebio Pharma Inc. 6,200 $ 310,682 ALX Oncology Holdings Inc. 1,000 70,000 Brooklyn Amgen Inc. 8,245 1,859,495 ImmunoTherapeutics Inc. 1,300 15,691 Amicus Therapeutics Inc. 15,600 177,684 C4 Therapeutics Inc. 1,700 68,221 AnaptysBio Inc. 1,300 33,293 Cardiff Oncology Inc. 2,500 18,325 Anavex Life Sciences Corp. 3,300 64,317 CareDx Inc. 2,900 212,512 Anika Therapeutics Inc. 800 34,504 Catalyst Pharmaceuticals Inc. 5,800 31,958 Annexon Inc. 1,600 26,160 Celcuity Inc. 700 15,400 Apellis Pharmaceuticals Inc. 3,800 250,230 Celldex Therapeutics Inc. 2,300 121,095 Applied Molecular CEL-SCI Corp. 2,100 24,318 Transport Inc. 1,700 51,119 Cerevel Therapeutics Applied Therapeutics Inc. 1,000 15,710 Holdings Inc. 1,900 60,154 AquaBounty ChemoCentryx Inc. 2,500 39,525 Technologies Inc. 3,200 14,816 Chimerix Inc. 3,500 24,850 Arcturus Therapeutics Chinook Therapeutics Inc. 2,553 34,619 Holdings Inc. 1,204 65,991 Clene Inc. 1,600 12,800 Arcus Biosciences Inc. 2,700 78,759 Clovis Oncology Inc. 5,000 24,100 Arcutis Biotherapeutics Inc. 1,400 29,638 Codiak Biosciences Inc. 1,000 17,200 Ardelyx Inc. 4,600 6,486 Cogent Biosciences Inc. 2,200 18,216 Pharmaceuticals Inc. 3,700 195,804 Coherus Biosciences Inc. 3,500 55,930 Arrowhead Contra Aduro Biotech 4,580 595 Pharmaceuticals Inc. 5,871 394,061 Cortexyme Inc. 1,200 115,560 Atara Biotherapeutics Inc. 5,600 83,888 Crinetics Athenex Inc. 4,400 16,060 Pharmaceuticals Inc. 1,700 40,069 Athersys Inc. 11,100 18,648 Cue Biopharma Inc. 1,900 22,781 Atossa Genetics Inc. 5,700 21,660 Cullinan Oncology Inc. 800 22,576 Atreca Inc., Class A 1,800 10,566 Curis Inc. 4,200 37,170 Avid Bioservices Inc. 3,500 84,840 Cytokinetics Inc. 4,500 148,365 Avidity Biosciences Inc. 1,800 41,112 CytomX Therapeutics Inc. 3,800 19,456 Avita Therapeutics Inc. 1,200 24,252 Deciphera Avrobio Inc. 2,200 14,652 Pharmaceuticals Inc. 1,900 59,850 Beam Therapeutics Inc. 2,700 299,484 Denali Therapeutics Inc. 5,200 276,640 Beyondspring Inc. 1,603 50,190 DermTech Inc. 1,200 44,640 BioAtla Inc. 700 28,763 Design Therapeutics Inc. 1,100 17,292 BioCryst Dicerna Pharmaceuticals Inc. 4,200 86,436 Pharmaceuticals Inc. 10,200 162,384 Dynavax Technologies Corp. 6,500 126,490 Biogen Inc. 2,200 745,602 Dyne Therapeutics Inc. 1,200 20,316 Biohaven Pharmaceutical Eagle Pharmaceuticals Inc. 600 32,022 Ltd. 3,100 406,844 Editas Medicine Inc. 3,900 248,001 BioMarin Pharmaceutical Inc. 2,700 227,367 Eiger Bioxcel Therapeutics Inc. 797 23,472 BioPharmaceuticals Inc. 2,100 17,094 Black Diamond Emergent BioSolutions Inc. 2,900 182,932 Therapeutics Inc. 1,100 11,110 Enanta Pharmaceuticals Inc. 900 51,480 Bluebird Bio Inc. 3,300 60,390 Epizyme Inc. 5,400 27,864 Blueprint Medicines Corp. 3,400 317,118 Evelo Biosciences Inc. 2,000 22,740 Bolt Biotherapeutics Inc. 800 14,208 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Exact Sciences Corp. 2,500 $ 260,950 Iovance Biotherapeutics Inc. 2,100 $ 50,547 Exelixis Inc. 4,600 88,182 Ironwood Fate Therapeutics Inc. 4,606 337,389 Pharmaceuticals Inc. 7,900 103,490 FibroGen Inc. 4,200 48,846 iTeos Therapeutics Inc. 1,200 34,020 Flexion Therapeutics Inc. 2,700 16,146 IVERIC bio Inc. 4,900 51,793 Forma Therapeutics Kadmon Holdings Inc. 10,500 57,540 Holdings Inc. 2,200 52,866 KalVista Pharmaceuticals Inc. 1,100 22,484 Forte Biosciences Inc. 600 17,652 Karuna Therapeutics Inc. 1,300 154,570 Fortress Biotech Inc. 4,058 13,351 Karyopharm Frequency Therapeutics Inc. 3,000 23,160 Therapeutics Inc. 4,300 24,940 G1 Therapeutics Inc. 2,000 30,240 Keros Therapeutics Inc. 800 26,912 Generation Bio Co. 2,700 67,500 Kezar Life Sciences Inc. 400 3,048 Geron Corp. 17,400 25,230 Kiniksa Pharmaceuticals Ltd., Class A 1,600 20,128 Gilead Sciences Inc. 17,970 1,307,857 Kinnate Biopharma Inc. 800 17,696 Global Blood Therapeutics Inc. 3,600 103,284 Kodiak Sciences Inc. 1,924 181,202 Gossamer Bio Inc. 3,500 34,790 Kronos Bio Inc. 2,000 41,820 Greenwich Lifesciences Inc. 400 16,008 Krystal Biotech Inc. 1,100 63,734 Gritstone Oncology Inc. 1,800 16,560 Kura Oncology Inc. 3,100 57,226 GT Biopharma Inc. 1,400 12,446 Kymera Therapeutics Inc. 1,700 105,638 Halozyme Therapeutics Inc. 8,000 335,920 Lexicon Pharmaceuticals Inc. 3,100 14,632 Harpoon Therapeutics Inc. 900 8,532 Ligand Pharmaceuticals Inc. 900 119,070 Heron Therapeutics Inc. 6,000 70,020 Lineage Cell Therapeutics Inc. 6,100 15,372 Homology Medicines Inc. 2,100 15,099 MacroGenics Inc. 3,600 84,996 Hookipa Pharma Inc. 1,300 8,957 Madrigal Horizon Therapeutics PLC 3,100 335,079 Pharmaceuticals Inc. 800 66,200 Humanigen Inc. 2,200 36,476 Magenta Therapeutics Inc. 1,500 9,600 iBio Inc. 12,800 16,256 MannKind Corp. 13,400 64,320 Ideaya Biosciences Inc. 1,900 44,650 MEI Pharma Inc. 6,700 18,760 IGM Biosciences Inc. 400 28,484 MeiraGTx Holdings PLC 1,500 18,765 ImmunityBio Inc. 3,373 38,385 Mersana Therapeutics Inc. 3,174 44,214 ImmunoGen Inc. 9,200 55,660 MiMedx Group Inc. 5,500 81,180 Immunovant Inc. 2,200 19,052 Mirati Therapeutics Inc. 600 101,838 Incyte Corp. 2,500 191,225 Moderna Inc. 4,900 1,845,781 Infinity Pharmaceuticals Inc. 5,800 20,532 Molecular Templates Inc. 1,600 10,432 Inhibrx Inc. 1,400 39,928 Morphic Holding Inc. 1,300 81,913 Inovio Pharmaceuticals Inc. 10,914 94,297 Mustang Bio Inc. 600 1,824 Inozyme Pharma Inc. 1,000 15,420 Myriad Genetics Inc. 4,400 157,432 Insmed Inc. 6,100 171,044 Natera Inc. 1,100 130,273 Instil Bio Inc. 1,000 18,850 Neoleukin Therapeutics Inc. 2,000 16,300 Intellia Therapeutics Inc. 3,900 626,067 Neurocrine Biosciences Inc. 1,400 133,280 Intercept Nkarta Inc. 1,200 38,808 Pharmaceuticals Inc. 1,600 23,856 Novavax Inc. 1,000 238,540 Invitae Corp. 11,500 340,745 Nurix Therapeutics Inc. 2,100 67,599 Ionis Pharmaceuticals Inc. 2,000 79,520 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Ocugen Inc. 11,700 $ 88,803 Shattuck Labs Inc. 1,500 $ 31,695 Olema Pharmaceuticals Inc. 700 20,944 Silverback Therapeutics Inc. 800 17,600 Oncocyte Corp. 4,300 17,630 Solid Biosciences Inc. 4,800 13,008 Oncorus Inc. 1,500 15,495 Sorrento Therapeutics Inc. 15,900 143,100 Oncternal Therapeutics Inc. 3,800 17,176 Spectrum OPKO Health Inc. 20,300 78,358 Pharmaceuticals Inc. 8,800 20,680 Organogenesis Holdings Inc. 2,800 47,768 Spero Therapeutics Inc. 1,400 26,950 ORIC Pharmaceuticals Inc. 1,400 30,926 SpringWorks Therapeutics Inc. 1,800 135,180 Outlook Therapeutics Inc. 7,100 19,596 SQZ Biotechnologies Co. 1,400 18,620 Passage Bio Inc. 1,700 20,434 Stoke Therapeutics Inc. 800 20,944 PMV Pharmaceuticals Inc. 1,400 42,490 Summit Therapeutics Inc. 2,400 19,128 Poseida Therapeutics Inc. 2,000 17,280 Sutro Biopharma Inc. 1,900 41,268 Praxis Precision Medicines Inc. 700 13,909 Syndax Pharmaceuticals Inc. 1,896 33,161 Precigen Inc. 4,200 25,410 Syros Pharmaceuticals Inc. 2,900 15,370 Precision BioSciences Inc. 2,800 35,196 Taysha Gene Therapies Inc. 1,100 21,868 Prelude Therapeutics Inc. 600 21,414 TCR2 Therapeutics Inc. 1,700 28,509 Prometheus Biosciences Inc. 800 17,456 TG Therapeutics Inc. 7,500 203,025 Protagonist Therapeutics Inc. 2,175 105,487 Tonix Pharmaceuticals Holding Corp. 18,200 12,847 PTC Therapeutics Inc. 4,100 178,965 Translate Bio Inc. 3,800 142,120 Biotechnology Inc. 1,900 14,383 Travere Therapeutics Inc. 2,600 56,758 Radius Health Inc. 2,700 37,422 Trevena Inc. 10,100 13,332 RAPT Therapeutics Inc. 900 29,430 Point Recursion Therapeutics Inc. 2,700 207,954 Pharmaceuticals Inc., Class A 1,000 25,220 Twist Bioscience Corp. 2,700 305,667 Regeneron Ultragenyx Pharmaceuticals Inc. 1,470 989,898 Pharmaceutical Inc. 900 86,661 REGENXBIO Inc. 2,500 80,750 United Therapeutics Corp. 611 131,292 Relay Therapeutics Inc. 3,500 112,105 UroGen Pharma Ltd. 1,200 21,144 Replimune Group Inc. 1,400 44,464 Vanda Pharmaceuticals Inc. 2,500 41,850 REVOLUTION Medicines Inc. 3,700 107,633 Vaxart Inc. 6,145 54,998 Rhythm Pharmaceuticals Inc. 2,300 29,923 Vaxcyte Inc. 2,500 65,575 Rigel Pharmaceuticals Inc. 10,200 38,760 VBI Vaccines Inc. 10,793 38,963 Rocket Pharmaceuticals Inc. 2,400 82,104 Veracyte Inc. 3,900 187,629 Rubius Therapeutics Inc. 2,100 45,612 Verastem Inc. 10,400 27,560 Sage Therapeutics Inc. 800 36,968 Vericel Corp. 2,700 146,259 Sana Biotechnology Inc. 1,300 31,187 Vertex Pharmaceuticals Inc. 3,700 741,073 Sangamo Therapeutics Inc. 7,500 74,325 Therapeutics Inc. 4,000 26,440 Sarepta Therapeutics Inc. 1,100 85,932 Vir Biotechnology Inc. 3,600 185,544 Scholar Rock Holding Corp. 1,500 59,295 Viracta Therapeutics Inc. 1,800 16,596 Seagen Inc. 1,900 318,440 VistaGen Therapeutics Inc. 10,700 32,528 Selecta Biosciences Inc. 4,600 19,964 Vor BioPharma Inc. 700 10,283 Seres Therapeutics Inc. 3,400 21,794 XBiotech Inc. 857 13,686 Sesen Bio Inc. 8,400 7,962 Xencor Inc. 3,600 121,932 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value XOMA Corp. 400 $ 12,448 Carlisle Companies Inc. 700 $ 147,518 Y-mAbs Therapeutics Inc. 2,200 67,716 Carrier Global Corp. 12,400 714,240 Zentalis Pharmaceuticals Inc. 2,000 136,380 Cornerstone Building ZIOPHARM Oncology Inc. 12,700 20,701 Brands Inc. 2,600 43,212 CSW Industrials Inc. 700 92,953 29,567,855 Fortune Brands Home & Security Inc. 2,035 198,148 Brewers - 0.0% Gibraltar Industries Inc. 2,000 149,320 Molson Coors Beverage Co., Class B 2,700 128,331 Griffon Corp. 3,000 72,600 The Boston Beer Insteel Industries Inc. 1,100 40,700 Company Inc., Class A 124 70,706 JELD-WEN Holding Inc. 4,858 133,789 199,037 Johnson Controls International PLC 10,200 762,960 Broadcasting - 0.1% Lennox International Inc. 500 167,590 AMC Networks Inc., Class A 1,800 85,554 Masco Corp. 3,600 218,592 Discovery Inc., Class A 2,300 66,332 Masonite International Corp. 1,400 167,552 Discovery Inc., Class C 4,600 126,914 Owens Corning 1,700 162,435 Entercom Communications PGT Innovations Inc. 2,800 59,444 Corp. 6,900 24,495 Quanex Building Products Entravision Co.mmunications Corp. 1,500 35,340 Co.rp, Class A 2,100 14,637 Resideo Technologies Inc. 8,200 264,368 Fox Corp., Class A 4,800 179,712 Simpson Manufacturing Fox Corp., Class B 1,900 65,797 Company Inc. 2,400 271,560 Gray Television Inc. 5,100 115,974 The AZEK Company Inc. 1,400 59,486 Hemisphere Media Group Inc. 200 2,464 Trex Company Inc. 1,700 186,592 iHeartMedia Inc., Class A 6,453 160,551 UFP Industries Inc. 3,400 255,272 Media General Inc. 2,076 207 View Inc. 4,200 21,042 Nexstar Broadcasting 4,969,572 Group Inc., Class A 600 89,850 Sinclair Broadcast Group Inc., Cable & Satellite - 0.4% Class A 2,869 86,099 Altice USA Inc., Class A 2,600 71,344 TEGNA Inc. 12,700 225,044 Cable One Inc. 76 159,569 The EW Scripps., Class A 3,600 66,744 Charter Communications Inc., ViacomCBS Inc., Class B 8,200 339,890 Class A 1,878 1,533,687 1,650,264 Corp., Class A 65,542 3,977,089 DISH Network Corp., Class A 3,700 161,283 Building Products - 0.3% Liberty Broadband Corp., AAON Inc. 2,356 160,467 Class A 300 55,731 Advanced Drainage Liberty Broadband Corp., Systems Inc. 700 79,905 Class C 2,200 420,904 American Woodmark Corp. 1,100 77,506 Corp-Liberty SiriusXM 3,500 172,905 AO Smith Corp. 2,006 145,877 Loral Space & Apogee Enterprises Inc. 1,500 64,470 Communications Inc. 800 33,608 Armstrong World Sirius XM Holdings Inc. 11,200 70,224 Industries Inc. 700 72,751 Builders FirstSource Inc. 2,700 143,883 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value WideOpenWest Inc. 3,100 $ 65,782 RR Donnelley & Sons Co. 2,800 $ 13,748 6,722,126 293,392

Casinos & Gaming - 0.1% Commodity Chemicals - 0.1% Accel Entertainment Inc. 3,000 34,560 AdvanSix Inc. 1,600 58,400 Bally’s Corp. 2,000 100,480 Cabot Corp. 3,300 176,220 Boyd Gaming Corp. 1,000 61,370 Dow Inc. 10,600 666,740 Caesars Entertainment Inc. 2,800 284,564 Hawkins Inc. 1,160 43,941 Century Casinos Inc. 1,800 24,066 Koppers Holdings Inc. 1,200 39,480 Churchill Downs Inc. 500 105,250 Kronos Worldwide Inc. 1,400 18,536 DraftKings Inc., Class A 4,300 254,947 LyondellBasell Industries N.V., Everi Holdings Inc. 4,929 112,135 Class A 3,700 371,295 Full House Resorts Inc. 2,400 20,592 Olin Corp. 2,090 104,165 Golden Entertainment Inc. 1,000 47,720 PureCycle Technologies Inc. 1,600 23,536 Golden Nugget Online Tredegar Corp. 1,600 21,248 Gaming Inc. 1,700 36,720 Trinseo S.A. 2,300 119,439 International Game Valvoline Inc. 2,700 81,432 Technology PLC 6,000 128,940 Westlake Chemical Corp. 500 43,675 Las Vegas Sands Corp. 4,700 209,667 Zymergen Inc. 900 11,808 MGM Resorts International 5,600 238,672 1,779,915 Monarch Casino & Resort Inc. 694 43,979 Communications Equipment - 0.3% Inc. 2,200 178,420 ADTRAN Inc. 2,800 57,848 PlayAGS Inc. 900 7,371 Arista Networks Inc. 900 332,577 Red Rock Resorts Inc., Class A 3,400 159,154 Aviat Networks Inc. 600 21,264 Rush Street Interactive Inc. 2,600 38,688 CalAmp Corp. 2,000 22,680 Scientific Games Co.rp, Calix Inc. 3,209 149,540 Class A 5,500 397,925 Cambium Networks Corp. 500 18,735 Wynn Resorts Ltd. 1,400 142,366 Casa Systems Inc. 1,900 13,376 2,627,586 Ciena Corp. 2,300 131,399 Cisco Systems Inc. 60,719 3,583,635 Coal & Consumable - 0.0% Clearfield Inc. 700 31,717 Arch Resources Inc. 900 68,121 CommScope Holding Centrus Corp., Company Inc. 2,900 45,820 Class A 800 23,128 Comtech CONSOL Energy Inc. 1,900 43,377 Telecommunications Corp. 1,400 35,728 Energy Fuels Inc. 9,600 51,936 Digi International Inc. 1,737 38,179 Peabody Energy Corp. 5,200 83,096 DZS Inc. 1,132 15,633 Ur-Energy Inc. 13,500 17,550 EchoStar Corp., Class A 2,000 54,000 EMCORE Corp. 2,500 18,700 287,208 Extreme Networks Inc. 7,400 80,142 Commercial Printing - 0.0% F5 Networks Inc. 900 183,213 Brady Corp., Class A 2,800 149,324 Harmonic Inc. 5,700 52,668 Deluxe Corp. 2,600 99,710 Infinera Corp. 10,600 89,782 Ennis Inc. 1,577 30,610 Inseego Corp. 4,200 35,280 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Juniper Networks Inc. 4,900 $ 142,002 NV5 Global Inc. 800 $ 84,520 KVH Industries Inc. 200 2,114 Primoris Services Corp. 3,100 79,670 Lumentum Holdings Inc. 1,100 95,304 Quanta Services Inc. 2,038 208,080 Inc. 2,400 586,128 Sterling NETGEAR Inc. 1,400 50,022 Company Inc. 1,600 36,896 NetScout Systems Inc. 4,300 117,906 Tutor Perini Corp. 2,000 28,840 Plantronics Inc. 1,600 47,648 Valmont Industries Inc. 300 74,658 Ribbon Communications Inc. 4,000 26,120 WillScot Mobile Mini Holdings Corp. 10,400 307,840 Ubiquiti Inc. 100 32,536 ViaSat Inc. 900 46,476 2,782,731 Viavi Solutions Inc. 13,100 213,399 Construction Machinery & Heavy Trucks - 0.2% 6,371,571 Alamo Group Inc. 600 93,006 Allison Computer & Electronics Retail - 0.0% Holdings Inc. 1,700 62,866 Best Buy Company Inc. 3,503 408,134 Astec Industries Inc. 1,400 85,596 Conn’s Inc. 771 18,967 Blue Bird Corp. 900 19,485 GameStop Corp., Class A 800 174,592 Caterpillar Inc. 7,859 1,657,227 Rent-A-Center Inc. 3,700 233,396 Commercial Vehicle 835,089 Group Inc. 2,200 23,122 Inc. 2,037 480,691 Construction & Engineering - 0.2% Douglas Dynamics Inc. 1,100 43,714 AECOM 2,100 137,676 Federal Signal Corp. 3,600 146,268 Ameresco Inc., Class A 1,900 131,385 Hyliion Holdings Corp. 5,800 51,214 API Group Corp. 10,300 238,857 Ideanomics Inc. 20,000 50,200 Arcosa Inc. 2,900 147,378 Meritor Inc. 4,300 101,996 Argan Inc. 874 40,466 Miller Industries Inc. 670 24,938 Comfort Systems USA Inc. 2,100 159,558 Nikola Corp. 11,700 122,031 Concrete Pumping Oshkosh Corp. 1,000 114,580 Holdings Inc. 2,700 22,437 Inc. 4,900 401,163 Construction Partners Inc., REV Group Inc. 1,600 26,016 Class A 1,785 59,744 Terex Corp. 3,900 199,095 Dycom Industries Inc. 1,600 120,528 The Greenbrier EMCOR Group Inc. 3,000 364,500 Companies Inc. 1,600 70,560 Fluor Corp. 8,400 139,944 The Manitowoc Company Inc. 2,000 48,500 Granite Construction Inc. 2,400 97,296 Inc. 2,163 95,194 Great Lakes Dredge & Dock Trinity Industries Inc. 5,000 145,150 Corp. 3,000 45,330 Wabash National Corp. 3,100 48,174 HC2 Holdings Inc. 3,071 11,608 Westinghouse Air Brake IES Holdings Inc. 520 25,428 Technologies Corp. 2,700 242,433 Infrastructure & Energy Alternatives Inc. 1,600 20,528 4,353,219 MasTec Inc. 700 64,008 Construction Materials - 0.1% Matrix Service Co. 1,600 18,048 Eagle Materials Inc. 600 94,104 MYR Group Inc. 981 102,034 Forterra Inc. 1,419 32,694 Northwest Pipe Co. 597 15,474 Martin Marietta Materials Inc. 900 343,125 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Summit Materials Inc., Copper - 0.0% Class A 6,700 $ 225,589 Freeport-McMoRan Inc. 20,700 $ 753,273 U.S. Lime & Minerals Inc. 80 11,687 Vulcan Materials Co. 1,900 353,267 Data Processing & Outsourced Services - 1.3% 1,060,466 Alliance Data Systems Corp. 700 68,677 Automatic Data Consumer Electronics - 0.0% Processing Inc. 6,200 1,296,048 GoPro Inc., Class A 7,800 77,766 Broadridge Financial Solutions Inc. 1,700 292,774 Sonos Inc. 6,800 270,164 Cantaloupe Inc. 2,900 29,696 Universal Electronics Inc. 800 40,416 Cass Information VOXX International Corp. 1,143 11,967 Systems Inc. 600 27,048 Vuzix Corp. 2,900 38,367 Concentrix Corp. 638 110,623 438,680 Conduent Inc. 10,400 75,920 CSG Systems Consumer - 0.3% International Inc. 2,100 101,241 Inc. 5,100 269,790 Euronet Worldwide Inc. 700 93,261 American Express Co. 9,308 1,544,756 Evo Payments Inc., Class A 2,900 73,776 Atlanticus Holdings Corp. 100 6,420 ExlService Holdings Inc. 1,876 231,011 Capital One Financial Corp. 6,416 1,064,864 Fidelity National Information Acceptance Corp. 161 93,328 Services Inc. 9,060 1,157,596 Curo Group Holdings Corp. 1,200 19,644 Inc. 8,500 1,001,215 Discover 4,400 564,168 FleetCor Technologies Inc. 1,200 315,936 Encore Capital Group Inc. 1,900 93,499 Genpact Ltd. 2,800 145,264 Enova International Inc. 1,700 56,066 Global Payments Inc. 4,200 683,088 Ezcorp Inc., Class A 3,500 24,115 GreenBox POS 1,500 14,625 FirstCash Inc. 2,400 205,656 GreenSky Inc., Class A 3,800 30,210 Green Dot Corp., Class A 3,100 161,944 I3 Verticals Inc., Class A 1,100 31,801 LendingClub Corp. 5,500 170,830 International Money Express Inc. 1,700 31,008 LendingTree Inc. 600 99,978 Jack Henry & Associates Inc. 1,145 201,955 Corp. 9,700 225,137 Mastercard Inc., Class A 12,558 4,347,956 Nelnet Inc., Class A 900 72,792 Maximus Inc. 3,500 304,815 OneMain Holdings Inc. 1,100 63,613 MoneyGram International Inc. 3,700 33,263 Oportun Financial Corp. 1,200 30,300 Paya Holdings Inc. 4,000 38,600 PRA Group Inc. 2,800 117,600 Paychex Inc. 4,600 526,562 PROG Holdings Inc. 4,000 189,280 PayPal Holdings Inc. 16,891 4,875,756 Regional Management Corp. 500 29,715 Repay Holdings Corp. 4,500 103,545 Santander Consumer USA Holdings Inc. 1,100 45,903 Sabre Corp. 4,800 53,904 SLM Corp. 3,900 73,125 Shift4 Payments Inc., Class A 600 51,426 Synchrony Financial 8,200 407,950 Square Inc., Class A 5,598 1,500,656 Upstart Holdings Inc. 200 45,824 The Co. 6,100 132,004 World Acceptance Corp. 200 37,974 TTEC Holdings Inc. 1,100 116,006 Verra Mobility Corp. 8,200 127,182 5,714,271 Visa Inc., Class A 24,339 5,576,065 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value WEX Inc. 626 $ 114,915 Ferroglobe PLC 1,316 $ — 23,915,428 Materion Corp. 1,300 94,939 MP Materials Corp. 4,200 140,994 Department Stores - 0.0% 369,793 Dillard’s Inc., Class A 400 76,184 Kohl’s Corp. 2,000 114,800 Diversified Real Estate Activities - 0.0% Macy’s Inc. 17,700 396,303 Tejon Ranch Co. 1,300 24,986 Nordstrom Inc. 1,600 45,776 The RMR Group Inc., Class A 900 41,706 633,063 The St Joe Co. 2,079 96,195 162,887 Distillers & Vintners - 0.0% Brown-Forman Corp., Class B 2,700 189,594 Diversified REITs - 0.1% Brown-Forman Corp., Class A 500 33,100 Alexander & Baldwin Inc. 4,400 91,872 Constellation Brands Inc., American Assets Trust Inc. 3,100 123,442 Class A 2,300 485,622 Armada Hoffler MGP Ingredients Inc. 900 58,770 Properties Inc. 3,500 47,005 The Duckhorn Portfolio Inc. 1,000 21,490 Broadstone Net Lease Inc. 8,100 221,940 788,576 CTO Realty Growth Inc. 400 22,436 DigitalBridge Group Inc. 27,900 192,510 Distributors - 0.1% Empire State Realty Core-Mark Holding Trust Inc., Class A 8,900 91,403 Company Inc. 2,700 124,200 Essential Properties Realty Funko Inc., Class A 1,400 27,916 Trust Inc. 6,600 213,906 Genuine Parts Co. 2,100 256,599 Gladstone Commercial Corp. 2,000 45,260 LKQ Corp. 3,700 194,953 Global Net Lease Inc. 5,600 95,200 Pool Corp. 530 261,979 iStar Inc. 4,100 108,445 One Liberty Properties Inc. 985 31,363 865,647 PS Business Parks Inc. 1,084 170,437 Diversified Banks - 0.9% STORE Capital Corp. 3,600 129,852 Bank of America Corp. 108,400 4,525,700 VEREIT Inc. 3,600 181,908 Citigroup Inc. 29,666 2,133,282 Washington Real Estate Investment Trust 5,200 130,728 JPMorgan Chase & Co. 43,254 6,918,477 WP Carey Inc. 2,400 187,488 U.S. Bancorp 19,300 1,107,627 Wells Fargo & Co. 59,422 2,715,586 2,085,195

17,400,672 Diversified Support Services - 0.1% Cintas Corp. 1,300 514,501 Diversified Chemicals - 0.0% Copart Inc. 2,900 418,528 Eastman Chemical Co. 1,923 217,607 Driven Brands Holdings Inc. 300 8,964 Huntsman Corp. 3,000 79,290 Healthcare Services The Co. 2,400 80,424 Group Inc. 4,600 120,336 377,321 IAA Inc. 2,000 106,240 KAR Auction Services Inc. 6,500 109,915 Diversified Metals & Mining - 0.0% Matthews International Corp., Compass Minerals Class A 1,500 55,545 International Inc. 2,000 133,860 UniFirst Corp. 852 195,168 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Viad Corp. 1,400 $ 60,466 MGE Energy Inc. 2,200 $ 177,188 VSE Corp. 600 29,994 NextEra Energy Inc. 28,186 2,367,342 1,619,657 NRG Energy Inc. 3,600 164,412 OGE Energy Corp. 3,000 106,230 Drug Retail - 0.0% Otter Tail Corp. 2,100 115,227 Rite Aid Corp. 2,600 46,124 PG&E Corp. 21,400 196,238 Boots Alliance Inc. 10,400 527,800 Pinnacle West Capital Corp. 1,652 127,039 573,924 PNM Resources Inc. 4,600 227,700 Portland General Electric Co. 5,100 261,885 Services - 0.1% PPL Corp. 10,900 319,915 2U Inc. 4,200 155,526 The Southern Co. 15,164 996,730 Adtalem Global Xcel Energy Inc. 7,975 548,281 Education Inc. 2,600 96,200 10,294,349 American Public Education Inc. 900 23,670 Electrical Components & Equipment - 0.3% Bright Horizons Family Solutions Inc. 900 131,184 Acuity Brands Inc. 500 92,265 Chegg Inc. 1,800 149,796 Allied Motion Technologies Inc. 600 20,736 Coursera Inc. 600 23,082 American Superconductor Graham Holdings Co., Corp. 1,600 23,840 Class B 200 123,362 AMETEK Inc. 3,300 448,701 Grand Canyon Education Inc. 700 62,398 Array Technologies Inc. 7,800 148,746 Houghton Mifflin Harcourt Co. 7,000 94,290 Atkore Inc. 2,700 250,479 Laureate Education Inc., Class A 6,500 103,545 Beam Global 400 12,456 Perdoceo Education Corp. 4,100 45,018 Blink Charging Co. 1,800 58,374 Strategic Eduction Inc. 1,500 117,420 ChargePoint Holdings Inc. 1,800 38,070 Stride Inc. 2,600 89,024 PLC 5,834 982,212 Co. 8,500 896,750 1,214,515 Encore Wire Corp. 1,028 87,390 Electric Utilities - 0.6% EnerSys 2,400 203,016 ALLETE Inc. 3,000 202,260 Eos Energy Enterprises Inc. 1,000 12,920 Alliant Energy Corp. 3,700 224,923 FTC Solar Inc. 2,000 21,700 American Electric Power FuelCell Energy Inc. 19,000 118,560 Company Inc. 7,100 635,947 Generac Holdings Inc. 838 366,189 Avangrid Inc. 898 49,076 GrafTech International Ltd. 10,300 114,021 Duke Energy Corp. 11,086 1,160,261 Hubbell Inc. 800 164,888 Edison International 5,100 294,984 Plug Power Inc. 7,100 185,026 Entergy Corp. 3,000 331,830 Powell Industries Inc. 600 15,180 Evergy Inc. 3,100 212,195 Preformed Line Products Co. 163 11,430 Eversource Energy 4,941 448,297 Regal Beloit Corp. 558 83,376 Corp. 13,968 684,711 Rockwell Inc. 1,644 535,040 FirstEnergy Corp. 7,400 287,638 Romeo Power Inc. 2,200 10,714 Hawaiian Electric Sensata Technologies Industries Inc. 1,600 69,760 Holding plc 2,300 136,114 IDACORP Inc. 800 84,280 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Shoals Technologies PAR Technology Corp. 1,200 $ 81,516 Group Inc., Class A 1,300 $ 42,341 Teledyne Technologies Inc. 643 297,953 Stem Inc. 3,800 94,962 Trimble Inc. 3,700 348,614 Sunrun Inc. 2,800 123,900 Velodyne Lidar Inc. 3,500 23,100 Thermon Group Holdings Inc. 2,000 33,400 Vishay Precision Group Inc. 800 29,896 Vertiv Holdings Co. 3,600 101,412 Vontier Corp. 2,299 83,615 Vicor Corp. 1,300 160,381 Corp., 5,594,589 Class A 800 469,736 3,616,104 Electronic Components - 0.1% Akoustis Technologies Inc. 2,200 21,824 Electronic Manufacturing Services - 0.0% Amphenol Corp., Class A 8,600 659,018 Benchmark Electronics Inc. 1,700 45,951 Belden Inc. 2,600 148,850 CTS Corp. 1,485 52,094 Corning Inc. 10,775 430,892 IPG Photonics Corp. 500 85,340 II-VI Inc. 6,000 377,880 Jabil Inc. 2,200 135,916 Knowles Corp. 5,400 108,000 Kimball Electronics Inc. 1,380 33,354 Littelfuse Inc. 300 85,620 Methode Electronics Inc. 2,200 102,454 Rogers Corp. 1,040 220,907 Plexus Corp. 1,636 150,234 Inc. 7,755 170,377 Sanmina Corp. 3,521 139,009 2,223,368 TTM Technologies Inc. 5,500 77,000 821,352 Electronic Equipment & Instruments - 0.2% 908 Devices Inc. 400 14,400 Environmental & Facilities Services - 0.2% Advanced Energy ABM Industries Inc. 3,801 188,226 Industries Inc. 2,200 198,396 BrightView Holdings Inc. 2,700 41,391 Aeva Technologies Inc. 2,200 21,582 Casella Waste Systems Inc., Arlo Technologies Inc. 4,700 29,140 Class A 2,800 207,172 Badger Meter Inc. 1,684 180,339 CECO Environmental Corp. 2,200 16,610 Cognex Corp. 2,300 203,826 Clean Harbors Inc. 800 82,096 Coherent Inc. 300 75,801 Covanta Holding Corp. 6,800 136,340 Daktronics Inc. 800 4,872 Harsco Corp. 4,800 87,552 FARO Technologies Inc. 900 62,046 Heritage-Crystal Clean Inc. 900 26,586 Identiv Inc. 1,400 24,864 Montrose Environmental Iteris Inc. 3,100 17,670 Group Inc. 1,400 70,000 Itron Inc. 2,600 218,426 Republic Services Inc. 2,919 362,335 Keysight Technologies Inc. 2,700 484,326 Rollins Inc. 3,378 131,472 Luna Innovations Inc. 1,800 19,386 SP Corp. 1,400 45,346 MicroVision Inc. 9,100 134,043 Inc. 1,400 97,440 Napco Security Team Inc. 1,900 8,512 Technologies Inc. 900 35,217 Tetra Tech Inc. 3,000 431,520 National Instruments Corp. 1,900 79,458 US Ecology Inc. 1,500 53,775 nLight Inc. 2,200 60,742 Waste Management Inc. 6,000 930,660 Novanta Inc. 2,000 306,440 2,917,033 OSI Systems Inc. 1,000 98,940 Ouster Inc. 1,400 11,760 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Fertilizers & Agricultural Chemicals - 0.1% Grocery Outlet Holding Corp. 1,100 $ 28,633 American Vanguard Corp. 1,800 $ 27,594 Ingles Markets Inc., Class A 793 53,837 CF Industries Holdings Inc. 3,200 145,344 Natural Grocers by Vitamin Corteva Inc. 10,500 461,685 Cottage Inc. 100 1,209 FMC Corp. 1,764 165,163 Sprouts Farmers Market Inc. 7,000 174,300 Intrepid Potash Inc. 600 18,606 The Kroger Co. 10,723 493,580 The Mosaic Co. 5,200 167,336 Village Super Market Inc., Class A 536 12,001 The Scotts Miracle-Gro Co. 577 90,491 Weis Markets Inc. 1,083 61,677 1,076,219 992,844 Financial Exchanges & Data - 0.4% Footwear - 0.2% Inc. 1,600 201,840 Crocs Inc. 3,600 514,152 CME Group Inc. 5,100 1,028,772 Deckers Outdoor Corp. 400 167,380 Donnelley Financial Solutions Inc. 1,700 56,695 NIKE Inc., Class B 17,797 2,931,878 FactSet Research Rocky Brands Inc. 400 19,872 Systems Inc. 500 190,110 Skechers U.S.A. Inc., Class A 2,000 100,860 Intercontinental Steven Madden Ltd. 4,755 192,435 Exchange Inc. 7,957 951,100 Wolverine World Wide Inc. 4,800 172,128 MarketAxess Holdings Inc. 500 237,960 4,098,705 Moody’s Corp. 2,300 875,771 Morningstar Inc. 300 80,397 Forest Products - 0.0% MSCI Inc. 1,161 736,747 Louisiana-Pacific Corp. 1,300 82,472 Nasdaq Inc. 1,615 316,185 Open Lending Corp., Class A 6,000 221,820 Gas Utilities - 0.1% S&P Global Inc. 3,500 1,553,370 Atmos Energy Corp. 1,900 185,269 Tradeweb Markets Inc., Chesapeake Utilities Corp. 900 117,630 Class A 1,500 130,515 National Gas Co. 1,300 67,353 6,581,282 New Jersey Resources Corp. 5,500 205,370 Northwest Natural Holding Food Distributors - 0.1% Co. 1,900 97,755 HF Foods Group Inc. 2,400 14,112 ONE Gas Inc. 3,000 215,460 Performance Food Group Co. 7,500 376,650 South Jersey Industries Inc. 6,000 148,860 SpartanNash Co. 2,061 44,311 Southwest Gas Holdings Inc. 3,300 232,023 Sysco Corp. 7,000 557,550 Spire Inc. 2,900 193,430 The Andersons Inc. 1,800 54,684 UGI Corp. 3,100 143,561 The Chefs’ Warehouse Inc. 2,000 60,460 1,606,711 U.S. Foods Holding Corp. 3,300 112,200 United Natural Foods Inc. 3,405 125,304 General Merchandise Stores - 0.2% 1,345,271 Big Lots Inc. 1,878 91,383 Dollar General Corp. 3,515 783,529 Food Retail - 0.1% Dollar Tree Inc. 3,400 307,836 Albertsons Companies Inc., Franchise Group Inc. 1,900 65,987 Class A 2,300 69,828 Ollie’s Bargain Outlet Casey’s General Stores Inc. 478 97,779 Holdings Inc. 800 57,904 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Target Corp. 7,132 $ 1,761,461 PetIQ Inc. 1,400 $ 36,330 3,068,100 1,694,704

