0001410368-26-040180.txt : 20260424 0001410368-26-040180.hdr.sgml : 20260424 20260424143235 ACCESSION NUMBER: 0001410368-26-040180 CONFORMED SUBMISSION TYPE: N-CEN/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20260424 DATE AS OF CHANGE: 20260424 EFFECTIVENESS DATE: 20260424 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SPDR SERIES TRUST CENTRAL INDEX KEY: 0001064642 ORGANIZATION NAME: EIN: 000000000 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: N-CEN/A SEC ACT: 1940 Act SEC FILE NUMBER: 811-08839 FILM NUMBER: 26892763 BUSINESS ADDRESS: STREET 1: ONE CONGRESS STREET CITY: BOSTON STATE: MA ZIP: 02114 BUSINESS PHONE: 6176643920 MAIL ADDRESS: STREET 1: ONE CONGRESS STREET CITY: BOSTON STATE: MA ZIP: 02114 FORMER COMPANY: FORMER CONFORMED NAME: STREETTRACKS SERIES TRUST DATE OF NAME CHANGE: 20000925 FORMER COMPANY: FORMER CONFORMED NAME: INDEX EXCHANGE LISTED SECURITIES TRUST DATE OF NAME CHANGE: 19980622 0001064642 S000006973 State Street(R) SPDR(R) Portfolio S&P 1500(R) Composite Stock Market ETF C000019026 State Street(R) SPDR(R) Portfolio S&P 1500(R) Composite Stock Market ETF SPTM 0001064642 S000006974 State Street(R) SPDR(R) S & P 600(TM) Small Cap Value ETF C000019027 State Street(R) SPDR(R) S & P 600(TM) Small Cap Value ETF SLYV 0001064642 S000006975 State Street(R) SPDR(R) Global Dow ETF C000019028 State Street(R) SPDR(R) Global Dow ETF DGT 0001064642 S000006976 State Street(R) SPDR(R) Dow Jones(R) REIT ETF C000019029 State Street(R) SPDR(R) Dow Jones(R) REIT ETF RWR 0001064642 S000006977 State Street(R) SPDR(R) S&P(R) Bank ETF C000019030 State Street(R) SPDR(R) S&P(R) Bank ETF KBE 0001064642 S000006978 State Street(R) SPDR(R) S&P(R) Capital Markets ETF C000019031 State Street(R) SPDR(R) S&P(R) Capital Markets ETF KCE 0001064642 S000006979 State Street(R) SPDR(R) S&P(R) Insurance ETF C000019032 State Street(R) SPDR(R) S&P(R) Insurance ETF KIE 0001064642 S000006980 State Street(R) SPDR(R) NYSE Technology ETF C000019033 State Street(R) SPDR(R) NYSE Technology ETF XNTK 0001064642 S000006981 State Street(R) SPDR(R) S&P(R) Dividend ETF C000019034 State Street(R) SPDR(R) S&P(R) Dividend ETF SDY 0001064642 S000006983 State Street(R) SPDR(R) Portfolio S&P 500(R) ETF C000019036 State Street(R) SPDR(R) Portfolio S&P 500(R) ETF SPYM 0001064642 S000006984 State Street(R) SPDR(R) Portfolio S&P 500(R) Growth ETF C000019037 State Street(R) SPDR(R) Portfolio S&P 500(R) Growth ETF SPYG 0001064642 S000006985 State Street(R) SPDR(R) Portfolio S&P 500(R) Value ETF C000019038 State Street(R) SPDR(R) Portfolio S&P 500(R) Value ETF SPYV 0001064642 S000006986 State Street(R) SPDR(R) Portfolio S&P 400(TM) Mid Cap ETF C000019039 State Street(R) SPDR(R) Portfolio S&P 400(TM) Mid Cap ETF SPMD 0001064642 S000006987 State Street(R) SPDR(R) S & P 400(TM) Mid Cap Growth ETF C000019040 State Street(R) SPDR(R) S & P 400(TM) Mid Cap Growth ETF MDYG 0001064642 S000006988 State Street(R) SPDR(R) S & P 400(TM) Mid Cap Value ETF C000019041 State Street(R) SPDR(R) S & P 400(TM) Mid Cap Value ETF MDYV 0001064642 S000006989 SPDR(R) S & P 600 Small Cap ETF C000019042 SPDR(R) S & P 600 Small Cap ETF SLY 0001064642 S000006990 State Street(R) SPDR(R) S & P 600(TM) Small Cap Growth ETF C000019043 State Street(R) SPDR(R) S & P 600(TM) Small Cap Growth ETF SLYG 0001064642 S000010018 State Street(R) SPDR(R) S&P(R) Biotech ETF C000027706 State Street(R) SPDR(R) S&P(R) Biotech ETF XBI 0001064642 S000010019 State Street(R) SPDR(R) S&P(R) Homebuilders ETF C000027707 State Street(R) SPDR(R) S&P(R) Homebuilders ETF XHB 0001064642 S000010020 State Street(R) SPDR(R) S&P(R) Semiconductor ETF C000027708 State Street(R) SPDR(R) S&P(R) Semiconductor ETF XSD 0001064642 S000012318 State Street(R) SPDR(R) S&P(R) Aerospace & Defense ETF C000033534 State Street(R) SPDR(R) S&P(R) Aerospace & Defense ETF XAR 0001064642 S000012319 State Street(R) SPDR(R) S&P(R) Oil & Gas Exploration & Production ETF C000033535 State Street(R) SPDR(R) S&P(R) Oil & Gas Exploration & Production ETF XOP 0001064642 S000012321 State Street(R) SPDR(R) S&P(R) Pharmaceuticals ETF C000033537 State Street(R) SPDR(R) S&P(R) Pharmaceuticals ETF XPH 0001064642 S000012322 State Street(R) SPDR(R) S&P(R) Retail ETF C000033538 State Street(R) SPDR(R) S&P(R) Retail ETF XRT 0001064642 S000012323 State Street(R) SPDR(R) S&P(R) Telecom ETF C000033539 State Street(R) SPDR(R) S&P(R) Telecom ETF XTL 0001064642 S000012324 State Street(R) SPDR(R) S&P(R) Transportation ETF C000033540 State Street(R) SPDR(R) S&P(R) Transportation ETF XTN 0001064642 S000012325 State Street(R) SPDR(R) S&P(R) Regional Banking ETF C000033541 State Street(R) SPDR(R) S&P(R) Regional Banking ETF KRE 0001064642 S000012329 State Street(R) SPDR(R) S&P(R) Software & Services ETF C000033545 State Street(R) SPDR(R) S&P(R) Software & Services ETF XSW 0001064642 S000012330 State Street(R) SPDR(R) S&P(R) Health Care Equipment ETF C000033546 State Street(R) SPDR(R) S&P(R) Health Care Equipment ETF XHE 0001064642 S000012331 State Street(R) SPDR(R) S&P(R) Health Care Services ETF C000033547 State Street(R) SPDR(R) S&P(R) Health Care Services ETF XHS 0001064642 S000012333 State Street(R) SPDR(R) S&P(R) Metals & Mining ETF C000033549 State Street(R) SPDR(R) S&P(R) Metals & Mining ETF XME 0001064642 S000012334 State Street(R) SPDR(R) S&P(R) Oil & Gas Equipment & Services ETF C000033550 State Street(R) SPDR(R) S&P(R) Oil & Gas Equipment & Services ETF XES 0001064642 S000017326 State Street(R) SPDR(R) Bloomberg 1-3 Month T-Bill ETF C000047963 State Street(R) SPDR(R) Bloomberg 1-3 Month T-Bill ETF BIL 0001064642 S000017327 State Street(R) SPDR Nuveen ICE Short Term Municipal Bond ETF C000047964 State Street(R) SPDR Nuveen ICE Short Term Municipal Bond ETF SHM 0001064642 S000017328 State Street(R) SPDR(R) Portfolio Intermediate Term Treasury ETF C000047965 State Street(R) SPDR(R) Portfolio Intermediate Term Treasury ETF SPTI 0001064642 S000017329 State Street(R) SPDR(R) Portfolio Long Term Treasury ETF C000047966 State Street(R) SPDR(R) Portfolio Long Term Treasury ETF SPTL 0001064642 S000017330 State Street(R) SPDR(R) Portfolio TIPS ETF C000047967 State Street(R) SPDR(R) Portfolio TIPS ETF SPIP 0001064642 S000017333 State Street(R) SPDR Nuveen ICE Municipal Bond ETF C000047970 State Street(R) SPDR Nuveen ICE Municipal Bond ETF TFI 0001064642 S000017334 State Street(R) SPDR(R) Portfolio