The Fund had the following long futures contracts open at March 31, 2021: |
Description | Expiration Date | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||
MSCI EAFE Mini Index Futures | June 2021 | 25 | $2,742,282 | $2,740,000 | $(2,282) |
(a) | At March 31, 2021, all or a portion of this security was pledged to cover collateral requirements for futures. |
(b) | Non-income producing security. |
(c) | Pursuant to Rule 144A of the Securities Act of 1933, as amended, these securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2021, these securities amounted to $4,080,033 or 2.03% of the net assets of the Elfun International Equity Fund. These securities have been determined to be liquid using procedures established by the Fund's Board of Trustees. |
(d) | Coupon amount represents effective yield. |
(e) | Sponsored by SSGA Funds Management, Inc., the Fund’s investment adviser and administrator, and an affiliate of State Street Bank & Trust Co., the Fund’s sub-administrator, custodian and accounting agent. |
† | Percentages are based on net assets as of March 31, 2021. |
Abbreviations: |
ADR - American Depositary Receipt |
Fund | Investments | Level 1 | Level 2 | Level 3 | Total | |||||
Elfun International Equity Fund | Investments in Securities | |||||||||
Common Stock | $195,058,100 | $— | $— | $195,058,100 | ||||||
Short-Term Investments | 4,944,156 | — | — | 4,944,156 | ||||||
Total Investments in Securities | $200,002,256 | $— | $— | $200,002,256 | ||||||
Other Financial Instruments | ||||||||||
Long Futures Contracts - Unrealized Depreciation | $(2,282) | $— | $— | $(2,282) |
Sector | Percentage (based on Fair Value) | ||
Pharmaceuticals | 8.08% | ||
Diversified Banks | 7.08% | ||
Semiconductor Equipment | 5.22% | ||
Life & Health Insurance | 4.97% | ||
Packaged Foods & Meats | 4.85% | ||
Building Products | 4.76% |
Sector | Percentage (based on Fair Value) | ||
Electrical Components & Equipment | 4.32% | ||
Apparel, Accessories & Luxury Goods | 4.12% | ||
Apparel Retail | 4.06% | ||
Personal Products | 3.21% | ||
Application Software | 3.02% | ||
Industrial Gases | 2.71% | ||
Integrated Oil & Gas | 2.58% | ||
Semiconductors | 2.53% | ||
Healthcare Supplies | 2.44% | ||
Trading Companies & Distributors | 2.44% | ||
Human Resource & Employment Services | 2.30% | ||
Aerospace & Defense | 2.26% | ||
Electronic Equipment & Instruments | 2.22% | ||
Specialty Chemicals | 2.05% | ||
Data Processing & Outsourced Services | 2.04% | ||
Electronic Components | 1.98% | ||
Diversified Metals & Mining | 1.93% | ||
Construction Materials | 1.88% | ||
Movies & Entertainment | 1.86% | ||
Multi-Line Insurance | 1.80% | ||
Financial Exchanges & Data | 1.74% | ||
Construction Machinery & Heavy Trucks | 1.66% | ||
Wireless Telecommunication Services | 1.59% | ||
Property & Casualty Insurance | 1.54% | ||
Industrial Machinery | 1.17% | ||
Security & Alarm Services | 1.14% | ||
Asset Management & Custody Banks | 1.07% | ||
Internet & Direct Marketing Retail | 0.58% | ||
Healthcare Services | 0.33% | ||
97.53% |
Short-Term Investments | |||
Short-Term Investments | 2.47% | ||
100.00% |
Affiliate Table |
Number of Shares Held at 12/31/20 | Value at 12/31/20 | Cost of Purchases | Proceeds from Shares Sold | Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Number of Shares Held at 3/31/21 | Value at 3/31/21 | Dividend Income | |||||||||
State Street Institutional U.S. Government Money Market Fund, Class G Shares | 1,981,767 | $1,981,767 | $3,983,998 | $3,502,164 | $— | $— | 2,463,601 | $2,463,601 | $172 | ||||||||
State Street Institutional Treasury Money Market Fund - Premier Class | 1,998,676 | 1,998,676 | 3,984,043 | 3,502,164 | — | — | 2,480,555 | 2,480,555 | 39 | ||||||||
TOTAL | $3,980,443 | $7,968,041 | $7,004,328 | $— | $— | $4,944,156 | $211 |