Gold - 0.0% Healthcare Equipment - 1.2% Coeur Mining Inc. 12,400 87,420 25,000 3,159,250 Newmont Corp. 11,497 666,711 ABIOMED Inc. 600 218,376 Royal Gold Inc. 1,000 111,330 Accelerate Diagnostics Inc. 2,200 13,750 865,461 Accuray Inc. 5,500 22,385 Acutus Medical Inc. 508 6,497 Health Care REITs - 0.2% Alphatec Holdings Inc. 3,700 53,576 CareTrust REIT Inc. 5,800 127,542 AngioDynamics Inc. 2,400 67,920 Community Healthcare Apyx Medical Corp. 2,000 23,620 Trust Inc. 1,528 74,123 Asensus Surgical Inc. 11,500 25,300 Diversified Healthcare Trust 15,800 59,250 Aspira Women’s Health Inc. 5,100 19,431 Global Medical REIT Inc. 2,600 40,092 AtriCure Inc. 2,600 191,412 Healthcare Realty Trust Inc. 7,900 237,237 AxoGen Inc. 2,200 37,532 Healthcare Trust of Axonics Inc. 2,400 179,952 America Inc., Class A 3,300 100,089 Inc. 7,000 533,540 Healthpeak Properties Inc. 7,500 270,000 Becton Dickinson & Co. 4,100 1,031,970 LTC Properties Inc. 2,495 86,102 Boston Scientific Corp. 20,200 912,030 Medical Properties Trust Inc. 7,900 161,792 Butterfly Network Inc. 1,800 22,248 National Health Investors Inc. 2,513 150,328 Cardiovascular Systems Inc. 2,400 85,896 New Senior Investment Group Inc. 4,900 42,777 ClearPoint Neuro Inc. 1,000 18,870 Omega Healthcare CONMED Corp. 1,600 210,144 Investors Inc. 3,400 114,002 CryoLife Inc. 2,200 57,728 Physicians Realty Trust 11,900 220,269 CryoPort Inc. 2,300 146,211 Sabra Health Care REIT Inc. 12,000 192,000 Cutera Inc. 1,000 49,740 Universal Health Realty CytoSorbents Corp. 2,500 23,925 Income Trust REIT 600 35,538 Danaher Corp. 9,090 2,946,614 Ventas Inc. 5,300 296,482 DarioHealth Corp. 800 10,792 Welltower Inc. 6,000 525,180 DexCom Inc. 1,400 741,188 2,732,803 Eargo Inc. 1,100 22,011 Edwards Lifesciences Corp. 8,900 1,042,902 Healthcare Distributors - 0.1% Envista Holdings Corp. 2,400 102,696 AdaptHealth Corp. 4,700 112,988 Glaukos Corp. 2,600 155,038 AmerisourceBergen Corp. 2,008 245,398 Inc., Class A 1,100 89,760 Apria Inc. 200 7,134 Heska Corp. 540 143,262 Cardinal Health Inc. 4,100 215,209 Hill-Rom Holdings Inc. 1,000 145,580 Covetrus Inc. 6,000 135,540 Hologic Inc. 3,800 300,770 Henry Schein Inc. 2,100 158,739 IDEXX Laboratories Inc. 1,200 808,512 McKesson Corp. 2,316 472,788 Inari Medical Inc. 1,900 155,534 Owens & Minor Inc. 4,187 156,091 Inogen Inc. 1,061 62,801 Patterson Companies Inc. 5,042 154,487 Insulet Corp. 900 268,029 Integer Holdings Corp. 1,900 187,701 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Integra LifeSciences Holdings Healthcare Facilities - 0.2% Corp. 1,100 $ 82,753 Acadia Healthcare Intersect ENT Inc. 1,900 51,699 Company Inc. 1,300 $ 85,956 Intuitive Surgical Inc. 1,700 1,791,052 Brookdale Senior Living Inc. 11,600 84,680 Invacare Corp. 2,052 17,360 Community Health iRadimed Corp. 600 20,256 Systems Inc. 7,742 95,304 iRhythm Technologies Inc. 1,500 71,700 Encompass Health Corp. 1,500 117,675 LeMaitre Vascular Inc. 1,100 62,282 Hanger Inc. 1,600 38,208 Masimo Corp. 676 183,561 HCA Healthcare Inc. 3,700 936,026 Mesa Laboratories Inc. 268 71,535 National HealthCare Corp. 857 63,289 Misonix Inc. 900 22,860 Select Medical Holdings Corp. 6,280 217,100 Natus Medical Inc. 2,200 58,344 Surgery Partners Inc. 1,663 81,820 Neuronetics Inc. 1,100 7,392 Tenet Healthcare Corp. 5,913 445,545 Nevro Corp. 2,000 244,000 The Ensign Group Inc. 2,887 235,781 NuVasive Inc. 3,100 192,634 The Joint Corp. 765 78,160 Ortho Clinical Diagnostics Holdings PLC 5,300 108,332 The Pennat Group Inc. 1,800 55,026 Orthofix Medical Inc. 1,100 46,640 U.S. Physical Therapy Inc. 800 93,920 Outset Medical Inc. 2,700 133,083 Universal Health Services Inc., Class B 1,100 171,336 PAVmed Inc. 4,300 31,390 Penumbra Inc. 500 137,475 2,799,826 Pulse Biosciences Inc. 900 23,310 Healthcare Services - 0.3% ResMed Inc. 2,100 610,113 1Life Healthcare Inc. 6,700 164,217 SeaSpine Holdings Corp. 1,600 26,848 Accolade Inc. 2,900 137,402 Senseonics Holdings Inc. 20,400 81,804 Addus HomeCare Corp. 762 68,519 Shockwave Medical Inc. 1,900 406,999 Agiliti Inc. 1,100 23,463 Soliton Inc. 1,000 21,030 agilon health Inc. 800 28,000 Stereotaxis Inc. 2,800 19,768 Amedisys Inc. 400 73,380 STERIS PLC 1,436 308,754 AMN Healthcare Stryker Corp. 5,000 1,385,500 Services Inc. 2,700 306,504 Surmodics Inc. 800 48,056 Apollo Medical Holdings Inc. 2,100 159,411 Tactile Systems Aveanna Healthcare Technology Inc. 1,300 57,824 Holdings Inc. 2,000 18,880 Talis Biomedical Corp. 300 2,418 Castle Biosciences Inc. 1,300 99,749 Tandem Diabetes Care Inc. 900 100,953 Chemed Corp. 269 128,232 Inc. 700 276,822 Cigna Corp. 4,900 1,037,085 TransMedics Group Inc. 1,500 49,020 CorVel Corp. 455 74,988 Treace Medical Concepts Inc. 700 17,675 Cross Country Vapotherm Inc. 1,200 33,180 Healthcare Inc. 2,200 47,850 Varex Imaging Corp. 2,359 68,812 CVS Health Corp. 18,800 1,624,132 ViewRay Inc. 7,200 43,488 DaVita Inc. 1,028 134,432 Biomet Holdings Inc. 3,000 451,350 Fulgent Genetics Inc. 1,196 109,123 Zynex Inc. 1,107 14,845 Guardant Health Inc. 1,200 152,724 21,677,410 InfuSystem Holdings Inc. 916 13,053 Innovage Holding Corp. 1,000 15,030 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Laboratory Corporation of West Pharmaceutical America Holdings 1,400 $ 424,732 Services Inc. 1,009 $ 455,684 LHC Group Inc. 1,700 317,492 3,690,691 MEDNAX Inc. 4,400 141,284 ModivCare Inc. 692 136,504 Healthcare Technology - 0.2% National Research Corp. 800 43,200 Healthcare Oak Street Health Inc. 1,400 65,422 Solutions Inc. 8,300 127,488 Ontrak Inc. 600 7,272 American Well Corp., Class A 11,500 123,165 Option Care Health Inc. 7,400 197,950 Castlight Health Inc., Class B 7,800 14,118 Premier Inc., Class A 1,800 66,924 Cerner Corp. 4,300 328,305 Privia Health Group Inc. 1,000 29,810 Certara Inc. 700 23,499 Quest Diagnostics Inc. 1,800 275,094 Change Healthcare Inc. 3,600 78,588 R1 RCM Inc. 7,700 151,844 Computer Programs & Systems Inc. 769 27,353 RadNet Inc. 2,600 81,666 Evolent Health Inc., Class A 4,560 111,994 Sharps Compliance Corp. 956 8,594 Forian Inc. 1,400 17,094 SOC Telemed Inc. 4,600 12,466 Health Catalyst Inc. 2,600 141,986 Tivity Health Inc. 2,800 65,100 HealthStream Inc. 1,600 48,624 Viemed Healthcare Inc. 2,160 13,846 iCAD Inc. 1,200 14,472 6,455,374 Inovalon Holdings Inc., Class A 4,400 179,740 Healthcare Supplies - 0.2% Inspire Medical Systems Inc. 1,566 350,095 Align Technology Inc. 1,060 751,540 Multiplan Corp. 22,900 137,400 Atrion Corp. 82 56,913 NantHealth Inc. 1,700 3,740 Avanos Medical Inc. 2,400 79,200 NextGen Healthcare Inc. 2,400 36,624 BioLife Solutions Inc. 1,300 75,868 Omnicell Inc. 2,400 372,648 Cerus Corp. 10,300 66,435 OptimizeRx Corp. 1,000 66,180 DENTSPLY SIRONA Inc. 3,000 185,100 Phreesia Inc. 2,200 157,410 Haemonetics Corp. 2,900 181,975 Schrodinger Inc. 2,600 155,194 ICU Medical Inc. 300 59,805 Simulations Plus Inc. 1,016 45,009 Lantheus Holdings Inc. 3,900 102,843 Tabula Rasa HealthCare Inc. 1,500 46,965 Meridian Bioscience Inc. 2,470 49,993 Teladoc Health Inc. 2,100 303,282 Merit Medical Systems Inc. 2,800 200,956 Veeva Systems Inc., Class A 2,000 663,960 Neogen Corp. 6,000 262,680 Vocera Communications Inc. 2,000 96,980 OraSure Technologies Inc. 4,200 45,990 3,671,913 OrthoPediatrics Corp. 800 56,080 Pulmonx Corp. 1,300 52,247 Heavy Electrical Equipment - 0.0% Quidel Corp. 600 77,370 AZZ Inc. 1,200 64,260 Retractable Technologies Inc. 771 9,930 Babcock & Wilcox SI-BONE Inc. 1,700 41,497 Enterprises Inc. 2,400 17,520 Sientra Inc. 3,100 18,848 Bloom Energy Corp., Class A 7,985 171,039 Silk Road Medical Inc. 1,800 106,704 TPI Composites Inc. 2,100 76,251 STAAR Surgical Co. 2,700 417,069 329,070 The Cooper Companies Inc. 700 315,497 Utah Medical Products Inc. 231 20,467 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Home Building - 0.2% Mohawk Industries Inc. 800 $ 158,208 Beazer Homes USA Inc. 1,671 $ 31,264 Purple Innovation Inc. 3,000 73,200 Cavco Industries Inc. 500 127,750 Tempur Sealy Century Communities Inc. 1,830 128,283 International Inc. 2,800 125,160 D.R. Horton Inc. 4,776 456,681 The Lovesac Co. 600 33,936 Green Brick Partners Inc. 1,800 44,982 680,875 Hovnanian Enterprises Inc., Class A 300 32,613 Home Improvement Retail - 0.4% Installed Building Floor & Decor Holdings Inc., Products Inc. 1,400 173,852 Class A 1,400 172,620 KB Home 5,100 219,453 GrowGeneration Corp. 3,100 99,169 Lennar Corp., Class A 4,023 431,708 Lowe’s Companies Inc. 10,400 2,120,456 LGI Homes Inc. 1,262 202,337 Lumber Liquidators M/I Homes Inc. 1,674 107,789 Holdings Inc. 1,700 35,462 MDC Holdings Inc. 3,226 168,559 Inc. 15,460 5,042,743 Meritage Homes Corp. 2,084 232,449 7,470,450 NVR Inc. 46 238,277 PulteGroup Inc. 3,800 204,668 Hotel & Resort REITs - 0.1% Skyline Corp. 3,000 188,160 Apple Hospitality REIT Inc. 12,000 177,360 Taylor Morrison Home Corp. 7,300 205,057 Ashford Hospitality Trust Inc. 540 8,343 Inc. 1,715 109,863 Braemar Hotels & Resorts Inc. 4,000 20,160 TopBuild Corp. 400 87,516 Chatham Lodging Trust 2,800 33,600 Tri Pointe Homes Inc. 6,500 154,505 CorePoint Lodging Inc. 2,300 33,258 3,545,766 DiamondRock Hospitality Co. 12,700 114,808 Hersha Hospitality Trust 2,000 18,760 Home Furnishing Retail - 0.0% Host Hotels & Resorts Inc. 10,400 172,224 Bed Bath & Beyond Inc. 6,224 171,409 Park Hotels & Resorts Inc. 3,500 66,990 Haverty Furniture Companies Inc. 793 28,255 Pebblebrook Hotel Trust 7,800 171,834 Kirkland’s Inc. 1,100 21,032 RLJ Lodging Trust 8,700 125,541 RH 270 189,181 Ryman Hospitality Properties Inc. 3,000 249,210 Sleep Number Corp. 1,400 129,514 Service Properties Trust 8,400 96,012 The Aaron’s Co. Inc. 2,379 63,091 Summit Hotel Properties Inc. 6,900 64,308 Williams-Sonoma Inc. 1,063 198,462 Sunstone Hotel Investors Inc. 11,300 130,967 800,944 Xenia Hotels & Resorts Inc. 5,800 101,036 Home Furnishings - 0.0% 1,584,411 Bassett Furniture Industries Inc. 900 19,341 Hotels, Resorts & Cruise Lines - 0.2% Casper Sleep Inc. 400 1,992 Bluegreen Vacations Holding Corp. 1,100 25,179 Ethan Interiors Inc. 1,310 31,466 Booking Holdings Inc. 587 1,349,906 Flexsteel Industries Inc. 600 20,952 Carnival Corp. 12,000 289,680 Hooker Furniture Corp. 700 21,812 Choice Hotels La-Z-Boy Inc. 2,800 98,028 International Inc. 500 59,680 Leggett & Platt Inc. 2,000 96,780 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Diamond Resorts Housewares & Specialties - 0.0% International, Inc. 749 $ — Lifetime Brands Inc. 772 $ 14,166 Expedia Group Inc. 2,000 289,000 Newell Brands Inc. 5,700 144,837 Hilton Grand Vacations Inc. 5,000 218,450 Tupperware Brands Corp. 3,200 76,384 Hilton Worldwide Holdings Inc. 3,900 486,954 235,387 Hotels Corp., Class A 500 36,795 Human Resource & Employment Services - 0.1% Lindblad Expeditions Holdings Inc. 1,500 22,065 ASGN Inc. 2,900 325,351 Marriott International Inc., Barrett Business Class A 3,800 513,532 Services Inc. 300 23,250 Marriott Vacations Worldwide GP Strategies Corp. 801 16,565 Corp. 500 74,775 Heidrick & Struggles Norwegian Cruise Line International Inc. 887 38,336 Holdings Ltd. 5,400 139,536 Insperity Inc. 2,000 220,680 Royal Caribbean Cruises Ltd. 3,200 264,736 Kelly Services Inc., Class A 2,158 41,951 Travel + Leisure Co. 1,300 71,188 Kforce Inc. 1,200 70,104 Wyndham Hotels & Korn Ferry 3,100 219,139 Resorts Inc. 1,400 101,780 ManpowerGroup Inc. 679 82,444 3,943,256 Robert Half International Inc. 1,600 165,440 TriNet Group Inc. 2,300 211,784 Household Appliances - 0.0% TrueBlue Inc. 1,600 43,728 Aterian Inc. 1,200 7,152 Upwork Inc. 6,700 299,557 Helen of Troy Ltd. 1,361 325,538 1,758,329 iRobot Corp. 1,600 129,792 Whirlpool Corp. 844 186,971 Hypermarkets & Super Centers - 0.4% 649,453 BJ’s Wholesale Club Holdings Inc. 7,800 441,948 Household Products - 0.4% Costco Wholesale Corp. 6,350 2,892,361 Central Garden & Pet Co., PriceSmart Inc. 1,400 118,454 Class A 2,457 102,383 Inc. 20,596 3,050,268 Central Garden & Pet Co. 600 27,630 6,503,031 Church & Dwight Company Inc. 3,700 309,542 Independent Power Producers & Energy Traders - 0.0% Colgate-Palmolive Co. 11,831 922,227 Clearway Energy Inc., Energizer Holdings Inc. 3,800 149,492 Class A 1,500 44,610 Kimberly-Clark Corp. 4,800 661,488 Clearway Energy Inc., Oil-Dri Corporation of Class C 4,951 155,412 America 464 16,556 The AES Corp. 9,900 236,313 Reynolds Consumer Vistra Corp. 7,300 139,357 Products Inc. 400 11,312 Spectrum Brands 575,692 Holdings Inc. 600 46,836 Industrial Conglomerates - 0.3% The Clorox Co. 1,747 293,583 3M Co. 8,400 1,635,816 The Procter & Gamble Co. 35,003 4,984,077 General Electric Co. 15,717 1,656,729 WD-40 Co. 800 191,704 Honeywell International Inc. 10,000 2,319,100 7,716,830 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Raven Industries Inc. 2,100 $ 122,535 Mueller Industries Inc. 3,194 $ 142,484 Roper Technologies Inc. 1,500 724,920 Mueller Water Products Inc., Class A 9,400 156,228 6,459,100 NN Inc. 2,700 14,688 Industrial Gases - 0.0% Nordson Corp. 800 190,880 Air Products & Chemicals Inc. 3,200 862,432 Omega Flex Inc. 126 19,152 Otis Worldwide Corp. 6,000 553,320 Industrial Machinery - 0.6% Parker-Hannifin Corp. 1,800 534,006 Albany International Corp., Park-Ohio Holdings Corp. 600 15,468 Class A 1,600 125,328 Labs Inc. 1,700 126,072 Altra Industrial Motion Corp. 3,700 216,672 RBC Bearings Inc. 1,400 324,128 Barnes Group Inc. 2,800 133,476 Rexnord Corp. 6,700 407,092 Chart Industries Inc. 2,100 395,598 Snap- Inc. 725 163,089 CIRCOR International Inc. 1,200 42,900 SPX Corp. 2,500 156,200 Colfax Corp. 1,700 81,889 SPX FLOW Inc. 2,500 201,325 Columbus McKinnon Corp. 1,700 78,285 Standex International Corp. 700 69,468 Crane Co. 700 71,239 Stanley Black & Decker Inc. 2,300 444,521 Desktop Metal Inc., Class A 4,100 34,030 Tennant Co. 900 66,582 Donaldson Company Inc. 1,900 128,725 The ExOne Co. 900 22,095 Dover Corp. 2,100 366,156 The Gorman-Rupp Co. 1,058 37,104 Energy Recovery Inc. 2,400 49,032 The Middleby Corp. 800 146,352 Enerpac Tool Group Corp. 3,000 75,480 The Timken Co. 900 66,186 EnPro Industries Inc. 1,200 102,612 TriMas Corp. 2,700 86,697 ESCO Technologies Inc. 1,500 135,180 Watts Water Evoqua Water Technologies Technologies Inc., Class A 1,500 257,355 Corp. 6,500 252,980 Welbilt Inc. 7,600 177,840 Flowserve Corp. 1,900 73,853 Woodward Inc. 800 96,752 Fortive Corp. 4,700 347,189 Xylem Inc. 2,600 354,406 Franklin Electric Company Inc. 2,700 229,446 10,806,644 Gates Industrial Corp. plc 400 6,552 Industrial REITs - 0.2% Graco Inc. 2,433 190,796 Americold Realty Trust 3,600 132,264 Helios Technologies Inc. 1,900 155,078 Duke Realty Corp. 5,076 266,541 Hillenbrand Inc. 4,300 199,606 EastGroup Properties Inc. 2,200 396,572 Hyster-Yale Materials Handling Inc. 560 32,822 First Industrial Realty Trust Inc. 1,900 106,381 IDEX Corp. 1,100 246,400 Indus Realty Trust Inc. 227 15,915 Tool Works Inc. 4,500 1,047,870 Industrial Logistics Properties Inc. 5,200 275,704 Trust 3,920 107,526 ITT Inc. 1,300 124,371 Innovative Industrial John Bean Technologies Properties Inc. 1,300 319,683 Corp. 1,800 262,602 Lexington Realty Trust 15,800 213,774 Kadant Inc. 600 125,472 Monmouth Real Estate Kennametal Inc. 4,900 182,182 Investment Corp. 5,800 110,084 Lincoln Electric Holdings Inc. 900 125,649 Industrial REIT Inc. 1,500 35,340 Lydall Inc. 1,000 61,980 Prologis Inc. 10,575 1,424,029 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Rexford Industrial Realty Inc. 2,000 $ 123,860 Zynga Inc., Class A 13,300 $ 117,705 STAG Industrial Inc. 8,800 371,800 1,941,467 Terreno Realty Corp. 3,800 253,878 3,877,647 Interactive Media & Services - 2.2% Alphabet Inc., Class C 4,065 11,826,061 Insurance Brokers - 0.2% Alphabet Inc., Class A 4,311 12,475,818 Aon PLC, Class A 3,200 917,952 Cargurus Inc. 5,300 161,014 Arthur J Gallagher & Co. 2,900 416,498 Cars.com Inc. 4,500 57,240 Brown & Brown Inc. 3,500 203,175 Eventbrite Inc., Class A 4,300 76,024 BRP Group Inc., Class A 2,800 105,420 EverQuote Inc., Class A 800 15,752 Crawford & Co., Class A 200 1,994 Facebook Inc., Class A 34,333 13,025,254 eHealth Inc. 1,300 50,245 fuboTV Inc. 7,500 218,625 Goosehead Insurance Inc., IAC/InterActiveCorp 1,100 145,255 Class A 1,060 155,587 Liberty TripAdvisor Marsh & McLennan Holdings Inc., Class A 4,300 16,082 Companies Inc. 7,231 1,136,713 Match Group Inc. 3,800 522,272 Selectquote Inc. 7,800 74,490 MediaAlpha Inc., Class A 1,000 22,180 3,062,074 Pinterest Inc., Class A 7,697 427,722 QuinStreet Inc. 3,100 55,521 Integrated Oil & Gas - 0.3% TripAdvisor Inc. 1,500 52,500 Chevron Corp. 27,787 2,688,948 TrueCar Inc. 6,000 25,200 Exxon Mobil Corp. 60,850 3,317,542 Twitter Inc. 11,200 722,400 Occidental Petroleum Corp. 11,900 305,711 Vimeo Inc. 1,785 68,044 6,312,201 Yelp Inc. 4,200 161,742 Group Inc., Class A 800 76,480 Integrated Telecommunication Services - 0.3% Zillow Group Inc., Class C 2,400 229,848 AT&T Inc. 102,598 2,813,237 40,381,034 ATN International Inc. 700 31,913 Cincinnati Bell Inc. 2,900 44,921 Internet & Direct Marketing Retail - 1.3% Consolidated 1-800-Flowers.com Inc., Communications Class A 1,461 46,401 Holdings Inc. 4,323 40,074 .com Inc. 6,224 21,602,197 IDT Corp., Class B 1,200 52,176 CarParts.com Inc. 3,118 53,848 Ooma Inc. 1,300 24,700 DoorDash Inc., Class A 1,200 229,680 Radius Global Infrastructure Inc., Class A 2,200 39,336 Duluth Holdings Inc., Class B 100 1,556 Verizon Communications Inc. 59,537 3,274,535 eBay Inc. 9,800 752,052 Etsy Inc. 1,800 389,268 6,320,892 Groupon Inc. 1,100 27,247 Interactive Home Entertainment - 0.1% Lands’ End Inc. 800 27,080 Activision Blizzard Inc. 11,000 906,070 Liquidity Services Inc. 1,500 36,600 Electronic Arts Inc. 4,100 595,361 Magnite Inc. 5,700 165,414 Skillz Inc. 4,100 48,257 Overstock.com Inc. 2,500 180,375 Take-Two Interactive PetMed Express Inc. 1,147 31,589 Software Inc. 1,700 274,074 Porch Group Inc. 1,100 22,000 Quotient Technology Inc. 4,200 30,492 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Qurate Retail Inc. 5,734 $ 63,246 PJT Partners Inc., Class A 1,500 $ 118,470 Revolve Group Inc. 2,100 120,666 Raymond James Shutterstock Inc. 1,400 161,364 Financial Inc. 1,700 237,830 Stamps.com Inc. 1,000 328,900 Stifel Financial Corp. 1,400 96,740 Stitch Fix Inc., Class A 3,500 146,685 Stonex Group Inc. 804 56,031 The RealReal Inc. 4,200 52,248 The Charles Schwab Corp. 22,500 1,639,125 Wayfair Inc., Class A 1,100 308,825 The Goldman Sachs Group Inc. 4,700 1,943,497 24,777,733 Inc., Class A 1,000 24,480 Internet Services & Infrastructure - 0.2% 7,590,916 Akamai Technologies Inc. 2,200 249,150 IT Consulting & Other Services - 0.2% BigCommerce Holdings Inc. 2,700 160,758 Amdocs Ltd. 1,947 149,977 Brightcove Inc. 1,700 19,312 Cognizant Technology Cloudflare Inc., Class A 3,600 434,664 Solutions Corp., Class A 7,489 571,485 DigitalOcean Holdings Inc. 600 37,008 DXC Technology Co. 3,800 139,536 Fastly Inc., Class A 1,595 69,542 EPAM Systems Inc. 753 476,506 GoDaddy Inc., Class A 2,300 168,613 Gartner Inc. 1,200 370,488 Limelight Networks Inc. 7,300 19,710 Grid Dynamics Holdings Inc. 1,700 45,509 MongoDB Inc. 800 313,464 International Business Okta Inc. 1,800 474,480 Machines Corp. 12,696 1,781,757 Rackspace Technology Inc. 3,100 43,307 LiveRamp Holdings Inc. 3,800 186,200 Snowflake Inc., Class A 1,700 517,395 Perficient Inc. 1,840 219,365 SolarWinds Corp. 600 10,242 The Hackett Group Inc. 1,600 31,360 Switch Inc., Class A 1,000 24,810 Corp. 4,000 96,840 Twilio Inc., Class A 2,300 821,008 4,069,023 VeriSign Inc. 1,400 302,764 3,666,227 Leisure Facilities - 0.0% Drive Shack Inc. 7,100 19,383 & Brokerage - 0.4% Hall of Fame Resort & B. Riley Financial Inc. 1,100 72,094 Entertainment Co. 4,600 15,456 BGC Partners Inc., Class A 19,200 98,880 Planet Fitness Inc., Class A 1,200 97,560 Cowen Inc., Class A 1,491 53,736 RCI Hospitality Holdings Inc. 457 29,527 Evercore Inc., Class A 566 79,036 SeaWorld Entertainment Inc. 3,000 147,570 Greenhill & Company Inc. 1,100 16,214 Six Flags Entertainment Corp. 1,100 46,464 Houlihan Lokey Inc. 2,924 263,745 Vail Resorts Inc. 600 182,910 Group Inc., Class A 1,100 71,104 538,870 Jefferies Financial Group Inc. 3,309 122,300 Lazard Ltd., Class A 1,500 71,100 Leisure Products - 0.1% LPL Financial Holdings Inc. 1,100 162,635 Acushnet Holdings Corp. 2,000 99,920 Moelis & Co., Class A 3,357 207,966 American Outdoor Brands Inc. 800 22,264 Morgan Stanley 20,000 2,088,600 AMMO Inc. 3,200 23,520 Oppenheimer Holdings Inc., Class A 524 24,413 Brunswick Corp. 1,200 116,244 Piper Sandler Cos. 1,000 142,920 Callaway Co. 6,600 185,196 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Clarus Corp. 1,500 $ 40,635 Adaptive Biotechnologies Escalade Inc. 595 13,744 Corp. 1,600 $ 58,112 Agilent Technologies Inc. 4,400 772,068 International Inc. 13,900 23,213 Avantor Inc. 8,400 331,296 Hasbro Inc. 1,900 186,789 Berkeley Lights Inc. 2,900 103,124 Johnson Outdoors Inc., Bionano Genomics Inc. 17,200 100,276 Class A 240 27,550 Bio-Rad Laboratories Inc., Latham Group Inc. 1,100 24,167 Class A 335 269,614 Malibu Inc., Class A 1,300 93,080 Bio-Techne Corp. 500 249,570 MasterCraft Bruker Corp. 1,500 132,465 Holdings Inc. 1,083 27,010 Charles River Laboratories Mattel Inc. 5,100 108,885 International Inc. 686 304,488 Nautilus Inc. 1,815 20,691 ChromaDex Corp. 2,400 20,472 Peloton Interactive Inc., Codexis Inc. 3,600 97,272 Class A 3,772 377,917 Fluidigm Corp. 4,400 31,724 Polaris Inc. 900 107,784 Harvard Bioscience Inc. 900 7,434 Smith & Wesson Brands Inc. 2,620 63,221 Illumina Inc. 2,100 960,036 Sturm Ruger & Company Inc. 1,061 82,959 Inotiv Inc. 700 18,221 Vista Outdoor Inc. 3,408 139,217 IQVIA Holdings Inc. 2,700 701,271 YETI Holdings Inc. 1,200 119,208 Maravai LifeSciences 1,903,214 Holdings Inc., Class A 1,000 59,180 Medpace Holdings Inc. 1,660 302,701 Life & Health Insurance - 0.2% Mettler-Toledo Aflac Inc. 10,000 566,800 International Inc. 319 495,353 American Equity Investment NanoString Technologies Inc. 2,700 157,140 Life Holding Co. 4,800 152,112 NeoGenomics Inc. 6,500 316,030 Inc. 1,370 67,075 Pacific Biosciences of Citizens Inc. 3,100 18,507 Inc. 11,100 347,541 CNO Financial Group Inc. 7,100 173,666 PerkinElmer Inc. 1,700 314,160 Genworth Financial Inc., Personalis Inc. 1,600 33,888 Class A 30,800 115,500 PPD Inc. 2,400 111,144 Globe Life Inc. 1,500 144,105 Quanterix Corp. 1,900 96,995 Independence Holding Co. 248 12,395 Repligen Corp. 800 226,384 Lincoln National Corp. 2,600 178,490 Seer Inc. 900 35,982 MetLife Inc. 10,400 644,800 Sotera Health Co. 1,300 31,798 National Western Life Syneos Health Inc. 1,300 120,614 Group Inc., Class A 155 34,358 Thermo Fisher Scientific Inc. 5,600 3,107,720 Primerica Inc. 600 91,764 Waters Corp. 900 372,618 Principal Financial Group Inc. 3,800 253,878 10,497,795 Prudential Financial Inc. 5,790 613,045 Trupanion Inc. 2,200 201,476 Managed Healthcare - 0.5% Unum Group 3,100 82,522 Alignment Healthcare Inc. 1,300 22,971 3,350,493 Anthem Inc. 3,552 1,332,462 Centene Corp. 8,200 516,436 Life Sciences Tools & Services - 0.6% HealthEquity Inc. 4,600 295,182 10X Genomics Inc., Class A 1,200 211,104 Humana Inc. 1,900 770,298 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Magellan Health Inc. 1,400 $ 132,468 Granite Point Mortgage Molina Healthcare Inc. 819 220,122 Trust Inc. 3,200 $ 44,032 Progyny Inc. 3,600 201,132 Great Ajax Corp. 1,600 22,608 UnitedHealth Group Inc. 13,526 5,630,468 Hannon Armstrong Sustainable Infrastructure 9,121,539 Capital Inc. 4,500 271,665 Invesco Mortgage Capital Inc. 13,900 43,368 Marine - 0.0% KKR Real Estate Finance Eagle Bulk Shipping Inc. 700 34,573 Trust Inc. 1,686 35,962 Genco Shipping & Trading Ladder Capital Corp., Class A 7,500 85,575 Ltd. 1,300 25,337 MFA Financial Inc. 22,800 109,440 Kirby Corp. 900 48,231 New Residential Investment Matson Inc. 2,500 197,925 Corp. 6,200 67,704 306,066 New York Mortgage Trust Inc. 18,600 82,212 Orchid Island Capital Inc. 5,092 25,562 Metal & Glass Containers - 0.1% PennyMac Mortgage AptarGroup Inc. 953 128,465 Investment Trust 5,900 114,519 Ball Corp. 4,600 441,416 Ready Capital Corp. 2,715 41,566 Berry Global Group Inc. 2,018 135,549 Redwood Trust Inc. 6,700 83,549 Inc. 1,984 217,823 Starwood Property Trust Inc. 4,100 105,780 Greif Inc., Class A 1,662 105,238 TPG RE Finance Trust Inc. 3,600 45,360 Greif Inc., Class B 184 11,316 Two Harbors Investment Corp. 17,900 118,140 Myers Industries Inc. 1,500 34,200 O-I Glass Inc. 9,400 142,222 2,610,053 Silgan Holdings Inc. 1,223 51,892 Manufacturers - 0.0% 1,268,121 Inc. 1,100 13,662 Mortgage REITs - 0.1% Harley-Davidson Inc. 2,300 90,919 AGNC Investment Corp. 7,238 118,052 104,581 Annaly Capital Management Inc. 19,600 170,324 Movies & Entertainment - 0.6% Apollo Commercial Real AMC Entertainment Estate Finance Inc. 8,436 131,180 Holdings Inc., Class A 23,200 1,093,416 Arbor Realty Trust Inc. 7,600 138,928 Chicken Soup For The Soul Entertainment Inc. 600 14,556 Ares Commercial Real Estate Corp. 1,886 29,761 Cinemark Holdings Inc. 5,500 98,065 ARMOUR Residential CuriosityStream Inc. 1,300 16,250 REIT Inc. 3,800 41,268 Liberty Media Corp-Liberty Blackstone Mortgage Braves, Class A 1,500 39,000 Trust Inc., Class A 7,700 252,637 Liberty Media Corp-Liberty BrightSpire Capital Inc. 5,000 50,100 Braves, Class C 1,672 43,221 Broadmark Realty Capital Inc. 6,200 65,162 Liberty Media Corp-Liberty Media, Class C 2,800 141,512 Capstead Mortgage Corp. 6,991 48,168 Lions Gate Entertainment Chimera Investment Corp. 12,757 195,437 Corp., Class A 4,400 56,848 Dynex Capital Inc. 1,551 27,546 Lions Gate Entertainment Ellington Financial Inc. 2,400 44,448 Corp., Class B 5,700 67,032 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Live Nation Public Service Enterprise Entertainment Inc. 1,900 $ 164,730 Group Inc. 7,300 $ 466,762 LiveXLive Media Inc. 1,100 3,773 Sempra Energy 4,500 595,620 Madison Square Garden Unitil Corp. 700 34,720 Entertainment Corp. 1,509 121,007 WEC Energy Group Inc. 4,585 433,191 Madison Square Garden Sports Corp. 300 54,234 4,807,739 Inc. 6,205 3,531,824 Office REITs - 0.1% Roku Inc. 1,700 599,080 Alexandria Real Estate The Marcus Corp. 1,300 20,280 Equities Inc. 2,200 454,014 The Walt Disney Co. 26,101 4,732,111 Boston Properties Inc. 2,200 248,578 World Wrestling 9,800 136,024 Entertainment Inc., Class A 700 36,477 Columbia Property Trust Inc. 5,900 98,648 10,833,416 Corporate Office Properties Trust 6,200 174,716 Multi-Line Insurance - 0.1% Cousins Properties Inc. 2,200 84,832 American Financial Douglas Emmett Inc. 2,500 82,525 Group Inc. 900 124,146 Easterly Government American International Properties Inc. 4,910 104,927 Group Inc. 12,400 676,544 Equity Commonwealth 6,600 173,844 American National Group Inc. 400 77,000 Franklin Street Properties Assurant Inc. 892 151,738 Corp. 6,200 29,760 Horace Mann Educators Highwoods Properties Inc. 1,600 73,104 Corp. 2,500 102,500 Hudson Pacific The Hartford Financial Properties Inc. 2,300 60,674 Services Group Inc. 5,100 342,822 JBG SMITH Properties 1,800 54,234 1,474,750 Kilroy Realty Corp. 1,600 105,040 Mack-Cali Realty Corp. 5,400 96,552 Multi-Sector Holdings - 0.4% Office Properties Income Inc., Trust 2,700 71,631 Class B 26,974 7,708,360 Paramount Group Inc. 11,500 101,890 Cannae Holdings Inc. 5,061 161,547 Piedmont Office Realty 7,869,907 Trust Inc., Class A 6,900 122,958 Postal Realty Trust Inc. 1,300 25,415 Multi-Utilities - 0.3% SL Green Realty Corp. 1,100 77,088 Ameren Corp. 3,671 322,020 Vornado Realty Trust 2,600 108,888 Avista Corp. 4,000 167,400 2,485,342 Black Hills Corp. 3,500 246,155 CenterPoint Energy Inc. 9,000 225,810 Office Services & Supplies - 0.0% CMS Energy Corp. 4,400 282,172 ACCO Brands Corp. 5,700 53,409 Consolidated Edison Inc. 4,900 369,705 Herman Miller Inc. 4,256 178,880 Dominion Energy Inc. 11,791 917,811 HNI Corp. 2,600 98,514 DTE Energy Co. 2,700 324,918 Interface Inc. 2,684 38,596 MDU Resources Group Inc. 3,000 96,510 Kimball International Inc., NiSource Inc. 5,700 140,505 Class B 2,200 27,434 NorthWestern Corp. 2,900 184,440 MSA Safety Inc. 500 81,420 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Pitney Bowes Inc. 11,000 $ 82,170 Oil & Gas Exploration & Production - 0.4% Steelcase Inc., Class A 5,500 77,495 Antero Resources Corp. 16,300 $ 223,636 637,918 APA Corp. 5,600 109,088 Berry Corp. 4,000 24,000 Oil & Gas Drilling - 0.0% Bonanza Creek Energy Inc. 1,700 66,096 Helmerich & Payne Inc. 6,100 164,212 Brigham Minerals Inc., Nabors Industries Ltd. 400 33,736 Class A 2,500 47,800 Patterson-UTI Energy Inc. 11,800 91,568 Cabot Oil & Gas Corp. 5,900 93,751 California Resources Corp. 4,800 164,304 289,516 Callon Petroleum Co. 2,000 68,340 Oil & Gas Equipment & Services - 0.1% Centennial Resource Development Inc., Class A 8,900 45,390 Archrock Inc. 8,500 65,280 Chesapeake Energy Corp. 5,400 301,374 Aspen Aerogels Inc. 1,200 52,500 Cimarex Energy Co. 1,500 96,330 Baker Hughes Co. 9,800 223,244 CNX Resources Corp. 12,600 143,136 Bristow Group Inc. 100 3,156 Comstock Resources Inc. 4,500 26,595 Cactus Inc., Class A 3,400 127,534 ConocoPhillips 19,100 1,060,623 ChampionX Corp. 11,500 268,295 Contango Oil & Gas Co. 6,800 24,684 DMC Global Inc. 1,000 40,170 Continental Resources Inc. 1,200 47,136 Dril-Quip Inc. 2,400 58,320 Denbury Inc. 2,900 203,957 Frank’s International N.V. 9,200 26,496 Devon Energy Corp. 10,000 295,500 FTS International Inc., Class A 1,000 22,210 Diamondback Energy Inc. 2,500 192,850 Halliburton Co. 12,300 245,754 Earthstone Energy Inc., Class A 500 4,135 Helix Energy Solutions Group Inc. 8,300 31,208 EOG Resources Inc. 8,300 560,416 Liberty Oilfield Services Inc., EQT Corp. 4,102 75,190 Class A 3,978 40,655 Extraction Oil & Gas Inc. 800 36,424 National Energy Services Falcon Minerals Corp. 400 1,776 Reunited Corp. 1,500 17,025 Hess Corp. 3,800 261,250 Newpark Resources Inc. 5,800 15,196 Kosmos Energy Ltd. 22,800 53,808 NexTier Oilfield Solutions Inc. 9,600 34,560 Laredo Petroleum Inc. 600 32,418 NOV Inc. 5,800 76,386 Magnolia Oil & Gas Corp., Oceaneering Class A 7,200 112,896 International Inc. 4,824 59,335 Marathon Oil Corp. 11,800 138,650 Oil States International Inc. 3,500 20,510 Matador Resources Co. 6,500 186,875 ProPetro Holding Corp. 4,700 36,378 Murphy Oil Corp. 8,500 180,710 RPC Inc. 3,400 13,022 Northern Oil & Gas Inc. 2,300 38,180 Schlumberger N.V. 19,800 555,192 Oasis Petroleum Inc. 1,200 103,908 Select Energy Services Inc., Ovintiv Inc. 14,800 403,448 Class A 3,600 19,260 PDC Energy Inc. 5,600 233,800 Solaris Oilfield Infrastructure Inc., Class A 1,700 12,631 Penn Virginia Corp. 622 12,875 TETRA Technologies Inc. 5,400 17,496 Pioneer Natural Resources Co. 3,100 463,977 Tidewater Inc. 2,400 27,600 Range Resources Corp. 13,800 201,756 U.S. Silica Holdings Inc. 4,300 37,754 SM Energy Co. 6,900 131,790 2,147,167 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Southwestern Energy Co. 39,100 $ 177,905 Other Diversified Financial Services - 0.0% Talos Energy Inc. 1,800 22,320 Alerus Financial Corp. 901 $ 26,904 Tellurian Inc. 16,500 52,635 Equitable Holdings Inc. 6,000 186,060 Pacific Land Corp. 82 111,499 Voya Financial Inc. 1,500 97,470 Vine Energy Inc., Class A 1,400 20,818 310,434 W&T Offshore Inc. 5,600 18,256 Whiting Petroleum Corp. 2,400 112,680 Packaged Foods & Meats - 0.3% 6,984,985 B&G Foods Inc. 3,869 117,463 Beyond Meat Inc. 800 95,712 Oil & Gas Refining & Marketing - 0.1% Calavo Growers Inc. 800 37,536 Aemetis Inc. 1,500 16,680 Cal-Maine Foods Inc. 1,800 65,088 Alto Ingredients Inc. 3,600 18,324 Campbell Soup Co. 2,900 121,017 Clean Energy Fuels Corp. 9,000 71,370 Inc. 6,700 221,904 CVR Energy Inc. 1,700 24,480 Inc. 2,900 69,977 Delek US Holdings Inc. 4,378 74,907 Freshpet Inc. 600 76,884 Gevo Inc. 9,600 59,808 General Mills Inc. 8,608 497,628 Green Plains Inc. 2,558 89,786 Hormel Foods Corp. 3,696 168,316 HollyFrontier Corp. 2,200 71,126 Hostess Brands Inc. 8,000 127,680 Marathon Petroleum Corp. 9,200 545,284 J&J Snack Foods Corp. 800 131,008 New Fortress Energy Inc. 600 17,622 John B Sanfilippo & Son Inc. 500 42,495 Par Pacific Holdings Inc. 2,400 39,576 Kellogg Co. 3,900 246,246 PBF Energy Inc., Class A 4,500 46,800 Lamb Weston Holdings Inc. 2,000 130,300 Phillips 66 6,200 440,758 Lancaster Colony Corp. 1,086 192,483 Renewable Energy Landec Corp. 1,700 18,411 Group Inc. 2,688 130,153 McCormick & Company Inc. 3,500 302,015 REX American Resources Mission Produce Inc. 1,800 37,332 Corp. 314 26,615 Inc., Valero Energy Corp. 5,800 384,598 Class A 19,934 1,237,303 World Fuel Services Corp. 3,800 122,968 Pilgrim’s Pride Corp. 300 8,352 2,180,855 Post Holdings Inc. 900 100,719 Sanderson Farms Inc. 1,200 235,800 Oil & Gas Storage & Transportation - 0.1% Seneca Foods Corp., Class A 414 20,274 Altus Midstream Co., Class A 300 19,554 Tattooed Chef Inc. 2,300 48,691 Antero Midstream Corp. 4,300 41,323 The Hain Celestial Group Inc. 1,300 48,633 Cheniere Energy Inc. 3,300 288,618 The Hershey Co. 2,100 373,170 Dorian LPG Ltd. 2,200 29,084 The JM Smucker Co. 1,476 182,537 DTE Midstream LLC 1,350 62,735 The Co. 9,300 334,707 Equitrans Midstream Corp. 23,100 201,663 The Simply Good Foods Co. 5,000 178,100 International Seaways Inc. 2,452 42,174 Tootsie Roll Industries Inc. 988 31,270 Kinder Morgan Inc. 27,800 452,306 TreeHouse Foods Inc. 3,100 116,157 ONEOK Inc. 6,300 330,876 Tyson Foods Inc., Class A 4,100 321,932 Targa Resources Corp. 3,400 149,328 Utz Brands Inc. 2,900 56,318 The Williams Companies Inc. 17,300 427,137 Vital Farms Inc. 1,400 25,172 2,044,798 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Whole Earth Brands Inc. 1,600 $ 20,064 Veru Inc. 3,200 $ 28,544 6,038,694 2,074,656