Aggregate Bond ETF C000047971 State Street(R) SPDR(R) Portfolio Aggregate Bond ETF SPAB 0001064642 S000019665 State Street(R) SPDR(R) Portfolio Short Term Treasury ETF C000055009 State Street(R) SPDR(R) Portfolio Short Term Treasury ETF SPTS 0001064642 S000019666 State Street(R) SPDR(R) Portfolio Short Term Corporate Bond ETF C000055010 State Street(R) SPDR(R) Portfolio Short Term Corporate Bond ETF SPSB 0001064642 S000019669 State Street(R) SPDR(R) Bloomberg High Yield Bond ETF C000055013 State Street(R) SPDR(R) Bloomberg High Yield Bond ETF JNK 0001064642 S000022922 State Street(R) SPDR(R) Portfolio Mortgage Backed Bond ETF C000066453 State Street(R) SPDR(R) Portfolio Mortgage Backed Bond ETF SPMB 0001064642 S000022923 State Street(R) SPDR(R) Portfolio Intermediate Term Corporate Bond ETF C000066454 State Street(R) SPDR(R) Portfolio Intermediate Term Corporate Bond ETF SPIB 0001064642 S000022924 State Street(R) SPDR(R) Portfolio Long Term Corporate Bond ETF C000066455 State Street(R) SPDR(R) Portfolio Long Term Corporate Bond ETF SPLB 0001064642 S000022925 State Street(R) SPDR(R) Bloomberg Convertible Securities ETF C000066456 State Street(R) SPDR(R) Bloomberg Convertible Securities ETF CWB 0001064642 S000026152 State Street(R) SPDR(R) ICE Preferred Securities ETF C000078463 State Street(R) SPDR(R) ICE Preferred Securities ETF PSK 0001064642 S000028870 State Street(R) SPDR Nuveen ICE High Yield Municipal Bond ETF C000088522 State Street(R) SPDR Nuveen ICE High Yield Municipal Bond ETF HYMB 0001064642 S000031836 State Street(R) SPDR Portfolio Corporate Bond ETF C000099139 State Street(R) SPDR Portfolio Corporate Bond ETF SPBO 0001064642 S000033831 State Street(R) SPDR(R) S&P(R) 1500 Value Tilt ETF C000104492 State Street(R) SPDR(R) S&P(R) 1500 Value Tilt ETF VLU 0001064642 S000033832 State Street(R) SPDR(R) S&P(R) 1500 Momentum Tilt ETF C000104493 State Street(R) SPDR(R) S&P(R) 1500 Momentum Tilt ETF MMTM 0001064642 S000034874 State Street(R) SPDR(R) Bloomberg Investment Grade Floating Rate ETF C000107256 State Street(R) SPDR(R) Bloomberg Investment Grade Floating Rate ETF FLRN 0001064642 S000036414 State Street(R) SPDR Bloomberg Short Term High Yield Bond ETF C000111386 State Street(R) SPDR Bloomberg Short Term High Yield Bond ETF SJNK 0001064642 S000036938 State Street(R) SPDR(R) Portfolio High Yield Bond ETF C000113018 State Street(R) SPDR(R) Portfolio High Yield Bond ETF SPHY 0001064642 S000039794 State Street(R) SPDR(R) US Large Cap Low Volatility Index ETF C000123372 State Street(R) SPDR(R) US Large Cap Low Volatility Index ETF LGLV 0001064642 S000039795 State Street(R) SPDR(R) US Small Cap Low Volatility Index ETF C000123373 State Street(R) SPDR(R) US Small Cap Low Volatility Index ETF SMLV 0001064642 S000040742 State Street(R) SPDR(R) Bloomberg 1-10 Year TIPS ETF C000126354 State Street(R) SPDR(R) Bloomberg 1-10 Year TIPS ETF TIPX 0001064642 S000041317 State Street(R) SPDR(R) Portfolio S&P 600(TM) Small Cap ETF C000128125 State Street(R) SPDR(R) Portfolio S&P 600(TM) Small Cap ETF SPSM 0001064642 S000048346 State Street(R) SPDR(R) MSCI USA StrategicFactors(SM) ETF C000152674 State Street(R) SPDR(R) MSCI USA StrategicFactors(SM) ETF QUS 0001064642 S000050968 State Street(R) SPDR(R) Portfolio S&P 500(R) High Dividend ETF C000160602 State Street(R) SPDR(R) Portfolio S&P 500(R) High Dividend ETF SPYD 0001064642 S000051577 State Street(R) SPDR(R) FactSet Innovative Technology ETF C000162275 State Street(R) SPDR(R) FactSet Innovative Technology ETF XITK 0001064642 S000051701 State Street(R) SPDR(R) S&P(R) 500 Fossil Fuel Reserves Free ETF C000162693 State Street(R) SPDR(R) S&P(R) 500 Fossil Fuel Reserves Free ETF SPYX 0001064642 S000051787 State Street(R) SPDR(R) Russell 1000 Yield Focus ETF C000162940 State Street(R) SPDR(R) Russell 1000 Yield Focus ETF ONEY 0001064642 S000051788 State Street(R) SPDR(R) Russell 1000 Momentum Focus ETF C000162941 State Street(R) SPDR(R) Russell 1000 Momentum Focus ETF ONEO 0001064642 S000051789 State Street(R) SPDR(R) Russell 1000 Low Volatility Focus ETF C000162942 State Street(R) SPDR(R) Russell 1000 Low Volatility Focus ETF ONEV 0001064642 S000053058 State Street(R) SPDR(R) MSCI USA Gender Diversity ETF C000166946 State Street(R) SPDR(R) MSCI USA Gender Diversity ETF SHE 0001064642 S000054130 SPDR S&P Internet ETF C000170118 SPDR S&P Internet ETF XWEB 0001064642 S000059700 State Street(R) SPDR(R) S&P Kensho Intelligent Structures ETF C000195381 State Street(R) SPDR(R) S&P Kensho Intelligent Structures ETF SIMS 0001064642 S000059701 State Street(R) SPDR(R) S&P Kensho Smart Mobility ETF C000195382 State Street(R) SPDR(R) S&P Kensho Smart Mobility ETF HAIL 0001064642 S000059702 State Street(R) SPDR(R) S&P Kensho Future Security ETF C000195383 State Street(R) SPDR(R) S&P Kensho Future Security ETF FITE 0001064642 S000063360 State Street(R) SPDR(R) S&P Kensho Clean Power ETF C000205413 State Street(R) SPDR(R) S&P Kensho Clean Power ETF CNRG 0001064642 S000063361 State Street(R) SPDR(R) S&P Kensho Final Frontiers ETF C000205414 State Street(R) SPDR(R) S&P Kensho Final Frontiers ETF ROKT 0001064642 S000063362 State Street(R) SPDR(R) S&P Kensho New Economies Composite ETF C000205415 State Street(R) SPDR(R) S&P Kensho New Economies Composite ETF KOMP 0001064642 S000067221 SPDR Bloomberg SASB Corporate Bond ESG Select ETF C000216236 SPDR Bloomberg SASB Corporate Bond ESG Select ETF RBND 0001064642 S000068660 State Street(R) SPDR(R) Bloomberg Emerging Markets USD Bond ETF C000219610 State Street(R) SPDR(R) Bloomberg Emerging Markets USD 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Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 54440.64000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 33673.81000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 21583.05000000 159300578.23000000 N 1659412060.65461538 N N N SPDR(R) Dow Jones REIT ETF S000006976 54930077YVRJPO64VF50 N 0 0 0 Exchange-Traded Fund N N 0.13000000 -0.12000000 0.09000000 0.09000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 16836619.64000000 56872.00000000 Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Y 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. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB 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 State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 J.P. 