Form N-CEN SPDR SERIES TRUST For: Jun 30
X0201 N-CEN LIVE 0001064642 XXXXXXXX 811-08839 false false false N-1A true SPDR SERIES TRUST 811-08839 0001064642 5493004JVD6CQEEJSS37 One Iron Street Boston 02210 US-MA US 617-664-8594 State Street Bank and Trust Company 1 Lincoln Street Boston 02111 617-786-3000 Records related to its functions as custodian, sub-administrator, accounting agent and transfer agent N N N-1A 81 Y Clare S. Richer 000000000 N Bonny E. Boatman 000000000 N Frank Nesvet 000000000 N Dwight D. Churchill 000000000 N James E. Ross 004309272 Y Sandra G. Sponem 000000000 N Carl G. Verboncoeur 000000000 N Brian Harris 005599152 One Iron Street Boston 02210 XXXXXX N N N N N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 Y N Ernst & Young LLP 42 254900H1VLSDPE6LJK37 N N N N N SPDR S&P Kensho Final Frontiers ETF S000063361 549300WYR6KJ2B9XI778 Y 1 1 0 Exchange-Traded Fund N N -0.04620000 -0.46140000 0.05290000 0.05300000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 43.85000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 0.01000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 0.53000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 0.09000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 131.34000000 175.82000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1115.06000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 89337.38000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 626818.47000000 717270.91000000 N 3000529.19000000 N N N SPDR(R) Bloomberg Barclays International Treasury Bond ETF S000018782 549300XTV2KNHC0UDP69 N 1 0 0 Exchange-Traded Fund N N -0.39390000 -0.74460000 0.48020000 0.48020000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N N UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Banka Slovenija d.d. 549300O2UN9JLME31F08 SI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Joint Stock Company Commercial Bank Citibank CHSQDSVI1UI96Y2SW097 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch) 25490016G0WR60ANOK04 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch) 7LTWFZYICNSX8D621K86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Malaysia Berhad 549300JTJBG2QBI8KD48 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Itau CorpBanca 549300DDPTTIZ06NIV06 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) Ceskoslovenska obchodni banka, a. s. Q5BP2UEQ48R75BOTCB92 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. (Bratislava, Bratislavsky, SK, Branch) KR6LSKV3BTSJRD41IF75 SK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA Y Y Self - rule 17f-2 (17 CFR 270.17f-2) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Self - rule 17f-2 (17 CFR 270.17f-2) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch) 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE Y Y Self - rule 17f-2 (17 CFR 270.17f-2) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Societa per Azioni 529900SS7ZWCX82U3W60 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong And Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Standard Bank of South Africa Limited QFC8ZCW3Q5PRXU1XTM60 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 75090806.45000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 36800161.66000000 SMBC Nikko Securities America, Inc. 8-43852 000028602 6PJDTY319315T5LR2241 45949341.10000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 29215618.19000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 37832966.86000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 258959007.95000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 204057320.62000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 562471860.38000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 50992197.18000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 35434127.62000000 1549766964.67000000 N 1145971461.76000000 Committed 500000000.00000000 N N N SPDR(R) Portfolio Short Term Treasury ETF S000019665 549300CVHDNMTIUMZ693 N 1 0 0 Exchange-Traded Fund N N -0.00920000 -0.07050000 0.11330000 0.11330000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 12315750.17307692 8573.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 TD Securities (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 31088654.73000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 338237750.49000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 238443853.65000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 89951370.48000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 405825362.53000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 167369208.83000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 79927452.63000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 250553925.62000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 865877277.57000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 46689609.38000000 2608882551.49000000 N 817517336.37000000 N N N SPDR Portfolio S&P 500 High Dividend ETF S000050968 549300PQC2CS3IA6B871 N 1 0 0 Exchange-Traded Fund N N -0.31750000 -0.38890000 0.05700000 0.05700000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 43787137.28307692 376573.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1143.31000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1133.20000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 757.16000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 713.52000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 632.91000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 685.80000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 124767.21000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 591.32000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 8447.19000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 680.52000000 142371.66000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 173373117.18000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 70050701.80000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 220100541.03000000 464129262.96000000 N 1076373983.06000000 N N N SPDR ICE BofAML Broad High Yield Bond ETF S000036938 549300B3SM8J1H4W2052 N 1 0 0 Exchange-Traded Fund N N -0.35930000 -0.62140000 0.56840000 0.56840000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 2401223.91461538 14421.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y Y N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 6912645.57000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 3369267.73000000 Jane Street Execution Services, LLC 8-69254 000167280 549300HXJLXCPDWAH070 14475952.39000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 3962619.38000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 15950044.34000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 23224225.32000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 10695391.92000000 Millennium Advisors, LLC 8-6834 000151236 254900E1P6Z2XZYSA163 6284775.91000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 29303141.35000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 29228870.21000000 163649719.91000000 N 69830600.58000000 Committed 500000000.00000000 N N N SPDR(R) S&P(R) Pharmaceuticals ETF S000012321 549300YVZ2R8N1KQH698 N 1 0 0 Exchange-Traded Fund N N 0.69050000 0.33830000 0.11150000 0.11160000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 38258303.21923077 268894.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 459.28000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 21616.40000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 14194.89000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 8876.55000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 39.70000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 83.25000000 Cabrera Capital Markets LLC 8-26406 000010081 254900BIRJU76JRBK985 60.75000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 38.96000000 National Financial Services Corporation 8-26740 000013041 549300EJM5SBRQSYKC50 104.75000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 1159.95000000 46663.34000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 20246353.82000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 31294309.32000000 51540663.14000000 N 288606355.95000000 N N N SPDR SSGA US Small Cap Low Volatility Index ETF S000039795 5493000HR5YXNE4QNM46 N 1 0 0 Exchange-Traded Fund Y Y 0.55560000 0.43380000 0.06780000 0.06780000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 16228863.57923076 66808.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 123.28000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 82.91000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 215.04000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 294.53000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 119.83000000 Scotia Capital (USA) Inc. 8-3716 000002739 549300BLWPABP1VNME36 134.64000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 48178.13000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 231.20000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 3773.35000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 318.09000000 53585.86000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 28638153.95000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 43922929.87000000 72561083.82000000 N 205923308.38000000 N N N SPDR(R) Bloomberg Barclays TIPS ETF S000017330 5493005MJ79DAO7AOD07 N 1 0 0 Exchange-Traded Fund N N 0.12620000 -0.02530000 0.06740000 0.06740000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 1090485.16846153 7063.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 29919090.79000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 470478604.06000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 17207641.69000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 207021462.04000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 444044684.41000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 60921502.78000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 203213844.78000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 10951499.93000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 64365040.30000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 79535466.65000000 1614030637.73000000 N 1496031853.31000000 N N N SPDR(R) Dow Jones REIT ETF S000006976 54930077YVRJPO64VF50 N 1 0 0 Exchange-Traded Fund N N -0.65340000 -0.90520000 0.07450000 0.07450000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 27042233.32538461 90567.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 1273.26000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 10000.25000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 2874.49000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 17342.03000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 3182.63000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 9634.75000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2562.18000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 13363.94000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 4906.58000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1302.75000000 72217.07000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 60401191.68000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 36191986.02000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 450598776.38000000 547191954.08000000 N 2598955831.56000000 N N N SPDR(R) S&P Insurance ETF S000006979 5493000JPXJASDQETJ56 N 1 0 0 Exchange-Traded Fund N N 0.11830000 -0.23350000 0.04440000 0.04450000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Scotia Capital (USA) Inc. 8-3716 000002739 549300BLWPABP1VNME36 101.89000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 20470.23000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 8.25000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 6390.68000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 6.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 12104.70000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 54.00000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 796.78000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 617.35000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 9.00000000 40570.43000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 141610130.99000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 25133926.25000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 20331440.61000000 187075497.85000000 N 766930889.59000000 N N N SPDR Portfolio Aggregate Bond ETF S000017334 549300E2D1JKWI3P9D54 N 1 0 0 Exchange-Traded Fund N N -0.04460000 -0.08600000 0.17990000 0.17990000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 27530489.07230769 99401.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N N Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Clearstream Banking S.A. 549300OL514RA0SXJJ44 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 681012164.84000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 814156769.42000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 314172600.31000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1494783909.80000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1733509878.78000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 204389364.82000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 1570313281.90000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 514589237.10000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 911467584.83000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 236993191.99000000 8989795479.96000000 N 3452151371.40000000 Committed 500000000.00000000 N N N SPDR(R) S & P 600 Small Cap Growth ETF S000006990 549300LKXS11U5S11F10 N 1 0 0 Exchange-Traded Fund N N 1.10570000 0.95400000 0.06000000 0.06000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 155104398.95153847 715516.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 6953.41000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 5069.63000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 473393.94000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 3689.25000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 11451.27000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 1562.28000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1919.72000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 21816.54000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2075.50000000 Cabrera Capital Markets LLC 8-26406 000010081 254900BIRJU76JRBK985 1312.75000000 533055.04000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 42089822.08000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 171290774.55000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 85308287.23000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 198038869.20000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 32243408.58000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 8542858.22000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 119288947.55000000 656802967.41000000 N 2000454466.23000000 N N N SPDR(R) S&P Regional Banking(SM) ETF S000012325 549300EFWJBKUN6WJX52 N 1 0 0 Exchange-Traded Fund N N 1.02510000 0.67290000 0.06430000 0.06450000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 85683379.87230769 127111.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 765.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 32905.25000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 42506.75000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 5754.87000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 3268.61000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4280.53000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1977.