Paper Packaging - 0.1% Pharmaceuticals - 1.3% Avery Dennison Corp. 1,200 270,468 9 Meters Biopharma Inc. 17,800 23,140 Graphic Packaging Holding Aclaris Therapeutics Inc. 2,100 34,041 Co. 4,000 82,080 Aerie Pharmaceuticals Inc. 2,200 32,802 International Paper Co. 5,751 345,578 Amneal Pharmaceuticals Inc. 5,900 33,276 Packaging Corporation of Amphastar America 1,296 196,603 Pharmaceuticals Inc. 2,200 43,252 Evergreen Inc. 2,300 31,625 Ampio Pharmaceuticals Inc. 10,700 17,548 Ranpak Holdings Corp. 1,700 52,190 ANI Pharmaceuticals Inc. 600 18,198 Sealed Air Corp. 2,300 140,369 Antares Pharma Inc. 9,800 38,612 Sonoco Products Co. 1,500 97,950 Arvinas Inc. 2,500 215,525 UFP Technologies Inc. 407 28,486 Atea Pharmaceuticals Inc. 3,800 112,936 Westrock Co. 3,600 187,344 Athira Pharma Inc. 1,000 10,590 1,432,693 Axsome Therapeutics Inc. 1,400 35,952 Bausch Health Paper Products - 0.0% Companies Inc. 4,100 119,270 Clearwater Paper Corp. 979 31,808 BioDelivery Sciences Domtar Corp. 2,800 153,524 International Inc. 5,500 21,230 Glatfelter Corp. 2,800 44,240 Bristol-Myers Squibb Co. 32,070 2,144,200 Neenah Inc. 1,000 50,390 Cara Therapeutics Inc. 1,900 29,982 Schweitzer-Mauduit Cassava Sciences Inc. 2,169 123,308 International Inc. 1,529 58,515 Catalent Inc. 2,400 313,056 Verso Corp., Class A 1,500 28,575 Citius Pharmaceuticals Inc. 6,400 14,400 367,052 Collegium Pharmaceutical Inc. 2,000 41,060 Personal Products - 0.1% Corcept Therapeutics Inc. 5,000 106,400 BellRing Brands Inc., Class A 1,854 62,609 CorMedix Inc. 2,100 13,566 Coty Inc., Class A 4,300 42,011 Cymabay Therapeutics Inc. 4,200 16,632 Edgewell Personal Care Co. 3,300 139,590 Durect Corp. 13,500 18,765 elf Beauty Inc. 2,800 86,660 Edgewise Therapeutics Inc. 900 14,256 Herbalife Nutrition Ltd. 1,300 66,742 Elanco Animal Health Inc. 6,300 210,294 Inter Parfums Inc. 900 65,286 Eli Lilly & Co. 12,178 3,145,456 Medifast Inc. 700 159,530 Esperion Therapeutics Inc. 1,600 20,832 Nature’s Sunshine Evolus Inc. 1,600 16,960 Products Inc. 200 3,424 EyePoint Nu Skin Enterprises Inc., Pharmaceuticals Inc. 2,200 24,068 Class A 2,900 146,798 Fulcrum Therapeutics Inc. 1,600 47,520 The Beauty Health Co. 2,300 59,133 Harmony Biosciences The Estee Lauder Holdings Inc. 1,075 36,432 Companies Inc., Class A 3,300 1,123,617 Innoviva Inc. 3,800 57,988 The Honest Company Inc. 1,400 14,252 Intra-Cellular Therapies Inc. 4,200 139,440 USANA Health Sciences Inc. 788 76,460 Johnson & Johnson 37,890 6,559,896 Kala Pharmaceuticals Inc. 2,900 9,802 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Kaleido Biosciences Inc. 2,400 $ 14,736 Assured Guaranty Ltd. 1,200 $ 59,832 KemPharm Inc. 1,600 14,880 Axis Capital Holdings Ltd. 1,300 66,521 Marinus Pharmaceuticals Inc. 1,800 22,248 Corp. 2,100 259,140 Merck & Company Inc. 36,385 2,775,812 CNA Financial Corp. 200 8,870 Mind Medicine MindMed Inc. 15,800 45,662 Donegal Group Inc., Class A 729 10,979 Nektar Therapeutics 2,600 40,248 Employers Holdings Inc. 1,766 72,706 NGM Biopharmaceuticals Inc. 1,500 32,745 Erie Indemnity Co., Class A 364 64,461 Nuvation Bio Inc. 2,300 21,229 Fidelity National Financial Inc. 4,100 200,203 Ocular Therapeutix Inc. 5,200 54,912 First American Financial Omeros Corp. 4,000 65,200 Corp. 1,600 112,848 Oramed Pharmaceuticals Inc. 1,600 31,488 HCI Group Inc. 400 44,664 Organon & Co. 3,890 131,832 Heritage Insurance Holdings Inc. 1,600 11,200 Pacira Pharmaceuticals Inc. 2,500 148,225 Investors Title Co. 100 19,186 Paratek Pharmaceuticals Inc. 2,700 15,012 Kemper Corp. 900 61,740 Pfizer Inc. 80,225 3,695,966 Kinsale Capital Group Inc. 1,261 229,313 Phathom Pharmaceuticals Inc. 1,400 49,826 Lemonade Inc. 500 37,770 Phibro Animal Health Corp., Loews Corp. 3,000 167,610 Class A 1,200 29,148 Markel Corp. 193 245,158 Pliant Therapeutics Inc. 1,400 25,536 MBIA Inc. 3,000 33,570 Prestige Consumer Mercury General Corp. 500 29,855 Healthcare Inc. 3,019 173,260 MetroMile Inc. 2,000 8,000 Provention Bio Inc. 3,200 21,472 NI Holdings Inc. 588 11,478 Reata Pharmaceuticals Inc., Old Republic International Class A 1,600 170,416 Corp. 4,274 111,124 Relmada Therapeutics Inc. 900 21,519 Palomar Holdings Inc. 1,430 128,414 Revance Therapeutics Inc. 3,734 99,996 ProAssurance Corp. 2,600 66,300 Royalty Pharma PLC, Class A 4,400 170,060 RLI Corp. 2,200 240,306 Seelos Therapeutics Inc. 6,800 14,960 Safety Insurance Group Inc. 686 55,779 SIGA Technologies Inc. 3,200 20,896 Selective Insurance Supernus Group Inc. 3,300 275,781 Pharmaceuticals Inc. 3,100 85,343 State Auto Financial Corp. 1,100 55,638 Tarsus Pharmaceuticals Inc. 200 5,300 Stewart Information Services TherapeuticsMD Inc. 20,300 16,138 Corp. 1,700 107,015 Verrica Pharmaceuticals Inc. 100 1,120 The Corp. 4,232 572,505 Viatris Inc. 18,000 263,340 The Hanover Insurance WaVe Life Sciences Ltd. 2,500 15,825 Group Inc. 500 70,655 Zoetis Inc. 6,900 1,411,464 The Progressive Corp. 8,410 810,219 Zogenix Inc. 3,900 57,759 The Travelers Companies Inc. 3,603 575,435 Tiptree Inc. 1,505 15,215 23,624,258 Trean Insurance Group Inc. 1,000 10,210 Property & Casualty Insurance - 0.3% United Fire Group Inc. 1,300 33,748 Ambac Financial Group Inc. 2,700 38,043 United Insurance Holdings Corp. 300 1,143 AMERISAFE Inc. 938 53,982 Universal Insurance Ltd. 6,000 246,600 Holdings Inc. 1,700 24,208 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value White Mountains Insurance Corp. 5,800 $ 281,706 Group Ltd. 39 $ 43,711 REX Holdings Inc., Class A 1,100 36,839 WR Berkley Corp. 1,912 143,993 1,613,706 5,435,128 Regional Banks - 1.1% Publishing - 0.0% 1st Source Corp. 700 32,900 Daily Journal Corp. 50 17,000 Allegiance Bancshares Inc. 1,100 40,887 Company Inc. 7,900 50,165 Altabancorp 900 37,368 John Wiley & Sons Inc., Amalgamated Financial Corp. 200 3,110 Class A 2,500 145,250 Amerant Bancorp Inc. 1,400 37,198 Meredith Corp. 2,474 106,407 American National News Corp., Class A 5,194 116,709 Bankshares Inc. 688 23,516 News Corp., Class B 1,774 39,081 . 3,800 187,112 Scholastic Corp. 1,400 46,536 Arrow Financial Corp. 819 30,180 The New York Times., Associated Banc-Corp. 8,400 173,208 Class A 2,400 121,872 Atlantic Capital 643,020 Bancshares Inc. 1,200 29,076 Atlantic Union Bankshares Railroads - 0.2% Corp. 4,500 166,500 CSX Corp. 33,150 1,078,369 Banc of California Inc. 2,600 46,722 City Southern 1,300 364,871 BancFirst Corp. 900 50,904 Norfolk Southern Corp. 3,600 912,744 BancorpSouth Bank 5,900 173,047 Union Pacific Corp. 9,633 2,088,820 Bank First Corp. 421 29,891 4,444,804 Bank of Hawaii Corp. 600 50,286 Bank of Marin Bancorp 775 28,055 Real Estate Development - 0.0% Bank OZK 1,800 76,374 Forestar Group Inc. 1,000 20,790 BankUnited Inc. 5,200 218,556 The Howard Hughes Corp. 600 54,318 Banner Corp. 2,000 114,400 75,108 Bar Harbor Bankshares 900 24,660 Berkshire Hills Bancorp Inc. 2,863 73,379 Real Estate Operating Companies - 0.0% Blue Ridge Bankshares Inc. 1,300 23,075 FRP Holdings Inc. 400 23,080 BOK Financial Corp. 500 44,025 Kennedy-Wilson Holdings Inc. 6,400 140,736 Brookline Bancorp Inc. 3,500 52,395 Rafael Holdings Inc., Class B 600 25,110 Bryn Mawr Bank Corp. 895 36,516 188,926 Business First Bancshares Inc. 1,200 28,704 Real Estate Services - 0.1% Byline Bancorp Inc. 1,400 34,440 CBRE Group Inc., Class A 4,800 462,240 Cadence BanCorp 7,300 157,023 Cushman & Wakefield PLC 6,600 119,724 Cambridge Bancorp 321 27,523 eXp World Holdings Inc. 3,500 160,475 Camden National Corp. 900 42,003 Jones Lang LaSalle Inc. 700 169,701 Capital City Bank Group Inc. 800 18,552 Marcus & Millichap Inc. 1,500 58,830 Capstar Financial Holdings Inc. 1,000 21,040 Newmark Group Inc., Class A 8,600 117,132 Carter Bankshares Inc. 1,400 17,066 Opendoor Technologies Inc. 4,800 85,104 Cathay General Bancorp 4,400 175,032 Realogy Holdings Corp. 6,949 121,955 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value CBTX Inc. 1,000 $ 27,220 First Commonwealth Central Pacific Financial Financial Corp. 4,500 $ 60,840 Corp. 1,600 40,496 First Community Century Bancorp Inc., Bancshares Inc. 1,039 32,458 Class A 200 22,866 First Financial Bancorp. 5,800 136,358 CIT Group Inc. 5,500 304,810 First Financial Citizens & Northern Corp. 799 20,047 Bankshares Inc. 7,200 342,864 Citizens Financial Group Inc. 5,900 258,361 First Financial Corp. 815 32,950 City Holding Co. 881 68,630 First Foundation Inc. 2,300 55,269 Civista Bancshares Inc. 900 21,168 First Hawaiian Inc. 2,000 55,820 CNB Financial Corp. 900 22,122 First Horizon Corp. 8,200 134,398 Coastal Financial Corp. 700 20,559 First Internet Bancorp 578 17,178 Columbia Banking First Interstate System Inc. 4,100 149,076 BancSystem Inc., Class A 2,500 110,150 Comerica Inc. 1,800 133,038 First Merchants Corp. 3,300 135,795 Inc. 1,600 113,152 First Mid Bancshares Inc. 866 35,419 Community Bank System Inc. 3,000 222,000 Inc. 5,900 110,507 Community Trust First Republic Bank 2,500 497,350 Bancorp Inc. 1,017 42,368 Flushing Financial Corp. 1,700 38,981 ConnectOne Bancorp Inc. 2,300 65,803 FNB Corp. 4,900 57,232 CrossFirst Bankshares Inc. 2,800 37,016 Fulton Financial Corp. 9,300 147,405 Cullen/Frost Bankers Inc. 800 91,376 German American Customers Bancorp Inc. 1,587 65,718 Bancorp Inc. 1,200 44,832 CVB Financial Corp. 7,300 148,628 Inc. 5,400 287,604 Dime Community Great Southern Bancorp Inc. 600 32,682 Bancshares Inc. 2,200 72,600 Great Western Bancorp Inc. 2,800 86,688 Eagle Bancorp Inc. 1,600 92,320 Guaranty Bancshares Inc. 450 15,444 East West Bancorp Inc. 2,100 154,014 Corp. 4,900 225,204 Eastern Bankshares Inc. 9,700 191,866 Hanmi Financial Corp. 1,800 34,704 Enterprise Bancorp Inc. 600 20,250 HarborOne Bancorp Inc. 3,100 43,803 Enterprise Financial Services HBT Financial Inc. 627 10,251 Corp. 2,162 97,095 Heartland Financial USA Inc. 2,200 103,466 Equity Bancshares Inc., Heritage Commerce Corp. 3,500 39,445 Class A 900 28,872 Heritage Financial Corp. 1,600 40,720 Farmers National Banc Corp. 1,600 24,960 Hilltop Holdings Inc. 3,400 113,798 FB Financial Corp. 1,800 74,142 Home BancShares Inc. 8,500 188,275 Fidelity D&D Bancorp Inc. 228 12,301 HomeTrust Bancshares Inc. 900 25,038 Fifth Third Bancorp 10,000 388,600 Hope Bancorp Inc. 7,300 100,667 Financial Institutions Inc. 977 31,029 Horizon Bancorp Inc. 2,500 44,625 First Bancorp Inc. 600 17,814 Howard Bancorp Inc. 1,100 21,890 First Bancorp/Southern Pines NC 1,300 54,288 Inc. 20,206 313,799 First Bank 500 6,660 Independent Bank Corp. 3,300 180,622 First Busey Corp. 3,100 73,470 Independent Bank Group Inc. 2,200 154,946 First Citizens International Bancshares BancShares Inc., Class A 100 89,770 Corp. 3,200 134,016 Investors Bancorp Inc. 13,300 190,323 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value KeyCorp 13,600 $ 276,352 Reliant Bancorp Inc. 900 $ 26,100 Lakeland Bancorp Inc. 2,100 35,448 Renasant Corp. 3,400 119,340 Lakeland Financial Corp. 1,500 99,615 Republic Bancorp Inc., Live Oak Bancshares Inc. 1,800 110,178 Class A 575 28,825 M&T Bank Corp. 1,800 252,018 Republic First Bancorp Inc. 600 2,004 Macatawa Bank Corp. 1,800 14,778 S&T Bancorp Inc. 1,800 53,640 Mercantile Bank Corp. 1,000 31,200 Sandy Spring Bancorp Inc. 2,800 121,996 Metrocity Bankshares Inc. 1,200 24,852 Seacoast Banking Corporation of 3,300 105,402 Metropolitan Bank Holding Corp. 400 31,320 ServisFirst Bancshares Inc. 2,800 205,576 Mid Penn Bancorp Inc. 490 13,029 Sierra Bancorp 900 22,878 Midland States Bancorp Inc. 1,200 30,360 800 207,464 MidWestOne Financial Silvergate Capital Corp., Group Inc. 900 26,424 Class A 1,400 158,172 MVB Financial Corp. 600 23,724 Simmons First National Corp., Class A 6,200 180,110 National Bank Holdings Corp., Class A 1,900 71,250 SmartFinancial Inc. 900 22,482 NBT Bancorp Inc. 2,600 93,236 South Plains Financial Inc. 800 18,560 Nicolet Bankshares Inc. 514 39,275 South State Corp. 4,000 274,320 Northrim BanCorp Inc. 367 15,403 Southern First Bancshares Inc. 400 20,392 OceanFirst Financial Corp. 3,800 80,788 Southside Bancshares Inc. 1,500 56,535 Old National Bancorp 8,900 148,274 Spirit of Texas Old Second Bancorp Inc. 1,700 19,992 Bancshares Inc. 800 18,920 Origin Bancorp Inc. 1,000 41,150 Sterling Bancorp 2,900 66,381 Orrstown Financial Stock Yards Bancorp Inc. 1,189 61,329 Services Inc. 644 15,366 Summit Financial Group Inc. 700 16,758 Inc. 5,200 207,792 SVB Financial Group 800 447,600 PacWest Bancorp 1,800 76,590 Synovus Financial Corp. 2,200 94,820 Park National Corp. 915 107,275 Texas Capital Peapack-Gladstone Financial Bancshares Inc. 2,900 197,171 Corp. 1,300 43,303 The Bancorp Inc. 3,248 80,096 Peoples Bancorp Inc. 1,300 40,612 The First Bancshares Inc. 1,200 48,624 Peoples Financial Services Corp. 400 18,436 The First of Long Island Corp. 1,400 29,680 People’s United Financial Inc. 6,300 103,509 The PNC Financial Services Group Inc. 6,200 1,184,820 Pinnacle Financial Partners Inc. 1,100 106,612 Tompkins Financial Corp. 700 55,713 Preferred Bank 800 51,112 TowneBank 4,100 124,927 Premier Financial TriCo Bancshares 1,300 51,415 Bancorp Inc. 759 13,670 TriState Capital Holdings Inc. 1,600 32,336 Primis Financial Corp. 1,800 26,982 Triumph Bancorp Inc. 1,400 115,108 Prosperity Bancshares Inc. 1,300 90,844 Truist Financial Corp. 19,300 1,101,258 QCR Holdings Inc. 900 46,755 Trustmark Corp. 3,600 113,832 RBB Bancorp 1,000 25,740 UMB Financial Corp. 2,400 219,792 Red River Bancshares Inc. 300 15,048 Umpqua Holdings Corp. 3,400 66,198 Regions Financial Corp. 13,300 271,719 United Bankshares Inc. 7,000 254,310 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value United Community Banks Inc. 4,900 $ 147,833 Franklin Covey Co. 800 $ 34,776 Univest Corporation of FTI Consulting Inc. 500 69,855 Pennsylvania 1,700 46,036 Huron Consulting Group Inc. 1,100 54,307 Valley National Bancorp 21,300 277,752 ICF International Inc. 1,100 103,026 Veritex Holdings Inc. 2,900 104,197 Jacobs Engineering Washington Trust Group Inc. 1,800 242,928 Bancorp Inc. 1,000 53,260 KBR Inc. 7,900 307,626 Webster Financial Corp. 1,300 65,676 Leidos Holdings Inc. 2,000 196,220 WesBanco Inc. 3,900 132,600 ManTech International Corp., West Bancorporation Inc. 1,000 30,590 Class A 1,601 126,751 Westamerica BanCorp 1,571 89,138 Mistras Group Inc. 300 3,183 Western Alliance Bancorp 1,300 126,828 Nielsen Holdings PLC 5,300 113,738 Corp. 800 59,872 Resources Connection Inc. 1,929 30,479 Zions Bancorp NA 2,400 138,960 Science Applications International Corp. 900 75,807 20,080,701 TransUnion 2,700 328,131 Reinsurance - 0.0% Verisk Analytics Inc. 2,300 464,048 Alleghany Corp. 200 135,338 Willdan Group Inc. 600 22,686 Reinsurance Group of 3,900,543 America Inc. 1,000 115,820 251,158 Residential REITs - 0.2% American Campus Renewable Electricity - 0.0% Communities Inc. 2,100 106,785 Brookfield Renewable Corp., American Homes 4 Rent, Class A 3,800 166,367 Class A 4,100 171,954 Ormat Technologies Inc. 2,600 184,938 Apartment Income REIT Corp. 2,200 111,804 Sunnova Energy International Inc. 5,031 182,122 Apartment Investment & Management Co., Class A 7,300 52,414 533,427 AvalonBay Communities Inc. 2,000 459,160 BRT Apartments Corp. 637 12,371 Research & Consulting Services - 0.2% Camden Property Trust 1,400 210,056 Acacia Research Corp. 2,900 17,661 Centerspace 800 80,944 Atlas Technical Consultants Inc. 1,500 15,180 Equity LifeStyle Properties Inc. 2,600 221,182 Booz Allen Hamilton Holding Corp. 2,000 163,820 5,200 437,164 CACI International Inc., Property Trust Inc. 900 297,666 Class A 300 77,262 Independence Realty CBIZ Inc. 2,528 86,230 Trust Inc. 6,000 122,880 CoStar Group Inc. 5,500 466,070 Invitation Homes Inc. 8,600 354,148 CRA International Inc. 293 27,246 Mid-America Apartment Communities Inc. 1,600 307,792 Dun & Bradstreet Holdings Inc. 2,100 38,493 NexPoint Residential Trust Inc. 1,400 90,706 Equifax Inc. 1,700 462,842 Preferred Apartment Exponent Inc. 2,899 338,893 Communities Inc. 2,800 34,944 Forrester Research Inc. 700 33,285 Sun Communities Inc. 1,500 302,235 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value UDR Inc. 4,100 $ 221,482 Alexander’s Inc. 100 $ 26,630 UMH Properties Inc. 2,200 52,140 American Finance Trust Inc. 7,300 62,926 3,647,827 Brixmor Property Group Inc. 4,400 103,180 Federal Realty Investment Restaurants - 0.5% Trust 1,000 121,770 3,400 118,286 Getty Realty Corp. 2,340 74,014 Biglari Holdings Inc., Class B 20 3,497 Kimco Realty Corp. 8,734 190,314 BJ’s Restaurants Inc. 1,000 42,760 Kite Realty Group Trust 5,100 103,326 Bloomin’ Brands Inc. 5,300 141,987 National Retail Properties Inc. 2,600 123,786 Brinker International Inc. 2,700 143,829 NETSTREIT Corp. 2,400 62,064 Carrols Restaurant Group Inc. 2,900 12,035 Realty Income Corp. 5,300 382,766 Chipotle Mexican Grill Inc. 398 757,525 Corp. 2,500 171,550 Chuy’s Holdings Inc. 1,100 35,486 Retail Opportunity Investments Corp. 7,000 126,560 Cracker Barrel Old Country Store Inc. 1,400 201,012 Retail Properties of America Inc., Class A 11,300 149,386 Darden Restaurants Inc. 1,800 271,170 Retail Value Inc. 1,000 25,000 Dave & Buster’s Entertainment Inc. 2,200 82,324 RPT Realty 3,849 49,806 Del Taco Restaurants Inc. 1,900 16,720 Saul Centers Inc. 700 32,256 Denny’s Corp. 2,800 46,312 Seritage Growth Properties 2,000 32,340 Dine Brands Global Inc. 797 65,928 Simon Property Group Inc. 4,700 631,915 Domino’s Pizza Inc. 590 304,965 SITE Centers Corp. 9,500 153,045 El Pollo Loco Holdings Inc. 1,129 20,480 Spirit Realty Capital Inc. 1,700 88,009 Fiesta Restaurant Group Inc. 1,400 16,814 Tanger Factory Outlet Centers Inc. 5,700 95,304 Jack in the Box Inc. 1,400 148,344 The Macerich Co. 11,300 193,004 McDonald’s Corp. 10,734 2,548,896 Urban Edge Properties 6,000 113,640 Noodles & Co. 1,800 22,662 Urstadt Biddle Papa John’s International Inc. 1,900 242,307 Properties Inc., Class A 1,800 34,344 Red Robin Gourmet Whitestone REIT 2,400 23,544 Burgers Inc. 900 22,032 Ruth’s Hospitality Group Inc. 1,900 38,931 3,564,113 Shake Shack Inc., Class A 2,100 182,175 Security & Alarm Services - 0.0% Starbucks Corp. 16,907 1,986,403 ADT Inc. 2,465 21,100 Texas Roadhouse Inc. 3,900 370,500 CoreCivic Inc. 6,900 67,068 The Cheesecake Factory Inc. 2,684 125,209 The Brink’s Co. 2,800 218,848 The ONE Group Hospitality Inc. 2,000 22,300 307,016 The Wendy’s Co. 2,700 62,154 Wingstop Inc. 1,652 284,028 Semiconductor Equipment - 0.3% Yum! Brands Inc. 4,300 563,429 Amkor Technology Inc. 5,896 161,963 Applied Materials Inc. 13,000 1,756,690 8,900,500 Atomera Inc. 1,100 27,137 Retail REITs - 0.2% Axcelis Technologies Inc. 2,100 104,391 Acadia Realty Trust 5,200 110,344 AXT Inc. 2,300 21,413 Agree Realty Corp. 3,800 283,290 Brooks Automation Inc. 1,100 93,456 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value CMC Materials Inc. 1,700 $ 225,454 NVE Corp. 300 $ 21,063 Cohu Inc. 2,800 99,904 NVIDIA Corp. 34,406 7,701,783 Enphase Energy Inc. 1,900 330,087 ON Semiconductor Corp. 6,000 266,160 Entegris Inc. 1,835 220,457 Power Integrations Inc. 3,400 369,376 FormFactor Inc. 4,500 174,960 Qorvo Inc. 1,600 300,848 Ichor Holdings Ltd. 1,700 75,327 QUALCOMM Inc. 16,188 2,374,618 KLA Corp. 2,200 747,912 Rambus Inc. 5,900 140,420 Lam Research Corp. 1,986 1,201,173 Semtech Corp. 3,700 258,704 MKS Instruments Inc. 800 117,744 Silicon Laboratories Inc. 2,500 394,050 Onto Innovation Inc. 2,800 207,564 SiTime Corp. 794 168,995 PDF Solutions Inc. 1,700 38,284 Skyworks Solutions Inc. 2,373 435,350 Photronics Inc. 3,700 55,759 SMART Global Holdings Inc. 600 29,076 Teradyne Inc. 2,301 279,433 SunPower Corp. 4,800 103,440 Ultra Clean Holdings Inc. 2,509 116,016 Synaptics Inc. 2,000 379,560 Veeco Instruments Inc. 2,358 53,739 Inc. 13,297 2,538,530 6,108,863 Universal Display Corp. 600 125,154 Xilinx Inc. 3,500 544,565 Semiconductors - 1.6% 30,063,545 Advanced Micro Devices Inc. 17,200 1,904,384 Allegro MicroSystems Inc. 900 27,045 Silver - 0.0% Alpha & Omega Gatos Silver Inc. 1,926 27,619 Semiconductor Ltd. 1,245 36,167 Hecla Mining Co. 30,600 188,190 Ambarella Inc. 2,000 207,140 215,809 Analog Devices Inc. 7,759 1,264,329 Broadcom Inc. 5,768 2,867,907 Soft Drinks - 0.4% CEVA Inc. 1,400 67,550 Celsius Holdings Inc. 2,600 212,576 Cirrus Logic Inc. 900 75,303 Coca-Cola Consolidated Inc. 328 133,220 Cree Inc. 1,500 127,470 Keurig Dr Pepper Inc. 10,000 356,700 Diodes Inc. 2,526 244,593 Monster Beverage Corp. 5,300 517,121 DSP Group Inc. 1,413 30,945 National Beverage Corp. 1,100 51,205 First Solar Inc. 1,400 131,600 NewAge Inc. 6,100 10,736 Impinj Inc. 1,000 58,290 PepsiCo Inc. 19,848 3,104,029 Intel Corp. 58,066 3,139,048 Primo Water Corp. 9,300 165,168 Kopin Corp. 3,800 22,344 The Coca-Cola Co. 55,777 3,140,803 Lattice Semiconductor Corp. 7,700 478,324 7,691,558 MACOM Technology Solutions Holdings Inc. 2,800 169,988 Specialized Consumer Services - 0.0% Marvell Technology Inc. 11,926 729,752 Carriage Services Inc. 1,000 46,230 MaxLinear Inc. 4,000 208,920 Frontdoor Inc. 1,300 56,706 Meta Materials Inc. 3,000 13,950 H&R Block Inc. 2,800 71,820 Microchip Technology Inc. 3,600 566,496 Regis Corp. 1,400 7,588 Inc. 16,000 1,179,200 Service Corporation Monolithic Power International 2,500 156,900 Systems Inc. 673 333,088 Terminix Global Holdings Inc. 2,000 83,260 NeoPhotonics Corp. 3,000 28,020 Vivint Smart Home Inc. 5,200 63,440 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value WW International Inc. 3,000 $ 64,950 Weyerhaeuser Co. 10,700 $ 385,200 550,894 9,660,326

Specialized Finance - 0.0% Specialty Chemicals - 0.4% A-Mark Precious Metals Inc. 335 16,251 Albemarle Corp. 1,717 406,483 Marlin Business Services Amyris Inc. 9,600 144,480 Corp. 728 16,198 Holdings Inc. 800 72,888 NewStar Financial Inc. 492 42 Avient Corp. 5,200 270,868 32,491 Axalta Coating Systems Ltd. 3,100 94,674 Balchem Corp. 1,800 252,756 Specialized REITs - 0.5% Celanese Corp. 1,600 253,760 American Tower Corp. 6,542 1,911,376 Chase Corp. 400 45,800 CatchMark Timber Trust Inc., Danimer Scientific Inc. 3,400 66,436 Class A 3,000 34,620 DuPont de Nemours Inc. 7,900 584,758 CoreSite Realty Corp. 600 89,022 Ecolab Inc. 3,600 811,296 Crown Castle International Corp. 6,100 1,187,609 ECOVYST Inc. 2,300 29,923 CubeSmart 2,900 155,150 Element Solutions Inc. 3,300 75,009 CyrusOne Inc. 1,800 138,564 Ferro Corp. 5,000 104,000 Digital Realty Trust Inc. 4,000 655,640 FutureFuel Corp. 1,590 12,736 EPR Properties 1,100 55,825 GCP Applied Technologies Inc. 2,300 54,832 Inc. 1,278 1,077,929 HB Fuller Co. 3,000 202,710 Extra Space Storage Inc. 1,800 336,438 Ingevity Corp. 2,400 192,936 Farmland Partners Inc. 1,612 19,747 Innospec Inc. 1,300 121,680 Four Corners Property Trust Inc. 4,400 125,884 International Flavors & Fragrances Inc. 3,595 544,642 Gaming & Leisure Properties Inc. 2,800 138,040 Kraton Corp. 1,800 75,816 Gladstone Land Corp. 1,305 30,733 Livent Corp. 8,500 211,395 Iron Mountain Inc. 4,300 205,325 Minerals Technologies Inc. 2,000 157,280 Lamar Advertising Co., NewMarket Corp. 100 34,973 Class A 1,300 147,979 PPG Industries Inc. 3,400 542,470 Life Storage Inc. 1,100 136,884 Quaker Chemical Corp. 800 207,296 National Storage Affiliates Rayonier Advanced Trust 4,300 246,175 Materials Inc. 3,700 26,122 Outfront Media Inc. 8,200 203,032 RPM International Inc. 1,900 156,351 PotlatchDeltic Corp. 3,800 197,410 Sensient Technologies Corp. 2,400 208,440 Public Storage 2,171 702,557 Stepan Co. 1,300 152,828 QTS Realty Trust Inc., The Sherwin-Williams Co. 3,489 1,059,505 Class A 3,800 296,324 W R Grace & Co. 800 55,712 Rayonier Inc. 2,000 73,560 7,230,855 Safehold Inc. 1,100 98,571 SBA Communications Corp. 1,600 574,352 Specialty Stores - 0.1% The Group Inc. 7,000 54,250 Academy Sports & Uniti Group Inc. 11,500 150,305 Outdoors Inc. 3,600 159,372 VICI Properties Inc. 7,500 231,825 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Barnes & Noble Worthington Industries Inc. 2,000 $ 115,900 Education Inc. 2,400 $ 19,584 1,933,731 Bath & Body Works Inc. 3,419 230,714 Big 5 Sporting Goods Corp. 1,000 27,800 Systems Software - 2.3% Dick’s Sporting Goods Inc. 887 124,898 A10 Networks Inc. 3,600 50,004 Five Below Inc. 800 170,248 Appian Corp. 2,200 235,840 Hibbett Sports Inc. 1,003 95,977 CommVault Systems Inc. 2,500 202,425 JOANN Inc. 1,400 19,194 Crowdstrike Holdings Inc., Leslie’s Inc. 1,400 33,768 Class A 2,300 646,300 MarineMax Inc. 1,385 67,339 Dolby Laboratories Inc., National Vision Holdings Inc. 4,600 275,908 Class A 957 94,848 Party City Holdco Inc. 5,400 36,774 FireEye Inc. 3,400 61,846 Petco Health & Wellness Fortinet Inc. 1,900 598,766 Company Inc. 1,300 27,989 McAfee Corp., Class A 800 21,248 Sally Beauty Holdings Inc. 6,900 128,271 Corp. 108,059 32,620,851 Signet Jewelers Ltd. 3,000 237,600 N-Able Inc. 600 8,118 Sportsman’s Warehouse NortonLifeLock Inc. 7,497 199,120 Holdings Inc. 1,970 34,948 OneSpan Inc. 2,500 48,175 The Container Store Oracle Corp. 25,011 2,229,231 Group Inc. 1,900 22,040 Palo Alto Networks Inc. 1,400 645,456 The ODP Corp. 2,800 132,076 Identity Holding Corp. 2,600 67,470 Tractor Supply Co. 1,592 309,246 Progress Software Corp. 2,700 125,712 Ulta Beauty Inc. 800 309,848 Proofpoint Inc. 800 140,800 Winmark Corp. 230 48,215 Qualys Inc. 2,000 234,760 2,511,809 Rapid7 Inc. 3,100 376,712 Sailpoint Technologies Steel - 0.1% Holdings Inc. 5,200 243,672 Allegheny Technologies Inc. 7,700 137,522 SecureWorks Corp., Class A 1,100 22,506 Carpenter Technology Corp. 3,000 100,050 ServiceNow Inc. 2,770 1,782,883 Cleveland-Cliffs Inc. 6,300 147,861 Telos Corp. 1,000 33,000 Commercial Metals Co. 6,700 218,554 Tenable Holdings Inc. 5,200 230,724 Haynes International Inc. 700 27,475 Teradata Corp. 1,600 87,504 Nucor Corp. 4,300 505,508 Varonis Systems Inc. 6,100 420,961 Olympic Steel Inc. 600 16,356 VMware Inc., Class A 1,200 178,644 Reliance Steel & Aluminum Xperi Holding Corp. 5,400 115,398 Co. 849 127,384 Zscaler Inc. 1,100 306,174 Holding Corp. 1,100 25,465 Zuora Inc., Class A 6,400 108,672 Schnitzer Steel Industries Inc., Class A 1,579 74,703 42,137,820 Steel Dynamics Inc. 3,000 202,470 SunCoke Energy Inc. 4,900 34,055 Technology Distributors - 0.1% TimkenSteel Corp. 2,700 36,936 Arrow Electronics Inc. 1,067 129,341 Steel Corp. 3,600 96,300 Avnet Inc. 1,500 60,690 Warrior Met Coal Inc. 3,001 67,192 CDW Corp. 2,000 401,220 ePlus Inc. 800 86,576 Insight Enterprises Inc. 2,010 206,809 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value PC Connection Inc. 702 $ 33,984 Luther Burbank Corp. 1,268 $ 16,446 ScanSource Inc. 1,500 53,370 Merchants Bancorp 540 19,802 SYNNEX Corp. 600 76,242 Meridian Bancorp Inc. 2,162 44,926 1,048,232 Meta Financial Group Inc. 1,900 93,461 MGIC Investment Corp. 5,100 77,877 Technology Hardware, Storage & Peripherals - 2.0% Mr Cooper Group Inc. 3,820 148,522 3D Systems Corp. 6,900 210,036 New York Community Apple Inc. 225,251 34,199,859 Bancorp Inc. 6,800 85,136 Avid Technology Inc. 2,171 56,033 NMI Holdings Inc., Class A 5,100 115,107 Corsair Gaming Inc. 1,400 40,530 Northfield Bancorp Inc. 2,100 35,490 Dell Technologies Inc., Northwest Bancshares Inc. 7,364 95,879 Class A 3,900 380,094 Ocwen Financial Corp. 700 19,810 Diebold Nixdorf Inc. 4,829 52,540 PCSB Financial Corp. 1,100 20,053 Eastman Kodak Co. 2,100 15,288 PennyMac Financial Hewlett Enterprise Services Inc. 2,100 139,755 Co. 18,500 286,010 Premier Financial Corp. 2,400 72,960 HP Inc. 18,500 550,190 Provident Bancorp Inc. 1,200 19,476 NetApp Inc. 3,100 275,683 Provident Financial Pure Storage Inc., Class A 3,700 95,571 Services Inc. 4,700 103,729 Quantum Corp. 2,600 16,224 Inc. 10,700 252,841 Super Micro Computer Inc. 2,200 80,388 Rocket Companies Inc., Class A 1,600 27,760 Turtle Beach Corp. 800 22,728 Southern Missouri Western Digital Corp. 4,400 278,080 Bancorp Inc. 500 22,560 Xerox Holdings Corp. 2,500 56,275 TFS Financial Corp. 400 7,996 36,615,529 TrustCo Bank Corp. 784 25,159 Walker & Dunlop Inc. 1,700 188,785 Textiles - 0.0% Inc. 4,100 136,530 Unifi Inc. 800 18,592 Waterstone Financial Inc. 1,414 28,676 WSFS Financial Corp. 2,900 131,689 Thrifts & Mortgage Finance - 0.2% Axos Financial Inc. 3,300 159,984 2,869,784 Bridgewater Bancshares Inc. 1,400 22,890 Tires & Rubber - 0.0% Capitol Federal Financial Inc. 6,599 76,152 The Goodyear Tire & Rubber Columbia Financial Inc. 2,000 36,060 Co. 15,858 251,191 Essent Group Ltd. 6,200 291,896 Federal Agricultural Mortgage Tobacco - 0.2% Corp., Class C 500 48,950 22nd Century Group Inc. 7,400 26,418 Finance Of America Altria Group Inc. 26,600 1,336,118 Companies Inc., Class A 3,100 17,050 Philip Morris International Inc. 22,400 2,307,200 Flagstar Bancorp Inc. 3,000 148,380 Turning Point Brands Inc. 700 34,832 FS Bancorp Inc. 536 18,315 Universal Corp. 1,361 68,867 Hingham Institution for Savings 60 19,470 Vector Group Ltd. 8,649 129,908 Home Bancorp Inc. 500 18,710 3,903,343 HomeStreet Inc. 970 39,625 Kearny Financial Corp. 3,300 41,877 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Trading Companies & Distributors - 0.2% Heartland Express Inc. 2,226 $ 37,352 Air Lease Corp. 1,600 $ 63,584 HyreCar Inc. 900 10,116 Alta Equipment Group Inc. 1,400 18,564 JB Hunt Transport Applied Industrial Services Inc. 1,100 195,140 Technologies Inc. 2,200 195,382 Knight- Beacon Roofing Supply Inc. 3,300 169,884 Holdings Inc. 2,222 115,389 BlueLinx Holdings Inc. 500 28,780 Inc. 544 91,408 Boise Cascade Co. 2,400 138,840 Lyft Inc., Class A 3,800 180,918 CAI International Inc. 1,038 58,097 Marten Transport Ltd. 3,007 46,879 DXP Enterprises Inc. 1,000 29,980 Old Dominion Freight Line Inc. 1,500 433,080 Fastenal Co. 8,214 458,752 Ryder System Inc. 794 63,115 GATX Corp. 2,000 183,360 Inc. 1,561 374,843 Global Industrial Co. 700 26,943 Schneider National Inc., GMS Inc. 2,500 123,525 Class B 300 6,762 H&E Equipment Services Inc. 1,500 51,075 TuSimple Holdings Inc., Herc Holdings Inc. 1,400 184,030 Class A 700 29,302 Lawson Products Inc. 100 5,275 Uber Technologies Inc. 22,906 896,541 McGrath RentCorp. 1,229 85,760 Universal Logistics MRC Global Inc. 5,800 47,560 Holdings Inc. 100 2,187 MSC Industrial Direct US Xpress Enterprises Inc., Company Inc., Class A 698 58,779 Class A 1,276 11,152 NOW Inc. 7,600 58,368 Inc. 3,712 175,058 Rush Enterprises Inc., XPO Logistics Inc. 1,400 121,674 Class A 2,764 121,892 Yellow Corp. 3,400 20,706 Rush Enterprises Inc., 3,322,545 Class B 188 7,969 SiteOne Landscape Water Utilities - 0.1% Supply Inc. 600 120,060 American States Water Co. 2,000 184,420 Textainer Group Holdings Ltd. 2,900 96,338 American Water Works Titan Machinery Inc. 1,200 34,464 Company Inc. 2,541 463,097 Transcat Inc. 488 33,067 Artesian Resources Corp., United Rentals Inc. 1,000 352,650 Class A 500 19,705 Inc. 2,500 59,025 Cadiz Inc. 1,600 21,504 Veritiv Corp. 800 71,736 California Water Service Watsco Inc. 420 116,936 Group 2,800 177,940 WESCO International Inc. 2,500 292,550 Inc. 3,300 163,779 WW Grainger Inc. 700 303,590 Global Water Resources Inc. 1,100 22,000 Middlesex Water Co. 1,000 109,410 3,596,815 Pure Cycle Corp. 1,400 20,930 Trucking - 0.2% SJW Group 1,600 110,928 AMERCO 160 105,784 The York Water Co. 800 41,256 ArcBest Corp. 1,300 86,749 1,334,969 Avis Budget Group Inc. 3,040 275,880 Covenant Transportation Wireless Telecommunication Services - 0.1% Group Inc. 700 17,052 Gogo Inc. 3,300 44,385 Daseke Inc. 2,694 25,458 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Shenandoah Singapore Technologies Telecommunications Co. 2,400 $ 71,592 Engineering Ltd. 24,300 $ 68,288 Telephone & Data Thales S.A. 1,441 146,186 Systems Inc. 6,400 130,048 3,037,638 T-Mobile US Inc. 8,436 1,155,901 United States Cellular Corp. 800 25,560 Agricultural & Farm Machinery - 0.0% 1,427,486 CNH Industrial N.V. 14,524 240,028 Total Common Stock Kubota Corp. 14,600 302,273 (Cost $660,506,618) 768,058,344 542,301 Total Domestic Equity (Cost $660,506,618) 768,058,344 Agricultural Products - 0.0% Foreign Equity - 22.6% Beijing Dabeinong Technology Group Common Stock - 22.4% Company Ltd. A Shares 7,600 8,776 Advertising - 0.1% Charoen Pokphand Indonesia Cheil Worldwide Inc. 1,299 25,880 Tbk PT 134,900 60,533 CyberAgent Inc. 5,400 99,339 IOI Corp. Bhd 46,500 46,086 Dentsu Group Inc. 2,900 107,701 Jiangxi Zhengbang Focus Media Information Technology Company Ltd., Technology Company Ltd., Class A 4,100 5,433 Class A 10,900 12,147 Kuala Lumpur Kepong Bhd 8,000 41,107 Hakuhodo DY Holdings Inc. 3,600 56,723 New Hope Liuhe Company Informa PLC 20,313 148,445 Ltd. A Shares 3,200 5,426 Publicis Groupe S.A. 3,141 205,857 Tongwei Company Ltd. A Shares 4,800 45,381 WPP PLC 17,402 235,567 Wilmar International Ltd. 25,706 79,119 891,659 291,861 Aerospace & Defense - 0.2% Air Freight & Logistics - 0.1% AECC Aviation Power Company Ltd., Class A 2,100 22,159 Agility Public Warehousing Co. KSC 18,679 62,036 SE 8,276 1,130,319 Deutsche Post AG 13,955 981,471 Aselsan Elektronik Sanayi Ve Ticaret AS 7,417 14,175 DSV Panalpina A/S 2,826 719,974 AviChina Industry & Hyundai Glovis Company Ltd. 343 57,391 Technology Company Ltd. InPost S.A. 3,259 63,477 H Shares 50,000 41,917 SF Holding Company Ltd. A BAE Systems PLC 45,540 356,241 Shares 5,000 44,653 Bharat Electronics Ltd. 22,316 57,053 SG Holdings Company Ltd. 4,300 117,109 CAE Inc. 3,800 109,551 Yamato Holdings Company Dassault Aviation S.A. 32 36,075 Ltd. 3,900 99,399 Elbit Systems Ltd. 344 50,090 ZTO Express Cayman Inc. ADR 6,809 192,082 Korea Aerospace Industries Ltd. 1,353 38,334 2,337,592 MTU AG 760 174,359 Rolls-Royce Holdings PLC 119,197 188,422 Airlines - 0.0% Safran S.A. 4,819 604,469 Air Canada 2,100 40,732 Ltd. H Shares 34,000 22,820 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Air China Ltd. A Shares 11,400 $ 12,792 Aluminum - 0.0% ANA Holdings Inc. 2,400 56,920 Aluminum Corp. of China Ltd. China Eastern Airlines Corp. H Shares 50,000 $ 36,259 Ltd., Class A 12,400 9,033 Aluminum Corp. of China Ltd. China Southern Airlines A Shares 17,600 21,277 Company Ltd. H Shares 14,000 8,154 China Hongqiao Group Ltd. 32,000 47,728 China Southern Airlines Company Ltd., Class A 11,600 10,356 Constellium SE 7,100 143,562 Copa Holdings S.A., Class A 500 37,625 Hindalco Industries Ltd. 23,988 153,869 Deutsche Lufthansa AG 3,907 39,133 Norsk Hydro ASA 18,082 124,669 InterGlobe Aviation Ltd. 1,210 31,559 Press Metal Holdings Bhd 58,800 76,382 Airlines Company Ltd. 1,914 40,785 Yunnan Aluminium Company Korean Air Lines Company Ltd. A Shares 4,900 13,336 Ltd. 2,837 76,586 Qantas Airways Ltd. 11,989 44,599 617,082 Singapore Airlines Ltd. 20,900 78,622 Apparel Retail - 0.1% Spring Airlines Company Ltd. A Shares 1,100 9,067 ABC-Mart Inc. 598 32,061 Fast Retailing Company Ltd. 800 528,090 518,783 Hennes & Mauritz AB, Class B 10,382 207,865 Airport Services - 0.0% Industria de Diseno Textil S.A. 15,393 525,314 Aena SME S.A. 1,016 162,150 Mr Price Group Ltd. 4,659 70,189 Aeroports de Paris 459 53,879 Topsports International Airports of Thailand PCL Holdings Ltd. 