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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 877.50000000 38415.04000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 276042244.90000000 276042244.86000000 N 1545751904.76000000 N N N SPDR Portfolio Long Term Corporate Bond ETF S000022924 5493005PBSB4DEK8L973 N 0 0 0 Exchange-Traded Fund N N -0.21000000 -0.25000000 0.84000000 0.84000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 16900292.66000000 86213.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Y 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 Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. N/A 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 16471911.66000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 20979993.90000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 19260868.12000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 16952454.34000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 13869208.64000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 166248473.70000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 23274685.40000000 Millennium Advisors, LLC 8-68349 000151236 254900E1P6Z2XZYSA163 11254662.44000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 18557392.36000000 Jane Street Execution Services, LLC 8-69254 000167280 549300HXJLXCPDWAH070 26394884.96000000 396914614.00000000 N 614078456.65692307 Committed 200000000.00000000 N N N SPDR S&P Kensho Final Frontiers ETF S000063361 549300WYR6KJ2B9XI778 N 0 0 0 Exchange-Traded Fund N N -0.04000000 -0.49000000 0.04000000 0.04000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 1198068.78000000 10680.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y 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 ICE Data Services, Inc. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 15.76000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 5.10000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 0.20000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 3.52000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 0.04000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 0.34000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 981.10000000 Cabrera Capital, Inc. 8-26406 000010081 0.99000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 0.63000000 1007.68000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 392563.66000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 119364.51000000 511928.17000000 N 17567671.87461538 N N N SPDR(R) S&P(R) Pharmaceuticals ETF S000012321 549300YVZ2R8N1KQH698 N 0 0 0 Exchange-Traded Fund N N 0.69000000 0.34000000 0.10000000 0.10000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 22256401.35000000 1212968.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y 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. N/A 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 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 30.28000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 718.46000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 152.96000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 20546.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 39.28000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 24584.76000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 88.78000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 43.18000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 78.48000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 72.49000000 46430.42000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 28889191.80000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 388721.21000000 29277913.01000000 N 215391372.47230769 N N N SPDR(R) Global Dow ETF S000006975 549300PK19O19RLNLJ50 N 0 0 0 Exchange-Traded Fund N N 0.52000000 0.01000000 15.10000000 15.10000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 2888276.30000000 13623.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y 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 Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. N/A 13-3668779 Tax ID N N UBS Switzerland AG 549300WOIFUSNYH0FL22 CH 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) 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 (Mumbai, Maharashtra, IN, Branch) 2HI3YI5320L3RW6NJ957 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) First Abu Dhabi Bank P.J.S.C. (Kuwait City, Al Asimah, KW, Branch) 2138002Y3WMK6RZS8H90 KW 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 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) Citibank Europe Public Limited Company N1FBEDJ5J41VKZLO2475 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas R0MUWSFPU8MPRO8K5P83 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch) RILFO74KP1CM8P6PCT96 ZA 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) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE Y Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 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) Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) 7LTWFZYICNSX8D621K86 PK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA Y 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) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE 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 (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR 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) Joint Stock Company 'Commercial Bank CitiBank' CHSQDSVI1UI96Y2SW097 RU 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) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 288.41000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 33.31000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 76.88000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 65.39000000 Santander Securities LLC 8-49571 000041791 N/A 0003237133 81.24000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2711.51000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 98.91000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 90.58000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 32.45000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 59.08000000 3663.23000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 12937630.31000000 12937630.31000000 N 110304424.61076923 N N N SPDR Bloomberg 1-10 Year TIPS ETF S000040742 549300SS31WHLX0B1I97 N 0 0 0 Exchange-Traded Fund N N 0.02000000 -0.14000000 0.35000000 0.35000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 31402007.47000000 94202.