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 213399.45000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 672.75000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 1007.25000000 309232.46000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 192342482.92000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 265373061.56000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 37001.86000000 457752546.34000000 N 3603351122.18000000 N N N SPDR(R) S & P 600 Small Cap ETF S000006989 5493007OO1K0YLD9NV09 N 1 0 0 Exchange-Traded Fund N N 1.00380000 0.85210000 0.03870000 0.03870000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 86439012.86538461 445388.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1892.11000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2339.47000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 2405.48000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 6967.64000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 17026.99000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 2074.51000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 5009.78000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 3303.35000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 8018.90000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 1688.18000000 54813.37000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 10664488.85000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 6544910.81000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 17646273.67000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 37748776.16000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 119882824.39000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 15393.68000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 37689971.17000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 12052583.47000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 59526.46000000 243035871.86000000 N 1185843001.32000000 N N N SPDR MSCI USA StrategicFactors ETF S000048346 5493000KV6EWZ4X3E691 N 1 0 0 Exchange-Traded Fund N N 0.22130000 0.07000000 0.06320000 0.06330000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 2500821.74615384 10365.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 29.16000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 86.46000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 66.25000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 89.10000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 74.16000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 40.94000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 706.51000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 40.93000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4523.88000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 34.28000000 5794.95000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 7434353.63000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 16871506.88000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 21670220.13000000 45991167.39000000 N 175108389.66000000 N N N SPDR(R) S&P(R) Transportation ETF S000012324 549300NEBH6N1XRC0E14 N 1 0 0 Exchange-Traded Fund N N 0.91020000 0.55810000 0.10990000 0.11000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 7444567.64692307 14269.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 4619.57000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 984.75000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 39.00000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 14.25000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 4860.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 16.50000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 18.75000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 9.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 27.00000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 16.50000000 10628.57000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 5291727.00000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 15231459.77000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 11458281.07000000 31981467.84000000 N 183153832.21000000 N N N SPDR(R) Bloomberg Barclays Emerging Markets Local Bond ETF S000022631 549300UZIXAGB0EPMT96 N 1 0 0 Exchange-Traded Fund N N -1.31500000 -1.69970000 1.18390000 1.18600000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y Y N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Global Advisors Limited 801-66610 000112861 8KEPZEVXKHU6G2R0SD14 Y GB N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N The Hongkong And Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Ceskoslovenska obchodni banka, a. s. Q5BP2UEQ48R75BOTCB92 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Malaysia Berhad 549300JTJBG2QBI8KD48 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Privredna Banka Zagreb - Dionicko Drustvo 549300ZHFZ4CSK7VS460 HR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Cairo, Cairo, EG, Branch) E57ODZWZ7FF32TWEFA76 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Stanbic IBTC Bank PLC 549300NIVXF92ZIOVW61 NG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch) 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Egypt S.A.E 2138001Q77JDLESS4Y50 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) Itau CorpBanca 549300DDPTTIZ06NIV06 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Bucharest, Bucharest, RO, Branch) N1FBEDJ5J41VKZLO2475 RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) 7LTWFZYICNSX8D621K86 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Ciudad Autonoma de Buenos Aires, Ciudad Autonoma de Buenos Aires, AR, Branch) E57ODZWZ7FF32TWEFA76 AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Standard Bank of South Africa Limited QFC8ZCW3Q5PRXU1XTM60 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 106006405.02000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 123664498.01000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 25947375.54000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 30327606.13000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 99653338.31000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 470248246.29000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 33458079.51000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 21276404.31000000 Standard Chartered Securities (North America) LLC 8-66397 000130847 5493003GCX71N8988W38 44635416.95000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 163895062.19000000 1285888814.20000000 N 643001279.99000000 Committed 500000000.00000000 N N N SPDR(R) Bloomberg Barclays Mortgage Backed Bond ETF S000022922 549300RAN9OO0VDPBS19 N 1 0 0 Exchange-Traded Fund N N -0.07930000 -0.14210000 0.23000000 0.23000000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y Y N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 57374042.84000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 88820153.18000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 69845074.69000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 59298226.90000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 26297574.52000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 235009885.29000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 315003716.80000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 65987385.99000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 165110083.13000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 348730603.79000000 1506526781.82000000 N 233535339.67000000 Committed 500000000.00000000 N N N SPDR Portfolio Intermediate Term Corporate Bond ETF S000022923 549300V0LZHF2UQ4WK69 N 1 0 0 Exchange-Traded Fund N N -0.11540000 -0.18680000 0.20050000 0.20050000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 82784425.93846154 206013.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Deutsche Bank Aktiengesellschaft (Eschborn, Hessen, DE, Branch) 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 862174803.28000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 464623043.28000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 2023103897.80000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 360297267.28000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 128502081.84000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 364551301.10000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 5260822454.31000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 2056389056.11000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 225812710.83000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 1151770211.63000000 13659192780.29000000 N 3997266246.28000000 Committed 500000000.00000000 N N N SPDR(R) Bloomberg Barclays 1-3 Month T-Bill ETF S000017326 549300GQCVCME1YJ6B50 N 1 0 0 Exchange-Traded Fund N N -0.00270000 -0.13860000 0.12950000 0.12950000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 4302988658.45000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 15460408250.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 15748488231.74000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 15071637894.05000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 12434014104.02000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 32031744.95000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 18493024028.61000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 288729768.72000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 15794385938.71000000 97625708619.75000000 N 6493431270.04000000 N N N SPDR FactSet Innovative Technology ETF S000051577 549300QKQUSG5PA4JL78 N 1 0 0 Exchange-Traded Fund N N 1.58850000 1.13720000 0.15390000 0.15390000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 10661373.67769230 64655.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 102.06000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 3.91000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 201.85000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3.66000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 17956.89000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 55.01000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 7.84000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 52.10000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 5.25000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 2.53000000 18400.90000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 11460141.13000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 9639919.09000000 21100060.22000000 N 66272712.31000000 N N N SPDR Portfolio S&P 500 Value ETF S000006985 549300Q000TDS51V8H46 N 1 0 0 Exchange-Traded Fund N N -0.04450000 -0.08600000 0.04740000 0.04740000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 13750563.42000000 18908.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Trust Company Canada 549300L71XG2CTQ2V827 CA Y Y Self - rule 17f-2 (17 CFR 270.17f-2) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1397.65000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 816.33000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 990.24000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3037.25000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 1368.82000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 771.11000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 553.71000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 271.50000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 287.63000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 179764.27000000 190675.76000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 4413410.27000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 380880425.64000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 234714829.15000000 620532064.61000000 N 2191293724.18000000 N N N SPDR S&P Kensho Smart Mobility ETF S000059701 549300J3VO1AH60DFH79 N 1 0 0 Exchange-Traded Fund N N 0.38780000 -0.07470000 0.15060000 0.15060000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 4.42000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 7.93000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 8.55000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 17.84000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2175.72000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 5.95000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 7.89000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 32.65000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 44.53000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 36.76000000 2352.81000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 1091.79000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2298636.60000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1042182.74000000 3341911.13000000 N 6139782.82000000 N N N SPDR Portfolio Mid Cap ETF S000006986 549300TKUU0ZLRVSLJ96 N 1 0 0 Exchange-Traded Fund N N 0.42730000 0.37570000 0.04500000 0.04500000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 83901809.44538464 261813.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 3759.66000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2586.92000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 834.09000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 339.04000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 991.56000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 357.97000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 875.80000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1181.65000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 5961.91000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 3216.10000000 21099.43000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3267254.28000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 220080.72000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 19204.91000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 28008005.06000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 6480800.06000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 23139423.36000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 141028549.62000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 5280.18000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 6548146.10000000 208930517.09000000 N 1203423519.42000000 N N N SPDR(R) S&P(R) Retail ETF S000012322 549300HHG63HQV071458 N 1 0 0 Exchange-Traded Fund N N 0.09910000 -0.25280000 0.04920000 0.04930000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 48253019.82384615 989316.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 447.55000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 371.28000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 67178.79000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 327.35000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 22558.36000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 651.24000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 645.91000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 13234.37000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 7542.92000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 187.62000000 114229.62000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 9727.38000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 81069823.28000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 5467.50000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 899283.11000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 57082081.55000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 29512.02000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 31818.20000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1058584.14000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 507386.33000000 140693683.51000000 N 487493598.97000000 N N N SPDR(R) S&P(R) Metals & Mining ETF S000012333 5493008LMBT3IECLIE27 N 1 0 0 Exchange-Traded Fund N N -0.09080000 -0.44310000 0.07610000 0.07630000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 94112620.74538462 255042.