29,000 38,332 NVDR 77,200 152,687 Auckland International Airport 1,401,851 Ltd. 16,727 84,886 Beijing Capital International Apparel, Accessories & Luxury Goods - 0.5% Airport Company Ltd. H AG 2,680 950,505 Shares 20,000 12,061 Bosideng International Grupo Aeroportuario del Holdings Ltd. 60,000 49,066 Pacifico SAB de C.V. B Burberry Group PLC 5,481 140,266 Shares 7,400 86,365 Capri Holdings Ltd. 2,100 118,671 Grupo Aeroportuario del Cie Financiere Richemont Sureste SAB de CV, S.A. 7,349 810,271 Class B 3,780 67,987 Essilor International Cie Malaysia Airports Holdings Generale d’Optique S.A. 4,020 788,971 Bhd 11,400 18,182 FF Group 1,860 — Shanghai International Airport Company Ltd., Holdings Corp. 898 34,775 Class A 1,300 8,718 Gildan Activewear Inc. 2,700 103,628 Sydney Airport 17,624 102,658 Hermes International 446 655,205 749,573 Kering S.A. 1,056 840,178 Li Ning Company Ltd. 35,319 474,562 Alternative Carriers - 0.0% LPP S.A. 14 51,045 Iliad S.A. 191 41,035 lululemon athletica Inc. 1,653 661,481 LVMH Moet Hennessy Louis Vuitton SE 3,901 2,886,372 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Moncler S.p.A. 2,759 $ 176,522 WiseTech Global Ltd. 1,894 $ 66,914 Page Industries Ltd. 103 44,439 Xero Ltd. 1,878 208,378 Pandora A/S 1,355 162,174 Yonyou Network Technology Shenzhou International Company Ltd., Class A 2,600 13,500 Group Holdings Ltd. 12,900 281,309 5,953,172 The Swatch Group AG 1,077 147,914 Titan Company Ltd. 5,393 141,947 Asset Management & Custody Banks - 0.2% 9,519,301 3i Group PLC 13,811 254,224 Abrdn PLC 29,323 107,145 Application Software - 0.3% Amundi S.A. 803 75,974 Agora Inc. ADR 700 23,744 Bangkok Commercial Asset Atlassian Corp. plc, Class A 1,900 697,414 Management PCL NVDR 56,152 32,403 AVEVA Group PLC 1,524 86,749 Brookfield Asset Management Inc., Class A 18,100 1,005,373 Beijing Kingsoft Office Software Inc. A Shares 192 7,425 China Cinda Asset Management Company Ltd. China National Software & H Shares 104,556 18,552 Service Company Ltd., Class A 1,300 9,808 China Huarong Asset Management Company Ltd. China Youzan Ltd. 220,000 30,833 H Shares 82,000 5,377 Constellation Software Inc. 282 477,165 EQT AB 3,397 172,904 Dassault Systemes SE 9,322 531,555 Hargreaves Lansdown PLC 4,778 99,195 Hundsun Technologies Inc., HDFC Asset Management Class A 1,120 8,603 Company Ltd. 986 41,520 Iflytek Company Ltd. A IGM Financial Inc. 1,077 39,214 Shares 1,900 15,425 Janus Henderson Group PLC 2,300 99,728 Kingdee International Software Group Company Julius Baer Group Ltd. 3,182 217,448 Ltd. 39,000 141,912 Magellan Financial Group Kingsoft Corporation Ltd. 17,400 69,691 Ltd. 1,814 57,458 Lightspeed Commerce Inc. 1,500 166,257 Noah Holdings Ltd. 600 23,388 SE 894 87,613 Onex Corp. 1,000 69,956 Nice Ltd. 891 260,257 Partners Group Holding AG 320 567,305 OneConnect Financial Reinet Investments SCA 2,519 48,947 Technology Company Ltd. 1,500 7,050 Schroders PLC 1,649 85,785 Open Text Corp. 3,900 213,603 St. James’s Place PLC 7,675 170,060 SAP SE 14,678 2,208,453 3,191,956 Sapiens International Corp. N.V. 1,568 44,751 Auto Parts & Equipment - 0.2% Shanghai Baosight Software PLC 5,400 212,436 Company Ltd., Class A 1,200 13,075 Seiki Company Ltd. 2,000 76,552 Sinch AB 6,810 152,618 PLC 3,800 578,322 TeamViewer AG 2,122 70,664 Bharat Forge Ltd. 4,284 45,019 Temenos AG 901 143,011 Changzhou Xingyu The Sage Group PLC 14,783 151,001 Automotive Lighting Thunder Software Technology Systems Company Ltd., Company Ltd., Class A 500 9,187 Class A 300 8,998 Weimob Inc. 25,000 36,516 Continental AG 1,564 210,137 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Corp. 6,100 $ 428,099 Guangzhou Automobile Faurecia S.A. 1,566 75,496 Group Company Ltd. H Shares 54,000 $ 54,366 Fuyao Glass Industry Group Company Ltd. H Shares 10,956 67,477 Motor Company Ltd. 23,000 699,672 Fuyao Glass Industry Group Hyundai Motor Co. 2,181 399,726 Company Ltd., Class A 1,100 8,167 Motors Ltd. 7,400 93,763 Hanon Systems 3,435 48,735 Motors Corp. 4,114 301,955 Huayu Automotive Systems Li Auto Inc. ADR 7,900 243,794 Company Ltd. A Shares 1,068 3,840 Mahindra & Mahindra Ltd. 13,242 143,888 Hyundai Mobis Company Ltd. 1,034 247,475 Maruti India Ltd. 2,100 196,922 Koito Manufacturing Motor Corp. 8,900 77,367 Company Ltd. 1,400 85,764 NIO Inc. ADR 21,023 826,414 Kuang-Chi Technologies Company Ltd., Class A 3,100 10,979 Motor Company Ltd. 33,100 174,298 Magna International Inc. 3,935 310,247 Renault S.A. 2,580 95,783 Minth Group Ltd. 14,000 58,143 SAIC Motor Corp. Ltd. A Shares 8,800 26,351 Motherson Sumi Systems Ltd. 22,973 68,786 N.V. 28,597 571,579 Ningbo Tuopu Group Corp. 8,800 163,128 Company Ltd. A Shares 2,000 11,113 Suzuki Motor Corp. 5,200 225,116 Company Ltd. 26,757 105,294 Ltd. 2,000 50,027 Motor Corp. 29,800 2,601,871 Sumitomo Electric Industries Volkswagen AG 439 146,759 Ltd. 10,166 136,074 XPeng Inc. ADR 6,000 255,000 Toyota Industries Corp. 2,000 169,124 10,548,149 Valeo 3,080 87,550 2,998,560 Automotive Retail - 0.0% Abu Dhabi National Oil Co for Automobile Manufacturers - 0.6% Distribution PJSC 45,781 56,336 Astra International Tbk PT 365,000 133,716 China Meidong Auto Holdings Bayerische Motoren Werke Ltd. 10,000 50,210 AG 4,676 443,625 Hotai Motor Company Ltd. 5,863 123,338 BYD Company Ltd. H Shares 12,500 423,345 Petrobras Distribuidora S.A. 18,300 97,192 BYD Company Ltd. A Shares 1,700 72,985 PTT Oil & Retail Business Chongqing Changan PCL NVDR 55,100 51,711 Automobile Company Ltd. USS Company Ltd. 2,900 48,069 A Shares 3,857 12,327 Zhongsheng Group Holdings Daimler AG 12,045 1,015,486 Ltd. 10,500 87,755 Dongfeng Motor Group 514,611 Company Ltd. H Shares 50,000 54,774 Ferrari N.V. 1,782 386,424 Biotechnology - 0.2% Ford Otomotiv Sanayi A/S 1,078 22,274 3SBio Inc. 11,500 12,820 Geely Automobile Holdings Affimed N.V. 5,000 35,200 Ltd. 92,000 332,401 Akeso Inc. 4,000 20,675 Great Wall Motor Company Ltd. H Shares 48,033 221,101 Alkermes PLC 9,200 287,592 Great Wall Motor Company Alteogen Inc. 335 24,559 Ltd., Class A 2,600 26,645 Arbutus Biopharma Corp. 5,700 19,551 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Argenx SE 652 $ 219,967 Asahi Group Holdings Ltd. 6,500 $ 302,576 BeiGene Ltd. ADR 700 215,810 Budweiser Brewing Company Beijing Tiantan Biological APAC Ltd. 27,100 67,808 Products Corporation Ltd., Carlsberg A/S, Class B 1,461 254,985 Class A 1,500 7,212 China Resources Beer Beijing Wantai Biological Holdings Company Ltd. 22,000 181,039 Pharmacy Enterprise Chongqing Brewery Company Ltd. A Shares 400 14,420 Company Ltd., Class A 600 13,033 BGI Genomics Comapny Ltd., Cia Cervecerias Unidas S.A. 2,774 27,957 Class A 800 11,629 Heineken Holding N.V. 1,558 144,372 Biocon Ltd. 7,693 37,813 Heineken N.V. 3,663 400,833 Burning Rock Biotech Ltd. ADR 600 11,178 Kirin Holdings Company Ltd. 11,200 203,284 Celltrion Inc. 1,509 381,333 Tsingtao Brewery Company Ltd. H Shares 8,924 73,092 Chongqing Zhifei Biological Products Company Ltd., Tsingtao Brewery Company Class A 1,500 41,150 Ltd., Class A 800 10,703 CSL Ltd. 6,400 1,459,081 2,583,645 CureVac N.V. 800 52,664 Genmab A/S 926 438,317 Building Products - 0.2% Green Cross Corp. 80 26,564 AGC Inc. 2,600 125,906 Grifols S.A. 4,001 97,719 Allegion PLC 1,200 172,788 Hualan Biological Assa Abloy AB, Class B 14,155 451,917 Engineering Inc. A Shares 4,138 18,875 Beijing New Building I-Mab ADR 600 42,552 Materials PLC, Class A 1,600 8,208 Imeik Technology Caesarstone Ltd. 1,400 18,200 Development Comapny Ltd. China Lesso Group Holdings A Shares 100 9,098 Ltd. 25,494 54,546 Innovent Biologics Inc. 18,000 145,114 Cie de Saint-Gobain 7,140 517,420 PeptiDream Inc. 1,300 45,913 Daikin Industries Ltd. 3,500 873,088 Portage Biotech Inc. 800 16,248 Geberit AG 523 436,875 Prothena Corporation PLC 1,900 127,528 Guangdong Kinlong Seegene Inc. 674 38,250 Hardware Products Company Ltd., Class A 700 17,524 Shanghai RAAS Blood Products Comapny Ltd., Kingspan Group PLC 2,192 250,423 Class A 17,600 18,931 Lixil Corp. 3,600 105,025 Shenzhen Kangtai Biological Nibe Industrier AB, B Shares 20,236 281,802 Products Company Ltd., ROCKWOOL International Class A 500 9,382 A/S B Shares 113 59,784 Trillium Therapeutics Inc. 4,800 82,704 TOTO Ltd. 1,900 103,595 Walvax Biotechnology Trane Technologies PLC 3,427 680,259 Company Ltd., Class A 1,400 16,860 Xinyi Glass Holdings Ltd. 24,000 100,908 Zai Lab Ltd. ADR 1,200 173,400 4,258,268 4,160,109 Cable & Satellite - 0.0% Brewers - 0.1% Cyfrowy Polsat S.A. 3,840 36,667 AMBEV S.A. 73,300 244,832 Grupo Televisa SAB 43,400 114,653 Anheuser-Busch InBev S.A. 10,740 659,131 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Megacable Holdings SAB de Shanxi Meijin Energy C.V. 2,930 $ 10,225 Company Ltd., Class A 9,000 $ 19,403 MultiChoice Group 5,902 46,881 United Tractors Tbk PT 21,200 29,840 Quebecor Inc., Class B 2,700 67,262 Uranium Energy Corp. 11,600 29,116 Shaw Communications Inc., Washington H Soul Pattinson Class B 6,600 193,929 & Company Ltd. 1,364 35,708 469,617 Yanzhou Coal Mining Company Ltd. H Shares 28,000 48,891 Casinos & Gaming - 0.1% Yanzhou Coal Mining Company Ltd., Class A 6,900 27,303 Aristocrat Leisure Ltd. 8,155 272,197 Crown Resorts Ltd. 4,846 32,973 618,862 Entain PLC 8,316 221,230 Commercial Printing - 0.0% Evolution Gaming Group AB 2,401 386,444 Cimpress PLC 900 85,482 Flutter Entertainment PLC 2,352 457,415 Dai Nippon Printing Company Galaxy Entertainment Group Ltd. 3,000 71,437 Ltd. 30,000 192,289 Toppan Printing Company GAN Ltd. 1,900 32,490 Ltd. 4,100 70,535 Genting Bhd 17,900 21,745 227,454 Genting Malaysia Bhd 19,500 13,932 Genting Singapore Ltd. 79,100 44,987 Commodity Chemicals - 0.2% Kangwon Land Inc. 1,782 42,573 Advanced Petrochemical Co. 1,361 25,981 La Francaise des Jeux SAEM 1,257 65,006 Asahi Kasei Corp. 17,900 185,094 Melco Resorts & Barito Pacific Tbk PT 363,200 27,121 Entertainment Ltd. ADR 2,800 38,528 Berger Paints India Ltd. 3,118 35,055 NEOGAMES S.A. 200 8,242 Eurobank Ergasias Services OPAP S.A. 2,669 41,840 & Holdings S.A., Class A 47,769 45,506 Sands China Ltd. 32,800 105,224 Formosa Chemicals & Fibre SJM Holdings Ltd. 36,000 31,337 Corp. 54,000 163,870 Tabcorp Holdings Ltd. 29,807 104,347 Formosa Plastics Corp. 59,000 218,215 Wynn Macau Ltd. 28,400 31,988 Guangzhou Tinci Materials Technology Company Ltd., 2,144,787 Class A 1,530 32,300 Coal & Consumable Fuels - 0.0% Hanwha Solutions Corp. 1,912 67,199 Hengli Petrochemical Adaro Energy Tbk PT 205,600 18,163 Company Ltd., Class A 4,500 18,273 Cameco Corp. 5,300 97,767 Hengyi Petrochemical Company Ltd., Class A 4,700 8,538 Company Ltd. H Shares 61,490 136,146 Huafon Chemical Company China Shenhua Energy Ltd., Class A 4,900 10,549 Company Ltd., Class A 7,500 23,249 Indorama Ventures PCL Coal India Ltd. 28,202 56,340 NVDR 20,600 27,961 Exxaro Resources Ltd. 4,592 58,574 Jiangsu Eastern Shenghong Shaanxi Coal Industry Company Ltd., Class A 3,800 19,071 Company Ltd., Class A 6,700 14,237 Kingfa Sci & Tech Company Shanxi Coking Coal Energy Ltd. A Shares 7,000 17,587 Group Company Ltd., Kumho Petrochemical Class A 13,500 24,125 Company Ltd. 277 46,467 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value LB Group Company Ltd. A Communications Equipment - 0.1% Shares 5,300 $ 30,804 Accton Technology Corp. 9,000 $ 91,093 LG Chem Ltd. 723 472,667 BYD Electronic International Lotte Chemical Corp. 312 67,273 Company Ltd. 11,020 50,301 Mesaieed Petrochemical Nokia Oyj 76,127 456,510 Holding Co. 44,246 24,304 Shenzhen Sunway Mitsui Chemicals Inc. 2,400 83,015 Communication Company Nan Ya Plastics Corp. 80,000 258,646 Ltd., Class A 2,400 8,377 National Industrialization Co. 3,424 19,061 Telefonaktiebolaget LM Ericsson B Shares 41,208 487,990 National Petrochemical Co. 2,261 28,634 Tianjin 712 Communication & Orbia Advance Corp. SAB de Broadcasting Comapny C.V. 19,300 55,224 Ltd., Class A 1,900 12,686 Orica Ltd. 6,303 60,668 Yealink Network Technology Orion Engineered Carbons Corporation Ltd., Class A 1,100 14,662 S.A. 2,800 49,476 ZTE Corp. H Shares 14,000 49,233 Chemicals Group ZTE Corp., Class A 4,400 22,641 Bhd 43,500 86,853 PTT Global Chemical PCL 1,193,493 NVDR 41,000 81,409 Rongsheng Petrochemical Computer & Electronics Retail - 0.0% Company Ltd., Class A 10,750 31,090 GOME Retail Holdings Ltd. 143,000 15,445 Sahara International Hikari Tsushin Inc. 300 52,621 Petrochemical Co. 6,585 58,464 Suning.com Company Ltd. A Saudi Basic Industries Corp. 14,154 464,165 Shares 9,200 7,529 Saudi Industrial Investment Yamada Holdings Company Group 4,083 39,081 Ltd. 8,714 37,518 Saudi Kayan Petrochemical 113,113 Co. 13,392 66,483 Sinoma Science & Construction & Engineering - 0.1% Technology Company Ltd., Class A 2,800 12,945 ACS Actividades de Construccion y Servicios SK Chemicals Company Ltd. 87 20,260 S.A. 3,281 88,538 SKC Company Ltd. 382 52,550 Bouygues S.A. 3,077 128,690 Skshu Paint Company Ltd., China Communications Class A 400 9,033 Services Corp. Ltd. H Tongkun Group Company Ltd. Shares 23,733 12,633 A Shares 3,400 12,595 China Conch Venture Toray Industries Inc. 18,700 126,267 Holdings Ltd. 29,500 120,620 Tosoh Corp. 4,082 74,238 China Railway Group Ltd. H Tronox Holdings PLC, Class A 6,700 141,571 Shares 74,000 35,490 Yanbu National Petrochemical China Railway Group Ltd. A Co. 4,590 82,972 Shares 19,600 17,103 Zhejiang Satellite China State Construction Petrochemical Company Engineering Corp. Ltd., Ltd., Class A 1,800 11,692 Class A 46,900 34,892 China State Construction 3,470,227 International Holdings Ltd. 42,000 34,022 Eiffage S.A. 1,121 116,475 Ferrovial S.A. 6,835 197,836 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value GS Engineering & XCMG Construction Construction Corp. 1,180 $ 45,543 Machinery Company Ltd., Hyundai Engineering & Class A 9,300 $ 9,398 Construction Company Ltd. 1,419 67,924 Zoomlion Heavy Industry Kajima Corp. 6,000 77,717 Science & Technology Company Ltd. H Shares 14,748 14,051 Larsen & Toubro Ltd. 10,673 244,460 Obayashi Corp. 8,600 70,923 1,986,203 Power Construction Corp. of China Ltd., Class A 16,300 15,689 Construction Materials - 0.2% Samsung Engineering ACC Ltd. 1,392 46,011 Company Ltd. 2,868 55,285 Ambuja Cements Ltd. 12,686 73,163 Shimizu Corp. 8,600 61,842 Skanska AB, Class B 4,586 131,921 Company Ltd. H Shares 20,081 108,702 Taisei Corp. 2,500 78,395 Anhui Conch Cement Company Ltd. A Shares 2,769 17,150 Vinci S.A. 7,499 804,576 Asia Cement Corp. 29,000 46,984 WSP Global Inc. 1,600 208,577 Cemex SAB de C.V. 233,200 192,011 2,649,151 China Jushi Company Ltd. A Shares 4,114 11,190 Construction Machinery & Heavy Trucks - 0.1% China National Building Alstom S.A. 4,458 191,553 Material Company Ltd. H Daewoo & Shares 67,243 91,994 Marine Engineering China Resources Cement Company Ltd. 721 17,443 Holdings Ltd. 46,000 45,128 Doosan Bobcat Inc. 928 34,696 CRH PLC 11,074 588,776 Epiroc AB A Shares 9,368 205,337 Grasim Industries Ltd. 4,763 97,886 Epiroc AB B Shares 5,225 99,164 HeidelbergCement AG 2,119 184,101 Ltd. 3,587 31,116 Indocement Tunggal Prakarsa Construction Tbk PT 18,100 14,277 Machinery Company Ltd. 1,700 48,821 James Hardie Industries PLC 6,312 244,680 Hyundai Heavy Industries LafargeHolcim Ltd. 7,396 421,452 Company Ltd. 707 72,258 POSCO Chemical Company KION Group AG 968 103,549 Ltd. 563 75,507 Knorr-Bremse AG 976 117,113 Saudi Cement Co. 1,423 23,788 Komatsu Ltd. 12,400 300,519 Semen Indonesia Persero Samsung Heavy Industries Tbk PT 38,500 24,969 Company Ltd. 6,084 33,058 Shree Cement Ltd. 197 76,331 Heavy Equipment Taiwan Cement Corp. 75,000 131,118 International Holdings The Siam Cement PCL Company Ltd. 23,000 29,573 NVDR 11,900 158,753 Sany Heavy Industry UltraTech Cement Ltd. 1,547 165,967 Company Ltd. A Shares 9,000 36,589 Sinotruk Hong Kong Ltd. 14,500 28,562 2,839,938 Volvo AB B Shares 20,185 455,963 Consumer Electronics - 0.2% Volvo AB A Shares 2,659 61,530 Casio Computer Company Weichai Power Company Ltd. Ltd. 2,500 38,663 H Shares 28,401 71,647 Garmin Ltd. 2,148 374,676 Weichai Power Company Ltd., Class A 7,800 24,263 LG Electronics Inc. 1,649 201,956 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value NavInfo Company Ltd. A Fawry for Banking & Payment Shares 4,600 $ 7,921 Technology Services S.A.E. 14,097 $ 14,627 Corp. 31,200 372,605 GMO Payment Gateway Inc. 600 79,028 Sharp Corp. 2,800 37,032 Nexi S.p.A. 5,911 123,120 Sony Corp. 17,700 1,830,257 Nuvei Corp. 800 103,529 TCL Technology Group Corp. Paysafe Ltd. 4,400 37,224 A Shares 25,827 28,541 StoneCo Ltd. A Shares 3,000 139,620 2,891,651 TravelSky Technology Ltd. H Shares 17,000 31,869 Consumer Finance - 0.0% Worldline S.A. 3,364 298,900 360 Finance Inc. 1,500 34,200 2,872,943 Acom Company Ltd. 7,300 28,240 Bajaj Finance Ltd. 4,234 436,376 Department Stores - 0.0% Cholamandalam Investment & Central Retail Corp. PCL Finance Company Ltd. 7,518 57,054 NVDR 21,729 23,089 Ltd. — 1 Lojas Renner S.A. 16,211 120,517 Krungthai Card PCL NVDR 16,800 34,530 Lotte Shopping Company Ltd. 146 13,537 Lufax Holding Ltd. ADR 3,100 26,877 Next PLC 1,891 205,857 Muangthai Capital PCL SACI Falabella 9,370 37,059 NVDR 5,700 11,450 Shinsegae Inc. 80 18,560 Muthoot Finance Ltd. 1,609 33,367 Trent Ltd. 2,174 29,983 SBI Cards & Payment Woolworths Holdings Ltd. 18,150 79,865 Services Ltd. 3,465 54,132 Shriram Transport Finance 528,467 Company Ltd. 2,924 54,177 Srisawad Corp. PCL NVDR 7,600 16,918 Distillers & Vintners - 0.2% Anhui Gujing Distillery 787,322 Company Ltd., Class B 2,000 24,427 Anhui Gujing Distillery Copper - 0.0% Company Ltd., Class A 400 13,143 Antofagasta PLC 5,299 106,182 Becle SAB de C.V. 4,500 11,495 First Quantum Minerals Ltd. 8,000 166,375 Beijing Shunxin Agriculture Jiangxi Copper Company Ltd. Company Ltd., Class A 1,400 7,089 H Shares 14,782 30,068 Davide Campari-Milano N.V. 6,986 96,568 KGHM Polska Miedz S.A. 2,525 117,585 Diageo PLC 32,900 1,582,036 Lundin Mining Corp. 8,900 71,840 Jiangsu King’s Luck Brewery Southern Copper Corp. 2,690 168,367 JSC Ltd., Class A 1,400 9,118 660,417 Jiangsu Yanghe Brewery Joint-Stock Company Ltd., Class A 1,700 44,144 Data Processing & Outsourced Services - 0.2% JiuGui Liquor Company Ltd. A Adyen N.V. 278 897,367 Shares 400 12,987 Afterpay Ltd. 3,074 302,374 Company Amadeus IT Group S.A. 6,367 388,723 Ltd. A Shares 1,200 289,771 Computershare Ltd. 7,187 86,668 Company Ltd. Edenred 3,508 198,769 A Shares 1,600 42,158 EVERTEC Inc. 3,700 171,125 Pernod Ricard S.A. 2,953 620,310 Remy Cointreau S.A. 354 69,702 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Shanghai Bairun Investment Tbk PT 173,900 $ 399,315 Holding Group Company Bank Hapoalim BM 15,300 131,760 Ltd., Class A 700 $ 7,776 Bank Leumi Le-Israel BM 19,639 162,445 Shanxi Xinghuacun Fen Wine Factory Company Ltd., Bank Mandiri Persero Tbk PT 336,300 143,834 Class A 1,340 57,637 Sichuan Swellfun Company Persero Tbk PT 137,500 52,060 Ltd. A Shares 600 10,817 Company Treasury Wine Estates Ltd. 9,573 88,365 Ltd., Class A 24,600 16,547 United Spirits Ltd. 5,347 52,377 Ltd. H Shares 1,247,868 438,026 Company Bank of China Ltd. A Shares 20,994 9,859 Ltd. A Shares 3,500 109,410 Company Ltd. H Shares 145,127 83,411 3,149,330 Bank of Communications Company Ltd., Class A 31,400 21,511 Diversified Banks - 2.3% Bank of Montreal 9,100 904,203 ABN AMRO Group N.V. 6,642 92,691 Bank of Shanghai Company Absa Group Ltd. 12,991 141,945 Ltd., Class A 16,500 18,438 Abu Dhabi Bank of the Philippine Islands 23,360 39,066 PJSC 50,392 103,030 Bank Polska Kasa Opieki S.A. 3,335 93,374 Abu Dhabi Islamic Bank PJSC 26,861 41,244 Bank Rakyat Indonesia Persero Tbk PT 861,300 237,329 Agricultural Bank of China Ltd. H Shares 396,717 133,134 Banque Saudi Fransi 8,801 95,033 Agricultural Bank of China Barclays PLC 238,199 606,142 Ltd. A Shares 82,747 37,962 BDO Unibank Inc. 35,820 79,128 Akbank T.A.S. 35,619 25,233 BNP Paribas S.A. 15,833 1,004,217 Al Rajhi Bank 19,322 623,340 BOC Hong Kong Holdings Alinma Bank 17,723 108,208 Ltd. 50,000 151,723 Alpha Services & Holdings Boubyan Bank KSCP 9,348 24,333 S.A. 40,855 56,691 CaixaBank S.A. 63,273 196,586 Arab National Bank 10,940 66,736 Canadian Imperial Bank of Australia & New Zealand Commerce 6,300 723,604 Banking Group Ltd. 40,075 815,693 Capitec Bank Holdings Ltd. 1,235 162,023 Axis Bank Ltd. 35,485 382,275 Chang Hwa Commercial Banco Bilbao Vizcaya Bank Ltd. 77,770 46,303 Argentaria S.A. 94,004 615,534 China Bohai Bank Company Banco Bradesco S.A. 26,470 103,097 Ltd. H Shares 26,500 10,767 Banco de Chile 825,722 80,574 China CITIC Bank Corp. Ltd. H Shares 161,881 74,516 Banco de Credito e Inversiones S.A. 442 19,119 ChinaCommonRich Renewable Energy Banco do Brasil S.A. 15,600 92,725 Investments Ltd. 64,000 — Banco Inter S.A. 6,685 88,519 Banco Santander Brasil S.A. 7,500 61,441 Corp. H Shares 1,524,000 1,101,259 Banco Santander Chile 705,020 37,200 China Construction Bank Banco Santander S.A. 244,145 901,348 Corp., Class A 7,400 6,710 Bancolombia S.A. 2,846 23,498 Company Ltd. H Shares 84,883 30,450 Bank AlBilad 6,700 76,366 Bank Al-Jazira 7,456 36,816 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value China Everbright Bank Company Ltd., Company Ltd. A Shares 26,920 $ 13,977 Class A 13,700 $ 11,891 ICICI Bank Ltd. 80,855 796,340 Company Ltd. H Shares 61,500 508,062 Industrial & Commercial Bank China Merchants Bank of China Ltd. H Shares 887,505 495,255 Company Ltd., Class A 18,900 143,420 Industrial & Commercial Bank China Minsheng Banking of China Ltd., Class A 69,200 49,551 Corp. Ltd. H Shares 77,200 32,260 Company Ltd. China Minsheng Banking A Shares 22,700 65,088 Corporation Ltd., Class A 40,100 24,674 Industrial Bank of Korea 3,320 29,493 China Zheshang Bank ING Groep N.V. 54,958 759,039 Company Ltd., Class A 17,800 9,794 Intesa Sanpaolo S.p.A. 232,812 658,888 CIMB Group Holdings Bhd 116,300 137,367 Israel Discount Bank Ltd. A Commercial International Shares 15,371 79,500 Bank Egypt S.A.E. 16,486 49,143 Japan Post Bank Company Commerzbank AG 13,454 84,332 Ltd. 5,300 46,458 Commonwealth Bank of KakaoBank Corp. 500 36,181 Australia 24,941 1,825,000 KB Financial Group Inc. 6,156 280,868 Credicorp Ltd. 1,200 127,956 KBC Group N.V. 3,542 298,283 Credit Agricole S.A. 16,565 238,756 Komercni banka A/S 1,396 53,657 CTBC Financial Holding Company Ltd. 288,000 239,017 Kotak Mahindra Bank Ltd. 8,573 205,930 Danske Bank A/S 9,342 156,964 Krung Thai Bank PCL NVDR 46,577 16,184 DBS Group Holdings Ltd. 25,410 566,157 Kuwait Finance House KSCP 71,540 196,450 DNB BANK ASA 13,186 278,099 Lloyds Banking Group PLC 998,923 601,805 Dubai Islamic Bank PJSC 24,182 33,576 Malayan Banking Bhd 60,233 121,712 E.Sun Financial Holding Masraf Al Rayan QSC 66,685 83,333 Company Ltd. 184,633 177,215 MCB Bank Ltd. 265 263 Emirates NBD Bank PJSC 38,509 145,202 Mediobanca Banca di Credito Erste Group Bank AG 3,778 151,007 Finanziario S.p.A. 8,321 98,029 FinecoBank Banca Fineco Mega Financial Holding S.p.A. 8,226 151,628 Company Ltd. 168,276 199,161 First Abu Dhabi Bank PJSC 68,207 315,674 Metropolitan Bank & Trust Co. 10,500 9,540 First Financial Holding UFJ Financial Company Ltd. 186,454 154,069 Group Inc. 172,100 931,151 Grupo Financiero Banorte Mizrahi Tefahot Bank Ltd. 2,177 72,504 SAB de C.V. 40,400 267,284 Mizuho Financial Group Inc. 34,100 478,940 Grupo Financiero Inbursa Moneta Money Bank A/S 4,117 16,694 SAB de CV 42,100 40,399 National Australia Bank Ltd. 46,424 940,850 Hana Financial Group Inc. 4,616 179,353 National Bank of Canada 4,800 380,384 Hang Seng Bank Ltd. 10,900 195,090 National Bank of Kuwait Hong Leong Bank Bhd 11,900 54,905 SAKP 106,749 332,171 Hong Leong Financial Group National Commercial Bank 34,558 560,196 Bhd 2,087 9,157 Natwest Group PLC 81,136 237,955 HSBC Holdings PLC 286,419 1,522,340 Nedbank Group Ltd. 6,830 87,352 Hua Nan Financial Holdings Nordea Bank Abp 45,709 536,636 Company Ltd. 111,000 83,710 OTP Bank Nyrt 3,454 208,441 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Oversea-Chinese Banking The Bank of Nova Scotia 17,100 $ 1,057,544 Corporation Ltd. 46,630 $ 396,239 The Bank of NT Butterfield & Company Ltd. Son Ltd. 3,100 103,261 A Shares 21,200 58,487 The Commercial Bank PQSC 36,327 60,242 Postal Savings Bank of China The Saudi British Bank 14,824 136,158 Company Ltd. H Shares 116,675 84,161 The Shanghai Commercial & Postal Savings Bank of China Savings Bank Ltd. 65,000 105,544 Company Ltd., Class A 30,400 24,218 The Siam Commercial Bank Powszechna Kasa PCL NVDR 15,600 51,544 Oszczednosci Bank Polski S.A. 13,303 146,101 The Toronto-Dominion Bank 25,500 1,653,318 Public Bank Bhd 225,200 226,446 Turkiye Garanti Bankasi A/S 20,019 23,788 Qatar International Islamic TurkiyeIsBankasiASC Bank QSC 9,351 24,655 Shares 14,872 10,285 Qatar Islamic Bank SAQ 20,942 105,256 UniCredit S.p.A. 30,057 374,961 Qatar National Bank QPSC 70,865 373,107 United Overseas Bank Ltd. 16,700 317,587 Raiffeisen Bank International VTB Bank PJSC GDR 21,532 30,016 AG 1,930 46,340 Westpac Banking Corp. 51,647 974,607 RHB Bank Bhd 23,534 31,647 Woori Financial Group Inc. 9,161 88,888 Riyad Bank 20,621 147,894 Yes Bank Ltd. 119,031 17,608 Royal Bank of Canada 20,012 2,052,432 42,500,937 Santander Bank Polska S.A. 343 27,054 PJSC Diversified Capital Markets - 0.1% ADR 42,646 761,018 Banco BTG Pactual S.A. 18,408 101,613 Shanghai Pudong China Everbright Ltd. 9,953 12,503 Development Bank Credit Suisse Group AG 34,618 367,097 Company Ltd., Class A 32,300 45,306 Deutsche Bank AG 29,227 363,227 Shinhan Financial Group Company Ltd. 6,810 228,184 Macquarie Group Ltd. 4,849 590,908 SinoPac Financial Holdings Mirae Asset Daewoo Company Ltd. 130,633 67,170 Company Ltd. 5,282 40,180 Skandinaviska Enskilda UBS Group AG 51,626 861,138 Banken AB, Class A 23,044 309,169 2,336,666 Societe Generale S.A. 11,464 360,646 Standard Bank Group Ltd. 19,948 205,079 Diversified Chemicals - 0.1% PLC 38,085 238,381 Arkema S.A. 824 109,330 State Bank of India 27,356 159,641 BASF SE 12,928 999,891 Sumitomo Mitsui Financial LANXESS AG 1,100 80,169 Group Inc. 18,400 636,614 Mitsubishi Chemical Holdings Sumitomo Mitsui Trust Corp. 17,300 152,088 Holdings Inc. 4,600 150,654 Mitsubishi Gas Chemical Svenska Handelsbanken AB, Companies Inc. 2,037 38,474 Class A 20,711 232,699 Ningxia Baofeng Energy Swedbank AB A Shares 12,851 247,867 Group Company Ltd., Taishin Financial Holding Class A 7,200 17,922 Company Ltd 131,000 91,466 Nissan Chemical Corp. 1,600 89,860 Taiwan Cooperative Financial Pidilite Industries Ltd. 2,765 86,363 Holding Company Ltd. 167,874 135,385 Sasol Ltd. 8,577 132,820 TCS Group Holding PLC GDR 1,836 162,119 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Solvay S.A. 1,000 $ 130,971 Diversified Real Estate Activities - 0.1% Sumitomo Chemical Aldar Properties PJSC 55,733 $ 62,968 Company Ltd. 20,000 101,584 Ayala Land Inc. 146,400 99,316 1,939,472 Barwa Real Estate Co. 35,703 30,104 CapitaLand Ltd. 35,300 104,974 Diversified Metals & Mining - 0.4% City Developments Ltd. 5,200 26,443 African Rainbow Minerals Ltd. 2,484 44,508 Daito Trust Construction Anglo American PLC 18,238 770,321 Company Ltd. 900 98,962 BHP Billiton Ltd. 41,425 1,380,864 Daiwa House Industry BHP Group PLC 29,735 923,832 Company Ltd. 8,000 244,384 Boliden AB 3,697 128,773 DLF Ltd. 7,407 32,521 China Company ESR Cayman Ltd. 26,400 80,449 Ltd. H Shares 48,000 37,524 Hang Lung Properties Ltd. 27,000 64,850 Company Lendlease Corporation Ltd. 9,191 80,204 Ltd. A Shares 22,300 27,028 Mitsubishi Estate Company China Northern Rare Earth Ltd. 16,800 263,179 Group High-Tech Company Mitsui Fudosan Company Ltd. 13,000 298,671 Ltd., Class A 3,700 33,278 New World Development Ganfeng Lithium Company Company Ltd. 22,000 103,531 Ltd. A Shares 1,500 51,147 Nomura Real Estate Ganfeng Lithium Company Holdings Inc. 1,496 38,333 Ltd. H Shares 3,600 82,949 Shanghai Lujiazui Finance & GEM Company Ltd. A Shares 7,800 16,236 Trade Zone Development Glencore PLC 140,886 634,810 Company Ltd., Class B 21,200 19,059 Grupo Mexico SAB de C.V. 48,242 225,207 Shenzhen Investment Ltd. 20,181 5,994 Ivanhoe Mines Ltd. A Shares 7,900 63,643 Sumitomo Realty & Korea Zinc Company Ltd. 121 55,519 Development Company Ltd. 4,200 135,795 Merdeka Copper Gold Tbk Sun Hung Kai Properties Ltd. 18,000 253,660 PT 202,300 39,999 Swire Pacific Ltd., Class A 6,500 44,044 MMC Norilsk Nickel PJSC The Wharf Holdings Ltd. 25,000 84,540 ADR 9,904 325,346 UOL Group Ltd. 5,900 30,704 MMG Ltd. 36,000 17,451 2,202,685 Rio Tinto Ltd. 5,239 429,069 Rio Tinto PLC 15,787 1,169,340 Diversified REITs - 0.1% Saudi Arabian Mining Co. 7,759 150,600 Daiwa House REIT Shenghe Resources Holding Investment Corp. 26 77,035 Company Ltd., Class A 4,000 17,353 Fibra Uno Administracion S.A. South32 Ltd. 64,588 148,221 de C.V. 57,700 65,792 Sumitomo Metal Mining Gecina S.A. 615 95,502 Company Ltd. 3,500 134,571 Growthpoint Properties Ltd. 62,464 66,847 Teck Resources Ltd., Class B 6,400 144,091 Land Securities Group PLC 9,427 91,985 Vedanta Ltd. 17,894 74,216 Mirvac Group 52,971 120,787 Zhejiang Huayou Cobalt Nomura Real Estate Master Company Ltd., Class A 1,100 23,904 Fund Inc. 57 88,048 7,149,800 Stockland 32,097 108,376 The British Land Company PLC 11,674 85,184 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value The GPT Group 26,056 $ 92,359 EDP - Energias de Portugal United Urban Investment S.A. 39,481 $ 216,808 Corp. 46 65,152 Electricite de S.A. 6,206 84,064 957,067 Elia Group S.A. 400 50,240 Emera Inc. 3,400 160,253 Diversified Support Services - 0.0% Endesa S.A. 4,266 102,529 Brambles Ltd. 19,903 176,154 Enel Americas S.A. 348,937 48,962 Ritchie Bros Auctioneers Inc. 1,500 93,835 Enel Chile S.A. 262,988 13,405 269,989 Enel S.p.A. 114,475 1,042,813 Energisa S.A. 3,400 29,467 Drug Retail - 0.0% Equatorial Energia S.A. 16,500 82,024 Clicks Group Ltd. 3,581 74,902 Fortis Inc. 6,571 300,561 Cosmos Pharmaceutical Fortum Oyj 6,014 182,592 Corp. 300 53,195 HK Electric Investments & HK Raia Drogasil S.A. 19,400 96,857 Electric Investments Ltd. 33,869 33,706 Tsuruha Holdings Inc. 600 75,642 Hydro One Ltd. 4,398 109,284 Welcia Holdings Company Iberdrola S.A. 83,343 1,032,521 Ltd. 1,244 43,992 Inter Rao UES PJSC 467,243 29,478 344,588 Interconexion Electrica S.A. ESP 5,883 35,488 Education Services - 0.0% Korea Electric Power Corp. 4,645 96,149 China East Education Manila Electric Co. 2,420 13,717 Holdings Ltd. 5,000 5,362 Mercury NZ Ltd. 8,826 41,311 China Education Group Origin Energy Ltd. 27,648 89,919 Holdings Ltd. 15,000 28,313 Orsted A/S 2,674 424,879 China Yuhua Education Corporation Ltd. 28,000 14,941 PGE Polska Grupa Energetyczna S.A. 9,640 25,404 GSX Techedu Inc. ADR 1,716 4,942 Power Assets Holdings Ltd. 18,500 116,200 New Oriental Education & Technology Group Inc. Power Grid Corporation of ADR 27,700 62,602 India Ltd. 56,568 135,866 TAL Education Group ADR 7,400 39,368 Red Electrica Corporacion S.A. 5,821 116,058 155,528 Saudi Electricity Co. 15,070 109,689 SSE PLC 14,756 331,527 Electric Utilities - 0.3% Tenaga Nasional Bhd 41,300 103,921 Adani Transmission Ltd. 4,143 89,695 Terna Rete Elettrica AusNet Services 24,041 33,999 Nazionale S.p.A. 19,003 150,205 Centrais Eletricas Brasileiras The Kansai Electric Power S.A. 5,900 43,367 Company Inc. 9,400 94,548 CEZ A/S 2,929 92,309 Tohoku Electric Power Chubu Electric Power Company Inc. 5,500 42,154 Company Inc. 8,600 104,036 Tokyo Electric Power CK Infrastructure Holdings Company Holdings Inc. 24,900 65,503 Ltd. 8,500 51,640 Verbund AG 903 98,867 CLP Holdings Ltd. 22,500 224,932 6,267,674 CPFL Energia S.A. 3,100 17,584 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Electrical Components & Equipment - 0.2% Hirose Electric Company Ltd. 474 $ 79,086 ABB Ltd. 24,423 $ 904,348 Ibiden Company Ltd. 1,600 86,510 Ballard Power Systems Inc. 3,100 52,155 Innolux Corp. 158,000 98,346 Contemporary Amperex Kingboard Holdings Ltd. 12,000 59,017 Technology Company Ltd., Kingboard Laminates Class A 2,200 168,741 Holdings Ltd. 20,049 39,441 Ecopro BM Comapny Ltd. 47 12,988 Kyocera Corp. 4,600 286,652 Eve Energy Company Ltd. A Largan Precision Company Shares 1,500 23,714 Ltd. 2,000 193,408 Fuji Electric Company Ltd. 1,700 73,735 Lens Technology Company Gotion High-tech Company Ltd. A Shares 7,860 28,750 Ltd. A Shares 1,800 14,995 LG Display Company Ltd. 4,218 74,578 Havells India Ltd. 4,012 69,706 LG Innotek Company