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Y 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. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 52688496.48000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 288231802.90000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 36674665.98000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 120294952.30000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 32748608.73000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 10275009.14000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 218909379.60000000 759822915.02000000 N 1410883631.45769230 N N N SPDR(R) S&P(R) Oil & Gas Equipment & Services ETF S000012334 549300AODH2G148UDX39 N 0 0 0 Exchange-Traded Fund N N -0.08000000 -0.43000000 0.06000000 0.06000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 16947291.54000000 60059.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y 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 PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 11.20000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 215.60000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 19.60000000 Goldman Sachs & Co. 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Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 46.75000000 42971.56000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 6780294.85000000 6780294.85000000 N 322974094.12307692 N N N SPDR MSCI USA Gender Diversity ETF S000053058 549300ISGTO6085ZQC34 N 0 0 0 Exchange-Traded Fund N N -0.02000000 -0.22000000 0.04000000 0.04000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 1311714.72000000 19265.00000000 Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4 (17 CFR 270.18f-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y 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. 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Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2462.69000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 18.75000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 16.69000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 82.46000000 Cabrera Capital, Inc. 8-26406 000010081 9.90000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 8.96000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 36.02000000 43723.26000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 85.76000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 652.57000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 15236128.85000000 15236867.18000000 N 208638864.33000000 N N N SPDR Portfolio Long Term Treasury ETF S000017329 549300GYQKAMF6JUVI06 N 0 0 0 Exchange-Traded Fund N N -0.03000000 -0.09000000 0.97000000 0.97000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 264043681.34000000 922278.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Y 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. N/A 13-3668779 Tax ID N Barclays Capital Inc. AC28XWWI3WIBK2824319 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) 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 43868613.28000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 63809917.89000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 622843946.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 24414597.55000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 35388437.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 65546239.27000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 37095858.61000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 22632706.78000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 14493828.12000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 84897689.71000000 1079518529.82000000 N 6017788822.67615384 N N N SPDR S&P 1500 Value Tilt ETF S000033831 549300DDGDTCN7DTIA86 N 0 0 0 Exchange-Traded Fund N N 0.06000000 -0.06000000 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 1268455.78000000 7828.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Y 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. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 141.76000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 93.90000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 49.24000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 18.55000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 33.01000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 27.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 2886.62000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 52.34000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 32.99000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 21.23000000 3384.05000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 5353.70000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 17854798.27000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 5104.81000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 335.49000000 17869010.77000000 N 219888370.50615384 N N N SPDR Portfolio S&P 500 High Dividend ETF S000050968 549300PQC2CS3IA6B871 N 0 0 0 Exchange-Traded Fund N N 0.21000000 0.14000000 0.09000000 0.09000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 79375885.62000000 403420.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 32a-4 (17 CFR 270.32a-4) Y 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. N/A 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 453198.71000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 35926.94000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 14217.59000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 9789.66000000 Cabrera Capital, Inc. 8-26406 000010081 4018.69000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 5103.91000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 408895.85000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2923.54000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 6434.25000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 7328.05000000 957684.99000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1076618292.00000000 1076618291.93000000 N 7541614807.36461538 N N N SPDR(R) Bloomberg 1-3 Month T-Bill ETF S000017326 549300GQCVCME1YJ6B50 N 0 0 0 Exchange-Traded Fund N N -0.03000000 -0.16000000 0.24000000 0.24000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 499092948.02000000 3593661.