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 600.75000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 2448.86000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 395.25000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 27414.53000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 498.00000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 290.25000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1914.75000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 14243.75000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 1276.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 26137.00000000 76415.90000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 49132625.90000000 49132625.90000000 N 598636816.13000000 N N N SPDR(R) Global Dow ETF S000006975 549300PK19O19RLNLJ50 N 1 0 0 Exchange-Traded Fund N N -0.05360000 -0.55540000 0.78370000 0.78370000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 2064474.73153846 19914.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Self - rule 17f-2 (17 CFR 270.17f-2) Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch) 7LTWFZYICNSX8D621K86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) 7LTWFZYICNSX8D621K86 PK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch) 7LTWFZYICNSX8D621K86 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Standard Bank of South Africa Limited QFC8ZCW3Q5PRXU1XTM60 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE Y Y Self - rule 17f-2 (17 CFR 270.17f-2) Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA Y Y Self - rule 17f-2 (17 CFR 270.17f-2) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Societa per Azioni 529900SS7ZWCX82U3W60 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch) 25490016G0WR60ANOK04 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 24.85000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 4357.27000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 31.67000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 26.29000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 106.48000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 62.69000000 Exane 8-49569 000041784 969500UP76J52A9OXU27 FR 44.57000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 45.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 22.01000000 Commonwealth Bank of Australia 8-66998 000136321 MSFSBD3QN1GSN7Q6C537 AU 42.72000000 4902.48000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 26900849.19000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 19626656.21000000 46527505.40000000 N 91833344.63000000 N N N SPDR Bloomberg Barclays 1-10 Year TIPS ETF S000040742 549300SS31WHLX0B1I97 N 1 0 0 Exchange-Traded Fund N N 0.04490000 -0.10670000 0.07000000 0.07000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split N/A 1351.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 60176471.69000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 26823311.63000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 20540322.96000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 7417448.13000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 68805534.94000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 6574702.49000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 2546092.55000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 19924187.52000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 46468418.75000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 71278999.86000000 335417277.35000000 N 305642317.34000000 N N N SPDR(R) S&P(R) Oil & Gas Exploration & Production ETF S000012319 5493001H1FSSB667C124 N 1 0 0 Exchange-Traded Fund N N -1.08920000 -1.44120000 0.07270000 0.07280000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 275961081.90384614 2416762.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 69397.17000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 113554.39000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 666.00000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 110621.51000000 National Financial Services Corporation 8-26740 000013041 549300EJM5SBRQSYKC50 1451.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 8962.48000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 115295.85000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 12065.02000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 26034.69000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 792.75000000 462038.11000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 3555421.14000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 86075886.08000000 89631307.22000000 N 2545300904.21000000 N N N SPDR Dorsey Wright Fixed Income Allocation ETF S000053038 549300XL7BCUKWK3TU09 N 1 0 0 Exchange-Traded Fund Fund of Funds N N 0.22460000 0.04270000 0.17450000 0.17450000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 33532727.75615384 368120.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 39.50000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 27.00000000 National Financial Services Corporation 8-26740 000013041 549300EJM5SBRQSYKC50 96.25000000 Mischler Financial Group, Inc. 8-48067 000037818 2549004IPXPSM9EJFC92 41.00000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 15530.14000000 15733.89000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 2061643.99000000 2061643.99000000 N 123376578.46000000 N N N SPDR Bloomberg Barclays Corporate Bond ETF S000031836 549300TAUX1W391UBA63 N 1 0 0 Exchange-Traded Fund N N -0.11420000 -0.17880000 0.29350000 0.29350000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 1374139.85000000 2582.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 24884477.57000000 Millennium Advisors, LLC 8-6834 000151236 254900E1P6Z2XZYSA163 2310325.92000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 1902355.47000000 Jane Street Execution Services, LLC 8-69254 000167280 549300HXJLXCPDWAH070 4691228.74000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 2171977.09000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 48594169.58000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 10949657.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 10936140.73000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 10930916.22000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4101216.49000000 129668465.82000000 N 45340942.28000000 Committed 500000000.00000000 N N N SPDR Bloomberg Barclays Investment Grade Floating Rate ETF S000034874 549300QJ0FR0L0XRBI28 N 1 0 0 Exchange-Traded Fund N N -0.08050000 -0.23210000 0.17660000 0.17700000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 54546640.43692308 101165.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 2805889539.92000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 68556039.85000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 735219299.27000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 173454480.61000000 TD Securities (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 126755024.33000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 894039977.87000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 117868141.73000000 Mizuho Securities USA LLC 8-37710 000019647 7TK5RJIZDFROZCA6XF66 92211747.94000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1346594984.23000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 148938139.77000000 6999263427.29000000 N 4050555316.70000000 Committed 500000000.00000000 N N N SPDR S&P Kensho New Economies Composite ETF S000063362 549300KEUQ5Q8PC88Y95 Y 1 1 0 Exchange-Traded Fund N N -0.11240000 -0.29950000 0.08120000 0.08120000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 12.66000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1.39000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 72.73000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 0.76000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 6960.95000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 18.70000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 4.01000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 6.77000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 3.83000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 1240.65000000 8324.15000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1505.61000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 671516.62000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 5665732.82000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 580175.50000000 6935276.80000000 N 9737647.13000000 N N N SPDR(R) S&P Capital Markets ETF S000006978 549300BBJPWNKDPREW36 N 1 0 0 Exchange-Traded Fund N N 0.86820000 0.51550000 0.16850000 0.16860000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 3207689.56615384 4807.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 170.39000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 454.82000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 610.77000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 8.00000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 6.98000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 451.91000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2492.53000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 236.66000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 19.46000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 9.10000000 4475.43000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 12021584.30000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 6291759.10000000 18313343.40000000 N 73010322.74000000 N N N SPDR(R) FTSE International Government Inflation-Protected Bond ETF S000018783 5493002X18ZM866TLJ34 N 1 0 0 Exchange-Traded Fund N N -0.66560000 -1.16860000 0.66370000 0.66370000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong And Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Standard Bank of South Africa Limited QFC8ZCW3Q5PRXU1XTM60 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE Y Y Self - rule 17f-2 (17 CFR 270.17f-2) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA Y Y Self - rule 17f-2 (17 CFR 270.17f-2) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Societa per Azioni 529900SS7ZWCX82U3W60 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch) 25490016G0WR60ANOK04 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Itau CorpBanca 549300DDPTTIZ06NIV06 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Self - rule 17f-2 (17 CFR 270.17f-2) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch) 7LTWFZYICNSX8D621K86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Itau Uruguay S.A. 549300HU8OQS1VTVXN55 UY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 Societe Generale N/A 000000000 O2RNE8IBXP4R0TD8PU41 FR 16807470.51000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 46486821.83000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 43453153.69000000 The Bank of Nova Scotia N/A 000000000 L3I9ZG2KFGXZ61BMYR72 CA 16691869.65000000 RBS Collective Investment Funds Limited N/A 000163176 213800IGJ7W18TSDE672 GB 18629551.20000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 28315210.46000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 88289659.63000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 61780937.57000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 42279172.59000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 16906086.50000000 531040074.33000000 N 471540841.46000000 Committed 500000000.00000000 N N N SPDR(R) Nuveen Bloomberg Barclays Short Term Municipal Bond ETF S000017327 549300YOXXYNLG9ZCS82 N 1 0 0 Exchange-Traded Fund N N 0.01660000 -0.18490000 0.38370000 0.38370000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N Nuveen Asset Management, LLC 801-71957 000155584 549300W218VXB0L5EY14 N N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 245768118.30000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 188401801.55000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 337390721.25000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 75218936.65000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 122850421.10000000 Siebert, Cisneros, Shank & Co., L.L.C. 8-49877 000042568 254900VTARX8RAY9QK77 259119189.17000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 361280021.85000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 175779553.44000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 95150555.35000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1140238827.86000000 3350214280.12000000 N 3645064888.51000000 Committed 500000000.00000000 N N N SPDR(R) S&P Bank ETF S000006977 549300WRV3OCU6OV1X49 N 1 0 0 Exchange-Traded Fund N N 0.95640000 0.60420000 0.07010000 0.07040000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 81453716.80846153 168701.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3406.75000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 1439.25000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 770.25000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 2778.73000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 23193.25000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 78014.25000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 871.50000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 2509.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 839.25000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 167251.25000000 283994.48000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 44212799.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 208046341.90000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 180099394.44000000 432358535.34000000 N 2778493376.74000000 N N N SPDR S&P Internet ETF S000054130 549300EWA1PPL2GSL870 N 1 0 0 Exchange-Traded Fund N N 1.71590000 1.36450000 0.14440000 0.14440000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 10462616.36000000 197106.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 148.19000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 21527.70000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1.36000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1.55000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 418.98000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4190.71000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 7.99000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 1.28000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 4.40000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 1.57000000 26306.37000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 4304183.10000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 8030621.62000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3594091.91000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 5774257.76000000 21703154.39000000 N 48097388.44000000 N N N SPDR(R) S&P(R) Telecom ETF S000012323 549300HDKY7AYIBLN989 N 1 0 0 Exchange-Traded Fund N N 0.88790000 0.53590000 0.06550000 0.06560000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 13838413.98384614 266442.