Ltd. 260 48,212 Legrand S.A. 3,779 432,352 Lingyi iTech Guangdong Co., Corp. 6,300 723,703 Class A 8,000 8,295 nVent Electric plc 2,300 79,028 Luxshare Precision Industry Prysmian S.p.A. 3,429 129,002 Company Ltd., Class A 7,700 40,409 Schneider Electric SE 7,578 1,353,446 Maxscend Microelectronics Company Ltd., Class A 380 22,322 Sungrow Power Supply Company Ltd. A Shares 1,900 46,316 Murata Manufacturing Company Ltd. 8,100 672,346 Suzhou Maxwell Technologies Company Nan Ya Printed Circuit Board Ltd., Class A 200 24,092 Corp. 3,000 45,628 WEG S.A. 25,846 179,524 Omron Corp. 2,597 245,375 Zhejiang Chint Electrics Samsung Electro-Mechanics Company Ltd., Class A 1,800 17,562 Company Ltd. 855 136,054 Zhuzhou CRRC Times Samsung SDI Company Ltd. 867 592,980 Electric Company Ltd. H Sunny Optical Technology Shares 10,000 60,239 Group Company Ltd. 11,200 338,707 4,365,646 TDK Corp. 1,800 189,569 Unimicron Technology Corp. 22,000 117,091 Electronic Components - 0.2% Walsin Technology Corp. 3,000 19,539 AU Optronics Corp. 148,000 93,990 Yageo Corp. 7,000 121,114 Beijing Yuanliu Hongyuan Zhen Ding Technology Electronic Technology Holding Ltd. 15,665 56,129 Company Ltd., Class A 500 11,841 4,266,878 BOE Technology Group Company Ltd., Class A 36,100 32,564 Electronic Equipment & Instruments - 0.1% Chaozhou Three-Circle Group Company Ltd., Azbil Corp. 1,900 82,582 Class A 2,200 12,821 Halma PLC 5,397 223,052 Delta Electronics Inc. 30,000 292,818 Hexagon AB, B Shares 27,817 481,399 Delta Electronics Thailand Keyence Corp. 2,700 1,625,259 PCL NVDR 5,600 101,463 Shimadzu Corp. 3,200 143,747 Guangzhou Shiyuan Wuhan Guide Infrared Electronic Technology Company Ltd., Class A 2,500 10,617 Company Ltd, Class A 800 10,791 Yokogawa Electric Corp. 3,000 47,051 Photonics KK 1,900 111,032 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Zhejiang Dahua Technology Company Ltd., Class A 2,800 $ 9,990 Company Ltd., Class A 11,320 $ 54,302 2,623,697 Hithink RoyalFlush Information Network Company Ltd., Class A 500 8,967 Electronic Manufacturing Services - 0.1% Hong Kong Exchanges & AAC Technologies Clearing Ltd. 16,900 1,066,497 Holdings Inc. 13,000 72,460 Japan Exchange Group Inc. 6,900 164,492 Fabrinet 2,131 219,536 London Stock Exchange Foxconn Industrial Internet Group PLC 4,583 501,813 Company Ltd., Class A 8,600 15,302 Moscow Exchange Micex Pj 17,461 43,688 Foxconn Technology Company Ltd. 5,000 11,962 Singapore Exchange Ltd. 10,736 79,017 GoerTek Inc. A Shares 2,248 16,215 TMX Group Ltd. 800 87,872 Hon Hai Precision Industry 2,901,836 Company Ltd. 197,000 789,038 Venture Corporation Ltd. 3,600 51,279 Food Distributors - 0.0% Wingtech Technology Bid Corporation Ltd. 6,042 133,613 Company Ltd. A Shares 2,000 36,996 The Group Ltd. 2,566 36,832 Wuxi Lead Intelligent Equipment Company Ltd., 170,445 Class A 1,440 16,650 Food Retail - 0.3% 1,229,438 Alimentation Couche-Tard Inc., Class B 11,600 467,984 Environmental & Facilities Services - 0.0% Avenue Supermarts Ltd. 2,918 158,068 China Everbright International Ltd. 68,000 47,039 BGF retail Company Ltd. 149 22,939 GFL Environmental Inc. 2,100 73,870 BIM Birlesik Magazalar A/S 8,123 70,195 Rentokil Initial PLC 26,382 210,733 CP ALL PCL NVDR 89,300 180,082 Dino Polska S.A. 949 80,455 331,642 Empire Company Ltd. 2,200 71,032 Fertilizers & Agricultural Chemicals - 0.1% Endeavour Group Ltd. 19,360 103,290 ICL Group Ltd 10,999 77,898 Etablissements Franz Colruyt N.V. 706 39,495 Nutrien Ltd. 8,000 485,577 George Weston Ltd. 1,069 115,051 PhosAgro PJSC GDR 2,411 47,497 ICA Gruppen AB 1,572 78,121 PI Industries Ltd. 1,523 70,802 J Sainsbury PLC 22,225 92,985 SABIC Agri-Nutrients Co. 3,217 107,556 Jeronimo Martins SGPS S.A. 3,932 83,316 Shandong Hualu Hengsheng Chemical Company Ltd., Kesko Oyj B Shares 3,897 160,823 Class A 2,470 13,943 Kobe Bussan Company Ltd. 2,200 85,709 UPL Ltd. 8,984 91,215 Koninklijke Ahold Delhaize Yara International ASA 2,349 117,810 N.V. 14,766 497,990 Lawson Inc. 900 43,419 1,012,298 Loblaw Companies Ltd. 2,519 177,196 Financial Exchanges & Data - 0.2% Magnit PJSC GDR 6,005 91,126 ASX Ltd. 2,616 167,808 Metro Inc. 3,376 171,705 B3 S.A. - Brasil Bolsa Balcao 96,300 264,660 Ocado Group PLC 6,592 182,624 Deutsche Boerse AG 2,683 462,720 President Chain Store Corp. 10,000 103,018 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Seven & I Holdings Company Snam S.p.A. 27,281 $ 161,148 Ltd. 10,600 $ 464,582 Toho Gas Company Ltd. 1,100 51,365 Shoprite Holdings Ltd. 9,089 115,521 Tokyo Gas Company Ltd. 5,000 96,305 Tesco plc 109,374 384,067 1,954,398 Wm Morrison Supermarkets PLC 32,257 128,742 General Merchandise Stores - 0.1% Woolworths Group Ltd. 17,855 544,809 Corporation X5 Retail Group N.V. GDR 2,222 73,615 Ltd., Class A 800 121,553 4,787,959 Dollarama Inc. 4,200 191,213 Don Quijote Holdings Footwear - 0.0% Company Ltd. 5,500 104,983 Products Ltd. 17,276 355,411 Magazine Luiza S.A. 45,024 160,412 Feng TAY Enterprise Ryohin Keikaku Company Company Ltd. 8,000 62,352 Ltd. 3,300 70,830 Pou Chen Corp. 43,000 51,125 Wesfarmers Ltd. 15,975 699,936 Puma SE 1,504 182,511 1,348,927 651,399 Gold - 0.2% Forest Products - 0.0% Agnico Eagle Mines Ltd. 3,320 190,743 Svenska Cellulosa AB SCA B Aneka Tambang Tbk 160,400 26,879 Shares 8,168 143,955 AngloGold Ashanti Ltd. 7,504 126,533 West Fraser Timber Company B2Gold Corp. 16,500 63,720 Ltd. 1,198 92,359 Barrick Gold Corp. 25,100 503,728 236,314 Cia de Minas Buenaventura S.A.A. ADR 3,800 28,500 Gas Utilities - 0.1% Evolution Mining Ltd. 26,337 75,261 Adani Gas Ltd. 5,019 99,854 Franco-Nevada Corp. 2,705 393,982 AltaGas Ltd. 3,700 73,991 Gold Fields Ltd. 14,532 137,112 APA Group 15,852 106,354 Harmony Gold Mining Beijing Enterprises Holdings Company Ltd. 6,485 23,927 Ltd. 6,500 22,398 Kinross Gold Corp. 17,000 102,109 Brookfield Infrastructure Kirkland Lake Gold Ltd. 3,600 143,328 Corp., Class A 2,200 139,920 Newcrest Mining Ltd. 11,604 209,814 China Gas Holdings Ltd. 47,200 136,854 Northern Star Resources Ltd. 14,883 106,162 China Resources Gas Group Ltd. 16,000 97,103 Novagold Resources Inc. 12,100 87,483 Enagas S.A. 3,290 74,819 Polymetal International PLC 6,373 127,002 ENN Energy Holdings Ltd. 12,300 243,395 Polyus PJSC GDR 1,075 95,299 GAIL India Ltd. 28,874 57,802 Shandong Gold Mining Company Ltd., Class A 3,000 8,369 Hong Kong & China Gas Company Ltd. 158,650 255,395 Shandong Gold Mining Company Ltd. H Shares 5,250 8,492 Indraprastha Gas Ltd. 3,071 22,961 Wheaton Precious Metals Kunlun Energy Company Ltd. 72,000 76,283 Corp. 6,321 284,424 Naturgy Energy Group S.A. 3,898 100,310 Yamana Gold Inc. 14,900 65,677 Osaka Gas Company Ltd. 5,000 93,892 Zhaojin Mining Industry Petronas Gas Bhd 10,949 44,249 Company Ltd. H Shares 10,500 8,586 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Zijin Mining Group Company Shenzhen Mindray Ltd. H Shares 97,119 $ 138,361 Bio-Medical Electronics Zijin Mining Group Company Company Ltd., Class A 1,300 $ 66,088 Ltd. A Shares 15,700 27,035 Healthineers AG 3,812 265,043 2,982,526 Smith & Nephew PLC 12,455 239,120 Sonova Holding AG 780 300,573 Healthcare Distributors - 0.0% Straumann Holding AG 147 284,035 Amplifon S.p.A. 1,650 86,246 Sysmex Corp. 2,300 262,115 Celltrion Healthcare Company Terumo Corp. 9,100 380,782 Ltd. 1,269 135,388 Venus MedTech Huadong Medicine Company Hangzhou Inc. H Shares 2,500 11,845 Ltd. A Shares 1,700 8,102 William Demant Holding A/S 1,439 81,545 Medipal Holdings Corp. 2,405 46,038 6,779,330 Shanghai Pharmaceuticals Holding Company Ltd., Class H 14,700 29,183 Healthcare Facilities - 0.0% Shanghai Pharmaceuticals Aier Eye Hospital Group Holding Company Ltd., Company Ltd., Class A 5,849 38,256 Class A 4,200 12,498 Apollo Hospitals Enterprise Sinopharm Group Company Ltd. 1,823 124,090 Ltd. H Shares 24,400 62,684 Bangkok Dusit Medical Services PCL NVDR 171,900 124,795 380,139 Bumrungrad Hospital PCL NVDR 8,900 36,724 Healthcare Equipment - 0.4% Dr Sulaiman Al Habib Medical Ambu A/S, Class B 2,220 70,161 Services Group Co. 970 47,482 BioMerieux 647 79,315 IHH Healthcare Bhd 13,300 20,476 Carl Zeiss Meditec AG 539 119,045 Mouwasat Medical Services Cochlear Ltd. 889 151,516 Co. 905 47,293 DiaSorin S.p.A. 392 89,424 Orpea S.A. 690 86,827 Fisher & Paykel Healthcare Ramsay Health Care Ltd. 2,462 123,975 Corporation Ltd. 8,208 191,225 Rede D’Or Sao Luiz SA 4,400 59,147 GN Store Nord AS 1,728 129,987 Ryman Healthcare Ltd. 6,926 75,463 Jafron Biomedical Company Ltd. A Shares 600 4,555 784,528 Jiangsu Yuyue Medical Equipment & Supply Healthcare Services - 0.1% Comapny Ltd., Class A 2,100 10,656 Fresenius Medical Care AG & Koninklijke Philips N.V. 12,851 592,235 Company KGaA 2,912 223,573 Lepu Medical Technology Fresenius SE & Company Beijing Company Ltd., KGaA 5,921 307,885 Class A 2,300 9,204 Guangzhou Kingmed LivaNova PLC 3,000 248,070 Diagnostics Group Company Ltd., Class A 500 8,176 Medtronic PLC 19,300 2,576,164 Jinxin Fertility Group Ltd. 24,000 38,142 Microport Scientific Corp. 11,007 68,145 Meinian Onehealth Novocure Ltd. 1,500 201,315 Healthcare Holdings Olympus Corp. 16,500 347,167 Company Ltd., Class A 4,500 4,938 Ping An Healthcare & Technology Company Ltd. 8,300 61,257 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Sonic Healthcare Ltd. 6,463 $ 204,999 Xinjiang Goldwind Science & Topchoice Medical Corp., Technology Company Ltd. Class A 300 10,927 H Shares 14,800 $ 28,278 Xinjiang Goldwind Science & 859,897 Technology Company Ltd., Class A 7,300 16,508 Healthcare Supplies - 0.1% 1,308,303 Alcon Inc. 7,052 580,758 Asahi Intecc Company Ltd. 2,800 84,872 Highways & Railtracks - 0.0% Autobio Diagnostics Atlantia S.p.A. 6,674 125,068 Company Ltd. A Shares 1,731 13,248 Bangkok Expressway & Metro Coloplast A/S, Class B 1,683 291,460 PCL NVDR 87,300 23,428 Hartalega Holdings Bhd 26,900 47,756 CCR S.A. 22,200 53,120 Hoya Corp. 5,200 841,580 Getlink 5,883 94,551 Intco Medical Technology Jiangsu Expressway Company Ltd., Class A 400 6,334 Company Ltd. H Shares 24,000 24,903 Kossan Rubber Industries 23,700 17,674 Promotora y Operadora de Ovctek China Inc., Class A 600 6,212 Infraestructura SAB de C.V. 2,755 20,622 Quotient Ltd. 4,900 15,043 Shenzhen International Shandong Weigao Group Holdings Ltd. 15,725 20,502 Medical Polymer Company Taiwan High Speed Rail Corp. 13,000 14,166 Ltd. H Shares 44,000 72,415 Transurban Group 38,693 401,842 Sri Trang Gloves Thailand Zhejiang Expressway PCL NVDR 8,400 9,642 Company Ltd. H Shares 28,000 24,553 Supermax Corporation Bhd 22,199 17,623 802,755 Top Glove Corporation Bhd 82,100 78,999 2,083,616 Home Building - 0.1% Barratt Developments PLC 13,757 139,916 Healthcare Technology - 0.0% Berkeley Group Holdings PLC 1,648 109,479 Alibaba Health Information Iida Group Holdings Technology Ltd. 72,000 118,127 Company Ltd. 2,238 56,958 M3 Inc. 6,200 417,679 Persimmon PLC 4,329 175,159 Winning Health Technology Sekisui Chemical Company Group Company Ltd., Ltd. 5,100 87,460 Class A 4,200 9,244 Sekisui House Ltd. 8,358 166,841 545,050 Taylor Wimpey PLC 49,040 123,442 Heavy Electrical Equipment - 0.1% 859,255 Doosan Heavy Industries & Construction Company Ltd. 3,401 61,306 Home Furnishing Retail - 0.0% Mitsubishi Electric Corp. 25,800 353,558 Nitori Holdings Company Ltd. 1,100 206,062 NARI Technology Company Ltd. A Shares 4,080 22,139 Home Furnishings - 0.0% Siemens Energy AG 5,408 156,915 Nien Made Enterprise Company Ltd. 1,000 14,939 Siemens Gamesa Renewable Energy S.A. 3,191 94,585 Oppein Home Group Inc., Class A 500 11,973 Vestas Wind Systems A/S 14,245 575,014 26,912 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Home Improvement Retail - 0.0% Henkel AG & Company KGaA 1,402 $ 126,110 Home Product Center PCL Hindustan Unilever Ltd. 12,907 481,594 NVDR 78,900 $ 35,004 Kimberly-Clark de Mexico Kingfisher PLC 28,476 137,283 SAB de C.V., Class A 28,000 49,560 Via S/A 23,300 47,287 Lion Corp. 3,500 59,672 219,574 Pigeon Corp. 1,500 43,487 Reckitt Benckiser Group PLC 10,041 765,431 Hotels, Resorts & Cruise Lines - 0.1% Unicharm Corp. 5,700 254,440 Accor S.A. 2,272 78,207 Unilever Indonesia Tbk PT 101,800 28,907 Asset World Corp. PCL Vinda International Holdings NVDR 101,200 13,626 Ltd. 3,000 8,833 Huazhu Group Ltd. ADR 3,200 154,528 2,094,461 InterContinental Hotels Group PLC 2,474 157,746 Human Resource & Employment Services - 0.1% Minor International PCL 51job Inc. ADR 600 46,080 NVDR 43,034 43,725 Adecco Group AG 2,092 116,424 Shanghai Jinjiang International Hotels Persol Holdings Company Company Ltd., Class A 3,100 21,972 Ltd. 2,300 53,847 Tongcheng-Elong Holdings Randstad N.V. 1,610 118,402 Ltd. 18,000 41,891 Recruit Holdings Company Trip.com Group Ltd. ADR 7,800 237,822 Ltd. 19,100 1,130,075 Whitbread PLC 2,717 119,956 1,464,828 869,473 Hypermarkets & Super Centers - 0.1% Household Appliances - 0.0% Abdullah Al Othaim Markets Co. 496 15,234 Beijing Roborock Technology Company Ltd. A Shares 64 9,027 Aeon Company Ltd. 9,275 246,481 Coway Company Ltd. 1,008 67,985 Atacadao S.A. 9,200 32,616 Ecovacs Robotics Company Berli Jucker PCL NVDR 9,100 10,234 Ltd. A Shares 400 9,094 Carrefour S.A. 8,306 165,211 Electrolux AB 3,010 76,168 Cencosud S.A. 18,988 35,773 Smart Home Company Coles Group Ltd. 18,930 250,137 Ltd. A Shares 6,300 26,423 E-MART Inc. 268 41,375 Haier Smart Home Company Sun Art Retail Group Ltd. 36,000 21,802 Ltd. H Shares 35,400 133,364 Wal-Mart de Mexico SAB de Hang Zhou Great Star C.V. 81,586 290,932 Industrial Company Ltd., Class A 1,800 9,332 1,109,795 Husqvarna AB B Shares 5,531 74,110 Independent Power Producers & Energy Traders - 0.0% Company Ltd. A Shares 3,900 39,895 B Grimm Power PCL NVDR 8,800 12,627 Rinnai Corp. 462 49,749 CGN Power Company Ltd. H Shares 196,000 43,346 SEB S.A. 362 56,919 China National Nuclear 552,066 Power Company Ltd., Class A 11,500 9,768 Household Products - 0.1% China Power International Essity AB, Class B 8,627 276,427 Development Ltd. 77,000 31,088 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value China Resources Power Siemens Ltd. 1,324 $ 41,210 Holdings Company Ltd. 36,000 $ 88,503 Sime Darby Bhd 30,658 17,405 Colbun S.A. 161,668 26,722 SK Inc. 562 127,722 Electricity Generating PCL SM Investments Corp. 2,720 55,165 NVDR 2,800 15,723 Smiths Group PLC 5,330 105,813 Global Power Synergy PCL NVDR 8,700 22,470 The Bidvest Group Ltd. 5,263 74,588 Gulf Energy Development Toshiba Corp. 5,800 252,094 PCL NVDR 53,700 69,556 TurkiyeSiseveCam Huaneng Power Fabrikalari AS 13,683 14,646 International Inc., Class H 68,000 32,788 4,849,310 Huaneng Power International Inc., Class A 17,600 15,140 Industrial Gases - 0.1% NTPC Ltd. 87,324 138,687 Air Liquide S.A. 6,665 1,194,474 Ratch Group PCL NVDR 6,100 8,942 Taiyo Nippon Sanso Corp. 2,000 48,607 SDIC Power Holdings Company Ltd., Class A 7,400 10,391 1,243,081 Shenzhen Energy Group Industrial Machinery - 0.3% Company Ltd., Class A 5,900 7,160 Airtac International Group 2,260 68,909 Uniper SE 1,491 59,191 Alfa Laval AB 4,480 181,510 592,102 Atlas Copco AB, Class A 9,466 649,136 Industrial Conglomerates - 0.3% Atlas Copco AB, Class B 5,524 319,214 Daifuku Company Ltd. 1,400 123,867 Aboitiz Equity Ventures Inc. 20,800 17,999 FANUC Corp. 2,700 589,596 Ayala Corp. 3,270 52,090 GEA Group AG 2,047 94,505 CITIC Ltd. 105,000 130,687 Haitian International Holdings CJ Corp. 187 16,370 Ltd. 14,655 56,153 CK Hutchison Holdings Ltd. 38,500 280,928 Harmonic Drive Systems Inc. 500 27,717 DCC PLC 1,324 112,609 Hiwin Technologies Corp. 3,000 35,290 Far Eastern New Century Hoshizaki Corp. 700 65,820 Corp. 54,000 58,553 Hyundai Heavy Industries Fosun International Ltd. 46,000 58,200 Holdings Company Ltd. 870 48,998 Grupo Carso SAB de C.V. 4,700 16,012 Jiangsu Hengli Hydraulic GT Capital Holdings Inc. 1,070 11,614 Company Ltd., Class A 900 13,249 Hitachi Ltd. 13,600 753,286 Kone Oyj B Shares 4,804 398,322 Industries Qatar QSC 23,202 81,886 Kurita Water Industries Ltd. 1,507 70,782 Investment AB Latour, Luxfer Holdings PLC 1,700 36,295 Class B 1,958 68,065 Makita Corp. 3,200 184,089 Jardine Matheson Holdings MINEBEA MITSUMI Inc. 4,900 126,358 Ltd. 3,100 168,392 MISUMI Group Inc. 4,100 162,903 JG Summit Holdings Inc. 36,620 47,772 Mitsubishi Heavy Industries Keppel Corporation Ltd. 19,300 74,611 Ltd. 4,300 113,860 KOC Holding A/S 3,897 10,799 Miura Company Ltd. 1,400 62,953 LG Corp. 1,559 128,141 Nabtesco Corp. 1,800 71,436 Melrose Industries PLC 59,105 136,445 NGK Insulators Ltd. 4,000 66,448 Samsung C&T Corp. 1,290 147,975 NSK Ltd. 6,500 45,676 Siemens AG 10,756 1,788,233 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Pentair PLC 2,600 $ 200,616 Gazprom PJSC ADR 93,508 $ 776,490 Rational AG 80 91,471 Imperial Oil Ltd. 3,500 92,482 AB 15,954 406,300 LUKOIL PJSC ADR 6,551 556,172 Schindler Holding AG 847 270,530 MOL Hungarian Oil & Gas Shenzhen Inovance PLC 7,486 61,349 Technology Company Ltd., Oil & Natural Gas Corporation Class A 1,950 21,464 Ltd. 45,765 75,567 SKF AB, Class B 5,150 131,155 OMV AG 1,983 109,855 SMC Corp. 800 513,453 PetroChina Company Ltd. H Spirax-Sarco Engineering Shares 320,000 140,305 PLC 1,048 232,356 PetroChina Company Ltd., Class A 25,000 19,141 Company Ltd. 19,500 432,506 Petroleo Brasileiro S.A. 58,200 317,400 THK Company Ltd. 1,600 37,182 Polskie Gornictwo Naftowe i Wartsila Oyj Abp 6,326 89,648 Gazownictwo S.A. 23,679 38,962 Wuxi Shangji Automation PTT PCL NVDR 153,100 181,682 Company Ltd., Class A 500 24,952 Repsol S.A. 21,150 242,300 Yaskawa Electric Corp. 3,400 166,503 Rosneft Oil Company PJSC Zhejiang Sanhua Intelligent GDR 17,718 127,924 Controls Company Ltd. A Royal Dutch Shell PLC A Shares 1,605 6,281 Shares 57,706 1,136,947 6,237,503 Royal Dutch Shell PLC, Class B 52,161 1,027,266 Industrial REITs - 0.1% Saudi Arabian Oil Co. 34,380 322,195 Ascendas Real Estate Suncor Energy Inc. 21,500 400,855 Investment Trust 43,000 97,183 Surgutneftegas PJSC ADR 9,978 46,098 GLP J-Reit 55 99,977 TOTAL SE 35,133 1,548,799 Goodman Group 23,498 397,223 YPF S.A. ADR 2,600 13,546 Mapletree Logistics Trust 44,904 67,768 9,608,130 Nippon Prologis REIT Inc. 28 101,056 Segro PLC 16,884 298,358 Integrated Telecommunication Services - 0.3% 1,061,565 BCE Inc. 1,147 59,726 BT Group PLC 126,407 295,397 Insurance Brokers - 0.0% Cellnex Telecom S.A. 7,193 492,476 Willis Towers Watson PLC 1,800 397,296 China Tower Corp Ltd. H Shares 760,000 99,674 Integrated Oil & Gas - 0.5% Chunghwa Telecom Company BP PLC 286,275 1,169,942 Ltd. 59,071 238,727 Cenovus Energy Inc. 17,700 146,654 Deutsche Telekom AG 46,920 997,403 China Petroleum & Chemical Elisa Oyj 1,911 122,357 Corp. H Shares 372,000 180,324 Emirates Telecommunications China Petroleum & Chemical Group Co. PJSC 26,740 171,805 Corp., Class A 34,000 22,449 Hellenic Telecommunications Ecopetrol S.A. 54,990 38,622 Organization S.A. 2,744 53,980 Eni S.p.A. 35,654 439,985 HKT Trust & HKT Ltd. 58,815 80,161 Equinor ASA 13,853 293,980 Indus Towers Ltd. 7,535 22,226 Galp Energia SGPS S.A. 7,895 80,839 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Infrastrutture Wireless Italiane NCSoft Corp. 254 $ 144,586 S.p.A. 4,386 $ 52,137 NetEase Inc. ADR 6,294 613,161 Koninklijke KPN N.V. 45,425 145,530 Netmarble Corp. 395 43,948 LG Uplus Corp. 2,853 34,572 Nexon Company Ltd. 6,600 120,754 Nippon Telegraph & Company Ltd. 1,600 770,435 Telephone Corp. 18,209 486,634 Pearl Abyss Corp. 550 44,732 Ooredoo QPSC 7,473 14,189 Perfect World Company Ltd. Orange S.A. 28,248 320,782 A Shares 3,300 6,864 Proximus SADP 1,964 38,497 Playtika Holding Corp. 1,200 31,668 Sarana Menara Nusantara Sea Ltd. ADR 1,000 338,320 Tbk PT 425,200 39,949 Square Enix Holdings Saudi Telecom Co. 9,389 337,941 Company Ltd. 1,100 64,182 Singapore UbiSoft Entertainment S.A. 1,236 78,671 Telecommunications Ltd. 117,500 202,662 Wuhu Sanqi Interactive Spark New Zealand Ltd. 24,534 84,183 Entertainment Network Swisscom AG 368 215,887 Technology Group Telecom Italia S.p.A. 208,713 96,802 Company Ltd. A Shares 3,000 7,928 Telefonica Brasil S.A. 7,287 62,244 Zhejiang Century Huatong Group Company Ltd., Telefonica Deutschland Class A 8,600 8,331 Holding AG 13,264 37,218 Telefonica S.A. 73,876 364,656 2,786,579 Telekom Malaysia Bhd 21,200 31,160 Interactive Media & Services - 0.5% Telenor ASA 9,467 165,679 Adevinta ASA 3,612 72,611 Telesites SAB de C.V. 10,400 9,585 Auto Trader Group PLC 12,952 112,120 Telia Company AB 35,943 154,113 Autohome Inc. ADR 1,200 53,112 Telkom Indonesia Persero Tbk PT 761,700 181,580 Baidu Inc. ADR 4,300 675,186 Telstra Corporation Ltd. 56,272 157,925 Hello Group Inc. ADR 3,000 39,420 TELUS Corp. 5,834 134,210 Info Edge India Ltd. 1,396 118,215 Tower Bersama Infrastructure JOYY Inc. ADR 1,100 69,630 Tbk PT 147,900 32,458 Kakaku.com Inc. 2,100 65,565 True Corporation PCL NVDR 95,700 9,857 Kakao Corp. 4,897 654,651 United Internet AG 1,263 54,582 Kuaishou Technology 4,900 53,238 6,098,964 Mail.Ru Group Ltd. GDR 2,098 42,212 NAVER Corp. 1,947 737,188 Interactive Home Entertainment - 0.2% REA Group Ltd. 706 79,203 Beijing Kunlun Tech Company Scout24 AG 1,198 100,690 Ltd. A Shares 2,800 7,304 Seek Ltd. 4,498 106,971 Bilibili Inc. ADR 2,500 200,575 Tencent Holdings Ltd. 91,675 5,672,113 Capcom Company Ltd. 2,300 64,273 Weibo Corp. ADR 1,100 55,572 CD Projekt S.A. 858 37,943 Yandex N.V. A Shares 3,397 257,800 Embracer Group AB 3,435 77,856 Yandex NV, Class A 1,359 104,507 HUYA Inc. ADR 1,000 10,690 Z Holdings Corp. 37,696 246,022 Koei Tecmo Holdings Company Ltd. 890 38,116 9,316,026 Konami Holdings Corp. 1,200 76,242 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Internet & Direct Marketing Retail - 0.7% China International Capital Alibaba Group Holding Ltd. 241,300 $ 5,134,802 Corporation Ltd. H Shares 26,000 $ 60,442 Allegro.eu S.A. 6,460 119,809 China Merchants Securities Company Ltd., Class A 5,100 14,355 Americanas S.A. 7,088 57,263 CITIC Securities Company Baozun Inc. ADR 1,200 28,896 Ltd. H Shares 41,500 105,119 CJ ENM Company Ltd. 201 26,541 CITIC Securities Company Dada Nexus Ltd. ADR 900 21,312 Ltd., Class A 12,100 48,160 Delivery Hero SE 2,222 321,575 CSC Financial Company Ltd. HelloFresh SE 2,349 253,108 A Shares 7,200 31,224 HengTen Networks Group Daiwa Securities Group Inc. 19,400 109,926 Ltd. 40,000 19,647 Everbright Securities JD Health International Inc. 5,200 48,340 Company Ltd., Class A 3,600 8,872 JD.com Inc. ADR 13,714 1,077,372 Founder Securities Company Ltd. A Shares 7,100 9,387 Just Eat Takeaway.com N.V. 2,466 223,331 Futu Holdings Ltd. ADR 700 66,633 Meituan, Class B 62,200 1,991,398 GF Securities Company Ltd. Mercari Inc. 1,500 74,276 H Shares 14,200 25,269 Naspers Ltd., Class N 3,432 588,410 GF Securities Company Ltd., OZON HOLDINGS PLC ADR 500 26,320 Class A 7,000 20,603 Pinduoduo Inc. ADR 6,957 695,839 Guosen Securities Company Prosus N.V. 13,075 1,156,035 Ltd., Class A 6,800 12,858 Rakuten Inc. 11,700 122,687 Start Today Company Ltd. 2,000 76,370 Company Ltd., Class A 8,600 23,673 Vipshop Holdings Ltd. ADR 8,034 118,823 Company Ltd. H Shares 36,400 33,651 Zalando SE 3,071 340,040 Haitong Securities Company 12,522,194 Ltd. A Shares 11,500 22,654 Company Internet Services & Infrastructure - 0.2% Ltd H Shares 19,400 27,838 21Vianet Group Inc. ADR 1,700 33,643 Huatai Securities Company Chindata Group Holdings Ltd. Ltd. A Shares 10,700 27,165 ADR 1,100 13,068 Industrial Securities Company GDS Holdings Ltd. ADR 1,600 93,568 Ltd., Class A 7,500 11,554 Kingsoft Cloud Holdings Ltd. Korea Investment Holdings ADR 1,000 32,190 Company Ltd. 762 62,632 Shopify Inc., Class A 1,579 2,407,380 Meritz Securities Company Ltd. 3,415 15,787 Tucows Inc., Class A 400 29,644 NH Investment & Securities Wix.com Ltd. 1,600 355,328 Company Ltd. 2,645 30,227 2,964,821 Nomura Holdings Inc. 43,700 212,255 Orient Securities Company Investment Banking & Brokerage - 0.1% Ltd., Class A 6,400 14,849 China Galaxy Securities Samsung Securities Company Ltd. H Shares 65,000 36,523 Company Ltd. 803 34,247 China Galaxy Securities SBI Holdings Inc. 3,800 92,354 Company Ltd., Class A 9,200 14,673 Shenwan Hongyuan Group China International Capital Company Ltd., Class A 26,200 19,085 Corp. Ltd. A Shares 1,200 10,047 Up Fintech Holding Ltd. ADR 1,400 19,292 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Zheshang Securities Giant Manufacturing Company Ltd. A Shares 4,800 $ 9,225 Company Ltd. 3,000 $ 36,264 1,230,579 HLB Inc. 1,161 55,574 Inc. 1,000 294,011 IT Consulting & Other Services - 0.5% Yamaha Corp. 1,800 106,335 Accenture PLC, Class A 9,106 3,064,715 686,930 Atos SE 1,320 68,498 Bechtle AG 1,281 92,574 Life & Health Insurance - 0.5% Capgemini SE 2,263 507,959 Aegon N.V. 24,517 121,379 CGI Inc. 3,100 276,624 AIA Group Ltd. 170,000 2,031,733 Chinasoft International Ltd. 26,000 44,061 Athene Holding Ltd., Class A 1,668 111,706 Fujitsu Ltd. 2,800 517,386 Bupa Arabia for Cooperative Globant S.A. 1,200 386,736 Insurance Co. 784 34,908 HCL Technologies Ltd. 16,848 272,840 Cathay Financial Holding Company Ltd. 123,000 264,521 Infosys Ltd. 54,036 1,263,017 China Development Financial Itochu Techno-Solutions Holding Corp. 243,000 124,510 Corp. 1,232 38,185 China Life Insurance Larsen & Toubro Infotech Ltd. 1,051 76,477 Company Ltd. 35,000 36,498 NEC Corp. 3,340 175,726 China Life Insurance Nomura Research Institute Company Ltd. H Shares 115,000 192,521 Ltd. 5,060 190,452 China Life Insurance NTT Data Corp. 8,500 153,272 Company Ltd., Class A 3,900 17,433 Obic Company Ltd. 1,000 190,697 China Taiping Insurance Otsuka Corp. 1,500 77,826 Holdings Company Ltd. 29,800 43,527 Samsung SDS Company Ltd. 630 93,730 CNP Assurances 2,193 37,524 SCSK Corp. 800 50,610 Dai-ichi Life Holdings Inc. 14,400 284,369 Tata Consultancy Services Discovery Ltd. 7,879 70,140 Ltd. 14,597 757,057 Fubon Financial Holding Tech Mahindra Ltd. 9,651 191,368 Company Ltd. 104,000 318,978 TIS Inc. 3,000 84,926 Great-West Lifeco Inc. 3,781 116,783 Wipro Ltd. 21,031 184,636 HDFC Life Insurance Company Ltd. 14,565 143,191 8,759,372 iA Financial Corporation Inc. 1,398 77,398 Leisure Facilities - 0.0% ICICI Prudential Life Insurance Company Ltd. 4,609 41,609 Oriental Land Company Ltd. 2,800 424,613 Japan Post Holdings Shenzhen Overseas Chinese Company Ltd. 22,400 192,539 Town Company Ltd., Japan Post Insurance Class A 7,300 7,626 Company Ltd. 3,500 63,558 Songcheng Performance Legal & General Group PLC 84,475 314,131 Development Company Ltd. A Shares 9,387 22,231 Manulife Financial Corp. 27,400 532,757 Medibank Private Ltd. 36,773 95,408 454,470 Leisure Products - 0.0% Company Ltd. H Shares 16,200 47,700 New China Life Insurance Bandai Namco Holdings Inc. 2,800 194,746 Company Ltd., Class A 1,600 10,073 NN Group N.V. 3,977 206,424 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Old Mutual Ltd. 85,493 $ 90,783 WuXi AppTec Company Ltd. Phoenix Group Holdings PLC 9,398 80,630 A Shares 2,820 $ 58,043 Group Wuxi Biologics Cayman Inc. 54,500 843,706 Company of China Ltd. H 3,361,484 Shares 100,000 776,614 Ping An Insurance Group Managed Healthcare - 0.0% Company of China Ltd., Class A 11,800 91,262 Hapvida Participacoes e Investimentos S.A. 20,335 58,468 Poste Italiane S.p.A. 7,002 94,929 Notre Dame Intermedica Power Corporation of Canada 7,980 274,957 Participacoes S.A. 9,300 145,217 Prudential PLC 36,770 766,662 Triple-S Management Corp. B Rand Merchant Investment Shares 1,390 49,345 Holdings Ltd. 9,249 20,256 253,030 Samsung Life Insurance Company Ltd. 1,270 81,603 Marine - 0.1% Sanlam Ltd. 34,078 151,814 AP Moller - Maersk A/S, SBI Life Insurance Company Class B 81 229,763 Ltd. 8,127 132,696 AP Moller - Maersk A/S, Shin Kong Financial Holding Class A 43 116,376 Company Ltd. 211,263 72,419 COSCO SHIPPING Holdings Sun Life Financial Inc. 8,290 426,161 Company Ltd. H Shares 49,682 93,904 Swiss Life Holding AG 455 237,223 COSCO SHIPPING Holdings T&D Holdings Inc. 7,200 87,493 Company Ltd., Class A 13,910 44,714 8,916,820 Costamare Inc. 2,856 41,069 Evergreen Marine Life Sciences Tools & Services - 0.2% Corporation Taiwan Ltd. 35,000 171,757 Divi’s Laboratories Ltd. 2,019 143,074 Hyundai Merchant Marine Company Ltd. 3,939 142,687 Eurofins Scientific SE 1,895 268,613 Kuehne + Nagel International Genscript Biotech Corp. 20,000 95,019 AG 766 280,210 Hangzhou Tigermed MISC Bhd 31,275 54,169 Consulting Company Ltd., Class A 500 10,391 Nippon Yusen KK 2,200 177,626 Hangzhou Tigermed Pan Ocean Company Ltd. 4,976 35,664 Consulting Company Ltd. H Safe Bulkers Inc. 4,400 17,776 Shares 2,300 40,811 SITC International Holdings Joinn Laboratories China Comapny Ltd. 19,000 82,817 Company Ltd., Class A 560 12,334 Wan Hai Lines Ltd. 8,000 71,590 Lonza Group AG 1,049 887,479 Yang Ming Marine Transport Pharmaron Beijing Company Corp. 25,000 120,429 Ltd. H Shares 2,500 55,482 1,680,551 Pharmaron Beijing Company Ltd. A Shares 800 23,869 Marine Ports & Services - 0.0% QIAGEN N.V. 6,292 349,599 Adani Ports & Special Samsung Biologics Company Economic Zone Ltd. 9,202 94,317 Ltd. 256 213,066 China Merchants Port Sartorius Stedim Biotech 393 238,268 Holdings Company Ltd. 28,000 47,162 WuXi AppTec Company Ltd. COSCO SHIPPING Ports Ltd. 18,000 14,974 H Shares 6,108 121,730 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value International Container China Pacific Insurance Terminal Services Inc. 10,850 $ 40,587 Group Company Ltd. H Shanghai International Port Shares 47,489 $ 133,723 Group Company Ltd., China Pacific Insurance Class A 13,900 12,043 Group Company Ltd., Westports Holdings Bhd 30,688 32,482 Class A 5,500 22,419 Fairfax Financial Holdings 241,565 Ltd. 365 161,312 Gjensidige Forsikring ASA 3,116 72,769 Metal & Glass Containers - 0.0% Powszechny Zaklad CCL Industries Inc., Class B 2,200 125,386 Ubezpieczen S.A. 10,923 115,826 Sampo Oyj, Class A 7,055 364,270 Motorcycle Manufacturers - 0.0% Sul America S.A. — — Ltd. 983 50,193 The Co. for Cooperative Ltd. 2,476 90,865 Insurance 1,160 28,299 Hero MotoCorp Ltd. 2,141 80,407 Zurich Insurance Group AG 2,119 929,903 Yadea Group Holdings Ltd. 16,000 28,431 4,836,846 Ltd. 3,800 96,851 346,747 Multi-Sector Holdings - 0.1% Eurazeo S.E. 513 52,745 Movies & Entertainment - 0.1% EXOR N.V. 1,461 121,759 Alibaba Pictures Group Ltd. 140,000 14,941 Groupe Bruxelles Lambert Beijing Enlight Media S.A. 1,609 184,426 Company Ltd., Class A 5,600 8,080 Industrivarden AB A Shares 1,660 61,030 Bollore S.A. 13,768 81,425 Industrivarden AB, Class C 2,115 73,645 Eros STX Global Corp. 9,900 7,920 Investor AB, B Shares 25,685 613,682 HYBE Company Ltd. 248 61,922 Kinnevik AB, Class B 3,455 135,222 IMAX Corp. 2,200 34,562 L E Lundbergforetagen AB, iQIYI Inc. ADR 5,200 47,112 Class B 1,183 75,428 Mango Excellent Media Metro Pacific Investments Company Ltd., Class A 1,600 11,358 Corp. 108,000 8,358 Spotify Technology S.A. 1,900 445,246 Remgro Ltd. 9,612 80,278 Tencent Music Entertainment Sofina S.A. 205 90,602 Group ADR 12,000 106,080 Wendel S.A. 350 50,777 Toho Company Ltd. 1,500 64,992 1,547,952 Vivendi SE 10,067 384,077 1,267,715 Multi-Utilities - 0.1% AGL Energy Ltd. 9,649 45,485 Multi-Line Insurance - 0.3% Algonquin Power & Utilities Ageas 2,363 118,131 Corp. 8,095 125,494 Allianz SE 5,800 1,362,338 Atco Ltd., Class I 1,000 33,593 Assicurazioni Generali S.p.A. 15,623 318,496 Canadian Utilities Ltd., Aviva PLC 55,639 309,432 Class A 2,000 56,519 AXA S.A. 27,257 765,133 E.ON SE 31,737 418,772 Baloise Holding AG 621 99,043 Engie S.A. 25,837 370,017 BB Seguridade Participacoes National Grid PLC 50,031 648,134 S.A. 9,603 35,752 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Qatar Electricity & Water Co. Woodside Petroleum Ltd. 13,675 $ 194,790 QSC 4,143 $ 18,889 1,674,323 RWE AG 9,093 355,182 Suez S.A. 4,643 107,698 Oil & Gas Refining & Marketing - 0.2% Veolia Environnement S.A. 7,649 262,300 Ampol Ltd. 3,161 63,670 2,442,083 Bharat Petroleum Corporation Ltd. 15,393 99,443 Office REITs - 0.0% Cosan S.A. 15,036 64,760 City Office REIT Inc. 2,600 41,522 Empresas COPEC S.A. 4,928 45,779 Covivio 811 77,085 Holdings Inc. 41,600 161,349 Dexus 14,609 113,603 Formosa Petrochemical Corp. 21,000 74,108 Japan Real Estate Investment GS Holdings Corp. 866 31,743 Corp. 17 105,380 Hindustan Petroleum Nippon Building Fund Inc. 20 130,166 Corporation Ltd. 12,314 44,967 Orix JREIT Inc. 41 73,185 Idemitsu Kosan Company Ltd. 2,700 64,833 540,941 Indian Oil Corporation Ltd. 34,574 52,495 Office