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Y 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. N/A 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N N Euroclear Bank 549300OZ46BRLZ8Y6F65 BE 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 372095312.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 69955636175.00000000 Citadel Securities LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 497477930.60000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 42419466523.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 55212028591.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 45402239059.00000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 13813480235.00000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 63586761363.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 28771543076.00000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 48375417274.00000000 368406145538.56000000 N 25332613188.85153846 N N N SPDR SSGA US Large Cap Low Volatility Index ETF S000039794 549300MJKU3HR8WPP084 N 0 0 0 Exchange-Traded Fund Y Y -0.01000000 -0.13000000 0.06000000 0.06000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 324938.43000000 9250.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Y 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. N/A 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Barclays Capital Inc. AC28XWWI3WIBK2824319 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 27.30000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 112.35000000 Cabrera Capital, Inc. 8-26406 000010081 28.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 16.10000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 64.25000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 204.61000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 114.10000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 21.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 26.60000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 9097.81000000 9755.52000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 42467454.23000000 42467454.23000000 N 652459609.81846153 N N N SPDR(R) S&P(R) Health Care Services ETF S000012331 549300JPXFHZOFFNSZ24 N 0 0 0 Exchange-Traded Fund N N 0.21000000 -0.14000000 0.16000000 0.16000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 13869263.39000000 59710.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y 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. N/A 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 22.06000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 355.33000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 23861.79000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 156.85000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 8.08000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 8277.74000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 10.24000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 25.58000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 20.97000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 354.01000000 33101.36000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 24130.65000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1506310.26000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 21284.64000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 16393800.15000000 17945525.70000000 N 116839313.91846153 N N N SPDR(R) S&P(R) Telecom ETF S000012323 549300HDKY7AYIBLN989 N 0 0 0 Exchange-Traded Fund N N 0.14000000 -0.21000000 0.07000000 0.07000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 5181280.40000000 27908.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Y 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. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 10253.09000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 129.07000000 Cabrera Capital, Inc. 8-26406 000010081 11.90000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 14.70000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 21.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2235.58000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 10.50000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 263.15000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 18.20000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 15.40000000 12993.59000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 2866578.42000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 1898.82000000 2868477.24000000 N 64317063.95692307 N N N SPDR(R) Bloomberg Convertible Securities ETF S000022925 549300IXKU3G7R6DMX93 N 0 0 0 Exchange-Traded Fund N N -0.13000000 -0.53000000 0.77000000 0.77000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 245832310.14000000 2772237.00000000 Rule 17e-1 (17 CFR 270.17e-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Y 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. 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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3530.85000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 67.04000000 The Williams Capital Group, L.P. 8-46623 000035149 254900QGK3PNRGR9BD85 72.65000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 648.55000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 220.52000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 41.41000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 37.65000000 9859.72000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 731.44000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 60364495.93000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1910.65000000 60380891.46000000 N 906647537.77923076 N N N SPDR(R) S&P Insurance ETF S000006979 5493000JPXJASDQETJ56 N 0 0 0 Exchange-Traded Fund N N -0.02000000 -0.37000000 0.05000000 0.05000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 15104407.98000000 40271.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Y 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 ICE Data Services, Inc. 