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 16830.21000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 174.36000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 281.52000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 97.50000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 303.75000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 3140.49000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 141.75000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 947.25000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 14293.75000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 99.00000000 36849.28000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 9305011.37000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 11059854.70000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 21629705.60000000 41994571.67000000 N 123119656.32000000 N N N SPDR SSGA US Large Cap Low Volatility Index ETF S000039794 549300MJKU3HR8WPP084 N 1 0 0 Exchange-Traded Fund Y Y 0.13060000 0.00940000 0.03980000 0.03980000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 3527376.04846153 12294.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 78.02000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 181.89000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 12.02000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 26.21000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 10.02000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 22425.36000000 Weeden & Co. L.P. 8-37267 000016835 549300OYBLKSN8M8EW67 15.40000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 23.11000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 8.94000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 13.43000000 22829.18000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 16844232.91000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 58875855.33000000 75720088.24000000 N 241118985.71000000 N N N SPDR(R) S&P(R) Homebuilders ETF S000010019 549300MSE80LL1UJS132 N 1 0 0 Exchange-Traded Fund N N -0.13820000 -0.49010000 0.04770000 0.04780000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 49234440.08230770 133849.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 13880.20000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 17.85000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 883.59000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 17.25000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 15.75000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 4872.40000000 Weeden & Co. L.P. 8-37267 000016835 549300OYBLKSN8M8EW67 32.25000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 4669.53000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 21.00000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 37.50000000 24469.07000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 52746183.51000000 52746183.51000000 N 705064381.71000000 N N N SPDR(R) Bloomberg Barclays Convertible Securities ETF S000022925 549300IXKU3G7R6DMX93 N 1 0 0 Exchange-Traded Fund N N -0.28840000 -0.69000000 1.11690000 1.11690000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 154392639.47230770 1582254.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 17e-1 (17 CFR 270.17e-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 3.77000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 9750.00000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 9750.00000000 19503.77000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 453828868.45000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 276820304.97000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 132492947.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 469174949.81000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 520123032.25000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1045694779.30000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 3350195514.37000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 307644989.76000000 Oppenheimer & Co. Inc. 8-4077 000000249 254900VH02JQR2L8XD64 58811540.55000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 167172681.31000000 6920278080.56000000 N 4224610357.39000000 Committed 500000000.00000000 N N N SPDR(R) Nuveen S&P(R) High Yield Municipal Bond ETF S000028870 54930036TY0W1EQHEK50 N 1 0 0 Exchange-Traded Fund N N 0.23160000 -0.11380000 0.38580000 0.38580000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y Y N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N Nuveen Asset Management, LLC 801-71957 000155584 549300W218VXB0L5EY14 N N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 15716314.40000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 21887289.54000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 252232018.90000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 266912712.19000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 17681178.68000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 275987877.94000000 Davidson DA & Company Inc 8-2399 000000199 00000000000000000000 7986688.60000000 SumRidge Partners, LLC 8-68454 000152437 529900ECMK8VI6Q1FG89 8848032.20000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 48637457.42000000 STIFEL NICOLAUS & CO INC. 8-1447 000000793 5WUVMA08EYG4KEUPW589 16345776.85000000 1012790619.07000000 N 662549790.91000000 Committed 500000000.00000000 N N N SPDR S&P 1500 Momentum Tilt ETF S000033832 549300NWI9BNQYU67S03 N 1 0 0 Exchange-Traded Fund N N 0.45850000 0.33690000 0.07570000 0.07570000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 474720.21615384 917.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 11.57000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 13.11000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 320.60000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 30.10000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 25.02000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2107.51000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 20.91000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 112.35000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 307.49000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 12.64000000 2997.46000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 2944460.79000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 20.81000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 6427629.04000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 36.52000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 5754358.77000000 15126797.63000000 N 39245894.66000000 N N N SPDR S&P 500(R) Buyback ETF S000048056 549300CZDZMLZPJXNQ13 N 1 0 0 Exchange-Traded Fund N N 0.37530000 0.02360000 0.04400000 0.04410000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 451032.28307692 639.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 100.58000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 79.82000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 82.90000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 71.17000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 105.70000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 124.70000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 245.42000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 124.91000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 114.38000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2104.48000000 3353.53000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 3084499.57000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1351709.12000000 4436208.69000000 N 22253188.43000000 N N N SPDR S&P Kensho Intelligent Structures ETF S000059700 549300NU6BFND7H5CN84 N 1 0 0 Exchange-Traded Fund N N -0.33500000 -0.79650000 0.09120000 0.09120000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 774.88000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 5.24000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 0.02000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 0.01000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 0.82000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 0.45000000 Weeden & Co. L.P. 8-37267 000016835 549300OYBLKSN8M8EW67 0.17000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 15.61000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 6.17000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 12.42000000 815.79000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 1238.16000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2084809.55000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 703783.94000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1426.44000000 2791258.09000000 N 6622026.07000000 N N N SPDR(R) Bloomberg Barclays International Corporate Bond ETF S000028947 549300V3SXQ5D61UEN24 N 1 0 0 Exchange-Traded Fund N N -0.59700000 -1.09230000 0.76400000 0.76400000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A 48500.74230769 335.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Global Advisors Limited 801-66610 000112861 8KEPZEVXKHU6G2R0SD14 Y GB N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE Y Y Self - rule 17f-2 (17 CFR 270.17f-2) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Self - rule 17f-2 (17 CFR 270.17f-2) The Standard Bank of South Africa Limited QFC8ZCW3Q5PRXU1XTM60 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch) 7LTWFZYICNSX8D621K86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA Y Y Self - rule 17f-2 (17 CFR 270.17f-2) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Itau CorpBanca 549300DDPTTIZ06NIV06 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Societa per Azioni 529900SS7ZWCX82U3W60 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 Mizuho Securities USA LLC 8-37710 000019647 7TK5RJIZDFROZCA6XF66 5796806.53000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 3528166.10000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 3036219.70000000 Societe Generale N/A 000000000 O2RNE8IBXP4R0TD8PU41 FR 4348978.36000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 5472843.99000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 4813388.43000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 60412922.25000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 18086651.09000000 Credit Agricole CIB Global Banking N/A 000000000 969500LN7IULHHUAX157 FR 3374862.56000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 3067332.11000000 143992116.53000000 N 185607020.82000000 Committed 500000000.00000000 N N N SPDR Portfolio Total Stock Market ETF S000006973 549300JAJ4RW35D8TD75 N 1 0 0 Exchange-Traded Fund Y Y 0.56380000 0.53210000 0.10370000 0.10290000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 58379505.95923075 309858.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Self - rule 17f-2 (17 CFR 270.17f-2) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 752.17000000 Weeden & Co. L.P. 8-37267 000016835 549300OYBLKSN8M8EW67 475.13000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 4906.79000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 582.75000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 730.63000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 531.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 6509.35000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 637.05000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 641.20000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 27848.60000000 44742.62000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 2572.80000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 81288993.77000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 192117233.25000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 555.10000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1214.35000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 70433966.81000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 21.61000000 345625857.47000000 N 2802023427.07000000 N N N SPDR(R) S & P 400 Mid Cap Value ETF S000006988 5493007LRKIGGN363454 N 1 0 0 Exchange-Traded Fund N N -0.00250000 -0.15420000 0.04840000 0.04850000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 64616276.41000001 161122.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 988.73000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 4632.15000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 1817.48000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 1679.28000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 919.47000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 2286.31000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 5574.78000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 178030.75000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4993.47000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 1216.87000000 204471.45000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 15903307.36000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 134950367.52000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 90600.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 9315437.02000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 202365656.38000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 6964009.12000000 369589377.40000000 N 1141985467.52000000 N N N SPDR SSGA Gender Diversity Index ETF S000053058 549300ISGTO6085ZQC34 N 1 0 0 Exchange-Traded Fund Y Y 0.52820000 0.32630000 0.52480000 0.52480000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 5924164.39153846 12247.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 153.68000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 9587.02000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 207.14000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 118.25000000 National Financial Services Corporation 8-26740 000013041 549300EJM5SBRQSYKC50 472.00000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 551.35000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 340.75000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 250.86000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 201.75000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 148.50000000 12497.79000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 15018126.80000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1856603.00000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 68527692.99000000 85797915.49000000 N 316126534.05000000 N N N SPDR(R) S&P(R) Biotech ETF S000010018 549300Y3ODFMPD5XXL58 N 1 0 0 Exchange-Traded Fund N N 1.44680000 1.09490000 0.06300000 0.06320000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 1405108711.79076900 11321712.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 608.75000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 13095.11000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 306.75000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 416804.98000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 170916.59000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 952.75000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 732601.42000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 7376.75000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 501.75000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 4397.34000000 1348437.44000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 590268.32000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 109964968.50000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 237465283.60000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 829511092.68000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 14390005.77000000 1327044216.87000000 N 4603089674.40000000 N N N SPDR(R) Wells Fargo Preferred Stock ETF S000026152 549300DLQEVIC6XUR013 N 1 0 0 Exchange-Traded Fund N N 0.84890000 0.39720000 0.06880000 0.06880000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 34389567.40846154 1796204.