Services & Supplies - 0.0% Neste Oyj 5,984 364,069 Shanghai M&G Parkland Corp. 2,300 68,564 Stationery Inc., Class A 1,000 10,680 Petronas Dagangan Bhd 2,000 9,603 Polski Koncern Naftowy Oil & Gas Drilling - 0.0% ORLEN S.A. 5,411 105,003 China Oilfield Services Ltd. H Qatar Fuel QSC 8,983 45,149 Shares 22,000 19,235 Rabigh Refining & Petrochemical Co. 4,509 29,598 Oil & Gas Equipment & Services - 0.0% Reliance Industries Ltd. 45,247 1,399,507 Dialog Group Bhd 72,600 46,456 SK Innovation Company Ltd. 780 167,847 Offshore Oil Engineering S-Oil Corp. 819 67,176 Company Ltd., Class A 14,500 10,203 Thai Oil PCL NVDR 14,900 22,998 Tenaris S.A. 7,409 74,655 Tupras Turkiye Petrol Yantai Jereh Oilfield Services Rafinerileri A/S 2,355 28,806 Group Company Ltd., Class A 1,900 10,855 3,011,467 142,169 Oil & Gas Storage & Transportation - 0.1% Oil & Gas Exploration & Production - 0.1% China Merchants Energy Shipping Company Ltd., Canadian Natural Resources Class A 15,120 10,171 Ltd. 16,700 551,755 DHT Holdings Inc. 6,528 36,100 Inpex Corp. 13,700 94,526 Enbridge Inc. 28,500 1,119,792 Lundin Petroleum AB 2,679 81,747 Frontline Ltd. 5,500 39,710 Novatek PJSC GDR 1,424 337,488 Golar LNG Ltd. 6,817 76,691 Oil Search Ltd. 26,098 71,336 Keyera Corp. 2,900 69,720 PTT Exploration & Production PCL NVDR 25,200 87,173 Koninklijke Vopak N.V. 895 38,742 Santos Ltd. 25,331 112,004 Nordic American Tankers Ltd. 8,800 20,856 Tatneft PJSC ADR 3,602 143,504 Pembina Pipeline Corp. 7,800 237,336 Petronet LNG Ltd. 9,742 30,371 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Qatar Gas Transport Guangdong Haid Group Company Ltd. 29,709 $ 25,254 Company Ltd., Class A 1,800 $ 17,925 Scorpio Tankers Inc. 2,247 36,424 Henan Shuanghui Investment SFL Corporation Ltd. 5,600 44,968 & Development Company Ltd., Class A 5,885 21,982 TC Energy Corp. 13,700 649,412 Indofood CBP Sukses Teekay Corp. 7,700 23,331 Makmur Tbk PT 44,100 26,050 Teekay Tankers Ltd., Class A 1,500 17,175 Indofood Sukses Makmur Tbk Ultrapar Participacoes S.A. 13,300 37,513 PT 55,136 23,871 2,513,566 Inner Mongolia Yili Industrial Group Company Ltd., Other Diversified Financial Services - 0.1% Class A 6,500 34,263 JBS S.A. 16,200 98,633 Bajaj Finserv Ltd. 688 161,605 JDE Peet’s N.V. 948 32,565 FirstRand Ltd. 78,827 337,270 Kerry Group PLC, Class A 2,251 330,023 M&G PLC 34,991 99,202 Kikkoman Corp. 2,000 150,373 ORIX Corp. 17,300 323,056 MEIJI Holdings Company Ltd. 1,800 110,759 Yuanta Financial Holding Company Ltd. 175,000 157,865 Mowi ASA 5,948 159,131 Muyuan Foods Company Ltd. 1,078,998 A Shares 5,820 38,166 Packaged Foods & Meats - 0.6% Nestle India Ltd. 511 136,260 Nestle Malaysia Bhd 939 30,427 a2 Milk Company Ltd. 9,604 40,761 Nestle S.A. 40,466 5,112,750 Adecoagro SA 1,000 9,350 NH Foods Ltd. 1,230 47,751 Ajinomoto Company Inc. 6,700 197,841 Nisshin Seifun Group Inc. 2,500 41,052 Almarai Co. JSC 4,547 70,314 Nissin Foods Holdings Associated British Foods PLC 4,818 131,289 Company Ltd. 1,000 77,917 Barry Callebaut AG 48 122,299 Orion Corp. 437 47,678 BRF S.A. 11,900 54,438 Orkla ASA 10,076 89,911 Britannia Industries Ltd. 1,963 107,483 PPB Group Bhd 8,687 38,702 Charoen Pokphand Foods QL Resources Bhd 12,588 16,836 PCL NVDR 70,900 59,390 Saputo Inc. 3,300 92,682 China Feihe Ltd. 64,568 116,893 Tata Consumer Products Ltd. 10,817 128,153 China Huishan Dairy Holdings Company Ltd. 55,000 — Thai Union Group PCL NVDR 53,200 32,845 China Mengniu Dairy The Savola Group 4,793 51,307 Company Ltd. 49,000 294,541 Tiger Brands Ltd. 2,152 27,663 Chocoladefabriken Lindt & Tingyi Cayman Islands Spruengli AG 16 408,908 Holding Corp. 36,000 64,063 CJ CheilJedang Corp. 117 45,763 Toyo Suisan Kaisha Ltd. 1,190 49,340 Dali Foods Group Company Uni-President China Holdings Ltd. 20,617 11,558 Ltd. 24,000 22,743 Danone S.A. 9,194 671,478 Uni-President Enterprises Foshan Haitian Flavouring & Corp. 75,000 195,663 Food Company Ltd., Universal Robina Corp. 12,120 36,738 Class A 3,840 56,529 Want Want China Holdings Gruma SAB de CV, Class B 2,925 33,479 Ltd. 89,000 60,536 Grupo Bimbo SAB de CV 22,581 57,265 Wens Foodstuffs Group Company Ltd., Class A 3,800 7,645 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value WH Group Ltd. 129,000 $ 111,960 Kose Corp. 500 $ 60,532 Yakult Honsha Company Ltd. 1,700 98,107 LG Household & Health Care Yihai International Holding Ltd. 144 181,452 Ltd. 7,364 39,768 L’Oreal S.A. 3,543 1,657,458 Yihai Kerry Arawana Holdings Marico Ltd. 9,410 70,175 Company Ltd., Class A 1,000 10,476 Natura & Co. Holding S.A. 13,600 137,128 10,202,293 Pola Orbis Holdings Inc. 1,700 37,200 ProyaCosmeticsComapny Paper Packaging - 0.0% Ltd., Class A 500 12,181 Amcor PLC 21,600 277,560 Shiseido Company Ltd. 5,700 378,392 Klabin S.A. 13,000 66,809 Unilever PLC 36,958 2,057,936 SCG Packaging PCL NVDR 23,700 51,470 5,678,906 Smurfit Group PLC 3,489 200,081 Yunnan Energy New Material Pharmaceuticals - 1.2% Company Ltd., Class A 1,000 43,769 Aspen Pharmacare Holdings 639,689 Ltd. 7,038 95,418 Astellas Pharma Inc. 26,300 444,558 Paper Products - 0.1% AstraZeneca PLC 21,746 2,548,065 Empresas CMPC S.A. 9,056 20,088 Asymchem Laboratories Indah Kiat Pulp & Paper Tianjin Company Ltd. A Corp. Tbk PT 33,200 18,389 Shares 166 9,005 Lee & Man Paper Aurobindo Pharma Ltd. 5,921 58,985 Manufacturing Ltd. 34,310 30,131 Bayer AG 13,840 770,228 Mondi PLC 6,913 190,756 Betta Pharmaceuticals Nine Dragons Paper Holdings Company Ltd., Class A 600 6,843 Ltd. 35,310 48,307 Canopy Growth Corp. 3,500 60,131 Oji Holdings Corp. 10,700 56,101 CanSino Biologics Inc. H Stora Enso Oyj R Shares 7,852 153,632 Shares 1,545 61,066 Suzano Papel e Celulose S.A. 13,500 160,854 CanSino Biologics Inc. A Shares 114 6,807 UPM-Kymmene Oyj 7,559 307,219 Celltrion Pharm Inc. 210 31,316 985,477 Changchun High & New Technology Industry Personal Products - 0.3% Group Inc., Class A 300 11,868 Amorepacific Corp. 580 113,804 China Medical System AMOREPACIFIC Group 542 27,019 Holdings Ltd. 25,000 48,988 Beiersdorf AG 1,437 174,295 China Resources Pharmaceutical Group Ltd. 15,500 8,072 By-health Comapny Ltd., Class A 2,900 11,304 China Traditional Chinese Medicine Holdings Colgate-Palmolive India Ltd. 1,632 37,852 Company Ltd. 52,000 24,739 Dabur India Ltd. 11,207 95,403 Chugai Pharmaceutical Godrej Consumer Products Company Ltd. 9,500 372,529 Ltd. 6,491 97,737 Cipla Ltd. 8,737 113,426 Hengan International Group CSPC Pharmaceutical Group Company Ltd. 9,480 54,973 Ltd. 138,000 175,132 Kao Corp. 6,800 411,367 Daiichi Sankyo Company Ltd. 24,000 571,163 Kobayashi Pharmaceutical Company Ltd. 800 62,698 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Dong-E-E-Jiao Company Ltd. Shanghai Fosun A Shares 1,800 $ 9,589 Pharmaceutical Group Dr Reddy’s Laboratories Ltd. 2,094 134,921 Company Ltd. H Shares 7,500 $ 48,121 Eisai Company Ltd. 3,400 281,198 Shanghai Fosun Pharmaceutical Group Endo International PLC 10,800 24,732 Company Ltd., Class A 3,000 29,433 GlaxoSmithKline PLC 70,763 1,423,807 Shin Poong Pharmaceutical Hanmi Pharm Company Ltd. 77 20,521 Company Ltd. 540 32,881 Hansoh Pharmaceutical Shionogi & Company Ltd. 3,800 240,466 Group Company Ltd. 22,000 60,110 Sino Biopharmaceutical Ltd. 158,000 132,253 Hikma Pharmaceuticals PLC 2,293 80,093 SK Biopharmaceuticals Hisamitsu Pharmaceutical Company Ltd. 502 54,337 Company Inc. 900 36,128 SSY Group Ltd. 18,000 11,202 Humanwell Healthcare Group Sumitomo Dainippon Pharma Company Ltd., Class A 5,000 16,754 Company Ltd. 2,300 41,285 Hutchison China MediTech Sun Pharmaceutical Ltd. ADR 1,600 64,576 Industries Ltd. 12,777 138,966 Hypera S.A. 7,000 48,635 Taisho Pharmaceutical Ipca Laboratories Ltd. 1,296 45,716 Holdings Company Ltd. 600 35,063 Ipsen S.A. 494 49,380 Takeda Pharmaceutical Jazz Pharmaceuticals PLC 800 105,368 Company Ltd. 22,200 743,435 Teva Pharmaceutical Company Ltd., Class A 7,020 49,179 Industries Ltd. ADR 14,800 139,416 Kalbe Farma Tbk PT 254,200 23,972 Theravance Biopharma Inc. 2,800 23,240 Kyowa Hakko Kirin Company Torrent Pharmaceuticals Ltd. 941 40,032 Ltd. 3,600 117,804 UCB S.A. 1,799 205,737 Lupin Ltd. 4,137 54,277 Vifor Pharma AG 653 92,955 Merck KGaA 1,827 433,924 Yuhan Corp. 900 48,514 Nippon Shinyaku Company Yunnan Baiyao Group Ltd. 800 65,028 Company Ltd. A Shares 1,000 13,746 Novartis AG 31,200 2,887,886 Zhangzhou Pientzehuang Novo Nordisk A/S B Shares 23,604 2,351,839 Pharmaceutical Company Ltd., Class A 500 26,895 Oneness Biotech Company Ltd. 3,000 20,892 Zhejiang Huahai Pharmaceutical Company Ono Pharmaceutical Ltd., Class A 2,600 6,448 Company Ltd. 5,000 120,335 Zhejiang NHU Company Ltd. Orion Oyj, Class B 1,655 67,459 A Shares 2,160 9,632 Otsuka Holdings Company Ltd. 5,500 234,348 22,495,970 Perrigo Company PLC 2,100 85,995 Precious Metals & Minerals - 0.0% Recordati Industria Chimica e Farmaceutica SpA 1,388 91,033 Alrosa PJSC 46,308 92,148 Richter Gedeon Nyrt 2,006 60,088 Anglo American Platinum Ltd. 958 109,173 Roche Holding AG 10,326 4,166,424 Impala Platinum Holdings Ltd. 12,243 188,660 Sanofi 15,933 1,647,966 Industrias Penoles SAB de C.V. 2,600 36,924 Santen Pharmaceutical Company Ltd. 5,600 83,597 Northam Platinum Ltd. 6,455 89,245 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Sibanye Stillwater Ltd. 43,185 $ 175,845 Railroads - 0.2% 691,995 Aurizon Holdings Ltd. 29,289 $ 80,914 Beijing-Shanghai High Speed Property & Casualty Insurance - 0.2% Railway Company Ltd., Class A 45,600 33,571 Admiral Group PLC 2,591 128,763 BTS Group Holdings PCL Argo Group International NVDR 97,600 28,463 Holdings Ltd. 1,600 84,640 Canadian National Railway Chubb Ltd. 6,408 1,178,559 Co. 10,000 1,174,376 DB Insurance Company Ltd. 852 43,135 Canadian Pacific Railway Ltd. 9,400 644,867 Direct Line Insurance Group Central Japan Railway Co. 2,000 293,556 PLC 18,027 76,662 Container Corporation of ICICI Lombard General India Ltd. 3,216 29,934 Insurance Company Ltd. 4,039 88,218 East Japan Railway Co. 4,300 290,855 Insurance Australia Group Ltd. 33,238 127,290 Hankyu Hanshin Holdings Inc. 3,100 92,977 Intact Financial Corp. 2,517 342,259 Keio Corp. 1,600 86,219 James River Group Holdings Ltd. 2,178 80,129 Keisei Electric Railway Company Ltd. 2,000 61,624 MS&AD Insurance Group Holdings Inc. 6,300 203,864 Kintetsu Group Holdings Company Ltd. 2,300 78,718 People’s Insurance Company Group of China Ltd H MTR Corporation Ltd. 21,000 118,267 Shares 111,000 34,253 Odakyu Electric Railway PICC Property & Casualty Company Ltd. 4,000 93,355 Company Ltd. H Shares 124,000 112,084 Rumo S.A. 23,500 85,929 QBE Insurance Group Ltd. 19,979 172,738 Tobu Railway Company Ltd. 2,900 75,787 Samsung Fire & Marine Tokyu Corp. 6,700 92,395 Insurance Company Ltd. 557 108,570 West Japan Railway Co. 2,200 120,473 Sompo Holdings Inc. 4,500 197,761 3,482,280 Suncorp Group Ltd. 17,302 157,812 The People’s Insurance Real Estate Development - 0.1% Company Group of China Ltd., Class A 10,900 8,684 Agile Group Holdings Ltd. 16,000 18,351 Tokio Marine Holdings Inc. 8,900 435,603 China Aoyuan Group Ltd. 23,000 13,781 Tryg A/S 4,839 119,787 China Evergrande Group 37,000 20,742 ZhongAn Online P&C China Jinmao Holdings Insurance Company Ltd. H Group Ltd. 106,000 34,482 Shares 9,100 44,345 China Merchants Shekou Industrial Zone Holdings 3,745,156 Company Ltd., Class A 9,300 14,357 China Overseas Land & Publishing - 0.0% Investment Ltd. 58,000 133,490 China Literature Ltd. 7,400 62,132 China Resources Land Ltd. 50,000 186,117 Pearson PLC 10,142 107,141 China Company Ltd. H Schibsted ASA, Class A 952 50,742 Shares 30,800 83,165 Schibsted ASA A Shares 1,517 70,506 China Vanke Company Ltd. A Shares 10,500 32,223 290,521 CIFI Holdings Group Company Ltd. 60,000 40,425 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value CK Asset Holdings Ltd. 28,586 $ 186,350 CIFI Ever Sunshine Services Country Garden Holdings Group Ltd. 14,000 $ 28,910 Company Ltd. 139,000 153,703 Country Garden Services Dar Al Arkan Real Estate Holdings Company Ltd. 22,715 173,049 Development Co. 4,187 11,387 Deutsche Wohnen SE 4,842 300,419 Emaar Economic City 4,029 13,728 Fastighets AB Balder, Class B 1,407 100,460 Emaar Properties PJSC 63,855 73,014 Greentown Service Group Greentown China Holdings Company Ltd. 20,000 21,395 Ltd. 8,000 12,282 Hongkong Land Holdings Ltd. 18,300 76,860 Guangzhou R&F Properties Hulic Company Ltd. 3,500 41,098 Company Ltd. H Shares 22,400 19,124 LEG Immobilien SE 1,010 160,954 Henderson Land Mabanee Co. KPSC 7,558 19,397 Development Company Ltd. 19,000 85,993 NEPI Rockcastle PLC 7,796 56,531 Hopson Development Holdings Ltd. 14,000 54,543 Poly Property Services Company Ltd. H Shares 1,600 9,782 Kaisa Group Holdings Ltd. 21,714 7,231 Shimao Services Holdings KWG Group Holdings Ltd. 34,436 36,307 Ltd. 11,000 25,656 Land & Houses PCL NVDR 105,731 26,734 SM Prime Holdings Inc. 182,200 124,519 Logan Group Company Ltd 18,000 21,478 Sunac Services Holdings Ltd. 11,000 28,641 Longfor Group Holdings Ltd. 32,468 140,687 Swire Properties Ltd. 15,200 41,140 Poly Developments & Swiss Prime Site AG 1,019 108,958 Holdings Group Company Ltd., Class A 12,800 22,596 Vonovia SE 7,586 511,861 Powerlong Real Estate Wharf Real Estate Investment Holdings Ltd. 28,000 22,717 Company Ltd. 24,000 118,961 Ruentex Development 2,228,901 Company Ltd. 10,000 25,006 Seazen Group Ltd. 40,000 35,488 Real Estate Services - 0.0% Seazen Holdings Company China Overseas Property Ltd. A Shares 1,400 7,293 Holdings Ltd. 15,000 12,806 Shimao Group Holdings Ltd. 24,102 49,832 FirstService Corp. 600 111,259 Sino Land Company Ltd. 50,000 73,676 KE Holdings Inc. ADR 5,700 103,113 Sunac China Holdings Ltd. 46,000 117,701 227,178 Yuexiu Property Company Ltd. 18,063 16,931 Regional Banks - 0.0% Zhenro Properties Group Ltd. 26,000 15,177 Bandhan Bank Ltd. 8,880 34,665 1,806,111 Bank of Hangzhou Company Ltd. A Shares 13,847 28,737 Real Estate Operating Companies - 0.1% Bank of Jiangsu Company A-Living Smart City Services Ltd., Class A 17,200 17,141 Company Ltd. H Shares 10,055 39,820 Bank of Nanjing Company Aroundtown S.A. 13,423 102,772 Ltd., Class A 11,600 16,864 Azrieli Group Ltd. 548 51,281 Bank of Ningbo Company Ltd. A Shares 4,415 22,102 Cencosud Shopping S.A. 5,140 7,296 Banque Cantonale Vaudoise 382 32,401 Central Pattana PCL NVDR 27,300 45,525 Chongqing Rural Commercial China Resources Mixc Bank Company Ltd. H Lifestyle Services Ltd. 6,400 33,616 Shares 29,378 11,257 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Concordia Financial Group Nihon M&A Center Inc. 4,100 $ 122,783 Ltd. 17,700 $ 68,796 RELX PLC 27,219 817,381 First Bancorp 12,800 162,944 SGS S.A. 86 270,190 OFG Bancorp 3,200 76,192 Teleperformance 831 367,269 Popular Inc. 1,200 91,128 Thomson Reuters Corp. 2,418 282,089 Resona Holdings Inc. 28,700 111,211 Wolters Kluwer N.V. 3,780 434,698 The Chiba Bank Ltd. 6,900 43,149 3,939,987 The Shizuoka Bank Ltd. 7,600 59,632 776,219 Residential REITs - 0.0% Canadian Apartment Reinsurance - 0.1% Properties REIT 1,100 53,196 Enstar Group Ltd. 750 173,002 Everest Re Group Ltd. 600 158,940 Restaurants - 0.1% Greenlight Capital Re Ltd., Compass Group PLC 25,171 519,797 Class A 2,000 16,860 Domino’s Pizza Enterprises Hannover Rueck SE 814 149,850 Ltd. 798 91,414 Maiden Holdings Ltd. 6,100 19,093 Haidilao International Holding Ltd. 19,000 77,443 Muenchener Rueckversicherungs- Jiumaojiu International Gesellschaft AG 1,977 577,486 Holdings Ltd. 10,000 33,559 RenaissanceRe Holdings Ltd. 600 94,038 Jollibee Foods Corp. 4,260 17,280 SCOR SE 2,485 76,240 Jubilant Foodworks Ltd. 1,443 78,961 SiriusPoint Ltd. 4,900 48,069 McDonald’s Holdings Company Japan Ltd. 1,200 57,346 Swiss Re AG 4,264 392,211 Restaurant Brands 1,705,789 International Inc. 3,900 250,175 Sodexo SA 1,189 98,277 Renewable Electricity - 0.0% Yum China Holdings Inc. 12,600 775,656 Adani Green Energy Ltd. 6,087 89,074 1,999,908 China Longyuan Power Group Corporation Ltd. H Shares 53,000 108,081 Retail REITs - 0.1% CapitaLand Integrated Company Ltd. A Shares 24,800 74,338 Commercial Trust 60,600 92,808 EDP Renovaveis SA 3,845 102,214 Japan Retail Fund Investment Corp. 94 91,467 Energy Absolute PCL NVDR 27,400 55,680 Klepierre S.A. 2,749 67,173 Engie Brasil Energia S.A. 2,333 17,112 REIT 29,500 271,394 Meridian Energy Ltd. 20,002 73,912 Mapletree Commercial Trust 27,946 42,176 Northland Power Inc. 2,984 98,565 RioCan Real Estate 618,976 Investment Trust 2,000 35,469 Scentre Group 70,134 146,084 Research & Consulting Services - 0.2% Unibail-Rodamco-Westfield 1,684 147,500 Bureau Veritas S.A. 3,957 131,303 Vicinity Centres 60,303 76,245 Clarivate PLC 5,800 146,102 970,316 Experian PLC 12,940 570,590 IHS Markit Ltd. 5,300 639,180 Security & Alarm Services - 0.0% Intertek Group PLC 2,184 158,402 S-1 Corp. 184 13,029 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Secom Company Ltd. 2,900 $ 220,285 JA Solar Technology Securitas AB, Class B 4,902 81,287 Comapny Ltd., Class A 1,500 $ 18,087 Sohgo Security Services JCET Group Company Ltd. A Company Ltd. 900 40,838 Shares 2,000 10,586 LONGi Green Energy 355,439 Technology Company Ltd., Class A 5,740 79,588 Semiconductor Equipment - 0.4% MediaTek Inc. 24,000 780,270 Advanced Micro-Fabrication Nanya Technology Corp. 13,000 31,147 Equipment Inc. China A Shares 339 8,661 Novatek Microelectronics Corp. 8,886 143,967 Advantest Corp. 2,800 242,636 NXP Semiconductors N.V. 3,900 839,007 ASM International N.V. 671 260,278 Phison Electronics Corp. 3,592 55,344 ASML Holding N.V. 5,893 4,900,775 Powertech Technology Inc. 13,000 52,772 Daqo New Energy Corp. ADR 1,000 61,310 Realtek Semiconductor Corp. 8,040 160,722 Disco Corp. 400 116,694 Renesas Electronics Corp. 17,200 186,153 Globalwafers Company Ltd. 4,000 125,571 Rohm Company Ltd. 1,200 116,002 Hangzhou First Applied Material Company Ltd., Sanan Optoelectronics Class A 700 16,491 Company Ltd. A Shares 3,100 17,446 Kulicke & Soffa Industries Inc. 3,500 245,665 SG Micro Corp., Class A 300 14,879 Lasertec Corp. 1,100 241,007 Silergy Corp. 1,222 175,494 NAURA Technology Group SK Hynix Inc. 8,641 793,710 Company Ltd., Class A 500 27,577 StarPower Semiconductor Shenzhen SC New Energy Ltd. A Shares 200 10,298 Technology Corp., Class A 100 3,193 STMicroelectronics N.V. 9,651 429,669 SUMCO Corp. 3,700 78,237 Taiwan Semiconductor Tokyo Electron Ltd. 2,100 903,004 Manufacturing Company Ltd. 392,557 8,697,205 Xinyi Solar Holdings Ltd. 73,985 178,842 Tianjin Zhonghuan Zhejiang Jingsheng Semiconductor Company Mechanical & Electrical Ltd., Class A 2,300 19,250 Company Ltd., Class A 1,400 16,853 Unigroup Guoxin 7,426,794 Microelectronics Company Ltd., Class A 700 24,270 Semiconductors - 0.8% United Microelectronics Corp. 185,000 421,221 ASE Technology Holding Vanguard International Company Ltd. 51,000 236,473 Semiconductor Corp. 13,330 71,187 Flat Glass Group Company Will Semiconductor Ltd. A Ltd. H Shares 7,000 40,862 Shares 1,000 37,522 Gigadevice Semiconductor Win Semiconductors Corp. 4,000 47,702 Beijing Inc., Class A 560 13,284 Winbond Electronics Corp. 34,000 36,192 Hangzhou Silan Microelectronics Company 14,433,536 Ltd., Class A 2,100 17,836 Hua Hong Semiconductor Silver - 0.0% Ltd. 10,000 58,889 Pan American Silver Corp. 2,800 72,590 Infineon Technologies AG 18,398 783,256 Ingenic Semiconductor Soft Drinks - 0.1% Comapny Ltd., Class A 600 13,246 Arca Continental SAB de CV 5,900 38,089 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Carabao Group PCL NVDR 5,700 $ 24,758 JSR Corp. 2,961 $ 102,824 Coca-Cola European Kansai Paint Company Ltd. 2,800 72,663 Partners PLC 2,800 161,672 Koninklijke DSM N.V. 2,443 519,812 Coca-Cola Femsa SAB de Nippon Paint Holdings C.V. 7,005 40,643 Company Ltd. 9,600 119,629 Coca-Cola HBC AG 2,683 97,075 Nitto Denko Corp. 2,000 152,194 Fomento Economico Novozymes A/S B Shares 2,956 238,738 Mexicano SAB de C.V. 30,300 264,406 Shanghai Putailai New Fraser & Neave Holdings Bhd 935 6,271 Energy Technology Ito En Ltd. 700 44,347 Company Ltd., Class A 1,120 26,559 Nongfu Spring Company Ltd. Shenzhen Capchem H Shares 7,400 39,154 Technology Company Ltd., Osotspa PCL NVDR 12,991 14,711 Class A 100 1,704 Suntory Beverage & Food Shin-Etsu Chemical Company Ltd. 2,200 88,212 Ltd. 5,000 828,554 Sika AG 1,998 719,982 819,338 Symrise AG 1,824 259,669 Specialized Consumer Services - 0.0% Umicore S.A. 2,808 184,761 OneSpaWorld Holdings Ltd. 2,700 28,350 Company Ltd., Class A 3,400 56,228 Specialized Finance - 0.0% Zhejiang Longsheng Group Company Ltd., Class A 4,500 9,437 Banco Latinoamericano de Comercio Exterior SA, 5,469,141 Class E 1,800 30,708 Chailease Holding Company Specialty Stores - 0.0% Ltd. 23,100 222,135 China Tourism Group Duty Far East Horizon Ltd. 31,000 35,236 Free Corp. Ltd., Class A 2,100 74,304 Mitsubishi UFJ Lease & Chow Tai Fook Jewellery Finance Company Ltd. 10,200 54,686 Group Ltd. 32,600 66,061 Piramal Enterprises Ltd. 1,842 65,767 Hotel Shilla Company Ltd. 578 44,766 REC Ltd. 16,592 34,476 Jarir Marketing Co. 816 47,123 Tokyo Century Corp. 500 28,627 JD Sports Fashion PLC 6,893 95,766 471,635 JUMBO S.A. 1,247 19,578 347,598 Specialty Chemicals - 0.3% Akzo Nobel N.V. 2,698 332,499 Steel - 0.2% Asian Paints Ltd. 5,955 261,124 ArcelorMittal S.A. 10,141 339,915 Chr Hansen Holding A/S 1,421 131,096 Baoshan Iron & Steel Clariant AG 2,824 59,436 Company Ltd., Class A 35,500 56,067 Covestro AG 2,619 169,729 BlueScope Steel Ltd. 6,774 124,760 Croda International PLC 1,981 249,407 China Steel Corp. 183,000 251,915 EMS-Chemie Holding AG 94 101,845 Cia Siderurgica Nacional S.A. 10,200 69,454 Evonik Industries AG 2,808 94,800 Eregli Demir ve Celik Fabrikalari TAS 16,267 36,742 Givaudan S.A. 130 652,093 Evraz PLC 7,963 64,702 Huabao International Holdings Ltd. 8,000 19,112 Fortescue Metals Group Ltd. 23,932 367,305 Johnson Matthey PLC 2,602 105,246 Hitachi Metals Ltd. 3,300 63,831 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Hyundai Steel Co. 1,578 $ 69,410 Asustek Computer Inc. 11,053 $ 129,221 Inner Mongolia BaoTou Steel Ltd. 3,100 63,716 Union Company Ltd., Canon Inc. 14,200 337,551 Class A 42,400 24,709 Catcher Technology JFE Holdings Inc. 6,500 105,612 Company Ltd. 12,000 72,311 JSW Steel Ltd. 12,787 120,431 Compal Electronics Inc. 58,225 48,112 Kumba Iron Ore Ltd. 1,178 53,179 FUJIFILM Holdings Corp. 5,115 422,199 Nippon Steel & Sumitomo Inventec Corp. 35,249 30,907 Metal Corp. 12,100 247,595 Lenovo Group Ltd. 130,000 144,085 Novolipetsk Steel PJSC GDR 2,750 91,850 Lite-On Technology Corp. 30,693 67,780 POSCO 1,160 337,160 Logitech International S.A. 2,455 250,954 Severstal PAO GDR 3,070 71,224 Micro-Star International Tata Steel Ltd. 9,542 189,546 Company Ltd. 12,000 56,507 Vale S.A. 62,900 1,212,406 Pegatron Corp. 36,251 84,762 voestalpine AG 1,816 82,318 Quanta Computer Inc. 40,507 114,592 3,980,131 Ricoh Company Ltd. 9,000 91,753 Samsung Electronics Systems Software - 0.0% Company Ltd. 76,042 5,030,335 360 Security Technology Inc., Seiko Epson Corp. 4,400 82,104 Class A 4,700 8,669 Wistron Corp. 36,896 36,479 BlackBerry Ltd. 8,200 93,314 Wiwynn Corp. 1,000 35,001 Check Point Software Xiaomi Corp., Class B 227,000 729,683 Technologies Ltd. 1,603 201,385 CyberArk Software Ltd. 600 100,764 7,973,743 Douzone Bizon Company Ltd. 177 13,022 Textiles - 0.0% JFrog Ltd. 3,000 115,320 Eclat Textile Company Ltd. 2,000 40,197 Ming Yuan Cloud Group Holdings Ltd. 5,000 17,358 Thrifts & Mortgage Finance - 0.1% Oracle Corporation Japan 637 52,416 Housing Development Sangfor Technologies Inc., Finance Corporation Ltd. 27,123 1,039,670 Class A 300 12,666 Totvs S.A. 7,800 60,333 Tires & Rubber - 0.1% Trend Micro Inc. 1,800 98,798 Balkrishna Industries Ltd. 1,117 35,112 774,045 Corp. 8,096 373,185 Cheng Shin Rubber Industry Technology Distributors - 0.0% Company Ltd. 33,000 44,356 Synnex Technology Cie Generale des International Corp. 18,178 35,289 Etablissements Michelin Unisplendour Corporation SCA 2,395 387,464 Ltd., Class A 3,100 11,411 Hankook Tire & Technology WPG Holdings Ltd. 21,938 38,313 Company Ltd. 1,358 54,580 MRF Ltd. 35 38,229 85,013 Sailun Group Company Ltd. A Shares 6,600 10,168 Technology Hardware, Storage & Peripherals - 0.4% Shandong Linglong Tyre Acer Inc. 53,000 48,193 Company Ltd., Class A 1,500 6,956 Advantech Company Ltd. 7,000 97,498 950,050 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Tobacco - 0.1% Cia de Saneamento Basico British American Tobacco do Estado de Sao Paulo 4,300 $ 30,346 PLC 30,671 $ 1,151,937 Guangdong Investment Ltd. 54,000 74,987 Gudang Garam Tbk PT 5,500 12,755 Severn Trent PLC 3,209 121,981 Imperial Brands PLC 13,410 284,492 United Utilities Group PLC 9,190 133,750 ITC Ltd. 44,846 129,794 395,734 Japan Tobacco Inc. 17,000 329,988 KT&G Corp. 1,771 124,640 Wireless Telecommunication Services - 0.3% RLX Technology Inc. ADR 7,100 36,494 Advanced Info Service PCL Smoore International NVDR 21,500 125,401 Holdings Ltd. 24,000 128,527 America Movil SAB de C.V. 538,000 530,765 Swedish Match AB 23,073 212,818 Axiata Group Bhd 19,500 19,420 2,411,445 Bharti Airtel Ltd. 38,325 348,590 DiGi.Com Bhd 56,900 60,226 Trading Companies & Distributors - 0.2% Etihad Etisalat Co. 6,896 58,835 Adani Enterprises Ltd. 4,338 94,333 Far EasTone Ashtead Group PLC 6,343 496,712 Telecommunications Company Ltd. 21,000 46,678 BOC Aviation Ltd. 3,900 29,235 Globe Telecom Inc. 385 21,049 Brenntag AG 2,196 221,483 Intouch Holdings PCL 6,200 16,446 Bunzl PLC 4,805 174,316 KDDI Corp. 22,708 696,577 Ferguson PLC 3,178 459,460 Maxis Bhd 43,200 48,739 ITOCHU Corp. 16,805 506,475 Mobile Telecommunications Marubeni Corp. 21,200 168,967 Co. KSCP 39,312 79,853 Mitsubishi Corp. 17,800 536,463 Mobile Telecommunications Mitsui & Company Ltd. 21,800 481,997 Co. Saudi Arabia 4,528 17,481 MonotaRO Company Ltd. 3,900 86,371 Mobile TeleSystems PJSC Reece Ltd. 3,826 58,385 ADR 8,200 76,916 Sumitomo Corp. 16,000 226,397 MTN Group Ltd. 26,202 241,714 Toromont Industries Ltd. 1,100 92,342 PLDT Inc. 950 27,975 Toyota Tsusho Corp. 2,900 128,422 Rogers Communications Inc., Class B 5,000 254,343 Triton International Ltd. 3,800 207,936 SK Telecom Company Ltd. 338 86,872 3,969,294 Softbank Corp. 40,500 543,207 Trucking - 0.0% SoftBank Group Corp. 16,900 950,837 Taiwan Mobile Company Ltd. 24,946 90,914 CJ Logistics Corp. 172 25,367 Tele2 AB B Shares 6,691 100,187 DiDi Global Inc. 5,600 46,032 TIM S.A. 15,800 38,454 Localiza Rent a Car S.A. 10,900 118,079 Turkcell Iletisim Hizmetleri Nippon Express Company A/S 17,641 34,775 Ltd. 1,000 68,178 Vodacom Group Ltd. 9,531 94,651 257,656 Vodafone Group PLC 391,942 657,865 Water Utilities - 0.0% 5,268,770 Beijing Enterprises Water Total Common Stock Group Ltd. 84,000 34,670 (Cost $386,185,761) 416,623,491 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Number Fair Number Fair of Shares Value of Shares Value Preferred Stock - 0.2% Integrated Oil & Gas - 0.0% Automobile Manufacturers - 0.1% Petroleo Brasileiro S.A. 74,700 $ 396,733 Bayerische Motoren Werke AG 889 $ 74,404 Personal Products - 0.0% Hyundai Motor Co. 627 53,699 LG Household & Health Care Hyundai Motor Co. 297 26,256 Ltd. 40 23,701 Porsche Automobil Holding SE 2,175 220,187 Steel - 0.0% Volkswagen AG 2,616 621,625 Bradespar S.A. 4,100 50,574 996,171 Gerdau S.A. 18,100 100,124 150,698 Commodity Chemicals - 0.0% Braskem S.A. 2,900 37,380 Technology Hardware, Storage & Peripherals - 0.0% SE 903 45,687 Samsung Electronics LG Chem Ltd. 106 31,632 Company Ltd. 13,019 794,985 114,699 Total Preferred Stock (Cost $4,029,258) 4,228,829 Diversified Banks - 0.1% Banco Bradesco S.A. 76,310 345,065 Warrants - 0.0% Banco Inter S.A. 1 4 Hotels, Resorts & Cruise Lines - 0.0% Bancolombia S.A. 4,950 41,304 BTS W6 R(expiring 07/22/22) 4,880 242 Itau Unibanco Holding S.A. 76,200 460,514 BTS W7 R (expiring 07/22/22) 9,760 243 Itausa S.A. 67,500 152,416 BTS W8 R(expiring 07/22/22) 19,520 242 Minor International PCL 999,303 (expiring 2/15/24) 1,300 177