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Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 24.53000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 69.85000000 16706.23000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 38185177.40000000 38185177.40000000 N 509439854.86153846 N N N SPDR Russell 1000 Momentum Focus ETF S000051788 5493006G2KQ346T5MK30 N 0 0 0 Exchange-Traded Fund N N 0.06000000 -0.14000000 0.04000000 0.04000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 2568780.52000000 12932.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y 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 Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. N/A 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1920.88000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 51.77000000 Goldman Sachs & Co. 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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 49.40000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 19241359.65000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 10966.31000000 19422476.56000000 N 248768106.38846153 N N N SPDR MarketAxess Investment Grade 400 Corporate Bond ETF S000075434 9845008DB8F98965BE67 N 0 0 0 Exchange-Traded Fund N N 0.00000000 -0.10000000 0.27000000 0.27000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 1347974.41000000 4523.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) 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 ICE Data Services, Inc. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 7939028.79000000 J.P. 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LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 8872709.44000000 MarketAxess Corporation 8-50727 000044542 GPSMMRI21JE7ZCVYF972 6930646.54000000 Jane Street Execution Services, LLC 8-69254 000167280 549300HXJLXCPDWAH070 10781918.67000000 121125046.19000000 N 61774906.82461538 N N N SPDR S&P Kensho Future Security ETF S000059702 549300JWGKY4W7H1XS73 N 0 0 0 Exchange-Traded Fund N N 0.17000000 -0.28000000 0.04000000 0.04000000 Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 1576866.39000000 9773.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) Y 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 ICE Data Services, Inc. N/A 13-3668779 Tax ID 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 State Street Bank and Trust Company 571474TGEMMWANRLN572 Y Y SSGA Funds Management, Inc. FT3UGI3NU6B7EELQF380 Y N N State Street Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1.97000000 Cabrera Capital, Inc. 8-26406 000010081 3.36000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 4.03000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 62.06000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 1.87000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 53.15000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 3.33000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 5.65000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 192.24000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 2163.49000000 2493.31000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 2536331.67000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2216.97000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 78215.34000000 2616763.98000000 N 29766787.52000000 N N N SPDR Russell 1000 Low Volatility Focus ETF S000051789 5493005YZNGCM47APO52 N 0 0 0 Exchange-Traded Fund N N 0.01000000 -0.19000000 0.03000000 0.03000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 4760996.82000000 33419.00000000 Rule 18f-4 (17 CFR 270.18f-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) Y 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. N/A 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 660.24000000 Cabrera Capital, Inc. 8-26406 000010081 74.57000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 48.38000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 33080.45000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 141.86000000 Goldman Sachs & Co. 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N/A 13-3668779 Tax ID 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1825.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 13.30000000 Goldman Sachs & Co. 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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 8999.10000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 10763202.85000000 11128996.62000000 N 105830699.16538461 N N N SPDR(R) Portfolio TIPS ETF S000017330 5493005MJ79DAO7AOD07 N 0 0 0 Exchange-Traded Fund N N 0.03000000 -0.09000000 0.44000000 0.44000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 108650153.85000000 239512.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Y 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. N/A 13-3668779 Tax ID N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. AC28XWWI3WIBK2824319 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 415061924.30000000 J.P. 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N/A 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 Global Advisors Funds Distributors, LLC 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 6772.86000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 66904.82000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 453.74000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1692.29000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3843.69000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 558.19000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2636.53000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 485.77000000 Cabrera Capital, Inc. 8-26406 000010081 161.70000000 Cantor Fitzgerald & Co. 8-201 000000134 5493004J7H4GCPG6OB62 229.82000000 84221.10000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 155757812.80000000 155757812.82000000 N 1643949649.37307692 N N N SPDR(R) Portfolio Short Term Treasury ETF S000019665 549300CVHDNMTIUMZ693 N 0 0 0 Exchange-Traded Fund N N 0.00000000 -0.06000000 0.17000000 0.17000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Cash collateral reinvestment fee Revenue sharing split 305277205.57000000 917412.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y 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. N/A 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 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. 