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 20568.57000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 6205.12000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 15.41000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 84203.87000000 Weeden & Co. L.P. 8-37267 000016835 549300OYBLKSN8M8EW67 2925.20000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2695.25000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 163.50000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 211.00000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 200.75000000 117188.67000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 273228611.05000000 273228611.05000000 N 675260713.69000000 N N N SPDR Portfolio S&P 500 Growth ETF S000006984 549300VUPJJVH7HVPB06 N 1 0 0 Exchange-Traded Fund N N 0.63480000 0.59330000 0.04420000 0.04420000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 22477146.72769230 153307.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N N State Street Trust Company Canada 549300L71XG2CTQ2V827 CA Y Y Self - rule 17f-2 (17 CFR 270.17f-2) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 201532.05000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1476.18000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 805.02000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 179.29000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3510.51000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 198.59000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 795.73000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 840.15000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 548.53000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 592.33000000 211214.46000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1892265.60000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 169836801.58000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 10632926.51000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 25488752.28000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 257235922.94000000 465086668.91000000 N 3891252776.11000000 N N N SPDR(R) S&P(R) Aerospace & Defense ETF S000012318 5493006TZ0473G1GOE68 N 1 0 0 Exchange-Traded Fund N N 0.24230000 -0.10950000 0.07920000 0.07950000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 45169356.96153846 63398.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 180.36000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 3462.19000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 192.98000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 49696.39000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 160.85000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 16837.33000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 22503.33000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1860.99000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 200.30000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2768.90000000 98349.33000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 34213838.34000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 179722677.61000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 92787933.12000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 118316197.74000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 49043124.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 145344060.00000000 630136784.56000000 N 1390225629.27000000 N N N SPDR(R) Bloomberg Barclays Intermediate Term Treasury ETF S000017328 54930015OAED5PVKCK44 N 1 0 0 Exchange-Traded Fund N N -0.11840000 -0.17870000 0.12960000 0.12960000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 1174542.23923076 11159.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 80840628.78000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 278362072.65000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 35404383.66000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 120337248.77000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 30138608.90000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 2484186608.04000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 83356042.68000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 49717231.91000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 35106357.61000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 28706968.19000000 3261572354.87000000 N 716830375.30000000 N N N SPDR Russell 1000 Yield Focus ETF S000051787 549300CI0TUJ2F2U6A41 N 1 0 0 Exchange-Traded Fund N N -0.28020000 -0.48200000 0.03980000 0.03980000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 14492430.95923077 23670.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 82420.64000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 255.69000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 318.70000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 202.24000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 235.74000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 206.37000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 765.93000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 469.51000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 252.53000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 787.56000000 86711.19000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 307005573.40000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 55321145.48000000 362326718.88000000 N 422398117.57000000 N N N SPDR Bloomberg Barclays Short Term High Yield Bond ETF S000036414 549300YI2V5ELVW58659 N 1 0 0 Exchange-Traded Fund N N 0.07790000 -0.32360000 0.55000000 0.55000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 310083985.72000000 2612741.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch) 7LTWFZYICNSX8D621K86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Self - rule 17f-2 (17 CFR 270.17f-2) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 307550555.80000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 314700151.69000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 2527825529.21000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2179589746.10000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 443241164.28000000 Jane Street Execution Services, LLC 8-69254 000167280 549300HXJLXCPDWAH070 449947825.34000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1608945723.22000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 3916901525.65000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 906896268.94000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 399766408.13000000 14156507151.18000000 N 3255988622.41000000 Committed 500000000.00000000 N N N SPDR Russell 1000 Low Volatility Focus ETF S000051789 5493005YZNGCM47APO52 N 1 0 0 Exchange-Traded Fund N N 0.05990000 -0.14190000 0.03390000 0.03390000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 13190699.63230769 21892.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 132.86000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 82.31000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 99.66000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 136.66000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 541.95000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 116.34000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 74.59000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 257.66000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 95.19000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 60709.24000000 62455.95000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 39438227.32000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 299562798.09000000 339001025.41000000 N 485481261.12000000 N N N SPDR(R) S&P(R) Semiconductor ETF S000010020 549300BYZ3JA8JJMEJ82 N 1 0 0 Exchange-Traded Fund N N 1.28920000 0.93740000 0.08390000 0.08410000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 38950795.07307692 761320.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 19104.14000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2535.05000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 22.90000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 35.25000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 49.56000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 11484.47000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 17.30000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 4671.10000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 18.49000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 30.24000000 38010.32000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 41082170.62000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 27222035.76000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 8709702.45000000 77013908.83000000 N 292856497.52000000 N N N SPDR(R) Bloomberg Barclays Short Term International Treasury Bond ETF S000023655 549300D21PWO4HLSMC10 N 1 0 0 Exchange-Traded Fund N N -0.53990000 -0.89370000 0.45510000 0.45510000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N N Ceskoslovenska obchodni banka, a. s. Q5BP2UEQ48R75BOTCB92 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE Y Y Self - rule 17f-2 (17 CFR 270.17f-2) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Self - rule 17f-2 (17 CFR 270.17f-2) Deutsche Bank Societa per Azioni 529900SS7ZWCX82U3W60 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Standard Bank of South Africa Limited QFC8ZCW3Q5PRXU1XTM60 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch) 7LTWFZYICNSX8D621K86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Malaysia Berhad 549300JTJBG2QBI8KD48 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch) 25490016G0WR60ANOK04 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch) 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Itau CorpBanca 549300DDPTTIZ06NIV06 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong And Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. (Bratislava, Bratislavsky, SK, Branch) KR6LSKV3BTSJRD41IF75 SK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA Y Y Self - rule 17f-2 (17 CFR 270.17f-2) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) Joint Stock Company Commercial Bank Citibank CHSQDSVI1UI96Y2SW097 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Banka Slovenija d.d. 549300O2UN9JLME31F08 SI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 23578711.54000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 87070154.89000000 Daiwa Capital Markets America Inc. 8-12242 000001576 M67H5PRC0NQKM73ZAS82 31983388.18000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 92606713.04000000 SMBC Nikko Securities America, Inc. 8-43852 000028602 6PJDTY319315T5LR2241 27090675.02000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 34247822.89000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 20229745.71000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 33722150.14000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 50518072.78000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 39462338.78000000 602527362.08000000 N 288279445.34000000 Committed 500000000.00000000 N N N SPDR S&P 500 Fossil Fuel Reserves Free ETF S000051701 5493001QDWGM6BYIVG20 N 1 0 0 Exchange-Traded Fund N N 0.39920000 0.19750000 0.04090000 0.04090000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 3689476.86461538 9759.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y Y N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 32.03000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 61.51000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 36.98000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 35.23000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 350.29000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 671.86000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 64.31000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 82.50000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 75.32000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2515.94000000 4042.43000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 23798424.58000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3019874.31000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 10064582.20000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 2932975.96000000 39852030.30000000 N 312174387.96000000 N N N SPDR(R) S & P 600 Small Cap Value ETF S000006974 54930083GEURQVBVY896 N 1 0 0 Exchange-Traded Fund N N 0.78250000 0.63090000 0.08130000 0.08140000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 135972001.17769230 816736.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 4943.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1928.16000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 8144.53000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 7482.07000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 436523.11000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 3466.30000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 21622.83000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 16255.17000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 6670.00000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 4293.37000000 516921.61000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 13969855.92000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 55779.39000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 209822.01000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 234511156.32000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 6169287.12000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 284979300.96000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 10372644.96000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 11618558.10000000 563757163.18000000 N 1888939031.15000000 N N N SPDR S&P 1500 Value Tilt ETF S000033831 549300DDGDTCN7DTIA86 N 1 0 0 Exchange-Traded Fund N N 0.18540000 0.05370000 0.08610000 0.08610000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 584876.44230769 1835.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 20.15000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 227.19000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 12.94000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 89.70000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 13.49000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 20.50000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 8.83000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 8.22000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 14.21000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 13.00000000 462.24000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 51.09000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 5451094.21000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 1121.85000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1844.27000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 2280390.47000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 34.49000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2261.60000000 7741270.78000000 N 22614218.43000000 N N N SPDR(R) S&P(R) Software & Services ETF S000012329 5493005QE6PTF3R7AJ47 N 1 0 0 Exchange-Traded Fund N N 2.03840000 1.68710000 0.14680000 0.14680000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 17299386.58153846 44396.