Electric Utilities - 0.0% Total Warrants (Cost $0) 904 Centrais Eletricas Brasileiras SA 3,800 28,035 Total Foreign Equity Cia Energetica de Minas (Cost $390,215,019) 420,853,224 Gerais 19,715 52,026 Cia Paranaense de Energia 8,800 11,757 Principal Amount 91,818 Bonds and Notes - 24.0% Fertilizers & Agricultural Chemicals - 0.0% U.S. Treasuries - 12.1% Sociedad Quimica y Minera U.S. Treasury Bonds de Chile SA 2,448 127,876 1.13% 05/15/40 - 08/15/40 $ 800,000 711,938 1.25% 05/15/50 550,000 466,727 Footwear - 0.0% 1.38% 11/15/40 - 08/15/50 2,200,000 2,006,937 Alpargatas S.A. 3,500 40,999 1.63% 11/15/50 2,600,000 2,421,250 1.88% 02/15/41 - 02/15/51 2,400,000 2,387,125 Healthcare Equipment - 0.0% 2.00% 02/15/50 550,000 559,195 Sartorius AG 372 245,033 2.25% 05/15/41 - 08/15/49 3,050,000 3,264,602 Household Products - 0.0% 2.38% 11/15/49 - 05/15/51 1,240,000 1,366,982 Henkel AG & Company KGaA 2,527 246,813 2.50% 02/15/45 - 05/15/46 810,000 903,983 2.75% 08/15/42 - 11/15/47 1,925,000 2,235,899 2.88% 05/15/43 - 05/15/49 2,900,000 3,442,640 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value 3.00% 05/15/42 - 02/15/49 $ 2,050,000 $ 2,500,453 0.50% 03/15/23 - 10/31/27 $ 2,200,000 $ 2,170,852 3.13% 02/15/43 - 05/15/48 1,100,000 1,366,001 0.63% 07/31/26 - 08/15/30 5,350,000 5,113,297 3.38% 05/15/44 - 11/15/48 900,000 1,176,625 0.75% 03/31/26 - 01/31/28 7,750,000 7,731,031 3.63% 08/15/43 - 02/15/44 1,140,000 1,505,344 0.88% 11/15/30 2,450,000 2,368,078 3.75% 08/15/41 100,000 133,125 1.13% 02/28/25 - 02/15/31 2,275,000 2,261,325 4.25% 05/15/39 - 11/15/40 200,000 281,078 1.25% 08/31/24 - 08/15/31 2,900,000 2,932,265 4.38% 02/15/38 - 05/15/40 400,000 569,062 1.38% 01/31/25 - 08/31/26 1,350,000 1,389,840 4.50% 02/15/36 100,000 139,781 1.50% 01/15/23 - 02/15/30 6,050,000 6,213,353 4.63% 02/15/40 100,000 146,734 1.63% 11/15/22 - 05/15/31 8,290,000 8,557,571 5.25% 02/15/29 200,000 259,250 1.75% 09/30/22 - 11/15/29 2,550,000 2,650,090 5.50% 08/15/28 200,000 259,813 1.88% 09/30/22 - 07/31/26 500,000 516,516 6.00% 02/15/26 427,000 526,378 2.00% 10/31/22 - 11/15/26 6,844,000 7,161,274 6.13% 08/15/29 200,000 276,219 2.13% 12/31/22 - 05/31/26 5,400,000 5,645,647 6.38% 08/15/27 200,000 263,438 2.25% 01/31/24 - 11/15/27 5,390,000 5,705,863 7.63% 11/15/22 - 02/15/25 500,000 575,821 2.38% 01/31/23 - 05/15/29 6,800,000 7,269,661 U.S. Treasury Inflation 2.50% 08/15/23 - 05/15/24 2,350,000 2,476,644 Indexed Bonds 2.63% 02/28/23 - 02/15/29 2,000,000 2,135,993 0.13% 02/15/51 1,168,622 1,325,912 2.75% 04/30/23 - 02/15/28 5,300,000 5,685,475 0.25% 02/15/50 1,056,480 1,230,080 2.88% 09/30/23 - 08/15/28 2,900,000 3,160,859 0.63% 02/15/43 1,122,321 1,371,566 3.00% 09/30/25 300,000 328,617 0.75% 02/15/42 - 02/15/45 2,947,387 3,704,334 3.13% 11/15/28 1,150,000 1,312,437 0.88% 02/15/47 1,035,184 1,367,742 226,243,659 1.00% 02/15/46 - 02/15/49 2,385,213 3,250,229 1.38% 02/15/44 1,433,491 2,019,279 Agency Mortgage Backed - 5.6% 1.75% 01/15/28 1,037,216 1,265,269 Federal Farm Credit 2.00% 01/15/26 1,368,490 1,611,958 Banks Funding Corp. 2.13% 02/15/40 - 02/15/41 1,433,712 2,198,281 0.25% 02/26/24 1,060,000 1,058,537 2.38% 01/15/25 - 01/15/27 3,058,802 3,619,158 Federal Home Banks 2.50% 01/15/29 1,265,090 1,645,869 0.13% 03/17/23 245,000 244,934 3.38% 04/15/32 382,558 570,932 1.88% 09/11/26 500,000 525,930 3.63% 04/15/28 890,045 1,207,861 3.25% 11/16/28 125,000 143,120 3.88% 04/15/29 1,073,950 1,522,593 Federal Home Loan Mortgage U.S. Treasury Inflation Corp. Indexed Notes 0.13% 10/16/23 380,000 379,137 0.13% 01/15/23 - 07/15/31 23,951,139 26,048,552 1.50% 05/01/51 - 06/01/51 568,106 558,332 0.25% 01/15/25 - 07/15/29 5,334,637 5,883,001 2.00% 07/01/41 - 09/01/51 4,561,756 4,662,566 0.38% 07/15/23 - 07/15/27 11,193,822 12,268,234 2.50% 01/01/28 - 09/01/50 1,647,738 1,714,665 0.50% 04/15/24 - 01/15/28 4,752,396 5,288,320 3.00% 07/01/30 - 08/01/50 2,657,216 2,815,350 0.63% 04/15/23 - 01/15/26 8,838,163 9,506,473 3.50% 03/01/26 - 11/01/49 1,735,900 1,855,875 0.75% 07/15/28 2,147,889 2,494,348 4.00% 06/01/42 - 08/01/48 1,326,855 1,444,122 0.88% 01/15/29 1,828,673 2,144,901 4.50% 05/01/42 - 11/01/48 135,217 147,442 U.S. Treasury Notes 5.50% 01/01/38 - 04/01/39 206,333 239,542 0.13% 11/30/22 - 01/15/24 11,700,000 11,692,438 6.00% 06/01/37 - 11/01/37 202,401 238,139 0.25% 04/15/23 - 10/31/25 7,900,000 7,806,882 6.25% 07/15/32 250,000 371,008 0.38% 04/30/25 - 01/31/26 2,700,000 2,666,359 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value Federal National Mortgage Agency Collateralized Mortgage Obligations - 0.2% Assoc. Federal Home Loan Mortgage 0.25% 05/22/23 - 07/10/23 $ 955,000 $ 956,309 Corp. 0.50% 11/07/25 750,000 745,170 1.48% 04/25/30 $ 69,643 $ 70,049 1.50% 04/01/36 - 03/01/51 1,496,290 1,491,833 1.56% 04/25/30 40,000 40,480 1.75% 07/02/24 225,000 233,557 1.87% 03/25/53 58,333 60,486 2.00% 11/01/35 - 07/01/51 10,238,903 10,424,732 2.02% 03/25/31 450,000 471,547 2.13% 04/24/26 200,000 212,710 3.30% 04/25/23 100,000 104,323 2.50% 09/01/28 - 08/01/51 6,812,368 7,085,969 3.39% 03/25/24 200,000 213,251 3.00% 04/01/30 - 07/01/50 5,357,622 5,656,266 3.41% 12/25/26 450,000 502,834 3.50% 01/01/27 - 06/01/50 3,670,517 3,900,256 3.56% 01/25/29 565,000 650,405 4.00% 10/01/41 - 02/01/50 3,137,020 3,433,795 3.78% 08/25/28 187,346 209,081 4.50% 01/01/27 - 09/01/49 679,138 745,486 3.90% 04/25/28 100,000 116,183 5.00% 12/01/39 - 05/01/41 121,893 138,664 Federal National Mortgage 5.50% 12/01/35 - 04/01/38 675,462 778,086 Assoc. 6.00% 03/01/34 - 08/01/37 855,068 1,002,082 1.27% 07/25/30 80,000 78,992 Federal National Mortgage 1.51% 03/25/31 145,000 143,944 Assoc. TBA 2.94% 04/25/29 500,000 555,720 1.50% 09/01/36 - 09/01/51 3,650,000 3,638,356 3.18% 06/25/27 239,840 264,660 2.00% 09/01/36 - 09/01/51 8,175,000 8,337,709 3,481,955 2.50% 09/01/36 - 09/01/51 7,025,000 7,309,624 3.00% 09/01/51 3,200,000 3,346,848 Asset Backed - 0.1% 3.50% 09/01/51 2,750,000 2,908,922 American Express Credit 4.00% 09/01/51 1,200,000 1,285,368 Account Master Trust Government National 2.35% 05/15/25 100,000 102,395 Mortgage Assoc. BA Trust 2.00% 10/20/50 - 07/20/51 2,134,981 2,180,476 0.44% 09/15/26 9,000 8,995 2.50% 05/20/45 - 08/20/51 1,987,710 2,062,292 Carmax Auto Owner Trust 3.00% 10/15/42 - 12/20/50 3,551,294 3,731,279 3.48% 02/15/24 150,000 155,171 3.50% 11/20/43 - 03/20/50 3,744,792 3,995,272 Honda Auto Receivables 4.00% 12/20/40 - 09/20/46 829,950 912,357 Owner Trust 4.50% 05/20/40 - 01/20/49 457,454 496,429 0.33% 08/15/25 150,000 149,880 5.00% 08/15/41 648,587 735,942 Santander Drive Auto Receivables Trust Government National Mortgage Assoc. TBA 0.95% 09/15/27 69,000 69,158 2.00% 09/01/51 2,225,000 2,270,279 Toyota Auto Receivables 2020-C Owner Trust 2.50% 09/01/51 2,625,000 2,721,337 0.57% 10/15/25 250,000 250,889 3.00% 09/01/51 875,000 914,559 Verizon Owner Trust 4.00% 09/01/51 1,000,000 1,059,440 0.47% 02/20/25 100,000 100,326 Tennessee Valley Authority World Omni Auto Receivables 3.50% 12/15/42 100,000 120,331 Trust 2021-B U.S. Treasury Inflation 0.42% 06/15/26 100,000 99,949 Indexed Notes 0.13% 01/15/31 3,025,889 3,381,992 936,763 104,612,426 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value Corporate Notes - 5.3% Aircastle Ltd. 3M Co. 4.13% 05/01/24 $ 20,000 $ 21,318 3.00% 08/07/25 $ 40,000 $ 43,274 5.00% 04/01/23 20,000 21,287 3.25% 02/14/24 75,000 79,869 Alabama Power Co. 3.38% 03/01/29 50,000 55,875 3.45% 10/01/49 50,000 55,230 3.63% 09/14/28 25,000 28,485 Alexandria Real Estate 4.00% 09/14/48 55,000 67,676 Equities Inc. Abbott Laboratories 4.00% 02/01/50 25,000 29,354 3.75% 11/30/26 57,000 64,460 Alibaba Group Holding Ltd. 4.90% 11/30/46 100,000 138,765 3.15% 02/09/51 100,000 97,914 AbbVie Inc. 4.00% 12/06/37 100,000 111,846 2.60% 11/21/24 50,000 52,714 Allegion PLC 3.20% 11/21/29 105,000 114,756 3.50% 10/01/29 15,000 16,485 3.25% 10/01/22 100,000 102,404 Ally Financial Inc. 3.80% 03/15/25 100,000 109,019 1.45% 10/02/23 170,000 172,584 4.25% 11/14/28 - 11/21/49 60,000 72,036 Alphabet Inc. 4.30% 05/14/36 100,000 119,420 2.05% 08/15/50 100,000 90,712 4.70% 05/14/45 50,000 62,980 3.38% 02/25/24 125,000 134,285 4.75% 03/15/45 100,000 126,012 Altria Group Inc. 4.88% 11/14/48 25,000 32,682 2.63% 09/16/26 100,000 105,510 Adobe Inc. 3.40% 02/04/41 100,000 96,232 3.25% 02/01/25 70,000 75,476 4.80% 02/14/29 40,000 46,513 Advocate Health & Hospitals 5.38% 01/31/44 70,000 84,388 Corp. 5.80% 02/14/39 15,000 18,779 3.39% 10/15/49 25,000 28,270 5.95% 02/14/49 40,000 52,067 AEP Texas Inc. Amazon.com Inc. 3.45% 05/15/51 35,000 37,177 0.40% 06/03/23 105,000 105,252 AerCap Ireland Capital 1.65% 05/12/28 50,000 50,824 DAC/AerCap Global 2.88% 05/12/41 50,000 52,433 Aviation Trust 3.10% 05/12/51 50,000 53,889 6.50% 07/15/25 150,000 175,218 3.15% 08/22/27 100,000 110,647 Aetna Inc. 3.25% 05/12/61 50,000 54,529 2.75% 11/15/22 50,000 51,129 3.88% 08/22/37 100,000 119,355 African Development Bank 4.25% 08/22/57 100,000 130,152 0.75% 04/03/23 100,000 100,873 Amcor Flexibles North 0.88% 03/23/26 200,000 200,980 America Inc. Agilent Technologies Inc. 2.69% 05/25/31 65,000 67,782 2.75% 09/15/29 25,000 26,408 America Movil SAB de C.V. Air Lease Corp. 2.88% 05/07/30 100,000 105,519 3.88% 07/03/23 50,000 52,803 6.13% 03/30/40 100,000 143,703 4.25% 02/01/24 100,000 107,747 American Airlines Pass Air Products & Chemicals Inc. Through Trust 2.05% 05/15/30 10,000 10,283 3.15% 08/15/33 68,903 70,375 2.70% 05/15/40 25,000 25,707 2.80% 05/15/50 20,000 20,437 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value American Campus 4.60% 04/15/48 $ 135,000 $ 166,652 Communities Operating 4.75% 01/23/29 - 04/15/58 105,000 129,074 LP 5.45% 01/23/39 35,000 46,211 3.63% 11/15/27 $ 30,000 $ 32,843 5.55% 01/23/49 65,000 90,533 American Electric Power Company Inc. 5.80% 01/23/59 25,000 37,068 3.20% 11/13/27 100,000 108,902 Anthem Inc. American Express Co. 3.30% 01/15/23 100,000 103,978 3.40% 02/27/23 100,000 104,275 4.38% 12/01/47 65,000 80,499 3.63% 12/05/24 50,000 54,503 4.65% 01/15/43 100,000 125,703 American Financial Aon Corp./Aon Global Group Inc. Holdings PLC 3.50% 08/15/26 65,000 71,104 2.05% 08/23/31 50,000 49,761 American Honda Finance 2.90% 08/23/51 50,000 49,361 Corp. Apple Inc. 2.40% 06/27/24 25,000 26,209 0.75% 05/11/23 100,000 100,858 2.60% 11/16/22 100,000 102,776 1.20% 02/08/28 200,000 197,830 American International 2.40% 01/13/23 50,000 51,384 Group Inc. 2.75% 01/13/25 50,000 53,207 2.50% 06/30/25 100,000 105,190 3.00% 11/13/27 100,000 109,878 4.38% 06/30/50 65,000 81,622 3.25% 02/23/26 60,000 65,749 4.50% 07/16/44 50,000 61,923 3.75% 11/13/47 50,000 58,900 American Tower Corp. 4.38% 05/13/45 65,000 83,346 3.10% 06/15/50 100,000 99,228 4.65% 02/23/46 185,000 246,594 3.50% 01/31/23 50,000 52,161 APPLE Inc. 3.95% 03/15/29 100,000 112,400 1.40% 08/05/28 100,000 99,729 American Water Capital Corp. 1.70% 08/05/31 100,000 99,146 3.25% 06/01/51 50,000 53,569 2.70% 08/05/51 100,000 99,619 AmerisourceBergen Corp. 2.85% 08/05/61 50,000 49,914 3.45% 12/15/27 100,000 109,769 Applied Materials Inc. Amgen Inc. 3.90% 10/01/25 60,000 66,831 2.20% 02/21/27 100,000 104,246 Aptiv Corp. 3.15% 02/21/40 75,000 78,558 4.15% 03/15/24 50,000 53,919 3.20% 11/02/27 100,000 109,674 Arch Capital Finance LLC 4.56% 06/15/48 50,000 63,102 5.03% 12/15/46 100,000 133,465 4.66% 06/15/51 105,000 136,184 Ares Capital Corp. Amphenol Corp. 3.88% 01/15/26 100,000 107,677 4.35% 06/01/29 25,000 29,294 4.20% 06/10/24 65,000 69,894 Anheuser-Busch Public Service Co. Companies LLC/Anheuser- 4.25% 03/01/49 25,000 30,627 Busch InBev Worldwide Inc. Arrow Electronics Inc. 4.70% 02/01/36 150,000 184,807 4.00% 04/01/25 40,000 43,281 4.90% 02/01/46 120,000 153,365 Ascension Health Anheuser-Busch InBev 3.95% 11/15/46 125,000 155,381 Worldwide Inc. Asian Development Bank 4.00% 04/13/28 55,000 62,643 0.25% 07/14/23 135,000 135,080 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value 0.75% 10/08/30 $ 100,000 $ 95,155 Avangrid Inc. 1.00% 04/14/26 300,000 303,195 3.80% 06/01/29 $ 50,000 $ 56,446 1.75% 09/19/29 50,000 52,037 AXA S.A. 2.75% 03/17/23 295,000 306,703 8.60% 12/15/30 100,000 151,416 3.13% 09/26/28 25,000 28,391 Baidu Inc. Assurant Inc. 3.08% 04/07/25 100,000 105,885 4.90% 03/27/28 50,000 58,512 4.38% 03/29/28 100,000 113,780 Assured Guaranty US Baker Hughes a GE Holdings Inc. Company LLC/Baker 3.60% 09/15/51 20,000 20,650 Hughes Co-Obligor Inc. AstraZeneca PLC 2.77% 12/15/22 50,000 51,493 0.70% 04/08/26 150,000 147,397 4.08% 12/15/47 50,000 57,228 3.50% 08/17/23 25,000 26,464 Banco Bilbao Vizcaya Argentaria S.A. 4.00% 01/17/29 20,000 23,089 0.88% 09/18/23 100,000 100,489 4.38% 08/17/48 20,000 25,924 Banco Santander S.A. 6.45% 09/15/37 50,000 75,268 3.13% 02/23/23 100,000 103,799 AT&T Inc. 3.80% 02/23/28 100,000 110,782 0.90% 03/25/24 100,000 100,205 Bank of America Corp. 1.65% 02/01/28 45,000 45,008 3.95% 04/21/25 55,000 60,241 2.25% 02/01/32 110,000 109,369 4.18% 11/25/27 100,000 112,402 2.75% 06/01/31 100,000 104,791 6.11% 01/29/37 100,000 137,687 3.50% 09/15/53 198,000 203,243 Bank of America Corp. 3.55% 09/15/55 186,000 190,008 (1.20% fixed rate until 3.65% 06/01/51 100,000 105,812 10/24/25; 1.01% + SOFR 3.80% 12/01/57 58,000 61,735 thereafter) 4.10% 02/15/28 106,000 120,961 1.20% 10/24/26 100,000 99,572 4.30% 02/15/30 20,000 23,231 Bank of America Corp. (1.32% fixed rate until 4.35% 03/01/29 - 06/15/45 150,000 173,944 06/19/25; 1.15% + SOFR 4.50% 05/15/35 95,000 112,556 thereafter) 4.75% 05/15/46 150,000 183,612 1.32% 06/19/26 150,000 150,481 Athene Holding Ltd. Bank of America Corp. 3.50% 01/15/31 10,000 10,877 (1.49% fixed rate until Atmos Energy Corp. 05/19/23; 1.46% + SOFR thereafter) 4.30% 10/01/48 100,000 125,347 1.49% 05/19/24 200,000 203,290 Australia & New Zealand Banking Group Ltd. Bank of America Corp. (1.66% fixed rate until 3.70% 11/16/25 50,000 55,888 03/11/26; 0.91% + SOFR Automatic Data thereafter) Processing Inc. 1.66% 03/11/27 250,000 252,765 1.25% 09/01/30 40,000 38,434 Bank of America Corp. 1.70% 05/15/28 20,000 20,348 (1.92% fixed rate until AutoZone Inc. 10/24/30; 1.37% + SOFR thereafter) 3.75% 04/18/29 100,000 112,388 1.92% 10/24/31 100,000 98,003 AvalonBay Communities Inc. 3.20% 01/15/28 40,000 43,731 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value Bank of America Corp. Bank of America Corp. (2.59% fixed rate until (4.24% fixed rate until 04/29/30; 2.15% + SOFR 04/24/37; 1.81% + 3 month thereafter) USD LIBOR thereafter) 2.59% 04/29/31 $ 75,000 $ 77,662 4.24% 04/24/38 $ 50,000 $ 59,267 Bank of America Corp. Bank of America Corp. (2.88% fixed rate until (4.33% fixed rate until 10/22/29; 1.19% + 3 month 03/15/49; 1.52% + 3 month USD LIBOR thereafter) USD LIBOR thereafter) 2.88% 10/22/30 100,000 105,888 4.33% 03/15/50 100,000 125,049 Bank of America Corp. Bank of Montreal (3.19% fixed rate until 2.05% 11/01/22 20,000 20,418 07/23/29; 1.18% + 3 month USD LIBOR thereafter) Bank of Montreal (0.95% fixed rate until 01/22/26; 3.19% 07/23/30 50,000 54,051 0.60% + SOFR thereafter) Bank of America Corp. 0.95% 01/22/27 100,000 98,962 (3.42% fixed rate until 12/20/27; 1.04% + 3 month Banner Health USD LIBOR thereafter) 2.34% 01/01/30 75,000 77,476 3.42% 12/20/28 107,000 117,544 Barclays PLC Bank of America Corp. 3.65% 03/16/25 50,000 54,200 (3.46% fixed rate until Barclays PLC (1.01% fixed 03/15/24; 0.97% + 3 month rate until 12/10/23; 0.80% + USD LIBOR thereafter) 1 year CMT Rate 3.46% 03/15/25 100,000 106,772 thereafter) Bank of America Corp. 1.01% 12/10/24 100,000 100,463 (3.55% fixed rate until Barclays PLC (3.56% fixed 03/05/23; 0.78% + 3 month rate until 09/23/30; 2.90% + USD LIBOR thereafter) 5 year CMT Rate 3.55% 03/05/24 100,000 104,473 thereafter) Bank of America Corp. 3.56% 09/23/35 100,000 104,841 (3.56% fixed rate until Barclays PLC (4.97% fixed 04/23/26; 1.06% + 3 month rate until 05/16/28; 1.90% + USD LIBOR thereafter) 3 month USD LIBOR 3.56% 04/23/27 100,000 109,671 thereafter) Bank of America Corp. 4.97% 05/16/29 100,000 117,554 (3.95% fixed rate until BAT Capital Corp. 01/23/48; 1.19% + 3 month 2.79% 09/06/24 100,000 105,037 USD LIBOR thereafter) 3.56% 08/15/27 100,000 108,234 3.95% 01/23/49 100,000 117,480 3.98% 09/25/50 200,000 198,048 Bank of America Corp. (3.97% fixed rate until Baxalta Inc. 03/05/28; 1.07% + 3 month 4.00% 06/23/25 30,000 33,068 USD LIBOR thereafter) BBVA USA 3.97% 03/05/29 100,000 112,692 3.88% 04/10/25 50,000 55,094 Bank of America Corp. Becton Dickinson & Co. (4.08% fixed rate until 04/23/39; 1.32% + 3 month 3.70% 06/06/27 66,000 73,570 USD LIBOR thereafter) Bell Canada Inc. 4.08% 04/23/40 150,000 176,490 4.30% 07/29/49 30,000 36,347 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value Berkshire Hathaway Energy BPCE S.A. Co. 4.00% 04/15/24 $ 50,000 $ 54,478 4.45% 01/15/49 $ 100,000 $ 126,253 Brandywine Operating Berkshire Hathaway Finance Partnership LP Corp. 4.55% 10/01/29 25,000 28,293 4.20% 08/15/48 100,000 125,348 Bristol-Myers Squibb Co. 4.25% 01/15/49 100,000 125,978 2.35% 11/13/40 20,000 19,406 Best Buy Company Inc. 2.55% 11/13/50 30,000 29,123 4.45% 10/01/28 25,000 29,140 2.75% 02/15/23 50,000 51,686 Biogen Inc. 3.40% 07/26/29 55,000 61,804 2.25% 05/01/30 85,000 85,910 3.45% 11/15/27 50,000 55,972 4.05% 09/15/25 80,000 88,914 4.13% 06/15/39 15,000 18,280 Black Hills Corp. 4.25% 10/26/49 40,000 50,886 3.88% 10/15/49 25,000 27,796 4.35% 11/15/47 50,000 63,846 4.35% 05/01/33 30,000 35,321 5.00% 08/15/45 38,000 52,353 BlackRock Inc. British Telecommunications 1.90% 01/28/31 25,000 25,197 PLC 2.40% 04/30/30 20,000 20,991 9.63% 12/15/30 50,000 77,183 3.25% 04/30/29 60,000 66,869 Broadcom Inc. Blackstone Secured Lending 3.15% 11/15/25 140,000 149,971 Fund 3.50% 02/15/41 100,000 102,318 2.75% 09/16/26 50,000 51,464 4.30% 11/15/32 130,000 148,903 Block Financial LLC 4.75% 04/15/29 100,000 116,222 2.50% 07/15/28 45,000 45,880 Brookfield Finance Inc. Boardwalk Pipelines LP 2.72% 04/15/31 80,000 83,194 4.80% 05/03/29 20,000 23,136 3.90% 01/25/28 100,000 112,485 Booking Holdings Inc. Brown-Forman Corp. 3.55% 03/15/28 100,000 111,614 4.00% 04/15/38 30,000 35,794 BorgWarner Inc. Bunge Limited Finance Corp. 2.65% 07/01/27 25,000 26,586 1.63% 08/17/25 50,000 50,805 Boston Properties LP 4.35% 03/15/24 50,000 54,205 3.40% 06/21/29 50,000 54,817 Burlington Northern Santa 3.85% 02/01/23 150,000 155,793 Fe LLC Boston Scientific Corp. 3.55% 02/15/50 100,000 113,948 4.55% 03/01/39 50,000 61,624 5.75% 05/01/40 100,000 141,934 BP Capital Markets California Institute of America Inc. Technology 2.77% 11/10/50 100,000 94,838 3.65% 09/01/19 20,000 23,739 2.94% 04/06/23 100,000 104,071 Camden Property Trust 3.19% 04/06/25 100,000 107,491 3.35% 11/01/49 10,000 11,162 3.94% 09/21/28 100,000 113,913 4.10% 10/15/28 10,000 11,572 4.23% 11/06/28 50,000 57,833 Campbell Soup Co. BP Capital Markets PLC 2.38% 04/24/30 15,000 15,258 2.50% 11/06/22 100,000 102,609 3.65% 03/15/23 15,000 15,688 4.15% 03/15/28 50,000 56,982 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value 4.80% 03/15/48 $ 20,000 $ 25,324 2.95% 05/16/26 $ 100,000 $ 108,409 Canadian National Railway 2.98% 05/11/40 115,000 120,773 Co. Chevron USA Inc. 2.95% 11/21/24 55,000 58,488 3.25% 10/15/29 100,000 110,725 Canadian Pacific Railway Co. Chubb INA Holdings Inc. 2.05% 03/05/30 20,000 20,005 4.35% 11/03/45 100,000 128,425 2.90% 02/01/25 50,000 53,034 CI Financial Corp. Capital One Financial Corp. 4.10% 06/15/51 50,000 54,064 3.75% 07/28/26 130,000 143,727 Cigna Corp. 3.90% 01/29/24 125,000 134,221 2.38% 03/15/31 60,000 61,645 4.20% 10/29/25 90,000 100,349 2.40% 03/15/30 15,000 15,462 Cardinal Health Inc. 3.75% 07/15/23 20,000 21,172 3.20% 03/15/23 50,000 52,067 4.38% 10/15/28 40,000 46,691 Carrier Global Corp. 4.80% 08/15/38 30,000 37,555 2.24% 02/15/25 15,000 15,616 4.90% 12/15/48 130,000 170,004 2.49% 02/15/27 15,000 15,799 Cimarex Energy Co. 2.72% 02/15/30 25,000 26,251 4.38% 03/15/29 50,000 56,891 3.58% 04/05/50 25,000 27,236 Cintas Corporation No. 2 Caterpillar Financial Services 3.70% 04/01/27 100,000 112,223 Corp. Cisco Systems Inc. 0.25% 03/01/23 65,000 64,994 5.90% 02/15/39 100,000 145,559 1.95% 11/18/22 50,000 51,036 Citigroup Inc. 2.55% 11/29/22 50,000 51,437 3.88% 03/26/25 50,000 54,699 Caterpillar Inc. 4.30% 11/20/26 100,000 113,397 3.25% 04/09/50 100,000 111,932 4.75% 05/18/46 50,000 64,280 Celulosa Arauco y Constitucion S.A. 6.13% 08/25/36 155,000 216,225 3.88% 11/02/27 100,000 108,297 Citigroup Inc. (0.98% fixed rate until 05/01/24; 0.67% + CenterPoint Energy SOFR thereafter) Electric LLC 0.98% 05/01/25 100,000 100,453 2.35% 04/01/31 55,000 56,913 Citigroup Inc. (1.46% fixed 4.50% 04/01/44 50,000 64,788 rate until 06/09/26; 0.77% + Charter Communications SOFR thereafter) Operating LLC/Charter 1.46% 06/09/27 200,000 200,330 Communications Operating Capital Citigroup Inc. (2.56% fixed rate until 05/01/31; 1.17% + 2.80% 04/01/31 65,000 66,607 SOFR thereafter) 3.70% 04/01/51 105,000 105,527 2.56% 05/01/32 110,000 113,255 4.80% 03/01/50 95,000 111,487 Citigroup Inc. (2.98% fixed 4.91% 07/23/25 135,000 152,871 rate until 11/05/29; 1.42% + 6.48% 10/23/45 150,000 209,334 SOFR thereafter) Cheniere Corpus Christi 2.98% 11/05/30 50,000 53,241 Holdings LLC Citigroup Inc. (3.11% fixed 2.74% 12/31/39 55,000 55,042 rate until 04/08/25; 2.84% + SOFR thereafter) Chevron Corp. 3.11% 04/08/26 100,000 106,928 2.90% 03/03/24 50,000 52,854 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value Citigroup Inc. (3.35% fixed Conagra Brands Inc. rate until 04/24/24; 0.90% + 4.30% 05/01/24 $ 5,000 $ 5,448 3 month USD LIBOR thereafter) 5.30% 11/01/38 60,000 77,609 3.35% 04/24/25 $ 100,000 $ 106,594 5.40% 11/01/48 20,000 27,264 Citigroup Inc. (3.52% fixed ConocoPhillips rate until 10/27/27; 1.15% + 6.50% 02/01/39 100,000 147,373 3 month USD LIBOR Consolidated Edison thereafter) Company of New York Inc. 3.52% 10/27/28 100,000 109,903 3.88% 06/15/47 100,000 114,026 Citigroup Inc. (5.32% fixed 4.13% 05/15/49 50,000 59,199 rate until 03/26/40; 4.55% + Constellation Brands Inc. SOFR thereafter) 3.50% 05/09/27 100,000 110,576 5.32% 03/26/41 150,000 202,734 3.75% 05/01/50 5,000 5,590 Citrix Systems Inc. 5.25% 11/15/48 15,000 20,317 3.30% 03/01/30 25,000 26,341 Consumers Energy Co. CME Group Inc. 3.75% 02/15/50 100,000 119,147 3.00% 03/15/25 50,000 53,572 4.05% 05/15/48 50,000 61,648 CNH Industrial Capital LLC Cooperatieve Rabobank UA 1.95% 07/02/23 65,000 66,583 0.38% 01/12/24 250,000 249,595 CNH Industrial N.V. 3.95% 11/09/22 100,000 104,143 3.85% 11/15/27 15,000 16,728 4.63% 12/01/23 50,000 54,390 CNOOC Finance 2014 ULC Corning Inc. 4.25% 04/30/24 100,000 108,266 3.90% 11/15/49 50,000 57,577 CNOOC Petroleum North America ULC Council Of Europe Development Bank 6.40% 05/15/37 100,000 133,924 2.63% 02/13/23 120,000 124,242 Comcast Corp. Credit Suisse AG 2.65% 02/01/30 35,000 36,863 0.50% 02/02/24 290,000 289,620 3.38% 08/15/25 100,000 108,884 3.63% 09/09/24 50,000 54,169 3.40% 04/01/30 100,000 111,094 Credit Suisse Group AG 3.45% 02/01/50 135,000 148,161 4.88% 05/15/45 50,000 64,176 3.55% 05/01/28 100,000 111,953 Crown Castle International 3.90% 03/01/38 100,000 116,521 Corp. 3.97% 11/01/47 100,000 117,737 2.25% 01/15/31 55,000 54,622 4.00% 03/01/48 50,000 59,275 3.15% 07/15/23 55,000 57,598 4.15% 10/15/28 45,000 52,253 3.80% 02/15/28 100,000 111,329 4.60% 10/15/38 130,000 163,024 5.20% 02/15/49 50,000 65,590 4.70% 10/15/48 40,000 52,728 CSX Corp. Comerica Inc. 4.10% 03/15/44 68,000 80,401 4.00% 02/01/29 50,000 57,822 4.75% 11/15/48 65,000 85,385 CommonSpirit Health CubeSmart LP 4.19% 10/01/49 100,000 116,639 2.00% 02/15/31 125,000 123,359 Commonwealth Edison Co. 4.38% 02/15/29 15,000 17,296 4.60% 08/15/43 150,000 193,005 Cummins Inc. 1.50% 09/01/30 100,000 96,850 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value CVS Health Corp. DH Europe Finance II Sarl 2.63% 08/15/24 $ 100,000 $ 105,376 3.40% 11/15/49 $ 100,000 $ 111,292 2.75% 12/01/22 50,000 51,197 Diageo Capital PLC 3.38% 08/12/24 50,000 53,494 2.13% 04/29/32 100,000 100,972 3.70% 03/09/23 16,000 16,753 Diamondback Energy Inc. 4.10% 03/25/25 13,000 14,334 3.25% 12/01/26 20,000 21,462 4.13% 04/01/40 100,000 116,976 3.50% 12/01/29 50,000 53,891 4.30% 03/25/28 43,000 49,536 4.75% 05/31/25 65,000 72,743 4.78% 03/25/38 145,000 180,232 Digital Realty Trust LP 5.05% 03/25/48 115,000 152,120 4.45% 07/15/28 50,000 58,095 CyrusOne LP/CyrusOne Discovery Finance Corp. Communications LLC 2.90% 11/15/24 25,000 26,234 3.45% 03/15/25 135,000 144,864 3.45% 11/15/29 30,000 31,554 3.90% 11/15/24 50,000 54,191 D.R. HORTON Inc. 4.65% 05/15/50 100,000 118,441 1.30% 10/15/26 55,000 54,924 Dollar Tree Inc. Darden Restaurants Inc. 3.70% 05/15/23 20,000 21,030 4.55% 02/15/48 15,000 17,596 4.00% 05/15/25 50,000 54,907 Deere & Co. 4.20% 05/15/28 25,000 28,453 3.90% 06/09/42 71,000 86,436 Dominion Energy Inc. Dell International LLC/EMC 1.45% 04/15/26 40,000 40,362 Corp. 2.25% 08/15/31 45,000 45,446 6.02% 06/15/26 90,000 107,704 3.30% 04/15/41 30,000 32,064 6.20% 07/15/30 100,000 128,912 4.25% 06/01/28 50,000 57,542 8.10% 07/15/36 100,000 153,769 DTE Electric Co. & Light Co. 2.25% 03/01/30 125,000 129,200 4.15% 05/15/45 100,000 120,638 2.95% 03/01/50 25,000 26,041 Deutsche Bank AG 3.70% 03/15/45 45,000 52,098 3.30% 11/16/22 100,000 103,312 Duke Energy Carolinas LLC Deutsche Bank AG (2.22% 3.05% 03/15/23 50,000 51,990 fixed rate until 09/18/23; 2.16% + SOFR thereafter) 3.95% 03/15/48 50,000 59,213 2.22% 09/18/24 100,000 102,607 Duke Energy Florida LLC Deutsche Bank AG (3.55% 3.40% 10/01/46 100,000 110,066 fixed rate until 09/18/30; 3.80% 07/15/28 50,000 56,642 3.04% + SOFR thereafter) Duke Energy Ohio Inc. 3.55% 09/18/31 100,000 107,924 3.65% 02/01/29 100,000 111,843 Deutsche Bank AG (3.96% 4.30% 02/01/49 100,000 125,974 fixed rate until 11/26/24; DuPont de Nemours Inc. 2.58% + SOFR thereafter) 4.21% 11/15/23 50,000 53,841 3.96% 11/26/25 50,000 54,280 4.73% 11/15/28 50,000 59,602 Deutsche Telekom International Finance BV 5.32% 11/15/38 15,000 19,852 8.75% 06/15/30 50,000 75,216 5.42% 11/15/48 40,000 56,586 Devon Energy Corp. DXC Technology Co. 5.00% 06/15/45 100,000 118,454 4.13% 04/15/25 85,000 93,301 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value Eagle Materials Inc. Entergy Texas Inc. 2.50% 07/01/31 $ 25,000 $ 25,219 1.75% 03/15/31 $ 65,000 $ 62,633 eBay Inc. 4.00% 03/30/29 100,000 113,571 1.90% 03/11/25 40,000 41,361 Enterprise Products 2.60% 05/10/31 100,000 103,088 Operating LLC Ecolab Inc. 3.90% 02/15/24 75,000 80,326 2.38% 08/10/22 100,000 101,859 4.20% 01/31/50 35,000 40,398 3.25% 12/01/27 70,000 77,512 4.25% 02/15/48 25,000 28,905 Edison International 4.45% 02/15/43 142,000 167,723 4.13% 03/15/28 50,000 53,566 4.80% 02/01/49 25,000 31,067 Eli Lilly & Co. Enterprise Products Operating LLC (5.38% fixed 2.75% 06/01/25 22,000 23,442 rate until 02/15/28; 2.57% + 3.38% 03/15/29 30,000 33,747 3 month USD LIBOR 3.95% 03/15/49 50,000 61,572 thereafter) 4.15% 03/15/59 50,000 64,853 5.38% 02/15/78 50,000 51,656 Emera US Finance LP EOG Resources Inc. 3.55% 06/15/26 60,000 65,494 4.38% 04/15/30 100,000 118,155 Emerson Electric Co. Equifax Inc. 2.63% 02/15/23 100,000 102,829 2.60% 12/01/24 50,000 52,614 Emory University Equinix Inc. 2.14% 09/01/30 65,000 66,752 2.15% 07/15/30 115,000 114,668 2.97% 09/01/50 65,000 69,998 2.63% 11/18/24 65,000 68,309 Enable Midstream Equinor ASA Partners LP 2.88% 04/06/25 100,000 106,753 4.95% 05/15/28 60,000 68,249 3.95% 05/15/43 100,000 117,877 Enbridge Energy Partners LP ERP Operating LP 5.88% 10/15/25 125,000 146,767 1.85% 08/01/31 100,000 98,416 Enbridge Inc. Essential Utilities Inc. 2.50% 08/01/33 100,000 101,068 2.70% 04/15/30 100,000 104,671 Enel Chile S.A. European Investment Bank 4.88% 06/12/28 50,000 57,717 0.25% 09/15/23 100,000 99,990 Energy Transfer LP 0.38% 12/15/25 100,000 98,681 6.50% 02/01/42 150,000 196,308 0.75% 10/26/26 56,000 55,784 Energy Transfer Operating LP 2.00% 12/15/22 200,000 204,768 4.20% 09/15/23 25,000 26,617 2.25% 06/24/24 250,000 262,822 5.88% 01/15/24 100,000 110,178 2.63% 03/15/24 285,000 301,285 6.00% 06/15/48 50,000 64,033 Evergy Metro Inc. 6.25% 04/15/49 125,000 165,596 4.20% 06/15/47 100,000 123,258 Enstar Group Ltd. Eversource Energy 3.10% 09/01/31 10,000 9,986 2.90% 10/01/24 100,000 106,050 Entergy Louisiana LLC Exelon Generation Company 2.35% 06/15/32 100,000 102,002 LLC 3.10% 06/15/41 100,000 105,972 3.25% 06/01/25 95,000 102,172 4.05% 09/01/23 50,000 53,113 Expedia Group Inc. 3.25% 02/15/30 35,000 36,267 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value 4.63% 08/01/27 $ 90,000 $ 101,828 General Dynamics Corp. Exxon Mobil Corp. 3.38% 05/15/23 $ 50,000 $ 52,506 1.57% 04/15/23 100,000 102,007 3.75% 05/15/28 55,000 62,648 2.71% 03/06/25 50,000 53,091 General Electric Co. 2.99% 03/19/25 100,000 106,976 6.75% 03/15/32 100,000 138,837 3.04% 03/01/26 150,000 162,631 General Mills Inc. 3.10% 08/16/49 25,000 25,895 3.65% 02/15/24 50,000 53,352 4.23% 03/19/40 100,000 121,143 General Motors Co. Fairfax Financial Holdings 5.40% 10/02/23 100,000 109,446 Ltd. 6.80% 10/01/27 55,000 69,279 4.63% 04/29/30 25,000 28,658 General Motors Financial Federal Realty Investment Company Inc. Trust 1.70% 08/18/23 100,000 102,007 3.20% 06/15/29 50,000 54,031 2.35% 01/08/31 100,000 99,018 FedEx Corp. 3.70% 05/09/23 100,000 104,534 2.40% 05/15/31 65,000 66,827 4.35% 01/17/27 100,000 112,676 4.05% 02/15/48 100,000 116,439 5.20% 03/20/23 105,000 112,162 4.75% 11/15/45 95,000 119,844 5.25% 03/01/26 55,000 63,304 Fidelity National Financial Inc. Power Co. 4.50% 08/15/28 25,000 28,846 2.65% 09/15/29 100,000 105,590 Fiserv Inc. Georgia-Pacific LLC 2.25% 06/01/27 100,000 103,935 8.88% 05/15/31 50,000 79,596 3.50% 07/01/29 45,000 49,510 Gilead Sciences Inc. 3.80% 10/01/23 25,000 26,660 0.75% 09/29/23 145,000 145,036 4.20% 10/01/28 30,000 34,464 3.65% 03/01/26 100,000 110,256 4.40% 07/01/49 40,000 49,024 3.70% 04/01/24 50,000 53,577 Flex Ltd. 4.80% 04/01/44 150,000 192,811 4.88% 06/15/29 25,000 29,029 GlaxoSmithKline Capital Inc. Florida Power & Light Co. 3.63% 05/15/25 55,000 60,501 4.13% 02/01/42 100,000 122,870 3.88% 05/15/28 100,000 114,913 Fomento Economico GLP Capital LP/GLP Mexicano SAB de C.V. Financing II Inc. 3.50% 01/16/50 150,000 159,994 4.00% 01/15/31 100,000 108,324 Fortune Brands Home & 5.25% 06/01/25 10,000 11,222 Security Inc. 5.38% 11/01/23 - 04/15/26 30,000 33,771 3.25% 09/15/29 50,000 54,366 5.75% 06/01/28 10,000 11,920 Fox Corp. Halliburton Co. 4.03% 01/25/24 125,000 134,664 2.92% 03/01/30 50,000 52,047 FS KKR Capital Corp. 3.50% 08/01/23 6,000 6,300 4.13% 02/01/25 25,000 26,606 5.00% 11/15/45 50,000 60,339 GATX Corp. Hasbro Inc. 3.50% 03/15/28 100,000 110,489 3.00% 11/19/24 50,000 53,127 GE Capital Funding LLC HCA Inc. 3.45% 05/15/25 100,000 108,359 3.50% 07/15/51 100,000 102,060 4.40% 05/15/30 100,000 117,267 4.50% 02/15/27 30,000 33,994 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value 4.75% 05/01/23 $ 30,000 $ 31,983 HSBC Holdings PLC (4.29% 5.00% 03/15/24 50,000 55,021 fixed rate until 09/12/25; 1.35% + 3 month USD 5.25% 04/15/25 - 06/15/26 70,000 80,420 LIBOR thereafter) 5.50% 06/15/47 35,000 46,190 4.29% 09/12/26 $ 100,000 $ 111,062 Healthpeak Properties Inc. Hubbell Inc. 2.88% 01/15/31 100,000 105,544 3.50% 02/15/28 50,000 55,183 Hewlett Packard Enterprise Humana Inc. Co. 2.90% 12/15/22 100,000 102,957 4.45% 10/02/23 100,000 107,604 Huntsman International LLC 6.35% 10/15/45 150,000 207,465 4.50% 05/01/29 20,000 22,932 Highwoods Realty LP Energy Inc. 4.20% 04/15/29 25,000 28,368 4.00% 04/15/24 100,000 106,941 Honeywell International Inc. Hyatt Hotels Corp. 2.70% 08/15/29 30,000 32,207 5.75% 04/23/30 25,000 29,966 3.35% 12/01/23 50,000 53,241 IDEX Corp. 5.38% 03/01/41 100,000 141,132 3.00% 05/01/30 10,000 10,650 Host Hotels & Resorts LP Inc. 3.38% 12/15/29 100,000 104,233 2.65% 11/15/26 100,000 107,533 HP Inc. Indiana Power Co. 6.00% 09/15/41 162,000 212,939 3.85% 05/15/28 25,000 28,193 HSBC Holdings PLC Indiana University Health Inc. 3.90% 05/25/26 50,000 55,568 Obligated Group 5.25% 03/14/44 100,000 132,674 2.85% 11/01/51 15,000 15,634 HSBC Holdings PLC (1.65% ING Groep N.V. fixed rate until 04/18/25; 1.54% + SOFR thereafter) 3.95% 03/29/27 100,000 112,644 1.65% 04/18/26 200,000 202,498 Ingredion Inc. HSBC Holdings PLC (2.36% 2.90% 06/01/30 100,000 106,055 fixed rate until 08/18/30; Intel Corp. 1.95% + SOFR thereafter) 2.45% 11/15/29 135,000 142,434 2.36% 08/18/31 100,000 100,451 3.10% 02/15/60 35,000 35,648 HSBC Holdings PLC (3.80% 3.75% 03/25/27 100,000 113,126 fixed rate until 03/11/24; 1.21% + 3 month USD 4.95% 03/25/60 100,000 141,095 LIBOR thereafter) Inter-American Development 3.80% 03/11/25 100,000 107,176 Bank HSBC Holdings PLC (3.95% 0.63% 07/15/25 150,000 149,980 fixed rate until 05/18/23; 1.75% 03/14/25 100,000 104,106 0.99% + 3 month USD 2.13% 01/15/25 200,000 210,508 LIBOR thereafter) 2.38% 07/07/27 100,000 107,911 3.95% 05/18/24 100,000 105,713 2.63% 01/16/24 100,000 105,412 HSBC Holdings PLC (3.97% 3.00% 09/26/22 50,000 51,527 fixed rate until 05/22/29; 1.61% + 3 month USD Intercontinental LIBOR thereafter) Exchange Inc. 3.97% 05/22/30 100,000 112,190 2.65% 09/15/40 100,000 97,615 3.00% 06/15/50 15,000 15,184 3.45% 09/21/23 90,000 95,308 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value International Bank for JPMorgan Chase & Co. Reconstruction & (0.70% fixed rate until Development 03/16/23; 0.58% + SOFR 0.25% 11/24/23 $ 100,000 $ 99,922 thereafter) 0.50% 10/28/25 300,000 297,873 0.70% 03/16/24 $ 200,000 $ 200,640 0.75% 11/24/27 185,000 181,905 JPMorgan Chase & Co. (0.77% fixed rate until 1.25% 02/10/31 250,000 247,970 08/09/24; 0.49% + SOFR 1.50% 08/28/24 100,000 103,121 thereafter) 2.50% 07/29/25 200,000 214,354 0.77% 08/09/25 250,000 249,507 International Business JPMorgan Chase & Co. Machines Corp. (1.04% fixed rate until 2.95% 05/15/50 100,000 101,240 02/04/26; 0.70% + SOFR thereafter) 3.50% 05/15/29 130,000 145,591 1.04% 02/04/27 250,000 246,842 4.00% 06/20/42 150,000 177,693 JPMorgan Chase & Co. International Finance Corp. (1.05% fixed rate until 0.50% 03/20/23 300,000 301,500 11/19/25; 0.80% + SOFR International Flavors & thereafter) Fragrances Inc. 1.05% 11/19/26 150,000 148,668 5.00% 09/26/48 15,000 19,949 JPMorgan Chase & Co. Intuit Inc. (1.95% fixed rate until 0.65% 07/15/23 65,000 65,367 02/04/31; 1.07% + SOFR thereafter) Invesco Finance PLC 1.95% 02/04/32 150,000 147,294 3.13% 11/30/22 100,000 103,398 JPMorgan Chase & Co. Jabil Inc. (2.58% fixed rate until 3.95% 01/12/28 100,000 111,026 04/22/31; 1.25% + SOFR 4.70% 09/15/22 23,000 23,989 thereafter) Jefferies Group LLC 2.58% 04/22/32 75,000 77,566 2.75% 10/15/32 85,000 86,807 JPMorgan Chase & Co. (2.96% fixed rate until Capital Corp. 05/13/30; 2.52% + SOFR 1.45% 01/15/31 70,000 68,202 thereafter) 2.00% 06/17/31 50,000 50,748 2.96% 05/13/31 35,000 37,042 2.70% 01/06/23 100,000 103,259 JPMorgan Chase & Co. 3.45% 06/07/23 - 03/13/25 75,000 81,053 (3.16% fixed rate until 04/22/41; 1.46% + SOFR Johnson & Johnson thereafter) 2.25% 09/01/50 100,000 95,892 3.16% 04/22/42 50,000 53,138 2.45% 03/01/26 75,000 79,963 JPMorgan Chase & Co. 3.40% 01/15/38 25,000 28,673 (3.33% fixed rate until 3.50% 01/15/48 30,000 35,459 04/22/51; 1.58% + SOFR 4.38% 12/05/33 150,000 188,355 thereafter) Johnson Controls 3.33% 04/22/52 35,000 38,060 International PLC JPMorgan Chase & Co. 3.63% 07/02/24 75,000 80,479 (3.54% fixed rate until 05/01/27; 1.38% + 3 month JPMorgan Chase & Co. USD LIBOR thereafter) 3.25% 09/23/22 136,000 140,386 3.54% 05/01/28 50,000 55,104 6.40% 05/15/38 100,000 148,260 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value JPMorgan Chase & Co. Kentucky Utilities Co. (3.70% fixed rate until 4.38% 10/01/45 $ 40,000 $ 49,616 05/06/29; 1.16% + 3 month USD LIBOR thereafter) Keurig Dr Pepper Inc. 3.70% 05/06/30 $ 75,000 $ 83,958 4.60% 05/25/28 50,000 58,673 JPMorgan Chase & Co. 4.99% 05/25/38 125,000 159,614 (3.80% fixed rate until KeyBank NA 07/23/23; 0.89% + 3 month 3.90% 04/13/29 100,000 113,066 USD LIBOR thereafter) Keysight Technologies Inc. 3.80% 07/23/24 100,000 106,105 3.00% 10/30/29 25,000 26,956 JPMorgan Chase & Co. Kilroy Realty LP (3.88% fixed rate until 07/24/37; 1.36% + 3 month 3.45% 12/15/24 50,000 53,455 USD LIBOR thereafter) Kimberly-Clark Corp. 3.88% 07/24/38 50,000 58,110 1.05% 09/15/27 25,000 24,828 JPMorgan Chase & Co. Kimco Realty Corp. (3.90% fixed rate until 3.70% 10/01/49 50,000 55,289 01/23/48; 1.22% + 3 month USD LIBOR thereafter) Kinder Morgan Energy Partners LP 3.90% 01/23/49 100,000 117,328 5.00% 08/15/42 142,000 171,712 JPMorgan Chase & Co. (3.96% fixed rate until Kinder Morgan Inc. 01/29/26; 1.25% + 3 month 5.05% 02/15/46 50,000 61,481 USD LIBOR thereafter) 5.30% 12/01/34 100,000 124,306 3.96% 01/29/27 100,000 111,287 KLA Corp. JPMorgan