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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 663249267.70000000 4902828289.05000000 N 4395752220.50000000 N N N SPDR(R) S&P Regional Banking(SM) ETF S000012325 549300EFWJBKUN6WJX52 N 0 0 0 Exchange-Traded Fund N N 0.23000000 -0.13000000 3.19000000 3.19000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 67357971.24000000 1048941.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y 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. N/A 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Barclays Capital Inc. 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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2237.20000000 CastleOak Securities, L.P. 8-65786 000125334 549300MXL7C60HZ59S65 1502.56000000 Rosenblatt Securities Inc. 8-24255 000018377 549300KXQP6H4QO07E91 1748.60000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1218.70000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 1378.95000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 208011.95000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 77340.10000000 411621.32000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 450584.11000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 121774.91000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 344153433.90000000 344725792.94000000 N 2963353204.70923076 N N N SPDR Portfolio Intermediate Term Corporate Bond ETF S000022923 549300V0LZHF2UQ4WK69 N 0 0 0 Exchange-Traded Fund N N -0.18000000 -0.22000000 0.38000000 0.38000000 N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 Y N Revenue sharing split Cash collateral reinvestment fee 373839889.21000000 1369123.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 32a-4 (17 CFR 270.32a-4) Y 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 Barclays Capital Inc. 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S000026152 N 50000.00000000 0.09340425 0.22829876 99.90659574 0.22829876 0.14084507 0.38904993 99.85915492 0.38904993 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) Portfolio S&P 1500 Composite Stock Market ETF S000006973 N 50000.00000000 0.14422413 0.03837543 99.85577586 0.03837543 0.12275862 0.03717586 99.87724137 0.03717586 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) Dividend ETF S000006981 N 50000.00000000 1.95574879 13.76353223 98.04425120 13.76353223 0.02693251 0.16909115 99.97306748 0.16909115 0.00000000 248.06763285 0.00000000 0.00000000 246.92307692 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) Nuveen Bloomberg Municipal Bond ETF S000017333 Y 100000.00000000 97.63234782 14.74935455 2.36765217 14.74935455 -0.65961538 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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 -0.03666666 0.07078206 100.03666666 0.07078206 -0.04285714 0.07362342 100.04285714 0.07362342 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 FactSet Innovative Technology ETF S000051577 N 10000.00000000 0.03125000 0.03059309 99.96875000 0.03059309 -0.02925925 0.28097615 100.02925925 0.28097615 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) Portfolio TIPS ETF S000017330 Y 100000.00000000 -1.20250000 0.84494623 101.20250000 0.84494623 -1.32684210 0.67818994 101.32684210 0.67818994 0.00000000 250.00000000 0.00016300 0.00000000 250.00000000 0.12474789 0.00000000 250.00000000 0.00012333 0.00000000 250.00000000 0.12402992 Y SPDR Bloomberg Emerging Markets USD Bond ETF S000068660 Y 100000.00000000 51.50500000 48.49511994 48.49500000 48.49511994 1.18333333 0.51057701 98.81666666 0.51057701 0.00000000 700.00000000 0.25751625 0.00000000 700.00000000 0.49970312 0.00000000 700.00000000 0.00177676 0.00000000 700.00000000 0.15021043 Y SPDR Portfolio S&P 500 Growth ETF S000006984 N 50000.00000000 0.04846733 0.06701768 99.95153266 0.06701768 0.08508474 0.05710154 99.91491525 0.05710154 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 Bloomberg Short Term High Yield Bond ETF S000036414 Y 300000.00000000 0.52113082 1.18529864 99.47886917 1.18529864 0.53224938 0.87897185 99.46775061 0.87897185 0.00000000 500.00000000 0.00136942 0.00000000 500.00000000 0.25067492 0.00000000 500.00000000 0.00083381 0.00000000 500.00000000 0.14997971 Y SPDR(R) Portfolio S&P 600 Small Cap ETF S000041317 N 50000.00000000 0.03252427 0.11833843 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0.00000000 0.00000000 487.75906735 0.00000000 0.00000000 500.00000000 0.00258003 0.00000000 500.00000000 0.14994607 Y SPDR(R) S&P(R) Metals & Mining ETF S000012333 N 50000.00000000 0.00394812 0.02701750 99.99605187 0.02701750 0.00858744 0.02829259 99.99141255 0.02829259 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) Semiconductor ETF S000010020 N 25000.00000000 0.04030612 0.25125584 99.95969387 0.25125584 -0.01394366 0.27216129 100.01394366 0.27216129 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) Retail ETF S000012322 N 50000.00000000 0.03484716 0.09235680 99.96515283 0.09235680 0.02916030 0.05623408 99.97083969 0.05623408 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 High Yield Municipal Bond ETF S000028870 Y 200000.00000000 84.25869047 36.81863373 15.74130952 36.81863373 2.72685714 17.26630223 97.27314285 17.26630223 0.00000000 250.00000000 0.25973380 0.00000000 250.00000000 0.30134790 0.00000000 250.00000000 0.00431876 0.00000000 250.00000000 0.10030507 Y SPDR(R) Portfolio Intermediate Term Treasury ETF S000017328 Y 100000.00000000 0.46169902 1.11256134 99.53830097 1.11256134 0.27084033 0.49555545 99.72915966 0.49555545 0.00000000 500.00000000 0.00031193 0.00000000 500.00000000 0.06029152 0.00000000 500.00000000 0.00009914 0.00000000 500.00000000 0.02727062 Y SPDR S&P 500 ESG ETF S000069051 N 25000.00000000 0.24873015 0.14472186 99.75126984 0.14472186 0.23058823 0.21220053 99.76941176 0.21220053 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 MSCI USA Climate Paris Aligned ETF S000076007 N 40000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.04000000 0.00000000 99.96000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y SPDR(R) S & P 400 Mid Cap Value ETF S000006988 N 50000.00000000 0.02609589 0.12844898 99.97390410 0.12844898 -0.15838709 1.47702097 100.15838709 1.47702097 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 S&P 400 Mid Cap ETF S000006986 N 50000.00000000 0.02849056 0.12180863 99.97150943 0.12180863 0.00352941 0.49794410 99.99647058 0.49794410 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 Internet