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 33.18000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 54.46000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 199.66000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 193.26000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 206.25000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 14712.81000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 50.76000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 436.97000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 25712.79000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 8.72000000 41640.17000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 49822046.30000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 26117080.64000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 23595428.43000000 99534555.37000000 N 160387202.93000000 N N N SPDR Portfolio Long Term Treasury ETF S000017329 549300GYQKAMF6JUVI06 N 1 0 0 Exchange-Traded Fund N N -0.13010000 -0.19140000 0.17500000 0.17500000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 4263477.49384615 22155.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 113091557.66000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 33040898.44000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 10544970.52000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 20327839.07000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 68927898.11000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 2892666350.82000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 541519278.38000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 264295358.59000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 85294127.94000000 RBS Collective Investment Funds Limited N/A 000163176 213800IGJ7W18TSDE672 GB 10712500.00000000 4043768274.78000000 N 1477346281.32000000 N N N SPDR(R) Nuveen Bloomberg Barclays Municipal Bond ETF S000017333 54930090LRDSZWQ4P385 N 1 0 0 Exchange-Traded Fund N N -0.06460000 -0.29460000 0.62380000 0.62380000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y Y N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N Nuveen Asset Management, LLC 801-71957 000155584 549300W218VXB0L5EY14 N N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 101771829.15000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 118386061.30000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 406434040.20000000 Siebert, Cisneros, Shank & Co., L.L.C. 8-49877 000042568 254900VTARX8RAY9QK77 106802725.95000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 444178406.03000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 74423625.00000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 925599486.92000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 96868732.05000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 239666854.00000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 489991498.45000000 3607905500.92000000 N 2811283109.86000000 Committed 500000000.00000000 N N N SPDR S&P Kensho Clean Power ETF S000063360 549300I57QWRCY86R962 Y 1 1 0 Exchange-Traded Fund N N -0.39940000 -0.74180000 0.08450000 0.08460000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 10.63000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 0.39000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 430.97000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 0.81000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 1.29000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 602.65000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 1.30000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 22.36000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1.06000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1.87000000 1074.28000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 773357.72000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 716557.12000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 104613.42000000 1594528.26000000 N 3782292.62000000 N N N SPDR(R) NYSE Technology ETF S000006980 549300PS44ZVKSLTMI64 N 1 0 0 Exchange-Traded Fund N N 0.14220000 -0.21000000 0.90160000 0.90140000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 9287562.69307692 16751.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 52.50000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 31541.06000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 86.12000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 90.55000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 35.05000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 37.80000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 48.40000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 394.29000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 65.09000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 105.18000000 32554.40000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 142867645.43000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 209748745.53000000 352616390.96000000 N 639849068.32000000 N N N SPDR Portfolio Short Term Corporate Bond ETF S000019666 549300D2BO7L1J2SO973 N 1 0 0 Exchange-Traded Fund N N -0.06560000 -0.13710000 0.18330000 0.18330000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 41454959.68076923 92952.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Trust Company Canada 549300L71XG2CTQ2V827 CA Y Y Self - rule 17f-2 (17 CFR 270.17f-2) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 590472248.68000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 267392384.55000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 3968421114.49000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 813821339.82000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 422822900.01000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 607805816.40000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 272612756.72000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 236125360.38000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1807143487.38000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 1646644465.52000000 12321238790.74000000 N 4748095139.44000000 Committed 500000000.00000000 N N N SPDR Portfolio Large Cap ETF S000006983 5493004K4F0RL72RIJ47 N 1 0 0 Exchange-Traded Fund Y Y 0.36560000 0.33400000 0.05650000 0.05660000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 20731460.37692307 70183.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N N Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA Y Y Self - rule 17f-2 (17 CFR 270.17f-2) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 282.87000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 311.10000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2794.86000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 715.27000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 605.44000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 238.92000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 12455.59000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 210.76000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 846.75000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 494.89000000 19724.74000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 166924747.13000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 59858981.79000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 29595710.67000000 256379439.59000000 N 1901110520.15000000 N N N SPDR S&P Technology Hardware ETF S000054129 549300VUWZLDBPXK2Y33 N 1 0 0 Exchange-Traded Fund N N 0.73320000 0.38150000 0.07450000 0.07460000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 658970.02538461 2359.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 1.39000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 4.65000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 9.97000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 276.41000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 3.98000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 1.66000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 101.08000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 12.55000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 2.08000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 189.13000000 603.94000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 741780.55000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 318430.81000000 1060211.36000000 N 4993274.90000000 N N N SPDR(R) S&P(R) Dividend ETF S000006981 5493004N0SIW5NZBWC90 N 1 0 0 Exchange-Traded Fund N N -0.04520000 -0.39700000 0.05360000 0.05370000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 619571063.62230770 1025219.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 11112.14000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1354.98000000 Weeden & Co. L.P. 8-37267 000016835 549300OYBLKSN8M8EW67 1783.50000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 201402.75000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 345692.36000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 8425.18000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 73589.75000000 Mischler Financial Group, Inc. 8-48067 000037818 2549004IPXPSM9EJFC92 7447.00000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 1115.25000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1999.00000000 659004.74000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1460299180.75000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1872515041.10000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 1134766155.54000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2181618525.48000000 6649198902.87000000 N 17349428656.81000000 N N N SPDR Russell 1000 Momentum Focus ETF S000051788 5493006G2KQ346T5MK30 N 1 0 0 Exchange-Traded Fund N N 0.12840000 -0.07360000 0.06030000 0.06030000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 12420729.57153846 32718.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 98.34000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 96.32000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 74.89000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 235.75000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 244.67000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 65.95000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 112.97000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 128.08000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 67.34000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 84953.49000000 86295.24000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 182420014.67000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 34457602.83000000 216877617.50000000 N 502110487.57000000 N N N SPDR(R) Portfolio Small Cap ETF S000041317 549300NYZX301TBLUJ08 N 1 0 0 Exchange-Traded Fund Y Y 0.52350000 0.47180000 0.19650000 0.19650000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 146750067.79153845 1219374.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Weeden & Co. L.P. 8-37267 000016835 549300OYBLKSN8M8EW67 2551.80000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 7132.56000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 1811.43000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1785.50000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 53741.17000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 1433.52000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3026.12000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 14900.22000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 2540.65000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1875.75000000 97749.85000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 3275.09000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 9198.78000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 55968.63000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 19552.09000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 1485.65000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 96059617.11000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 6577.69000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 131924.09000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 160474696.81000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 80795294.90000000 344464751.38000000 N 1349604088.22000000 N N N SPDR S&P Kensho Future Security ETF S000059702 549300JWGKY4W7H1XS73 N 1 0 0 Exchange-Traded Fund N N 1.51360000 1.05220000 0.45140000 0.45140000 Y N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 3.72000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 5.52000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 20.23000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 354.89000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 19.96000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 5.21000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 1.10000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 2.47000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2034.62000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 15.79000000 2466.54000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 1466035.63000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1311370.62000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1912010.51000000 4802704.26000000 N 11511340.23000000 N N N SPDR(R) Bloomberg Barclays High Yield Bond ETF S000019669 549300NCLW2248PN7J24 N 1 0 0 Exchange-Traded Fund N N -0.46110000 -0.86240000 0.54390000 0.54390000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 995998658.18769220 6430092.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N N Clearstream Banking S.A. 549300OL514RA0SXJJ44 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB Y Y Self - rule 17f-2 (17 CFR 270.17f-2) Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 14378285344.15000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 3586881685.59000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 924377138.94000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1697368154.87000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 18505432849.97000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 408525974.40000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1933617891.73000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 4080296126.16000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 3396768836.39000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 17066518374.43000000 67426638695.57000000 N 8760637871.27000000 Committed 500000000.00000000 N N N SPDR(R) S&P(R) Oil & Gas Equipment & Services ETF S000012334 549300AODH2G148UDX39 N 1 0 0 Exchange-Traded Fund N N -1.54270000 -1.89490000 1.74880000 1.74870000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 45519797.27461538 167831.