Chase & Co. 4.65% 11/01/24 115,000 127,640 (3.96% fixed rate until 11/15/47; 1.38% + 3 month Koninklijke Philips N.V. USD LIBOR thereafter) 6.88% 03/11/38 100,000 152,083 3.96% 11/15/48 100,000 118,655 Kreditanstalt fuer JPMorgan Chase & Co. Wiederaufbau (4.02% fixed rate until 0.50% 09/20/24 500,000 500,545 12/05/23; 1.00% + 3 month 2.00% 09/29/22 - 05/02/25 250,000 259,677 USD LIBOR thereafter) 2.88% 04/03/28 175,000 195,102 4.02% 12/05/24 50,000 53,705 L3Harris Technologies Inc. JPMorgan Chase & Co. 3.83% 04/27/25 50,000 54,751 (4.45% fixed rate until 12/05/28; 1.33% + 3 month 4.85% 04/27/35 40,000 50,704 USD LIBOR thereafter) Laboratory Corporation of 4.45% 12/05/29 50,000 58,458 America Holdings Juniper Networks Inc. 4.00% 11/01/23 100,000 106,352 3.75% 08/15/29 50,000 55,465 Lam Research Corp. Kaiser Foundation Hospitals 3.80% 03/15/25 115,000 126,131 2.81% 06/01/41 65,000 67,027 Landwirtschaftliche Rentenbank 3.00% 06/01/51 70,000 73,273 2.50% 11/15/27 100,000 108,818 Kansas City Southern Las Vegas Sands Corp. 4.70% 05/01/48 50,000 62,453 2.90% 06/25/25 65,000 67,103 Kennametal Inc. 3.90% 08/08/29 40,000 42,114 4.63% 06/15/28 25,000 28,428 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value Lazard Group LLC Markel Corp. 4.38% 03/11/29 $ 50,000 $ 57,392 3.45% 05/07/52 $ 70,000 $ 73,745 Lear Corp. 3.50% 11/01/27 50,000 55,299 4.25% 05/15/29 25,000 28,360 Marriott International Inc. 5.25% 05/15/49 25,000 31,842 4.00% 04/15/28 50,000 55,262 Leggett & Platt Inc. 4.63% 06/15/30 90,000 103,649 4.40% 03/15/29 100,000 115,348 5.75% 05/01/25 40,000 45,957 Leidos Inc. Marsh & McLennan 2.30% 02/15/31 30,000 29,657 Companies Inc. Lexington Realty Trust 4.38% 03/15/29 25,000 29,387 2.38% 10/01/31 15,000 14,880 4.75% 03/15/39 100,000 129,558 Life Storage LP 4.90% 03/15/49 15,000 20,677 4.00% 06/15/29 50,000 56,824 Martin Marietta Materials Inc. Lincoln National Corp. 3.20% 07/15/51 35,000 35,882 4.38% 06/15/50 55,000 67,861 3.50% 12/15/27 50,000 55,517 Lloyds Banking Group PLC Massachusetts Institute of Technology 4.65% 03/24/26 50,000 56,651 3.89% 07/01/16 126,000 160,281 Lloyds Banking Group PLC (0.70% fixed rate until Mastercard Inc. 05/11/23; 0.55% + 1 year 2.00% 03/03/25 100,000 104,450 CMT Rate thereafter) 2.95% 11/21/26 100,000 109,245 0.70% 05/11/24 200,000 200,672 McCormick & Company Inc. Lloyds Banking Group PLC 0.90% 02/15/26 100,000 98,849 (1.63% fixed rate until 05/11/26; 0.85% + 1 year McDonald’s Corp. CMT Rate thereafter) 3.50% 07/01/27 100,000 111,153 1.63% 05/11/27 200,000 200,860 3.63% 09/01/49 55,000 61,841 Lockheed Martin Corp. 3.70% 02/15/42 150,000 169,108 2.80% 06/15/50 50,000 51,167 3.80% 04/01/28 50,000 56,577 4.70% 05/15/46 150,000 200,769 MDC Holdings Inc. Loews Corp. 3.97% 08/06/61 100,000 97,532 2.63% 05/15/23 100,000 103,284 Mead Johnson Nutrition Co. Lowe’s Companies Inc. 4.13% 11/15/25 110,000 123,431 1.70% 10/15/30 45,000 43,665 Medtronic Inc. 2.50% 04/15/26 130,000 138,183 4.63% 03/15/45 82,000 109,415 2.63% 04/01/31 100,000 104,306 Memorial Sloan-Kettering 3.00% 10/15/50 30,000 30,056 Cancer Center 3.38% 09/15/25 30,000 32,738 4.13% 07/01/52 95,000 122,014 LYB International Finance BV Merck & Company Inc. 4.88% 03/15/44 100,000 126,737 2.40% 09/15/22 128,000 130,205 LYB International Finance II 3.40% 03/07/29 25,000 28,119 BV 3.90% 03/07/39 25,000 29,840 3.50% 03/02/27 100,000 109,985 4.00% 03/07/49 115,000 142,299 Marathon Petroleum Corp. Mercy Health 4.50% 04/01/48 25,000 28,585 4.30% 07/01/28 100,000 116,033 4.75% 12/15/23 50,000 54,176 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value MetLife Inc. Morgan Stanley (0.73% fixed 4.13% 08/13/42 $ 50,000 $ 60,552 rate until 04/05/23; 0.62% + SOFR thereafter) 6.50% 12/15/32 150,000 213,930 0.73% 04/05/24 $ 95,000 $ 95,337 Micron Technology Inc. Morgan Stanley (0.99% fixed 4.64% 02/06/24 15,000 16,324 rate until 12/10/25; 0.72% + 4.66% 02/15/30 100,000 117,147 SOFR thereafter) Microsoft Corp. 0.99% 12/10/26 100,000 98,809 2.40% 08/08/26 100,000 106,942 Morgan Stanley (1.59% fixed 2.53% 06/01/50 150,000 149,670 rate until 05/04/26; 2.53% + SOFR thereafter) 2.88% 02/06/24 150,000 158,400 1.59% 05/04/27 95,000 95,935 2.92% 03/17/52 115,000 123,473 Morgan Stanley (1.93% fixed 3.30% 02/06/27 100,000 111,554 rate until 04/28/31; 1.02% + 3.45% 08/08/36 48,000 56,205 SOFR thereafter) 3.50% 02/12/35 65,000 76,409 1.93% 04/28/32 120,000 117,319 MidAmerican Energy Co. Morgan Stanley (2.72% fixed 4.25% 07/15/49 100,000 125,980 rate until 07/22/24; 1.15% + Mitsubishi UFJ Financial SOFR thereafter) Group Inc. 2.72% 07/22/25 15,000 15,764 2.76% 09/13/26 50,000 53,322 Morgan Stanley (2.80% fixed 3.46% 03/02/23 100,000 104,646 rate until 01/25/51; 1.43% + SOFR thereafter) 3.96% 03/02/28 100,000 113,809 2.80% 01/25/52 100,000 99,648 4.05% 09/11/28 100,000 114,930 Morgan Stanley (3.22% fixed 4.15% 03/07/39 70,000 84,202 rate until 04/22/41; 1.49% + Mizuho Financial Group Inc. SOFR thereafter) 3.55% 03/05/23 100,000 104,783 3.22% 04/22/42 55,000 58,941 4.02% 03/05/28 100,000 114,477 Morgan Stanley (3.74% fixed Mizuho Financial Group Inc. rate until 04/24/23; 0.85% + (1.23% fixed rate until 3 month USD LIBOR 05/22/26; 0.67% + 1 year thereafter) CMT Rate thereafter) 3.74% 04/24/24 110,000 115,774 1.23% 05/22/27 100,000 99,112 Morgan Stanley (3.77% fixed Mizuho Financial Group Inc. rate until 01/24/28; 1.14% + (2.84% fixed rate until 3 month USD LIBOR 07/16/24; 1.24% + SOFR thereafter) thereafter) 3.77% 01/24/29 100,000 111,899 2.84% 07/16/25 100,000 105,468 Morgan Stanley (4.46% fixed Mohawk Industries Inc. rate until 04/22/38; 1.43% + 3 month USD LIBOR 3.63% 05/15/30 100,000 110,728 thereafter) Moody’s Corp. 4.46% 04/22/39 100,000 123,789 3.25% 05/20/50 100,000 105,353 MPLX LP Morgan Stanley 4.00% 03/15/28 35,000 39,067 3.13% 01/23/23 100,000 103,848 4.25% 12/01/27 35,000 39,679 3.95% 04/23/27 50,000 56,155 4.50% 04/15/38 30,000 34,375 4.00% 07/23/25 95,000 105,351 4.70% 04/15/48 25,000 29,089 4.35% 09/08/26 50,000 56,793 4.80% 02/15/29 70,000 82,008 4.88% 11/01/22 50,000 52,567 5.50% 02/15/49 70,000 90,502 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value Mylan Inc. Nordstrom Inc. 4.55% 04/15/28 $ 100,000 $ 115,352 4.25% 08/01/31 $ 20,000 $ 20,857 Nasdaq Inc. Norfolk Southern Corp. 3.25% 04/28/50 20,000 20,524 2.90% 08/25/51 50,000 49,668 National Bank of Canada 3.80% 08/01/28 30,000 34,007 (0.55% fixed rate until 3.94% 11/01/47 60,000 69,905 11/15/23; 0.40% + 1 year CMT Rate thereafter) 4.10% 05/15/21 25,000 28,766 0.55% 11/15/24 150,000 149,776 Northern Trust Corp. National Fuel Gas Co. 1.95% 05/01/30 90,000 91,798 4.75% 09/01/28 50,000 56,624 3.65% 08/03/28 100,000 114,032 National Retail Properties Inc. Corp. 3.60% 12/15/26 100,000 109,551 2.93% 01/15/25 50,000 53,164 National Rural Utilities 3.25% 01/15/28 65,000 71,029 Cooperative Finance Corp. 4.03% 10/15/47 75,000 90,104 1.35% 03/15/31 125,000 117,675 Northwell Healthcare Inc. 3.70% 03/15/29 50,000 56,717 3.81% 11/01/49 50,000 57,218 4.40% 11/01/48 10,000 13,110 Northwestern University Natwest Group PLC 3.66% 12/01/57 10,000 12,602 3.88% 09/12/23 100,000 106,379 NOV Inc. Natwest Group PLC (3.07% 3.60% 12/01/29 100,000 105,892 fixed rate until 05/22/27; Novartis Capital Corp. 2.55% + 1 year CMT Rate 2.20% 08/14/30 50,000 52,045 thereafter) 2.40% 09/21/22 102,000 104,345 3.07% 05/22/28 100,000 106,652 3.00% 11/20/25 50,000 54,151 Natwest Group PLC (4.89% fixed rate until 05/18/28; Nucor Corp. 1.75% + 3 month USD 2.00% 06/01/25 35,000 36,247 LIBOR thereafter) Nutrien Ltd. 4.89% 05/18/29 100,000 117,590 3.63% 03/15/24 150,000 159,985 Newmont Corp. 5.00% 04/01/49 50,000 67,370 2.25% 10/01/30 65,000 65,518 NVIDIA Corp. NextEra Energy Capital 0.58% 06/14/24 40,000 40,099 Holdings Inc. 1.55% 06/15/28 50,000 50,247 0.65% 03/01/23 115,000 115,451 2.00% 06/15/31 50,000 50,448 3.15% 04/01/24 100,000 105,988 NXP BV/NXP Funding LLC 3.50% 04/01/29 100,000 110,939 5.55% 12/01/28 100,000 122,509 NIKE Inc. Office Properties Income 2.40% 03/27/25 100,000 105,907 Trust 3.25% 03/27/40 100,000 111,501 4.50% 02/01/25 100,000 108,115 NiSource Inc. Ohio Power Co. 3.60% 05/01/30 100,000 111,432 1.63% 01/15/31 100,000 97,397 4.38% 05/15/47 100,000 122,020 Oklahoma Gas & Electric Co. Nomura Holdings Inc. 3.30% 03/15/30 50,000 54,989 1.85% 07/16/25 100,000 102,091 Omega Healthcare Nordic Investment Bank Investors Inc. 0.38% 09/11/25 250,000 247,150 4.50% 04/01/27 100,000 112,253 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value Oncor Electric Delivery PayPal Holdings Inc. Company LLC 2.30% 06/01/30 $ 55,000 $ 57,195 3.70% 11/15/28 $ 100,000 $ 113,749 2.40% 10/01/24 35,000 36,884 3.80% 06/01/49 100,000 119,377 2.85% 10/01/29 30,000 32,363 ONE Gas Inc. PeaceHealth Obligated Group 1.10% 03/11/24 100,000 100,019 3.22% 11/15/50 25,000 27,134 4.50% 11/01/48 20,000 24,832 PepsiCo Inc. ONEOK Inc. 2.25% 03/19/25 100,000 105,097 4.35% 03/15/29 50,000 56,724 2.75% 03/01/23 50,000 51,913 ONEOK Partners LP 2.88% 10/15/49 25,000 26,214 6.13% 02/01/41 162,000 209,168 3.00% 10/15/27 100,000 110,328 Oracle Corp. 3.38% 07/29/49 35,000 39,669 2.50% 04/01/25 100,000 104,900 3.45% 10/06/46 50,000 56,802 2.65% 07/15/26 100,000 105,923 PerkinElmer Inc. 2.80% 04/01/27 100,000 106,708 3.30% 09/15/29 15,000 16,278 2.88% 03/25/31 50,000 52,662 Pfizer Inc. 3.25% 05/15/30 50,000 54,440 1.75% 08/18/31 100,000 99,503 3.60% 04/01/40 150,000 159,580 3.45% 03/15/29 50,000 56,442 3.63% 07/15/23 125,000 132,331 3.60% 09/15/28 50,000 56,889 3.95% 03/25/51 80,000 88,668 4.00% 12/15/36 - 03/15/49 125,000 152,378 4.00% 07/15/46 100,000 110,233 4.30% 06/15/43 100,000 126,103 4.30% 07/08/34 100,000 116,345 Philip Morris International Inc. Orange S.A. 0.88% 05/01/26 50,000 49,431 9.00% 03/01/31 50,000 79,062 1.13% 05/01/23 85,000 86,113 ORIX Corp. 1.75% 11/01/30 50,000 48,821 4.05% 01/16/24 100,000 107,703 3.13% 03/02/28 50,000 54,534 Otis Worldwide Corp. 3.38% 08/15/29 50,000 55,438 2.29% 04/05/27 20,000 20,952 3.88% 08/21/42 92,000 101,462 3.11% 02/15/40 50,000 52,521 Phillips 66 Owens Corning 3.70% 04/06/23 100,000 104,983 3.88% 06/01/30 50,000 56,006 3.90% 03/15/28 50,000 55,966 OwlRockCapitalCorp. 4.88% 11/15/44 45,000 56,537 3.40% 07/15/26 100,000 104,670 Phillips 66 Partners LP PACCAR Financial Corp. 3.15% 12/15/29 50,000 52,816 0.80% 06/08/23 70,000 70,570 3.75% 03/01/28 10,000 10,926 1.80% 02/06/25 35,000 36,217 4.68% 02/15/45 10,000 11,507 Pacific Gas & Electric Co. Plains All American 1.37% 03/10/23 135,000 134,560 Pipeline LP/PAA Finance 3.25% 06/01/31 85,000 83,736 Corp. 4.20% 06/01/41 115,000 113,380 3.80% 09/15/30 100,000 107,696 PacifiCorp 3.85% 10/15/23 100,000 105,395 4.15% 02/15/50 50,000 60,738 PNC Bank NA 6.25% 10/15/37 53,000 76,251 3.10% 10/25/27 100,000 110,035 Parker-Hannifin Corp. 4.00% 06/14/49 20,000 23,476 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value President & Fellows of 4.13% 11/16/28 $ 30,000 $ 34,544 Harvard College 4.45% 11/16/38 60,000 73,398 3.15% 07/15/46 $ 50,000 $ 56,674 4.50% 06/01/42 158,000 197,479 Principal Financial Group Inc. 4.63% 11/16/48 15,000 19,416 3.40% 05/15/25 50,000 54,010 Regency Centers LP Prologis LP 4.13% 03/15/28 50,000 56,774 4.38% 02/01/29 65,000 76,766 Regeneron Providence St Joseph Health Pharmaceuticals Inc. Obligated Group 1.75% 09/15/30 70,000 67,364 3.93% 10/01/48 20,000 23,949 Reliance Steel & Aluminum Prudential Financial Inc. Co. 4.35% 02/25/50 100,000 127,952 1.30% 08/15/25 105,000 105,398 Prudential Financial Inc. RELX Capital Inc. (3.70% fixed rate until 3.50% 03/16/23 30,000 31,327 07/01/30; 3.04% + 5 year CMT Rate thereafter) 4.00% 03/18/29 25,000 28,244 3.70% 10/01/50 80,000 84,329 RenaissanceRe Holdings Ltd. Prudential Financial Inc. 3.60% 04/15/29 25,000 27,779 (5.70% fixed rate until Republic Services Inc. 09/15/28; 2.67% + 3 month 3.05% 03/01/50 50,000 52,440 USD LIBOR thereafter) Reynolds American Inc. 5.70% 09/15/48 100,000 117,561 4.45% 06/12/25 100,000 110,875 Public Service Company of Rio Tinto Finance USA Ltd. Colorado 5.20% 11/02/40 150,000 206,067 3.70% 06/15/28 50,000 56,481 Rockwell Automation Inc. 4.10% 06/15/48 30,000 37,040 1.75% 08/15/31 50,000 49,669 Public Service Electric & Gas Co. 3.50% 03/01/29 45,000 50,753 1.90% 08/15/31 25,000 25,020 Rogers Communications Inc. 3.20% 08/01/49 90,000 97,866 2.90% 11/15/26 100,000 107,061 3.65% 09/01/28 25,000 28,379 3.00% 03/15/23 50,000 51,611 Public Service Enterprise 3.70% 11/15/49 100,000 106,573 Group Inc. Roper Technologies Inc. 2.88% 06/15/24 15,000 15,860 3.80% 12/15/26 100,000 111,855 Public Storage Ross Stores Inc. 3.39% 05/01/29 30,000 33,430 0.88% 04/15/26 50,000 49,189 Puget Energy Inc. Royal Bank of Canada 3.65% 05/15/25 50,000 53,819 0.50% 10/26/23 100,000 100,210 QUALCOMM Inc. 0.88% 01/20/26 100,000 99,226 3.25% 05/20/50 115,000 126,379 1.60% 04/17/23 80,000 81,690 Quest Diagnostics Inc. Royalty Pharma PLC 4.25% 04/01/24 50,000 54,104 3.30% 09/02/40 100,000 101,341 Raymond James RPM International Inc. Financial Inc. 4.25% 01/15/48 50,000 57,090 3.75% 04/01/51 85,000 96,240 Ryder System Inc. Raytheon Technologies Corp. 3.40% 03/01/23 50,000 52,064 3.95% 08/16/25 15,000 16,624 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value Sabine Pass Liquefaction LLC SL Green Operating 4.50% 05/15/30 $ 125,000 $ 145,091 Partnership LP 5.63% 03/01/25 135,000 153,830 3.25% 10/15/22 $ 30,000 $ 30,803 Sabra Health Care LP Snap-on Inc. 3.90% 10/15/29 25,000 26,776 3.10% 05/01/50 15,000 16,187 salesforce.com Inc. Southern California Edison Co. 0.63% 07/15/24 55,000 55,109 3.60% 02/01/45 125,000 126,142 Salesforce.com Inc. 4.20% 03/01/29 100,000 113,376 2.90% 07/15/51 50,000 51,340 Southern California Gas Co. 3.05% 07/15/61 25,000 26,065 2.55% 02/01/30 50,000 52,211 Gas & Electric Co. Southern Power Co. 3.60% 09/01/23 100,000 105,438 0.90% 01/15/26 100,000 98,560 Santander Holdings USA Inc. Southwest Airlines Co. 3.40% 01/18/23 50,000 51,827 3.00% 11/15/26 100,000 106,972 3.50% 06/07/24 100,000 106,717 5.13% 06/15/27 40,000 46,825 Santander UK Group Holdings PLC (1.53% fixed Southwestern Public Service rate until 08/21/25; 1.25% + Co. 1 year CMT Rate 3.15% 05/01/50 100,000 106,322 thereafter) Spectra Energy Partners LP 1.53% 08/21/26 100,000 100,417 3.50% 03/15/25 50,000 53,833 Santander UK Group Spirit Realty LP Holdings PLC (3.37% fixed rate until 01/05/23; 1.08% + 2.70% 02/15/32 155,000 156,383 3 month USD LIBOR SSM Health Care Corp. thereafter) 3.69% 06/01/23 10,000 10,488 3.37% 01/05/24 100,000 103,625 Stanley Black & Decker Inc. Schlumberger Investment 2.30% 03/15/30 50,000 52,194 S.A. Starbucks Corp. 2.65% 06/26/30 100,000 104,991 3.10% 03/01/23 50,000 51,940 Sempra Energy 3.35% 03/12/50 15,000 16,046 3.80% 02/01/38 100,000 112,024 3.75% 12/01/47 35,000 39,453 4.05% 12/01/23 50,000 53,466 Steel Dynamics Inc. Shell International Finance 3.25% 01/15/31 40,000 43,436 BV Sumitomo Mitsui Financial 3.25% 04/06/50 100,000 108,383 Group Inc. 3.50% 11/13/23 140,000 149,267 2.14% 09/23/30 100,000 98,027 4.00% 05/10/46 50,000 59,673 2.70% 07/16/24 100,000 105,375 4.38% 05/11/45 100,000 124,917 3.01% 10/19/26 100,000 108,187 Shire Acquisitions 3.35% 10/18/27 50,000 55,149 Investments Ireland DAC 4.31% 10/16/28 100,000 116,857 3.20% 09/23/26 50,000 54,260 Suncor Energy Inc. Simon Property Group LP 3.10% 05/15/25 75,000 79,984 2.45% 09/13/29 100,000 103,269 6.85% 06/01/39 50,000 73,223 2.75% 02/01/23 121,000 124,411 3.25% 09/13/49 100,000 102,934 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value Sunoco Logistics Partners The Bank of New York Mellon Operations LP Corp. 5.95% 12/01/25 $ 50,000 $ 58,378 3.00% 02/24/25 $ 105,000 $ 112,867 Suzano Austria GmbH 3.50% 04/28/23 100,000 105,318 3.75% 01/15/31 55,000 57,852 The Bank of Nova Scotia Synchrony Financial 2.00% 11/15/22 100,000 102,107 3.95% 12/01/27 100,000 111,614 2.70% 08/03/26 100,000 106,934 4.38% 03/19/24 35,000 37,903 The Boeing Co. Sysco Corp. 1.43% 02/04/24 65,000 65,158 2.40% 02/15/30 — — 2.20% 02/04/26 200,000 201,584 3.30% 02/15/50 20,000 20,950 2.95% 02/01/30 50,000 51,400 6.60% 04/01/40 100,000 148,892 3.10% 05/01/26 100,000 106,076 Takeda Pharmaceutical 3.20% 03/01/29 50,000 52,504 Company Ltd. 3.75% 02/01/50 50,000 51,890 4.40% 11/26/23 50,000 54,020 4.88% 05/01/25 155,000 173,290 5.00% 11/26/28 50,000 60,395 5.71% 05/01/40 100,000 129,386 TampaElectricCo. 5.81% 05/01/50 100,000 136,092 4.30% 06/15/48 50,000 62,607 The Charles Schwab Corp. Target Corp. 1.15% 05/13/26 100,000 100,650 2.25% 04/15/25 100,000 105,127 1.95% 12/01/31 100,000 100,068 TC PipeLines LP 3.85% 05/21/25 50,000 55,188 3.90% 05/25/27 100,000 111,140 The Coca-Cola Co. Teck Resources Ltd. 1.65% 06/01/30 — — 6.25% 07/15/41 100,000 133,388 2.25% 01/05/32 50,000 51,744 Telefonica Emisiones S.A. 2.50% 06/01/40 - 03/15/51 170,000 167,143 4.10% 03/08/27 100,000 112,938 2.88% 05/05/41 25,000 26,274 TELUS Corp. The Dayton Power & Light 4.60% 11/16/48 50,000 64,452 Co. Texas Instruments Inc. 3.95% 06/15/49 15,000 17,245 3.88% 03/15/39 100,000 120,941 The Dow Chemical Co. Textron Inc. 3.60% 11/15/50 100,000 109,909 3.90% 09/17/29 50,000 56,399 The Estee Lauder The AES Corp. Companies Inc. 2.45% 01/15/31 100,000 100,953 1.95% 03/15/31 45,000 45,558 The Allstate Corp. 2.38% 12/01/29 20,000 21,037 4.20% 12/15/46 100,000 125,115 3.13% 12/01/49 30,000 33,247 The Allstate Corp. (5.75% The George Washington fixed rate until 08/15/23; University 2.94% + 3 month USD 4.13% 09/15/48 50,000 63,093 LIBOR thereafter) The Georgetown University 5.75% 08/15/53 50,000 54,224 2.94% 04/01/50 10,000 10,280 The Asian Infrastructure The Goldman Sachs Investment Bank Group Inc. 0.25% 09/29/23 135,000 134,910 2.60% 02/07/30 95,000 99,023 3.50% 04/01/25 - 11/16/26 150,000 162,680 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value 3.63% 02/20/24 $ 100,000 $ 107,011 The New York & Presbyterian 4.80% 07/08/44 100,000 130,556 Hospital 6.25% 02/01/41 50,000 74,285 2.26% 08/01/40 $ 25,000 $ 24,012 6.75% 10/01/37 100,000 145,813 3.95% 08/01/19 35,000 42,602 The Goldman Sachs The PNC Financial Services Group Inc. (0.66% fixed Group Inc. rate until 09/10/23; 0.51% + 3.45% 04/23/29 100,000 111,674 SOFR thereafter) The Procter & Gamble Co. 0.66% 09/10/24 200,000 199,840 2.45% 11/03/26 100,000 107,122 The Goldman Sachs The Sherwin-Williams Co. Group Inc. (1.09% fixed rate until 12/09/25; 0.79% + 3.95% 01/15/26 100,000 111,181 SOFR thereafter) The Timken Co. 1.09% 12/09/26 100,000 99,267 4.50% 12/15/28 20,000 22,642 The Goldman Sachs The TJX Companies Inc. Group Inc. (1.43% fixed 1.15% 05/15/28 100,000 97,646 rate until 03/09/26; 0.80% + The Toronto-Dominion Bank SOFR thereafter) 0.75% 09/11/25 100,000 99,249 1.43% 03/09/27 200,000 200,438 3.25% 03/11/24 100,000 106,807 The Goldman Sachs Group Inc. (1.99% fixed The Travelers Companies Inc. rate until 01/27/31; 1.09% + 4.00% 05/30/47 100,000 122,851 SOFR thereafter) The Walt Disney Co. 1.99% 01/27/32 115,000 112,760 2.65% 01/13/31 60,000 63,836 The Goldman Sachs 3.35% 03/24/25 100,000 108,663 Group Inc. (2.62% fixed rate until 04/22/31; 1.28% + 3.38% 11/15/26 100,000 110,523 SOFR thereafter) 3.50% 05/13/40 100,000 112,405 2.62% 04/22/32 70,000 72,162 6.65% 11/15/37 79,000 120,543 The Hershey Co. The Williams Companies Inc. 3.38% 05/15/23 50,000 52,438 3.70% 01/15/23 10,000 10,363 The Home Depot Inc. 4.55% 06/24/24 40,000 43,842 2.38% 03/15/51 100,000 93,642 5.75% 06/24/44 15,000 20,002 3.13% 12/15/49 50,000 53,594 Thermo Fisher Scientific Inc. 3.30% 04/15/40 100,000 110,878 1.75% 10/15/28 20,000 20,193 3.90% 12/06/28 100,000 116,121 2.00% 10/15/31 35,000 34,945 4.20% 04/01/43 50,000 61,737 2.80% 10/15/41 20,000 20,433 The Interpublic Group of Time Warner Cable LLC Companies Inc. 4.50% 09/15/42 150,000 168,318 4.65% 10/01/28 10,000 11,771 T-Mobile USA Inc. The JM Smucker Co. 2.25% 11/15/31 100,000 99,500 3.38% 12/15/27 100,000 110,299 2.55% 02/15/31 40,000 40,866 The Kroger Co. 3.60% 11/15/60 45,000 46,295 3.85% 08/01/23 50,000 52,833 4.38% 04/15/40 150,000 175,536 4.50% 01/15/29 100,000 118,566 Total Capital International 5.40% 01/15/49 100,000 139,115 S.A. The Mosaic Co. 3.46% 02/19/29 100,000 111,878 3.25% 11/15/22 50,000 51,543 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value Toyota Motor Credit Corp. Union Pacific Corp. 0.45% 01/11/24 $ 100,000 $ 99,936 2.89% 04/06/36 $ 95,000 $ 99,844 2.70% 01/11/23 100,000 103,277 2.97% 09/16/62 15,000 14,804 2.90% 03/30/23 100,000 104,081 3.50% 06/08/23 50,000 52,671 3.65% 01/08/29 100,000 114,284 3.55% 08/15/39 15,000 16,928 Trane Technologies Global 3.84% 03/20/60 105,000 121,974 Holding Company Ltd. 3.95% 08/15/59 20,000 23,721 4.25% 06/15/23 100,000 106,543 United Airlines 2020-1 Trane Technologies Class A Pass Through Luxembourg Finance S.A. Trust 4.50% 03/21/49 100,000 127,532 5.88% 04/15/29 157,671 175,336 TransCanada PipeLines Ltd. United Parcel Service Inc. 5.10% 03/15/49 50,000 66,364 2.45% 10/01/22 75,000 76,780 7.63% 01/15/39 100,000 156,622 3.05% 11/15/27 50,000 55,497 Transcontinental Gas Pipe 3.75% 11/15/47 50,000 59,854 Line Company LLC 3.90% 04/01/25 100,000 110,323 3.95% 05/15/50 100,000 113,517 UnitedHealth Group Inc. Truist Bank 1.25% 01/15/26 90,000 91,142 3.00% 02/02/23 100,000 103,638 2.88% 08/15/29 75,000 81,430 3.20% 04/01/24 50,000 53,338 2.95% 10/15/27 100,000 109,542 Truist Financial Corp. 3.10% 03/15/26 50,000 54,629 1.95% 06/05/30 135,000 137,114 3.50% 02/15/24 10,000 10,727 Tucson Electric Power Co. 3.70% 12/15/25 - 08/15/49 75,000 86,708 4.85% 12/01/48 50,000 66,119 3.75% 10/15/47 100,000 116,881 TWDC Enterprises 18 Corp. 3.88% 12/15/28 15,000 17,301 3.00% 07/30/46 60,000 62,373 4.45% 12/15/48 10,000 12,996 Tyson Foods Inc. 4.63% 07/15/35 45,000 57,179 4.00% 03/01/26 15,000 16,742 6.88% 02/15/38 100,000 155,934 4.88% 08/15/34 70,000 87,615 University of Notre Dame du 5.10% 09/28/48 35,000 47,864 Lac U.S. Bancorp 3.39% 02/15/48 25,000 29,261 3.95% 11/17/25 100,000 112,262 Unum Group U.S. Bank NA 4.50% 12/15/49 30,000 32,117 2.80% 01/27/25 50,000 53,384 Vale Overseas Ltd. UDR Inc. 6.25% 08/10/26 100,000 120,647 2.10% 06/15/33 100,000 96,775 6.88% 11/10/39 100,000 143,217 4.40% 01/26/29 50,000 58,023 Valero Energy Corp. Unilever Capital Corp. 2.85% 04/15/25 25,000 26,378 0.38% 09/14/23 100,000 100,174 6.63% 06/15/37 50,000 68,241 2.90% 05/05/27 100,000 108,728 Valero Energy Partners LP Union Electric Co. 4.38% 12/15/26 100,000 112,864 2.15% 03/15/32 100,000 101,095 Ventas Realty LP 2.95% 06/15/27 100,000 108,431 4.00% 03/01/28 50,000 56,281 3.50% 03/15/29 25,000 27,953 4.40% 01/15/29 100,000 115,173 3.65% 04/15/45 35,000 40,143 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value VEREIT Operating Inc. Partnership LP 3.45% 06/01/26 $ 55,000 $ 60,044 3.40% 01/15/28 $ 100,000 $ 109,211 Walmart Inc. 4.60% 02/06/24 20,000 21,671 2.35% 12/15/22 100,000 102,580 VeriSign Inc. 3.25% 07/08/29 40,000 44,905 2.70% 06/15/31 80,000 82,428 3.40% 06/26/23 50,000 52,734 Verisk Analytics Inc. 3.63% 12/15/47 125,000 148,104 4.13% 03/15/29 60,000 68,725 3.70% 06/26/28 100,000 114,210 Verizon Communications Inc. 3.95% 06/28/38 100,000 121,315 0.75% 03/22/24 35,000 35,137 Waste Connections Inc. 1.75% 01/20/31 100,000 96,686 3.50% 05/01/29 50,000 55,464 2.10% 03/22/28 60,000 61,609 Waste Management Inc. 2.63% 08/15/26 100,000 106,428 2.00% 06/01/29 25,000 25,467 3.38% 02/15/25 100,000 108,332 2.90% 09/15/22 50,000 51,019 3.70% 03/22/61 245,000 269,267 Wells Fargo & Co. 3.88% 02/08/29 5,000 5,699 4.13% 08/15/23 150,000 160,423 4.02% 12/03/29 100,000 115,149 4.15% 01/24/29 100,000 115,129 4.33% 09/21/28 109,000 127,159 4.40% 06/14/46 50,000 61,142 4.40% 11/01/34 50,000 60,272 4.65% 11/04/44 50,000 62,404 4.52% 09/15/48 150,000 188,965 4.75% 12/07/46 100,000 127,565 4.81% 03/15/39 189,000 240,070 5.61% 01/15/44 69,000 95,554 VF Corp. Wells Fargo & Co. (2.16% 2.95% 04/23/30 30,000 32,012 fixed rate until 02/11/25; ViacomCBS Inc. 0.75% + 3 month USD LIBOR thereafter) 4.00% 01/15/26 50,000 55,421 2.16% 02/11/26 165,000 171,219 4.95% 05/19/50 — — Wells Fargo & Co. (2.39% 5.85% 09/01/43 100,000 138,600 fixed rate until 06/02/27; Virginia Electric & Power Co. 2.10% + SOFR thereafter) 4.60% 12/01/48 60,000 79,240 2.39% 06/02/28 120,000 125,070 4.65% 08/15/43 100,000 127,255 Wells Fargo & Co. (2.41% Visa Inc. fixed rate until 10/30/24; 1.09% + SOFR thereafter) 2.00% 08/15/50 100,000 88,974 2.41% 10/30/25 90,000 94,024 2.15% 09/15/22 100,000 101,831 Wells Fargo & Co. (2.87% 4.30% 12/14/45 100,000 128,046 fixed rate until 10/30/29; VMware Inc. 1.43% + SOFR thereafter) 4.50% 05/15/25 100,000 111,714 2.88% 10/30/30 100,000 106,346 Vodafone Group PLC Wells Fargo & Co. (3.07% 4.38% 05/30/28 55,000 63,904 fixed rate until 04/30/40; 5.00% 05/30/38 100,000 127,431 2.53% + SOFR thereafter) 5.25% 05/30/48 50,000 66,569 3.07% 04/30/41 165,000 173,321 Vornado Realty LP Wells Fargo Bank NA 3.50% 01/15/25 50,000 53,286 3.55% 08/14/23 50,000 53,014 Vulcan Materials Co. Welltower Inc. 4.70% 03/01/48 50,000 63,497 3.63% 03/15/24 25,000 26,698 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value Westinghouse Air Brake Zoetis Inc. Technologies Corp. 3.00% 05/15/50 $ 70,000 $ 73,463 3.45% 11/15/26 $ 100,000 $ 107,491 99,480,653 Westlake Chemical Corp. 4.38% 11/15/47 50,000 58,737 Non-Agency Collateralized Mortgage Obligations - 0.2% Westpac Banking Corp. BANK 2017-BNK5 2.96% 11/16/40 100,000 99,968 3.13% 06/15/60 250,000 271,303 Westpac Banking Corp. BANK 2019-BNK20 (4.11% fixed rate until 07/24/29; 2.00% + 5 year 3.01% 09/15/62 50,000 54,517 CMT Rate thereafter) BANK 2019-BNK22 4.11% 07/24/34 100,000 110,507 2.98% 11/15/62 50,000 54,391 Westpac Banking Corp. BBCMS Mortgage Trust (4.32% fixed rate until 4.31% 12/15/51 50,000 58,371 11/23/26; 2.24% - 5 Year Benchmark Mortgage Trust US ISDA thereafter) 2.58% 04/15/54 150,000 158,059 4.32% 11/23/31 100,000 111,164 4.51% 05/15/53 400,000 472,133 Weyerhaeuser Co. CD 2017-CD6 Mortgage Trust 7.38% 03/15/32 100,000 144,368 3.46% 11/13/50 150,000 166,831 Whirlpool Corp. Citigroup Commercial 3.70% 05/01/25 50,000 54,694 Mortgage Trust Willis North America Inc. 4.03% 05/10/47 100,000 106,639 2.95% 09/15/29 85,000 89,926 Comm 2014-UBS2 Mortgage 3.88% 09/15/49 35,000 39,595 Trust 4.50% 09/15/28 50,000 57,788 3.96% 03/10/47 400,000 428,970 Wisconsin Electric Power Co. COMM 2015-LC19 Mortgage 4.30% 10/15/48 10,000 12,722 Trust Wisconsin Public Service 3.18% 02/10/48 150,000 160,707 Corp. CSAIL 2021-C20 Commercial 3.30% 09/01/49 20,000 21,649 Mortgage Trust WP Carey Inc. 2.80% 03/15/54 250,000 266,844 3.85% 07/15/29 50,000 55,930 GS Mortgage Securities Trust WR Berkley Corp. 2.78% 10/10/49 72,852 76,281 4.00% 05/12/50 20,000 23,469 3.97% 02/10/52 50,000 57,440 WRKCo Inc. JPMBB Commercial 4.20% 06/01/32 50,000 58,398 Mortgage Securities Trust Xcel Energy Inc. 3.41% 03/15/50 146,251 156,370 0.50% 10/15/23 80,000 80,178 3.76% 08/15/46 98,993 102,228 3.30% 06/01/25 50,000 53,759 3.80% 09/15/47 75,000 80,759 Xilinx Inc. Morgan Stanley Bank of America Merrill Lynch Trust 2.38% 06/01/30 100,000 102,791 2.86% 09/15/49 250,000 266,966 Zimmer Biomet Holdings Inc. Morgan Stanley Capital I 3.05% 01/15/26 100,000 107,635 Trust 3.70% 03/19/23 75,000 78,455 3.60% 12/15/49 150,000 165,812 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value UBS Commercial Mortgage 6.70% 01/26/36 $ 150,000 $ 205,929 Trust Government of Peru 4.07% 12/15/51 $ 100,000 $ 112,868 6.55% 03/14/37 147,000 203,535 Wells Fargo Commercial 7.35% 07/21/25 100,000 122,284 Mortgage Trust Government of 2.34% 08/15/54 350,000 361,271 2.46% 05/05/30 200,000 210,856 4.69% 10/15/45 220,000 225,106 2.95% 05/05/45 100,000 100,425 WFRBS Commercial Mortgage Trust 3.70% 03/01/41 100,000 110,528 4.02% 12/15/46 35,000 37,326 3.75% 01/14/29 100,000 114,049 WF-RBS COMMERCIAL Government of Poland MORTGAGE TRUST 3.25% 04/06/26 100,000 110,304 3.75% 09/15/57 250,000 269,962 Government of Uruguay 4,111,154 4.38% 01/23/31 100,000 117,922 4.50% 08/14/24 100,000 108,053 Sovereign Bonds - 0.3% 4.98% 04/20/55 100,000 131,879 Export Development Canada Japan Bank for International 2.50% 01/24/23 200,000 206,476 Cooperation Export-Import Bank of Korea 0.50% 04/15/24 200,000 200,044 1.13% 12/29/26 200,000 200,652 1.63% 10/17/22 200,000 203,132 FMS Wertmanagement 1.88% 04/15/31 200,000 206,720 2.75% 01/30/24 100,000 105,720 2.88% 07/21/27 100,000 109,772 Government of Chile Korea International Bond 3.13% 01/21/26 100,000 108,107 2.50% 06/19/29 100,000 107,670 3.50% 01/25/50 100,000 107,344 Province of Alberta Canada Government of Hungary 2.95% 01/23/24 150,000 159,010 5.38% 03/25/24 100,000 111,977 Province of Ontario Canada Government of Indonesia 0.63% 01/21/26 100,000 99,220 3.05% 03/12/51 100,000 99,317 1.60% 02/25/31 200,000 200,494 4.75% 02/11/29 100,000 118,168 3.05% 01/29/24 150,000 159,519 Government of Israel Province of Quebec Canada 2.88% 03/16/26 100,000 107,832 0.60% 07/23/25 200,000 199,226 3.88% 07/03/50 100,000 117,962 Svensk Exportkredit AB Government of Italy 1.63% 11/14/22 200,000 203,450 2.88% 10/17/29 100,000 105,535 The Korea Development Bank 5.38% 06/15/33 150,000 192,421 2.13% 10/01/24 100,000 104,927 Government of Mexico 6,007,193 4.35% 01/15/47 100,000 106,613 4.75% 03/08/44 102,000 114,850 Municipal Bonds and Notes - 0.2% 5.00% 04/27/51 100,000 116,681 Board of Regents of the University of Texas System 5.75% 10/12/10 172,000 210,081 4.79% 08/15/46 100,000 136,295 6.05% 01/11/40 130,000 165,892 Chicago O’Hare International Government of Panama Airport 3.75% 03/16/25 100,000 108,299 4.47% 01/01/49 100,000 131,648 4.50% 04/01/56 100,000 114,318 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Principal Fair Principal Fair Amount Value Amount Value Chicago Transit Authority 7.60% 11/01/40 $ 100,000 $ 177,334 Sales & Transfer Tax Texas Transportation Receipts Revenue Commission 6.90% 12/01/40 $ 75,000 $ 108,508 2.56% 04/01/42 80,000 81,091 Commonwealth of University of California Massachusetts 4.60% 05/15/31 100,000 118,868 4.50% 08/01/31 100,000 123,904 6.58% 05/15/49 100,000 154,698 Area Rapid Transit 5.02% 12/01/48 75,000 108,395 2,704,316 East Bay Municipal Utility Total Bonds and Notes District (Cost $425,316,499) 447,578,119 5.87% 06/01/40 100,000 147,835 Department of Number Water & Power of Shares 6.57% 07/01/45 100,000 165,564 Exchange Traded & Mutual Funds - 11.3% 6.60% 07/01/50 90,000 156,656 Invesco Optimum Yield Los Angeles Unified School Diversified Commodity District Strategy No K-1 ETF 2,806,734 56,218,882 5.76% 07/01/29 110,000 137,568 SPDR Portfolio Long Term Corporate Bond ETF 1,736,157 55,886,894 Municipal Electric Authority of Georgia SPDR Portfolio Long Term Treasury ETF 1,244,511 53,003,723 6.64% 04/01/57 122,000 186,630 Vanguard FTSE Europe ETF 666,118 46,461,731 New York City Water & Sewer System Total Exchange Traded & 6.01% 06/15/42 50,000 78,000 Mutual Funds (Cost $194,286,195) 211,571,230 New York State Dormitory Authority Total Investments in 3.14% 07/01/43 50,000 52,743 Securities (Cost $1,670,324,331) 1,848,060,917 New York State Urban Development Corp. -Term Investments - 2.4% 3.90% 03/15/33 25,000 28,230 State Street Institutional North Texas Tollway Authority U.S. Government Money Market Fund - Class G 6.72% 01/01/49 100,000 169,241 Shares 0.03% Port Authority of New York & (Cost $45,665,985) 45,665,985 45,665,985 New Jersey Total Investments 5.31% 08/01/46 200,000 221,596 (Cost $1,715,990,316) 1,893,726,902 Sales Tax Securitization Corp. Liabilities in Excess of 4.64% 01/01/40 25,000 30,717 Other Assets, net - (1.5)% (28,710,137) State Public Service Authority NET ASSETS - 100.0% $1,865,016,765 6.45% 01/01/50 50,000 81,626 State of California 2.50% 10/01/29 100,000 107,169 State Street Total Return V.I.S. Fund Schedule of Investments August 31, 2021 (Unaudited)

Other Information:

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

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

S&P 500 E-mini Index Futures September 2021 6 $1,297,138 $1,356,150 $ 59,012 E-mini Russell 2000 Index Futures September 2021 7 789,139 794,920 5,781 MSCI Emerging Markets Index Futures September 2021 34 2,258,123 2,208,640 (49,483) MSCI EAFE Mini Index Futures September 2021 81 9,492,826 9,523,575 30,749

$ 46,059

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.