ETF S000054130 N 10000.00000000 -0.05500000 0.05500000 100.05500000 0.05500000 0.00666666 0.03197221 99.99333333 0.03197221 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) S&P Bank ETF S000006977 N 50000.00000000 0.02829268 0.09223782 99.97170731 0.09223782 0.03071917 0.10267565 99.96928082 0.10267565 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) NYSE Technology ETF S000006980 N 10000.00000000 -0.08900000 0.09246080 100.08900000 0.09246080 -0.06750000 0.10963005 100.06750000 0.10963005 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) Nuveen Bloomberg Short Term Municipal Bond ETF S000017327 Y 100000.00000000 100.00000000 0.00000000 0.00000000 0.00000000 0.11717948 16.46704120 99.88282051 16.46704120 0.00000000 250.00000000 0.04357143 0.00000000 250.00000000 0.04357143 0.00000000 250.00000000 0.00052907 0.00000000 250.00000000 0.02005052 Y SPDR S&P Kensho Intelligent Structures ETF S000059700 N 10000.00000000 0.01000000 0.00000000 99.99000000 0.00000000 0.04647058 0.04613805 99.95352941 0.04613805 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) Biotech ETF S000010018 N 25000.00000000 0.12929411 0.30891978 99.87070588 0.30891978 0.11202567 0.28995381 99.88797432 0.28995381 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 0.00015873 0.02149138 99.99984126 0.02149138 0.01230769 0.00973008 99.98769230 0.00973008 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) Health Care Equipment ETF S000012330 N 25000.00000000 0.00104166 0.01557770 99.99895833 0.01557770 0.04263157 0.23100107 99.95736842 0.23100107 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 Aggregate Bond ETF S000017334 Y 100000.00000000 32.14929687 4.81263411 67.85070312 4.81263411 31.54664000 2.68338590 68.45336000 2.68338590 0.00000000 500.00000000 0.01592750 0.00000000 500.00000000 0.04980521 0.00000000 500.00000000 0.01577332 0.00000000 500.00000000 0.04999999 N SPDR(R) S&P(R) Oil & Gas Exploration & Production ETF S000012319 N 50000.00000000 0.02303258 0.09580199 99.97696741 0.09580199 0.03711610 0.19598382 99.96288389 0.19598382 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 Investment Grade Floating Rate ETF S000034874 Y 100000.00000000 -0.11196969 0.66445744 100.11196969 0.66445744 0.41291666 0.69081762 99.58708333 0.69081762 0.00000000 200.00000000 0.00018456 0.00000000 200.00000000 0.09952319 0.00000000 200.00000000 0.00024162 0.00000000 200.00000000 0.05033327 Y SPDR(R) S & P 400 Mid Cap Growth ETF S000006987 N 50000.00000000 0.04480000 0.11482578 99.95520000 0.11482578 0.09510638 0.56299681 99.90489361 0.56299681 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 0.42234285 0.63422996 99.57765714 0.63422996 0.30612546 0.57345663 99.69387453 0.57345663 0.00000000 250.00000000 0.00020461 0.00000000 250.00000000 0.04961983 0.00000000 250.00000000 0.00009156 0.00000000 250.00000000 0.02467355 Y SPDR(R) S&P Regional Banking(SM) ETF S000012325 N 50000.00000000 0.01348837 0.03269903 99.98651162 0.03269903 0.02714071 0.10744333 99.97285928 0.10744333 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 200000.00000000 1.38971014 2.69100149 98.61028985 2.69100149 0.91639593 1.13592476 99.08360406 1.13592476 0.00000000 500.00000000 0.00296803 0.00000000 500.00000000 0.20013299 0.00000000 500.00000000 0.00101050 0.00000000 500.00000000 0.10052057 Y SPDR(R) S&P(R) Transportation ETF S000012324 N 10000.00000000 0.25485714 0.66404978 99.74514285 0.66404978 0.76422222 1.05908658 99.23577777 1.05908658 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 600 Small Cap Growth ETF S000006990 N 50000.00000000 0.03922077 0.16200662 99.96077922 0.16200662 0.20000000 2.05259527 99.80000000 2.05259527 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) Software & Services ETF S000012329 N 10000.00000000 0.23272727 0.33752461 99.76727272 0.33752461 0.07703703 0.17511509 99.92296296 0.17511509 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 N 30000.00000000 5.54388888 22.90914457 94.45611111 22.90914457 -0.07333333 0.06027004 100.07333333 0.06027004 0.00000000 480.55555555 0.00000000 0.00000000 438.23529411 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y true INTERNAL CONTROL RPT 2 NCEN_A_811-08839_510223_0623.htm

Report of Independent Registered Public Accounting Firm

 

To the Shareholders and Board of Trustees of SPDR® Series Trust,

 

In planning and performing our audits of the financial statements of SPDR® 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 Municipal Bond ETF, SPDR Nuveen Bloomberg  Short Term Municipal Bond ETF, SPDR S&P Kensho Intelligent structures ETF, SPDR S&P Kensho Smart Mobility ETF,  SPDR S&P Kensho Future Security 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 1-3 Month T-Bill ETF, SPDR Portfolio TIPS ETF, SPDR Bloomberg 1-10 Year TIPS ETF, SPDR Portfolio Intermediate Term Treasury ETF, SPDR Portfolio Corporate Bond ETF, SPDR Bloomberg Convertible Securities ETF, SPDR Portfolio Mortgage Backed Bond ETF, SPDR Nuveen Bloomberg High Yield Municipal Bond ETF, SPDR Bloomberg High Yield Bond ETF, SPDR Bloomberg Short Term High Yield Bond ETF, SPDR Bloomberg Investment Grade Floating Rate ETF, SPDR Portfolio High Yield Bond ETF, SPDR Dow Jones REIT ETF, SPDR Global Dow ETF, SPDR NYSE Technology ETF, SPDR MSCI USA Strategic Factors^SM ETF, SPDR Portfolio S&P 500 ETF, SPDR SSGA US Large Cap Low Volatility Index ETF, SPDR S&P 600 Small Cap ETF, SPDR SSGA US Small Cap Low Volatility Index ETF, SPDR Portfolio S&P 1500 Composite Stock Market ETF, SPDR S&P 400 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 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 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 ICE Preferred Securities 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 MSCI USA Gender Diversity ETF (formerly, SPDR SSGA Gender Diversity Index ETF), SPDR S&P Internet ETF, SPDR S&P 500 ESG ETF, SPDR Bloomberg Emerging Markets USD Bond ETF, SPDR Bloomberg 3-12 Month T-Bill ETF, SPDR MarketAxess Investment Grade 400 Corporate Bond ETF, SPDR MSCI USA Climate Paris Aligned ETF and SPDR S&P SmallCap 600 ESG ETF) as of and for the year ended June 30, 2023 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, 2023.

 

This report is intended solely for the information and use of management and the Board of Trustees of SPDR® 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

April 2, 2026