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 740.92000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 43.50000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 90.63000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 33935.21000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 486.41000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 13334.64000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 5577.95000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 54.75000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 15539.35000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 26.25000000 69903.52000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 203874.60000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 539120.84000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 7969319.99000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2896564.59000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 21355.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 23738380.48000000 35368615.50000000 N 274670907.88000000 N N N SPDR(R) S&P(R) Health Care Services ETF S000012331 549300JPXFHZOFFNSZ24 N 1 0 0 Exchange-Traded Fund N N 0.65160000 0.29980000 0.05130000 0.05150000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 11200817.03384615 18200.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 4.38000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 8830.52000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 10.76000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4.46000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 211.24000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 10311.90000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 275.09000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 157.23000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 14.28000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 3280.82000000 23107.58000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 11240374.80000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 18514148.58000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 9131861.47000000 38886384.85000000 N 107549540.75000000 N N N SPDR(R) S & P 400 Mid Cap Growth ETF S000006987 549300EEEDESCGSS7N72 N 1 0 0 Exchange-Traded Fund N N 0.25810000 0.10640000 0.05010000 0.05010000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 82005365.22384617 169769.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1676.42000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3258.17000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 499.52000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 756.01000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 4440.04000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 601.66000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 3181.36000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 519.94000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 190457.14000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 7173.81000000 213949.55000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 11191862.84000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 53939803.95000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 86624390.41000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 74356265.08000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 25529127.24000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 187273804.03000000 438915253.55000000 N 1392798510.79000000 N N N SPDR(R) S&P(R) Health Care Equipment ETF S000012330 549300PX2BGUPCPWDG61 N 1 0 0 Exchange-Traded Fund N N 0.62580000 0.27420000 0.05570000 0.05570000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 47421656.63923076 1251792.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 9.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 652.76000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 119.27000000 National Financial Services Corporation 8-26740 000013041 549300EJM5SBRQSYKC50 36.82000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 1.13000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 41464.63000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 5.87000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 46273.06000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 69258.40000000 157820.94000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 119520908.10000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 88840727.33000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 29582389.89000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 47131080.89000000 285075106.21000000 N 612887656.21000000 N N N SPDR Portfolio Long Term Corporate Bond ETF S000022924 5493005PBSB4DEK8L973 N 1 0 0 Exchange-Traded Fund N N -0.36110000 -0.43250000 0.30190000 0.30190000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 4208648.13153846 10010.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N SSGA Funds Management, Inc. 801-60103 000111242 FT3UGI3NU6B7EELQF380 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 Y N N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Self - rule 17f-2 (17 CFR 270.17f-2) N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 0.00000000 0.00000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 810339690.55000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 93307846.73000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 267333133.59000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 15185128.56000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 32391568.19000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 43894806.54000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 74070534.31000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 351306426.81000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 34423649.42000000 Jane Street Execution Services, LLC 8-69254 000167280 549300HXJLXCPDWAH070 9533776.07000000 1789910762.53000000 N 431589025.04000000 Committed 500000000.00000000 N N N SPDR(R) S&P(R) Semiconductor ETF S000010020 N 50000.00000000 0.00386363 0.00894840 99.99613636 0.00894840 -0.02852000 1.45728381 100.02852459 1.45728381 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR S&P 1500 Momentum Tilt ETF S000033832 N 25000.00000000 0.05833333 0.03763863 99.94166666 0.03763863 0.10333333 0.07767453 99.89666666 0.07767453 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 Y SPDR Portfolio S&P 500 High Dividend ETF S000050968 N 50000.00000000 1.31008583 11.29578659 98.68991416 11.29578659 -0.01600000 0.10841718 100.01600000 0.10841718 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR S&P Kensho Clean Power ETF S000063360 N 10000.00000000 0.08666666 0.12722683 99.91333333 0.12722683 -1.53500000 0.62932503 101.53500000 0.62932503 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 0.00000000 0.00000000 Y SPDR(R) S & P 600 Small Cap Value ETF S000006974 Y 50000.00000000 0.18575757 0.25965868 99.81424242 0.25965868 0.94444444 6.10293586 99.05555555 6.10293586 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 Y SPDR(R) S&P(R) Biotech ETF S000010018 N 50000.00000000 0.19663755 0.48441943 99.80336244 0.48441943 0.22658747 0.65019745 99.77341252 0.65019745 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Global Dow ETF S000006975 Y 25000.00000000 1.46000000 0.41012193 98.54000000 0.41012193 3.57666666 2.40186039 96.42333333 2.40186039 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 Y SPDR S&P Kensho Intelligent Structures ETF S000059700 N 10000.00000000 0.11000000 0.11379806 99.89000000 0.11379806 -0.35500000 0.61518289 100.35500000 0.61518289 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR S&P 500 Fossil Fuel Reserves Free ETF S000051701 Y 10000.00000000 -0.02550000 0.10490471 100.02550000 0.10490471 2.60333333 6.24486882 97.39666666 6.24486882 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 Y SPDR S&P Technology Hardware ETF S000054129 N 10000.00000000 -0.00500000 0.02121320 100.00500000 0.02121320 0.00200000 0.00836660 100.00200000 0.00836660 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P(R) Transportation ETF S000012324 N 10000.00000000 0.00900000 0.01286683 99.99100000 0.01286683 -0.53385000 2.36471068 100.53384615 2.36471068 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P(R) Pharmaceuticals ETF S000012321 N 50000.00000000 0.00500000 0.01303840 99.99500000 0.01303840 -0.05569000 0.59814365 100.05568965 0.59814365 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P(R) Software & Services ETF S000012329 N 10000.00000000 0.02375000 0.15401777 99.97625000 0.15401777 -0.31000000 1.73950567 100.31000000 1.73950567 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR Bloomberg Barclays Short Term High Yield Bond ETF S000036414 Y 300000.00000000 2.25492113 9.35893851 97.74507886 9.35893851 0.77995391 1.90610022 99.22004608 1.90610022 0.00000000 500.00000000 0.00589035 0.00000000 500.00000000 0.24950000 0.00000000 500.00000000 0.00185990 0.00000000 500.00000000 0.14831000 Y SPDR(R) S&P(R) Health Care Equipment ETF S000012330 N 50000.00000000 0.00228571 0.00950536 100.00228571 0.00950536 -0.28958000 1.17080252 100.28958333 1.17080252 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR Russell 1000 Low Volatility Focus ETF S000051789 N 10000.00000000 -0.04778000 0.05019406 100.04777777 0.05019406 0.19500000 0.16263455 99.80500000 0.16263455 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 Y SPDR(R) S & P 400 Mid Cap Value ETF S000006988 Y 50000.00000000 0.07785123 0.16816760 99.92214876 0.16816760 -0.34476000 6.62247885 100.34476190 6.62247885 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 Y SPDR(R) S&P(R) Dividend ETF S000006981 Y 50000.00000000 0.78455882 6.98445997 99.21544117 6.98445997 0.31406250 0.33483338 99.68593750 0.33483338 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P(R) Oil & Gas Exploration & Production ETF S000012319 N 50000.00000000 0.06878600 0.34091684 99.93121399 0.34091684 0.02547861 0.18056805 99.97452138 0.18056805 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR Portfolio S&P 500 Value ETF S000006985 N 50000.00000000 0.05811023 0.08970952 99.94188976 0.08970952 -0.73531000 5.50196105 100.73530612 5.50196105 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR S&P Kensho Future Security ETF S000059702 N 10000.00000000 -0.39333000 0.66928817 100.39333333 0.66928817 -2.70500000 0.30405591 102.70500000 0.30405591 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 0.00000000 0.00000000 Y SPDR(R) S&P(R) Health Care Services ETF S000012331 N 10000.00000000 0.00263157 0.04066695 100.00263157 0.04066695 -0.44091000 2.10468617 100.44090909 2.10468617 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Bloomberg Barclays International Treasury Bond ETF S000018782 Y 100000.00000000 13.30136363 4.06608188 86.69863636 4.06608188 15.21172413 8.21026146 84.78827586 8.21026146 0.00000000 1500.00000000 0.03794878 0.00000000 1500.00000000 0.30003000 0.00000000 1500.00000000 0.02191220 0.00000000 1500.00000000 0.13448000 N SPDR Portfolio Short Term Corporate Bond ETF S000019666 Y 100000.00000000 -0.29373000 2.46254053 100.29373271 2.46254053 0.48791443 1.90939849 99.51208556 1.90939849 0.00000000 500.00000000 0.00157864 0.00000000 500.00000000 0.19777000 0.00000000 500.00000000 0.00049167 0.00000000 500.00000000 0.10077128 Y SPDR MSCI USA StrategicFactors ETF S000048346 N 10000.00000000 0.13372093 0.18335527 99.86627906 0.18335527 1.01625000 2.80336500 98.98375000 2.80336500 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 Y SPDR(R) S & P 600 Small Cap ETF S000006989 Y 50000.00000000 0.16148148 0.24793035 99.83851851 0.24793035 0.57360000 5.78536939 99.42640000 5.78536939 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 Y SPDR(R) S&P Insurance ETF S000006979 N 50000.00000000 0.03330769 0.32122678 99.96669230 0.32122678 0.09720930 0.50256202 99.90279069 0.50256202 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR S&P Kensho New Economies Composite ETF S000063362 N 10000.00000000 0.10100000 0.14540747 99.89900000 0.14540747 -1.64500000 1.09601551 101.64500000 1.09601551 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 0.00000000 0.00000000 0.00000000 Y SPDR Russell 1000 Yield Focus ETF S000051787 N 10000.00000000 11.26777777 33.27756180 88.73222222 33.27756180 0.10750000 0.21546461 99.89250000 0.21546461 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 Y SPDR Dorsey Wright Fixed Income Allocation ETF S000053038 N 25000.00000000 0.00000000 0.00632455 100.00000000 0.00632455 0.01771428 0.07734893 99.98228571 0.07734893 0.00000000 75.00000000 0.00000000 0.00000000 75.00000000 0.00000000 0.00000000 75.00000000 0.00000000 0.00000000 75.00000000 0.00000000 Y SPDR(R) Nuveen S&P(R) High Yield Municipal Bond ETF S000028870 Y 100000.00000000 4.57507936 11.13117938 95.42492063 11.13117938 -1.10429000 0.93928797 101.10428571 0.93928797 0.00000000 250.00000000 0.01710114 0.00000000 250.00000000 0.30015000 0.00000000 250.00000000 0.00039124 0.00000000 0.00000000 0.00000000 Y SPDR(R) Bloomberg Barclays Mortgage Backed Bond ETF S000022922 N 100000.00000000 84.53848484 37.16599295 15.46151515 37.16599295 100.00000000 0.00000000 0.00000000 0.00000000 0.00000000 250.00000000 0.04261000 0.00000000 250.00000000 0.05356718 0.00000000 250.00000000 0.05000000 0.00000000 250.00000000 0.05000000 N SPDR(R) Portfolio Small Cap ETF S000041317 Y 50000.00000000 0.88639097 8.65988551 99.11360902 8.65988551 0.10962264 0.18885242 99.89037735 0.18885242 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR(R) S & P 600 Small Cap Growth ETF S000006990 Y 50000.00000000 0.07432692 0.25366350 99.92567307 0.25366350 0.53548387 4.07622924 99.46451612 4.07622924 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 Y SPDR SSGA US Small Cap Low Volatility Index ETF S000039795 N 10000.00000000 6.29000000 24.98937000 93.71000000 24.98937000 0.64714285 1.65513055 99.35285714 1.65513055 0.00000000 300.00000000 0.00000000 0.00000000 300.00000000 0.00000000 0.00000000 300.00000000 0.00000000 0.00000000 300.00000000 0.00000000 Y SPDR S&P Kensho Smart Mobility ETF S000059701 N 10000.00000000 -0.52667000 0.96241016 100.52666666 0.96241016 -1.23500000 0.19091883 101.23500000 0.19091883 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 0.00000000 0.00000000 Y SPDR ICE BofAML Broad High Yield Bond ETF S000036938 Y 100000.00000000 4.72125000 5.23933321 95.27875000 5.23933321 1.32500000 1.30814754 98.67500000 1.30814754 0.00000000 250.00000000 0.01186917 0.00000000 250.00000000 0.25139896 0.00000000 250.00000000 0.00170374 0.00000000 250.00000000 0.14940000 Y SPDR Portfolio S&P 500 Growth ETF S000006984 Y 50000.00000000 0.00032934 0.06123022 100.00032934 0.06123022 -0.12483000 0.92813918 100.12483333 0.92813918 0.00000000 350.00000000 0.00000000 0.00000000 350.00000000 0.00000000 0.00000000 350.00000000 0.00000000 0.00000000 350.00000000 0.00000000 Y SPDR(R) S&P Bank ETF S000006977 Y 50000.00000000 0.01720000 0.09764996 99.98280000 0.09764996 0.02328467 0.41754841 99.97671532 0.41754841 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR FactSet Innovative Technology ETF S000051577 N 10000.00000000 0.00071428 0.00730045 100.00071428 0.00730045 0.08444444 1.08067237 99.91555555 1.08067237 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P Regional Banking(SM) ETF S000012325 N 50000.00000000 0.01603015 0.08234484 99.98396984 0.08234484 0.02158663 0.10469715 99.97841336 0.10469715 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR S&P 1500 Value Tilt ETF S000033831 N 10000.00000000 0.08000000 0.01414213 99.92000000 0.01414213 0.20666666 0.16072751 99.79333333 0.16072751 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 0.00000000 3000.00000000 0.00000000 Y SPDR S&P 500(R) Buyback ETF S000048056 Y 25000.00000000 0.00666666 0.01527525 99.99333333 0.01527525 0.03250000 0.03201562 99.96750000 0.03201562 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Bloomberg Barclays Short Term International Treasury Bond ETF S000023655 Y 100000.00000000 10.73125000 4.16086336 89.26875000 4.16086336 29.24500000 30.92878594 70.75500000 30.92878594 0.00000000 1500.00000000 0.03303274 0.00000000 1500.00000000 0.30006000 0.00000000 1500.00000000 0.02924000 0.00000000 1500.00000000 0.09999000 N SPDR S&P Internet ETF S000054130 N 10000.00000000 0.01200000 0.01686548 99.98800000 0.01686548 0.86066666 2.10012403 99.13933333 2.10012403 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Bloomberg Barclays Emerging Markets Local Bond ETF S000022631 Y 100000.00000000 91.62061224 20.92339245 8.37938775 20.92339245 42.15000000 0.00000000 57.85000000 0.00000000 0.00000000 1500.00000000 0.16492000 0.00000000 1500.00000000 0.18000000 0.00000000 1500.00000000 0.00842989 0.00000000 1500.00000000 0.01999974 N SPDR(R) Dow Jones REIT ETF S000006976 N 50000.00000000 0.04431372 0.12528774 99.95568627 0.12528774 -0.07058000 0.77975967 100.07057692 0.77975967 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 Y SPDR(R) S & P 400 Mid Cap Growth ETF S000006987 Y 50000.00000000 0.07697674 0.24440116 99.92302325 0.24440116 -0.22074000 5.02991659 100.22074074 5.02991659 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 Y SPDR(R) S&P(R) Metals & Mining ETF S000012333 N 50000.00000000 0.54879120 7.41257477 99.45120879 7.41257477 0.00480952 0.02426354 99.99519047 0.02426354 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P Capital Markets ETF S000006978 Y 25000.00000000 -0.02000000 0.00000000 100.02000000 0.00000000 -0.26583000 1.54401485 100.26583333 1.54401485 0.00000000 250.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) NYSE Technology ETF S000006980 N 25000.00000000 -0.01286000 0.03730185 100.01285714 0.03730185 -0.69795000 4.83958468 100.69794871 4.83958468 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR(R) S&P(R) Homebuilders ETF S000010019 N 50000.00000000 -0.00700000 0.05148180 100.00700000 0.05148180 -0.01118000 0.05187298 100.01118367 0.05187298 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR Portfolio Mid Cap ETF S000006986 Y 50000.00000000 0.17776595 0.15349513 99.82223404 0.15349513 -3.25844000 13.62967661 103.25843750 13.62967661 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR(R) Wells Fargo Preferred Stock ETF S000026152 N 50000.00000000 0.01864864 0.05212723 99.98135135 0.05212723 0.02500000 0.04022437 99.97500000 0.04022437 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 Y SPDR(R) S&P(R) Aerospace & Defense ETF S000012318 N 50000.00000000 0.08808219 0.47446653 99.91191780 0.47446653 0.22752808 1.98346991 99.77247191 1.98346991 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR Portfolio Intermediate Term Corporate Bond ETF S000022923 Y 100000.00000000 0.50444444 4.06735261 99.49555555 4.06735261 0.50805797 2.15121909 99.49194202 2.15121909 0.00000000 500.00000000 0.00159858 0.00000000 500.00000000 0.20048000 0.00000000 500.00000000 0.00041846 0.00000000 500.00000000 0.04866000 Y SPDR Bloomberg Barclays 1-10 Year TIPS ETF S000040742 Y 100000.00000000 -0.12483000 0.29331383 100.12482758 0.29331383 -0.17125000 0.34514748 100.17125000 0.34514748 0.00000000 50.00000000 0.00003247 0.00000000 50.00000000 0.02029000 0.00000000 50.00000000 0.00006453 0.00000000 50.00000000 0.02002000 Y SPDR Portfolio Total Stock Market ETF S000006973 N 50000.00000000 0.59638888 0.05096568 99.40361111 0.05096568 0.51928571 0.28130553 99.48071428 0.28130553 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR(R) Bloomberg Barclays Intermediate Term Treasury ETF S000017328 Y 100000.00000000 0.25138888 0.47245349 99.74861111 0.47245349 0.08500000 0.05667043 99.91500000 0.05667043 0.00000000 500.00000000 0.00023747 0.00000000 500.00000000 0.04346000 0.00000000 500.00000000 0.00004489 0.00000000 500.00000000 0.05281918 Y SPDR(R) S&P(R) Retail ETF S000012322 N 50000.00000000 0.00284860 0.07936407 99.99715139 0.07936407 0.00830769 0.15651488 99.99169230 0.15651488 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Nuveen Bloomberg Barclays Municipal Bond ETF S000017333 Y 100000.00000000 2.07244897 14.52808480 97.92755102 14.52808480 -1.12500000 1.75597886 101.12500000 1.75597886 0.00000000 250.00000000 0.00273432 0.00000000 250.00000000 0.10019000 0.00000000 250.00000000 0.00077415 0.00000000 250.00000000 0.04935000 Y SPDR(R) Bloomberg Barclays 1-3 Month T-Bill ETF S000017326 Y 50000.00000000 0.05929133 0.31601441 99.94070866 0.31601441 0.04210526 0.06776108 99.95789473 0.06776108 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR Russell 1000 Momentum Focus ETF S000051788 N 10000.00000000 0.27000000 0.51322509 99.73000000 0.51322509 0.15750000 0.30624188 99.84250000 0.30624188 0.00000000 2000.00000000 0.00000000 0.00000000 2000.00000000 0.00000000 0.00000000 2000.00000000 0.00000000 0.00000000 2000.00000000 0.00000000 Y SPDR Portfolio Long Term Corporate Bond ETF S000022924 Y 100000.00000000 0.55914473 2.62258679 99.44085526 2.62258679 0.11121212 2.71261993 99.88878787 2.71261993 0.00000000 500.00000000 0.01012721 0.00000000 500.00000000 0.79073000 0.00000000 500.00000000 0.00278807 0.00000000 500.00000000 0.25000000 Y SPDR SSGA US Large Cap Low Volatility Index ETF S000039794 N 10000.00000000 1.38027777 11.78622470 98.61972222 11.78622470 0.18909090 0.65520156 99.81090909 0.65520156 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Bloomberg Barclays Convertible Securities ETF S000022925 Y 100000.00000000 -0.32313000 0.89135840 100.32312500 0.89135840 -0.02653000 1.04582631 100.02653333 1.04582631 0.00000000 500.00000000 0.00169538 0.00000000 500.00000000 0.24910000 0.00000000 500.00000000 0.00099113 0.00000000 500.00000000 0.14882000 Y SPDR(R) Nuveen Bloomberg Barclays Short Term Municipal Bond ETF S000017327 Y 100000.00000000 20.00272727 38.99327340 79.99727272 38.99327340 -2.24733000 1.39154316 102.24733333 1.39154316 0.00000000 250.00000000 0.01396618 0.00000000 250.00000000 0.04991000 0.00000000 250.00000000 0.00037456 0.00000000 0.00000000 0.00000000 Y SPDR(R) Bloomberg Barclays High Yield Bond ETF S000019669 Y 200000.00000000 2.91461030 10.09738808 97.08538969 10.09738808 1.64383606 1.16735870 98.35616393 1.16735870 0.00000000 500.00000000 0.00621995 0.00000000 500.00000000 0.25009000 0.00000000 500.00000000 0.00260015 0.00000000 500.00000000 0.15138000 Y SPDR Portfolio Large Cap ETF S000006983 N 50000.00000000 0.53108597 6.72294670 99.46891402 6.72294670 0.08024390 0.42119168 99.91975609 0.42119168 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR(R) Portfolio Short Term Treasury ETF S000019665 Y 100000.00000000 0.36896825 0.81086110 99.63103174 0.81086110 0.54409090 1.35628926 99.45590909 1.35628926 0.00000000 250.00000000 0.00014515 0.00000000 250.00000000 0.04622000 0.00000000 250.00000000 0.00010448 0.00000000 250.00000000 0.04438000 Y SPDR(R) Bloomberg Barclays International Corporate Bond ETF S000028947 Y 100000.00000000 62.32666666 65.25212742 37.67333333 65.25212742 51.12900000 51.53632795 48.87100000 51.53632795 0.00000000 1500.00000000 0.19765466 0.00000000 1500.00000000 0.30000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 N SPDR(R) FTSE International Government Inflation-Protected Bond ETF S000018783 Y 100000.00000000 42.66000000 49.69937222 57.34000000 49.69937222 75.41000000 39.61005596 24.59000000 39.61005596 0.00000000 1500.00000000 0.21329000 0.00000000 1500.00000000 0.49991000 0.00000000 1500.00000000 0.18852000 0.00000000 1500.00000000 0.25000000 N SPDR Bloomberg Barclays Investment Grade Floating Rate ETF S000034874 Y 100000.00000000 3.98266055 16.13931857 96.01733944 16.13931857 0.26243421 0.89757435 99.73756578 0.89757435 0.00000000 200.00000000 0.00318945 0.00000000 200.00000000 0.09991000 0.00000000 200.00000000 0.00028427 0.00000000 200.00000000 0.04942000 Y SPDR Portfolio Aggregate Bond ETF S000017334 Y 100000.00000000 31.88827272 2.58195923 68.11172727 2.58195923 30.91593750 2.10939963 69.08406250 2.10939963 0.00000000 500.00000000 0.01601575 0.00000000 500.00000000 0.05022457 0.00000000 500.00000000 0.01543261 0.00000000 500.00000000 0.04991800 N SPDR(R) Bloomberg Barclays TIPS ETF S000017330 Y 100000.00000000 -0.73806000 0.66384085 100.73805555 0.66384085 -0.29313000 1.71800550 100.29312500 1.71800550 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y SPDR(R) S&P(R) Oil & Gas Equipment & Services ETF S000012334 N 50000.00000000 0.10500000 0.54387397 99.89500000 0.54387397 0.00045871 0.11615271 100.00045871 0.11615271 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S&P(R) Telecom ETF S000012323 N 50000.00000000 0.29500000 0.88067856 99.70500000 0.88067856 0.94393939 1.57334027 99.05606060 1.57334027 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR S&P Kensho Final Frontiers ETF S000063361 N 10000.00000000 0.22500000 0.03535533 99.77500000 0.03535533 -0.25000000 0.00000000 100.25000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 0.00000000 0.00000000 Y SPDR SSGA Gender Diversity Index ETF S000053058 N 25000.00000000 7.41481481 26.68589851 92.58518518 26.68589851 -0.45857000 1.11793602 100.45857142 1.11793602 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 0.00000000 750.00000000 0.00000000 Y SPDR Bloomberg Barclays Corporate Bond ETF S000031836 Y 50000.00000000 10.02363636 29.88998403 89.97636363 29.88998403 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 500.00000000 0.03236000 0.00000000 500.00000000 0.37410000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 Y SPDR Portfolio Long Term Treasury ETF S000017329 Y 100000.00000000 0.14062500 0.28200786 99.85937500 0.28200786 0.17340000 0.81770362 99.82660000 0.81770362 0.00000000 500.00000000 0.00005039 0.00000000 500.00000000 0.04588000 0.00000000 500.00000000 0.00006223 0.00000000 500.00000000 0.04604000 Y true
Report of Independent Registered Public Accounting Firm To the Shareholders and Board of Trustees of SPDR(r) Series Trust In planning and performing our audits of the financial statements of SPDR(r) Series Trust (the "Trust") (comprising SPDR Portfolio Short Term Treasury ETF, SPDR Portfolio Long Term Treasury ETF, SPDR Portfolio Short Term Corporate Bond ETF, SPDR Portfolio Intermediate Term Corporate Bond ETF, SPDR Portfolio Long Term Corporate Bond ETF, SPDR Portfolio Aggregate Bond ETF, SPDR Nuveen Bloomberg Barclays Municipal Bond ETF, SPDR Nuveen Bloomberg Barclays Short Term Municipal Bond ETF, SPDR S&P Kensho Intelligent Infrastructure ETF, SPDR S&P Kensho Smart Mobility ETF, SPDR S&P Kensho Future Security Index ETF, SPDR S&P Kensho New Economies Composite ETF, SPDR S&P Kensho Clean Power ETF, SPDR S&P Kensho Final Frontiers ETF, SPDR S&P Aerospace & Defense ETF, SPDR S&P Bank ETF, SPDR S&P Homebuilders ETF, SPDR S&P Oil & Gas Exploration & Production ETF, SPDR S&P Regional Banking ETF, SPDR Bloomberg Barclays 1-3 Month T-Bill ETF, SPDR Bloomberg Barclays TIPS ETF, SPDR Bloomberg Barclays 1- 10 Year TIPS ETF, SPDR Bloomberg Barclays Intermediate Term Treasury ETF, SPDR Bloomberg Barclays Corporate Bond ETF, SPDR Bloomberg Barclays Convertible Securities ETF, SPDR Bloomberg Barclays Mortgage Backed Bond ETF, SPDR Nuveen S&P High Yield Municipal Bond ETF, SPDR FTSE International Government Inflation-Protected Bond ETF, SPDR Bloomberg Barclays Short Term International Treasury Bond ETF, SPDR Bloomberg Barclays International Treasury Bond ETF, SPDR Bloomberg Barclays International Corporate Bond ETF, SPDR Bloomberg Barclays Emerging Markets Local Bond ETF, SPDR Bloomberg Barclays High Yield Bond ETF, SPDR Bloomberg Barclays Short Term High Yield Bond ETF, SPDR Bloomberg Barclays Investment Grade Floating Rate ETF, SPDR ICE BofAML Broad High Yield Bond ETF, SPDR Dow Jones REIT ETF, SPDR Global Dow ETF, SPDR NYSE Technology ETF, SPDR MSCI USA Strategic Factors ETF, SPDR Portfolio Large Cap ETF, SPDR SSGA US Large Cap Low Volatility Index ETF, SPDR Portfolio Small Cap ETF, SPDR SSGA US Small Cap Low Volatility Index ETF, SPDR Portfolio Total Stock Market ETF, SPDR Portfolio Mid Cap ETF, SPDR S&P 1500 Momentum Tilt ETF, SPDR S&P 1500 Value Tilt ETF, SPDR S&P 400 Mid Cap Growth ETF, SPDR S&P 400 Mid Cap Value ETF, SPDR S&P 500 Buyback ETF, SPDR Portfolio S&P 500 Growth ETF, SPDR Portfolio S&P 500 Value ETF, SPDR Portfolio S&P 500 High Dividend ETF, SPDR S&P 600 Small Cap ETF, SPDR S&P 600 Small Cap Growth ETF, SPDR S&P 600 Small Cap Value ETF, SPDR S&P Biotech ETF, SPDR S&P Capital Markets ETF, SPDR S&P Dividend ETF, SPDR S&P Health Care Equipment ETF, SPDR S&P Health Care Services ETF, SPDR S&P Insurance ETF, SPDR S&P Metals & Mining ETF, SPDR S&P Oil & Gas Equipment & Services ETF, SPDR S&P Pharmaceuticals ETF, SPDR S&P Retail ETF, SPDR S&P Semiconductor ETF, SPDR S&P Software & Services ETF, SPDR S&P Telecom ETF, SPDR S&P Transportation ETF, SPDR Wells Fargo Preferred Stock ETF, SPDR S&P 500 Fossil Fuel Reserves Free ETF, SPDR Russell 1000 Low Volatility Focus ETF, SPDR Russell 1000 Momentum Focus ETF, SPDR Russell 1000 Yield Focus ETF, SPDR FactSet Innovative Technology ETF, SPDR SSGA Gender Diversity Index ETF, SPDR S&P Internet ETF, SPDR S&P Technology Hardware ETF and SPDR Dorsey Wright Fixed Income Allocation) as of and for the year (or period) ended June 30, 2019 in accordance with the standards of the Public Company Accounting Oversight Board (United States), we considered the Trust's internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinions on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Trust's internal control over financial reporting. Accordingly, we express no such opinion. The management of the Trust is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A company's internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A company's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the company; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the company are being made only in accordance with authorizations of management and directors of the company; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a company's assets that could have a material effect on the financial statements. Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate. A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the company's annual or interim financial statements will not be prevented or detected on a timely basis. Our consideration of the Trust's internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control that might be material weaknesses under standards established by the Public Company Accounting Oversight Board (United States). However, we noted no deficiencies in the Trust's internal control over financial reporting and its operation, including controls over safeguarding securities, which we consider to be a material weakness as defined above as of June 30, 2019. This report is intended solely for the information and use of management and the Board of Trustees of SPDR(r) Series Trust and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties. /s/ Ernst & Young LLP Boston, Massachusetts August 26, 2019
Serious News for Serious Traders! Try StreetInsider.com Premium Free!
You May Also Be Interested In
- Raynes & Lawn Law Firm Nationally Recognized for Its Work on Medical Malpractice and Birth Injuries
- Health Carousel Introduces Innovative 'Full Circle of Support' Program to Elevate Employee Well-Being
- Partslion Launches New Software to Streamline Access to Quality Car Parts
Create E-mail Alert Related Categories
SEC FilingsSign up for StreetInsider Free!
Receive full access to all new and archived articles, unlimited portfolio tracking, e-mail alerts, custom newswires and RSS feeds - and more!